Accession Number:

ADA244601

Title:

Research in Stochastic Processes

Descriptive Note:

Final rept. 1 Sep 1990-31 Aug 1991

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS

Report Date:

1991-08-31

Pagination or Media Count:

57.0

Abstract:

Research was conducted and directed in the area of stochastic processes and their applications in engineering, neurophysiology and oceanography. More detailed descriptions of the work of all participants is given in the main body of the report Sampling designs for time series Signal quantization Wavelet approximation of random signals Gaussian and non-Gaussian processes Nonstationary processes Exchangeable processes Random fields Point processes and random measures Nonlinear filtering Infinite dimensional stochastic differential equations Stochastic partial differential equations Random measures associated with high levels Limit theorems for random measures Parameter estimation under dependence.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE