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The problem as to whether or not there exists a lifting of the M't/. 1 space) corresponding to the real line and Lebesgue measure on it was first raised by A. Haar. It was solved in a paper published in 1931 [102] by 1. von Neumann, who established the existence of a lifting in this case. In subsequent papers J. von Neumann and M. H. Stone [105], and later on 1. Dieudonne [22], discussed various algebraic aspects and generalizations of the problem. Attemps to solve the problem as to whether or not there exists a lifting for an arbitrary M't/. space were unsuccessful for a long time, although the problem had significant connections with other branches of mathematics. Finally, in a paper published in 1958 [88], D. Maharam established, by a delicate argument, that a lifting of M't/. always exists (for an arbi­ trary space of a-finite mass). D. Maharam proved first the existence of a lifting of the M't/. space corresponding to a product X = TI {ai,b,} ieI and a product measure J.1= Q9 J.1i'with J.1i{a;}=J.1i{b,}=! for all iE/.,eI Then, she reduced the general case to this one, via an isomorphism theorem concerning homogeneous measure algebras [87], [88]. A different and more direct proof of the existence of a lifting was subsequently given by the authors in [65]'A variant of this proof is presented in chapter 4.

Although no-one is, probably, too enthused about the idea, it is a fact that the development of most empirical sciences to a great extent depends on the development of data analysis methods and techniques, which, due to the necessity of application of computers for that purpose, actually means that it practically depends on the advancement and orientation of computer statistics. Every other year the International Association for Statistical Computing sponsors the organizition of meetings of individual s professiona77y involved in computational statistics. Since these meetings attract professionals from allover the world, they are a good sample for the estimation of trends in this area which some believe is a statistics proper while others claim it is computer science. It seems, though, that an increasing number of colleagues treat it as an independent scientific or at least technical discipline. This volume contains six invited papers, 41 contributed papers and, finally, two papers which are, formally, software descriptions, but it was agreed by the Program Committee that they should be included in a separate section entitled'Notes about new developments in statistical software', due to their special significance for current trends in computational statistics.

International Federation of Classification Societies The International Federation of Classification Societies (IFCS) is an agency for the dissemination of technical and scientific information concerning classification and data analysis in the broad sense and in as wide a· range of applications as possible; founded in 1985 in Cambridge (UK) from the following Scientific Societies and Groups: British Classification Society -BCS; Classification Society of North America -CSNA; Gesellschaft fUr Klassifikation -GfKl; Japanese Classification Society -JCS; Classification Group of Italian Statistical Society - COSIS; Societe Francophone de Classification -SFC. Now the IFCS includes the following Societies: Dutch-Belgian Classification Society - VOC; Polish Classification Section - SKAD; Portuguese Classification Association - CLAD; Group-at-Large; Korean Classification Society -KCS. Biannual Meeting of the Classification and Data Analysis Group of SIS The biannual meeting of the Classification and Data Analysis Group of Societa Italiana di Statistica (SIS) was held in Pescara, July 3 -4, 1997. The 69 papers presented were divided in 17 sessions. Each session was organized by a chairperson with two invited speakers and two contributed papers from a call for papers. All the works were referred. Furthermore, during the meeting a discussant was provided for each session. A short version of the papers (4 pages) was.published before the conference.

The present volume contains a selection of papers presented at the Eighth Conference of the International Federation of Classification Societies (IFCS) which was held in Cracow, Poland, July 16-19, 2002. All originally submitted papers were subject to a reviewing process by two independent referees, a procedure which resulted in the selection of the 53 articles presented in this volume. These articles relate to theoretical investigations as well as to practical applications and cover a wide range of topics in the broad domain of classifi­ cation, data analysis and related methods. If we try to classify the wealth of problems, methods and approaches into some representative (partially over­ lapping) groups, we find in particular the following areas: • Clustering • Cluster validation • Discrimination • Multivariate data analysis • Statistical methods • Symbolic data analysis • Consensus trees and phylogeny • Regression trees • Neural networks and genetic algorithms • Applications in economics, medicine, biology, and psychology. Given the international orientation of IFCS conferences and the leading role of IFCS in the scientific world of classification, clustering and data anal­ ysis, this volume collects a representative selection of current research and modern applications in this field and serves as an up-to-date information source for statisticians, data analysts, data mining specialists and computer scientists.

Empirical measurement of impacts of active labour market programmes has started to become a central task of economic researchers. New improved econometric methods have been developed that will probably influence future empirical work in various other fields of economics as well. This volume contains a selection of original papers from leading experts, among them James J. Heckman, Noble Prize Winner 2000 in economics, addressing these econometric issues at the theoretical and empirical level. The theoretical part contains papers on tight bounds of average treatment effects, instrumental variables estimators, impact measurement with multiple programme options and statistical profiling. The empirical part provides the reader with econometric evaluations of active labour market programmes in Canada, Germany, France, Italy, Slovak Republic and Sweden.

Aspects of Robust Statistics are important in many areas. Based on the International Conference on Robust Statistics 2001 (ICORS 2001) in Vorau, Austria, this volume discusses future directions of the discipline, bringing together leading scientists, experienced researchers and practitioners, as well as younger researchers. The papers cover a multitude of different aspects of Robust Statistics. For instance, the fundamental problem of data summary (weights of evidence) is considered and its robustness properties are studied. Further theoretical subjects include e.g.: robust methods for skewness, time series, longitudinal data, multivariate methods, and tests. Some papers deal with computational aspects and algorithms. Finally, the aspects of application and programming tools complete the volume.

This volume contains a selection of invited papers, presented to the fourth In­ Statistical Analysis Based on the L1-Norm and Related ternational Conference on Methods, held in Neuchatel, Switzerland, from August 4-9, 2002. Organized jointly by the University of Illinois at Chicago (Gib Bassett), the Rutgers University (Regina Liu and Yehuda Vardi) and the University of Neuchatel (Yadolah Dodge), the conference brought together experts whose research deals with theory and ap­ plications involving the L1-Norm. The conference included invited and contributed talks as well as a tutorial on Quantile Regression. This volume includes 36 refereed invited papers under seven headings. Part one deals with Quantiles in all their forms and shapes. It includes papers on quantile functions in non-parametric multivariate analysis, and empirical applications of quantile regression. Much of the development in this direction follows from the fundamental paper by Koenker and Bassett in 1978. Financial and Time Series A nalysis follows the section on quantiles. Part three concerns Estimation, Testing and Characterization. Part four, Deep in the Data, deals with issues related to data depth. Part five addresses Classification questions. The problem of Density Estimation and Image Processing is discussed in Part six, and finally Part seven presents two environmental applications. The contributions represent clear evidence of important research involving theo­ retical issues and applications associated with the L1-Norm. It is my hope that the articles contained in this volume and its predecessors, published in 1987, 1992, and 1997, will stimulate interest among researchers.

This volume deals primarily with the classical question of how to draw conclusions about the population mean of a variable, given a sample with observations on that variable. Another classical question is how to use prior knowledge of an economic or definitional relationship between the popu­ lation means of several variables, provided that the variables are observed in a sample. The present volume is a compilation of two discussion papers and some additional notes on these two basic questions. The discussion papers and notes were prepared for a 15-hour course at Statistics Nether­ lands in Voorburg in February 2000. The first discussion paper is entitled'A Memoir on Sampling and Rho, the Generalized Intrasample Correlation Coefficient'(1999). It describes a new approach to the problem of unequal probability sampling. The second discussion paper'The General Restric­ tion Estimator'(2000), deals with the problem of how to find constrained estimators that obey a given set of restrictions imposed on the parameters to be estimated. Parts I and II of the volume provide a novel and systematic treatment of sampling theory considered from the angle of the sampling autocorrelation coefficient p (rho). The same concept plays an important role in the analysis of time series. Although this concept is also well known in sampling theory, for instance in cluster sampling and systematic sampling, generalizations of p for an arbitrary sampling design are to my knowledge not readily found in the literature.

Many notions and results presented in the previous editions of this volume have since become quite popular in applications, and many of them have been “rediscovered” in applied papers. In the present 3rd edition small changes were made to the chapters in which long-time behavior of the perturbed system is determined by large deviations. Most of these changes concern terminology. In particular, it is explained that the notion of sub-limiting distribution for a given initial point and a time scale is identical to the idea of metastability, that the stochastic resonance is a manifestation of metastability, and that the theory of this effect is a part of the large deviation theory. The reader will also find new comments on the notion of quasi-potential that the authors introduced more than forty years ago, and new references to recent papers in which the proofs of some conjectures included in previous editions have been obtained. Apart from the above mentioned changes the main innovations in the 3rd edition concern the averaging principle. A new Section on deterministic perturbations of one-degree-of-freedom systems was added in Chapter 8. It is shown there that pure deterministic perturbations of an oscillator may lead to a stochastic, in a certain sense, long-time behavior of the system, if the corresponding Hamiltonian has saddle points. The usefulness of a joint consideration of classical theory of deterministic perturbations together with stochastic perturbations is illustrated in this section. Also a new Chapter 9 has been inserted in which deterministic and stochastic perturbations of systems with many degrees of freedom are considered. Because of the resonances, stochastic regularization in this case is even more important.

In June 2010, a conference, Probability Approximations and Beyond, was held at the National University of Singapore (NUS), in honor of pioneering mathematician Louis Chen. Chen made the first of several seminal contributions to the theory and application of Stein's method. One of his most important contributions has been to turn Stein's concentration inequality idea into an effective tool for providing error bounds for the normal approximation in many settings, and in particular for sums of random variables exhibiting only local dependence. This conference attracted a large audience that came to pay homage to Chen and to hear presentations by colleagues who have worked with him in special ways over the past 40+ years. The papers in this volume attest to how Louis Chen's cutting-edge ideas influenced and continue to influence such areas as molecular biology and computer science. He has developed applications of his work on Poisson approximation to problems of signal detection in computational biology. The original papers contained in this book provide historical context for Chen's work alongside commentary on some of his major contributions by noteworthy statisticians and mathematicians working today.

These volumes present a selection of Erich L. Lehmann's monumental contributions to Statistics. These works are multifaceted. His early work included fundamental contributions to hypothesis testing, theory of point estimation, and more generally to decision theory. His work in Nonparametric Statistics was groundbreaking. His fundamental contributions in this area include results that came to assuage the anxiety of statisticians that were skeptical of nonparametric methodologies, and his work on concepts of dependence has created a large literature.The two volumes are divided into chapters of related works. Invited contributors have critiqued the papers in each chapter, and the reprinted group of papers follows each commentary. A complete bibliography that contains links to recorded talks by Erich Lehmann – and which are freely accessible to the public – and a list of Ph.D. students are also included. These volumes belong in every statistician's personal collection and are a required holding for any institutional library.

This collection of original papers related to the Israeli GAFA seminar (on Geometric Aspects of Functional Analysis) from the years 2006 to 2011 continues the long tradition of the previous volumes, which reflect the general trends of Asymptotic Geometric Analysis, understood in a broad sense, and are a source of inspiration for new research. Most of the papers deal with various aspects of the theory, including classical topics in the geometry of convex bodies, inequalities involving volumes of such bodies or more generally, logarithmically-concave measures, valuation theory, probabilistic and isoperimetric problems in the combinatorial setting, volume distribution on high-dimensional spaces and characterization of classical constructions in Geometry and Analysis (like the Legendre and Fourier transforms, derivation and others). All the papers here are original research papers.

Senior probabilists from around the world with widely differing specialities gave their visions of the state of their specialty, why they think it is important, and how they think it will develop in the new millenium. The volume includes papers given at a symposium at Columbia University in 1995, but papers from others not at the meeting were added to broaden the coverage of areas. All papers were refereed.

Published in honor of the sixty-fifth birthday of Professor Ingram Olkin of Stanford University. Part I contains a brief biography of Professor Olkin and an interview with him discussing his career and his research interests. Part II contains 32 technical papers written in Professor Olkin's honor by his collaborators, colleagues, and Ph.D. students. These original papers cover a wealth of topics in mathematical and applied statistics, including probability inequalities and characterizations, multivariate analysis and association, linear and nonlinear models, ranking and selection, experimental design, and approaches to statistical inference. The volume reflects the wide range of Professor Olkin's interests in and contributions to research in statistics, and provides an overview of new developments in these areas of research.

It has been a rare privilege to assemble this volume of Wassily Hoeffding's Collected Works. Wassily was, variously, a teacher, supervisor and colleague to us, and his work has had a profound influence on our own. Yet this would not be sufficient reason to publish his collected works. The additional and overwhelmingly compelling justification comes from the fun­ damental nature of his contributions to Statistics and Probability. Not only were his ideas original, and far-reaching in their implications; Wassily de­ veloped them so completely and elegantly in his papers that they are still cited as prime references up to half a century later. However, three of his earliest papers are cited rarely, if ever. These include material from his doctoral dissertation. They were written in German, and two of them were published in relatively obscure series. Rather than reprint the original articles, we have chosen to have them translated into English. These trans­ lations appear in this book, making Wassily's earliest research available to a wide audience for the first time. All other articles (including those of his contributions to Mathematical Reviews which go beyond a simple reporting of contents of articles) have been reproduced as they appeared, together with annotations and corrections made by Wassily on some private copies of his papers. Preceding these articles are three review papers which dis­ cuss the. impact of his work in some of the areas where he made major contributions.

This book contains the proceedings of the conference'Fractals in Graz 2001 - Analysis, Dynamics, Geometry, Stochastics'that was held in the second week of June 2001 at Graz University of Technology, in the capital of Styria, southeastern province of Austria. The scientific committee of the meeting consisted of M. Barlow (Vancouver), R. Strichartz (Ithaca), P. Grabner and W. Woess (both Graz), the latter two being the local organizers and editors of this volume. We made an effort to unite in the conference as well as in the present pro­ ceedings a multitude of different directions of active current work, and to bring together researchers from various countries as well as research fields that all are linked in some way with the modern theory of fractal structures. Although (or because) in Graz there is only a very small group working on fractal structures, consisting of'non-insiders', we hope to have been successful with this program of wide horizons. All papers were written upon explicit invitation by the editors, and we are happy to be able to present this representative panorama of recent work on poten­ tial theory, random walks, spectral theory, fractal groups, dynamic systems, fractal geometry, and more. The papers presented here underwent a refereeing process.

