Stochastic Models, Statistics and Their Applications

Abstract

This volume presents papers collected on the occasion of the 12th Workshop on Stochastic Models, Statistics and Their Applications, jointly organized by the Insti-tute of Mathematics and Computer Science of Wrocław University of Technology, the Institute of Computer Engineering, Control and Robotics, Wrocław University of Technology, and by the Institute of Statistics of RWTH Aachen University. This German series of workshops has been frequently held together with research groups from Poland, i.e. as German–Polish events. It has become more and more interna-tional and takes place at Wrocław for the second time. We would like to thank the following colleagues who accepted our invitation to organize an invited session: Marco Burkschat (Aachen), Maik Döring (Ho-henheim), Dietmar Ferger (Dresden), El ̇ zbieta Ferenstein (Warsaw), Josef Högel (Ulm), Hajo Holzmann (Marburg), Piotr Jaworski (Warsaw), Uwe Jensen (Hohen-heim), Sven Knoth (Hamburg), Wolfgang Kössler (Berlin), Jacek Koronacki (War-saw), Adam Krzy ̇ zak (Montreal), Eckhard Liebscher (Merseburg), Ryszard Magiera (Wrocław), Mirek Pawlak (Winnipeg), Rainer Schwabe (Magdeburg), Wolfgang Schmid (Frankfurt Oder) Krzysztof Szajowski (Wrocław), Darus Uci ́ nski (Zielona Góra), Christian Weiss (Hamburg), Aleksander Weron (Wrocław) and Rafał Weron (Wrocław). In order to prepare a volume representing the state of the art as well as most recent trends in active research areas related to the workshop topics, we asked the session organizers to invite their speakers and submit full papers. All submitted papers undergone an intensive and critical peer-review process by members of the program committee, session organizers and other recognized international experts, but the authors are entirely responsible for the content and final form of the papers. The editors would like to thank the colleagues who joined us as members of the pro-ceedings’ program committee and helped us in handling and reviewing the papers: Marco Burkschat (Aachen), Uwe Jensen (Hohenheim), Waltraud Kahle (Magde-burg) and Sven Knoth (Hamburg). We are also indebted to the excellent and prompt work of other referees. They did an excellent job and without their help it would not have been possible to finish the volume timely.\rPart I presents the papers related to the invited plenary presentations held by Laszlo Györfi (Budapest University of Technology and Economics and Hungarian Academy of Sciences), Teresa Ledwina (Polish Academy of Sciences) and Marie Hˇ usková (Charles University of Prague). Part II collects articles about theory and related topics. Papers addressing stochastic modeling, primarily in engineering and related areas, methodological aspects and simulations are presented in Part III. Pa-pers devoted to new algorithms, their improvement and study, or applications are provided in Part IV. The authors who have contributed to this volume come from Austria, Brazil, Canada, Croatia, Czech Republic, Finland, France, Germany, Greece, Hungary, Italy, Japan, Netherlands, Norway, Poland, Russia, Slovak Republic, Spain and USA. It is our intention and hope that the preparation of the articles for this volume as well as the talks and discussions at the workshop deepen existing cooperations and partnerships and stimulate new collaborations. We acknowledge the support of M.Sc. Annabel Prause who has helped us in organizing the sessions and communicating with the session organizers. Dr. Mo-hammed Abujarad and M.Sc. Evgenii Sovetkin handled the page proofs. Stefanie Truong carefully prepared the list of contributors and Hassan Satvat helped to set up and maintain the workshop’s website. Last but not least, we would like to thank Springer for publishing this volume. Especially, we thank Ms. Alice Blanck for her valuable cooperation and support and Mr. Frank Holzwarth for his technical assistance.