AN INFINITELY DIVISIBLE MARKOV PROCESS

Abstract

This paper studies the limiting distribution of a time-dependent random variable w ich is a Markov process with stationary transition probabilities. The model is couched in terms of an individual's resources, which decay exponentially but are incremented by random amounts at times which are Poisson distributed, but other applications are available: e. g., neuron responses. The characteristic function of the Markov process is exhibited, showing that the distribution is a generalized Poisson. The limiting distribution is shown to be the stationary distribution.

Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1962
Accession Number
AD0292063

Entities

People

  • Thomas S. Ferguson

Organizations

  • University of California, Los Angeles

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Markov Processes
  • Mathematics
  • Probability
  • Random Variables
  • Stationary
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.