Infinitely Divisible Processes and Their Nonlinear Functionals; A Study of their Structural, Statistical and Sample Path Properties and their Prediction Problems
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.
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 28, 1993
- Accession Number
- ADA273468
Entities
People
- Balram Rajput
Organizations
- University of Tennessee