Title | Stochastic Processes and Related Topics [electronic resource] : In Memory of Stamatis Cambanis 1943-1995 / edited by Ioannis Karatzas, Balram S. Rajput, Murad S. Taqqu |
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Imprint | Boston, MA : Birkhรคuser Boston : Imprint: Birkhรคuser, 1998 |
Connect to | http://dx.doi.org/10.1007/978-1-4612-2030-5 |
Descript | XXV, 375 p. online resource |
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: โThe Italian Problemโ and Some Consequences