Accession Number:

ADA248730

Title:

Research in Stochastic Analysis and Its Applications

Descriptive Note:

Final rept. 1 Jun-30 Sep 1991

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS

Report Date:

1991-12-18

Pagination or Media Count:

51.0

Abstract:

Research was conducted and directed in the area of stochastic analysis and its applications in engineering, neurophysiology and oceanography by the principal investigators, S. Cambanis, G. Kallianpur and M.R. Leadbetter and their associates. A list of the main areas of research activity is as follows Infinite dimensional stochastic differential equations, stochastic partial differential equations, nonlinear filtering, random fields, point processes and random measures, exchangeable processes, nonstationary processes, Gaussian and non-Gaussian processes, wavelet approximation of random signals, sampling designs for time series, 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