Probability Towards 2000

Probability Towards 2000

The volume includes papers given at a symposium at Columbia University in 1995, but papers from others not at the meeting were added to broaden the coverage of areas. All papers were refereed.

Author: L. Accardi

Publisher: Springer Science & Business Media

ISBN: 9781461222248

Category: Mathematics

Page: 356

View: 772

Senior probabilists from around the world with widely differing specialities gave their visions of the state of their specialty, why they think it is important, and how they think it will develop in the new millenium. The volume includes papers given at a symposium at Columbia University in 1995, but papers from others not at the meeting were added to broaden the coverage of areas. All papers were refereed.
Categories: Mathematics

Probability Approximations and Beyond

Probability Approximations and Beyond

In: Probability towards 2000, Lecture notes in statistics, vol 128. Springer, New York, pp 97–122 Chen LHY, Röllin A (2010) Stein couplings for normal approximation. Preprint (2010). Available via arXiv. http://arxiv.org/abs/1003.6039 ...

Author: Andrew Barbour

Publisher: Springer Science & Business Media

ISBN: 9781461419655

Category: Mathematics

Page: 159

View: 821

In June 2010, a conference, Probability Approximations and Beyond, was held at the National University of Singapore (NUS), in honor of pioneering mathematician Louis Chen. Chen made the first of several seminal contributions to the theory and application of Stein’s method. One of his most important contributions has been to turn Stein’s concentration inequality idea into an effective tool for providing error bounds for the normal approximation in many settings, and in particular for sums of random variables exhibiting only local dependence. This conference attracted a large audience that came to pay homage to Chen and to hear presentations by colleagues who have worked with him in special ways over the past 40+ years. The papers in this volume attest to how Louis Chen’s cutting-edge ideas influenced and continue to influence such areas as molecular biology and computer science. He has developed applications of his work on Poisson approximation to problems of signal detection in computational biology. The original papers contained in this book provide historical context for Chen’s work alongside commentary on some of his major contributions by noteworthy statisticians and mathematicians working today.
Categories: Mathematics

Recent Developments in Infinite Dimensional Analysis and Quantum Probability

Recent Developments in Infinite Dimensional Analysis and Quantum Probability

... Probability Towards 2000, Lecture Notes in Statist. 128, Springer, New York, 1998, pp. 1–33. Accardi, L. and Volovich, I. V.: Quantum white noise with singular non-linear interaction, Volterra Preprint 278, 1997.

Author: Luigi Accardi

Publisher: Springer Science & Business Media

ISBN: 9789401008426

Category: Mathematics

Page: 464

View: 402

Recent Developments in Infinite-Dimensional Analysis and Quantum Probability is dedicated to Professor Takeyuki Hida on the occasion of his 70th birthday. The book is more than a collection of articles. In fact, in it the reader will find a consistent editorial work, devoted to attempting to obtain a unitary picture from the different contributions and to give a comprehensive account of important recent developments in contemporary white noise analysis and some of its applications. For this reason, not only the latest results, but also motivations, explanations and connections with previous work have been included. The wealth of applications, from number theory to signal processing, from optimal filtering to information theory, from the statistics of stationary flows to quantum cable equations, show the power of white noise analysis as a tool. Beyond these, the authors emphasize its connections with practically all branches of contemporary probability, including stochastic geometry, the structure theory of stationary Gaussian processes, Neumann boundary value problems, and large deviations.
Categories: Mathematics

Probability Matching Priors Higher Order Asymptotics

Probability Matching Priors  Higher Order Asymptotics

For information about Volumes I to 22, please contact Springer-Verlag 123; D. Y. Lin and T. R. Fleming (Editors), ... xii, 448 pp., 1997, 128: L. Accardi and C.C. Heyde (Editors), Probability Towards 2000. x, 356 pp., 1998.

Author: Gauri Sankar Datta

Publisher: Springer Science & Business Media

ISBN: 9781461220367

Category: Mathematics

Page: 127

View: 180

This is the first book on the topic of probability matching priors. It targets researchers, Bayesian and frequentist; graduate students in Statistics.
Categories: Mathematics

Probability on Algebraic Structures

Probability on Algebraic Structures

AMS Special Session on Probability on Algebraic Structures, March 12-13, 1999, Gainesville, Florida AMS SPECIAL ... (1991) [QP-VII] Quantum Probability and Related Topics VII, World Scientific (1992) [Prob2000] Probability Towards 2000; ...

Author: Gregory Budzban

Publisher: American Mathematical Soc.

ISBN: 9780821820278

Category: Mathematics

Page: 238

View: 641

This volume presents results from an AMS Special Session held on the topic in Gainesville (FL). The papers included are written by an international group of well-known specialists who offer an important cross-section of current work in the field. In addition there are two expository papers that provide an avenue for non-specialists to comprehend problems in this area. The breadth of research in this area is evident by the variety of articles presented in the volume. Results concern probability on Lie groups and general locally compact groups. Generalizations of groups appear as hypergroups, abstract semigroups, and semigroups of matrices. Work on symmetric cones is included. Lastly, there are a number of articles on the current progress in constructing stochastic processes on quantum groups.
Categories: Mathematics

Probability and Mathematical Genetics

Probability and Mathematical Genetics

... and Heyde, C. C. (eds), Probability Towards 2000. New York: Springer-Verlag. Kendall, W. S., and Møller, J. 2000. Perfect simulation using dominated processes on ordered spaces, with applications to locally stable point processes.

Author: N. H. Bingham

Publisher: Cambridge University Press

ISBN: 9781139487924

Category: Mathematics

Page:

View: 935

Focussing on the work of Sir John Kingman, one of the world's leading researchers in probability and mathematical genetics, this book touches on the important areas of these subjects in the last 50 years. Leading authorities give a unique insight into a wide range of currently topical problems. Papers in probability concentrate on combinatorial and structural aspects, in particular exchangeability and regeneration. The Kingman coalescent links probability with mathematical genetics and is fundamental to the study of the latter. This has implications across the whole of genomic modelling including the Human Genome Project. Other papers in mathematical population genetics range from statistical aspects including heterogeneous clustering, to the assessment of molecular variability in cancer genomes. Further papers in statistics are concerned with empirical deconvolution, perfect simulation, and wavelets. This book will be warmly received by established experts as well as their students and others interested in the content.
Categories: Mathematics

Lectures on Probability Theory and Statistics

Lectures on Probability Theory and Statistics

1, 95-114 Accardi L., Heyde C.C. (1998), “Probability Towards 2000”, Springer Verlag Accardi L., Lu Y.G., Volovich I.V. (2000), “A white-noise approach to stochastic calculus”, Acta Appl. Math. 63, no. 1-3, 3-25 Acosta E. (1994), ...

Author: Sergio Albeverio

Publisher: Springer

ISBN: 9783540449225

Category: Mathematics

Page: 298

View: 275

In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives an overview of the mean field models for spin glasses. This text is a major contribution towards the proof of certain results from physics, and includes a discussion of the Sherrington-Kirkpatrick and the p-spin interaction models.
Categories: Mathematics

Probability and Finance

Probability and Finance

In L. Accardi and Christopher C. Heyde, editors, Probability Towards 2000, volume 128 of Lecture Notes in Statistics, pp. 235-248. Springer, New York, 1998. Thomas Mikosch and Rimas Norvaisa. Stochastic integral equations without ...

Author: Glenn Shafer

Publisher: John Wiley & Sons

ISBN: 9780471461715

Category: Business & Economics

Page: 440

View: 938

Provides a foundation for probability based on game theory ratherthan measure theory. A strong philosophical approach with practicalapplications. Presents in-depth coverage of classical probability theory aswell as new theory.
Categories: Business & Economics

Probability and Statistical Models with Applications

Probability and Statistical Models with Applications

Variational inequalities with examples and an application to the central limit theorem. ... An approximation theorem for convolutions of probability measures. ... Probability Towards 2000 (Eds., L. Accardi and C. Heyde), pp. 97-122.

Author: CH. A. Charalambides

Publisher: CRC Press

ISBN: 9781420036084

Category: Mathematics

Page: 664

View: 113

This monograph of carefully collected articles reviews recent developments in theoretical and applied statistical science, highlights current noteworthy results and illustrates their applications; and points out possible new directions to pursue. With its enlightening account of statistical discoveries and its numerous figures and tables, Probability and Statistical Models with Applications is a must read for probabilists and theoretical and applied statisticians.
Categories: Mathematics

Probability Theory and Mathematical Statistics

Probability Theory and Mathematical Statistics

Then the unique solution to (37) lies in C(W, T, 1 (KG)). ... A quantum stochastic differential equation of Hudson—Parthasarathy type (1) is equivalent to the initial value ... In: Probability Towards 2000, Lecture Notes in Statist.

Author:

Publisher: Walter de Gruyter GmbH & Co KG

ISBN: 9783112314081

Category: Technology & Engineering

Page: 748

View: 462

Categories: Technology & Engineering

Probability Theory and Mathematical Statistics

Probability Theory and Mathematical Statistics

A quantum stochastic differential equation of Hudson - Parthasarathy type ( 1 ) is equivalent to the initial value problem ( 37 ) with L = Ljaa : + L2a + L3a + L4 . ... In : Probability Towards 2000 , Lecture Notes in Statist .

