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Dettagli Bibliografici
Autore principale: Kim, Jongwook
Natura: Preprint
Pubblicazione: 2025
Soggetti:
Accesso online:https://arxiv.org/abs/2501.15680
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Sommario:
  • Random processes with stationary increments and intrinsic random processes are two concepts commonly used to deal with non-stationary random processes. They are broader classes than stationary random processes and conceptually closely related to each other. This paper illustrates the relationship between these two concepts of stochastic processes and shows that, under certain conditions, they are equivalent on the real line.