Stability of Random Sums and Extremes

This study is about the stability of random sums and extremes.The difficulty in finding exact sampling distributions resulted in considerable problems of computing probabilities concerning the sums that involve a large number of terms.Functions of sample observations that are natural interest other than the sum,are the extremes,that is , the minimum and the maximum of the observations.Extreme value distributions also arise in problems like the study of size effect on material strengths,the reliability of parallel and series systems made up of large number of components,record values and assessing the levels of air pollution.It may be noticed that the theories of sums and extremes are mutually connected.For instance,in the search for asymptotic normality of sums ,it is assumed that at least the variance of the population is finite.In such cases the contributions of the extremes to the sum of independent and identically distributed(i.i.d) r.vs is negligible.

Modeling and Analysis of Some Heavy Tailed Time Series

The thesis has covered various aspects of modeling and analysis of finite mean time series with symmetric stable distributed innovations. Time series analysis based on Box and Jenkins methods are the most popular approaches where the models are linear and errors are Gaussian. We highlighted the limitations of classical time series analysis tools and explored some generalized tools and organized the approach parallel to the classical set up. In the present thesis we mainly studied the estimation and prediction of signal plus noise model. Here we assumed the signal and noise follow some models with symmetric stable innovations.We start the thesis with some motivating examples and application areas of alpha stable time series models. Classical time series analysis and corresponding theories based on finite variance models are extensively discussed in second chapter. We also surveyed the existing theories and methods correspond to infinite variance models in the same chapter. We present a linear filtering method for computing the filter weights assigned to the observation for estimating unobserved signal under general noisy environment in third chapter. Here we consider both the signal and the noise as stationary processes with infinite variance innovations. We derived semi infinite, double infinite and asymmetric signal extraction filters based on minimum dispersion criteria. Finite length filters based on Kalman-Levy filters are developed and identified the pattern of the filter weights. Simulation studies show that the proposed methods are competent enough in signal extraction for processes with infinite variance.Parameter estimation of autoregressive signals observed in a symmetric stable noise environment is discussed in fourth chapter. Here we used higher order Yule-Walker type estimation using auto-covariation function and exemplify the methods by simulation and application to Sea surface temperature data. We increased the number of Yule-Walker equations and proposed a ordinary least square estimate to the autoregressive parameters. Singularity problem of the auto-covariation matrix is addressed and derived a modified version of the Generalized Yule-Walker method using singular value decomposition.In fifth chapter of the thesis we introduced partial covariation function as a tool for stable time series analysis where covariance or partial covariance is ill defined. Asymptotic results of the partial auto-covariation is studied and its application in model identification of stable auto-regressive models are discussed. We generalize the Durbin-Levinson algorithm to include infinite variance models in terms of partial auto-covariation function and introduce a new information criteria for consistent order estimation of stable autoregressive model.In chapter six we explore the application of the techniques discussed in the previous chapter in signal processing. Frequency estimation of sinusoidal signal observed in symmetric stable noisy environment is discussed in this context. Here we introduced a parametric spectrum analysis and frequency estimate using power transfer function. Estimate of the power transfer function is obtained using the modified generalized Yule-Walker approach. Another important problem in statistical signal processing is to identify the number of sinusoidal components in an observed signal. We used a modified version of the proposed information criteria for this purpose.

Modelling and Analysis of Recurrent Event Data with Multiple Causes

This thesis Entitled “modelling and analysis of recurrent event data with multiple causes.Survival data is a term used for describing data that measures the time to occurrence of an event.In survival studies, the time to occurrence of an event is generally referred to as lifetime.Recurrent event data are commonly encountered in longitudinal studies when individuals are followed to observe the repeated occurrences of certain events. In many practical situations, individuals under study are exposed to the failure due to more than one causes and the eventual failure can be attributed to exactly one of these causes.The proposed model was useful in real life situations to study the effect of covariates on recurrences of certain events due to different causes.In Chapter 3, an additive hazards model for gap time distributions of recurrent event data with multiple causes was introduced. The parameter estimation and asymptotic properties were discussed .In Chapter 4, a shared frailty model for the analysis of bivariate competing risks data was presented and the estimation procedures for shared gamma frailty model, without covariates and with covariates, using EM algorithm were discussed. In Chapter 6, two nonparametric estimators for bivariate survivor function of paired recurrent event data were developed. The asymptotic properties of the estimators were studied. The proposed estimators were applied to a real life data set. Simulation studies were carried out to find the efficiency of the proposed estimators.

Studies on the universal parameters and onset of chaos in dissipative systems

It has become clear over the last few years that many deterministic dynamical systems described by simple but nonlinear equations with only a few variables can behave in an irregular or random fashion. This phenomenon, commonly called deterministic chaos, is essentially due to the fact that we cannot deal with infinitely precise numbers. In these systems trajectories emerging from nearby initial conditions diverge exponentially as time evolves)and therefore)any small error in the initial measurement spreads with time considerably, leading to unpredictable and chaotic behaviour The thesis work is mainly centered on the asymptotic behaviour of nonlinear and nonintegrable dissipative dynamical systems. It is found that completely deterministic nonlinear differential equations describing such systems can exhibit random or chaotic behaviour. Theoretical studies on this chaotic behaviour can enhance our understanding of various phenomena such as turbulence, nonlinear electronic circuits, erratic behaviour of heart and brain, fundamental molecular reactions involving DNA, meteorological phenomena, fluctuations in the cost of materials and so on. Chaos is studied mainly under two different approaches - the nature of the onset of chaos and the statistical description of the chaotic state.

Development of Techniques for the Automatic Extraction and Grade Detection of Glioma Tumors from Conventional Brain Magnetic Resonant Images

Cerebral glioma is the most prevalent primary brain tumor, which are classified broadly into low and high grades according to the degree of malignancy. High grade gliomas are highly malignant which possess a poor prognosis, and the patients survive less than eighteen months after diagnosis. Low grade gliomas are slow growing, least malignant and has better response to therapy. To date, histological grading is used as the standard technique for diagnosis, treatment planning and survival prediction. The main objective of this thesis is to propose novel methods for automatic extraction of low and high grade glioma and other brain tissues, grade detection techniques for glioma using conventional magnetic resonance imaging (MRI) modalities and 3D modelling of glioma from segmented tumor slices in order to assess the growth rate of tumors. Two new methods are developed for extracting tumor regions, of which the second method, named as Adaptive Gray level Algebraic set Segmentation Algorithm (AGASA) can also extract white matter and grey matter from T1 FLAIR an T2 weighted images. The methods were validated with manual Ground truth images, which showed promising results. The developed methods were compared with widely used Fuzzy c-means clustering technique and the robustness of the algorithm with respect to noise is also checked for different noise levels. Image texture can provide significant information on the (ab)normality of tissue, and this thesis expands this idea to tumour texture grading and detection. Based on the thresholds of discriminant first order and gray level cooccurrence matrix based second order statistical features three feature sets were formulated and a decision system was developed for grade detection of glioma from conventional T2 weighted MRI modality.The quantitative performance analysis using ROC curve showed 99.03% accuracy for distinguishing between advanced (aggressive) and early stage (non-aggressive) malignant glioma. The developed brain texture analysis techniques can improve the physician’s ability to detect and analyse pathologies leading to a more reliable diagnosis and treatment of disease. The segmented tumors were also used for volumetric modelling of tumors which can provide an idea of the growth rate of tumor; this can be used for assessing response to therapy and patient prognosis.

On Szegö’s Type Theorems

This study is to look the effect of change in the ordering of the Fourier system on Szegö’s classical observations of asymptotic distribution of eigenvalues of finite Toeplitz forms.This is done by checking proofs and Szegö’s properties in the new set up.The Fourier system is unconditional [19], any arbitrary ordering of the Fourier system forms a basis for the Hilbert space L2 [-Π, Π].Here study about the classical Szegö’s theorem.Szegö’s type theorem for operators in L2(R+) and check its validity for certain multiplication operators.Since the trigonometric basis is not available in L2(R+) or in L2(R) .This study discussed about the classes of orderings of Haar System in L2 (R+) and in L2(R) in which Szegö’s Type TheoreT Am is valid for certain multiplication operators.It is divided into two sections. In the first section there is an ordering to Haar system in L2(R+) and prove that with respect to this ordering, Szegö’s Type theorem holds for general class of multiplication operators Tƒ with multiplier ƒ ε L2(R+), subject to some conditions on ƒ.Finally in second section more general classes of ordering of Haar system in L2(R+) and in L2(R) are identified in such a way that for certain classes of multiplication operators the asymptotic distribution of eigenvalues exists.

Estimation for the semipareto processes

This paper proposes different estimators for the parameters of SemiPareto and Pareto autoregressive minification processes The asymptotic properties of the estimators are established by showing that the SemiPareto process is α-mixing. Asymptotic variances of different moment and maximum likelihood estimators are compared.

Regression models for bivariate survival data

Multivariate lifetime data arise in various forms including recurrent event data when individuals are followed to observe the sequence of occurrences of a certain type of event; correlated lifetime when an individual is followed for the occurrence of two or more types of events, or when distinct individuals have dependent event times. In most studies there are covariates such as treatments, group indicators, individual characteristics, or environmental conditions, whose relationship to lifetime is of interest. This leads to a consideration of regression models.The well known Cox proportional hazards model and its variations, using the marginal hazard functions employed for the analysis of multivariate survival data in literature are not sufficient to explain the complete dependence structure of pair of lifetimes on the covariate vector. Motivated by this, in Chapter 2, we introduced a bivariate proportional hazards model using vector hazard function of Johnson and Kotz (1975), in which the covariates under study have different effect on two components of the vector hazard function. The proposed model is useful in real life situations to study the dependence structure of pair of lifetimes on the covariate vector . The well known partial likelihood approach is used for the estimation of parameter vectors. We then introduced a bivariate proportional hazards model for gap times of recurrent events in Chapter 3. The model incorporates both marginal and joint dependence of the distribution of gap times on the covariate vector . In many fields of application, mean residual life function is considered superior concept than the hazard function. Motivated by this, in Chapter 4, we considered a new semi-parametric model, bivariate proportional mean residual life time model, to assess the relationship between mean residual life and covariates for gap time of recurrent events. The counting process approach is used for the inference procedures of the gap time of recurrent events. In many survival studies, the distribution of lifetime may depend on the distribution of censoring time. In Chapter 5, we introduced a proportional hazards model for duration times and developed inference procedures under dependent (informative) censoring. In Chapter 6, we introduced a bivariate proportional hazards model for competing risks data under right censoring. The asymptotic properties of the estimators of the parameters of different models developed in previous chapters, were studied. The proposed models were applied to various real life situations.