5.1. Let e,, e,, ... be independent standard normal random variables and /3 a constant, 0 Uhlenbeck...
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5.1. Let e,, e,, ... be independent standard normal random variables and /3 a constant, 0
Uhlenbeck process may be constructed by setting
(a) Show that
Comment on the comparison with (5.22).
Compare and contrast with (5.24).
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Related Book For
An Introduction To Stochastic Modeling
ISBN: 9780126848878
3rd Edition
Authors: Samuel Karlin, Howard M. Taylor
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