Author: Bronius Grigelionis

Publisher: VSP

ISBN: 9067643130

Category: Mathematics

Page: 740

View: 325

The 7th Vilnius Conference on Probability Theory and Mathematical Statistics was held together with the 22nd European Meeting of Statisticians, 12--18 August 1998. This Proceedings volume contains invited lectures as well as some selected contributed papers. Topics included in the conference are: general inference; time series; statistics and probability in the life sciences; statistics and probability in natural and social science; applied probability; probability.
Categories: Mathematics

Quantum Probability and Infinite Dimensional Analysis

Quantum Probability and Infinite Dimensional Analysis

Then (22) and (25) leads to t b, PT)(U) = b – iBb, s dsbs Us (27) O Then (27) becomes b, U – Kb, PT)(U) – ick AU, ... calculus and essentially infinite dimensional analysis, in: Probability Towards 2000; L. Accardi, Chris Heyde (eds.) ...

Author: Habib Ouerdiane

Publisher: World Scientific

ISBN: 9789814295420

Category: Mathematics

Page: 304

View: 104

This is the proceedings of the 29th Conference on Quantum Probability and Infinite Dimensional Analysis, which was held in Hammamet, Tunisia.
Categories: Mathematics

Probability Theory

Probability Theory

Philosophy, Recent History and Relations to Science Vincent F. Hendricks, Stig Andur Pedersen, Klaus Frovin Jørgensen. be complemented on the non - parametric side ... Probability towards 2000 , Vol . 128 of Lecture Notes in Statistics ...

Author: Vincent F. Hendricks

Publisher: Springer Science & Business Media

ISBN: 0792369521

Category: Mathematics

Page: 183

View: 326

A collection of papers presented at the conference on Probability Theory - Philosophy, Recent History and Relations to Science, University of Roskilde, Denmark, September 16-18, 1998. Since the measure theoretical definition of probability was proposed by Kolmogorov, probability theory has developed into a mature mathematical theory. It is today a fruitful field of mathematics that has important applications in philosophy, science, engineering, and many other areas. The measure theoretical definition of probability and its axioms, however, are not without their problems; some of them even puzzled Kolmogorov. This book sheds light on some recent discussions of the problems in probability theory and their history, analysing their philosophical and mathematical significance, and the role pf mathematical probability theory in other sciences.
Categories: Mathematics

L vy Processes

L  vy Processes

[2] S. Asmussen and J. Rosiński (2000), Approximation of small jumps of Lévy processes with a view towards simulation, ... eds., Probability Towards 2000: Proceedings of a Symposium held 2–5 October 1995 at Columbia University, ...

Author: Ole E Barndorff-Nielsen

Publisher: Springer Science & Business Media

ISBN: 9781461201977

Category: Mathematics

Page: 418

View: 251

A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov processes, and diffusions are extensions and generalizations of these processes. In the past, representatives of the Lévy class were considered most useful for applications to either Brownian motion or the Poisson process. Nowadays the need for modeling jumps, bursts, extremes and other irregular behavior of phenomena in nature and society has led to a renaissance of the theory of general Lévy processes. Researchers and practitioners in fields as diverse as physics, meteorology, statistics, insurance, and finance have rediscovered the simplicity of Lévy processes and their enormous flexibility in modeling tails, dependence and path behavior. This volume, with an excellent introductory preface, describes the state-of-the-art of this rapidly evolving subject with special emphasis on the non-Brownian world. Leading experts present surveys of recent developments, or focus on some most promising applications. Despite its special character, every topic is aimed at the non- specialist, keen on learning about the new exciting face of a rather aged class of processes. An extensive bibliography at the end of each article makes this an invaluable comprehensive reference text. For the researcher and graduate student, every article contains open problems and points out directions for futurearch. The accessible nature of the work makes this an ideal introductory text for graduate seminars in applied probability, stochastic processes, physics, finance, and telecommunications, and a unique guide to the world of Lévy processes.
Categories: Mathematics

Probability on Real Lie Algebras

Probability on Real Lie Algebras

(Cited on pages 7, 88, 135, 147, 186, and 211). P.A. Meyer. Quantum probability seen by a classical probabilist. In Probability towards 2000 (New York, 1995), volume 128 of Lecture Notes in Statist., pages 235–248.

Author: Uwe Franz

Publisher: Cambridge University Press

ISBN: 9781316660072

Category: Mathematics

Page:

View: 370

This monograph is a progressive introduction to non-commutativity in probability theory, summarizing and synthesizing recent results about classical and quantum stochastic processes on Lie algebras. In the early chapters, focus is placed on concrete examples of the links between algebraic relations and the moments of probability distributions. The subsequent chapters are more advanced and deal with Wigner densities for non-commutative couples of random variables, non-commutative stochastic processes with independent increments (quantum Lévy processes), and the quantum Malliavin calculus. This book will appeal to advanced undergraduate and graduate students interested in the relations between algebra, probability, and quantum theory. It also addresses a more advanced audience by covering other topics related to non-commutativity in stochastic calculus, Lévy processes, and the Malliavin calculus.
Categories: Mathematics

Non commutativity Infinite dimensionality and Probability at the Crossroads

Non commutativity  Infinite dimensionality and Probability at the Crossroads

Proceedings of the RIMS Workshop on Infinite-Dimensional Analysis and Quantum Probability : Kyoto, Japan, ... calculus and essentially infinite dimensional analysis, in “Probability Towards 2000 (L. Accardi and C. C. Heyde, Eds.),” pp.

Author: Nobuaki Obata

Publisher: World Scientific

ISBN: 9789812705242

Category: Dimensional analysis

Page: 437

View: 959

Infinite-dimensional analysis and quantum probability have undergone significant developments in the last few years and created many applications. This volume includes four expository articles on recent developments in quantum field theory, quantum stochastic differential equations, free probability and quantum white noise calculus, which are targeted also for graduate study. The fourteen research papers deal with most of the current topics, and their interconnections reflect a vivid development in interacting Fock space, infinite-dimensional groups, stochastic independence, non-commutative central limit theorems, stochastic geometry, and so on.
Categories: Dimensional analysis

Records via Probability Theory

Records via Probability Theory

Application of Laplace approximation to record values. Commun. Statist.-Theory Methods, 19, no.5, 1875–1888. ... Probability Towards 2000, Lecture Notes in Statistist., 128, pp. 58–73. Springer, New York. Bell, C.B., Blackwell, D., ...

Author: Mohammad Ahsanullah

Publisher: Springer

ISBN: 9789462391369

Category: Mathematics

Page: 255

View: 940

A lot of statisticians, actuarial mathematicians, reliability engineers, meteorologists, hydrologists, economists. Business and sport analysts deal with records which play important roles in various fields of statistics and its application. This book enables a reader to check his/her level of understanding of the theory of record values. We give basic formulae which are more important in the theory and present a lot of examples which illustrate the theoretical statements. For a beginner in record statistics, as well as for graduate students the study of our book needs the basic knowledge of the subject. A more advanced reader can use our book to polish his/her knowledge. An upgraded list of bibliography which will help a reader to enrich his/her theoretical knowledge and widen the experience of dealing with ordered observations, is also given in the book.
Categories: Mathematics

Approximation Methods in Probability Theory

Approximation Methods in Probability Theory

Smoothing effect of compound Poisson approximations to the distributions of weighted sums, Lithuanian Math. J. 54(1), 35–47. ... Probability towards 2000 (Eds. L. Accardi and C. Heyde), 97–122. Lecture Notes in Statistics No. 128. 49.

Author: Vydas Čekanavičius

Publisher: Springer

ISBN: 9783319340722

Category: Mathematics

Page: 274

View: 630

This book presents a wide range of well-known and less common methods used for estimating the accuracy of probabilistic approximations, including the Esseen type inversion formulas, the Stein method as well as the methods of convolutions and triangle function. Emphasising the correct usage of the methods presented, each step required for the proofs is examined in detail. As a result, this textbook provides valuable tools for proving approximation theorems. While Approximation Methods in Probability Theory will appeal to everyone interested in limit theorems of probability theory, the book is particularly aimed at graduate students who have completed a standard intermediate course in probability theory. Furthermore, experienced researchers wanting to enlarge their toolkit will also find this book useful.
Categories: Mathematics

Handbook of Markov Chain Monte Carlo

Handbook of Markov Chain Monte Carlo

Journal of Applied Probability, 8:131–162. 9. ... Simulating normalizing constants: from importance sampling to bridge sampling to path sampling. ... In L. Accardi and C. C. Heyde (eds), Probability Towards 2000, pp. 218–234.

Author: Steve Brooks

Publisher: CRC Press

ISBN: 9781420079425

Category: Mathematics

Page: 619

View: 280

Since their popularization in the 1990s, Markov chain Monte Carlo (MCMC) methods have revolutionized statistical computing and have had an especially profound impact on the practice of Bayesian statistics. Furthermore, MCMC methods have enabled the development and use of intricate models in an astonishing array of disciplines as diverse as fisherie
Categories: Mathematics