A Note on Homogeneous Processes with Independent Increments

Abstract

A class of stochastic processes, X(t) is characterized based in the property that the conditional mean and variance of X(t), given X(t sub 1) = y, for some 0 < t < (t sub 1), are linear functions of y. Two particular cases resulting in Wiener and Poisson processes are discussed. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1972
Accession Number
AD0750007

Entities

People

  • Y. H. Wang

Organizations

  • Ohio State University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Binomials
  • Equations
  • Mathematics
  • Notation
  • Probability
  • Probability Distributions
  • Random Variables
  • Scientific Research
  • Statistics
  • Stochastic Processes
  • Surveys
  • Universities
  • Virginia

Fields of Study

  • Mathematics

Readers

  • Statistical inference.