数传有 状态空间」 1951 例3.2.3设(2，F,P)是对应于抛均匀硬币的概率空 间： 2={w,w2},{w}={head},{w2}={tail}. 做N次抛硬币独立试验，引入随机变量（ω=(w1,·,w,ww) 7/57 X(t,ω)= 1,w4=w2. 则X(t)是一随机过程.其参数集T={0,1,2,·},状态空 间E={0,1} 定义3.2.4随机过程的理解称T×2={(t,w): t∈T,w∈2}为集合T与2的积集(product set). GoBack FullScreen Close Quit7/57 kJ Ik J I GoBack FullScreen Close Quit Gòm. ~ 3.2.3 (Ω, F, P) ¥ÈAu˛!M1V«ò m: Ω = {ω1, ω2}, {ω1} = {head}, {ω2} = {tail}. âNgM1’·£, ⁄\ëÅC˛(ω = (ω1, · · · , ωt, · · · ωN)) X(t, ω) = ( 0, ωt = ω1 1, ωt = ω2. KX(t)¥òëÅLß. ŸÎÍ8T = {0, 1, 2, · · · }, Gò mE = {0, 1}. ½¬ 3.2.4 ëÅLßn) ° T × Ω = {(t, ω) : t ∈ T, ω ∈ Ω}è8‹TÜΩ»8 (product set)