Sentence examples for independent increments from inspiring English sources

The assumption of mutual independence of the events within a subject is equivalent to the assumption of independent increments in the counting process inside each individual.

We consider the processes with independent increments.

(mathbf{C}_{t}) has stationary and independent increments,   3.

Let be the process with independent increments associated to the generator (2.5).

It is represented by a jump process with independent increments : (1.7).

The computations are appropriate for interim test statistics whose distribution or limiting distribution is multivariate normal with independent increments.

One is using the independent increment structure of the score process.

It is worth to point out that the partial sum sequence needs not to be an independent increment process.

According to the independent increment property of Brownian motion B t, the ε t is independent and normally distributed with mean zero and variance Δ.

Liu's process is a particular fuzzy process with stationary and independent increment, which is just like a stochastic process described by Brownian motion.

That is to say that ( S n ) n ≥ 1 does not have the independent increment property, which means that we do not directly adopt law of the iterated logarithm to S n to obtain their limit behavior.