Increment
= Increment
{title2=$X_t-X_s$}
An increment of a real- or <vector>-valued <stochastic process> is the difference $X_t-X_s$ between its values at two times $s<t$. A <random walk> accumulates its one-step increments; a <Poisson process> has nonnegative integer increments counting arrivals in $(s,t]$. A process can have <independent increments> even though its values at different times are dependent.