Finite / Countable State Space Stochastic Processes : Point Processes: Characterization of Associated Auto-Correlation Functions:

2012/04/23 by Garimella Rama Murthy, Murthy, Garimella Rama
Mathematics · #FOS: Mathematics #Statistics Theory (math.ST) #Stochastic processes and statistical mechanics #math.ST #stat.TH

paper · pdf · doi:10.48550/arxiv.1204.4995

arxiv created 2012/04/23 · openalex publication_date 2012/04/23 · arxiv updated 2012/04/24 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/28

Abstract

In this research paper, the relationship between finite / countable state space stochastic processes and point processes is explored. Utilizing the known relationship between Poisson processes and continuous time Markov chains, finite / countable state space random processes are related to continuous time Markov Chains. Based on the known results for binary random processes, characterization of auto-correlation function of finite state space random processes is explored. An important characterization of corner positive definite matrices is provided.

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