Fields Institute Communications 2004; 530 pp; hardcover Volume: 44 ISBN10: 0821835610 ISBN13: 9780821835616 List Price: US$150 Member Price: US$120 Order Code: FIC/44
 This volume, honoring over forty years of Miklós Csörgő's work in probability and statistics, reflects the state of current research. It offers a comprehensive collection of surveys introducing new results with complete proofs and expository papers giving an historic overview. Contributions were made by an international group of experts. The book covers the following topics: path properties of stochastic processes, probability theory with applications, complete convergence of renewal counting processes and bootstrap means, weak convergence of random size sums, almost sure stability of weighted maxima, procedures for detecting changes in statistical models, statistical inference via conditional quantiles, cumulative sums, multinomial samples, empirical processes, applications to economics, and selfnormalized partial sums processes. The section, "Applications to Economics", deals primarily with applications of stochastics to financial time series models. The book is suitable for graduate students and researchers interested in probability theory, stochastic processes, mathematical statistics, and applications of these mathematical/statistical sciences. Titles in this series are copublished with the Fields Institute for Research in Mathematical Sciences (Toronto, Ontario, Canada). Readership Graduate students and research mathematicians interested in probability theory, stochastic processes, mathematical statistics, and applications of these mathematical and statistical sciences. Table of Contents Path properties of stochastic processes  E. Csáki, A. Földes, and Z. Shi  Our joint work with Miklós Csörgő
 D. Khoshnevisan  Brownian sheet and quasisure analysis
 G. Peccati and M. Yor  Hardy's inequality in \(L^2([0,1])\) and principal values of Brownian local times
 G. Peccati and M. Yor  Four limit theorems for quadratic functionals of Brownian motion and Brownian bridge
 P. Révész  Tell me the values of a Wiener at integers, I tell you its local time
Probability theory with applications  R. J. Bhansali, M. P. Holland, and P. S. Kokoszka  Chaotic maps with slowly decaying correlations and intermittency
 Y. Davydov and V. Paulauskas  Recent results on \(p\)stable convex compact sets with applications
 Y. Davydov and R. Zitikis  Convex rearrangements of random elements
 D. A. Dawson, L. G. Gorostiza, and A. Wakolbinger  Hierarchical random walks
 K. A. Ross and Q.M. Shao  On Helgason's number and Khintchine's inequality
Complete convergence of renewal counting processes and bootstrap means  A. Gut and J. Steinebach  Convergence rates and precise asymptotics for renewal counting processes and some first passage times
 S. Csörgő  On the complete convergence of bootstrap means
Weak convergence of random size sums, almost sure stability of weighted maxima  I. Ćwiklińska and Z. Rychlik  Weak convergence of random sums and maximum random sums under nonrandom norming
 R. J. Tomkins  Criteria for the almost sure stability of weighted maxima of bounded i.i.d. random variables
Procedures for detecting changes in statistical models  M. Hušková  Permutation principle and bootstrap in change point analysis
 E.E. A. A. Aly  Change point detection based on \(L\)statistics
 E. Atenafu and E. Gombay  Sequential tests for change in the parameters of nested random effects model
 M. Orasch  Using Ustatistics based processes to detect multiple changepoints
Statistical inference via conditional quantiles, cumulative sums, multinomial samples, and empirical processes  E. Parzen  Statistical methods learning and conditional quantiles
 M. D. Burke  Testing regression models: A strong martingale approach
 A. R. Dabrowski and H. Dehling  Conditional distribution of the Hcoefficient in nonparametric unfolding models
 K. Ghoudi and B. Rémillard  Empirical processes based on pseudoobservations II: The multivariate case
Applications to economics  I. Berkes, L. Horváth, and P. Kokoszka  Probabilistic and statistical properties of GARCH processes
 R. Kulperger  Stochastic finance: Discrete time processes and risk neutral pricing
 D. L. McLeish  Estimating the correlation of processes using extreme values
 H. Yu  Analyzing residual processes of (G)ARCH time series models
Selfnormalized partial sums processes  M. Csörgő, B. Szyszkowicz, and Q. Wang  On weighted approximations and strong limit theorems for selfnormalized partial sums processes
 Q. Wang  On DarlingErdős type theorems for selfnormalized sums
