Accession Number:

AD0292063

Title:

AN INFINITELY DIVISIBLE MARKOV PROCESS

Descriptive Note:

Corporate Author:

CALIFORNIA UNIV LOS ANGELES

Personal Author(s):

Report Date:

1962-11-01

Pagination or Media Count:

1.0

Abstract:

This paper studies the limiting distribution of a time-dependent random variable w ich is a Markov process with stationary transition probabilities. The model is couched in terms of an individuals resources, which decay exponentially but are incremented by random amounts at times which are Poisson distributed, but other applications are available e. g., neuron responses. The characteristic function of the Markov process is exhibited, showing that the distribution is a generalized Poisson. The limiting distribution is shown to be the stationary distribution.

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE