Publications of Stamatis Cambanis
Cambanis's research interests encompassed a broad spectrum of areas in probability theory, random processes, mathematical statistics, information theory, communication systems, and signal analysis. He published about 90 journal papers; they have been grouped below by subject. In addition, numerous articles of his appeared in proceedings of national and international symposia.
Books Edited
[1]. Probability Theory on Vector Spaces IV, with A. Weron, Lecture
Notes in Mathematics No. 1391, Springer, 1989.
[2]. Stable Processes and Related Topics, with G. Samorodnitsky and M.S. Taqqu, Birkhäuser, 1991.
[3]. Stochastic Processes, A Festschrift in Honour of Gopinath Kallianpur, with J.K. Ghosh, R.L. Karandikar and P.K. Sen, Springer, 1993.
Journal Articles
A. Representation of Second Order Random Processes and Linear Processing
[1]. On harmonizable stochastic processes, (with B. Liu), Information and
Control, vol. 17 (1970), pp. 183-202.
[2]. Bases in 
spaces with applications to stochastic processes with
orthogonal increments, Proc. Amer. Math. Soc., vol. 29 (1971). pp. 284-290.
[3]. On the representation of weakly continuous stochastic processes, (with E. Masry), Information Sciences, vol. 3 (1971), pp. 277-290. Erratum vol. 4 (1972), pp. 289-290.
[4]. Representation of stochastic processes of second order and linear operations, J. Math. Anal. Appl., vol. 42 (1973), pp. 603-620.
[5]. A general approach to linear mean square estimation problems, IEEE Trans. Information Theory, vol. IT-19 (1973), pp. 110-114.
[6]. The representation of stochastic processes without loss of information, (with E. Masry), SIAM J. Appl. Math., vol. 24 (1973), pp. 628-633.
[7]. Some remarks on a theorem of Kolmogorov, (with G.D. Allen), in Vector and Operator Valued Measures and Applications, D.H. Tucker and H.B. Maynard, eds., Academic Press, 1973, pp. 1-5.
[8]. On the measure induced on 
by a stochastic process, J.
Math. Anal. Appl., vol. 47 (1974), pp. 111-124.
[9]. The measurability of a stochastic process of second order and its linear space, Proc. Amer. Math. Soc., vol. 47 (1975), pp. 467-475.
[10]. Random filters which preserve the normality of non-stationary random inputs, in Nonstationary Stochastic Processes and their Applications, A.G. Miamee, ed., World Scientific, 1992, pp. 219-237.
[11]. Laws of large numbers for periodically and almost periodically correlated processes, (with C. Houdré, H.L. Hurd and J. Leskow), Stochastic Proc. Appl., vol. 53 (1994), pp. 37-54.
[12]. Forward and reversed time prediction of autoregressive sequences, with I. Fakhre-Zakeri, Center for Stochastic Processes Technical Report No. 434, June 1994, submitted for publication.
B. Gaussian Processes and Nonlinear Functionals
[1]. Gaussian processes and Gaussian measures, (with B.S. Rajput), Ann.
Math. Statist., vol. 43 (1972), pp. 1944-1952.
[2]. Some zero-one laws for Gaussian processes, (with B.S. Rajput), Ann. Probability, vol. 1 (1973), pp. 304-312.
[3]. On some continuity and differentiability properties of paths of Gaussian processes, J. Multivariate Analysis, vol. 3 (1973), pp. 420-434.
[4]. Some remarks on the equivalence of Gaussian processes, (with A.G. Gualtierotti), J. Math. Anal. Appl., vol. 49 (1975), pp. 226-236.
[5]. On the path absolute continuity of second order processes, Ann. Probability, vol. 3 (1975), pp. 1050-1054.
[6]. On the reconstruction of the covariance of stationary Gaussian processes observed through zero-memory nonlinearities, (with E. Masry), IEEE Trans. Information Theory, vol. IT-24 (1978), pp. 485-494.
[7]. Stochastic and multiple Wiener integrals, (with S.T. Huang), Ann. Probability, vol. 6 (1978), pp. 585-614.
[8]. Gaussian processes: Nonlinear analysis and stochastic calculus, (with S.T. Huang), in Measure Theory Applications to Stochastic Analysis, G. Kallianpur and D. Kolzow, eds., Lecture Notes in Mathematics, No. 695, Springer, 1978, 165-177.
