2025/01/26 by Jongwook Kim, Kim, Jongwook
Computer Science · Decision Sciences · Earth and Planetary Sciences · #Aquatic and Environmental Studies #Data Management and Algorithms #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Statistics Theory (math.ST)
paper · pdf · doi:10.48550/arxiv.2501.15680
openalex publication_date 2025/01/26 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01
Random processes with stationary increments and intrinsic random processes are two concepts commonly used to deal with non-stationary random processes. They are broader classes than stationary random processes and conceptually closely related to each other. This paper illustrates the relationship between these two concepts of stochastic processes and shows that, under certain conditions, they are equivalent on the real line.