Mathematical Sciences: Extreme Values and Stochastic Models
{'Code': '03040107', 'Directorate': {'Abbreviation': 'MPS', 'LongName': 'Direct For Mathematical & Physical Scien'}, 'Division': {'Abbreviation': 'DMS', 'LongName': 'Division Of Mathematical Sciences'}}
{'SignBlockName': 'Peter Arzberger'}
The various problems proposed fall in three categories,                    extreme value theory, point processes and time series.  Sequences               of extreme values or record times form a point process and hence                the theory of point processes offers a powerful tool to analyze                 the related problems.  The principal investigator has a number of               results in this area and will continue his investigation further.               The point processes methods that proved to be so useful in                      showing the convergence of functionals of moving average                        processes will be extended to the continuous time processes.  New               point processes methods need to be developed since the random                   points generated in many relevant situations have a very                        complicated dependence structure.  The ideas of convex hulls of a               set of points lead to one possible way of defining multivariate                 extremes.  Thus the multivariate order statistics depend on the                 distribution theory of the convex hulls.
{'FirstName': 'Sidney', 'LastName': 'Resnick', 'EmailAddress': 'sir1@cornell.edu', 'StartDate': '06/01/1988', 'EndDate': None, 'RoleCode': 'Principal Investigator'}
{'Name': 'Cornell University', 'CityName': 'Ithaca', 'ZipCode': '148502820', 'PhoneNumber': '6072555014', 'StreetAddress': '373 Pine Tree Road', 'CountryName': 'United States', 'StateName': 'New York', 'StateCode': 'NY'}
{'Code': '1263', 'Text': 'PROBABILITY'}
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