Accession Number : AD0652287

Title :   STOCHASTIC REGIME PROCESSES,

Corporate Author : BROWN UNIV PROVIDENCE R I DIV OF APPLIED MATHEMATICS

Personal Author(s) : Adenstedt,Rolf K.

Report Date : MAR 1967

Pagination or Media Count : 83

Abstract : A type of stochastic processes, called a regime process, based upon the presence of intervals of statistical regularity is defined and its properties considered. Measurability of the process, its finite-dimensional distributions, stationarity, limiting behavior and ergodicity are considered. A detailed study is made of the case when the regime process is based on an underlying Markov chain, and a procedure for estimating the distribution of the underlying process is outlined. (Author)

Descriptors :   (*STOCHASTIC PROCESSES, FUNCTIONAL ANALYSIS), PROBABILITY, TIME SERIES ANALYSIS, STATISTICAL ANALYSIS, THEOREMS, MEASURE THEORY

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE