Accession Number : ADA296315

Title :   Research in Stochastic Processes and their Applications.

Descriptive Note : Final rept. 1 Oct 92-31 May 95,

Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS

Personal Author(s) : Cambanis, Stamatis ; Kallianpur, Gopinath ; Leadbetter, M. R.

PDF Url : ADA296315

Report Date : JUN 1995

Pagination or Media Count : 99

Abstract : The research effort in stochastic processes has been a major part of the research activity organized by the Center for Stochastic Processes in the Statistics Department. This effort, involving permanent faculty, visitors and students, has developed in a very significant way under ARO support. Indeed, building on the work of the Center since its inception, the stochastic process activity has continued to attract wide interest and recognition in the international statistical community. The main ingredients of the program are: (1) Significant research interaction among the permanent faculty, the senior internationally recognized visitors, and the junior visitors - promising young researchers; (2) The weekly Stochastic Processes Seminar which provides a regular forum for exchange of current research ideas among permanent and visiting staff as well as short term visitors; (3) The Center for Stochastic Processes Technical Report series which contains the research produced by permanent and visiting staff, prior to publication in the scientific literature. Over 450 technical reports have been produced by the participants, involving research results in a wide area of stochastic process theory and applications. (AN)

Descriptors :   *MATHEMATICAL MODELS, *STOCHASTIC PROCESSES, *RESEARCH MANAGEMENT, SIGNAL PROCESSING, OPTIMIZATION, CHAOS, RANDOM VARIABLES, STATISTICAL INFERENCE, TIME SERIES ANALYSIS, REGRESSION ANALYSIS, CORRELATION, APPROXIMATION(MATHEMATICS), SAMPLING, CONVERGENCE, DIFFERENTIAL EQUATIONS, NONLINEAR ANALYSIS, STATISTICAL PROCESSES, BIVARIATE ANALYSIS, HILBERT SPACE, POISSON DENSITY FUNCTIONS.

Subject Categories : Statistics and Probability
      Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE