Random Time Processes.
Final rept. 1 Jan 75-31 Mar 81,
CALIFORNIA UNIV SAN DIEGO LA JOLLA DEPT OF MATHEMATICS
Pagination or Media Count:
Spline estimates of probability density functions were considered and the asymptotic bias and variance of these estimates were determined. Bispectral estimates were employed as a means of getting information about aspects of the nonlinear transfer of energy in turbulence. The behavior of k-dimensional kernel density probability estimates and the asymptotic behavior of partial sums of dependent random variables were examined. The relationship between long-range dependence and non-Gaussian structure of the limiting distributions was determined in some cases.
- Statistics and Probability