VOL. 43 · NO. 1 | March 2011
Stochastic Geometry and Statistical Applications
J. D. Biggins, B. M. Hambly, O. D. Jones
Adv. in Appl. Probab. 43 (1), 1-39, (March 2011) DOI: 10.1239/aap/1300198510
KEYWORDS: Self-similar measure, Hausdorff dimension, general branching process, multifractal spectrum, local dimension, 28A80, 60J80, 60G18
R. Lachièze-Rey
Adv. in Appl. Probab. 43 (1), 40-48, (March 2011) DOI: 10.1239/aap/1300198511
KEYWORDS: Stochastic geometry, random tessellation, STIT tessellation, space ergodicity, mixing property, 60D05, 05B45, 37A25
General Applied Probability
Daren B. H. Cline
Adv. in Appl. Probab. 43 (1), 49-76, (March 2011) DOI: 10.1239/aap/1300198512
KEYWORDS: Feller operator, T-chain, GARCH, threshold time series, 60J05, 37A50, 62M10, 91B84
Zhimin Zhang, Hailiang Yang, Hu Yang
Adv. in Appl. Probab. 43 (1), 77-96, (March 2011) DOI: 10.1239/aap/1300198513
KEYWORDS: MAP, absolute ruin, discounted penalty function, matrix renewal equation, asymptotic, heavy-tailed distribution, 91B30, 91B70
Christian-Oliver Ewald, Yajun Xiao
Adv. in Appl. Probab. 43 (1), 97-120, (March 2011) DOI: 10.1239/aap/1300198514
KEYWORDS: Information, financial market, stochastic differential game, 91B28, 60H07, 60H10, 60H30
Jay Bartroff, Ester Samuel-Cahn
Adv. in Appl. Probab. 43 (1), 121-130, (March 2011) DOI: 10.1239/aap/1300198515
KEYWORDS: Bomber problem, continuous ammunition, discrete ammunition, concavity, 60G40, 62L05
François Baccelli, Bartłomiej Błaszczyszyn, Mir-Omid Haji-Mirsadeghi
Adv. in Appl. Probab. 43 (1), 131-150, (March 2011) DOI: 10.1239/aap/1300198516
KEYWORDS: Poisson point process, random graph, first passage percolation, shot noise process, SINR, 60D05, 05C80, 90C27, 60G55
Cecilia Holmgren
Adv. in Appl. Probab. 43 (1), 151-177, (March 2011) DOI: 10.1239/aap/1300198517
KEYWORDS: Random tree, split tree, cut, record, stable distribution, infinitely divisible distribution, 05C05, 05C80, 68W40, 68P10, 68R10, 60C05, 60F05, 68P05
Nicolas Curien, Adrien Joseph
Adv. in Appl. Probab. 43 (1), 178-194, (March 2011) DOI: 10.1239/aap/1300198518
KEYWORDS: Quadtree, partial match query, fragmentation theory, Markov chain, coupling, integral equation, 60F99, 60G18, 60J05
Martin Larsson, Johanna Nešlehová
Adv. in Appl. Probab. 43 (1), 195-216, (March 2011) DOI: 10.1239/aap/1300198519
KEYWORDS: Archimedean copula, domain of attraction, extreme value copula, ell_1-norm symmetric distribution, regular variation, simplex distribution, tail dependence, threshold copula, Williamson transform, 60G70, 60F05, 62E20
Laurens De Haan, Chen Zhou
Adv. in Appl. Probab. 43 (1), 217-242, (March 2011) DOI: 10.1239/aap/1300198520
KEYWORDS: Asymptotic independence, extreme residual dependence, spectral measure, 62G20
A. Al Hanbali, M. Mandjes, Y. Nazarathy, W. Whitt
Adv. in Appl. Probab. 43 (1), 243-263, (March 2011) DOI: 10.1239/aap/1300198521
KEYWORDS: GI/G/1 queue, critically loaded system, uniform integrability, departure process, renewal theory, Brownian bridge, multiserver queue, 90B22, 60G55
Jing-Sheng Song, Paul Zipkin
Adv. in Appl. Probab. 43 (1), 264-275, (March 2011) DOI: 10.1239/aap/1300198522
KEYWORDS: Inverse first passage time, Wiener process, approximation, 60J65, 65N21, 58J35
M. Richard
Adv. in Appl. Probab. 43 (1), 276-300, (March 2011) DOI: 10.1239/aap/1300198523
KEYWORDS: Splitting tree, Crump-Mode-Jagers process, spine decomposition, immigration, structured population, GEM distribution, biogeography, almost-sure limit theorem, 60J80, 60G55, 92D25, 60J85, 60F15, 92D40
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