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This volume contains the proceedings of the AMS Special Session on Celebrating M. M. Rao's Many Mathematical Contributions as he Turns 90 Years Old, held from November 9–10, 2019, at the University of California, Riverside, California. The articles show the effectiveness of abstract analysis for solving fundamental problems of stochastic theory, specifically the use of functional analytic methods for elucidating stochastic processes and their applications. The volume also includes a biography of M. M. Rao and the list of his publications.

This collection of contributions originates from the well-established conference series'Fractal Geometry and Stochastics'which brings together researchers from different fields using concepts and methods from fractal geometry.Carefully selected papers from keynote and invited speakers are included, both discussing exciting new trends and results and giving a gentle introduction to some recent developments. The topics covered include Assouad dimensions and their connection to analysis, multifractal properties of functions and measures, renewal theorems in dynamics, dimensions and topology of random discrete structures, self-similar trees, p-hyperbolicity, phase transitions from continuous to discrete scale invariance, scaling limits of stochastic processes, stemi-stable distributions and fractional differential equations, and diffusion limited aggregation.Representing a rich source of ideas and a good starting point for more advanced topics in fractal geometry, the volume will appeal to both established experts and newcomers.

Interacting particle systems are Markov processes involving infinitely many interacting components. Since their introduction in the 1970s, researchers have found many applications in statistical physics and population biology. Genealogies, which follow the origin of the state of a site backwards in time, play an important role in their studies, especially for the biologically motivated systems.The program Genealogies of Interacting Particle Systems held at the Institute for Mathematical Sciences, National University of Singapore, from 17 July to 18 Aug 2017, brought together experts and young researchers interested in this modern topic. Central to the program were learning sessions where lecturers presented work outside of their own research, as well as a normal workshop. This is reflected in the present volume which contains two types of articles:Written by respected researchers, including experts in the field such as Steve Evans, member of the US National Academy of Sciences, as well as Anton Wakolbinger, Andreas Greven, and many others, this volume will no doubt be a valuable contribution to the probability community.

This volume presents selected and peer-reviewed contributions from the 14th Workshop on Stochastic Models, Statistics and Their Applications, held in Dresden, Germany, on March 6-8, 2019. Addressing the needs of theoretical and applied researchers alike, the contributions provide an overview of the latest advances and trends in the areas of mathematical statistics and applied probability, and their applications to high-dimensional statistics, econometrics and time series analysis, statistics for stochastic processes, statistical machine learning, big data and data science, random matrix theory, quality control, change-point analysis and detection, finance, copulas, survival analysis and reliability, sequential experiments, empirical processes, and microsimulations. As the book demonstrates, stochastic models and related statistical procedures and algorithms are essential to more comprehensively understanding and solving present-day problems arising in e.g.the natural sciences, machine learning, data science, engineering, image analysis, genetics, econometrics and finance.

This volume contains the proceedings of the 16th Carolina Dynamics Symposium, held from April 13–15, 2018, at Agnes Scott College, Decatur, Georgia. The papers cover various topics in dynamics and randomness, including complex dynamics, ergodic theory, topological dynamics, celestial mechanics, symbolic dynamics, computational topology, random processes, and regular languages. The intent is to provide a glimpse of the richness of the field and of the common threads that tie the different specialties together.

This volume contains the proceedings of the XII Symposium of Probability and Stochastic Processes which took place at Universidad Autonoma de Yucatan in Merida, Mexico, on November 16–20, 2015. This meeting was the twelfth meeting in a series of ongoing biannual meetings aimed at showcasing the research of Mexican probabilists as well as promote new collaborations between the participants.The book features articles drawn from different research areas in probability and stochastic processes, such as: risk theory, limit theorems, stochastic partial differential equations, random trees, stochastic differential games, stochastic control, and coalescence. Two of the main manuscripts survey recent developments on stochastic control and scaling limits of Markov-branching trees, written by Kazutoshi Yamasaki and Bénédicte Haas, respectively. The research-oriented manuscripts provide new advances in active research fields in Mexico.The wide selection of topics makes the book accessible to advanced graduate students and researchers in probability and stochastic processes.

The field of stochastic processes and Random Matrix Theory (RMT) has been a rapidly evolving subject during the last fifteen years. The continuous development and discovery of new tools, connections and ideas have led to an avalanche of new results. These breakthroughs have been made possible thanks, to a large extent, to the recent development of various new techniques in RMT. Matrix models have been playing an important role in theoretical physics for a long time and they are currently also a very active domain of research in mathematics. An emblematic example of these recent advances concerns the theory of growth phenomena in the Kardar-Parisi-Zhang (KPZ) universality class where the joint efforts of physicists and mathematicians during the last twenty years have unveiled the beautiful connections between this fundamental problem of statistical mechanics and the theory of random matrices, namely the fluctuations of the largest eigenvalue of certain ensembles of random matrices. This text not only covers this topic in detail but also presents more recent developments that have emerged from these discoveries, for instance in the context of low dimensional heat transport (on the physics side) or integrable probability (on the mathematical side).

