The Azimuth Project
Random process (Rev #2)

Contents

Idea

This page is about random processes as a means of modelling in engineering applications and sciences, especially Climate models.

Random processes are a broad topic in both pure mathematical research and applications, which we cannot even touch here, but we’ll mention some references to the general theory.

Implementation Issues

A computer model of a random process needs a Random number generator.

References

General

Terence Tao? has written about measure theory on abstract spaces and random processes, they are part of these online lecture notes:

Probability Theory