Recent Developments in Applied Probability and Statistics Dedicated
This book presents surveys on recent developments in applied probability and statistics. The contributions include topics such as nonparametric regression and density estimation, option pricing, probabilistic methods for multivariate interpolation, robust
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Jürgen Lehn
Luc Devroye Bülent Karasözen Michael Kohler Ralf Korn Editors
Recent Developments in Applied Probability and Statistics Dedicated to the Memory of Jürgen Lehn
Editors Prof. Dr. Luc Devroye McGill University School of Computer Science University St. H9X 3V9 Montreal Québec # 3480 Canada [email protected] Prof. Dr. Bülent Karasözen Middle East Technical University Mathematics & Institute of Applied Mathematics Inonu Bulvari 06531 Ankara Turkey [email protected]
Prof. Dr. Michael Kohler TU Darmstadt FB Mathematik Schloßgartenstr. 7 64289 Darmstadt Germany [email protected] Prof. Dr. Ralf Korn University of Kaiserslautern Mathematics E.-Schrödinger-Str. 67663 Kaiserslautern Germany [email protected]
ISBN 978-3-7908-2597-8 e-ISBN 978-3-7908-2598-5 DOI 10.1007/978-3-7908-2598-5 Springer Heidelberg Dordrecht London New York Library of Congress Control Number: 2010928337 © Springer-Verlag Berlin Heidelberg 2010 This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilm or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer. Violations are liable to prosecution under the German Copyright Law. The use of general descriptive names, registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. Cover design: WMXDesign GmbH, Heidelberg Printed on acid-free paper Physica-Verlag is a brand of Springer-Verlag Berlin Heidelberg Springer is part of Springer Science+Business Media (www.springer.com)
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Preface
This book is devoted to Professor Jürgen Lehn, who passed away on September 29, 2008, at the age of 67. It contains invited papers that were presented at the Workshop on Recent Developments in Applied Probability and Statistics Dedicated to the Memory of Professor Jürgen Lehn, Middle East Technical University (METU), Ankara, April 23–24, 2009, which was jointly organized by the Technische Universität Darmstadt (TUD) and METU. The papers present surveys on recent developments in the area of applied probability and statistics. In addition, papers from the Panel Discussion: Impact of Mathematics in Science, Technology and Economics are included. Jürgen Lehn was born on the 28th of April, 1941 in Karlsruhe. From 1961 to 1968 he studied mathematics in Freiburg and Karlsruhe, and obtained a Diploma in
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