Accession Number : ADA137736
Title : Research in Stochastic Processes.
Descriptive Note : Interim rept. 1 Nov 82-31 Oct 83,
Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS
Personal Author(s) : Cambanis,S ; Carroll,R J ; Kallianpur,G ; Leadbetter,M R
PDF Url : ADA137736
Report Date : Oct 1983
Pagination or Media Count : 62
Abstract : This document addressed the following topics: (1) nonlinear systems with random inputs; (2) non-Gaussian signal processing; (3) digital processing of analog signals; (4) finitely additive nonlinear filtering; (5) Feynman integrals; (6) multiple stochastic integrals; (7) Dousker's delta functional; (8) extremal theory under high local dependence; (9) high level exceedances by stationary point processes; and (10) estimation for stochastic processes. Robust estimation for linear models was also discussed.
Descriptors : *Stochastic processes, *Air Force research, Analog signals, Nonlinear systems, Mathematical models, Linearity, Stationary, Digital systems, Mathematical filters, Gaussian noise, Signal processing
Subject Categories : Administration and Management
Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE