ON THE DISTRIBUTION OF CERTAIN FUNCTIONALS OF MARKOFF PROCESSES,

Abstract

The problem of the distribution of certain functionals of a general n-dimensional Markoff process X(t) is explored. Analytical methods for the study of random variables are developed. A fundamental pair of integral equations whose unique solution is the characteristic function of U(s, t) is also developed.

Document Details

Document Type
Technical Report
Publication Date
Apr 20, 1954
Accession Number
AD0604234

Entities

People

  • A. J. F. Siegert
  • D. A. Darling

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Equations
  • Integral Equations
  • Integrals
  • Random Variables

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Statistical inference.