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Athens Conference on Applied Probability and Time Series Analysis

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

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

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

Table of contents

  1. Front Matter
    Pages i-x
  2. Probability and Probabilistic Methods

  3. Markov and Other Stochastic Processes

  4. Biomathematical Models

    1. W. J. Ewens
      Pages 229-244
    2. F. Papangeloul
      Pages 245-252
  5. Epidemic Models

  6. Financial Models

    1. Bertrand Gamrowski, Svetlozar Rachev
      Pages 307-320
    2. Aleksander Rejman, Aleksander Weron
      Pages 321-331
    3. Gennady Samorodnitsky
      Pages 332-353
  7. Random Walks and Queues

    1. Marcin Kotulskil, Karina Weron
      Pages 379-388
  8. Spatial Models

  9. Spatial Models

About these proceedings

Introduction

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.

Keywords

Estimator Markov Time series algorithm calculus model modeling optimization statistical analysis

Editors and affiliations

  • C. C. Heyde
    • 1
  • Yu V. Prohorov
    • 2
  • Ronald Pyke
    • 3
  • S. T. Rachev
    • 4
  1. 1.Stochastic Analysis Program, SMSAustralian National UniversityCanberraAustralia
  2. 2.Academy of SciencesMathematical InstituteMoscowRussia
  3. 3.Department of MathematicsUniversity of WashingtonSeattleUSA
  4. 4.Department of Statistics and Applied ProbabilityUniversity of California, Santa BarbaraSanta BarbaraUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4612-0749-8
  • Copyright Information Springer-Verlag New York, Inc. 1996
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-387-94788-4
  • Online ISBN 978-1-4612-0749-8
  • Series Print ISSN 0930-0325
  • Buy this book on publisher's site
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