Transactions of the Ninth Prague Conference: Information Theory, Statistical Decision Functions, Random Processes Held at Prague, from June 28 to July

ISBN-13: 9789400970151 / Angielski / Miękka / 2012 / 322 str.

J. Kozesnik

Opis

The Ninth Prague Conference on Information Theory, Statistical Decision Functions, and Random Processes was organized by the Institute of Information Theory and Automation of the Czechoslovak Academy of Sciences from June 28 to July 2, 1982. Similarly as the preceding Prague Conferences, during their twenty six years histo- ry, it provided a space for the presentation and discussion of recent scientific results, as well as for personal contacts of many scien- tists both from abroad and from Czechoslovakia. Nearly 150 special- ists from 17 countries participated in the Conference and they read more than 100 papers (including 18 invited ones), 88 of which have been published in the present two volumes of the Transactions of the Conference. Namely invited papers, having been read by outstanding specialists, have brought invaluable offer for participants to create themselves an orientation in the modern trends of the above mention- ed scientific branches. Allow us to use this opportunity to express our sincere thanks to all who have contributed to the success of the Conference, espe- cially to those who prepared and presented papers. Our gratitude is also due to Academician Jaroslav Kozesnik, the scientific editor of the Transactions, and to the editorial board for reviewing all papers and fulfilling many printing manage- ment duties. We would like to appreciate a great work of all colleagues from the Institute of Information Theory and Automation, who participated in the preparation and in the organization of the Conference.

Spis treści

Invited Papers.- Performance of Exotic Quantum Signals in Free-Space Optical Communications.- Robust Estimators of Location and Regression Parameters and Their Second Order Asymptotic Relations.- Generators of Some Classes of Probability Measures on Banach Spaces.- Monte-Carlo Methods from the Point of View of Algorithmic Complexity.- Discrimination Rate Least Favorable Pairs of Distributions for ?-Contaminated Statistical Hypotheses or with f-Divergence Like Neighborhoods.- On the Local Time of Brownian Bridge.- Robust Estimation of One Real Parameter when Nuisance Parameters Are Present.- Discrete Methods in Cooperative Game Theory.- A New General Approach to Minimum Distance Estimation.- On Models of Complicated Functions under Uncertainty.- Communications.- An Attempt to Solve Approximately the Optimal Estimation Problem for Markov Processes by Expansion of the A-Posteriori Density in an Edgeworth Series.- Marginal Distributions of Autoregressive Processes.- O? O?t?ma??h?x a??op?tmax O?t?m??a??? ?yhk??oha?ob c ?y?eb?m? ?epemehh?m?.- An Equilibrium Theory for Multi-Person Multi-Criteria Stochastic Decision Problems with Multiple Subjective Probability Measures.- Processus D’Ornstein-Uhlenbeck généralisé. Mesures stationnaires dans le cas gaussien.- Application of the Statistical Decision Theory to System Identification.- Computing Fixed Points for Fuzzy Mappings.- Information Submartingales.- O Kba?pat??eckoh Mepe Otk?oheh?? O?ehk? ??h?? perpecc??.- Coupling of Markov Processes and Holley’s Inequalities for Gibbs Measures. Statistical Application of Gibbs Measures.- An Empirical Power of Some Tests for Linearity.- The Optimal Control of Partially Observable Semi-Markov Processes over the Infinite Horizon: Discounted Costs.- Information Methods in Identification.- Quantum Stochastic Processes.- Symbol Error Rate of Binary Block Codes.- Binary Communication over a Channel Subject to Active Interference.- Generalizations of the Maximum Entropy Principle and Their Applications.- A Modification of the Extended Kalman Filter Algorithm with Application in Hydrology.- Relations between the Crude, Factorial and Inverse Factorial Moments.- The Bernstein-von Mises Theorem for Non-Stationary Markov Processes.- On Dynamic Min-Max Decision Models.- Estimation of Precipitation Characteristics from Time-Integrated Data.- The Central Limit Theorem for Statistics of a Spectral Density with Time Shift.- On the Martingale Convergence Theorem in Quantum Theory.- Some Complexity Considerations Concerning Hypotheses in Multidimensional Contingency Tables.- Theorems on Selectors in Topological Spaces I.- A Game-Theoretic Arrow-Debreu Model.- Asymptotic Results for an Epidemic Process on Random Graphs.- Maximum Entropy Spectral Analysis and Arma Processes II.- Discrete Finite State Random Fields and Their Reduced Versions as Information Sources.- Strategical Test — a Generalization of the Wald’s Sequential Test.- Sequences of Stochastic Programming Problems with Incomplete Information.