Mathematical Sciences: Asymptotic Expansions, Time Series, and Markov Processes

主要研究人员将致力于以下主题： 统计和概率。 第一个研究员，博士。 巴塔查里亚，将继续他的工作，渐近展开， 在某些重要的类的大时间稳定性 非线性随机系统 渐近展开是一个域 统计中心，研究者将考虑 中心极限高斯近似的改进 由应用激发的定理，例如在分析自举中 方法论 第二个主题是在动力系统之间， 和非奇异或不可约的马尔可夫过程， 其他. 第二位研究员陈博士将研究 与非平稳时间序列的统计推断有关 无限的变化。 这项研究的动机是经济学， 金融和通信工程。

The principal investigators will be working on topics in statistics and probability. The first investigator, Dr. Bhattacharya, will continue his work on asymptotic expansions and on large time stability in certain important classes of nonlinear stochastic systems. Asymptotic expansions is a field central to statistics, and the investigator will consider refinements of the Gaussian approximation in central limit theorem motivated by applications, e.g. in analyzing bootstrap methodology. The second topic lies between dynamical systems at one end and nonsingular or irreducible Markov processes at the other. The second investigator, Dr. Chan, will work on problems related to statistical inference for nonstationary time series with infinite variance. This study is motivated by economics, finance, and communications engineering.