Accession Number:

ADA533576

Title:

Probabilistic and Statistical Modeling of Complex Systems Exhibiting Long Range Dependence and Heavy Tails

Descriptive Note:

Final rept. 1 Jun 2007-31 May 2010

Corporate Author:

CORNELL UNIV ITHACA NY

Personal Author(s):

Report Date:

2010-07-01

Pagination or Media Count:

9.0

Abstract:

We and our students conducted a research program in probability and statistics about applications of non-standard stochastic models, emphasizing their large deviations, extreme values and dependence properties. We focussed on structural and distributional properties that explain important relationships and consequences. We emphasized realistic settings by often testing models with data. The applications areas covered complex networks of various types including data networks and explored reliability issue involving estimation, risk analysis and financial control. Our models were typically non-Gaussian, often driven by Poisson or Levy noises, and often possessed heavy tails andor long range dependence often models exhibited unusual fractal and scaling behavior.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE