R. N. Bhattacharya, Krishna B. Athreya “Probability, Statistics, and Their Applications: Papers in Honor of Rabi Bhattacharya"
Institute of Mathematical Statistics | 2004-02 | ISBN: 0940600552 | 292 pages | PDF | 20,3 MB
Institute of Mathematical Statistics | 2004-02 | ISBN: 0940600552 | 292 pages | PDF | 20,3 MB
Preface
Rabi Bhattacharya: bibliography
Iteration of IID random maps on R+
Adaptive estimation of directional trend
Simulating constrained animal motion using stochastic differential equations
Theta-expansions and the generalized Gauss map
On Ito's complex measure condition
Variational formulas and explicit bounds of Poincare-type inequalities for one-dimensional processes
Brownian motion and the classical groups
Transition density of a reflected symmetric stable Levy process in an orthant
On conditional central limit theorems for stationary processes
Polynomially harmonizable processes and finitely polynomially determined Levy processes
Effects of smoothing on distribution approximations
Survival under uncertainty in an exchange economy
Singular stochastic control in optimal investment and hedging in the presence of transaction costs
Parametric empirical Bayes model selection - some theory, methods and simulation
A theorem of large deviations for the equilibrium prices in random exchange economies
Asymptotic estimation theory of change-point problems for time series regression models and its applications
Fractional Brownian motion as a differentiable generalized Gaussian process
