Ioannis Karatzas, Balram S. Rajput, Murad S. Taqqu, editors


STOCHASTIC PROCESSES AND RELATED TOPICS

In memory of Stamatis Cambanis 1943-1995


Birkhäuser, Boston, 1998

ISBN 0-8176-3998-5, 375 pages,


ABSTRACT

There has been extensive research in the past twenty years devoted to a better understanding of the stable and other closely related infinitely divisible models. This commemorative volume honors the late Stamatis Cambanis, a distinguished educator and researcher, who, from the early seventies until his untimely death in April 1995, played a special leadership role in research related to stable processes.

The articles by experts in the field cover a broad range of topics, including new results in heavy-tailed processes, the central limit problem, comparison and deviation problems, probability and distribution inequalities, probability density and regression estimation, Markovian property and extreme values, interacting particle approximation, communication networks, the Italian problem, and global dependency measure and prediction. A number of these subjects were the focus of Cambanis' research.

Table of Contents (in Postcript)



Murad Taqqu
Sun September 10, 1998