The Stochastic Process π
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The principal aim of this chapter is to familiarize the reader with the fact that the conditional distribution of the signal can be viewed as a stochastic process with values in the space of probability measures. While it is true that this chapter sets the scene for the subsequent chapters, it can be skipped by those readers whose interests are biased towards the applied aspects of the subject. The gist of the chapter can be summarized by the following.
KeywordsProbability Measure Weak Convergence Weak Topology Optional Projection Integrable Martingale
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