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Probability and Statistics

Edited by : Reinhard Viertl,

Institute fuer Statistik und Wahrscheinlichkeitstheorie, Technische Universitat Wien, Austria


1. Probability Theory


Jef L. Teugels, University Center for Statistics, Catholic University of Leuven, Belgium

Mathematical Foundations and Interpretations of Probability
Wiebe Roelf Pestman, Centre for Biostatistics, University of Utrecht, The Netherlands

Random Variables and Their Distributions
Wiebe Roelf Pestman, Centre for Biostatistics, University of Utrecht, The Netherlands

Limit Theorems of Probability Theory
Gerd Christoph, Department of Mathematics, Otto-von-Guericke-University of Magdeburge, Germany

Alternative Probabilistic Systems
Kurt Weichselberger, University of Munich, Institute of Statistics, Germany

2. Stochastic Processes and Random Fields


Karl Grill, Institute fur Statistik, Wahrscheinlichkeitstheorie und Versicherungsmathematik, Technical University of Vienna, Austria

Construction of Random Functions and Path Properties
Pal Revesz, Institute of Statistics and Probability Theory, Vienna University of Technology, Austria

Markov Processes
Karl Grill, Institute fur Statistik, Wahrscheinlichkeitstheorie und Versicherungsmathematik, Technical University of Vienna, Austria

Stochastic Calculus
Pal Revesz, Institute of Statistics and Probability Theory, Vienna University of Technology, Austria

Stochastic Differential Equations
Pal Revesz, Institute of Statistics and Probability Theory, Vienna University of Technology, Austria

Stationary Processes
Karl Grill, Institute fur Statistik, Wahrscheinlichkeitstheorie und Versicherungsmathematik, Technical University of Vienna, Austria

Ergodic Properties of Stationary, Markov and Regenerative Processes
Karl Grill, Institute fur Statistik, Wahrscheinlichkeitstheorie und Versicherungsmathematik, Technical University of Vienna, Austria

Correlation Functions of Homogeneous and Isotropic Fields and Their Estimation
Vladimir A. Gordin, Hydrometeorological Centre of Russia and Independent Moscow University, Russia

3. Probabilistic Models and Methods


Masaaki Kijima, Faculty of Economics, Tokyo Metropolitan University, Japan

Statistical Simulations and Numerical Procedures
Ion Vaduva, Department of Computer Science, Faculty of Mathematics, University of Bucharest, Romania

Insurance Mathematics
Bjorn Sundt, Vital Forsikring ASA, Norway

Mathematical Models in Finance
Paul Embrechts, Department of Mathematics, ETH, Switzerland
Thomas Mikosch, Department of Mathematics, University of Groningen, The Netherlands

Reliability and Maintainability
Richard E. Barlow, University of California, Berkeley, USA
Min Xie, Department of Industrial and Systems Engineering, National University of Singapore, Singapore

Inventories, Water Storage and Queues
Narahari Uma Prabhu, School of Operations Research and Industrial Engineering, Cornell University, USA

Information Theory and Communication
Tibor Nemetz, Rényi Mathematical Institute, Hungarian Academy of Sciences, Hungary

4. Foundations of Statistics


Reinhard Viertl, Institute fuer Statistik und Wahrscheinlichkeitstheorie, Technische Universitat Wien, Austria

Preliminary Data Analysis
Werner Gurker, Institute of Statistics and Probability Theory, Vienna University of Technology, Austria
Reinhard Viertl, Institute fuer Statistik und Wahrscheinlichkeitstheorie, Technische Universitat Wien, Austria

Statistical Inference
Reinhard Viertl, Institute fuer Statistik und Wahrscheinlichkeitstheorie, Technische Universitat Wien, Austria

Statistical Parameter Estimation
Werner Gurker, Institute of Statistics and Probability Theory, Vienna University of Technology, Austria
Reinhard Viertl, Institute fuer Statistik und Wahrscheinlichkeitstheorie, Technische Universitat Wien, Austria

Statistical Testing of Hypotheses
Mikhail S. Nikulin, Centre des Consultations Statistiques, Universite Victor Segalen Bordeaux 2, France

Robust Statistics
Peter Filzmoser, Department of Statistics, Probability, and Actuarial Mathematics, Vienna University of Technology, Austria
Peter J. Rousseeuw, Department of Mathematics and Computer Science, Universitaire Instelling Antwerpen,

Bayesian Statistics
Jose Miguel Bernardo, Departamento de Estadistica, Facultad de Matematicas, Universidad de Valencia, Spain

Statistical Inference with Non-Precise Data
Reinhard Viertl, Institute fuer Statistik und Wahrscheinlichkeitstheorie, Technische Universitat Wien, Austria

5. Applied Statistics


Abdel H. El-Shaarawi, National Water Research Institute, Canada

Correlation Analysis
Volker Nollau, Institute of Mathematical Stochastics, Technical University of Dresden, Germany

Regression Analysis
Volker Nollau, Institute of Mathematical Stochastics, Technical University of Dresden, Germany

Analysis of Variance and Covariance
Volker Nollau, Institute of Mathematical Stochastics, Technical University of Dresden, Germany

Sample Method and Quality Control
Bernard F. Arnold, Institut fur Statistik und Okonometric, Universitat Hamburg, Germany
Rainer Goeb, Institute for Applied Mathematics and Statistics, Universitat Wurzburg, Germany

Time Series Analysis
Vladimir A. Gordin, Hydrometeorological Centre of Russia and Independent Moscow University, Russia

Statistical Experiment and Optimal Design
Andrej Pazman, Comenius University, Slovakia

Homogeneous Random Fields and Their Evaluation
Vladimir A. Gordin, Hydrometeorological Centre of Russia and Independent Moscow University, Russia




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