The Annals of Applied Probability



The Annals of Applied Probability

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

2009 © Institute of Mathematical Statistics