Collecting jointly twenty-three self-contained articles, this quantity provides the present learn of a few well known scientists in either chance idea and records in addition to their numerous purposes in economics, finance, the physics of wind-blown sand, queueing platforms, chance review, turbulence and different areas.
The contributions are devoted to and encouraged by way of the study of Ole E. Barndorff-Nielsen who, because the early Sixties, has been and remains to be a really energetic and influential researcher engaged on a variety of very important problems.
The subject matters lined contain, yet are usually not constrained to, econometrics, exponential households, Lévy tactics and infinitely divisible distributions, restrict conception, mathematical finance, random matrices, danger overview, statistical inference for stochastic methods, stochastic research and optimum regulate, time sequence, and turbulence. The booklet can be of curiosity to researchers and graduate scholars in probability, records and their applications.
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