XI Symposium on Probability and Stochastic Processes

CIMAT, Mexico, November 18-22, 2013

Ramsés H. Mena, Juan Carlos Pardo, Víctor Rivero, Gerónimo Uribe Bravo (Herausgeber)

Buch | Hardcover

XII, 279 Seiten

2015 | 1st ed. 2015
Springer International Publishing (Verlag)
9783319139838 (ISBN)

Artikel merken

This volume features a collection of contributed articles and lecture notes from the XI Symposium on Probability and Stochastic Processes, held at CIMAT Mexico in September 2013. Since the symposium was part of the activities organized in Mexico to celebrate the International Year of Statistics, the program included topics from the interface between statistics and stochastic processes.

Preface.- Partition functions of discrete coalescents: from Cayley's formula to Frieze zeta(3) limit theorem. -Asymptotic spectral distributions of distance-k graphs of star product graphs.- Stochastic differential equations driven by loops.- Genealogy of a Wright-Fisher model with strong seed bank component.- Shifting processes with cyclically exchangeable increments at random.- Asymptotic Behaviour of Poisson-Dirichlet Distribution and Random Energy Model.- Stability estimation of transition Markov decision processes.- Solution of the HJB equations involved in utility-based pricing.- The backbone decomposition for superprocesses with non-local branching.- On Lévy semi-stationary processes with a gamma kernel.- Ambit fields: survey and new challenges.- Stochastic integral and covariation representations for rectangular Lévy process ensembles.

Erscheint lt. Verlag	30.7.2015
Reihe/Serie	Progress in Probability
Zusatzinfo	XII, 279 p. 15 illus., 4 illus. in color.
Verlagsort	Cham
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Analysis
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
Schlagworte	minimal spanning trees • Random trees • random walks • spatial point pattern analysis • Stochastic Processes
ISBN-13	9783319139838 / 9783319139838
Zustand	Neuware