Stochastic processes and related topics : in memory of Stamatis Cambanis, 1943-1995
著者
書誌事項
Stochastic processes and related topics : in memory of Stamatis Cambanis, 1943-1995
（Trends in mathematics）
Birkhäuser, c1998
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注記
Includes bibliographical references
内容説明・目次
内容説明
Concerned with stable processes and other infinitely divisible models this volume collates articles covering a range of related topics. Issues covered include: results in heavy-tailed processes, the central limit problem; comparison and deviation problems; and probability and distrbution inequalities. Also included in the text are articles on: Markovian property and extreme values; interacting particle approximation, communication networks; the Italian problem; and global dependancy measure and prediction.
目次
- Stamatis Cambanis - a glimpse of his life and work, G. Kallianpur, R. Leadbetter. Publications of Stamatis Cambanis: spectral representation and structure of stable self-similar processes, K. Burnecki et al
- three elementary proofs of the Central Limit theorem with applications to random sums, T. Cacoullos et al
- almost everywhere convergence and SLLN under rearrangements, S. Chobanyan, V. Mandrekar
- sufficient conditions for the existence of conditional moments of stable random variables, R. Cioczek-Georges, M.S. Taqqu
- how heavy are the tails of a stationary HARCH(k) process? - a study of the moments, P. Embrechts et al
- use of stochastic comparisons in communication networks, A. Ephremide
- on the conditional variance-covariance of stable random vectors II, S.B. Fotopoulos
- interacting particle approximation for fractal Burgers equation, T. Funaki, W.A. Woyczynski
- optimal transformations for prediction in continuous-time stochastic processes, B. Gidas, A. Murua
- algebraic methods toward higher-order probability inequalities, K.I. Gross, D.St.P. Richards
- comparison and deviation from a representation formula, C. Houdre
- components of the strong Markov property, O. Kallenberg
- the Russian options, G. Kallianpur
- cycle representation of Markov processes - an application to rotational partitions, S. Kalpazidou
- on extreme values in stationary random fields, M.R. Leadbetter, H. Rootzen
- norming operators for operator-shelf-similar processes, M. Maejima
- multivariate probability density and regression functions estimation of continuous-time stationary processes from discrete-time data, e. Masry
- tracing the path of Wright-Fisher process with one-way mutation in the case of a large deviation, F. Papangelou
- a distribution inequality for martingales with bounded symmetric differences, L.D. Pitt
- moment comparison of multilineal forms in stable and semistable random variables with application to semistable multiple integrals, B.S. Rajput et al
- global dependency measure for sets of random elements - "the Italian problem" and some consequences, J. Stoyanov.
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