附註:Includes bibliographical references (pages 491-494) and index.
Modeling Text Databases -- An Overview of Probabilistic and Time Series Models in Finance -- Stereological Estimation of the Rose of Directions -- Approximations for Multiple Scan Statistics -- Krawtchouk Polynomials and Krawtchouk Matrices -- An Elementary Rigorous Introduction to Exact Sampling -- On the Different Extensions of the Ergodic Theorem of Information Theory -- Dynamic Stochastic Models for Indexes and Thesauri -- Stability and Optimal Control -- Statistical Distances Based on Euclidean Graphs -- Implied Volatility -- On the Increments of the Brownian Sheet -- Compound Poisson Approximation -- Penalized Model Selection for Ill-posed Linear Problems -- The Arov-Grossman Model -- Recent Results in Geometric Analysis -- Dependence or Independence of the Sample Mean -- Optimal Stopping Problems for Time-Homogeneous Diffusions -- Criticality in Epidemics -- Acknowledgments -- Reference -- Index.
摘要:"Recent Advances in Applied Probability is a collection of survey articles that bring together the work of leading researchers in applied probability to present current research advances in this important area." "This volume will be of interest to graduate students and researchers whose research is closely connected to probability modelling and their applications. It is suitable for one semester graduate level research seminar in applied probability."--Jacket
