Mathematical Sciences: Extreme Values, Heavy Tailed Phenomena and Related Topics

数学科学：极值、重尾现象及相关主题

• 批准号: 9100027
• 负责人: Sidney Resnick
• 金额: $ 12.28万
• 依托单位: Cornell University
• 依托单位国家: 美国
• 项目类别: Continuing Grant
• 财政年份: 1991
• 资助国家: 美国
• 起止时间: 1991-06-01 至 1995-05-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=9100027&HistoricalAwards=false
• 关键词: Mathematical; Sciences; Extreme; Values; Heavy

The principal investigator will continue his work in the general area of extreme values, inference and stochastic models with broad overlap between the different areas. Several of the proposed problems are concerned with the interplay between extreme value theory, point process methods, asymptotic theory and applications of these ideas to time series analysis and choice theory. In addition, the investigator will work on problems of random sets and multidimensional problems. The principal investigator will continue his work in the general area of extreme values, both from the inference as well as from the stochastic model point of view. This area of research falls in the interface between statistics (inference) and probability (stochastic models). One particular application of this work will be to time series analysis.

首席研究员将继续在 极值、推理和随机模型的一般领域 不同区域之间有很大的重叠。 的几 所提出的问题涉及极端 值理论、点过程方法、渐近理论和 这些思想在时间序列分析和选择中的应用 理论 此外，调查员还将研究以下问题： 随机集和多维问题。 首席研究员将继续在 极值的一般区域，无论是从推理， 从随机模型的角度来看。 这一研究领域 福尔斯在统计（推断）和 随机模型（Stochastic Models） 的一个具体应用 这项工作将是时间序列分析。