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HOMOGENEOUS PROCESS

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French Equivalent: Processus homogène

Definition:
A stochastic process is said to be homogeneous in space if the transition probability between any two state values at two given times depends only on the difference between those state values.

The process is homogeneous in time if the transition probability between two given state values at any two times depends only on the difference between those times.

Source Publication:
A Dictionary of Statistical Terms, 5th edition, prepared for the International Statistical Institute by F.H.C. Marriott. Published for the International Statistical Institute by Longman Scientific and Technical.

Statistical Theme: Methodological information (metadata)

Created on Sunday, May 19, 2002

Last updated on Tuesday, April 29, 2003