Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Continuous stochastic process

  1. Oct 25, 2013 #1
    686er5.jpg
     
  2. jcsd
  3. Oct 26, 2013 #2

    mathman

    User Avatar
    Science Advisor
    Gold Member

    ε is an arbitrary (small) number > 0.
    If you are hung up on using axes, s and t are points on the x axis. Xt is a point on the y axis, but it is a random variable rather than just a number.
     
  4. Oct 27, 2013 #3
    Then, is epsilon on y-axis?
     
  5. Oct 27, 2013 #4

    Stephen Tashi

    User Avatar
    Science Advisor

    You are confusing intuitive visualizations of mathematics with the content of mathematical definitions. Even in calculus, there is nothing in the definition of limit that says that epsilon in "on the y-axis".
     
  6. Oct 27, 2013 #5
  7. Oct 27, 2013 #6

    Stephen Tashi

    User Avatar
    Science Advisor

  8. Oct 27, 2013 #7
    I know what you mean actually I can't understand without visualising therefore it is irritating me that what is epsilon intuitively in continuity of stochastic process? I know the op is about jump discontinuity which is RCLL function so is the epsilon shows any point between the jump ?
     
  9. Oct 27, 2013 #8
  10. Oct 27, 2013 #9

    mathman

    User Avatar
    Science Advisor
    Gold Member

    ε is a positive number. It is used as an upper bound of the magnitude difference of two random variables. There is no axis involved. If you insist on thinking "axis", then you may consider everything on the y axis. However, I suggest you try to understand the main point, there is no axis involved, just numbers.
     
  11. Oct 27, 2013 #10
    No, I wasn't thinking epsilon on y-axis,I just tried to give an example that like in calculus I used to think epsilon (not the same epsilon shown in stochastic continuity) as on y-axis for which the delta exists. I didn't mean that the epsilon in stochastic continuity is on y-axis .
    Thanks a tonne because now I have understood it.
     
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook




Similar Discussions: Continuous stochastic process
  1. Stochastic Processes (Replies: 2)

Loading...