RANDOM PROCESSES WITH INDEPENDENT INCREMENTS,

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Abstract:

The book deals with the theory of random process with independent increment - one of the most important branches of random-process theory. This represents the first collection of numerous important results obtained in the study of random processes with independent increments. These results have been scattered through various articles. The book will be of interest both for specialists in probability theory working in the field of random processes, as well as for those studying the theory of random processes and concerned with its applications in various scientific fields. Author

Author(s):
Skorokhod, A. V.
Author Organization(s):
FOREIGN TECHNOLOGY DIV WRIGHT-PATTERSON AFB OHIO
Supplementary Note:
Unedited rough draft trans. of mono. Teoriya Veroyatnostei i Matematicheskaya Statistika, Moscow, 1964 278.
Annotation:
Translation of Russian research: Random processes with independent increments.
Pagination:
0257

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
FTD-TT-66-73, TT-67-60477
Monitor Series:
67-60477
 Subject Terms
Communities of Interest:
Materials and Manufacturing Processes
Descriptor(s):
(*STOCHASTIC PROCESSES, THEORY), (*RANDOM VARIABLES, THEORY), REAL VARIABLES, SERIES(MATHEMATICS), CONVERGENCE, PROBABILITY, BROWNIAN MOTION, MEASURE THEORY, FUNCTIONAL ANALYSIS, DISTRIBUTION THEORY, USSR
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
RANDOM PROCESSES
Report Date:
1966 Aug 24