Accession Number : AD0645769

Title :   RANDOM PROCESSES WITH INDEPENDENT INCREMENTS,

Corporate Author : FOREIGN TECHNOLOGY DIV WRIGHT-PATTERSON AFB OHIO

Personal Author(s) : Skorokhod,A. V.

Report Date : 24 AUG 1966

Pagination or Media Count : 257

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)

Descriptors :   (*STOCHASTIC PROCESSES, THEORY), (*RANDOM VARIABLES, THEORY), REAL VARIABLES, SERIES(MATHEMATICS), CONVERGENCE, PROBABILITY, BROWNIAN MOTION, MEASURE THEORY, FUNCTIONAL ANALYSIS, DISTRIBUTION THEORY, USSR

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE