Preliminaries.- Bell polynomials, composite structures and Gibbs partitions.- Exchangeable random partitions.- Sequential constructions of random partitions.- Poisson constructions of random partitions.- Coagulation and fragmentation processes.- Random walks and random forests.- The Brownian forest.- Brownian local times, branching and Bessel processes.- Brownian bridge asymptotics for random mappings.- Random forests and the additive coalescent.

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Combinatorial Stochastic Processes

Topology Control (TC) is one of the most important techniques used in wireless ad hoc and sensor networks to reduce energy consumption (which is essential to extend the network operational time) and radio interference (with a positive effect on the network traffic carrying capacity). The goal of this technique is to control the topology of the graph representing the communication links between network nodes with the purpose of maintaining some global graph property (e.g., connectivity), while reducing energy consumption and/or interference that are strictly related to the nodes' transmitting range. In this article, we state several problems related to topology control in wireless ad hoc and sensor networks, and we survey state-of-the-art solutions which have been proposed to tackle them. We also outline several directions for further research which we hope will motivate researchers to undertake additional studies in this field.

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Topology Control in Wireless Ad Hoc and Sensor Networks

tions. Bootstrap has found many applications in engineering field, including artificial neural networks, biomedical engineering, environmental engineering, image processing, and radar and sonar signal processing. Basic concepts of the bootstrap are summarized in each section as a step-by-step algorithm for ease of implementation. Most of the applications are taken from the signal processing literature. The principles of the bootstrap are introduced in Chapter 2. Both the nonparametric and parametric bootstrap procedures are explained. Babu and Singh (1984) have demonstrated that in general, these two procedures behave similarly for pivotal (Studentized) statistics. The fact that the bootstrap is not the solution for all of the problems has been known to statistics community for a long time; however, this fact is rarely touched on in the manuscripts meant for practitioners. It was first observed by Babu (1984) that the bootstrap does not work in the infinite variance case. Bootstrap Techniques for Signal Processing explains the limitations of bootstrap method with an example. I especially liked the presentation style. The basic results are stated without proofs; however, the application of each result is presented as a simple step-by-step process, easy for nonstatisticians to follow. The bootstrap procedures, such as moving block bootstrap for dependent data, along with applications to autoregressive models and for estimation of power spectral density, are also presented in Chapter 2. Signal detection in the presence of noise is generally formulated as a testing of hypothesis problem. Chapter 3 introduces principles of bootstrap hypothesis testing. The topics are introduced with interesting real life examples. Flow charts, typical in engineering literature, are used to aid explanations of the bootstrap hypothesis testing procedures. The bootstrap leads to second-order correction due to pivoting; this improvement in the results due to pivoting is also explained. In the second part of Chapter 3, signal processing is treated as a regression problem. The performance of the bootstrap for matched filters as well as constant false-alarm rate matched filters is also illustrated. Chapters 2 and 3 focus on estimation problems. Chapter 4 introduces bootstrap methods used in model selection. Due to the inherent structure of the subject matter, this chapter may be difficult for nonstatisticians to follow. Chapter 5 is the most impressive chapter in the book, especially from the standpoint of statisticians. It provides real data bootstrap applications to illustrate the theory covered in the earlier chapters. These include applications to optimal sensor placement for knock detection and land-mine detection. The authors also provide a MATLAB toolbox comprising frequently used routines. Overall, this is a very useful handbook for engineers, especially those working in signal processing.

Probability and Random Processes

Multinomial goodness-of-fit tests

How many kinds are there? Suppose that a population is partitioned into C classes. In many situations interest focuses not on estimation of the relative sizes of the classes, but on estimation of C itself. For example, biologists and ecologists may be interested in estimating the number of species in a population of plants or animals, numismatists may be concemed with estimating the number of dies used to produce an ancient coin issue, and linguists may be interested in estimating the size of an author's vocabulary. In this article we review the problem of statistical estimation of C. Many approaches have been proposed, some purely data-analytic and others based in sampling theory. In the latter case numerous variations have been considered. The population may be finite or infinite. If finite, samples may be taken with replacement (multinomial sampling) or without replacement (hypergeometric sampling), or by Bernoulli sampling; if infinite, sampling may be multinomial or Bernoulli, or the sample may be th...

Estimating the Number of Species: A Review

Summary An urn contains r different balls. Balls are drawn with replacement until any k balls have been obtained at least m times each. How many draws are necessary? How many balls have been drawn exactly v times? Special cases of such problems are often named as birthday, collectors', dixie cup or occupancy problems. This paper presents a unified approach to such problems by imbedding in Poisson processes. In this way we see that many classical urn problems are closely related to properties of order statistics and extreme values from the gamma distribution. Both exact and asymptotic results are derived. Finally, a brief discussion is given on other drawing schemes.

On Birthday, Collectors', Occupancy and Other Classical Urn Problems

This book comprises a collection of 125 problems and snapshots from discrete probability. The problems are selected on the basis of their historical interest whereas the snapshots provide quick overviews of topics in probability such as Markov chains, Poisson processes, random walks, patterns in random sequences, cover times, and embedding procedures. This book will appeal to all those who enjoy problems with probabilistic flavour. The authors presuppose a basic exposure to discrete mathematics and elementary probability. Students will find this a stimulating companion to their courses in probability. More advanced researchers will appreciate the original style of the problems, some of which may even inspire new areas for research.

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Problems and Snapshots from the World of Probability

SUMMARY Assume that a random sample of size n has been taken from a multinomial distribution with N cells. Let 4k be the number of observations in the kth cell and set

Asymptotic normality and efficiency for certain goodness-of-fit tests

On the lengths of the pieces of a stick broken at random

Consider the random uniform placement of a finite number of arcs on the circle, where the arc lengths are sampled from a distribution on (0, 1). We provide exact formulae for the probability that the circle is completely covered and for the distribution of the number of uncovered gaps, extending Stevens's (1939) formulae for the case of fixed equal arc lengths. A special class of arc length distributions is considered, and exact probabilities of coverage are tabulated for the uniform distribution on (0, 1). Some asymptotic results for the number of gaps are also given.

Lars Holst

Papers

On Birthday, Collectors', Occupancy and Other Classical Urn Problems

Problems and Snapshots from the World of Probability

Asymptotic normality and efficiency for certain goodness-of-fit tests

On the lengths of the pieces of a stick broken at random

Covering the Circle with Random Arcs of Random Sizes.