Stochastic Models: Proceedings of the International Conference on Stochastic Models in Honour of Professor Donald A. Dawson, Ottawa, Canada, June 10-13, 1998This book presents the refereed proceedings of the International Conference on Stochastic Models held in Ottawa (ON, Canada) in honor of Professor Donald A. Dawson. Contributions to the volume were written by students and colleagues of Professor Dawson, many of whom are eminent researchers in their own right. A main theme of the book is the development and study of the Dawson-Watanabe "superprocess", a fundamental building block in modelling interaction particle systems undergoing reproduction and movement. The volume also contains an excellent review article by Professor Dawson and a complete list of his work. This comprehensive work offers a wide assortment of articles on Markov processes, branching processes, mathematical finance, filtering, queueing networks, time series, and statistics. It should be of interest to a broad mathematical audience. |
Contents
Stochastic Models of Evolving Information Systems | 1 |
A Comparison of Free Branching and Stepping Stone Models | 15 |
Fourier Analysis Applied to Super Stable and Related Processes | 25 |
Convergence to Equilibrium and Linear Systems Duality | 41 |
Weighted Quantile Processes and Their Applications to ChangePoint Analysis | 67 |
Embedding Theorems Scaling Structures and Determinism in Time Series | 85 |
Kingmans Coalescent as a Random Metric Space | 105 |
The Behaviour Near the Boundary of Some Degenerate Diffusions under Random Perturbation | 115 |
Condensation Transition for Zero Range Invariant Measures | 233 |
A Review on Spatial Catalytic Branching | 245 |
Exact Infinite Dimensional Filters and Explicit Solutions | 265 |
SDE Estimation Effects of Misspecified Diffusion Functions | 283 |
Particle Representations for MeasureValued Population Processes with Spatially Varying Birth Rates | 299 |
Minimax Estimation of Exponential Family Means Over lₚ Bodies Under Quadratic Loss | 319 |
Steady State Analysis with Heavy Traffic Limits for SemiOpen Networks | 331 |
Estimating the Orey Index of a Gaussian Stochastic Process with Stationary Increments An Application to Financial | 353 |
Finite Time Extinction of Catalytic Branching Processes | 125 |
Moment Asymptotics and Lifshitz Tails for the Parabolic Anderson Model | 141 |
HighDensity Fluctuations of Immigration Branching Particle Systems | 159 |
On PhaseTransitions in Spatial Branching Systems with Interaction | 173 |
New Behavioral Patterns for TwoLevel Branching Systems | 205 |
SetIndexed Markov Processes | 217 |
Large Deviations Estimates for Occupation Time Integrals of Brownian Motion | 375 |
Comparative Genomics Via Phylogenetic Invariants For JukesCantor Semigroups | 399 |
Some Exceptional Configurations | 419 |
On a Conjecture of B Jorgensen and A D Wentzell From Extreme Stable Laws to Tweedie Exponential Dispersion Models | 435 |
Valuation of a Barrier European Option on JumpDiffusion Underlying Stock Price | 445 |
Common terms and phrases
assume asymptotic behavior bounded branching process branching random walk Brownian motion catalyst catalytic branching condition configuration consider continuous convergence Csörgő D.A. Dawson defined denote density deterministic diffusion dimension distribution estimation Euler residuals exponential Fleischmann follows function Gaussian Gaussian stochastic process genes genome Gorostiza Greven Hence Hurst exponent independent infinite interacting invariant large deviation Lebesgue measure Lemma lim sup limit linear Markov process Markov property martingale martingale problem Math Mathematics Subject Classification minimax Note obtain Orey index parameter particle systems path Poisson probability measure PROOF Proposition quadratic quantile random variable random walk sample satisfies Section semi-open network semigroup sequence sharp Markov solution space spatial Statistics stochastic process subset super-Brownian motion superprocess Theorem 1.1 weak convergence zero λο μο