It seems to me that Stationary increment => Homo Markov. But I don't quite believe it. Can anyone tell me if/why I am wrong?
My reasoning is: Stationary increment => X(t+h)-X(s+h) has same dist.with X(t)-X(s) So, given the current state X(S), then X(t) is decided statistically. It seems X(t) does not need states before X(s) anymore. Anything wrong? I believe Homo Markov=> Stationary increment, though. [tell me if I am wrong] Thanks! Frank . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
