Accession Number:

ADA273468

Title:

Infinitely Divisible Processes and Their Nonlinear Functionals; A Study of their Structural, Statistical and Sample Path Properties and their Prediction Problems

Descriptive Note:

Final rept. 1 Mar 1990-28 Feb 1993

Corporate Author:

TENNESSEE UNIV KNOXVILLE DEPT OF MATHEMATICS

Personal Author(s):

Report Date:

1993-02-28

Pagination or Media Count:

8.0

Abstract:

Over the period of research for this grant the accomplishments were research on 1 Tail behavior of certain probability laws, and the behavior of Gaussian laws of translated balls. 2 Supports and densities of certain infinitely divisible i.d. laws and the zero-one dichotomy for certain non- linear functionals of i.d. random vectors. 3 The best linear predictors for certain i.d. processes.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE