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Stationary increments

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Probability theory Stochastic process
2026-09-24  0 By others on same topic  0 Discussions Create my own version
A stochastic process has stationary increments when the distribution of Xt+s​−Xt​ depends only on s.

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  1. Stochastic process
  2. Probability theory
  3. Probability and statistics
  4. Area of mathematics
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 Incoming links (4)

  • Circle-average process of the Gaussian free field is Brownian motion
  • Conformal Markov property of SLE
  • Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 203 / 2 / a / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 203 / 4 / d / Solution

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