Accession Number:

AD0856716

Title:

Random Measures

Descriptive Note:

Master's thesis

Corporate Author:

AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OH SCHOOL OF ENGINEERING

Personal Author(s):

• Fahey, Michael G.

Report Date:

1969-06-01

Pagination or Media Count:

51.0

Abstract:

A random measure may be thought of as a random set function which is almost surely a measure. Some results obtained by Ryll-Nardzewski for point processes on the real line are extended and the Laplace functional is introduced. Completely random measures, infinitely divisible random measures, and stationary random measures are characterized. Homogeneous random measures are introduced with examples and interpretations. A general characterization theorem for homogeneous random measures is proved. Finally, several applications of the theory of random measures are given.

Descriptors:

• *STOCHASTIC PROCESSES
• *MEASURE THEORY
• SET THEORY
• STATISTICAL FUNCTIONS
• THEOREMS
• THESES
• PROBABILITY
• FUNCTIONAL ANALYSIS

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE