Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Stochastic processess

  1. Apr 30, 2014 #1
    Hello

    Is it true that if a counting process has stationary increments, then it is time homogeneous?
    stationary increments → time homogeneous?

    And is it also true that independent increments gives Markovian property?

    that is :
    independent increments → markovian property ?

    The opposite implications are false?

    And is there a connection between stationary increments and the markovian property? I know that the nonhomogeneous poisson process is a markov process. So we can not say that markov → stationary increments, but can the opposite implication hold?
     
  2. jcsd
  3. May 4, 2014 #2
    I'm sorry you are not generating any responses at the moment. Is there any additional information you can share with us? Any new findings?
     
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook




Similar Discussions: Stochastic processess
  1. Stochastic Processes (Replies: 2)

Loading...