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

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

Overview

This volume features a collection of contributed articles and lecture notes from the XI Symposium on Probability and Shastic 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 shastic processes.

Product Details

ISBN-13:	9783319357584
Publisher:	Springer International Publishing
Publication date:	08/03/2016
Series:	Progress in Probability , #69
Edition description:	Softcover reprint of the original 1st ed. 2015
Pages:	279
Product dimensions:	6.10(w) x 9.25(h) x 0.02(d)

Table of Contents

Preface.- Partition functions of discrete coalescents: from Cayley’s formula to Frieze ζ(3) limit theorem. -Asymptotic spectral distributions of distance-k graphs of star product graphs.- Shastic 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.- Shastic integral and covariation representations for rectangular Lévy process ensembles.