An Official Journal of the Institute of Mathematical Statistics.
Volume 14, Number 3
Publication Date: August 2004
Frontmatter
Table Of Contents
Editorial Staff
Articles
Fluid model for a network operating under a fair bandwidth-sharing policy
F. P. Kelly and R. J. Williams; 1055-1083
Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic
Rami Atar, Avi Mandelbaum and Martin I. Reiman; 1084-1134
Local limit theory and large deviations for supercritical Branching processes
Peter E. Ney and Anand N. Vidyashankar; 1135-1166
Modeling credit risk with partial information
Umut Çetin, Robert Jarrow, Philip Protter and Yıldıray Yıldırım; 1167-1178
On maximum likelihood estimation of the extreme value index
Holger Drees, Ana Ferreira and Laurens de Haan; 1179-1201
Uniform Markov renewal theory and ruin probabilities in Markov random walks
Cheng-Der Fuh; 1202-1241
Random oriented trees: A model of drainage networks
Sreela Gangopadhyay, Rahul Roy and Anish Sarkar; 1242-1266
A characterization of hedging portfolios for interest rate contingent claims
Rene Carmona and Michael Tehranchi; 1267-1294
A mixture representation of π with applications in Markov chain Monte Carlo and perfect sampling
James P. Hobert and Christian P. Robert; 1295-1305
Earliest-deadline-first service in heavy-traffic acyclic networks
Łukasz Kruk, John Lehoczky, Steven Shreve and Shu-Ngai Yeung; 1306-1352
Practical drift conditions for subgeometric rates of convergence
Randal Douc, Gersende Fort, Eric Moulines and Philippe Soulier; 1353-1377
Ruin probabilities and decompositions for general perturbed risk processes
Miljenko Huzak, Mihael Perman, Hrvoje Šikić and Zoran Vondraček; 1378-1397
On the Neyman–Pearson problem for law-invariant risk measures and robust utility functionals
Alexander Schied; 1398-1423
When can the two-armed bandit algorithm be trusted?
Damien Lamberton, Gilles Pagès and Pierre Tarrès; 1424-1454
Generalized URN models of evolutionary processes
Michel Benaïm, Sebastian J. Schreiber and Pierre Tarrès; 1455-1478
Optimal scaling of MaLa for nonlinear regression
Laird Arnault Breyer, Mauro Piccioni and Sergio Scarlatti; 1479-1505
Stochastic partial differential equations driven by Lévy space-time white noise
Arne Løkka, Bernt Øksendal and Frank Proske; 1506-1528
Iterated Brownian motion in an open set
R. Dante DeBlassie; 1529-1558
Concentration of permanent estimators for certain large matrices
Shmuel Friedland, Brian Rider and Ofer Zeitouni; 1559-1576
Behavior dominated by slow particles in a disordered asymmetric exclusion process
Ilie Grigorescu, Min Kang and Timo Seppäläinen; 1577-1602
Correction
Bounds on measures satisfying moment conditions
Jean B. Lasserre; 1603
The Annals of Applied Probability
