Accession Number : ADA136626


Title :   Conference on Stochastic Processes and Their Applications (12th) held at Ithaca, New York on 11-15 Jul 83,


Corporate Author : CORNELL UNIV ITHACA N Y CENTER FOR APPLIED MATHEMATICS


Personal Author(s) : Dynkin,E B ; Heath,D C ; Kesten,H ; Spitzer,F L ; Taqqu,M S


Full Text : https://apps.dtic.mil/dtic/tr/fulltext/u2/a136626.pdf


Report Date : 15 Jul 1983


Pagination or Media Count : 122


Abstract : Contents: Measures with given marginals; Reflecting Brownian motion; Extensions and invariant measures; Dyson's hierarchial model; One dimensional stochastic Ising models; Markov decision processes; Prophet problems; Numerical methods; Stationary queues; Ergodicity and percolation; Thinning of point processes; What is a stable population? Quantum diffusion; Schrodinger equations; Random fractiles; Representation of Hunt processes; Fiber-matrix composite materials; Random fields; Branching processes; Time series; Stochastic models 1; Stable processes; Reliability; Stochastic control and optimal stopping 1; Markov processes, Statistical inference from stochastic processes; Stochastic Integration; Self similar proceses; Queueing theory; Stochastic control and optimal stopping 2; Markov and renewal processes; Random fields; Renewal theory and random walks; Stochastic models 2; Characterization and limit theorems; Mixing conditions and limit theorems; Diffusion processes; and Stochastic models 3.


Descriptors :   *Stochastic processes , Invariance , Markov processes , Numerical methods and procedures , Queueing theory , Random variables , Time series analysis , Brownian motion , Matrix materials , Air Force research , Army research , Symposia


Subject Categories : Statistics and Probability


Distribution Statement : APPROVED FOR PUBLIC RELEASE