Editing Lévy process (section)

=== Independent increments ===
A continuous-time stochastic process assigns a [[random variable]] ''X''<sub>''t''</sub> to each point ''t'' ≥ 0 in time. In effect it is a random function of ''t''. The '''increments''' of such a process are the differences ''X''<sub>''s''</sub> − ''X''<sub>''t''</sub> between its values at different times ''t'' < ''s''. To call the increments of a process '''independent''' means that increments ''X''<sub>''s''</sub> − ''X''<sub>''t''</sub> and ''X''<sub>''u''</sub> − ''X''<sub>''v''</sub> are [[Independence (probability theory)|independent]] random variables whenever the two time intervals do not overlap and, more generally, any finite number of increments assigned to pairwise non-overlapping time intervals are mutually (not just [[pairwise independence|pairwise]]) independent.