Harris Processes

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dc.creatorSherly, S
dc.creatorJose, M K
dc.creatorSandhya, E
dc.creatorRaju, N
dc.date2005-10-30
dc.date.accessioned2026-07-07T08:07:20Z
dc.date.available2026-07-07T08:07:20Z
dc.descriptionIn 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.
dc.descriptionSubmitted, 11 pages, in PDF format
dc.identifierhttps://arxiv.org/abs/math/0510658
dc.identifierhttp://arxiv.org/abs/math/0510658
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130911
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60E05, 60G07, 60G20, 91B70
dc.titleHarris Processes
dc.typetext

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