SBIR/STTR Research Award

Efficient Numerical Methods for Stable Distributions

Award identifier 8331578dc2096358ba24c27a6aa17aa4e5751685e702a5f9068aaf2a0063f7bcAwarding agency Department of Defense · Navy

Award amount

$69,960

Program and phase

SBIR · Phase I

Award year

2002

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Award details

Awarding agency
Department of Defense
Branch
Navy
Recipient company
ROBUST ANALYSIS, INC.
Proposal award date
Not reported
Contract end date
Not reported
UEI
Not reported
Solicitation number
Not reported
Topic code
Not reported

Research abstract

The proposal details how efficient, robust and portable algorithms will be developed for working with stable distributions. Stable distributions arise in signal processing problems in radar systems. They also occur in other physical problems (anomalousdiffusion, Levy flights, etc.), and in mathematical finance. Having efficient programs for working with stable laws will make stable models accessible to researchers in these different areas.

Technology keywords

Not reported

Agency intelligence

Department of Defense

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