Probability and Stochastic Processes
Springer Verlag, Singapore
978-981-99-9993-4 (ISBN)
The book collects papers on several topics in probability and stochastic processes. These papers have been presented at a conference organised in honour of Professor Rajeeva L. Karandikar who turned 65 in 2021. He has been an esteemed researcher, and a teacher at Indian Statistical Institute, Delhi Centre, for many years. He has been a multi-faceted academician, interacting with the Government of India and the industry. He has left an indelible mark in every endeavour of his and in his several different avatars-be it in ISI, in the industry or as Director of Chennai Mathematical Institute. This book will be useful to senior undergraduate and graduate students, as well as researchers in probability, statistics and related fields.
Siva Athreya is Professor at the International Centre for Theoretical Sciences, Bengaluru, Karnataka, India, and the Indian Statistical Institute, Bangalore Centre. His primary field of interest has been in stochastic analysis. He also has worked closely with models that arise from statistical physics, population biology and recently with random walks on random graphs. He also has worked extensively in the last three years on computational epidemiology. He has worked with the Government of Karnataka assisting the T.A.C. on COVID-19 and the Department of Health and Family Welfare services in the field of public health. Abhay G. Bhatt is Professor, at the Theoretical Statistics and Mathematics Unit at the Indian Statistical Institute, Delhi Centre, New Delhi, India. His primary field of interest is in the area of probability theory and stochastic processes. He has worked extensively on problems in filtering theory, controlled Markov processes and Markov processes characterized via martingale problems, B.V. Rao is Adjunct Professor at the Chennai Mathematical Institute, Chennai, Tamil Nadu, India. His primary field of interest is in the area of probability theory and stochastic processes. He has worked on problems arising in measure and integration, general topology and set theory.
Rajeeva Laxman Karandikar an Appreciation.- Spectrum of High Dimensional Sample Covariance and Related Matrices: a Selective Review.- Long Time Behavior of Finite and Infinite Dimensional Reflected Brownian Motions.- a Survey of Some Recent Developments in Measures of Association.- Fractal Structure in the Directed Landscape.- Small Ball Probabilities for the Stochastic Heat Equation.- Directed Spanning Forest for Ginibre Ensemble is a Tree.- Convergence of Stochastic Approximation via Martingale and Converse Lyapunov Methods.
| Erscheinungsdatum | 06.08.2024 |
|---|---|
| Reihe/Serie | Indian Statistical Institute Series |
| Zusatzinfo | 14 Illustrations, color; 11 Illustrations, black and white |
| Verlagsort | Singapore |
| Sprache | englisch |
| Maße | 155 x 235 mm |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik |
| Schlagworte | Atlas Model • Autocovariance Matrix • Banded Matrix • brownian web • Circular Variable • Compound Free Poisson Law • Ginibre Ensemble • heat equation • Measures of association • rank-based Diffusion • reflected Brownian motion • Spearman's Matrix • Spearman’s ρ Matrix • Standard Borel Space • Stieltjes Transform • stochastic approximation • Stochastic PDEs • Tracy-Widom Laws • Wasserstein distance • White Noise • Wigner Matrix |
| ISBN-10 | 981-99-9993-6 / 9819999936 |
| ISBN-13 | 978-981-99-9993-4 / 9789819999934 |
| Zustand | Neuware |
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