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Abstract

We start this section by recalling the definitions of test functions and generalized functions.1 Then we shall introduce the notion of generalized random processes and see that they play the same role, when compared to ordinary random processes, as the generalized functions, when compared to ordinary functions.

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  1. 1.

    This chapter can be omitted during the first reading.

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© 2012 Springer-Verlag Berlin Heidelberg

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Koralov, L., Sinai, Y.G. (2012). Generalized Random Processes. In: Theory of Probability and Random Processes. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-68829-7_17

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