Henryk Gzyl – författare

Applied probability is a broad research area that is of interest to scientists in diverse disciplines in science and technology, including: anthropology, biology, communication theory, economics, epidemiology, finance, geography, linguistics, medicine, meteorology, operations research, psychology, quality control, sociology, and statistics. Recent Advances in Applied Probability is a collection of survey articles that bring together the work of leading researchers in applied probability to present current research advances in this important area. This volume will be of interest to graduate students and researchers whose research is closely connected to probability modelling and their applications. It is suitable for one semester graduate level research seminar in applied probability.

In this book, several connections between probability theory and wave propagation are explored. The connection comes via the probabilistic (or path integral) representation of both the (fixed frequency) Green functions and of the propagators -operators mapping initial into present time data. The formalism includes both waves in continuous space and in discrete structures. One of the main applications of the formalism developed is to inverse problems in wave propagation. Using the probabilistic formalism, the parameters of the medium and the surfaces determining the region of propagation appear explicitly in the path integral representation of the Green functions and propagators. This fact is what provides a useful starting point for inverse problem formulation. The book is suitable for advanced graduate students in the mathematical, physical or in the engineering sciences. The presentation is quite self-contained, and not extremely rigorous.

Applied probability is a broad research area that is of interest to scientists in diverse disciplines in science and technology, including: anthropology, biology, communication theory, economics, epidemiology, finance, geography, linguistics, medicine, meteorology, operations research, psychology, quality control, sociology, and statistics.

This volume deals with two complementary topics. On one hand the book deals with the problem of determining the the probability distribution of a positive compound random variable, a problem which appears in the banking and insurance industries, in many areas of operational research and in reliability problems in the engineering sciences. On the other hand, the methodology proposed to solve such problems, which is based on an application of the maximum entropy method to invert the Laplace transform of the distributions, can be applied to many other problems. The book contains applications to a large variety of problems, including the problem of dependence of the sample data used to estimate empirically the Laplace transform of the random variable. Contents Introduction Frequency models Individual severity models Some detailed examples Some traditional approaches to the aggregation problem Laplace transforms and fractional moment problems The standard maximum entropy method Extensions of the method of maximum entropy Superresolution in maxentropic Laplace transform inversion Sample data dependence Disentangling frequencies and decompounding losses Computations using the maxentropic density Review of statistical procedures

This volume deals with two complementary topics. On one hand the book deals with the problem of determining the the probability distribution of a positive compound random variable, a problem which appears in the banking and insurance industries, in many areas of operational research and in reliability problems in the engineering sciences. On the other hand, the methodology proposed to solve such problems, which is based on an application of the maximum entropy method to invert the Laplace transform of the distributions, can be applied to many other problems. The book contains applications to a large variety of problems, including the problem of dependence of the sample data used to estimate empirically the Laplace transform of the random variable. ContentsIntroductionFrequency modelsIndividual severity modelsSome detailed examplesSome traditional approaches to the aggregation problemLaplace transforms and fractional moment problemsThe standard maximum entropy methodExtensions of the method of maximum entropySuperresolution in maxentropic Laplace transform inversionSample data dependenceDisentangling frequencies and decompounding lossesComputations using the maxentropic densityReview of statistical procedures

In this book several connections between probability theory and wave propagation are explored. The connection comes via the probabilistic (or path integral) representation of both the (fixed frequency) Green functions and of the propagators -operators mapping initial into present time data. The formalism includes both waves in continuous space and in discrete structures. One of the main applications of the formalism developed is to inverse problems in wave propagation. Using the probabilistic formalism, the parameters of the medium and the surfaces determining the region of propagation appear explicitly in the path integral representation of the Green functions and propagators. This fact is what provides a useful starting point for inverse problem formulation.Audience: The book is suitable for advanced graduate students in the mathematical, physical or in the engineering sciences. The presentation is quite self-contained, and not extremely rigorous.

This monograph is an outgrowth of a set of lecture notes on the maximum entropy method delivered at the 1st Venezuelan School of Mathematics. This yearly event aims at acquainting graduate students and university teachers with the trends, techniques and open problems of current interest. In this book the author reviews several versions of the maximum entropy method and makes its underlying philosophy clear.