A Note on Homogeneous Processes with Independent Increments

reportActive / Technical Report | Accession Number: AD0750007 | Open PDF

Abstract:

A class of stochastic processes, Xt is characterized based in the property that the conditional mean and variance of Xt, given Xt sub 1 y, for some 0 t t sub 1, are linear functions of y. Two particular cases resulting in Wiener and Poisson processes are discussed. Author

Author(s):
Wang, Y. H.
Author Organization(s):
OHIO STATE UNIV COLUMBUS DEPT OF STATISTICS
Pagination:
0010

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release
Distribution Statement:
Approved For Public Release; Distribution Is Unlimited.

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
AFOSR-TR-72-1918
Contract/Grant Number(s):
AF-AFOSR-1305-67
Project Number(s):
AF-9749
Monitor Series:
TR-72-1918, AFOSR
 Subject Terms
Joint Capability Areas:
JCA_1.2_Force Preparation; JCA_1_Force Support; JCA_1.2.3_Educating
Communities of Interest:
Materials and Manufacturing Processes
Descriptor(s):
*STOCHASTIC PROCESSES, DISTRIBUTION FUNCTIONS, THEOREMS
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
WIENER PROCESSES, POISSON PROCESSES
Report Date:
1972 Jun 01