Rabi N. Bhattacharya : Selected Papers / edited by Manfred Denker, Edward C. Waymire.

Format:

Book

Contributor:

Denker, Manfred., Editor.

Waymire, Edward C., Editor.

Series:

Contemporary Mathematicians

Language:

English

Subjects (All):

Probabilities.

Statistics.

Probability Theory and Stochastic Processes.

Statistics for Business, Management, Economics, Finance, Insurance.

Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.

Local Subjects:

Probability Theory and Stochastic Processes.

Statistics for Business, Management, Economics, Finance, Insurance.

Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.

Physical Description:

1 online resource (717 p.)

Edition:

1st ed. 2016.

Place of Publication:

Cham : Springer International Publishing : Imprint: Birkhäuser, 2016.

Summary:

This volume presents some of the most influential papers published by Rabi N. Bhattacharya, along with commentaries from international experts, demonstrating his knowledge, insight, and influence in the field of probability and its applications. For more than three decades, Bhattacharya has made significant contributions in areas ranging from theoretical statistics via analytical probability theory, Markov processes, and random dynamics to applied topics in statistics, economics, and geophysics. Selected reprints of Bhattacharya’s papers are divided into three sections: Modes of Approximation, Large Times for Markov Processes, and Stochastic Foundations in Applied Sciences. The accompanying articles by the contributing authors not only help to position his work in the context of other achievements, but also provide a unique assessment of the state of their individual fields, both historically and for the next generation of researchers. Rabi N. Bhattacharya: Selected Papers will be a valuable resource for young researchers entering the diverse areas of study to which Bhattacharya has contributed. Established researchers will also appreciate this work as an account of both past and present developments and challenges for the future.

Contents:

Part I: Modes of Approximation

Hall, Contributions of Rabi Bhattacharya to the Central Limit Theory and Normal Approximation

Yoshida, Asymptotic Expansions for Stochastic Processes

Shao, An Introduction to Normal Approximation

Reprints

Part II: Large Time Asymptotics for Markov Processes I: Diffusion

Varadhan, Martingale Methods for the Central Limit Theorem

Kurtz, Ergodicity and Central Limit Theorems for Markov Processes

Part III: Large Time Asymptotics for Markov Processes II: Dynamical Systems and Iterated Maps

Athreya, Dynamical Systems, IID Random Iterations, and Markov Chains

Waymire, Random Dynamical Systems and Selected Works of Rabi Bhattacharya

Part IV: Stochastic Foundations in Applied Sciences I: Economics

Kamihigashi, Stachurski, Stability Analysis for Random Dynamical Systems in Economics

Roy, Some Economic Applications of Recent Advances in Random Dynamical Systems

Part V: Stochastic Foundations in Applied Sciences II: Geophysics

Thomann, Waymire, Advection-Dispersion in Fluid Media and Selected Works of Rabi Bhattacharya

Flandoli, Romito, Cascade Representations for the Navier-Stokes Equations

Part VI: Stochastic Foundations in Applied Sciences III: Statistics

Dryden, Le, Preston, Wood, Nonparametric Statistical Methods on Manifolds

Huckemann, Hotz, Nonparametric Statistics on Manifolds and Beyond

Reprints.

Notes:

Description based upon print version of record.

Includes bibliographical references at the end of each chapters.

ISBN:

3-319-30190-X