An accessible and panoramic account of the theory of random walks on groups and graphs, stressing the strong connections of the theory with other branches of mathematics, including geometric and combinatorial group theory, potential analysis, and theoretical computer science. This volume brings together original surveys and research-expository papers from renowned and leading experts, many of whom spoke at the workshop'Groups, Graphs and Random Walks'celebrating the sixtieth birthday of Wolfgang Woess in Cortona, Italy. Topics include: growth and amenability of groups; Schrödinger operators and symbolic dynamics; ergodic theorems; Thompson's group F; Poisson boundaries; probability theory on buildings and groups of Lie type; structure trees for edge cuts in networks; and mathematical crystallography. In what is currently a fast-growing area of mathematics, this book provides an up-to-date and valuable reference for both researchers and graduate students, from which future research activities will undoubtedly stem.

This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, change-point analysis and detection, empirical processes, time series analysis, survival analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, experiment design, and stochastic models in engineering.Stochastic models and related statistical procedures play an important part in furthering our understanding of the challenging problems currently arising in areas of application such as the natural sciences, information technology, engineering, image analysis, genetics, energy and finance, to name but a few.This collection arises from the 12th Workshop on Stochastic Models, Statistics and Their Applications, Wroclaw, Poland.

This book collects significant contributions from the fifth conference on Fractal Geometry and Stochastics held in Tabarz, Germany, in March 2014. The book is divided into five topical sections: geometric measure theory, self-similar fractals and recurrent structures, analysis and algebra on fractals, multifractal theory, and random constructions. Each part starts with a state-of-the-art survey followed by papers covering a specific aspect of the topic. The authors are leading world experts and present their topics comprehensibly and attractively. Both newcomers and specialists in the field will benefit from this book.

These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, energy, stochastics and risk, who present their latest findings on topical problems. The papers cover the areas of stochastic modeling in energy and financial markets; risk management with environmental factors from a stochastic control perspective; and valuation and hedging of derivatives in markets dominated by renewables, all of which further develop the theory of stochastic analysis and mathematical finance. The papers were presented at the first conference on “Stochastics of Environmental and Financial Economics (SEFE)”, being part of the activity in the SEFE research group of the Centre of Advanced Study (CAS) at the Academy of Sciences in Oslo, Norway during the 2014/2015 academic year.

This volume features a collection of contributed articles and lecture notes from the XI Symposium on Probability and Stochastic Processes, held at CIMAT Mexico in September 2013. Since the symposium was part of the activities organized in Mexico to celebrate the International Year of Statistics, the program included topics from the interface between statistics and stochastic processes.

This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing new algorithms, modeling procedures and experiments. Accessible to researchers, practitioners, as well as graduate and postgraduate students, this volume presents a variety of new tools, ideas and methodologies in the fields of optimization, physics, finance, probability, hydrodynamics, reliability, decision making, mathematical finance, mathematical physics and economics.Contributions to this Work include those of selected speakers from the international conference entitled “Modern Stochastics: Theory and Applications III,” held on September 10 –14, 2012 at Taras Shevchenko National University of Kyiv, Ukraine. The conference covered the following areas of research in probability theory and its applications: stochastic analysis, stochastic processes and fields, random matrices, optimization methods in probability, stochastic models of evolution systems, financial mathematics, risk processes and actuarial mathematics and information security.

In order to obtain more reliable optimal solutions of concrete technical/economic problems, e.g. optimal design problems, the often known stochastic variations of many technical/economic parameters have to be taken into account already in the planning phase. Hence, ordinary mathematical programs have to be replaced by appropriate stochastic programs. New theoretical insight into several branches of reliability-oriented optimization of stochastic systems, new computational approaches and technical/economic applications of stochastic programming methods can be found in this volume.

Fractal geometry is a new and promising field for researchers from different disciplines such as mathematics, physics, chemistry, biology and medicine. It is used to model complicated natural and technical phenomena. The most convincing models contain an element of randomness so that the combination of fractal geometry and stochastics arises in between these two fields. It contains contributions by outstanding mathematicians and is meant to highlight the principal directions of research in the area. The contributors were the main speakers attending the conference'Fractal Geometry and Stochastics'held at Finsterbergen, Germany, in June 1994. This was the first international conference ever to be held on the topic. The book is addressed to mathematicians and other scientists who are interested in the mathematical theory concerning: • Fractal sets and measures • Iterated function systems • Random fractals • Fractals and dynamical systems, and • Harmonic analysis on fractals. The reader will be introduced to the most recent results in these subjects. Researchers and graduate students alike will benefit from the clear expositions.

This NATO Advanced Study Institute centered on large-scale molecular systems: Quantum mechanics, although providing a general framework for the description of matter, is not easily applicable to many concrete systems of interest; classical statistical methods, on the other hand, allow only a partial picture of the behaviour of large systems. The aim of the ASI was to present both aspects of the subject matter and to foster interaction between the scientists working in these important areas of theoretical physics and theoretical chemistry. The quantum-mechanical part was mostly based on the operator-algebraic formulation of quantum mechanics and comprised quantum statistics of infinite systems with special em­ phasis on macroscopic observables, equilibrium conditions, irreversibility on the one hand, symmetry breaking for molecules in the radiation field and macroscopic quantum phenomena in the theory of superconductivity (BCS-theory) on the other hand. In addition, phase-space methods for many-body systems were also presented. Statistical physics was the main topic in the other lectures of the School; much emphasis was put on the statistical features of macros­ copic ('large') systems, the lectures dealt with mass and energy transport im polymers, in gels and in microemulsions, with aggregation and growth phenomena, with relaxation in complex, correlated systems, with conduction and optical properties of polymers, and with the means of describing disordered systems, above all fractals and related hierarchical models.

These are the proceedings of the Third Max Born Symposium which took place at SobOtka Castle in September 1993. The Symposium is organized annually by the Institute of Theoretical Physics of the University of Wroclaw. Max Born was a student and later on an assistant at the University of Wroclaw (Wroclaw belonged to Germany at this time and was called Breslau). The topic of the Max Born Sympo­ sium varies each year reflecting the developement of theoretical physics. The subject of this Symposium'Stochasticity and quantum chaos'may well be considered as a continuation of the research interest of Max Born. Recall that Born treats his'Lectures on the mechanics of the atom'(published in 1925) as a nrst volume of a complete monograph (supposedly to be written by another person). His lectures concern the quantum mechanics of integrable systems. The quantum mechanics of non-integrable systems was the subject of the Third Max Born Symposium. It is known that classical non-integrable Hamiltonian systems show a chaotic behaviour. On the other hand quantum systems bounded in space are quasiperi­ odic. We believe that quantum systems have a reasonable classical limit. It is not clear how to reconcile the seemingly regular behaviour of quantum systems with the possible chaotic properties of their classical counterparts. The quantum proper­ ties of classically chaotic systems constitute the main subject of these Proceedings. Other topics discussed are: the quantum mechanics of dissipative systems, quantum measurement theory, the role of noise in classical and quantum systems.

This volume describes the current state of knowledge of random spatial processes, particularly those arising in physics. The emphasis is on survey articles which describe areas of current interest to probabilists and physicists working on the probability theory of phase transition. Special attention is given to topics deserving further research. The principal contributions by leading researchers concern the mathematical theory of random walk, interacting particle systems, percolation, Ising and Potts models, spin glasses, cellular automata, quantum spin systems, and metastability. The level of presentation and review is particularly suitable for postgraduate and postdoctoral workers in mathematics and physics, and for advanced specialists in the probability theory of spatial disorder and phase transition.

In the mathematical treatment of many problems which arise in physics, economics, engineering, management, etc., the researcher frequently faces two major difficulties: infinite dimensionality and randomness of the evolution process. Infinite dimensionality occurs when the evolution in time of a process is accompanied by a space-like dependence; for example, spatial distribution of the temperature for a heat-conductor, spatial dependence of the time-varying displacement of a membrane subject to external forces, etc. Randomness is intrinsic to the mathematical formulation of many phenomena, such as fluctuation in the stock market, or noise in communication networks. Control theory of distributed parameter systems and stochastic systems focuses on physical phenomena which are governed by partial differential equations, delay-differential equations, integral differential equations, etc., and stochastic differential equations of various types. This has been a fertile field of research with over 40 years of history, which continues to be very active under the thrust of new emerging applications. Among the subjects covered are: Control of distributed parameter systems; Stochastic control; Applications in finance/insurance/manufacturing; Adapted control; Numerical approximation. It is essential reading for applied mathematicians, control theorists, economic/financial analysts and engineers.

Invoking the machinery of Control Theory to control a real-world plant means, on the basis of available a priori knowledge of the plant, design­ ing/selecting a feasible controller accomplishing the control objective. A priori knowledge about the plant is normally represented as a mathemat­ ical model, given by physical laws or measurement data. Such a model is inevitably uncertain, due to measurement errors, simplified models of natural laws, neglected dynamics, and the desire to get a model tractable for further computations. Control of Uncertain Systems is therefore an im­ portant issue, both practically and philosophically. Basically, two different approaches exist: Adaptive Control and Robust Control. On four beautiful summer days in June 1989, researchers from 12 coun­ tries gathered together in Bremen, West Germany, for a workshop devoted to these issues. 49 talks, invited and contributed, were presented. The present work collects 18 of these talks. (Program and original abstracts from the workshop are available as Report 209, Institute for Dynamical System.) The papers represent a broad scope of current trends in robust and adaptive control. Topics covered include: New directions in adaptive control, stability analysis of uncertain systems, robust and adaptive stabi­ lization, numerical methods, and topological aspects of robust control. The papers were carefully refereed and we would like to thank the referees for their efforts, which have resulted in substantial improvements.

