theory, independent increments are a property of stochastic processes and random measures. Most of the time, a process or random measure has independent increments...

increments of such a process are the differences Xs − Xt between its values at different times t < s. To call the increments of a process independent...

almost surely W {\displaystyle W} has independent increments: for every t > 0 , {\displaystyle t>0,} the future increments W t + u − W t , {\displaystyle W_{t+u}-W_{t}...

independent increments. An additive process is the generalization of a Lévy process (a Lévy process is an additive process with stationary increments)...

stationary independent increments, where stationary means that for s < t, the probability distribution of Lt − Ls depends only on t − s and where independent increments...

Wiener process; if H > 1/2 then the increments of the process are positively correlated; if H < 1/2 then the increments of the process are negatively correlated...

known Lévy processes (càdlàg stochastic processes with stationary independent increments) and occurs frequently in pure and applied mathematics, economics...

independent increments has a version that is càdlàg. As a result, some authors immediately define Lévy process as being càdlàg and having independent...

one can only pay in increments of a cent. It is quite commonplace for prices of some commodities such as gasoline to be in increments of a tenth of a cent...

incremental encoder interface, which in turn will "track" and report the encoder's absolute position. Incremental encoders report position increments...

following three properties: N ( 0 ) = 0 ; {\textstyle N(0)=0;} has independent increments; and the number of events (or points) in any interval of length...

stochastic process with stationary and independent increments that are normally distributed based on the size of the increments. The Wiener process is named after...

Regimental Headquarters, a single battalion (the 1st Battalion), an independent incremental company (Number 7 Company, maintaining the customs and traditions...

full backup, only the incremental backups are sent to a centralized backup system. This server keeps track of all the increments and sends the proper data...

processes have stationary increments. Other families of stochastic processes such as random walks have stationary increments by construction. An example...

often used in incremental reading, as they are easy to create from the text. Both extracts and flashcards are scheduled independently from the original...

\infty )} take X d p {\displaystyle X^{\mathrm {dp} }} to have independent increments, with jumps at times { τ n = 2 − 1 / n } n ∈ N {\displaystyle \{\tau...

processes, càdlàg stochastic processes with stationary statistically independent increments, and occurs frequently in pure and applied mathematics, physics...

spirit, an Odds Theorem for continuous-time arrival processes with independent increments such as the Poisson process (Bruss 2000). In some cases, the odds...

of H · X in H. For a Brownian motion B, the property that it has independent increments with zero mean and variance Var(Bt) = t can be used to prove the...

process Poisson random measure Population process Process with independent increments Progressively measurable process Queueing theory Erlang unit Random...

to leverage joint strengths and convert them into incremental business opportunities. Independent software vendors have become one of the primary groups...

is a stochastic process that is non-negative and whose increments are stationary and independent. Subordinators are a special class of Lévy process that...

starting at the origin, with almost surely continuous paths and independent increments B t − B s ∼ N o r m a l ( 0 , | t − s | ) , {\displaystyle B_{t}-B_{s}\sim...

In graph theory, an independent set, stable set, coclique or anticlique is a set of vertices in a graph, no two of which are adjacent. That is, it is...

The Incremental Capital-Output Ratio (ICOR) is the ratio of investment to growth which is equal to the reciprocal of the marginal product of capital....

process representing the measurement noise that is a martingale with independent increments with respect to the input probability measure P ( 0 , d ω ) = ‖...

The incremental cost-effectiveness ratio (ICER) is a statistic used in cost-effectiveness analysis to summarise the cost-effectiveness of a health care...

hitting probabilities of single points for processes with stationary independent increments". Bull. Amer. Math. Soc. 75 (3): 573–578. doi:10.1090/s0002-9904-1969-12245-7...

martingale M ( t ) {\displaystyle M(t)} is a continuous process with independent increments and finite moments. Furthermore, its quadratic variation is fixed...