Accession Number:

AD0604234

Title:

ON THE DISTRIBUTION OF CERTAIN FUNCTIONALS OF MARKOFF PROCESSES,

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CALIF

Personal Author(s):

Report Date:

1954-04-20

Pagination or Media Count:

28.0

Abstract:

The problem of the distribution of certain functionals of a general n-dimensional Markoff process Xt is explored. Analytical methods for the study of random variables are developed. A fundamental pair of integral equations whose unique solution is the characteristic function of Us, t is also developed.

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE