independent stochastic processes
Two stochastic processes and
are said to be
if for any positive integer , and any
sequence , the random vectors
and
are independent
. This means,
for any two -dimensional Borel sets ,
we have
Title | independent stochastic processes |
---|---|
Canonical name | IndependentStochasticProcesses |
Date of creation | 2013-03-22 15:24:36 |
Last modified on | 2013-03-22 15:24:36 |
Owner | CWoo (3771) |
Last modified by | CWoo (3771) |
Numerical id | 6 |
Author | CWoo (3771) |
Entry type | Definition |
Classification | msc 60G07 |