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Institute of Information Theory and Automation
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Department of Stochastic Informatics
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Deputy head:
Secretary:
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Phone:
266052466
Publications ÚTIA:
list Research in the department is concentrated on following fields of mathematics:
- Stochastic analysis, with emphasis on infinite-dimensional problems and interacting particle systems
- Strictly stationary processes and ergodic theory
- Analysis of statistical data, with focus on multidimensional nonparametric statistics and survival analysis
- Statistical signal processing, in particular blind signal separation problems
Department detail
Duration: 2006
- 2010
The project is devoted to basic research in mathematics, probability and statistics, with applications to neurophysiology and economics. A broad new class of random point processes in space and time will be developed and its properties investigated mainly analytically and also by means of simulations. Advanced probabilistic tools will be enhanced to solve complex modeling problems.
Duration: 2006
- 2011
The development of the methodology for quality improvement, diagnostics and reliability analysis of production and technological processes, namely with respect to their aplicability in praxis. The advancement of complex analytical methods, leading to increase of competitiveness of industial works.
Duration: 2005
- 2008
Methods for statistical data analysis and probability modeling play an increasingly important role in learning about natural and social phenomena, especially in connection with the availability and spread of information technology.
The spacings-based goodnes-of-fit test statistics known from the literature are shown to be asymptotically equivalent to spacings-based Pearson-type statistics. Limit laws will be extended, and the related relative asymptotic efficiencies will be evaluated for new clases of such statistics.
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