Accession Number : ADA260174


Title :   Research in Stochastic Processes and their Applications


Descriptive Note : Annual rept. 1 Jan-30 Sep 1992


Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS


Personal Author(s) : Cambanis, Stamatis ; Kallianpur, Gopinath ; Leadbetter, M R


Full Text : https://apps.dtic.mil/dtic/tr/fulltext/u2/a260174.pdf


Report Date : Jan 1993


Pagination or Media Count : 54


Abstract : Research was conducted and directed in the following areas of stochastic processes and their applications in engineering, neurophysiology, and oceanography: Stochastic differential equations in infinite dimensional spaces; Stochastic differential equation models for spatially distributed neurons; Propagation of chaos for interacting systems; Nonlinear white noise analysis; Sampling designs for time series; Wavelets, Multiresolution decomposition, and Random processes; Non-Gaussian stable models (Structure and inference); Inference for linear and harmonizable time series; Periodically correlated and other nonstationary processes; Sample function properties; Random fields and their prediction; Markov random field models for vision; Point processes, Random sets, and Random measures; Random measures associated with high levels; and Tail inference for stationary sequences.


Descriptors :   *STOCHASTIC PROCESSES , PROPAGATION , ARMY RESEARCH , PREDICTIONS , CHAOS , STATISTICAL INFERENCE , TIME SERIES ANALYSIS , WHITE NOISE , SEQUENCES , STATISTICAL SAMPLES , ENGINEERING , STATIONARY , DIFFERENTIAL EQUATIONS , VISION , APPLIED MATHEMATICS , DECOMPOSITION , NEUROPHYSIOLOGY , OCEANOGRAPHY


Subject Categories : Statistics and Probability


Distribution Statement : APPROVED FOR PUBLIC RELEASE