Journal of Statistical Theory and Practice

 

 

 

 

The mission of the Journal of Statistical Theory and Practice (JST&P) is to advance the frontiers of knowledge in statistical sciences through expeditious publication of original scholarly articles covering statistical theory and its multifaceted applications. The first issue of the JST&P has been published in March 2007.

 

 

 

 

Editor-In-Chief: Dr. Sat Gupta
University of North Carolina at Greensboro
http://www.journalstp.com/

 

 

 

Current Trends in Applied Probability

A Special Issue of the Journal of Statistical Theory and Practice

 

 

To advance its mission the JSTP will publish a special issue on applied probability, jointly edited by the guest editors

 

Joe Gani (gani@maths.anu.edu.au)
Mathematical Sciences Institute,
Australian National University,
Canberra, A.C.T.

Australia

Randall Swift (rjswift@csupomona.edu)
Department of Mathematics and Statistics,
California State Polytechnic University,
Pomona, USA

 

 

 

 

 

 

The articles included in this special Journal of Statistical Theory and Practice issue to appear in June, 2008, fall under the general categories of Biological Applications, Population Processes, Financial Models, and General Stochastic Processes. The volume includes a brief history of applied probability and a glimpse at some of its current trends, written by J. Gani & R. J. Swift.

 

 

Biological Applications

 

“The impact of dispersion in the number of secondary infections on the probability of an epidemic” by B. Barnes & N. Becker

 

 

“On the use of statistics in genomics and bioinformatics” by W.J. Ewens

 

 

“Efficiency of Protein Production from mRNA” by M.A. Suchard, K. Lange & J.S. Sinsheimer

 

 

Population Processes

 

“Alternative approaches for the transient analysis of Markov chains with catastrophes” by A. Economou & D. Fakinos

 

 

“Gambler's Ruin with Catastrophes and Windfalls” by B. Hunter, A.C. Krinik, C. Nguyen, J.M. Switkes, & H.F. von Bremen

 

 

Financial Models

 

“A Cautionary Note on Model Choice and the Kullback-Leibler Information” by C. C. Heyde & K. Au

 

 

“Empirical evidence on Student-t log-returns of diversified world stock indices” by E. Platen and R. Sidorowicz

 

 

“Probability metrics with applications in finance” by S. V. Stoyanov, S. T. Rachev, & F. J. Fabozzi

 

 

 

General Stochastic Processes

 

“Parallel computing, failure recovery and extreme values” by L.N. Andersen and S. Asmussen

 

 

“Multivariate normal approximation in geometric probability” by M.D. Penrose and A.R. Wade