Probability, statistics and optimisation : a tribute to Peter Whittle

書誌事項

Probability, statistics and optimisation : a tribute to Peter Whittle

edited by F.P. Kelly

(Wiley series in probability and mathematical statistics, . Probability and mathematical statistics)

John Wiley & Sons, c1994

タイトル別名

Probability, statistics and optimization

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注記

Text on lining papers

Includes bibliographical references and index

内容説明・目次

内容説明

This selection of essays pays tribute to the contribution of Peter Whittle to the fields of applied and statistical mathematics. The contributors present recent research developments in probability, statistics, time series analysis and optimization.

目次

  • Partial table of contents:
  • PROBABILITY
  • Probability Vicit Expectation (D. Stirzaker)
  • The Random-Cluster Model (G. Grimmett)
  • Fractal Dynamics of Eden Clusters (J. Hammersley)
  • APPLIED PROBABILITY
  • Threshold Phenomena in Epidemic Theory (A. Barbour)
  • On the Interaction of Unreliable Routes (I. Mitrani & P. Wright)
  • Large Deviation and Fluid Approximations in Control of Stochastic Systems (R. Weber)
  • TIME SERIES ANALYSIS
  • The Whittle Likelihood and Frequency Estimation (E. Hannan)
  • Comments on Prediction by Nonlinear Least-Square Methods (H. Tong)
  • NEURAL NETS AND COMPUTATIONAL STATISTICS
  • Network Methods in Statistics (B. Ripley)
  • Monte-Carlo Likelihood in Genetic Analysis (E. Thompson)
  • STATISTICS
  • How to Look at Objects in a 5-Dimensional Shape Space II: Looking at Diffusions (D. Kendall)
  • Applications of Quadratic Programming in Statistics (B. Brown & C. Goodall)
  • OPTIMISATION OF NETWORK FLOW
  • Optimisation of Flows in Networks Over Time (E. Anderson & A. Philpott)
  • Optimal Routeing in Loss Networks (F. Kelly)
  • OPTIMISATION OVER TIME
  • Indices on Thin Ice (J. Gittins)
  • A New Formula for the Deviation Matrix (A. Hordijk & F. Spieksma)
  • Index.

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