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Catalogue Information
Field name	Details
Dewey Class	519.2
Title	Recent Developments in Applied Probability and Statistics ([Ebook]) : Dedicated to the Memory of Jürgen Lehn / edited by Luc Devroye, Bülent Karasözen, Michael Kohler, Ralf Korn.
Author	Devroye, Luc
Added Personal Name	Karasözen, Bülent
	Kohler, Michael
	Korn, Ralf
Other name(s)	SpringerLink (Online service)
Publication	Heidelberg : Physica-Verlag HD , 2010.
Physical Details	XII, 235 pages, 54 illus., 27 illus. in color. : online resource.
ISBN	9783790825985
Summary Note	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.:
Contents note	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 â Some Recent Developments -- On Robust Gaussian Graphical Modelling -- 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).
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site	http://dx.doi.org/10.1007/978-3-7908-2598-5
Links to Related Works	Subject References: Computer Science . Distribution (Probability theory) . Mathematical Statistics . Mathematics . Probability and Statistics in Computer Science . Probability theory and stochastic processes . Statistical Theory and Methods . Authors: Devroye, Luc . editor . Karasözen, Bülent . Kohler, Michael . Korn, Ralf . Corporate Authors: SpringerLink (Online service) . Classification: 519.2 . 519.2 (DDC 23) .

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

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