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Stochastic Realization

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Definition
StochasticProcessesProbability

A stochastic realization or sample function is a single outcome of a Stochastic Process, so it is formed by taking a single possible value of each random variable of the stochastic process. More precisely, if {X(t,ω):tT}\{ X(t,\omega):t\in \mathbb{T} \} is a stochastic process, then for any point ωΩ\omega \in\Omega, the mapping X(,ω):TRX(\cdot,\omega):\mathbb{T}\to \mathbb{R}is called a realization or (particularly when T\mathbb{T} is interpreted as time) a sample path of the process.

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