Accession Number : ADA111839

Title :   The Ehrenfest Chain as an Approximation to the O-U Process.

Descriptive Note : Scientific rept. no. 2,

Corporate Author : ROCHESTER UNIV NY GRADUATE SCHOOL OF MANAGEMENT

Personal Author(s) : Keilson,J ; Sumita,U ; Zachmann,M

PDF Url : ADA111839

Report Date : May 1981

Pagination or Media Count : 45

Abstract : A sequence of birth-death processes successively approximating Ornstein-Uhlenbeck process is described. These Ehrenfest approximations have advantages of tractability and computerability required for subsequent development of certain diffusion processes related to the Ornstein-Uhlenbeck process of meteorological interest. (Author)

Descriptors :   *APPROXIMATION(MATHEMATICS), *MARKOV PROCESSES, TRACTABLE, DIFFUSION, SEQUENCES(MATHEMATICS), METEOROLOGY, ASYMPTOTIC NORMALITY, COMPUTER APPLICATIONS, BIVARIATE ANALYSIS

Subject Categories : Anatomy and Physiology
      Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE