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
The Annals of Applied Probability