Applied probability in honor of J.M. Gani
著者
書誌事項
Applied probability in honor of J.M. Gani
(Lecture notes in statistics, 114 . Athens Conference on Applied Probability and Time Series Analysis ; v. 1)
Springer, c1996
- タイトル別名
-
Athens Conference on Applied Probability and Time Series
Applied probability
大学図書館所蔵 全57件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
  韓国
  中国
  タイ
  イギリス
  ドイツ
  スイス
  フランス
  ベルギー
  オランダ
  スウェーデン
  ノルウェー
  アメリカ
注記
Conference held Mar. 22-26, 1995, at the Titania Hotel, Athens
Includes bibliographical references
内容説明・目次
内容説明
The Athens Conference on Applied Probability and Time Series in 1995 brought together researchers from across the world. The published papers appear in two volumes. Volume I includes papers on applied probability in Honor of J.M. Gani. The topics include probability and probabilistic methods in recursive algorithms and stochastic models, Markov and other stochastic models such as Markov chains, branching processes and semi-Markov systems, biomathematical and genetic models, epidemilogical models including S-I-R (Susceptible-Infective-Removal), household and AIDS epidemics, financial models for option pricing and optimization problems, random walks, queues and their waiting times, and spatial models for earthquakes and inference on spatial models.
目次
A. Probability and Probabilistic Methods.- Half-prophets and Robbins' problem of minimizing the expected rank.- Analysis of recursive algorithms by the contraction method.- Comparison of completely positive maps on a C*-algebra and a Lebesgue decomposition theorem.- Abel expansions and generalized Abel polynomials in stochastic models.- Positive dependence orders: a survey.- B. Markov and Other Stochastic Processes.- A Poisson limit on the number of appearances of a pattern in a Markov chain.- Palindromes in random letter generation: Poisson approximations, rates of growth and Erdos-Renyi laws.- Direct analytical methods for determining quasistationary distributions for continuous-time Markov chains.- Explosions in Markov processes and submartingale convergence.- Probability bounds for product Poisson process.- On the first-crossing of a Poisson process on a lower boundary.- Explicit rates of convergence of stochastically ordered Markov chains.- Multi-type age-dependent branching processes with state-dependent immigration.- The nonhomogenous semi-Markov system in a stochastic environment.- Branching processes with two types of emigration and state-dependent immigration.- C. Biomathematical Models.- Remarks on the law of succession.- Large deviations of the Wright-Fisher process.- D. Epidemic Models.- Threshold behaviour in stochastic epidemics among households.- Reproduction numbers and critical immunity levels for epidemics in a community of households.- Modelling the spread of HIV in prisons.- An algorithmic study of S-I-R stochastic epidemic models.- E. Financial Models.- Testing the validity of value-at-work measures.- Option pricing for hyperbolic CRR model.- A class of shot noise models for financial applications.- Why discount? The rationale of discounting in optimization problems.- F. Random Walks and Queues.- On periodic Pollaczek waiting time processes.- Random walk approach to relaxation in disordered systems.- G. Spatial Models.- Inference for a class of causal spatial models.- Problems in the modelling and statistical analysis of earthquakes.- H. Inference.- On the existence of UMVU estimators for Bernoulli experiments in the non-identically distributed case with applications to the randomized response method and the unrelated question model.- On a three-sample test.
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