This volume contains the papers that have been presented at the Conference on Modeling and Control of Uncertain Systems held in Sopron, Hungary on September 3-7, 1990, organised within the framework of the activities of the System and Decision Sciences Program of IIASA - the International Institute for Applied Systems Analysis. The importance of the subject has drawn the attention of researchers all over the world since several years. In fact, in most actual applications the knowledge about the system under investigation presents aspects of uncertainty due to measurement errors or poor understanding of the rele­ vant underlying mechanisms. For this reason models that take into account these intrinsic uncertainties have been used and techniques for the analysis of their behavior as well as for their estimation and control have been devel­ oped. The main ways to deal with uncertainty consist in its description by stochastic processes or in terms of set-valued dynamics and this volume col­ lects relevant contributions in both directions. However, in order to avoid undesirable distinctions between these approaches, but on the contrary to stress the unity of ideas, we decided to organize the papers according to the alphabetical order of their authors. We should like to take this opportunity to thank IIASA for supporting the Conference and the Hungarian National Member Organization for the kind hospitality in Sopron. Finally we would like to express our gratitude to Ms. Donna Huchthausen for her valuable secretarial assistance. Vienna, February 20, 1991 GIOVANNI B.

The IUTAM Symposium on Advances in Nonlinear Stochastic Mechanics, held in Trondheim July 3-7, 1995, was the eighth of a series of IUTAM sponsored symposia which focus on the application of stochastic methods in mechanics. The previous meetings took place in Coventry, UK (1972), Sout'hampton, UK (1976), FrankfurtjOder, Germany (1982), Stockholm, Sweden (1984), Innsbruckjlgls, Austria (1987), Turin, Italy (1991) and San Antonio, Texas (1993). The symposium provided an extraordinary opportunity for scholars to meet and discuss recent advances in stochastic mechanics. The participants represented a wide range of expertise, from pure theoreticians to people primarily oriented toward applications. A significant achievement of the symposium was the very extensive discussions taking place over the whole range from highly theoretical questions to practical engineering applications. Several presentations also clearly demonstrated the substantial progress that has been achieved in recent years in terms of developing and implement­ ing stochastic analysis techniques for mechanical engineering systems. This aspect was further underpinned by specially invited extended lectures on computational stochastic mechanics, engineering applications of stochastic mechanics, and nonlinear active control. The symposium also reflected the very active and high-quality research taking place in the field of stochastic stability. Ten presentations were given on this topic ofa total of47 papers. A main conclusion that can be drawn from the proceedings of this symposium is that stochastic mechanics as a subject has reached great depth and width in both methodology and applicability.

A volume of this nature containing a collection of papers has been brought out to honour a gentleman - a friend and a colleague - whose work has, to a large extent, advanced and popularized the use of stochastic point processes. Professor Srinivasan celebrated his sixt~ first 1:!irth d~ on December 16,1990 and will be retiring as Professor of Applied Mathematics from the Indian Institute of Technolo~, Madras on June 30,1991. In view of his outstanding contributions to the theor~ and applications of stochastic processes over a time span of thirt~ ~ears, it seemed appropriate not to let his birth d~ and retirement pass unnoticed. A s~posium in his honour and the publication of the proceedings appeared to us to be the most natural and sui table ~ to mark the occasion. The Indian Societ~ for ProbabU it~ and Statistics volunteered to organize the S~posium as part of their XII Annual conference in Bomba~. We requested a number of long-time friends, colleagues and former students of Professor Srinivasan to contribute a paper preferabl~ in the area of stochastic processes and their applications. The positive response and the enthusiastic cooperation of these distinguished scientists have resulted in the present collection. The contributions to this volume are divided into four parts: Stochastic Theor~ (2 articles), P~sics (6 articles), Biolo~ (4 articles) and Operations Research (12 articles). In addition the ke~note address delivered b~ Professor Srinivasan in the S~posium is also included.

This monograph contains some ofthe papers presented at a UK-Japanese Workshop on Stochastic Modelling in Innovative Manufacturing held at Churchill College, Cambridge on July 20 and 21st 1995, sponsored jointly by the UK Engineering and Physical Science Research Council and the British Council. Attending were 19 UK and 24 Japanese delegates representing 28 institutions. The aim of the workshop was to discuss the modelling work being done by researchers in both countries on the new activities and challenges occurring in manufacturing. These challenges have arisen because of the increasingly uncertain environment of modern manufacturing due to the commercial need to respond more quickly to customers demands, and the move to just-in-time manufacturing and flexible manufacturing systems and the increasing requirements for quality. As well as time pressure, the increasing importance of the quality of the products, the need to hold the minimum stock of components, and the importance of reliable production systems has meant that manufacturers need to design production systems that perform well in randomly varying conditions and that their operating procedures can respond to changes in conditions and requirements. This has increased the need to understand how manufacturing systems work in the random environments, and so emphasised the importance of stochastic models of such systems.

