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Probability, Statistics, and Mathematics
Papers in Honor of Samuel Karlin
- 1st Edition - May 10, 2014
- Editors: T. W. Anderson, Krishna B. Athreya, Donald L. Iglehart
- Language: English
- Paperback ISBN:9 7 8 - 1 - 4 8 3 2 - 0 2 5 7 - 0
- eBook ISBN:9 7 8 - 1 - 4 8 3 2 - 1 6 0 0 - 3
Probability, Statistics, and Mathematics: Papers in Honor of Samuel Karlin is a collection of papers dealing with probability, statistics, and mathematics. Conceived in honor of… Read more
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Request a sales quoteProbability, Statistics, and Mathematics: Papers in Honor of Samuel Karlin is a collection of papers dealing with probability, statistics, and mathematics. Conceived in honor of Polish-born mathematician Samuel Karlin, the book covers a wide array of topics, from the second-order moments of a stationary Markov chain to the exponentiality of the local time at hitting times for reflecting diffusions. Smoothed limit theorems for equilibrium processes are also discussed. Comprised of 24 chapters, this book begins with an introduction to the second-order moments of a stationary Markov chain, paying particular attention to the consequences of the autoregressive structure of the vector-valued process and how to estimate the stationary probabilities from a finite sequence of observations. Subsequent chapters focus on A. Selberg's second beta integral and an integral of mehta; a normal approximation for the number of local maxima of a random function on a graph; nonnegative polynomials on polyhedra; and the fundamental period of the queue with Markov-modulated arrivals. The rate of escape problem for a class of random walks is also considered. This monograph is intended for students and practitioners in the fields of statistics, mathematics, and economics.
List of Contributors
Foreword
Publications of Samuel Karlin
Ph.D. Students of Samuel Karlin
Second-Order Moments of a Stationary Markov Chain and Some Applications
A "Dynamic" Proof of the Frobenius-Perron Theorem for Metzler Matrices
Selberg's Second Beta Integral and an Integral of Mehta
Exponentiality of the Local Time at Hitting Times for Reflecting Diffusions and an Application
A Normal Approximation for the Number of Local Maxima of a Random Function on a Graph
Operator Solution of Infinite Gδ Games of Imperfect Information
Smoothed Limit Theorems for Equilibrium Processes
Supercritical Branching Processes with Countably Many Types and the Size of Random Cantor Sets
Maxima of Random Quadratic Forms on a Simplex
Total Positivity and Renewal Theory
Some Remarks on Nonnegative Polynomials on Polyhedra
The Fundamental Period of the Queue with Markov-Modulated Arrivals
Some Remarks on a Limiting Diffusion for Decomposable Branching Processes
Some Results on Repeated Risktaking
The Rate of Escape Problem for a Class of Random Walks
Recent Advances on the Integrated Cauchy Functional Equation and Related Results in Applied Probability
A Note on Maximum Entropy
The Various Linear Fractional Levy Motions
Bonferroni-Type Probability Bounds as an Application of the Theory of Tchebycheff Systems
The √N Law and Repeated Risktaking
A Theorem in Search of a Simple Proof
Grade of Membership Representations: Concepts and Problems
Uniform Error Bounds Involving Logspline Models
An Alternative to Cp Model Selection that Emphasizes the Quality of Coefficient Estimation
- No. of pages: 412
- Language: English
- Edition: 1
- Published: May 10, 2014
- Imprint: Academic Press
- Paperback ISBN: 9781483202570
- eBook ISBN: 9781483216003
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