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Fascination of Probability, Statistics and Their Applications : In Honour of Ole E. Barndorff-nielsen

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In this volume renown scientists present their fascinating current research results both regarding the theory of probability and statistics as well as their various applications including economics, finance, physics of wind-blown sand, queueing systems, risk assessment or turbulence.

The contributions are dedicated to Ole E. Barndorff-Nielsen, and are heavily related to his research. Since the early 1960ies Ole E. Barndorff-Nielsen has been a very active and influential researcher working on different but always very important research problems and continues to do so.

The topics covered include, but are not limited to, econometrics, exponential families, Lévy processes and infinitely divisible distributions, limit theory, mathematical finance, random matrices, risk assessment, statistical inference for stochastic processes, stochastic analysis and optimal control, time series, and turbulence. Together the twenty-three self-contained contributions form a very interesting volume for researchers and graduate students in probability, statistics and their applications.  

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