9625552 Ney ABSTRACT Research will be carried out in two general areas: large deviation theory, and cascade theory. In large deviation theory, regeneration and renewal methods will be used to extend the applicability of sub-additivity arguments to Markov additive processes and to infinite memory chains. This yields quick and direct methods to establish existence of a large deviation principle. New techniques for identifying the relevant rate functions will be investigated. Large deviation of the iterates of certain monotone maps related to the infinite order chains will be studies by the above methods. Electron-photon cascades will be studied as special cases of multi-type branching random walks. An open question on the balance between electrons and photons above a fixed energy at large depths of an absorber will be studied. Large deviation theory is the study of the estimation and approximation of very small probabilities. These arise in the study of transmission errors in information communication, in studying large exceedances in random networks, in estimating failure probabilities in large systems (e.g. insurance companies) and many other settings. New techniques will be developed and applied to study the rate at which these probabilities decrease as the number of observations increases. A second subject to be studied is a model for electron-photon cascades, in particular, the ratio of the number of electrons to photons above a given energy level.

Agency
National Science Foundation (NSF)
Institute
Division of Mathematical Sciences (DMS)
Type
Standard Grant (Standard)
Application #
9625552
Program Officer
Keith Crank
Project Start
Project End
Budget Start
1996-06-01
Budget End
1999-05-31
Support Year
Fiscal Year
1996
Total Cost
$60,000
Indirect Cost
Name
University of Wisconsin Madison
Department
Type
DUNS #
City
Madison
State
WI
Country
United States
Zip Code
53715