Applied probability in honor of J.M. Gani
Author(s)
Bibliographic Information
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
- Other Title
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Athens Conference on Applied Probability and Time Series
Applied probability
Available at 57 libraries
  Aomori
  Iwate
  Miyagi
  Akita
  Yamagata
  Fukushima
  Ibaraki
  Tochigi
  Gunma
  Saitama
  Chiba
  Tokyo
  Kanagawa
  Niigata
  Toyama
  Ishikawa
  Fukui
  Yamanashi
  Nagano
  Gifu
  Shizuoka
  Aichi
  Mie
  Shiga
  Kyoto
  Osaka
  Hyogo
  Nara
  Wakayama
  Tottori
  Shimane
  Okayama
  Hiroshima
  Yamaguchi
  Tokushima
  Kagawa
  Ehime
  Kochi
  Fukuoka
  Saga
  Nagasaki
  Kumamoto
  Oita
  Miyazaki
  Kagoshima
  Okinawa
  Korea
  China
  Thailand
  United Kingdom
  Germany
  Switzerland
  France
  Belgium
  Netherlands
  Sweden
  Norway
  United States of America
Note
Conference held Mar. 22-26, 1995, at the Titania Hotel, Athens
Includes bibliographical references
Description and Table of Contents
Description
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.
Table of Contents
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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