show that if {X (t), t? 0} is a stochastic process with independent
processes, then the...
70.2K
Verified Solution
Link Copied!
Question
Advance Math
show that if {X (t), t? 0} is a stochastic process with independentprocesses, then the process defined by Y (t) = X (t) - X (0), fort? 0, has independent increments and Y(0)=0
Answer & Explanation
Solved by verified expert
4.1 Ratings (694 Votes)
See Answer
Get Answers to Unlimited Questions
Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!
Membership Benefits:
Unlimited Question Access with detailed Answers
Zin AI - 3 Million Words
10 Dall-E 3 Images
20 Plot Generations
Conversation with Dialogue Memory
No Ads, Ever!
Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
