An Official Journal of the Institute of Mathematical Statistics.
Volume 14, Number 2
Publication Date: May 2004
Table of Contents
Editorial Staff
Invariant states and rates of convergence for a critical fluid model of a processor sharing queue
Amber L. Puha and Ruth J. Williams; 517-554
Diffusion approximation for a processor sharing queue in heavy traffic
H. Christian Gromoll; 555-611
Moments and tails in monotone-separable stochastic networks
François Baccelli and Serguei Foss; 612-650
A representation of Gibbs measure for the random energy model
Marie F. Kratz and Pierre Picco; 651-677
Dual formulation of the utility maximization problem: The case of nonsmooth utility
B. Bouchard, N. Touzi and A. Zeghal; 678-717
Spanning tree size in random binary search trees
Alois Panholzer and Helmut Prodinger; 718-733
Coalescence in a random background
N. H. Barton, A. M. Etheridge and A. K. Sturm; 754-785
A homing problem for diffusion processes with control-dependent variance
Mario Lefebvre; 786-795
Convergence rate of linear two-time-scale stochastic approximation
Vijay R. Konda and John N. Tsitsiklis; 796-819
On overload in a storage model, with a self-similar and infinitely divisible input
J. M. P. Albin and Gennady Samorodnitsky; 820-844
Optimal investment with random endowments in incomplete markets
Julien Hugonnier and Dmitry Kramkov; 845-864
The asymptotic distributions of the largest entries of sample correlation matrices
Tiefeng Jiang; 865-880
On the minimal travel time needed to collect n items on a circle
Nelly Litvak and Willem R. van Zwet; 881-902
Exact asymptotics for fluid queues fed by multiple heavy-tailed on–off flows
Bert Zwart, Sem Borst and Michel Mandjes; 903-957
Optimal Hoeffding bounds for discrete reversible Markov chains
Carlos A. León and François Perron; 958-970
The tail of the stationary distribution of a random coefficient AR(q) model
Claudia Klüppelberg and Serguei Pergamenchtchikov; 971-1005
Large deviations problems for star networks: The min policy
Franck Delcoigne and Arnaud de La Fortelle; 1006-1028
Hitting probabilities in a Markov additive process with linear movements and upward jumps: Applications to risk and queueing processes
Masakiyo Miyazawa; 1029-1054
The Annals of Applied Probability
