Elements of probability theory
In this introductory chapter we collect several definitions and basic results from probability theory which are used in the developments in the next chapters of the book. Our goal is to present in a unified way some concepts that are presented in different ways in other bibliographic sources. Also we want to establish the basic terminology used in this book. The known results in the field are presented without proofs indicating only the bibliographic source. The less-known results or those which are in less accessible bibliographic sources are presented with their proofs. In the last part of the chapter we describe the classes of stochastic systems under consideration in the book.
KeywordsMarkov Chain Exponential Stability Stochastic Matrix Markovian Switching Stochastic Matrice
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