The 1991 Seminar on Stochastic Processes was held at the University of California, Los Angeles, from March 23 through March 25, 1991. This was the eleventh in a series of annual meetings which provide researchers with the opportunity to discuss current work on stochastic processes in an informal and enjoyable atmosphere. Previous seminars were held at Northwestern University, Princeton University, the University of Florida, the University of Virginia, the University of California, San Diego, and the University of British Columbia. Following the successful format of previous years there were five invited lectures. These were given by M. Barlow, G. Lawler, P. March, D. Stroock, M. Talagrand. The enthusiasm and interest of the participants created a lively and stimulating atmosphere for the seminar. Some of the topics discussed are represented by the articles in this volume. P. J. Fitzsimmons T. M. Liggett S. C. Port Los Angeles, 1991 In Memory of Steven Orey M. CRANSTON The mathematical community has lost a cherished colleague with the passing of Steven Orey. This unique and thoughtful man has left those who knew him with many pleasant memories. He has also left us with important contributions in the development of the theory of Markov processes. As a friend and former student, I wish to take this chance to recall to those who know and introduce to those who do not a portion of his lifework.

Proceedings of a conference held in Santa Barbara, California, May 20-22, 1993

Stochastic hydrology is an essential base of water resources systems analysis, due to the inherent randomness of the input, and consequently of the results. These results have to be incorporated in a decision-making process regarding the planning and management of water systems. It is through this application that stochastic hydrology finds its true meaning, otherwise it becomes merely an academic exercise. A set of well known specialists from both stochastic hydrology and water resources systems present a synthesis of the actual knowledge currently used in real-world planning and management. The book is intended for both practitioners and researchers who are willing to apply advanced approaches for incorporating hydrological randomness and uncertainty into the simulation and optimization of water resources systems. (abstract) Stochastic hydrology is a basic tool for water resources systems analysis, due to inherent randomness of the hydrologic cycle. This book contains actual techniques in use for water resources planning and management, incorporating randomness into the decision making process. Optimization and simulation, the classical systems-analysis technologies, are revisited under up-to-date statistical hydrology findings backed by real world applications.

This IMA Volume in Mathematics and its Applications HYDRODYNAMIC BEHAVIOR AND INTERACTING PARTICLE SYSTEMS is in part the proceedings of a workshop which was an integral part of the 1985-86 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS. We are grateful to the Scientific Committee: Daniel Stroock (Chairman) Wendell Fleming Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaou for planning and implementing an exciting and stimulating year-long program. We especially thank the Program Organizer, George Papanicolaou for orga­ nizing a workshop which brought together scientists and mathematicians in a variety of areas for a fruitful exchange of ideas. George R. Sell Hans Weinberger PREFACE A workshop on the hydrodynamic behavior of interacting particle systems was held at the Institute for Mathematics and its Applications at the University of Minnesota during the week of March 17, 1986. Fifteen papers presented at the workshop are collected in this volume. They contain research in several different directions that are currently being pursued. The paper of Chaikin, Dozier and Lindsay is concerned with experimental results on suspensions in regimes where modern mathematical methods could be useful. The paper of Fritz gives an introduction to these methods as does the paper of Spohn. Analytical methods currently used by in the physics and chemistry literature are presented in the paper of Freed, Wang and Douglas. The paper of Caflisch deals with time dependent effects in sedimentation.

The Symposium, held in Torino (lSI, Villa Gualino) July 1-5, 1991 is the sixth of a series of IUTAM-Symposia on the application of stochastic analysis to continuum and discrete mechanics. The previous one, held in Innsbruck (1987), was mainly concentrated on qual­ itative and quantitative analysis of stochastic dynamical systems as well as on bifurcation and transition to chaos of deterministic systems. This Symposium concentrated on fundamental aspects (stochastic analysis and mathe­ matical methods), on specific applications in various branches of mechanics, engineering and applied sciences as well as on related fields as analysis of large systems, system identifica­ tion, earthquake prediction. Numerical methods suitable to provide quantitative results, say stochastic finite elements, approximation of probability distribution and direct integration of differential equations have also been the object of interesting presentations. Specific topics of the sessions have been: Engineering Applications, Equivalent Lineariza­ tion of Discrete Stochastic Systems, Fatigue and Life Estimation, Fluid Dynamics, Numerical Methods, Random Vibration, Reliability Analysis, Stochastic Differential Equations, System Identification, Stochastic Control. We are indebted to the IUTAM Bureau for having promoted and sponsored this Sympo­ sium and the Scientific Committee for having collaborated to the selection of participants and lecturers as well as to a prompt reviewing of the papers submitted for publication into these proceedings. A special thank is due to Frank Kozin: the organization of this meeting was for him';ery important; he missed the meeting but his organizer ability was present.

Approach your problems from the right end It isn't that they can't see the solution. It is and begin with the answers. Then one day, that they can't see the problem. perhaps you will find the final question. O. K. Chesterton. The Scandal of Father'The Hermit Qad in Crane Feathers'in R. Brown'The point of a Pin'. van Gu!ik's The Chinese Maze Murders. Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the'tree'of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches which were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as'experimental mathematics','CFD','completely integrable systems','chaos, synergetics and large-scale order', which are almost impossible to fit into the existing classification schemes. They draw upon widely different sections of mathematics.

Approach your problems from the right end It isn't that they can't see the solution. It is and begin with the answers. Then one day, that they can't see the problem. perbaps you will find the final question. G. K. Chesterton. The Scandal of Father'The Hermit Clad in Crane Feathers'in R. Brown'The point of a Pin'. van GuIik's The Chinese Maze Murders. Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the'tree'of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches which were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as'experimental mathematics','CFD','completely integrable systems','chaos, synergetics and large-scale order', which are almost impossible to fit into the existing classification schemes. They draw upon widely different sections of mathematics.

