Research in Stochastic Processes.
Abstract
Research was conducted in the following areas: (1) alpha-symmetric multivariate distributions; sampling designs for the detection of signals in noise; asymptotically optimal quantizers; prediction and filtering for certain harmonizable stable processes; exact analysis of two analog-digital-analog systems. Feynman integrals; random fields; nondeterministic random fields and Wold and Halmos decompositions for commuting isometries; filtering theory; application of stochastic differential equations in behavior of neurons and other biological problems. (3) extremes of non-stationary normal sequences; clustering indices for extremes of stationary processes. (4) nondeterministic random fields and Wold and Halmos decomposition for commuting isometries, commuting semigroups of isometries. (5) Feynman integrals. (6) splicing of measures; large deviation theory; the whiete noise approach to likelihood ratios for signals in noise. (7) random designs for estimating integral of stochastic processes; asymptotics. (8) Markov property for Gaussian ultraprocesses; prediction and filtering for certain harmonizable stable processes. (9) robust estimation in heteroscedastic linear models.
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 01, 1981
- Accession Number
- ADA120390
Entities
People
- Gopinath Kallianpur
- M. Ross Leadbetter
- Raymond J. Carroll
- Stamatis Cambanis
Organizations
- University of North Carolina at Chapel Hill