[9]. Spherically invariant processes: Their nonlinear structure, discrimination, and estimation, (with S.T. Huang), J. Multivariate Anal., vol. 9 (1979), pp. 59-83.
[10]. On the representation of nonlinear systems with Gaussian inputs, (with S.T. Huang), Stochastics, vol. 2 (1979), pp. 173-189.
[11]. Signal identification after noisy nonlinear transformations, (with E. Masry), IEEE Trans. Information Theory, vol. IT-26, pp. 50-58.
[12]. On the reconstruction of the covariance of stationary Gaussian processes observed through zero-memory nonlinearities - Part II, (with E. Masry), IEEE Trans. Information Theory, vol. IT-26 (1980), pp. 503-507.
C. Stable Processes and Their Properties
[1]. Some path properties of p-th order and symmetric stable processes, (with G.
Miller), Ann. Probability, vol. 8 (1980), pp. 1148-1156.
[2]. Linear problems in p-th order and stable processes, (with G. Miller), SIAM J. Appl. Math., vol. 41 (1981), pp. 43-69.
[3]. On 
-symmetric multivariate distributions, (with R. Keener and
G. Simons), J. Multivariate Anal., vol. 13 (1983), pp. 213-233.
[4]. Complex symmetric stable variables and processes, in Contributions to Statistics: Essays in Honour of Norman L. Johnson, P.K. Sen, ed., North Holland, New York, 1983, 63-79.
[5]. Spectral density estimation for stationary stable processes, (with E. Masry), Stochastic Proc. Appl., vol. 18 (1984), pp. 1-31.
[6]. Prediction of stable processes: Spectral and moving average representations, (with A.R. Soltani), Z. Wahr. verw. Geb., vol. 66 (1984), pp. 593-612.
[7]. Similarities and contrasts between Gaussian and other stable signals, Fifth Aachen Colloquium on Mathematical Methods in Signal Processing, Sept. 1984, 113-120.
[8]. Convergence of quadratic form in p-stable random variables and
-radonifying operators, (with J. Rosinski and W. Woyczynski),
Ann. Probability, vol. 13 (1985), pp. 885-897.
[9]. Ergodic properties of stationary stable processes, (with C.D. Hardin and A. Weron), Stochastic Proc. Appl., vol. 24 (1987), pp. 1-18.
[10]. Random filters which preserve the stability of random inputs, Adv. Appl. Probab., vol. 20 (1988), pp. 275-294.
[11]. Innovations and Wold decompositions of stable sequences, (with C.D. Hardin and A. Weron), Probab. Th. Rel. Fields, vol. 79 (1988), pp. 1-27.
[12]. Two classes of self-similar stable processes with stationary increments, (with M. Maejima), Stochastic Proc. Appl., vol. 32 (1989), pp. 305-329.
[13]. Admissible and singular translates of stable processes, (with M. Marques), in Probability Theory on Vector Spaces IV, S. Cambanis and A. Weron, eds., Lecture Notes in Mathematics, No. 1391, Springer, 1989, 239-257.
[14]. On prediction of harmonizable stable processes, (with A.G. Miamee), Sankhya Ser. A, vol. 51 (1989), pp. 269-294.
[15]. On stable Markov processes, (with R.J. Adler and G. Samorodnitsky), Stochastic Proc. Appl., vol. 34 (1990), pp. 1-17.
[16]. On the oscillation of infinitely divisible processes, (with J. P. Nolan and J. Rosinski), Stochastic Proc. Appl., vol. 35 (1990), pp. 87-97.
[17]. Conditional variance of symmetric stable variables, (with W. Wu), in Stable Processes and Related Topics, Birkhäuser, 1991, 85-99.
[18]. Dichotomies for certain product measures and stable processes, (with M. Marques), Probab. Math. Stat., vol. 12 (1991), pp. 271-289.
[19]. Multiple regression on stable vectors, (with W. Wu), J. Multivariate Anal., vol. 41 (1992), pp. 243-272.
[20]. Characterizations of linear and harmonizable fractional stable motions, (with M. Maejima and G. Samorodnitsky), Stochastic Proc. Appl., vol. 42 (1992), pp. 91-110.