This IMA Volume in Mathematics and its Applications TIME SERIES ANALYSIS AND APPLICATIONS TO GEOPHYSICAL SYSTEMS contains papers presented at a very successful workshop on the same title. The event which was held on November 12-15, 2001 was an integral part of the IMA 2001-2002 annual program on'Mathematics in the Geosciences.'We would like to thank David R. Brillinger (Department of Statistics, Uni­ versity of California, Berkeley), Enders Anthony Robinson (Department of Earth and Environmental Engineering, Columbia University), and Fred­ eric Paik Schoenberg (Department of Statistics, University of California, Los Angeles) for their superb role as workshop organizers and editors of the proceedings. We are also grateful to Robert H. Shumway (Department of Statistics, University of California, Davis) for his help in organizing the four-day event. We take this opportunity to thank the National Science Foundation for its support of the IMA. Series Editors Douglas N. Arnold, Director of the IMA Fadil Santosa, Deputy Director of the IMA v PREFACE This volume contains a collection of papers that were presented dur­ ing the Workshop on Time Series Analysis and Applications to Geophysical Systems at the Institute for Mathematics and its Applications (IMA) at the University of Minnesota from November 12-15, 2001. This was part of the IMA Thematic Year on Mathematics in the Geosciences, and was the last in a series of four Workshops during the Fall Quarter dedicated to Dynamical Systems and Ergodic Theory.

From his unique perspective, renowned statistician and educator Frederick Mosteller describes many of the projects and events in his long career. From humble beginnings in western Pennsylvania to becoming the founding chairman of Harvard University's Department of Statistics and beyond, he inspired many statisticians, scientists, and students with his unabashed pragmatism, creative thinking, and zest for both learning and teaching. This candid account offers fresh insights into the qualities that made Mosteller a superb teacher, a prolific scholar, a respected leader, and a valued advisor. A special feature of the book is its chapter-length insider accounts of work on the pre-election polls of 1948, statistical aspects of the Kinsey report on sexual behavior in the human male, mathematical learning theory, authorship of the disputed Federalist papers, safety of anesthetics, and a wide-ranging examination of the Coleman report on equality of educational opportunity. This volume is a companion to Selected Papers of Frederick Mosteller (Springer, 2006) and A Statistical Model: Frederick Mosteller's Contributions to Statistics, Science, and Public Policy (Springer-Verlag, 1990). Frederick Mosteller (1916–2006) was Roger I. Lee Professor of Mathematical Statistics at Harvard University. His manuscript was unfinished at his death and has been updated.

This book is devoted to Professor Jürgen Lehn, who passed away on September 29, 2008, at the age of 67. It contains invited papers that were presented at the Wo- shop on Recent Developments in Applied Probability and Statistics Dedicated to the Memory of Professor Jürgen Lehn, Middle East Technical University (METU), Ankara, April 23–24, 2009, which was jointly organized by the Technische Univ- sität Darmstadt (TUD) and METU. The papers present surveys on recent devel- ments in the area of applied probability and statistics. In addition, papers from the Panel Discussion: Impact of Mathematics in Science, Technology and Economics are included. Jürgen Lehn was born on the 28th of April, 1941 in Karlsruhe. From 1961 to 1968 he studied mathematics in Freiburg and Karlsruhe, and obtained a Diploma in Mathematics from the University of Karlsruhe in 1968. He obtained his Ph.D. at the University of Regensburg in 1972, and his Habilitation at the University of Karlsruhe in 1978. Later in 1978, he became a C3 level professor of Mathematical Statistics at the University of Marburg. In 1980 he was promoted to a C4 level professorship in mathematics at the TUD where he was a researcher until his death.

This volume contains the contributions of the participants of the 14th ISAAC congress, held at the University of São Paulo, Campus Ribeirão Preto, Brazil, on July 17-21, 2023. The papers, written by respected international experts, address recent results in mathematics, with a special focus on analysis. The volume constitutes a valuable resource on current research in mathematical analysis and its various interdisciplinary applications, both for specialists and non-specialists alike.

This book constitutes the refereed proceedings of the 4th International Symposium on Stochastic Algorithms: Foundations and Applications, SAGA 2007. The nine revised full papers and five invited papers presented were carefully selected for inclusion in the book. The contributed papers included in this volume cover both theoretical as well as applied aspects of stochastic computations with a special focus on investigating the power of randomization in algorithmics.

This volume is composed of invited papers on learning and control. The contents form the proceedings of a workshop held in January 2008, in Hyderabad, that honoured the 60th birthday of Doctor Mathukumalli Vidyasagar. The 14 papers, written by international specialists in the field, cover a variety of interests within the broader field of learning and control. The editors have grouped these into the following 3 categories: learning and computational issues, learing for communication and identification, applications of learning and control. The diversity of the research presented gives the reader a unique opportunity to explore a comprehensive overview of a field of great interest to control and system theorists. The reader will benefit from the expert participants'ideas on the exciting new approaches to control and system theory and their predictions of future directions for the subject that were discussed at the workshop.

