XI Symposium on Probability and Stochastic Processes - CIMAT, Mexico, November 18-22, 2013

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.

List of contents

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.

Summary

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.

Product details

• Assisted by: Jua Carlos Pardo (Editor), Juan Carlos Pardo (Editor), Ramsés H. Mena (Editor), Juan Carlos Pardo (Editor), Víctor Rivero (Editor), Víctor Rivero et al (Editor), Gerónimo Uribe Bravo (Editor)
• Publisher: Springer, Berlin
• Languages: English
• Product format: Paperback / Softback
• Released: 01.01.2016
• EAN: 9783319357584
• ISBN: 978-3-31-935758-4
• No. of pages: 279
• Dimensions: 155 mm x 16 mm x 235 mm
• Weight: 453 g
• Illustrations: XII, 279 p. 15 illus., 4 illus. in color.
• Series: Progress in Probability; Progress in Probability
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; C, Statistics, Mathematics and Statistics, Statistical Theory and Methods, Probability Theory and Stochastic Processes, Computational Mathematics and Numerical Analysis, Probability & statistics, Computer mathematics, Numerical analysis, Probabilities, Stochastics, Probability Theory