Harris Processes

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In this paper, we develop two stochastic models where the variable under consideration follows Harris distribution. The mean and variance of the processes are derived and the processes are shown to be non-stationary. In the second model, starting with a Poisson process, an alternate way of obtaining Harris process is introduced.
Submitted, 11 pages, in PDF format

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Probability, Statistics Theory, 60E05, 60G07, 60G20, 91B70

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http://salesiana.dossiersoluciones.com/handle/123456789/130911

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0510658
 http://arxiv.org/abs/math/0510658

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arXiv