The Azimuth Project
Random process (Rev #6, changes)

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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 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.

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

category: methodology