Athens Conference on Applied Probability and Time Series Analysis

Chapter 1 Half-Prophets and Robbins’ Problem of Minimizing the Expected Rank

Chapter 2 Analysis of recursive algorithms by the contraction method

Chapter 3 Comparison of completely positive maps on a C* algebra and a Lebesgue decomposition theorem

Chapter 4 Abel Expansions and Generalized Abel Polynomials in Stochastic Models

Chapter 5 Positive Dependence Orders: A Survey

Chapter 6 A Poisson Limit Theorem on the Number of Appearances of a Pattern in a Markov Chain

Chapter 7 Palindromes in Random Letter Generation: Poisson Approximations, Rates of Growth,and Erdös-Rényi Laws

Chapter 8 Direct analytical methods for determining quasistationary distributions for continuous-time Markov chains

Chapter 9 Explosions in Markov Processes and Submartingale Convergence.

Chapter 10 Probability Bounds for Product Poisson Processes

Chapter 11 On the First-Crossing of a Poisson Process in a Lower Boundary

Chapter 12 Explicit Rates of Convergence of Stochastically Ordered Markov Chains*

Chapter 13 Multi-Type Age-Dependent Branching Processes with State-Dependent Immigration

Chapter 14 The non homogeneous semi-Markov system in a stochastic environment

Chapter 15 Branching Processes with Two Types Emigration and State-Dependent Immigration

Chapter 16 Remarks on the Law of Succession

Chapter 17 Large deviations of the Wright-Fisher Process

Chapter 18 Threshold behaviour in stochastic epidemics among households

Chapter 19 Reproduction Numbers and Critical Immunity Levels for Epidemics in a Community of Households

Chapter 20 Modelling the spread of HIV in prisons

Chapter 21 An Algorithmic Study of S-I-R Stochastic Epidemic Models

Chapter 22 Testing the Validity of Value-at-Risk Measures

Chapter 23 Option pricing for hyperbolic CRR model

Chapter 24 A class of shot noise models for financial applications

Chapter 25 Why discount? The Rationale of Discounting in Optimisation Problems

Chapter 26 On Periodic Pollaczek Waiting Time Processes

Chapter 27 Random Walk Approach to Relaxation in Disordered Systems

Chapter 28 Inference for a Class of Causal Spatial Models

Chapter 29 Problems in the Modelling and Statistical Analysis of Earthquakes

Chapter 30 On the Existence of UMVU Estimators for Bernoulli Experiments in the Non-Identically Distributed Case with Applications to the Randomized Response Method and the Unrelated Question Model

Chapter 31 On a Three-Sample Test