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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.
A computer model of a random process needs a Random random number generator. Certain random processes are solutions of Stochastic stochastic differential equation equations s and can therefore be simulated by numerical solvers of these equations.
Terence Tao? has written about measure theory on abstract spaces and random processes, they are part of these online lecture notes:
Terence Tao: real analysis
Terence Tao: random matrices