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