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Stochastic Processes 124 Die Kernfrage

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Die Kernfrage

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Stochastic Processes 124 Die Kernfrage1 What is a Stochastic Process?. 2 Results from Probability Theory. 2. 1 Introduction to probability theory. 2. 2 Bivariate distributions. 2. 3 Multivariate distributions. 2. 4 Probability generating functions. 2. 5 Characteristic functions. 3 The Random Walk. 3. 1 The unrestricted random walk. 3. 2 Types of stochastic process. 3. 3 The gamblers ruin. 3. 4 Generalisations of the random walk model. 4 Markov Chains. 4. 1 Definitions. 4. 2 Equilibrium

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