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Stochastic Processes and Related Topics: In Memory of Stamatis Cambanis 1943-1995 by S. Cambanis

Stochastic Processes and Related Topics: In Memory of Stamatis Cambanis 1943-1995

by S. Cambanis
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Book cover type: Hardcover
  • ISBN13: 9780817639983
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Birkhauser
  • Publication Date:
  • Pages: 404
  • Original Price: EUR 89.99
  • Language: English
  • Edition: N/A
  • Item Weight: 740 grams
  • BISAC Subject(s): Probability & Statistics / General

Spectral Representation and Structure of Stable Self-Similar Processes.- Three Elementary Proofs of the Central Limit Theorem with Applications to Random Sums.- Almost Everywhere Convergence and SLLN Under Rearrangements.- Sufficient Conditions for the Existence of Conditional Moments of Stable Random Variables.- How Heavy are the Tails of a Stationary HARCH(k) Process? A Study of the Moments.- Use of Stochastic Comparisons in Communication Networks.- On the Conditional Variance-Covariance of Stable Random Vectors, II.- Interacting Particle Approximation for Fractal Burgers Equation.- Optimal Transformations for Prediction in Continuous-Time Stochastic Processes.- Algebraic Methods Toward Higher-Order Probability Inequalities.- Comparison and Deviation from a Representation Formula.- Components of the Strong Markov Property.- The Russian Options.- Cycle Representations of Markov Processes: An Application to Rotational Partitions.- On Extreme Values in Stationary Random Fields.- Norming Operators for Operator-Self-Similar Processes.- Multivariate Probability Density and Regression Functions Estimation of Continuous-time Stationary Processes from Discrete-time Data.- Tracing the Path of a Wright-Fisher Process with One-way Mutation in the Case of a Large Deviation.- A Distribution Inequality for Martingales with Bounded Symmetric Differences.- Moment Comparison of Multilinear Forms in Stable and Semistable Random Variables with Application to Semistable Multiple Integrals.- Global Dependency Measure for Sets of Random Elements: "The Italian Problem" and Some Consequences.

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