Accession Number:

AD0652287

Title:

STOCHASTIC REGIME PROCESSES,

Descriptive Note:

Corporate Author:

BROWN UNIV PROVIDENCE R I DIV OF APPLIED MATHEMATICS

Personal Author(s):

Report Date:

1967-03-01

Pagination or Media Count:

83.0

Abstract:

A type of stochastic processes, called a regime process, based upon the presence of intervals of statistical regularity is defined and its properties considered. Measurability of the process, its finite-dimensional distributions, stationarity, limiting behavior and ergodicity are considered. A detailed study is made of the case when the regime process is based on an underlying Markov chain, and a procedure for estimating the distribution of the underlying process is outlined. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE