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Stochastic Processes and Related Topics

In Memory of Stamatis Cambanis 1943–1995

  • Book
  • © 1998

Overview

Editors:
  1. Ioannis Karatzas

    1. Departments of Mathematics & Statistics, Columbia University, New York, UK

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  2. Balram S. Rajput

    1. Department of Mathematics, University of Tennessee, Knoxville, USA

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    You can also search for this editor in PubMed   Google Scholar

  3. Murad S. Taqqu

    1. Department of Mathematics, Boston University, Boston, USA

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    You can also search for this editor in PubMed   Google Scholar

Part of the book series: Trends in Mathematics (TM)

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Table of contents (21 chapters)

  1. Front Matter

    Pages i-xxv
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  2. Spectral Representation and Structure of Stable Self-Similar Processes

    • K. Burnecki, J. Rosiński, A. Weron
    Pages 1-14

  3. Three Elementary Proofs of the Central Limit Theorem with Applications to Random Sums

    • T. Cacoullos, N. Papadatos, V. Papathanasiou
    Pages 15-23

  4. Almost Everywhere Convergence and SLLN Under Rearrangements

    • Sergei Chobanyan, V. Mandrekar
    Pages 25-34

  5. Sufficient Conditions for the Existence of Conditional Moments of Stable Random Variables

    • Renata Cioczek-Georges, Murad S. Taqqu
    Pages 35-67

  6. How Heavy are the Tails of a Stationary HARCH(k) Process? A Study of the Moments

    • Paul Embrechts, Gennady Samorodnitsky, Michel M. Dacorogna, Ulrich A. Müller
    Pages 69-102

  7. Use of Stochastic Comparisons in Communication Networks

    • A. Ephremides
    Pages 103-121

  8. On the Conditional Variance-Covariance of Stable Random Vectors, II

    • Stergios B. Fotopoulos
    Pages 123-140

  9. Interacting Particle Approximation for Fractal Burgers Equation

    • T. Funaki, W. A. Woyczyński
    Pages 141-166

  10. Optimal Transformations for Prediction in Continuous-Time Stochastic Processes

    • B. Gidas, A. Murua
    Pages 167-183

  11. Algebraic Methods Toward Higher-Order Probability Inequalities

    • Kenneth I. Gross, Donald St. P. Richards
    Pages 185-206

  12. Comparison and Deviation from a Representation Formula

    • Christian Houdré
    Pages 207-218

  13. Components of the Strong Markov Property

    • Olav Kallenberg
    Pages 219-230

  14. The Russian Options

    • G. Kallianpur
    Pages 231-252

  15. Cycle Representations of Markov Processes: An Application to Rotational Partitions

    • S. Kalpazidou
    Pages 253-273

  16. On Extreme Values in Stationary Random Fields

    • M. R. Leadbetter, Holger Rootzén
    Pages 275-285

  17. Norming Operators for Operator-Self-Similar Processes

    • Makoto Maejima
    Pages 287-295

  18. Multivariate Probability Density and Regression Functions Estimation of Continuous-Time Stationary Processes from Discrete-Time Data

    • Elias Masry
    Pages 297-314

  19. Tracing the Path of a Wright-Fisher Process with One-way Mutation in the Case of a Large Deviation

    • F. Papangelou
    Pages 315-330

  20. A Distribution Inequality For Martingales with Bounded Symmetric Differences

    • Loren D. Pitt
    Pages 331-337
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Keywords

About this book

In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mod­ els. Stamatis Cambanis, a distinguished educator and researcher, played a special leadership role in the development of these research efforts, particu­ larly related to stable processes from the early seventies until his untimely death in April '95. This commemorative volume consists of a collection of research articles devoted to reviewing the state of the art of this and other rapidly developing research and to explore new directions of research in these fields. The volume is a tribute to the Life and Work of Stamatis by his students, friends, and colleagues whose personal and professional lives he has deeply touched through his generous insights and dedication to his profession. Before the idea of this volume was conceived, two conferences were held in the memory of Stamatis. The first was organized by the University of Athens and the Athens University of Economics and was held in Athens during December 18-19, 1995. The second was a significant part of a Spe­ cial IMS meeting held at the campus of the University of North Carolina at Chapel Hill during October 17-19, 1996. It is the selfless effort of sev­ eral people that brought about these conferences. We believe that this is an appropriate place to acknowledge their effort; and on behalf of all the participants, we extend sincere thanks to all these persons.

Editors and Affiliations

  • Departments of Mathematics & Statistics, Columbia University, New York, UK

    Ioannis Karatzas

  • Department of Mathematics, University of Tennessee, Knoxville, USA

    Balram S. Rajput

  • Department of Mathematics, Boston University, Boston, USA

    Murad S. Taqqu

Bibliographic Information

  • Book Title: Stochastic Processes and Related Topics

  • Book Subtitle: In Memory of Stamatis Cambanis 1943–1995

  • Editors: Ioannis Karatzas, Balram S. Rajput, Murad S. Taqqu

  • Series Title: Trends in Mathematics

  • DOI: https://doi.org/10.1007/978-1-4612-2030-5

  • Publisher: Birkhäuser Boston, MA

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Science+Business Media New York 1998

  • Hardcover ISBN: 978-0-8176-3998-3Published: 01 July 1998

  • Softcover ISBN: 978-1-4612-7389-9Published: 14 October 2012

  • eBook ISBN: 978-1-4612-2030-5Published: 06 December 2012

  • Series ISSN: 2297-0215

  • Series E-ISSN: 2297-024X

  • Edition Number: 1

  • Number of Pages: XXV, 375

  • Topics: Probability Theory and Stochastic Processes

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