The investigator plans to study two problems. The first problem of large deviations has deep theoretical consequences as well as applications in statistical physics and mathematical statistics. The investigator hopes eventually to prove a general result on lower bounds for large deviations in case of vector- valued functionals of Markov chains. He has already established several links necessary to prove this result. The second problem hopes to settle the major open question in the field of the law of iterated logarithms in Banach spaces viz., the identification of the limits and the underlying problem of obtaining sharp exponential bounds for sums of independent random vectors.

Agency
National Science Foundation (NSF)
Institute
Division of Mathematical Sciences (DMS)
Application #
8709388
Program Officer
Peter Arzberger
Project Start
Project End
Budget Start
1987-07-01
Budget End
1989-12-31
Support Year
Fiscal Year
1987
Total Cost
$42,290
Indirect Cost
Name
Case Western Reserve University
Department
Type
DUNS #
City
Cleveland
State
OH
Country
United States
Zip Code
44106