A stochastic process defined on a Markov chain: properties and an application to meteorology.

摘要: TNTRODUCTION ll Meteorological_Example The stochastic process which will be considered is motivated by an attempt to develop a probability model for precipitation, Therefore, it is appropriate to introduce this process by first presenting the meteorological example. In the study of precipitation as a stochastic process, few theoretical models have been considered, The only probability model which has achieved widespread use is the Markov chain model for the occurrence of precipitation (Gabriel and Neumann, 1962). This process is defined as follows, Let th l if precipitation occurs during n" time