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" Stochastic Processes and Related Topics "
edited by Ioannis Karatzas, Balram S. Rajput, Murad S. Taqqu.
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BL
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| Record Number
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573640
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b402859
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| Main Entry
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Karatzas, Ioannis.
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| Title & Author
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Stochastic Processes and Related Topics : In Memory of Stamatis Cambanis 1943-1995 /\ edited by Ioannis Karatzas, Balram S. Rajput, Murad S. Taqqu.
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| Publication Statement
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Boston, MA :: Birkhäuser Boston :: Imprint: Birkhäuser,, 1998.
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| Series Statement
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Trends in Mathematics
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| ISBN
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9781461220305
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: 9781461273899
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| Contents
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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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| Abstract
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In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mod els. Stamatis Cambanis, a distinguished educator and researcher, played a special leadership role in the development of these research efforts, particu larly related to stable processes from the early seventies until his untimely death in April '95. This commemorative volume consists of a collection of research articles devoted to reviewing the state of the art of this and other rapidly developing research and to explore new directions of research in these fields. The volume is a tribute to the Life and Work of Stamatis by his students, friends, and colleagues whose personal and professional lives he has deeply touched through his generous insights and dedication to his profession. Before the idea of this volume was conceived, two conferences were held in the memory of Stamatis. The first was organized by the University of Athens and the Athens University of Economics and was held in Athens during December 18-19, 1995. The second was a significant part of a Spe cial IMS meeting held at the campus of the University of North Carolina at Chapel Hill during October 17-19, 1996. It is the selfless effort of sev eral people that brought about these conferences. We believe that this is an appropriate place to acknowledge their effort; and on behalf of all the participants, we extend sincere thanks to all these persons.
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Mathematics.
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Distribution (Probability theory).
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Rajput, Balram S.
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Taqqu, Murad S.
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SpringerLink (Online service)
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