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## What is Stochastic Process?

Random
process or stochastic process is a family of model on *dynamic random states*. *Dynamic* means time dependent. *States* are the
internal properties of a system that together with the inputs to the system
will reveal the output of a system. The states can be discrete or continuous.
The time domain can also be discrete or continuous. Thus, stochastic process
describes time-dependent states of a system. The states are represented by
random variable.
Actually is a random function that represents a
trajectory of the states over time. Each realization of a random variableis
a random function that produces different results (as shown in left figure
below). The set of all possible realization forms the functional space of the
random function. The middle and right figures below show respectively the
linear and geometric random function and their boundaries with a sample of one
realization.

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These tutorial is copyrighted .

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Preferable reference for this tutorial is
**

Teknomo, Kardi. (2017) Stochastic Process Tutorial .

http://people.revoledu.com/kardi/tutorial/StochasticProcess/