On May 27-31, 1985, a series of symposia was held at The University of Western Ontario, London, Canada, to celebrate the 70th birthday of Pro­ fessor V. M. Joshi. These symposia were chosen to reflect Professor Joshi's research interests as well as areas of expertise in statistical science among faculty in the Departments of Statistical and Actuarial Sciences, Economics, Epidemiology and Biostatistics, and Philosophy. From these symposia, the six volumes which comprise the'Joshi Festschrift'have arisen. The 117 articles in this work reflect the broad interests and high quality of research of those who attended our conference. We would like to thank all of the contributors for their superb cooperation in helping us to complete this project. Our deepest gratitude must go to the three people who have spent so much of their time in the past year typing these volumes: Jackie Bell, Lise Constant, and Sandy Tarnowski. This work has been printed from'carnera ready'copy produced by our Vax 785 computer and QMS Lasergraphix printers, using the text processing software TEX. At the initiation of this project, we were neophytes in the use of this system. Thank you, Jackie, Lise, and Sandy, for having the persistence and dedication needed to complete this undertaking.

This volume contains the invited papers presented at the NATO Advanced Research Workshop on'Stochasticity and Intramolecular Redistribution of Energy'held in Orsay (France) from June 23 to July 3, 1986. The Work­ shop brought together leading researchers involved in the experimental and the theoretical studies of vibrational energy flow and relaxation in activated polyatomic molecules. The recent experimental developments in this area include the study of ultracold molecules in supersonic beams and the development of high resolution (frequency domain) and ultrafast (time domain) spectroscopic techniques. On the theoretical side the intro­ duction of statistical methods (random matrix theory, reduced equations of motion) and efficient numerical algorithms provide an adequate frame­ work for the interpretation of vibrational dynamics in large polyatomic molecules. Classical, semiclassical and quantum calculations on simple model systems show the existence of regular and chaotic regions in the phase space. The articles in this volume provide an updated review of the current status of experimental studies and the relevance of the recent theoretical developments to their interpretation. We wish to thank the organizations which made this workshop possible. NATO prov ided the basic grant. We acknowledge the essential contribu­ tion of the late Dr Mario di Lullo in providing pertinent advice. The gen­ erous support of the U. S. Air Force Office of Scientific Research, the U. S.

The classical theory of natural selection, as developed by Fisher, Haldane, and'Wright, and their followers, is in a sense a statistical theory. By and large the classical theory assumes that the underlying environment in which evolution transpires is both constant and stable - the theory is in this sense deterministic. In reality, on the other hand, nature is almost always changing and unstable. We do not yet possess a complete theory of natural selection in stochastic environ­ ments. Perhaps it has been thought that such a theory is unimportant, or that it would be too difficult. Our own view is that the time is now ripe for the development of a probabilistic theory of natural selection. The present volume is an attempt to provide an elementary introduction to this probabilistic theory. Each author was asked to con­ tribute a simple, basic introduction to his or her specialty, including lively discussions and speculation. We hope that the book contributes further to the understanding of the roles of'Chance and Necessity'(Monod 1971) as integrated components of adaptation in nature.

Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic­ itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec­ tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci­ sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu­ tions. Objective and constraint functions of dynamic stochastic optimization problems have the form of multidimensional integrals of rather involved in­ that may have a nonsmooth and even discontinuous character - the tegrands typical situation for'hit-or-miss'type of decision making problems involving irreversibility ofdecisions or/and abrupt changes ofthe system. In general, the exact evaluation of such functions (as is assumed in the standard optimization and control theory) is practically impossible. Also, the problem does not often possess the separability properties that allow to derive the standard in control theory recursive (Bellman) equations.

The Workshop on Stable Processes and Related Topics took place at Cor­ nell University in January 9-13, 1990, under the sponsorship of the Mathemat­ ical Sciences Institute. It attracted an international roster of probabilists from Brazil, Japan, Korea, Poland, Germany, Holland and France as well as the U. S. This volume contains a sample of the papers presented at the Workshop. All the papers have been refereed. Gaussian processes have been studied extensively over the last fifty years and form the bedrock of stochastic modeling. Their importance stems from the Central Limit Theorem. They share a number of special properties which facilitates their analysis and makes them particularly suitable to statistical inference. The many properties they share, however, is also the seed of their limitations. What happens in the real world away from the ideal Gaussian model? The non-Gaussian world may contain random processes that are close to the Gaussian. What are appropriate classes of nearly Gaussian models and how typical or robust is the Gaussian model amongst them? Moving further away from normality, what are appropriate non-Gaussian models that are sufficiently different to encompass distinct behavior, yet sufficiently simple to be amenable to efficient statistical inference? The very Central Limit Theorem which provides the fundamental justifi­ cation for approximate normality, points to stable and other infinitely divisible models. Some of these may be close to and others very different from Gaussian models.

