Probability and statistics : rencontres Franco-Chinoises en probabilités et statistiques : proceedings of the Wuhan meeting, Wuhan, China, 24 September-11 October 1990

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Probability and statistics : rencontres Franco-Chinoises en probabilités et statistiques : proceedings of the Wuhan meeting, Wuhan, China, 24 September-11 October 1990

editors, A. Badrikian, P-A Meyer, J-A Yan

World Scientific, c1993

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内容説明・目次

内容説明

These proceedings contain both general expository papers and research announcements in several active areas of probability and statistics. A large range of topics is covered from theory (Sobolev inequalities and heat semigroup, Brownian motions, white noise analysis, geometrical structure of statistical experiments) to applications (simulated annealing, ARMA models).

目次

  • Weak Sobolev Inequalities and Bounds on the Heat Semigroup (D Bakry)
  • Decompositions of Brownian Trajectories and Some Applications (P Biane)
  • On Revesz's Conjecture about Local Times of a Brownian Sheet (X Chen)
  • Brownian Motion Depending on n Parameters and Related Questions (A Goldman)
  • On Amari's Conjecture (H-P Li)
  • Determination of Geometrical Structures on Statistical Experiments (H-P Li)
  • Two-Stage Annealing in Retrieving Memories (J-F Feng & M-P Qian)
  • Canonical Correlation Dimensions and ARMA Models (S-W He & J-G Wang)
  • Uniform Packing Dimension Results for Fractional Brownian Motion (Y-M Xiao)
  • Some Recent Developments in White Noise Analysis (J-A Yan)
  • Branching Particle Systems with Immigration (Z-H Li)
  • Asymptotic Behaviour of Diffusion Processes (Z-M Qian & G-Q Wei).

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