By Mark Podolskij,Robert Stelzer,Steen Thorbjørnsen,Almut E. D. Veraart

Collecting jointly twenty-three self-contained articles, this quantity offers the present learn of a couple of well known scientists in either likelihood conception and facts in addition to their a variety of functions in economics, finance, the physics of wind-blown sand, queueing platforms, chance evaluation, turbulence and different areas.

The contributions are devoted to and encouraged via the examine of Ole E. Barndorff-Nielsen who, because the early Sixties, has been and is still a truly energetic and influential researcher engaged on quite a lot of very important problems.

The subject matters coated contain, yet will not be restricted to, econometrics, exponential households, Lévy techniques and infinitely divisible distributions, restrict thought, mathematical finance, random matrices, chance review, statistical inference for stochastic strategies, stochastic research and optimum keep an eye on, time sequence, and turbulence. The ebook should be of curiosity to researchers and graduate scholars in probability, facts and their applications.

 

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