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

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 different...

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Bibliographic Details
Other Authors: Devroye, Luc (Editor), Karasözen, Bülent (Editor), Kohler, Michael (Editor), Korn, Ralf (Editor)
Format: eBook
Language:English
Published: Heidelberg Physica 2010, 2010
Edition:1st ed. 2010
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
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100 1 |a Devroye, Luc  |e [editor] 
245 0 0 |a Recent Developments in Applied Probability and Statistics  |h Elektronische Ressource  |b Dedicated to the Memory of Jürgen Lehn  |c edited by Luc Devroye, Bülent Karasözen, Michael Kohler, Ralf Korn 
250 |a 1st ed. 2010 
260 |a Heidelberg  |b Physica  |c 2010, 2010 
300 |a XII, 235 p  |b online resource 
505 0 |a 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) 
653 |a Mathematical statistics 
653 |a Statistical Theory and Methods 
653 |a Computer science / Mathematics 
653 |a Probability and Statistics in Computer Science 
653 |a Statistics  
653 |a Probability Theory 
653 |a Probabilities 
700 1 |a Karasözen, Bülent  |e [editor] 
700 1 |a Kohler, Michael  |e [editor] 
700 1 |a Korn, Ralf  |e [editor] 
041 0 7 |a eng  |2 ISO 639-2 
989 |b Springer  |a Springer eBooks 2005- 
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856 4 0 |u https://doi.org/10.1007/978-3-7908-2598-5?nosfx=y  |x Verlag  |3 Volltext 
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520 |a 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