An Official Journal of the Institute of Mathematical Statistics.
Volume 19, Number 3
Publication Date: June 2009
Frontmatter
Table of Contents
Editorial Board
Articles
Optimal scalings for local Metropolis–Hastings chains on nonproduct targets in high dimensions
Alexandros Beskos, Gareth Roberts and Andrew Stuart; 863-898
A Khasminskii type averaging principle for stochastic reaction–diffusion equations
Sandra Cerrai; 899-948
Efficient importance sampling for binary contingency tables
Jose H. Blanchet; 949-982
Selling a stock at the ultimate maximum
Jacques du Toit and Goran Peskir; 983-1014
On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk
Isaac Meilijson; 1015-1025
An operator approach for Markov chain weak approximations with an application to infinite activity Lévy driven SDEs
Hideyuki Tanaka and Arturo Kohatsu-Higa; 1026-1062
Asymptotics of input-constrained binary symmetric channel capacity
Guangyue Han and Brian Marcus; 1063-1091
Effective resistance of random trees
Louigi Addario-Berry, Nicolas Broutin and Gábor Lugosi; 1092-1107
Asymptotic normality of plug-in level set estimates
David M. Mason and Wolfgang Polonik; 1108-1142
Gaussian perturbations of circle maps: A spectral approach
John Mayberry; 1143-1171
Uniform observability of hidden Markov models and filter stability for unstable signals
Ramon van Handel; 1172-1199
On the convergence to equilibrium of Kac’s random walk on matrices
Roberto Imbuzeiro Oliveira; 1200-1231
Genealogy of catalytic branching models
Andreas Greven, Lea Popovic and Anita Winter; 1232-1272
The Annals of Applied Probability