Accession Number : AD0725100

Title :   Variations of Processes with Stationary, Independent Increments.

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : Greenwood,Priscilla ; Fristedt,Bert

Report Date : APR 1971

Pagination or Media Count : 46

Abstract : Variational sums for arbitrary processes with stationary, independent increments are shown to converge in probability to certain other such processes as the mesh of a sequence of partitions tend to zero. Under less restrictive conditions, centered variational sums are shown to converge. In cases of divergence, rates of divergence are found. (Author)

Descriptors :   (*STOCHASTIC PROCESSES, SEQUENCES(MATHEMATICS)), PROBABILITY, CONVERGENCE, THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE