Handbook of Statistics Vol 21 - Stochastic Processes - Modeling and Simulation (Elsevier, 2003)
 

Preface
This is a sequel to Volume 19 of Handbook of Statistics on Stochastic Processes: Theory
and Methods. The present volume is concerned mainly with the theme of reviewing the
different lines of research and developments in stochasic processes of applied flavour.
This latter volume consists of 23 chapters which are devoted respectively to the
following topics: Control Theoretic Approaches to Manufacturing Systems (Boukas
and Liu), Models of Random Graphs and Applications (Cannings and Penman), Locally
Self-similar Processes with Wavelet Analysis (Cavanaugh et al.), Models for DNA
Replication (Cowan), Empirical Processes with Applications to Testing Certain Models
(Ferreira), Patterns of Sequences of Random Events (Gani), Models in Telecommunications
and Relevant Problems (Gautam), Epidemic Modeling and Simulation (Greenhalgh),
Inference and Simulation of Random Fields (Greenwood and Wefelmeyer), Aspects
of Self-similarity involving Fractals (Hambly), Numerical Methods for Queues
(Heyman), Markov Chain Applications to studies of Runs and Patterns (Koutras), Applications
of Markov Random Fields to Image Analysis (Li), Semi-Markov Processes in
Reliability (Limnios and Opri~an), Departures and Related Characteristics for Queues
(Manoharan et al.), Discrete Variate Time Series (McKenzie), Extreme Value Theory
with aspects of modeling and simulation (Nadarajah), Branching Processes with Biological
Applications (Pakes), Markov Chain Approaches to Damage Models (Rao, C. R. et
al.), Point Processes in Astronomy (Scargle and Babu), Non-linear Non-Gaussian Statespace
Modeling with Monte Carlo Techniques (Tanizaki), Bilinear Random Processes
(Subba Rao and Terdic), Markov Modeling in Studies of Ion Channels (Yeo et al.).
An attempt is made to cover in this volume, as in the case of its predecessor, as many
topics as possible. As implied earlier, this volume concentrates mostly on dealing with
items of applied nature. However, in doing so, it also includes one or two articles of
theoretical nature, assuming that there are indications of these providing openings for
future research to specialists working in applied areas.
We are grateful to all the contributors and the referees for their substantial help in
completing this project successfully. Also, we would like to thank Drs. G. Wanrooy,
N. van Dijk and E. Bomers, as well as Ms. A. Deelen, of Elsevier for their patience
and encouragement. They have made every effort to make our job of editing this volume
easier. Finally, we would like to take the opportunity of thanking the Department
of Statistics at the Pennsylvania State University, USA, and the Department of Probability
and Statistics at the University of Sheffield, UK, for providing us with facilities
to edit this volume. This project is supported by the US Army Research Grant DAA H
04-96-1-0082.
                                     D. N. Shanbhag
                                     C. R. Rao