Namespaces
Variants
Actions

Difference between revisions of "Stochastic indistinguishability"

From Encyclopedia of Mathematics
Jump to: navigation, search
m (MR/ZBL numbers added)
(MSC|60Gxx Category:Stochastic processes)
Line 1: Line 1:
 +
{{MSC|60Gxx}}
 +
 +
[[Category:Stochastic processes]]
 +
 
A property of two random processes <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s090/s090120/s0901201.png" /> and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s090/s090120/s0901202.png" /> which states that the random set
 
A property of two random processes <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s090/s090120/s0901201.png" /> and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s090/s090120/s0901202.png" /> which states that the random set
  

Revision as of 18:06, 13 April 2012

2020 Mathematics Subject Classification: Primary: 60Gxx [MSN][ZBL]

A property of two random processes and which states that the random set

can be disregarded, i.e. that the probability of the set is equal to zero. If and are stochastically indistinguishable, then for all , i.e. and are stochastically equivalent (cf. Stochastic equivalence). The opposite, generally speaking, is not true, but for processes that are continuous from the right (left), stochastic indistinguishability follows from stochastic equivalence.

References

[1] C. Dellacherie, "Capacités et processus stochastiques" , Springer (1972) MR0448504 Zbl 0246.60032


Comments

References

[a1] C. Dellacherie, P.A. Meyer, "Probabilities and potential" , A , North-Holland (1978) (Translated from French) MR0521810 Zbl 0494.60001
How to Cite This Entry:
Stochastic indistinguishability. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Stochastic_indistinguishability&oldid=23661
This article was adapted from an original article by A.N. Shiryaev (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article