Accession Number : AD0604234

Title :   ON THE DISTRIBUTION OF CERTAIN FUNCTIONALS OF MARKOFF PROCESSES,

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Darling,D. A. ; Siegert,A. J. F.

Report Date : 20 APR 1954

Pagination or Media Count : 28

Abstract : The problem of the distribution of certain functionals of a general n-dimensional Markoff process X(t) is explored. Analytical methods for the study of random variables are developed. A fundamental pair of integral equations whose unique solution is the characteristic function of U(s, t) is also developed.

Descriptors :   (*STATISTICAL PROCESSES, FUNCTIONAL ANALYSIS), (*DISTRIBUTION THEORY, STATISTICAL PROCESSES), INTEGRAL EQUATIONS, DIFFERENTIAL EQUATIONS, INTEGRAL TRANSFORMS

Distribution Statement : APPROVED FOR PUBLIC RELEASE