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Stochastic Process

(Again, for a more complete treatment, see [177] or the like.)



Definition: A stochastic process $ x$ is defined as a sequence of random variables $ x(n)$ , $ n=\ldots, -2,-1,0,1,2,\ldots\,$ .

A stochastic process may also be called a random process, noise process, or simply signal (when the context is understood to exclude deterministic components).


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``Spectral Audio Signal Processing'', by Julius O. Smith III, (August 2008 Draft).
Copyright © 2008-08-13 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
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