@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",
}