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＜電子ブック＞
Recent Developments in Applied Probability and Statistics : Dedicated to the Memory of Jürgen Lehn / edited by Luc Devroye, Bülent Karasözen, Michael Kohler, Ralf Korn

版	1st ed. 2010.
出版者	Heidelberg : Physica-Verlag HD : Imprint: Physica
出版年	2010
本文言語	英語
大きさ	XII, 235 p : online resource
著者標目	Devroye, Luc editor Karasözen, Bülent editor Kohler, Michael editor Korn, Ralf editor SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:Statistics  LCSH:Computer science -- Mathematics  全ての件名で検索 LCSH:Mathematical statistics FREE:Probability Theory FREE:Statistical Theory and Methods FREE:Probability and Statistics in Computer Science
一般注記	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) 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 HTTP:URL=https://doi.org/10.1007/978-3-7908-2598-5

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