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

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

2012-04-23

arxiv.org/abs/1204.4995v1

Mathematics

Statistics Theory

Scientific paper

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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