Recent advances in applied probability / Ricardo Baeza-Yates ... [et al.]

Papers presented at the international workshop on applied probability, IWAP 2002, Caracas, Venezuela, January 14–17, 2002. Contents: Ricardo Baeza-Yates and Gonzalo Navarro, Modeling text databases (1–25); Alejandro Balbás [Alejandro Balbas de la Corte], Rosario Romera and Esther Ruiz, An overview of probabilistic and time series models in finance (27–63); Viktor Beneš and Ivan Sax, Stereological estimation of the rose of directions from the rose of intersections (65–96); Jie Chen [Jie Chen6] and Joseph Glaz, Approximations for multiple scan statistics (97–114); Philip Feinsilver and Jerzy Kocik, Krawtchouk polynomials and Krawtchouk matrices (115–141); F. Friedrich, G. Winkler [Gerhard Winkler], O. Wittich and V. Liebscher, An elementary rigorous introduction to exact sampling (143–161) ; Valerie Girardin, On the different extensions of the ergodic theorem of information theory (163–179) ; Michiel Hazewinkel, Dynamic stochastic models for indexes and thesauri, identification clouds, and information retrieval and storage (181–204); Kenneth J. Hochberg and Efraim Shmerling, Stability and optimal control for semi-Markov jump parameter linear systems (205–221); R. Jiménez [Raúl Jiménez] and J. E. Yukich, Statistical distances based on Euclidean graphs (223–239) ; Roger W. Lee, Implied volatility: statics, dynamics, and probabilistic interpretation (241–268); José R. León and Oscar Rondón, On the increments of the Brownian sheet (269–278); Vladimir S. Korolyuk and Nikolaos Limnios, Compound Poisson approximation with drift for stochastic additive functionals with Markov and semi-Markov switching (279–297); Carenne Ludeña and Ricardo Ríos, Penalized model selection for ill-posed linear problems (299–327) ; J. G. Marcano and M. D. Morán, The Arov-Grossman model and Burg's entropy (329–349) ; Patrick McDonald, Recent results in geometric analysis involving probability (351–395); Nitis Mukhopadhyay, Dependence or independence of the sample mean and variance in non-i.i.d. or non-normal cases and the role of some tests of independence (397–426) ; Jesper Lund Pedersen, Optimal stopping problems for time-homogeneous diffusions: a review (427–454); Nico Stollenwerk, Criticality in epidemics: the mathematics of sandpiles explains uncertainty in epidemic outbreaks (455–494).