[21]. Stable processes: Moving averages versus Fourier transforms, (with C. Houdré), Probab. Th. Rel. Fields, vol. 95 (1993), pp. 75-85.
[22]. Stable mixed moving averages, (with D. Surgailis, J. Rosinski and V. Mandrekar), Probab. Th. Rel. Fields, vol. 97 (1993), pp. 543-558.
[23]. Admissible translates of stable processes: A survey and some new results, Center for Stochastic Processes Technical Report No. 235, 1988. Proc. Conference on the 150 years of the Univ. of Athens, Greece, and the award of Honorary Doctorates in Mathematics, to appear.
[24]. Conditional variance for stable random vectors, (with S. Fotopoulos), Probab. Math. Statist., in press.
[25]. Chaotic behavior of infinitely divisible processes, (with K. Podgorski and A. Weron), Studia Mathematica, in press.
[26]. On prediction of heavy-tailed autoregressive sequences: Regression versus best linear prediction, (with I. Fakhre-Zakeri), Theor. Probab. Appl., in press.
[27]. Bootstrapping the sample mean for data from general distributions, (with W. Wu and E. Carlstein), Center for Stochastic Processes Technical Report No. 296, May 90, revised Nov. 93, submitted for publication.
D. Multivariate Distributions and Inequalities
[1]. On the expansion of a bivariate distribution and its relationship to the
output of a nonlinearity, (with B. Liu), IEEE Trans. Information
Theory, vol. IT-17 (1971), pp. 17-25. Reprinted in Nonlinear Systems,
A.H. Haddad, ed., Benchmark Papers in Electrical Engineering and
Computer Sciences,
v. 10, Dowden, Hutchinson and Ross, Stroudsburg, Pa., 1975, 46-54.
[2]. Inequalities for Ek(X,Y) when the marginals are fixed, (with G. Simons and W. Stout), Z. Wahr. verw. Geb., vol. 36 (1976), pp. 285-294.
[3]. Some properties and generalizations of multivariate Eyraud-Gumbel-Morgenstern distributions, J. Multivariate Anal., vol. 7 (1977), pp. 551-559.
[4]. On the theory of elliptically contoured distributions, (with S. Huang and G. Simons), J. Multivariate Anal., vol. 11 (1981), pp. 368-385.
[5]. Probability and expectation inequalities, (with G. Simons), Z. Wahr. verw. Geb., vol. 59 (1982), pp. 1-25.
[6]. On Eyraud-Gumbel-Morgenstern random processes, in Advances in Probability Distributions with Given Marginals, G. Dall'Aglio et al., eds., Kluwer Academic, 1991, pp. 207-222.
E. Sampling Designs and Monte Carlo Integration
[1]. Random designs for estimating integrals of stochastic processes, (with C.
Schoenfelder), Ann. Statist., vol. 10 (1982), pp. 526-538.
[2]. Sampling designs for the detection of signals in noise, (with E. Masry), IEEE Trans. Information Theory, vol. IT-29 (1983), pp. 83-104.
[3]. Sampling designs for time series, in Handbook of Statistics, Volume 5: Time Series in Time Domain, E.J. Hannan, P.R. Krishnaiah and M.M. Rao, eds., Elsevier, 1985, 337-362.
[4]. Estimating random integrals from noisy observations: Sampling designs and their performance, (with J.A. Bucklew), IEEE Trans. Information Theory, vol. IT-34 (1988), pp. 111-127.
[5]. Performance of discrete-time predictors of continuous-time processes, (with E. Masry), IEEE Trans. Information Theory, vol. IT-34 (1988), pp. 655-668.
[6]. Trapezoidal Monte Carlo integration, (with E. Masry), SIAM J. Numer. Anal., vol. 27 (1990), pp. 225-246.
[7]. Trapezoidal stratified Monte Carlo integration, (with E. Masry), SIAM J. Numer. Anal., vol. 29 (1992), pp. 284-301.
[8]. Sampling designs for estimating integrals of stochastic processes, (with K. Benhenni), Ann. Statist., vol. 20 (1992), pp. 161-194.
