New PDF release: Recent Advances in Applied Probability

By Ricardo Baeza-Yates, Jürg Hüsler, Joseph Glaz, Henryk Gzyl, José Luis Palacios

ISBN-10: 0387233784

ISBN-13: 9780387233789

Utilized chance is a huge learn zone that's of curiosity to scientists in various disciplines in technological know-how and expertise, together with: anthropology, biology, communique thought, economics, epidemiology, finance, geography, linguistics, medication, meteorology, operations examine, psychology, qc, sociology, and records. contemporary Advances in utilized likelihood is a suite of survey articles that assemble the paintings of top researchers in utilized chance to give present study advances during this very important area.

This quantity could be of curiosity to graduate scholars and researchers whose examine is heavily hooked up to likelihood modelling and their purposes. it truly is compatible for one semester graduate point study seminar in utilized chance.

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Udi Manber and Sun Wu. GLIMPSE: A tool to search through entire file systems. In Proc. of USENIX Technical Conference, pages 23–32, San Francisco, USA, January 1994. Z. B. Mandelbrot. On recurrent noise limiting coding. In Symp. on Information Networks, pages 205-221, 1954. G. Miller, E. Newman, and E. Friedman. Some effects of intermittent silence. American J. of Psychology, 70:311–312, 1957. A. B. A. Friedman. Length-frequency statistics for written English. Information and Control, 1:370–389, 1958.

Furthermore, the slow decay is usually interpreted as the presence of long-memory in the volatility; see Lobato and Savin (1998) and Granger et al. (2000) and the references therein. On the other hand, high frequency returns are often leptokurtic and, consequently, non-Gaussian. The heavy tails property of returns can also be related with the dynamic evolution of volatility. Finally, prices are sometimes observed at very low frequencies as, for example, monthly. Tsay (2002) shows that monthly returns still have excess kurtosis although smaller than in lower frequencies.

Gz. A. Pollock and A. Hockley. What’s wrong with Internet searching. D-Lib Magazine, March 1997. C. Silverstein, M. Henzinger, J. Marais, and M. Moricz. Analysis of a very large AltaVista query tog. Technical Report 1998-014, COMPAQ Systems Research Center, Palo Alto, CA, USA, 1998. A. J. Jansen, D. Wolfram, and T. Saracevic. From E-Sex to E-Commerce: Web Search Changes. IEEE Computer 35, pages 107–109, 2002. J. Thom and J. Zobel. A model for word clustering. Journal of American Society for Information Science, 43(9):616–627, 1992.

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Recent Advances in Applied Probability by Ricardo Baeza-Yates, Jürg Hüsler, Joseph Glaz, Henryk Gzyl, José Luis Palacios


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