Recent Developments in Applied Probability and Statistics: Dedicated to the Memory of Jürgen Lehn

ISBN-13: 9783790825978 / Angielski / Twarda / 2010 / 248 str.

Ralf Korn; Luc Devroye; Michael Kohler

Opis

This book is devoted to Professor Jurgen Lehn, who passed away on September 29, 2008, at the age of 67. It contains invited papers that were presented at the Wo- shop on Recent Developments in Applied Probability and Statistics Dedicated to the Memory of Professor Jurgen Lehn, Middle East Technical University (METU), Ankara, April 23 24, 2009, which was jointly organized by the Technische Univ- sitat Darmstadt (TUD) and METU. The papers present surveys on recent devel- ments in the area of applied probability and statistics. In addition, papers from the Panel Discussion: Impact of Mathematics in Science, Technology and Economics are included. Jurgen Lehn was born on the 28th of April, 1941 in Karlsruhe. From 1961 to 1968 he studied mathematics in Freiburg and Karlsruhe, and obtained a Diploma in Mathematics from the University of Karlsruhe in 1968. He obtained his Ph.D. at the University of Regensburg in 1972, and his Habilitation at the University of Karlsruhe in 1978. Later in 1978, he became a C3 level professor of Mathematical Statistics at the University of Marburg. In 1980 he was promoted to a C4 level professorship in mathematics at the TUD where he was a researcher until his death."

Spis treści

On Exact Simulation Algorithms for Some Distributions Related to Brownian Motion and Brownian Meanders.- A Review on Regression-based Monte Carlo Methods for Pricing American Options.- Binomial Trees in Option Pricing—History, Practical Applications and Recent Developments.- Uncertainty in Gaussian Process Interpolation.- On the Inversive Pseudorandom Number Generator.- Strong and Weak Approximation Methods for Stochastic Differential Equations—Some Recent Developments.- On Robust Gaussian Graphical Modeling.- Strong Laws of Large Numbers and Nonparametric Estimation.- Institute of Applied Mathematics at Middle East Technical University, Ankara (Panel Discussion Contribution).- Financial Mathematics: Between Stochastic Differential Equations and Financial Crisis (Panel Discussion Contribution).- Computational Science and Engineering Education Programs in Germany (Panel Discussion Contribution).

O autorze

Michael Kohler, geboren 1969, ist Film- und Kunstkritiker und schreibt vor allem für die Frankfurter Rundschau, Die Welt und die Berliner Zeitung. Er ist Mitautor des im Bertz Verlag erschienenen Bands über David Fincher und lebt in Bochum. Dr. habil. Ralf Korn lehrt am Fachbreich Mathematik der Johannes-Gutenberg-Universität Mainz.

Blurb

This book presents surveys on recent developments in applied probability and statistics. The contributions include topics such as nonparametric regression and density estimation, option pricing, probabilistic methods for multivariate interpolation, robust graphical modelling and stochastic differential equations. Due to its broad coverage of different topics the book offers an excellent overview of recent developments in applied probability and statistics.