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Stochastic processess

  1. Apr 30, 2014 #1

    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?
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