Accession Number:

ADA183775

Title:

Strictly Oscillatory Processes.

Descriptive Note:

Technical rept.,

Corporate Author:

MARYLAND UNIV COLLEGE PARK DEPT OF MATHEMATICS

Personal Author(s):

• Kedem, Benjamin
• Martin, Donald

Report Date:

1987-01-21

Pagination or Media Count:

37.0

Abstract:

Empirical evidence shows that the rate of zero-crossings of many stochastic processes tends to increase by repeated differencing. This motivates the definition of a class of processes whose expected oscillation increases monotonically by repeated differencing. The class of strictly stationary processes is a subclass of this class. It is shown that there is a limit to oscillation by providing that the point processes of zero-crossings obtained by repeated differencing converge. Author

Descriptors:

• *STATISTICAL PROCESSES
• OSCILLATION
• STOCHASTIC PROCESSES
• STATIONARY
• CONVERGENCE

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE