Stochastic processes and related topics : in memory of Stamatis Cambanis, 1943-1995

Author(s)

• Cambanis, S. (Stamatis)
• Karatzas, Ioannis
• Rajput, Balram
• Taqqu, Murad S

Bibliographic Information

Stochastic processes and related topics : in memory of Stamatis Cambanis, 1943-1995

Ioannis Karatzas, Balram S. Rajput, Murad S. Taqqu, editors

（Trends in mathematics）

Birkhäuser, c1998

Note

Includes bibliographical references

Description and Table of Contents

Description

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.

Table of Contents

• 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.

by "Nielsen BookData"

Details

• NCID: BA37453822
• ISBN:
  • 0817639985
  • 3764339985
• LCCN: 98016658
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Boston
• Pages/Volumes: xxv, 375 p.
• Size: 25 cm
• Classification:
  • LCC : QA274.A1
  • DC21 : 519.2/3
• Subject Headings:
  • LCSH : Stochastic processes -- Congresses
• Parent Bibliography ID:
  • BA33112240