theory, independent increments are a property of stochastic processes and random measures. Most of the time, a process or random measure has independent increments...
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Lévy process (redirect from Process with 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...
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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}...
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Additive process (section Independent increments)
independent increments. An additive process is the generalization of a Lévy process (a Lévy process is an additive process with stationary increments)...
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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...
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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...
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known Lévy processes (càdlàg stochastic processes with stationary independent increments) and occurs frequently in pure and applied mathematics, economics...
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independent increments has a version that is càdlàg. As a result, some authors immediately define Lévy process as being càdlàg and having independent...
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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...
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incremental encoder interface, which in turn will "track" and report the encoder's absolute position. Incremental encoders report position increments...
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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...
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Stochastic process (section Increment)
stochastic process with stationary and independent increments that are normally distributed based on the size of the increments. The Wiener process is named after...
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Regimental Headquarters, a single battalion (the 1st Battalion), an independent incremental company (Number 7 Company, maintaining the customs and traditions...
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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...
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processes have stationary increments. Other families of stochastic processes such as random walks have stationary increments by construction. An example...
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often used in incremental reading, as they are easy to create from the text. Both extracts and flashcards are scheduled independently from the original...
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\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...
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processes, càdlàg stochastic processes with stationary statistically independent increments, and occurs frequently in pure and applied mathematics, physics...
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spirit, an Odds Theorem for continuous-time arrival processes with independent increments such as the Poisson process (Bruss 2000). In some cases, the odds...
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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...
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process Poisson random measure Population process Process with independent increments Progressively measurable process Queueing theory Erlang unit Random...
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to leverage joint strengths and convert them into incremental business opportunities. Independent software vendors have become one of the primary groups...
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is a stochastic process that is non-negative and whose increments are stationary and independent. Subordinators are a special class of Lévy process that...
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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...
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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...
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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....
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process representing the measurement noise that is a martingale with independent increments with respect to the input probability measure P ( 0 , d ω ) = ‖...
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The incremental cost-effectiveness ratio (ICER) is a statistic used in cost-effectiveness analysis to summarise the cost-effectiveness of a health care...
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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...
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martingale M ( t ) {\displaystyle M(t)} is a continuous process with independent increments and finite moments. Furthermore, its quadratic variation is fixed...
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