Random processes: definitions and properties
Random Processes - Basis and applications

This section covers the basic definitions of probability, without further development or demonstration. Some notions are illustrated on finite sets, but can be generalized to infinite sets, whether countable or not.

Let be a set Ω on which we have defined a tribe (or σ-algebra) $\mathcal{A}$ , i.e. a set of parts of Ω stable by complementary passage and by countable union (hence also by countable intersection). The pair $\left(\text{Ω},\mathcal{A}\right)$...