Recent Advances in Applied Probability - Springer

Recent Advances in Applied Probability - Springer - Recent...

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Unformatted text preview: Recent Advances in Applied Probability This page intentionally left blank Recent Advances in Applied Probability Edited by RICARDO BAEZA-YATES Universidad de Chile, Chile JOSEPH GLAZ University of Connecticut, USA HENRYK GZYL Universidad Simón Bolívar, Venezuela JÜRGEN HÜSLER University of Bern, Switzerland JOSÉ LUIS PALACIOS Universidad Simón Bolívar, Venezuela Springer eBook ISBN: 0-387-23394-6 Print ISBN: 0-387-23378-4 Print ©2005 Springer Science + Business Media, Inc. All rights reserved No part of this eBook may be reproduced or transmitted in any form or by any means, electronic, mechanical, recording, or otherwise, without written consent from the Publisher Created in the United States of America Boston ©200 5 Springer Science + Business Media, Inc. Visit Springer's eBookstore at: http://ebooks.kluweronline.com and the Springer Global Website Online at: http://www.springeronline.com Contents Preface Acknowledgments Modeling Text Databases Ricardo Baeza-Yates, Gonzalo Navarro 1.1 1.2 1.3 1.4 1.5 1.6 1.7 Introduction Modeling a Document Relating the Heaps’ and Zipf’s Law Modeling a Document Collection Models for Queries and Answers Application: Inverted Files for the Web Concluding Remarks Acknowledgments Appendix References An Overview of Probabilistic and Time Series Models in Finance Alejandro Balbás, Rosario Romera, Esther Ruiz 2.1 2.2 2.3 2.4 2.5 Introduction Probabilistic models for finance Time series models Applications of time series to financial models Conclusions References Stereological estimation of the rose of directions from the rose of intersections Viktor Beneš, Ivan Sax 3.1 3.2 An analytical approach Convex geometry approach Acknowledgments References Approximations for Multiple Scan Statistics Jie Chen, Joseph Glaz 4.1 Introduction xi xiii 1 1 3 7 8 10 14 20 21 21 24 27 27 28 38 46 55 55 65 66 73 95 95 97 97 vi RECENTS ADVANCES IN APPLIED PROBABILITY 4.2 4.3 4.4 4.5 The One Dimensional Case The Two Dimensional Case Numerical Results Concluding Remarks 98 References Krawtchouk polynomials and Krawtchouk matrices Philip Feinsilver, Jerzy Kocik 5.1 5.2 5.3 5.4 5.5 5.6 5.7 What are Krawtchouk matrices Krawtchouk matrices from Hadamard matrices Krawtchouk matrices and symmetric tensors Ehrenfest urn model Krawtchouk matrices and classical random walks “Kravchukiana” or the World of Krawtchouk Polynomials Appendix References An Elementary Rigorous Introduction to Exact Sampling F. Friedrich, G. Winkler, O. Wittich, V. Liebscher 6.1 6.2 6.3 6.4 6.5 Introduction Exact Sampling Monotonicity Random Fields and the Ising Model Conclusion Acknowledgment References On the different extensions of the ergodic theorem of information theory Valerie Girardin 7.1 7.2 7.3 7.4 Introduction Basics The theorem and its extensions Explicit expressions of the entropy rate References 101 104 106 113 115 115 118 122 126 129 133 137 140 143 144 148 157 159 160 161 161 163 163 164 170 175 177 181 182 183 185 186 188 191 192 192 Dynamic stochastic models for indexes and thesauri, identification clouds,...
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This note was uploaded on 07/17/2011 for the course STOR 635 taught by Professor Leadbetter during the Fall '10 term at UNC.

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Recent Advances in Applied Probability - Springer - Recent...

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