[Cite as http://purl.org/au-research/grants/arc/DP150102758]
Researchers Prof Alexander Novikov; Prof Konstantin Borovkov; Prof Fima Klebaner; Prof Yuliya Mishura
Brief description The project will develop new approaches using infinite-dimensional Markov processes to solving important long-standing problems from the theory of long memory random processes and their applications. It will construct a class of new representations of random processes, derive inequalities for the key numerical characteristics, devise and investigate numerical methods for computing the characteristics and for performing statistical inference on the long memory models. The accuracy of numerical approximations will be analysed using simulations on supercomputers. Expected outcomes include models and results of practical importance with applications such as intrusion detection problems, cell motility for biological data and telecommunication.
Funding Amount 295900
Funding Scheme Discovery Projects