ON STOCHASTIC PROCESSES AND THEIR REPRESENTATIONS,
Abstract
This report is concerned with the statistical modeling of physical systems and various mathematical statements or formulations of the models. Instead of giving the complete set of output-input pairs which characterize a physical system, one may give the odds that any specific output from a set of possible outputs will occur. This is called a statistical model of the system. Another form of the statistical model is to give the odds that at any specific time a certain value from a set of values will occur. This report examines both of these forms of statistical modeling. It sets up a general theory of stochastic processes which includes the theory of time series analysis and examines various mathematical representations of the general theory. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 24, 1964
- Accession Number
- AD0601521
Entities
People
- Crosman Jay Clark
Organizations
- Sylvania Electric Products