Discovery Projects - Grant ID: DP150102758

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP150102758

Funding Status
Closed

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Funded Activity Summary

New Approaches to Modelling and Analysing Long-Memory Random Processes. The project aims to 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 aims to: construct a class of new representations of random processes; derive inequalities for the key numerical characteristics; and, 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.

Funded Activity Details

Start Date: 01-01-2015

End Date: 24-12-2018

Funding Scheme: Discovery Projects

Funding Amount: $295,900.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Numerical Solution of Differential and Integral Equations | Biological Mathematics | Stochastic Analysis and Modelling | Statistics |

ANZSRC Socio-Economic Objective (SEO)

Expanding Knowledge in the Mathematical Sciences

Other Keywords

Biological Mathematics | Expanding Knowledge in the Mathematical Sciences | Numerical Solution of Differential and Integral Equations | Statistics | Stochastic Analysis and Modelling

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