Accession Number : ADA183775

Title :   Strictly Oscillatory Processes.

Descriptive Note : Technical rept.,

Corporate Author : MARYLAND UNIV COLLEGE PARK DEPT OF MATHEMATICS

Personal Author(s) : Kedem, Benjamin ; Martin, Donald

PDF Url : ADA183775

Report Date : 21 Jan 1987

Pagination or Media Count : 37

Abstract : Empirical evidence shows that the rate of zero-crossings of many stochastic processes tends to increase by repeated differencing. This motivates the definition of a class of processes whose expected oscillation increases monotonically by repeated differencing. The class of strictly stationary processes is a subclass of this class. It is shown that there is a limit to oscillation by providing that the point processes of zero-crossings obtained by repeated differencing converge. (Author)

Descriptors :   *STATISTICAL PROCESSES, OSCILLATION, STOCHASTIC PROCESSES, STATIONARY, CONVERGENCE

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE