Ebook: Stochastic Processes: A Festschrift in Honour of Gopinath Kallianpur

This volume celebrates the many contributions which GopinathKallianpur has made to probability and statistics. It comprises 40 chapters which taken together survey the wide sweep of ideas which have been influenced by Professor Kallianpur's writing and research. All the chapters have been written by experts in their respective fields and as a result the volume provides a comprehensive survey of the current state of research in stochastic processes.

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This volume celebrates the many contributions which GopinathKallianpur has made to probability and statistics. It comprises 40 chapters which taken together survey the wide sweep of ideas which have been influenced by Professor Kallianpur's writing and research. All the chapters have been written by experts in their respective fields and as a result the volume provides a comprehensive survey of the current state of research in stochastic processes.
Content:
Front Matter....Pages i-xxii
A remark on the support of cadlag processes....Pages 1-5
Large Deviation Results for Branching Processes....Pages 7-12
Random Iterations of Two Quadratic Maps....Pages 13-22
Zero-One Law for Semigroups of Measures on Groups....Pages 23-30
Multiplicity Properties of Stationary Second Order Random Fields....Pages 31-40
Multiple Time Scale Analysis of Hierarchically Interacting Systems....Pages 41-50
Feynman’s Operational Calculus As A Generalized Path Integral....Pages 51-60
Forward and Backward Equations for an Adjoint Process....Pages 61-69
The Transition Function of a Measure-Valued Branching Diffusion with Immigration....Pages 71-79
Scattering theory for unitary cocycles....Pages 81-88
Sur les Variations des Fonctions Al?atoires Gaussiennes....Pages 89-95
Random Allocation Methods in an Epidemic Model....Pages 97-106
On Hellinger transforms for solutions of martingale problems....Pages 107-116
The Homogeneous Chaos over Compact Lie Groups....Pages 117-123
Asymptotics for Two-dimensional Anisotropic Random Walks....Pages 125-130
A role of the L?vy Laplacian in the causal calculus of generalized white noise functionals....Pages 131-139
On the Approximation of Multiple Stratonovich Integrals....Pages 141-147
Two Examples of Parameter Estimation for Stochastic Partial Differential Equations....Pages 149-160
Computer Simulation of ?-stable Ornstein-Uhlenbeck Processes....Pages 161-170
Higher Order Approximate Markov Chain Filters....Pages 171-180
Fourier Transform and Cylindrical Hida Distributions....Pages 181-190
Representation and stability of nonlinear filters associated with Gaussian noises....Pages 191-200
On Central Limit Theory for Families of Strongly Mixing Additive Random Functions....Pages 201-210
Positive Generalized Functions on Infinite Dimensional Spaces....Pages 211-223
Strong Solutions of Stochastic Bilinear Equations with Anticipating Drift in the First Wiener Chaos....Pages 225-234
Structure of Periodically Distributed Stochastic Sequences....Pages 235-243
Markov Property of Measure-indexed Gaussian Random Fields....Pages 245-251
Relative Entropy as a Countably-Additive Measure....Pages 253-262
Probability Bounds, Multivariate Normal Distribution and an Integro-Differential Inequality for Random Vectors....Pages 263-274
On the Gauge for the Third Boundary Value Problem....Pages 275-284
A Note on Prediction and an Autoregressive Sequence....Pages 285-289
On generalized stochastic partial differential equations....Pages 291-295
Examples of self-similar stable processes....Pages 297-301
Green Operators of Absorbing L?vy Processes on the Half Line....Pages 303-311
Moments of Sums of Independent Random Variables....Pages 313-319
Relative Entropy and Hydrodynamic Limits....Pages 321-328
Donsker’s ?-function and its applications in the theory of white noise analysis....Pages 329-336
A Fractional Calculus on Wiener Space....Pages 337-339
Inequalities for Products of White Noise Functionals....Pages 341-348
A Note on the Consistency of M-Estimates in Linear Models....Pages 349-358
....Pages 359-367