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):

• Clark,Crosman Jay

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

Descriptors:

• (*STOCHASTIC PROCESSES
• THEORY)
• (*MATHEMATICAL MODELS
• STOCHASTIC PROCESSES)
• (*STATISTICAL FUNCTIONS
• STATISTICAL PROCESSES)
• STATISTICAL ANALYSIS
• TIME
• SERIES(MATHEMATICS)
• PROBABILITY
• REAL NUMBERS
• SET THEORY
• MEASURE THEORY
• VECTOR ANALYSIS
• GRAPHICS
• SEQUENCES(MATHEMATICS)

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE