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Athens Conference on Applied Probability and Time Series Analysis

Volume I: Applied Probability In Honor of J.M. Gani

  • Conference proceedings
  • © 1996

Overview

Editors:
  1. C. C. Heyde

    1. Stochastic Analysis Program, SMS, Australian National University, Canberra, Australia

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  2. Yu V. Prohorov

    1. Academy of Sciences, Mathematical Institute, Moscow, Russia

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  3. Ronald Pyke

    1. Department of Mathematics, University of Washington, Seattle, USA

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  4. S. T. Rachev

    1. Department of Statistics and Applied Probability, University of California, Santa Barbara, Santa Barbara, USA

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Part of the book series: Lecture Notes in Statistics (LNS, volume 114)

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Table of contents (31 papers)

  1. Front Matter

    Pages i-x
    Download chapter PDF

  2. Probability and Probabilistic Methods

    1. Half-Prophets and Robbins’ Problem of Minimizing the Expected Rank

      • F. Thomas Bruss, Thomas S. Ferguson
      Pages 1-17

    2. Analysis of recursive algorithms by the contraction method

      • M. Cramer, L. Rüschendorf
      Pages 18-33

    3. Comparison of completely positive maps on a C* algebra and a Lebesgue decomposition theorem

      • K. R. Parthasarathy
      Pages 34-54

    4. Abel Expansions and Generalized Abel Polynomials in Stochastic Models

      • Philippe Picard, Claude Lefevre
      Pages 55-69

    5. Positive Dependence Orders: A Survey

      • Marco Scarsini, Moshe Shaked
      Pages 70-91

  3. Markov and Other Stochastic Processes

    1. A Poisson Limit Theorem on the Number of Appearances of a Pattern in a Markov Chain

      • Ourania Chryssaphinou, Stavros Papastavridis
      Pages 92-98

    2. Palindromes in Random Letter Generation: Poisson Approximations, Rates of Growth,and Erdös-Rényi Laws

      • Debashis Ghosh, Anant P. Godbole
      Pages 99-115

    3. Direct analytical methods for determining quasistationary distributions for continuous-time Markov chains

      • A. G. Hart, P. K. Pollett
      Pages 116-126

    4. Explosions in Markov Processes and Submartingale Convergence.

      • G. Kersting, F. C. Klebaner
      Pages 127-136

    5. Probability Bounds for Product Poisson Processes

      • Joong Sung Kwon, Ronald Pyke
      Pages 137-158

    6. On the First-Crossing of a Poisson Process in a Lower Boundary

      • Claude Lefevre, Philippe Picard
      Pages 159-175

    7. Explicit Rates of Convergence of Stochastically Ordered Markov Chains*

      • D. J. Scott, R. L. Tweedie
      Pages 176-191

    8. Multi-Type Age-Dependent Branching Processes with State-Dependent Immigration

      • Maroussia N. Slavtchova-Bojkova
      Pages 192-205

    9. The non homogeneous semi-Markov system in a stochastic environment

      • P.-C. G. Vassiliou
      Pages 206-215

    10. Branching Processes with Two Types Emigration and State-Dependent Immigration

      • George P. Yanev, Nickolay M. Yanev
      Pages 216-228

  4. Biomathematical Models

    1. Remarks on the Law of Succession

      • W. J. Ewens
      Pages 229-244

    2. Large deviations of the Wright-Fisher Process

      • F. Papangeloul
      Pages 245-252
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Keywords

About this book

The Athens Conference on Applied Probability and Time Series in 1995 brought together researchers from across the world. The published papers appear in two volumes. Volume I includes papers on applied probability in Honor of J.M. Gani. The topics include probability and probabilistic methods in recursive algorithms and stochastic models, Markov and other stochastic models such as Markov chains, branching processes and semi-Markov systems, biomathematical and genetic models, epidemilogical models including S-I-R (Susceptible-Infective-Removal), household and AIDS epidemics, financial models for option pricing and optimization problems, random walks, queues and their waiting times, and spatial models for earthquakes and inference on spatial models.

Editors and Affiliations

  • Stochastic Analysis Program, SMS, Australian National University, Canberra, Australia

    C. C. Heyde

  • Academy of Sciences, Mathematical Institute, Moscow, Russia

    Yu V. Prohorov

  • Department of Mathematics, University of Washington, Seattle, USA

    Ronald Pyke

  • Department of Statistics and Applied Probability, University of California, Santa Barbara, Santa Barbara, USA

    S. T. Rachev

Bibliographic Information

  • Book Title: Athens Conference on Applied Probability and Time Series Analysis

  • Book Subtitle: Volume I: Applied Probability In Honor of J.M. Gani

  • Editors: C. C. Heyde, Yu V. Prohorov, Ronald Pyke, S. T. Rachev

  • Series Title: Lecture Notes in Statistics

  • DOI: https://doi.org/10.1007/978-1-4612-0749-8

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag New York, Inc. 1996

  • Softcover ISBN: 978-0-387-94788-4Published: 27 August 1996

  • eBook ISBN: 978-1-4612-0749-8Published: 06 December 2012

  • Series ISSN: 0930-0325

  • Series E-ISSN: 2197-7186

  • Edition Number: 1

  • Number of Pages: 464

  • Number of Illustrations: 2 b/w illustrations

  • Topics: Probability Theory and Stochastic Processes

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