independent stochastic processes

Two stochastic processesMathworldPlanetmath {X(t)tT} and {Y(t)tT} are said to be if for any positive integer n<, and any sequence t1,,tnT, the random vectors 𝑿:=(X(t1),,X(tn)) and 𝒀:=(Y(t1),,Y(tn)) are independentPlanetmathPlanetmath. This means, for any two n-dimensional Borel sets A,Bn, 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