An Official Journal of the Institute of Mathematical Statistics.
Volume 19, Number 2
Publication Date: April 2009
Frontmatter
Table of Contents
Editorial Board
Special invited paper
Coexistence in stochastic spatial models
Rick Durrett; 477-496
Articles
Rate of relaxation for a mean-field zero-range process
Benjamin T. Graham; 497-520
Critically loaded queueing models that are throughput suboptimal
Rami Atar and Gennady Shaikhet; 521-555
Portfolio choice with jumps: A closed-form solution
Yacine Aït-Sahalia, Julio Cacho-Diaz and T. R. Hurd; 556-584
The asymptotic distribution of a cluster-index for i.i.d. normal random variables
Yannis G. Yatracos; 585-595
No arbitrage without semimartingales
Robert A. Jarrow, Philip Protter and Hasanjan Sayit; 596-616
Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions
Dawn B. Woodard, Scott C. Schmidler and Mark Huber; 617-640
A central limit theorem via differential equations
Taral Guldahl Seierstad; 661-675
A waiting time problem arising from the study of multi-stage carcinogenesis
Rick Durrett, Deena Schmidt and Jason Schweinsberg; 676-718
Poisson–Voronoi approximation
Matthias Heveling and Matthias Reitzner; 719-736
Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions
Kshitij Khare and Hua Zhou; 737-777
Tree based functional expansions for Feynman–Kac particle models
Pierre Del Moral, Frédéric Patras and Sylvain Rubenthaler; 778-825
On large deviation regimes for random media models
M. Cranston, D. Gauthier and T. S. Mountford; 826-862
The Annals of Applied Probability
