Infinitely Divisible Processes and Their Nonlinear Functionals; A Study of their Structural, Statistical and Sample Path Properties and their Prediction Problems
Final rept. 1 Mar 1990-28 Feb 1993
TENNESSEE UNIV KNOXVILLE DEPT OF MATHEMATICS
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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.
- Statistics and Probability