Ramsés H. Mena,
Juan Carlos Pardo,
Víctor Rivero,
Gerónimo Uribe Bravo
e.a.
XI Symposium on Probability and Stochastic Processes
CIMAT, Mexico, November 18-22, 2013
Paperback Engels 2016 9783319357584Levertijd ongeveer 9 werkdagen
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Samenvatting
This volume features a collection of contributed articles and lecture notes from the XI Symposium on Probability and Stochastic Processes, held at CIMAT Mexico in September 2013. Since the symposium was part of the activities organized in Mexico to celebrate the International Year of Statistics, the program included topics from the interface between statistics and stochastic processes.
Specificaties
ISBN13:9783319357584
Taal:Engels
Bindwijze:paperback
Uitgever:Springer International Publishing
Serie:Progress in Probability
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Inhoudsopgave
Preface.- Partition functions of discrete coalescents: from Cayley’s formula to Frieze ζ(3) limit theorem. -Asymptotic spectral distributions of distance-k graphs of star product graphs.- Stochastic differential equations driven by loops.- Genealogy of a Wright-Fisher model with strong seed bank component.- Shifting processes with cyclically exchangeable increments at random.- Asymptotic Behaviour of Poisson-Dirichlet Distribution and Random Energy Model.- Stability estimation of transition Markov decision processes.- Solution of the HJB equations involved in utility-based pricing.- The backbone decomposition for superprocesses with non-local branching.- On Lévy semi-stationary processes with a gamma kernel.- Ambit fields: survey and new challenges.- Stochastic integral and covariation representations for rectangular Lévy process ensembles.
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