Probability, Statistics and Optimization,
A Tribute to Peter Whittle


Wiley, Chichester, 1994.
(Editor F. P. Kelly).


TABLE OF CONTENTS

Preface
Publications of Peter Whittle
Almost Home, Peter Whittle

PART I PROBABILITY

1. Probability vicit expectation, D. Stirzaker
2. Pillars of quantum linearity, R.W. Tegeder
3. The random-cluster model, G. Grimmett
4. Random generation of polymer configurations, D. Welsh
5. Fractal dynamics of Eden clusters, J.M. Hammersley
6. Prefixes and the entropy rate for long-range sources, I. Kontayiannis and Yu. Suhov

PART II APPLIED PROBABILITY

7. Theshold phenomena in epidemic theory, A.D. Barbour
8. A deterministic general epidemic model in a stratified population, D.J. Daley and J. Gani
9. On the interaction of unreliable routes, I. Mitrani and P.E. Wright
10. A queue with periodic arrivals and constant service rate, B. Hajek
11. Large deviation and fluid approximations in control of stochastic systems, R. Weber
12. Stability and instability of continuous time Markov processes, O. Stramer and R.L. Tweedie
13. Estimating a convolution tail probability by simulation, S.M. Ross
14. Products of 3x3 random matrices, D. Mannion

PART III TIME SERIES ANALYSIS

15. The Whittle likelihood and frequency estimation, E.J. Hannan
16. Parameter estimation for some finite parameter stationary sequences, M. Rosenblatt
17. Comments on prediction by nonlinear least-square methods, H. Tong
18. Nonlinear dynamical systems from data, A. Mees

PART IV NEURAL NETS AND COMPUTATIONAL STATISTICS

19. Network methods in statistics, B.D. Ripley
20. Boltzmann machines, D.M. Titterington and N.H. Anderson
21. Monte-Carlo likelihood in genetic analysis, E.A. Thompson

PART V STATISTICS

22. Some pre-war statistical correspondence, M.S. Bartlett
23. How to look at objects in a 5-dimensional shape space II: Looking at diffusions, D.G. Kendall
24. The link between kriging and thin plate splines, J.T. Kent and K.V. Mardia
25.Applications of quadratic programming in statistics, B.M. Brown and C.R. Goodall
26. Bounds on inconsistent inferences for sequences of trials with varying probabilities, H. Chernoff and Y. Wu

PART VI OPTIMIZATION OF NETWORK FLOW

27. Optimization of flows in networks over time, E.J. Anderson and A.B. Philpott
28. Some control issues in telecommunication networks, P. Key
29. Optimal routing in loss networks, F.P. Kelly

PART VII OPTIMIZATION OVER TIME

30. Indices on thin ice, J.C. Gittins
31. Forward induction heuristics for a class of Bayesian sequential decision problems, K.D. Glazebrook, M.P. Bailey and L.R. Whitaker
32. Poisson search models: monotone stopping rules, J. Bather
33. Optimal stopping and a prophet inequality, M.H.A. Davis and I. Karatzas
34. Successive approximations for Markovian decision processes with unbounded rewards: a review, S. Stidham
35. Average reward optimality equation in Markov decision processes with a general state space, H.C. Tijms
36. A new formula for the deviation matrix, A. Hordijk and F.M. Spieksma


ISBN 0471948292