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Probabilistic models of technical systems are studied here whose finite state space is partitioned into two or more subsets. The systems considered are such that each of those …
This monograph brings together my work in mathematical statistics as I have viewed it through the lens of Jordan algebras. Three technical domains are to be seen: applications to …
In 1978 the idea of studying the generalized inverse Gaussian distribution was proposed to me by Professor Ole Barndorff-Nielsen, who had come across the distribution in the study …
There are many ways of introducing the concept of probability in classical, i. e, deter ministic, physics. This work is concerned with one approach, known as "the method of …
This textbook provides a self-contained presentation of the theory and models of time series analysis. Putting an emphasis on weakly stationary processes and linear dynamic models, …
This book introduces a new way to analyze multivariate data. The analysis of data based on multivariate spatial signs and ranks proceeds very much as does a tra- tional …
Point process statistics is successfully used in fields such as material science, human epidemiology, social sciences, animal epidemiology, biology, and seismology. Its further …
The theory of time series models has been well developed over the last thirt,y years. Both the frequenc.y domain and time domain approaches have been widely used in the analysis of …
The aim of this book is to present a survey of the many ways in which the statistical package GLIM may be used to model and analyze stochastic processes. Its emphasis is on using …
Two of the most exciting topics of current research in stochastic networks are the complementary subjects of stability and rare events - roughly, the former deals with the typical …