@inbook{7f960e3ab82746038c21821a831d71ab,

title = "Stochastic Processes",

abstract = "Elementary concepts and results of the theory of stochastic processes are summarized in this chapter. Concepts presented include a stochastic process, equivalent processes, a Gaussian process, stationarity, time-reversibility, and a Markov process. It is shown how to go from the definition of a Gauss–Markov process to a representation of such a process in the form of a state equation of a stochastic system. Advanced topics of the theory of stochastic processes are provided in Chapter 20.",

keywords = "Gaussian process, Markov process, Stochastic process",

author = "{van Schuppen}, {Jan H.}",

year = "2021",

doi = "10.1007/978-3-030-66952-2_3",

language = "English",

series = "Communications and Control Engineering",

publisher = "Springer ",

pages = "57--79",

booktitle = "Control and System Theory of Discrete-Time Stochastic Systems",

}