Despite its short history, wavelet theory has found applications in a remarkable diversity of disciplines: mathematics, physics, numerical analysis, signal processing, probability theory and statistics.
INTRODUCTION 1) Introduction In 1979, Efron introduced the bootstrap method as a kind of universal tool to obtain approximation of the distribution of statistics.
This book is an introductionary course in stochastic ordering and dependence in the field of applied probability for readers with some background in mathematics.
The aim of this book is to present a survey of the many ways in which the statistical package GLIM may be used to model and analyze stochastic processes.
In June of 1990, a conference was held on Probablity Models and Statisti- cal Analyses for Ranking Data, under the joint auspices of the American Mathematical Society, the Institute for Mathematical Statistics, and the Society of Industrial and Applied Mathematicians.
Learning from experience, making decisions on the basis of the available information, and proceeding step by step to a desired goal are fundamental behavioural qualities of human beings.
These notes were written as a result of my having taught a "e;nonmeasure theoretic"e; course in probability and stochastic processes a few times at the Weizmann Institute in Israel.
The present monograph is a comprehensive summary of the research on visibility in random fields, which I have conducted with the late Professor Micha Yadin for over ten years.
This volume is a collection of eight Case Studies in Data Analysis that appeared in various issues of the Canadian Journal of Statistics (OS) over a twelve- year period from 1982 to 1993.
Classifying objects according to their likeness seems to have been a step in the human process of acquiring knowledge, and it is certainly a basic part of many of the sciences.
The Fifth Purdue International Symposium on Statistical Decision The- was held at Purdue University during the period of ory and Related Topics June 14-19,1992.
This volume presents the published Proceedings of the joint meeting of GUM92 and the 7th International Workshop on Statistical Modelling, held in Munich, Germany from 13 to 17 July 1992.
Continuous time parameter Markov chains have been useful for modeling various random phenomena occurring in queueing theory, genetics, demography, epidemiology, and competing populations.
Senior probabilists from around the world with widely differing specialities gave their visions of the state of their specialty, why they think it is important, and how they think it will develop in the new millenium.
The theoretical foundation for real options goes back to the mid 1980s and the development of a model that forms the basis for many current applications of real option theory.
As in the case of the two previous volumes published in 1986 and 1997, the purpose of this monograph is to focus the interplay between real (functional) analysis and stochastic analysis show their mutual benefits and advance the subjects.
Probability matching priors, ensuring frequentist validity of posterior credible sets up to the desired order of asymptotics, are of substantial current interest.
In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mod- els.
The seminar on Stochastic Analysis and Mathematical Physics started in 1984 at the Catholic University of Chile in Santiago and has been an on- going research activity.
High dimensional probability, in the sense that encompasses the topics rep- resented in this volume, began about thirty years ago with research in two related areas: limit theorems for sums of independent Banach space valued random vectors and general Gaussian processes.
Censored sampling arises in a life-testing experiment whenever the experimenter does not observe (either intentionally or unintentionally) the failure times of all units placed on a life-test.
