Research in Stochastic Processes.
Stamatis Cambanis, R. J. Carroll, G. Kallianpur, Malcolm R. Leadbetter · 1983
Abstract : Research was conducted and directed in the area of stochastic processes by three Principal Investigators and their associates, and in estimation in statistical models. The main areas of research activity for each Principal Investigator and co-workers are as follows: (1) Asymptotic optimal quantizers, complex symmetric stable variables and processes, prediction and representation of stable processes, nonparametric spectral density estimation for stable processes, delayed delta and pulse code modulation; (2) Feynman integrals, stochastic nonlinear filtering, stationary random fields, stochastic differential equations and diffusion approximation models for neuron activity, white noise and generalized Brownian functionals, stochastic Radon transforms, splicing of measures; and (3) Extreme values of stationary stochastic sequences and processes, dependence structure of stochastic processes, extremes of non-stationary normal sequences, estimation of point process intensities.