The Ehrenfest Chain as an Approximation to the O-U Process.

Abstract

A sequence of birth-death processes successively approximating Ornstein-Uhlenbeck process is described. These Ehrenfest approximations have advantages of tractability and computerability required for subsequent development of certain diffusion processes related to the Ornstein-Uhlenbeck process of meteorological interest. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
May 01, 1981
Accession Number
ADA111839

Entities

People

  • J. Keilson
  • M. Zachmann
  • U. Sumita

Organizations

  • University of Rochester

Tags

DTIC Thesaurus Topics

  • Air Force
  • Consistency
  • Data Science
  • Differential Equations
  • Distribution Functions
  • Equations
  • Information Science
  • Intervals
  • Markov Chains
  • Markov Processes
  • New York
  • Normal Distribution
  • Partial Differential Equations
  • Probability
  • Sequences
  • Statistical Algorithms
  • Test And Evaluation

Readers

  • Climatology
  • Mathematical Modeling and Probability Theory.
  • Systems Analysis and Design