Accession Number:

AD0725100

Title:

Variations of Processes with Stationary, Independent Increments.

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

Report Date:

1971-04-01

Pagination or Media Count:

46.0

Abstract:

Variational sums for arbitrary processes with stationary, independent increments are shown to converge in probability to certain other such processes as the mesh of a sequence of partitions tend to zero. Under less restrictive conditions, centered variational sums are shown to converge. In cases of divergence, rates of divergence are found. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE