Athens Conference on Applied Probability and Time Series Analysis

1. Front Matter

   Pages i-x

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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

5. Epidemic Models

   1. Threshold behaviour in stochastic epidemics among households

      • Frank Ball

      Pages 253-266

   2. Reproduction Numbers and Critical Immunity Levels for Epidemics in a Community of Households

      • Niels G. Becker, Klaus Dietz

      Pages 267-276

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.

• Estimator
• Markov
• Time series
• algorithm
• calculus
• model
• modeling
• optimization
• statistical analysis

• 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

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