Accession Number:
AD0601521
Title:
ON STOCHASTIC PROCESSES AND THEIR REPRESENTATIONS,
Descriptive Note:
Corporate Author:
SYLVANIA ELECTRONIC SYSTEMS-WEST MOUNTAIN VIEW CALIF ELECTRONIC DEFENSE LABS
Personal Author(s):
Report Date:
1964-04-24
Pagination or Media Count:
50.0
Abstract:
This report is concerned with the statistical modeling of physical systems and various mathematical statements or formulations of the models. Instead of giving the complete set of output-input pairs which characterize a physical system, one may give the odds that any specific output from a set of possible outputs will occur. This is called a statistical model of the system. Another form of the statistical model is to give the odds that at any specific time a certain value from a set of values will occur. This report examines both of these forms of statistical modeling. It sets up a general theory of stochastic processes which includes the theory of time series analysis and examines various mathematical representations of the general theory. Author