All the papers in the volume are original research papers, discussing fundamental properties of stochastic processes. The topics under study (martingales, filtrations, path properties, etc.) represent an important part of the current research performed in 1996-97 by various groups of probabilists in France and abroad.

This collection of original papers related to the Israeli GAFA seminar (on Geometric Aspects of Functional Analysis) during the years 2004-2005 follows the long tradition of the previous volumes that reflect the general trends of the Theory and are a source of inspiration for research. Most of the papers deal with different aspects of the Asymptotic Geometric Analysis, ranging from classical topics in the geometry of convex bodies, to inequalities involving volumes of such bodies or, more generally, log-concave measures, to the study of sections or projections of convex bodies. In many of the papers Probability Theory plays an important role; in some limit laws for measures associated with convex bodies, resembling Central Limit Theorems, are derive and in others probabilistic tools are used extensively. There are also papers on related subjects, including a survey on the behavior of the largest eigenvalue of random matrices and some topics in Number Theory.

Model Validation and Uncertainty Quantification, Volume 3: Proceedings of the 42nd IMAC, A Conference and Exposition on Structural Dynamics, 2024, the third volume of ten from the Conference brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Model Validation and Uncertainty Quantification, including papers on: Uncertainty Quantification in Dynamics Fusion of Test and Analysis Model Form Uncertainty: Round Robin Challenge UQVI (Uncertainty Quantification in Vibration Isolation) Recursive Bayesian System Identification Virtual Sensing & Realtime Monitoring Surrogate Modeling and Reduced Order Models

This book presents the proceedings of the international conference Particle Systems and Partial Differential Equations X, which was held at the University of Minho, Braga, Portugal, from 2022. It includes papers on mathematical problems motivated by various applications in physics, engineering, economics, chemistry, and biology.

This proceedings volume compiles selected, revised papers presented at the 53rd SouthEastern International Conference on Combinatorics, Graph Theory, and Computing (SEICCGTC 2022), which took place at Florida Atlantic University in Boca Raton, USA, from March 7th to 11th, 2022. The SEICCGTC is widely regarded as a trendsetter for other conferences worldwide. Many ideas and themes initially discussed here have subsequently been explored in other conferences and symposia. Since 1970, the conference has been held annually in Baton Rouge, Louisiana, and Boca Raton, Florida. Over the years, it has grown to become the primary annual conference in its fields, playing a crucial role in disseminating results and fostering collaborative work. This volume is tailored for the community of pure and applied mathematicians in academia, industry, and government, who work in combinatorics and graph theory, as well as related areas of computer science and the intersections among these fields.

This volume represents a part of the main result obtained by a group of French probabilists, together with the contributions of a number of colleagues, mainly from the USA and Japan. All the papers present new results obtained during the academic year 1991-1992. The main themes of the papers are: quantum probability (P.A. Meyer and S. Attal), stochastic calculus (M. Nagasawa, J.B. Walsh, F. Knight, to name a few authors), fine properties of Brownian motion (Bertoin, Burdzy, Mountford), stochastic differential geometry (Arnaudon, Elworthy), quasi-sure analysis (Lescot, Song, Hirsch). Taken all together, the papers contained in this volume reflect the main directions of the most up-to-date research in probability theory. FROM THE CONTENTS: J.P. Ansal, C. Stricker: Unicite et existence de la loi minimale.- K. Kawazu, H. Tanaka: On the maximum of a diffusion process in a drifted Brownian environment.- P.A. Meyer: Representation de martingales d'operateurs, d'apres Parthasarathy-Sinha.- K. Burdzy: Excursion laws and exceptional points on Brownian paths.- X. Fernique: Convergence en loi de variables aleatoires et de fonctions aleatoires, proprietes de compacite des lois, II.- M. Nagasawa: Principle ofsuperposition and interference of diffusion processes.- F. Knight: Some remarks on mutual windings.- S. Song: Inegalites relatives aux processus d'Ornstein-Ulhenbeck a n-parametres et capacite gaussienne c (n,2).- S. Attal, P.A. Meyer: Interpretation probabiliste et extension des integrales stochastiques non commutatives.- J. Azema, Th. Jeulin, F. Knight,M. Yor: Le theoreme d'arret en une fin d'ensemble previsible.

The different papers contained in this volume are all research papers. The main directions of research which are being developed are: quantum probability, semimartingales and stochastic calculus.

All the papers included in this volume are original research papers. They represent an important part of the work of French probabilists and colleagues with whom they are in close contact throughout the world. The main topics of the papers are martingale and Markov processes studies.

This volume is a collection of papers in celebration of the 80th birthday of Yuan-Shih Chow, whose influential work in probability and mathematical statistics has contributed greatly to mathematics education and the development of statistics research and application in Taiwan and mainland China.The twenty-two papers cover a wide range of problems reflecting both the broad scope of areas where Professor Chow has made major contributions and recent advances in probability theory and statistics.

This book contains contributions from the participants of the international conference “Foundations of Modern Statistics” which took place at Weierstrass Institute for Applied Analysis and Stochastics (WIAS), Berlin, during November 6–8, 2019, and at Higher School of Economics (HSE University), Moscow, during November 30, 2019. The events were organized in honor of Professor Vladimir Spokoiny on the occasion of his 60th birthday. Vladimir Spokoiny has pioneered the field of adaptive statistical inference and contributed to a variety of its applications. His more than 30 years of research in the field of mathematical statistics had a great influence on the development of the mathematical theory of statistics to its present state. It has inspired many young researchers to start their research in this exciting field of mathematics. The papers contained in this book reflect the broad field of interests of Vladimir Spokoiny: optimal rates and non-asymptotic bounds in nonparametrics, Bayes approaches from a frequentist point of view, optimization, signal processing, and statistical theory motivated by models in applied fields. Materials prepared by famous scientists contain original scientific results, which makes the publication valuable for researchers working in these fields. The book concludes by a conversation of Vladimir Spokoiny with Markus Reiβ and Enno Mammen. This interview gives some background on the life of Vladimir Spokoiny and his many scientific interests and motivations.

This proceedings volume gathers selected, peer-reviewed papers presented at the 41st International Conference on Infinite Dimensional Analysis, Quantum Probability and Related Topics (QP41) that was virtually held at the United Arab Emirates University (UAEU) in Al Ain, Abu Dhabi, from March 28th to April 1st, 2021. The works cover recent developments in quantum probability and infinite dimensional analysis, with a special focus on applications to mathematical physics and quantum information theory. Covered topics include white noise theory, quantum field theory, quantum Markov processes, free probability, interacting Fock spaces, and more. By emphasizing the interconnection and interdependence of such research topics and their real-life applications, this reputed conference has set itself as a distinguished forum to communicate and discuss new findings in truly relevant aspects of theoretical and applied mathematics, notably in the field of mathematicalphysics, as well as an event of choice for the promotion of mathematical applications that address the most relevant problems found in industry. That makes this volume a suitable reading not only for researchers and graduate students with an interest in the field but for practitioners as well.

This collection honours Ron Doney's work and includes invited articles by his collaborators and friends. After an introduction reviewing Ron Doney's mathematical achievements and how they have influenced the field, the contributed papers cover both discrete-time processes, including random walks and variants thereof, and continuous-time processes, including Lévy processes and diffusions. A good number of the articles are focused on classical fluctuation theory and its ramifications, the area for which Ron Doney is best known.

This book highlights the forefront of research on statistical distribution theory, with a focus on unconventional random quantities, and on phenomena such as random partitioning. The respective papers reflect the continuing appeal of distribution theory and the lively interest in this classic field, which owes much of its expansion since the 1960s to Professor Masaaki Sibuya, to whom this book is dedicated.The topics addressed include a test procedure for discriminating the (multivariate) Ewens distribution from the Pitman Sampling Formula, approximation to the length of the Ewens distribution by discrete distributions and the normal distribution, and the distribution of the number of levels in [s]-specified random permutations. Also included are distributions associated with orthogonal polynomials with a symmetric matrix argument and the characterization of the Jeffreys prior.

This proceedings volume gathers together original articles and survey works that originate from presentations given at the conference Transient Transcendence in Transylvania, held in Brașov, Romania, from May 13th to 17th, 2019. The conference gathered international experts from various fields of mathematics and computer science, with diverse interests and viewpoints on transcendence. The covered topics are related to algebraic and transcendental aspects of special functions and special numbers arising in algebra, combinatorics, geometry and number theory. Besides contributions on key topics from invited speakers, this volume also brings selected papers from attendees.

This book is a fresh approach to a calculus based, first course in probability and statistics, using R throughout to give a central role to data and simulation.The book introduces probability with Monte Carlo simulation as an essential tool. Simulation makes challenging probability questions quickly accessible and easily understandable. Mathematical approaches are included, using calculus when appropriate, but are always connected to experimental computations. Using R and simulation gives a nuanced understanding of statistical inference. The impact of departure from assumptions in statistical tests is emphasized, quantified using simulations, and demonstrated with real data. The book compares parametric and non-parametric methods through simulation, allowing for a thorough investigation of testing error and power. The text builds R skills from the outset, allowing modern methods of resampling and cross validation to be introduced along with traditional statistical techniques.Fifty-two data sets are included in the complementary R package fosdata. Most of these data sets are from recently published papers, so that you are working with current, real data, which is often large and messy. Two central chapters use powerful tidyverse tools (dplyr, ggplot2, tidyr, stringr) to wrangle data and produce meaningful visualizations. Preliminary versions of the book have been used for five semesters at Saint Louis University, and the majority of the more than 400 exercises have been classroom tested.The exercises in the book have been added to to the free and open online homework system myopenmath (https://www.myopenmath.com/) which may be useful to instructors.

