Mathematical Sciences: Random Walks, Non-Asymptotic Approximations, and Asymptotic Likelihood Theory

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The principal investigator will support graduate students working on problems in the theory of random walk and in asymptotic likelihood theory. One problem will be to find a relationship between the size of the largest step of a random walk and the recurrence of the random walk. Another will be to try to extend the asymptotic likelihood theory of Hoffman- Jorgensen to nonparametric and semiparametric problems. This award provides support for graduate students. The award will help develop the infrastructure of basic mathematical research in the area of statistics and probability.