Stochastic boundedness
From Encyclopedia of Mathematics
boundedness in probability
The property of a stochastic process , t \in \mathcal{T}, expressed by the condition: For an arbitrary \epsilon > 0 there exists a C > 0 such that for all t \in \mathcal{T}, \mathbf{P}\{ |X(t)| > C \} < \epsilon \ .
How to Cite This Entry:
Stochastic boundedness. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Stochastic_boundedness&oldid=15380
Stochastic boundedness. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Stochastic_boundedness&oldid=15380
This article was adapted from an original article by A.V. Prokhorov (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article