XI Symposium on Probability and Stochastic Processes
CIMAT, Mexico, November 18-22, 2013
Published on 15. October 2016
Book
Paperback/Softback
XII, 279 pages
978-3-319-35758-4 (ISBN)
Description
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.
More details
Series
Edition
Softcover reprint of the original 1st ed. 2015
Language
English
Place of publication
Cham
Switzerland
Publishing group
Springer International Publishing
Target group
Professional and scholarly
Illustrations
11 s/w Abbildungen, 4 farbige Abbildungen
XII, 279 p. 15 illus., 4 illus. in color.
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 17 mm
Weight
452 gr
ISBN-13
978-3-319-35758-4 (9783319357584)
DOI
10.1007/978-3-319-13984-5
Schweitzer Classification
Other editions
Additional editions
Ramsés H. Mena | Juan Carlos Pardo | Víctor Rivero
XI Symposium on Probability and Stochastic Processes
CIMAT, Mexico, November 18-22, 2013
Book
07/2015
Birkhäuser
€106.99
Shipment within 10-15 days
Content
Preface.- Partition functions of discrete coalescents: from Cayley's formula to Frieze ?(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.