Title | Athens Conference on Applied Probability and Time Series Analysis [electronic resource] : Volume I: Applied Probability In Honor of J.M. Gani / edited by C. C. Heyde, Yu V. Prohorov, Ronald Pyke, S. T. Rachev |
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Imprint | New York, NY : Springer New York : Imprint: Springer, 1996 |
Connect to | http://dx.doi.org/10.1007/978-1-4612-0749-8 |
Descript | 464 p. 2 illus. online resource |
A. Probability and Probabilistic Methods -- Half-prophets and Robbinsโ 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