2005

Recent Advances in Applied Probability

ISBN: 978-0-387-23378-9 (Print) 978-0-387-23394-9 (Online)

Table of contents (19 chapters)

  1. No Access

    Book Chapter

    Pages 1-25

    Modeling Text Databases

  2. No Access

    Book Chapter

    Pages 27-63

    An Overview of Probabilistic and Time Series Models in Finance

  3. No Access

    Book Chapter

    Pages 65-96

    Stereological Estimation of the Rose of Directions from the Rose of Intersections

  4. No Access

    Book Chapter

    Pages 97-114

    Approximations for Multiple Scan Statistics

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    Book Chapter

    Pages 115-141

    Krawtchouk Polynomials and Krawtchouk Matrices

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    Book Chapter

    Pages 143-161

    An Elementary Rigorous Introduction to Exact Sampling

  7. No Access

    Book Chapter

    Pages 163-179

    On the Different Extensions of the Ergodic Theorem of Information Theory

  8. No Access

    Book Chapter

    Pages 181-204

    Dynamic Stochastic Models for Indexes and Thesauri, Identification Clouds, and Information Retrieval and Storage

  9. No Access

    Book Chapter

    Pages 205-221

    Stability and Optimal Control for Semi-Markov Jump Parameter Linear Systems

  10. No Access

    Book Chapter

    Pages 223-239

    Statistical Distances Based on Euclidean Graphs

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    Book Chapter

    Pages 241-268

    Implied Volatility: Statics, Dynamics, and Probabilistic Interpretation

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    Book Chapter

    Pages 269-278

    On the Increments of the Brownian Sheet

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    Book Chapter

    Pages 279-297

    Compound Poisson Approximation with Drift for Stochastic Additive Functionals with Markov and Semi-Markov Switching

  14. No Access

    Book Chapter

    Pages 299-327

    Penalized Model Selection for Ill-Posed Linear Problems

  15. No Access

    Book Chapter

    Pages 329-349

    The Arov-Grossman Model and Burg’s Entropy

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    Book Chapter

    Pages 351-395

    Recent Results in Geometric Analysis Involving Probability

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    Book Chapter

    Pages 397-426

    Dependence or Independence of the Sample Mean and Variance In Non-IID or Non-Normal Cases and the Role of Some Tests of Independence

  18. No Access

    Book Chapter

    Pages 427-454

    Optimal Stopping Problems for Time-Homogeneous Diffusions: A Review

  19. No Access

    Book Chapter

    Pages 455-494

    Criticality in Epidemics: The Mathematics of Sandpiles Explains Uncertainty in Epidemic Outbreaks