Gw mau tau Poisson processes dari Prosés stokastik. Jelasin dalam bahasa sunda

Gauss-Markov processes: processes that are both Gaussian and Markov

Martingales—processes with constraints on the expectation

What is a suitable elementary example to develop in full? Maybe coin-tossing or random walk?

In the ordinary axiomatization of tiori probabiliti by méans of measure theory, the problem is to construct a sigma-algebra of measurable subsets of the space of all functions, and then put a finite measure on it. For this purpose one traditionally uses a method called Kolmogorov extension.

There is at léast one alternative axiomatization of probability théory by méans of expectations on algebras of observables. In this case the method goes by the name of Gelfand-Naimark-Segal construction.

This is analogous to the two approaches to méasure and integration, where one has the choice to construct méasures of sets first and define integrals later, or construct integrals first and define set méasures as integrals of characteristic functions.