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math.PR2005
Harris Processes
S Sherly, M K Jose, E Sandhya +1
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 proce…
math.PR2005
A Generalization of Stationary AR(1) Schemes
S Satheesh, E Sandhya, S Sherly
Here we develop a first order autoregressive model {Xn} that is marginally stationary where Xn is the sum/ extreme of k i.i.d observations. We prove that stationary solutions to th…