On Some Problems Concerning the Extremes of a Stationary Process

关于平稳过程极值的一些问题

• 批准号: 8814006
• 负责人: Tailen Hsing
• 金额: $ 3.31万
• 依托单位: Texas A&M Research Foundation
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 1988
• 资助国家: 美国
• 起止时间: 1988-11-15 至 1991-11-30
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=8814006&HistoricalAwards=false
• 关键词: Some; Problems; Concerning; Extremes; Stationary

The investigator proposes to study three problems which pertain to the extremal theory for stationary stochastic processes. The first problem involves the statistical inference of a quantity called the extremal index, which is of importance to the statistical theory of extremes of dependent data. The second problem involves the study of properties of a two- dimensional random measure which records the excursions of high levels by a continuous-time stationary process. The third topic involves the extremes of a shot noise process. Applications to results will be considered. This investigator works in the field of probability, in the area of extreme value theory. He proposes to study three topics which have been studied by many other researchers in this area. A successful completion of any of these projects will have positive impact on areas of application such as engineering and statistics.

研究者建议研究三个问题， 属于平稳随机的极值理论 流程. 第一个问题涉及统计推断 一个叫做极值指数的量， 相关数据极值的统计理论。 的 第二个问题涉及研究两个- 随机测量，它记录了高 水平是一个连续时间平稳过程。 第三个专题 涉及散粒噪声过程的极端。 应用程序 将考虑结果。 这位调查员在概率领域工作， 极值理论领域。 他建议研究三个课题 这一领域的许多其他研究人员也进行了研究。 任何一个项目的成功完成， 对工程等应用领域产生积极影响， 统计