This is a volume in memory of Vladas Sidoravicius who passed away in 2019. Vladas has edited two volumes appeared in this series ('In and Out of Equilibrium') and is now honored by friends and colleagues with research papers reflecting Vladas'interests and contributions to probability theory.

This book includes the joint proceedings of the International Conference on Particle Systems and PDEs VI, VII and VIII. Particle Systems and PDEs VI was held in Nice, France, in November/December 2017, Particle Systems and PDEs VII was held in Palermo, Italy, in November 2018, and Particle Systems and PDEs VIII was held in Lisbon, Portugal, in December 2019. Most of the papers are dealing with mathematical problems motivated by different applications in physics, engineering, economics, chemistry and biology. They illustrate methods and topics in the study of particle systems and PDEs and their relation. The book is recommended to probabilists, analysts and to those mathematicians in general, whose work focuses on topics in mathematical physics, stochastic processes and differential equations, as well as to those physicists who work in statistical mechanics and kinetic theory.

This volume contains papers which were presented at the XV Latin American Congress of Probability and Mathematical Statistics (CLAPEM) in December 2019 in Mérida-Yucatán, México. They represent well the wide set of topics on probability and statistics that was covered at this congress, and their high quality and variety illustrates the rich academic program of the conference.

The proceedings of the Israeli GAFA seminar on Geometric Aspect of Functional Analysis during the years 2001-2002 follow the long tradition of the previous volumes. They continue to reflect the general trends of the Theory. Several papers deal with the slicing problem and its relatives. Some deal with the concentration phenomenon and related topics. In many of the papers there is a deep interplay between Probability and Convexity. The volume contains also a profound study on approximating convex sets by randomly chosen polytopes and its relation to floating bodies, an important subject in Classical Convexity Theory. All the papers of this collection are original research papers.

This volume contains the papers selected for presentation at IPCO 2002, the NinthInternationalConferenceonIntegerProgrammingandCombinatorial- timization, Cambridge, MA (USA), May 27–29, 2002. The IPCO series of c- ferences highlights recent developments in theory, computation, and application of integer programming and combinatorial optimization. IPCO was established in 1988 when the?rst IPCO program committee was formed. IPCO is held every year in which no International Symposium on Ma- ematical Programming (ISMP) takes places. The ISMP is triennial, so IPCO conferences are held twice in every three-year period. The eight previous IPCO conferences were held in Waterloo (Canada) 1990, Pittsburgh (USA) 1992, Erice (Italy) 1993, Copenhagen (Denmark) 1995, Vancouver (Canada) 1996, Houston (USA) 1998, Graz (Austria) 1999, and Utrecht (The Netherlands) 2001. In response to the call for papers for IPCO 2002, the program committee received 110 submissions, a record number for IPCO. The program committee met on January 7 and 8, 2002, in Aussois (France), and selected 33 papers for inclusion in the scienti?c program of IPCO 2002. The selection was based on originality and quality, and re?ects many of the current directions in integer programming and combinatorial optimization research.

SAGA 2001, the?rst Symposium on Stochastic Algorithms, Foundations and Applications, took place on December 13–14, 2001 in Berlin, Germany. The present volume comprises contributed papers and four invited talks that were included in the?nal program of the symposium. Stochastic algorithms constitute a general approach to?nding approximate solutions to a wide variety of problems. Although there is no formal proof that stochastic algorithms perform better than deterministic ones, there is evidence by empirical observations that stochastic algorithms produce for a broad range of applications near-optimal solutions in a reasonable run-time. The symposium aims to provide a forum for presentation of original research in the design and analysis, experimental evaluation, and real-world application of stochastic algorithms. It focuses, in particular, on new algorithmic ideas invo- ing stochastic decisions and exploiting probabilistic properties of the underlying problem domain. The program of the symposium re?ects the e?ort to promote cooperation among practitioners and theoreticians and among algorithmic and complexity researchers of the?eld. In this context, we would like to express our special gratitude to DaimlerChrysler AG for supporting SAGA 2001. The contributed papers included in the proceedings present results in the following areas: Network and distributed algorithms; local search methods for combinatorial optimization with application to constraint satisfaction problems, manufacturing systems, motor control unit calibration, and packing?exible - jects; and computational learning theory.

