Sojourns and Extremes of Stochastic Processes

Abstract

The object of the study is to describe specific distributional and structural properties of functionals, and then formulate conditions on the finite-dimensional distributions of the process which are sufficient for these properties. It was shown how these conditions are related to the structures of classes of stochastic processes commonly arising in theoretical and applied probability.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Sep 21, 1989
Accession Number
ADA245005

Entities

People

  • Simeon M. Berman

Organizations

  • New York University

Tags

DTIC Thesaurus Topics

  • Classification
  • Contracts
  • Data Science
  • Distribution Functions
  • Gaussian Processes
  • Information Science
  • Markov Processes
  • Mathematics
  • Military Research
  • New York
  • Normal Distribution
  • Probability
  • Random Variables
  • Statistics
  • Stochastic Processes
  • Structural Properties
  • Universities

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.