This "research opportunities for women" project will consider uniform central limit theorems for families of semi- martingales. These arise as the extensions of the results in empirical processes for independent identically distributed random variables. The principal investigator has already found sharpest results so far in the traditional empirical processes area using the "bracketing" technique. The relaxation of the condition of independence makes the theory open to wider applications. The particular dependence structure assumed here is that of semi-martingales. One of the anticipated applications is to provide approximations to certain self-similar Gaussian random fields which arise in modeling physical variation.

Agency
National Science Foundation (NSF)
Institute
Division of Mathematical Sciences (DMS)
Type
Standard Grant (Standard)
Application #
8806206
Program Officer
Peter Arzberger
Project Start
Project End
Budget Start
1988-07-01
Budget End
1991-12-31
Support Year
Fiscal Year
1988
Total Cost
$46,434
Indirect Cost
Name
Oregon State University
Department
Type
DUNS #
City
Corvallis
State
OR
Country
United States
Zip Code
97331