In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mod­ els. Stamatis Cambanis, a distinguished educator and researcher, played a special leadership role in the development of these research efforts, particu­ larly related to stable processes from the early seventies until his untimely death in April'95. This commemorative volume consists of a collection of research articles devoted to reviewing the state of the art of this and other rapidly developing research and to explore new directions of research in these fields. The volume is a tribute to the Life and Work of Stamatis by his students, friends, and colleagues whose personal and professional lives he has deeply touched through his generous insights and dedication to his profession. Before the idea of this volume was conceived, two conferences were held in the memory of Stamatis. The first was organized by the University of Athens and the Athens University of Economics and was held in Athens during December 18-19, 1995. The second was a significant part of a Spe­ cial IMS meeting held at the campus of the University of North Carolina at Chapel Hill during October 17-19, 1996. It is the selfless effort of sev­ eral people that brought about these conferences. We believe that this is an appropriate place to acknowledge their effort; and on behalf of all the participants, we extend sincere thanks to all these persons.

'Et moi,''f si j'avait su comment en revenir, One service mathematics has rendered the je n'y serais point aile':'human race. It has put common sense back Jules Verne where it belongs, 011 the topmost shelf next to the dusty canister labelled'discarded non- The series is divergent; therefore we may be able to do something with it. Eric T. Bell o. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non­ Iinearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as:'One service topology has rendered mathematical physics...';'One service logic has rendered com­ puter science...';'One service category theory has rendered mathematics...'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series_ This series, Mathematics and Its Applications, started in 1977. Now that over one hundred volumes have appeared it seems opportune to reexamine its scope. At the time I wrote''Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the'tree'of knowledge of mathematics and related fields does not grow only by putting forth new branches.

We have classified the articles presented here in two Sections according to their general content. In Part I we have included papers which deal with statistical mechanics, math­ ematical aspects of dynamical systems and sthochastic effects in nonequilibrium systems. Part II is devoted mainly to instabilities and self-organization in extended nonequilibrium systems. The study of partial differential equations by numerical and analytic methods plays a great role here and many works are related to this subject. Most recent developments in this fascinating and rapidly growing area are discussed. PART I STATISTICAL MECHANICS AND RELATED TOPICS NONEQUILIBRIUM POTENTIALS FOR PERIOD DOUBLING R. Graham and A. Hamm Fachbereich Physik, Universitiit Gesamthochschule Essen D4300 Essen 1 Germany ABSTRACT. In this lecture we consider the influence of weak stochastic perturbations on period doubling using nonequilibrium potentials, a concept which is explained in section 1 and formulated for the case of maps in section 2. In section 3 nonequilibrium potentials are considered for the family of quadratic maps (a) at the Feigenbaum'attractor'with Gaussian noise, (b) for more general non­ Gaussian noise, and (c) for the case of a strange repeller. Our discussion will be informal. A more detailed account of this and related material can be found in our papers [1-3] and in the reviews [4, 5], where further references to related work are also given. 1.

Proceedings of the 3rd Workshop on Instabilities and Nonequilibrium Structures

The proceedings of the summer 1999 Chorin workshop on stochastic climate models captures well the spirit of enthusiasm of the workshop participants engaged in research in this exciting field. It is amazing that nearly 25 years after the formal theory of natural climate variability generated by quasi-white-noise weather forcing was developed, and almost 35 years after J. M. Mitchell first suggested this mechanism as the origin of sea-surf ace-temperature fluctuations and climate variability, there have arisen so many fresh perspectives and new applications of the theory. The workshop has succeeded admirably in high­ lighting these new aspects while clarifying the position of stochastic climate modelling within the general framework of climate research and mathematical modelling. The organizers can be congratulated in bringing together leading researchers covering a wide range of scientific expertise, from mathematicians concerned with the derivation of stochastic models from first principles, to app­ lied climate modellers trying to understand the dynamics of the complex climate system. Following the first burst of stochastic modelling papers in the decade from the mid-seventies to the mid-eighties, in which the viability of the concept was demonstrated using relatively simple conceptual models, there was a lull of work in this field. One awaited the development of more sophisticated climate models with which one could carry out realistic quantitative analyses of the implications of stochastic forcing for the global climate system. Now that these models have become widely available, it is natural that one is witnessing a resurgence of stochastic modelling investigations.

Selected papers submitted by participants of the international Conference “Stochastic Analysis and Applied Probability 2010” ( www.saap2010.org) make up the basis of this volume.The SAAP 2010 was held in Tunisia, from 7-9 October, 2010, and was organized by the “Applied Mathematics & Mathematical Physics” research unit of the preparatory institute to the military academies of Sousse (Tunisia), chaired by Mounir Zili.The papers cover theoretical, numerical and applied aspects of stochastic processes and stochastic differential equations. The study of such topic is motivated in part by the need to model, understand, forecast and control the behavior of many natural phenomena that evolve in time in a random way. Such phenomena appear in the fields of finance, telecommunications, economics, biology, geology, demography, physics, chemistry, signal processing and modern control theory, to mention just a few.As this book emphasizes the importance of numerical and theoretical studies of the stochastic differential equations and stochastic processes, it will be useful for a wide spectrum of researchers in applied probability, stochastic numerical and theoretical analysis and statistics, as well as for graduate students. To make it more complete and accessible for graduate students, practitioners and researchers, the editors Mounir Zili and Daria Filatova have included a survey dedicated to the basic concepts of numerical analysis of the stochastic differential equations, written by Henri Schurz.

