Probability, statistics and their applications: papers in honor of Rabi Bhattacharya

Editor(s) Krishna Athreya, Mukul Majumdar, Madan Puri, Edward Waymire

IMS Lecture Notes Monogr. Ser., 41: 292pp. (2003). DOI: 10.1214/lnms/1215091650

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Institute of Mathematical Statistics Lecture Notes - Monograph Series, Volume 41

292 pp.

Published: 2003

First available in Project Euclid: 3 July 2008

MathSciNet: MR1999409

Digital Object Identifier: 10.1214/lnms/1215091650

ISBN: 0940600552

Subjects:

Primary: 00B30

Secondary: 60-06 , 62-06

Institute of Mathematical Statistics Lecture Notes - Monograph Series

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Institute of Mathematical Statistics

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Miscellaneous Frontmatter

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 41, i-vi (2003). Open Access

Preface

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 41, vii-viii (2003). Open Access

Rabi Bhattacharya: bibliography

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 41, ix-xiv (2003). https://doi.org/10.1214/lnms/1215091653 Open Access

KEYWORDS: 01A70

Iteration of IID random maps on $R\sp +$

K. B. Athreya

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 41, 1-14 (2003). https://doi.org/10.1214/lnms/1215091654 Open Access

KEYWORDS: 60J05, 60F05, 65C40

Adaptive estimation of directional trend

Rudolf Beran

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 41, 15-34 (2003). https://doi.org/10.1214/lnms/1215091655 Open Access

KEYWORDS: 62H11, 62J99

Simulating constrained animal motion using stochastic differential equations

David R. Brillinger

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 41, 35-48 (2003). https://doi.org/10.1214/lnms/1215091656 Open Access

KEYWORDS: 60H10, 92D50

$\theta$-expansions and the generalized Gauss map

Santanu Chakraborty , B. V. Rao

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 41, 49-64 (2003). https://doi.org/10.1214/lnms/1215091657 Open Access

KEYWORDS: 11K50, 37A45, 37E05, 60J05

On Itô's complex measure condition

Larry Chen , Scott Dobson , Ronald Guenther , Chris Orum , Mina Ossiander , Enrique Thomann , Edward Waymire

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 41, 65-80 (2003). https://doi.org/10.1214/lnms/1215091658 Open Access

KEYWORDS: 60J60, 60J75

Variational formulas and explicit bounds of Poincaré-type inequalities for one-dimensional processes

Mu-Fa Chen

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 41, 81-95 (2003). https://doi.org/10.1214/lnms/1215091659 Open Access

KEYWORDS: 26D10, 34L15, 46N30, 60J27

Brownian motion and the classical groups

Anthony D'Aristotile , Persi Diaconis , Charles M. Newman

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 41, 97-116 (2003). https://doi.org/10.1214/lnms/1215091660 Open Access

KEYWORDS: 60J65, 15A52, 60B15, 60F05, 82B31, 82B41

Transition density of a reflected symmetric stable Lévy process in an orthant

Amites Dasgupta , S. Ramasubramanian

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 41, 117-131 (2003). https://doi.org/10.1214/lnms/1215091661 Open Access

KEYWORDS: 60J35, 60G51, 60J50, 60J75, 60K25

On conditional central limit theorems for stationary processes

Manfred Denker , Mikhail Gordin

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 41, 133-151 (2003). https://doi.org/10.1214/lnms/1215091662 Open Access

KEYWORDS: 60F05, 60G10

Polynomially harmonizable processes and finitely polynomially determined Lévy processes

A. Goswami , A. Sengupta

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 41, 153-167 (2003). https://doi.org/10.1214/lnms/1215091663 Open Access

KEYWORDS: 60F05, 60G51

Effects of smoothing on distribution approximations

Peter Hall , Xiao-Hua Zhou

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 41, 169-185 (2003). https://doi.org/10.1214/lnms/1215091664 Open Access

KEYWORDS: 62E20, 62F40

Survival under uncertainty in an exchange economy

Nigar Hashimzade , Mukul Majumdar

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 41, 187-207 (2003). https://doi.org/10.1214/lnms/1215091665 Open Access

KEYWORDS: 91B54

Singular stochastic control in optimal investment and hedging in the presence of transaction costs

Tze Leung Lai , Tiong Wee Lim

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 41, 209-227 (2003). https://doi.org/10.1214/lnms/1215091666 Open Access

KEYWORDS: 91B28, 49L20, 60H10, 93E20

Parametric empirical Bayes model selection---some theory, methods and simulation

Nitai Mukhopadhyay , Jayanta Ghosh

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 41, 229-245 (2003). https://doi.org/10.1214/lnms/1215091667 Open Access

KEYWORDS: 62F15, 62C12

A theorem of large deviations for the equilibrium prices in random exchange economies

Esa Nummelin

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 41, 247-256 (2003). https://doi.org/10.1214/lnms/1215091668 Open Access

KEYWORDS: 60F10, 91B54

Asymptotic estimation theory of change-point problems for time series regression models and its applications

Takayuki Shiohama , Masanobu Taniguchi , Madan L. Puri

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 41, 257-284 (2003). https://doi.org/10.1214/lnms/1215091669 Open Access

KEYWORDS: 62M10, 62M15, 62N99

Fractional Brownian motion as a differentiable generalized Gaussian process

Victoria Zinde-Walsh , Peter C. B. Phillips

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 41, 285-292 (2003). https://doi.org/10.1214/lnms/1215091670 Open Access

KEYWORDS: 60G15

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