Asymptotic Expansions and Large Deviations in Probability and Statistics: Theory and Applications

概率与统计中的渐近展开式和大偏差：理论与应用

• 批准号: DP0772881
• 负责人: Prof Qiying Wang
• 金额: $ 46.3万
• 依托单位: The University of Sydney
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2007
• 资助国家: 澳大利亚
• 起止时间: 2007-03-14 至 2012-12-31
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP0772881
• 关键词: Asymptotic; Expansions; Large; Deviations; Probability

Statistics is the major enabling science in a number of disciplines. This is fundamental research in probability and statistics but it has wide applications in Biology and Social Sciences which will ultimately be of national benefit. The behaviour of self normalized sums is an exciting new area of fundamental research that has implications for the application of statistics in many areas. U-statistics for dependent situations has direct application to understanding financial time series and the analysis of sample survey data. Saddlepoint methods provide extremely accurate approximations in a number of important applications.

统计是许多学科的主要赋能科学。这是概率和统计学的基础研究，但它在生物学和社会科学中有广泛的应用，最终将为国家带来利益。自规范化和的行为是一个令人兴奋的基础研究的新领域，在许多领域的统计应用的影响。相依情形的U统计量对于理解金融时间序列和样本调查数据的分析有直接的应用。鞍点方法在许多重要的应用中提供了非常精确的近似。