Download or read book Ecole d Ete de Probabilites de Saint Flour VI 1976 written by J. Hoffmann-Jörgensen and published by Springer. This book was released on 2006-11-14 with total page 459 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Ecole D ete de Probabilites de Saint Flour V 1976 written by Albert Badrikian and published by . This book was released on 1976 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Ecole d Ete de Probabilites de Saint Flour V 1975 written by A. Badrikian and published by Springer. This book was released on 2006-11-14 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Ecole d Ete de Probabilites de Saint Flour XV XVII 1985 87 written by Persi Diaconis and published by Springer. This book was released on 2006-11-14 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains detailed, worked-out notes of six main courses given at the Saint-Flour Summer Schools from 1985 to 1987.

Download or read book Ecole d Ete de Probabilites de Saint Flour XIX 1989 written by Donald L. Burkholder and published by Springer. This book was released on 2006-11-14 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Ecole d Ete de Probabilites de Saint Flour XIV 1984 written by Rene Carmona and published by École d'Été de Probabilités de Saint-Flour. This book was released on 1986-04 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Ecole d Ete de Probabilites de Saint Flour XI 1981 written by X. Fernique and published by Springer. This book was released on 2006-11-15 with total page 479 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Lectures on Probability Theory and Statistics written by Erwin Bolthausen and published by Springer. This book was released on 2014-03-12 with total page 474 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during the period 8th-24th July, 1999. We thank the authors for all the hard work they accomplished. Their lectures are a work of reference in their domain. The School brought together 85 participants, 31 of whom gave a lecture concerning their research work. At the end of this volume you will find the list of participants and their papers. Finally, to facilitate research concerning previous schools we give here the number of the volume of "Lecture Notes" where they can be found: Lecture Notes in Mathematics 1975: n ° 539- 1971: n ° 307- 1973: n ° 390- 1974: n ° 480- 1979: n ° 876- 1976: n ° 598- 1977: n ° 678- 1978: n ° 774- 1980: n ° 929- 1981: n ° 976- 1982: n ° 1097- 1983: n ° 1117- 1988: n ° 1427- 1984: n ° 1180- 1985-1986 et 1987: n ° 1362- 1989: n ° 1464- 1990: n ° 1527- 1991: n ° 1541- 1992: n ° 1581- 1993: n ° 1608- 1994: n ° 1648- 1995: n ° 1690- 1996: n ° 1665- 1997: n ° 1717- 1998: n ° 1738- Lecture Notes in Statistics 1971: n ° 307- Table of Contents Part I Erwin Bolthausen: Large Deviations and Interacting Random Walks 1 On the construction of the three-dimensional polymer measure. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 2 Self-attracting random walks. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39 3 One-dimensional pinning-depinning transitions. . . . . . . . . . . 105 References. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Download or read book Ecole d Ete de Probabilites de Saint Flour XXVIII 1998 written by M. Emery and published by Springer Science & Business Media. This book was released on 2000-06-26 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: MSC 2000: 46L10, 46L53

Download or read book Asymptotic Efficiency of Statistical Estimators Concepts and Higher Order Asymptotic Efficiency written by Masafumi Akahira and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is a collection of results recently obtained by the authors. Most of these have been published, while others are awaitlng publication. Our investigation has two main purposes. Firstly, we discuss higher order asymptotic efficiency of estimators in regular situa tions. In these situations it is known that the maximum likelihood estimator (MLE) is asymptotically efficient in some (not always specified) sense. However, there exists here a whole class of asymptotically efficient estimators which are thus asymptotically equivalent to the MLE. It is required to make finer distinctions among the estimators, by considering higher order terms in the expansions of their asymptotic distributions. Secondly, we discuss asymptotically efficient estimators in non regular situations. These are situations where the MLE or other estimators are not asymptotically normally distributed, or where l 2 their order of convergence (or consistency) is not n / , as in the regular cases. It is necessary to redefine the concept of asympto tic efficiency, together with the concept of the maximum order of consistency. Under the new definition as asymptotically efficient estimator may not always exist. We have not attempted to tell the whole story in a systematic way. The field of asymptotic theory in statistical estimation is relatively uncultivated. So, we have tried to focus attention on such aspects of our recent results which throw light on the area.

