Stochastic Systems

Jan H. van Schuppen*

*Corresponding author for this work

Research output: Chapter in Book/Conference proceedings/Edited volumeChapterScientific


Several sets of stochastic systems are defined in this chapter. The sets are selected based on the sets in which the outputs take values. Conditions are provided for the selection of the output-state conditional distribution function and for the selection of the conditional distribution function of the next-state on the current state. Useful are a Poisson–Gamma stochastic system, a Beta–Gamma stochastic system, an output-finite–state-polytopic stochastic system, a σ -algebraic system, and a multiple conditional independent relation.

Original languageEnglish
Title of host publicationControl and System Theory of Discrete-Time Stochastic Systems
EditorsJ.H. van Schuppen
Number of pages47
ISBN (Electronic)978-3-030-66952-5
Publication statusPublished - 2021

Publication series

NameCommunications and Control Engineering
ISSN (Print)0178-5354
ISSN (Electronic)2197-7119


  • Probability distributions
  • Stochastic systems


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