Variations of Processes with Stationary, Independent Increments.

Abstract

Variational sums for arbitrary processes with stationary, independent increments are shown to converge in probability to certain other such processes as the mesh of a sequence of partitions tend to zero. Under less restrictive conditions, centered variational sums are shown to converge. In cases of divergence, rates of divergence are found. (Author)

Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1971
Accession Number
AD0725100

Entities

People

  • Bert Fristedt
  • Priscilla Greenwood

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Probability
  • Sequences
  • Stationary

Readers

  • Statistical inference.