Download or read book Ecole d Ete de Probabilites de Saint Flour XII 1982 written by R. M. Dudley and published by Springer. This book was released on 2006-12-08 with total page 407 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Lectures on Probability Theory and Statistics written by Boris Tsirelson and published by . This book was released on 2004 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Ecole d t de probabilit s de Saint Flour V 1976 written by Albert Badrikian and published by . This book was released on 1976 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Statistical Properties of the Generalized Inverse Gaussian Distribution written by B. Jorgensen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 197 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 1978 the idea of studying the generalized inverse Gaussian distribution was proposed to me by Professor Ole Barndorff-Nielsen, who had come across the distribution in the study of the socalled hyperbolic distributions where it emerged in connection with the representation of the hyperbolic distributions as mixtures of normal distributions. The statistical properties of the generalized inverse Gaussian distribution were at that time virtually unde veloped, but it turned out that the distribution has some nice properties, and models many sets of data satisfactorily. This work contains an account of the statistical properties of the distribu tion as far as they are developed at present. The work was done at the Department of Theoretical Statistics, Aarhus University, mostly in 1979, and was partial fulfilment to wards my M. Sc. degree. I wish to convey my warm thanks to Ole Barn dorff-Nielsen and Preben BI~sild for their advice and for comments on earlier versions of the manuscript and to Jette Hamborg for her skilful typing.

Download or read book Stationary Random Processes Associated with Point Processes written by Tomasz Rolski and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 149 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this set of notes we study a notion of a random process assoc- ted with a point process. The presented theory was inSpired by q- ueing problems. However it seems to be of interest in other branches of applied probability, as for example reliability or dam theory. Using developed tools, we work out known, aswell as new results from queueing or dam theory. Particularly queues which cannot be treated by standard techniques serve as illustrations of the theory. In Chapter 1 the preliminaries are given. We acquaint the reader with the main ideas of these notes, introduce some useful notations, concepts and abbreviations. He also recall basic facts from ergodic theory, an important mathematical tool employed in these notes. Finally some basic notions from queues are reviewed. Chapter 2 deals with discrete time theory. It serves two purposes. The first one is to let the reader get acquainted with the main lines of the theory needed in continuous time without being bothered by tech nical details. However the discrete time theory also seems to be of interest itself. There are examples which have no counte~ in continuous time. Chapter 3 deals with continuous time theory. It also contains many basic results from queueing or dam theory. Three applications of the continuous time theory are given in Chapter 4. We show how to use the theory in order to get some useful bounds for the stationary distribution of a random process.

Download or read book Multiple Statistical Decision Theory Recent Developments written by S. S. Gupta and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 113 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory and practice of decision making involves infinite or finite number of actions. The decision rules with a finite number of elements in the action space are the so-called multiple decision procedures. Several approaches to problems of multi ple decisions have been developed; in particular, the last decade has witnessed a phenomenal growth of this field. An important aspect of the recent contributions is the attempt by several authors to formalize these problems more in the framework of general decision theory. In this work, we have applied general decision theory to develop some modified principles which are reasonable for problems in this field. Our comments and contributions have been written in a positive spirt and, hopefully, these will an impact on the future direction of research in this field. Using the various viewpoints and frameworks, we have emphasized recent developments in the theory of selection and ranking ~Ihich, in our opinion, provides one of the main tools in this field. The growth of the theory of selection and ranking has kept apace with great vigor as is evidenced by the publication of two recent books, one by Gibbons, Olkin and Sobel (1977), and the other by Gupta and Panchapakesan (1979). An earlier monograph by Bechhofer, Kiefer and Sobel (1968) had also provided some very interest ing work in this field.

Download or read book S minaire de Probabilit s XLIX written by Catherine Donati-Martin and published by Springer. This book was released on 2018-08-07 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 49th volume offers a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France. This includes articles on latest developments on diffusion processes, large deviations, martingale theory, quasi-stationary distribution, random matrices, and many more. All the contributions come from spontaneous submissions and their diversity illustrates the good health of this branch of mathematics. The featured contributors are E. Boissard, F. Bouguet, J. Brossard, M. Capitaine, P. Cattiaux, N. Champagnat, K. Abdoulaye Coulibaly-Pasquier, H. Elad Altman, A. Guillin, P. Kratz, A. Lejay, C. Leuridan, P. McGill, L. Miclo, G. Pagès, E. Pardoux, P. Petit, B. Rajeev, L. Serlet, H. Tsukada, D. Villeomannais and B. Wilbertz.