This book gathers selected papers presented at the International Conference on Advances in Applied Probability and Stochastic Processes, held at CMS College, Kerala, India, on 7–10 January 2019. It showcases high-quality research conducted in the field of applied probability and stochastic processes by focusing on techniques for the modelling and analysis of systems evolving with time. Further, it discusses the applications of stochastic modelling in queuing theory, reliability, inventory, financial mathematics, operations research, and more. This book is intended for a broad audience, ranging from researchers interested in applied probability, stochastic modelling with reference to queuing theory, inventory, and reliability, to those working in industries such as communication and computer networks, distributed information systems, next-generation communication systems, intelligent transportation networks, and financial markets.

The 2nd edition of this book is essentially an extended version of the 1st and provides a very sound overview of the most important special functions of Fractional Calculus. It has been updated with material from many recent papers and includes several surveys of important results known before the publication of the 1st edition, but not covered there.As a result of researchers'and scientists'increasing interest in pure as well as applied mathematics in non-conventional models, particularly those using fractional calculus, Mittag-Leffler functions have caught the interest of the scientific community. Focusing on the theory of Mittag-Leffler functions, this volume offers a self-contained, comprehensive treatment, ranging from rather elementary matters to the latest research results. In addition to the theory the authors devote some sections of the work to applications, treating various situations and processes in viscoelasticity, physics, hydrodynamics, diffusion and wave phenomena, as well as stochastics. In particular, the Mittag-Leffler functions make it possible to describe phenomena in processes that progress or decay too slowly to be represented by classical functions like the exponential function and related special functions.The book is intended for a broad audience, comprising graduate students, university instructors and scientists in the field of pure and applied mathematics, as well as researchers in applied sciences like mathematical physics, theoretical chemistry, bio-mathematics, control theory and several other related areas.

This book intends to highlight how the Theory of Probability supports, not only statistical modeling but how it allows describing different real-life phenomena. It gives clues for understanding the philosophic roots of probability and how they are present in different areas of knowledge. The readers may use the book as a source for understanding the philosophical development of probability concepts and of the intents to obtain mathematical models. The chapters deal with the understanding of how probability models are usable for determining: a Probabilistic model of the best flight value for the design on paper of a helicopter; how to model the improvement of the behavior of water heating systems and of the reliability of systems; models for determining the probability of non-responses in inquiries and to evaluate the missing data; the modeling of various problems related with the behavior of ordering models of use in decision rules and of general properties of Order Statistics; a unified study of the probabilistic aspects of two Metaheuristics: Simulated Annealing and Tabu Search; and how to obtain the identification of econometric techniques for dealing efficiently with the study of economic growth models under endogeneity. This book will be of interest for biometricians, statisticians, economists, engineers dealing with control and reliability, as well for informaticians.

This volume gathers selected peer-reviewed papers presented at the XXVI International Joint Conference on Industrial Engineering and Operations Management (IJCIEOM), held on July 8-11, 2020 in Rio de Janeiro, Brazil. The respective chapters address a range of timely topics in industrial engineering, including operations and process management, global operations, managerial economics, data science and stochastic optimization, logistics and supply chain management, quality management, product development, strategy and organizational engineering, knowledge and information management, work and human factors, sustainability, production engineering education, healthcare operations management, disaster management, and more. These topics broadly involve fields like operations, manufacturing, industrial and production engineering, and management. Given its scope, the book offers a valuable resource for those engaged in optimization research, operations research, and practitioners alike.

This book will enable researchers and students of analysis to more easily understand research papers in which probabilistic methods are used to prove theorems of analysis, many of which have no other known proofs. The book assumes a course in measure and integration theory but requires little or no background in probability theory. It emplhasizes topics of interest to analysts, including random series, martingales and Brownian motion.

This collection of selected, revised and extended contributions resulted from a Workshop on BSDEs, SPDEs and their Applications that took place in Edinburgh, Scotland, July 2017 and included the 8th World Symposium on BSDEs. The volume addresses recent advances involving backward stochastic differential equations (BSDEs) and stochastic partial differential equations (SPDEs). These equations are of fundamental importance in modelling of biological, physical and economic systems, and underpin many problems in control of random systems, mathematical finance, stochastic filtering and data assimilation. The papers in this volume seek to understand these equations, and to use them to build our understanding in other areas of mathematics.This volume will be of interest to those working at the forefront of modern probability theory, both established researchers and graduate students.

This volume collects selected papers from the 8th High Dimensional Probability meeting held at Casa Matemática Oaxaca (CMO), Mexico. High Dimensional Probability (HDP) is an area of mathematics that includes the study of probability distributions and limit theorems in infinite-dimensional spaces such as Hilbert spaces and Banach spaces. The most remarkable feature of this area is that it has resulted in the creation of powerful new tools and perspectives, whose range of application has led to interactions with other subfields of mathematics, statistics, and computer science. These include random matrices, nonparametric statistics, empirical processes, statistical learning theory, concentration of measure phenomena, strong and weak approximations, functional estimation, combinatorial optimization, random graphs, information theory and convex geometry. The contributions in this volume show that HDP theory continues to thrive and develop new tools, methods, techniques and perspectives to analyze random phenomena.