The idea of using stochastic processes to describe the behavior of a random phenomenon is well established, and there are many varieties of stochastic models to represent the data with different behavior. In this thesis, we start with the representation of some kinds of random measures and stochastic processes in the L 2 ace, i.e the stochastic processes with finite variance. In the next part, we introduce a special random measure that introduced by Soltani and Parvardeh (2006), and is called "simple random measure". A simple random measure is a finite sum of random measures with disjoint supports. A simple random measure which is induced by a multivariate random measure and measurable mappings T 1 , … , T m is considered. Using this random measure, a ltr"