[9]. Sampling designs for estimating integrals of stochastic processes using quadratic mean derivatives, (with K. Benhenni), in Approximation Theory, G. Anastassiou, ed., Dekker, 1992, 93-123.
[10]. Sampling designs for estimation of a random process, (with Y.C. Su), Stochastic Proc. Appl., vol. 37 (1993), pp. 47-89.
[11]. Sampling designs for regression coefficient estimation with correlated errors, (with Y.C. Su), Ann. Inst. Statist. Math., vol. 46 (1994) pp. 702-722.
[12]. Exact convergence rates of the Euler-Maruyama scheme, with applications to sampling design, (with Y. Hu), Center for Stochastic Processes Technical Report No. 429, May 94, submitted for publication.
F. Bandlimited Signals and Sampling Approximations
[1]. Zakai's class of bandlimited functions and processes: Its characterization
and properties, (with E. Masry), SIAM J. Appl. Math.,
vol. 30 (1976), pp. 10-21.
[2]. Bandlimited processes and certain nonlinear transformations, (with E. Masry), J. Math. Anal. Appl., vol. 53 (1976), pp. 558-568.
[3]. Sampling approximations for non-band-limited harmonizable random signals, (with M.K. Habib), Information Sciences, vol. 23 (1981), pp. 143-152.
[4]. Dyadic sampling approximations for non-sequency-limited signals, (with M.K. Habib), Information and Control, vol. 49 (1981), pp. 199-211.
[5]. Finite sampling approximations for non-band-limited signals, (with M.K. Habib), IEEE Trans. Information Theory, vol. 28 (1982), pp. 67-73.
[6]. Truncation error bounds for the cardinal sampling expansion of bandlimited signals, (with E. Masry), IEEE Trans. Information Theory, vol. IT-28 (1982), pp. 605-612.
G. Rate Distortion Functions
[1]. On the rate distortion function of a memoryless Gaussian vector
source whose components have fixed variances, (with H.M. Leung),
Information and Control, vol. 34 (1977), pp. 198-209.
[2]. On the rate distortion functions of spherically invariant vectors and sequences, (with H.M. Leung), IEEE Trans. Information Theory, vol. IT-24 (1978), pp. 367-373.
[3]. On the rate distortion functions of memoryless sources under a magnitude-error criterion, (with H.M. Leung), Information and Control, vol. 44 (1980), pp. 116-133.
H. Quantization and Delta Modulation
[1]. Delta modulation of the Wiener process, (with E. Masry), IEEE Trans.
Communications, vol. COM-23 (19750, pp. 1297-1300.
[2]. A simple class of asymptotically optimal quantizers, (with N.L. Gerr), IEEE Trans. Information Theory, vol. IT-29 (1983), pp. 664-676.
[3]. Analysis of a delayed delta modulator, (with N.L. Gerr), IEEE Trans. Information Theory, vol. IT-32 (1986), pp. 496-512.
[4]. Analysis of adaptive differential PCM of a stationary Gauss-Markov input, (with N.L. Gerr), IEEE Trans. Information Theory, vol. IT-33 (1987), pp. 350-359.
[5]. On the statistics of the error in predictive coding for stationary Ornstein-Uhlenbeck processes, (with T. Koski), IEEE Trans. Information Theory, vol. 38 (1992), pp. 1029-1040.
I. Wavelet Transforms and Approximations
[1]. Wavelet approximation of deterministic and random signals: Convergence
properties and rates, (with E. Masry),
IEEE Trans. Information Theory, vol. 40 (1994), pp. 1013-1029.
[2]. On the continuous wavelet transform of second order random processes, (with C. Houdré), IEEE Trans. Information Theory, vol. 41 (May 1995), pp. 628-642.
J. Other Publications
[1]. The relationship between the detection of sure and stochastic signals in
noise, SIAM J. Appl. Math., vol. 31 (1976), pp. 558-568.
[2]. Commentary on I. J. Schoenberg's Work on Metric Geometry, (with D. Richards), in I. J. Schoenberg: Selected Papers, Vol. 1, C. de Boor, ed., Birkhäuser, 1988, pp. 189-191.
[3]. Consistent estimation of continuous-time signals from samples of noisy nonlinear transformations, (with E. Masry), IEEE Trans. Information Theory, vol. IT-27 (1981), pp. 84-96.