Random processes are sequences of random variables:
\(X = \{ X_t: t \in T \}\) where \(T\) is some index set.
\(X\) is a discrete time process when \(T\) is discrete (e.g \(T = \{0,1,2,3, \ldots\}\))
\(X\) is a continuous time process when \(T\) is continuous (e.g. \(T = [0, \infty ]\))