The Annals of Applied Probability

An Official Journal of the Institute of Mathematical Statistics.


Volume 18, Number 6

Publication Date: December 2008

Frontmatter

Table of Contents

Editorial Staff

Articles

A CLT for information-theoretic statistics of Gram random matrices with a given variance profile

Walid Hachem, Philippe Loubaton and Jamal Najim; 2071-2130

Polling systems with parameter regeneration, the general case

Iain MacPhee, Mikhail Menshikov, Dimitri Petritis and Serguei Popov; 2131-2155

A functional central limit theorem for the M/GI/∞ queue

Laurent Decreusefond and Pascal Moyal; 2156-2178

One-dimensional Brownian particle systems with rank-dependent drifts

Soumik Pal and Jim Pitman; 2179-2207

Laws of large numbers for epidemic models with countably many types

A. D. Barbour and M. J. Luczak; 2208-2238

Asymptotic optimality of maximum pressure policies in stochastic processing networks

J. G. Dai and Wuqin Lin; 2239-2299

Continuous first-passage percolation and continuous greedy paths model: Linear growth

Jean-Baptiste Gouéré and Régine Marchand; 2300-2319

Central limit theorem for the solution of the Kac equation

Ester Gabetta and Eugenio Regazzini; 2320-2336

The asymptotic distribution and Berry–Esseen bound of a new test for independence in high dimension with an application to stochastic optimization

Wei-Dong Liu, Zhengyan Lin and Qi-Man Shao; 2337-2366

Optimal stopping and free boundary characterizations for some Brownian control problems

Amarjit Budhiraja and Kevin Ross; 2367-2391

The contact process in a dynamic random environment

Daniel Remenik; 2392-2420

Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results

Florin Avram, Zbigniew Palmowski and Martijn R. Pistorius; 2421-2449

Weak and almost sure limits for the parabolic Anderson model with heavy tailed potentials

Remco van der Hofstad, Peter Mörters and Nadia Sidorova; 2450-2494

Pricing and trading credit default swaps in a hazard process model

Tomasz R. Bielecki, Monique Jeanblanc and Marek Rutkowski; 2495-2529

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