This IMA Volume in Mathematics and its Applications STOCHASTIC MODELS IN GEOSYSTEMS is based on the proceedings of a workshop with the same title and was an integral part of the 1993-94 IMA program on'Emerging Applications of Probability.'We would like to thank Stanislav A. Molchanov and Wojbor A. Woyczynski for their hard work in organizing this meeting and in edit­ ing the proceedings. We also take this opportunity to thank the National Science Foundation, the Office of N aval Research, the Army Research Of­ fice, and the National Security Agency, whose financial support made this workshop possible. A vner Friedman Willard Miller, Jr. v PREFACE A workshop on Stochastic Models in Geosystems was held during the week of May 16, 1994 at the Institute for Mathematics and Its Applica­ tions at the University of Minnesota. It was part of the Special Year on Emerging Applications of Prob ability program put together by an organiz­ ing committee chaired by J. Michael Steele. The invited speakers represented a broad interdisciplinary spectrum including mathematics, statistics, physics, geophysics, astrophysics, atmo­ spheric physics, fluid mechanics, seismology, and oceanography. The com­ mon underlying theme was stochastic modeling of geophysical phenomena and papers appearing in this volume reflect a number of research directions that are currently pursued in these areas.

From August 21 through August 27, 1989 the Nato Advanced Research Workshop Probabilistic Methods in Quantum Field Theory and Quantum Gravity'was held at l'Institut d'Etudes Scientifiques, Cargese, France. This publication is the Proceedings of this workshop. The purpose of the workshop was to bring together a group of scientists who have been at the forefront of the development of probabilistic methods in Quantum Field Theory and Quantum Gravity. The original thought was to put emphasis on the introduction of stochastic processes in the understanding of Euclidean Quantum Field Theory, with also some discussion of recent progress in the field of stochastic numerical methods. During the final preparation of the meeting we broadened the scope to include all those Euclidean Quantum Field Theory descriptions that make direct reference to concepts from probability theory and statistical mechanics. Several of the main contributions centered around a more rigorous discussion of stochastic processes for the formulation of Euclidean Quantum Field Theory. These rather stringent mathematical approaches were contrasted with the more heuristic stochastic quantization scheme developed in 1981 by Parisi and Wu: Stochastic quan­ tization, its intrinsic BRST -structure and stochastic regularization appeared in many disguises and in connection with several different problems throughout the workshop.

This volume is based on lectures given at the NATO Advanced Study Institute on'Stochastic Games and Applications,'which took place at Stony Brook, NY, USA, July 1999. It gives the editors great pleasure to present it on the occasion of L.S. Shapley's eightieth birthday, and on the fiftieth'birthday'of his seminal paper'Stochastic Games,'with which this volume opens. We wish to thank NATO for the grant that made the Institute and this volume possible, and the Center for Game Theory in Economics of the State University of New York at Stony Brook for hosting this event. We also wish to thank the Hebrew University of Jerusalem, Israel, for providing continuing financial support, without which this project would never have been completed. In particular, we are grateful to our editorial assistant Mike Borns, whose work has been indispensable. We also would like to acknowledge the support of the Ecole Poly tech­ nique, Paris, and the Israel Science Foundation. March 2003 Abraham Neyman and Sylvain Sorin ix STOCHASTIC GAMES L.S. SHAPLEY University of California at Los Angeles Los Angeles, USA 1. Introduction In a stochastic game the play proceeds by steps from position to position, according to transition probabilities controlled jointly by the two players.

Due to its extraordinary predictive power and the great generality of its mathematical structure, quantum theory is able, at least in principle, to describe all the microscopic and macroscopic properties of the physical world, from the subatomic to the cosmological level. Nevertheless, ever since the Copen­ hagen and Gottingen schools in 1927 gave it the definitive formu­ lation, now commonly known as the orthodox interpretation, the theory has suffered from very serious logical and epistemologi­ cal problems. These shortcomings were immediately pointed out by some of the principal founders themselves of quantum theory, to wit, Planck, Einstein, Ehrenfest, Schrodinger, and de Broglie, and by the philosopher Karl Popper, who assumed a position of radical criticism with regard to the standard formulation of the theory. The aim of the participants in the workshop on Open Questions in Quantum Physics, which was held in Bari (Italy), in the Department of Physics of the University, during May 1983 and whose Proceedings are collected in the present volume, accord­ ingly was to discuss the formal, the physical and the epistemo­ logical difficulties of quantum theory in the light of recent crucial developments and to propose some possible resolutions of three basic conceptual dilemmas, which are posed respectively ~: (a) the physical developments of the Einstein-Podolsky-Rosen argument and Bell's theorem, i. e.