VOL. 43 · NO. 3 | September 2011
Stochastic Geometry and Statistical Applications
Sebastian Carstens, Thomas Richthammer
Adv. in Appl. Probab. 43 (3), 597-615, (September 2011) DOI: 10.1239/aap/1316792661
KEYWORDS: Continuum growth model, Richardson's model, competing growth, initial configuration, shape theorem, 60K35, 82B43
Amites Dasgupta, Rahul Roy, Anish Sarkar
Adv. in Appl. Probab. 43 (3), 616-635, (September 2011) DOI: 10.1239/aap/1316792662
KEYWORDS: Boolean model, Poisson point process, percolation, coverage, 60K35, 60D05
Mathew D. Penrose, Vadim Shcherbakov
Adv. in Appl. Probab. 43 (3), 636-648, (September 2011) DOI: 10.1239/aap/1316792663
KEYWORDS: Cooperative sequential adsorption, time series of spatial locations, spatial random growth, maximum likelihood estimation, asymptotic normality, Fisher information, martingale, thermodynamic limit, 62M30, 60K35, 60D05
General Applied Probability
S. Qu, J. C. Gittins
Adv. in Appl. Probab. 43 (3), 649-665, (September 2011) DOI: 10.1239/aap/1316792664
KEYWORDS: Pharmaceutical research, resource allocation, forwards induction, Markov decision process, 90B36, 90C40, 91B32
Ilya Molchanov, Michael Schmutz
Adv. in Appl. Probab. 43 (3), 666-687, (September 2011) DOI: 10.1239/aap/1316792665
KEYWORDS: Barrier option, duality principle, exchangeability, homogeneous function, Lévy process, multi-asset option, payoff, put-call symmetry, semi-static hedging, symmetry, swap invariance, zonoid, 60E05, 60G51, 91G20
Anita Diana Behme
Adv. in Appl. Probab. 43 (3), 688-711, (September 2011) DOI: 10.1239/aap/1316792666
KEYWORDS: Stochastic differential equation, generalized Ornstein-Uhlenbeck process, stationarity, moment conditions, tail behavior, 60G10, 60G51
Philip S. Griffin, Ross A. Maller
Adv. in Appl. Probab. 43 (3), 712-734, (September 2011) DOI: 10.1239/aap/1316792667
KEYWORDS: Lévy process, passage time above a level, stability, insurance risk process, Cramér condition, overshoot, 60G51, 60K05, 91B30
Sandro Gallo
Adv. in Appl. Probab. 43 (3), 735-759, (September 2011) DOI: 10.1239/aap/1316792668
KEYWORDS: Variable length memory chain, probabilistic context tree, perfect simulation, regeneration scheme, 60G10, 60G99
Mitsushi Tamaki
Adv. in Appl. Probab. 43 (3), 760-781, (September 2011) DOI: 10.1239/aap/1316792669
KEYWORDS: Optimal stopping, secretary problem, best choice, sum-the-odds theorem, sum-the-multiplicative-odds theorem, threshold rule, e_{-1}-law, continuous arrival time model, 60G40, 62L15
M. Jara, T. Komorowski
Adv. in Appl. Probab. 43 (3), 782-813, (September 2011) DOI: 10.1239/aap/1316792670
KEYWORDS: Continuous-time random walk, Markov chain, subordinator, jump process, 60G50, 60F17, 60G18
Angelos Dassios, Hongbiao Zhao
Adv. in Appl. Probab. 43 (3), 814-846, (September 2011) DOI: 10.1239/aap/1316792671
KEYWORDS: Dynamic contagion process, Cox process with shot noise intensity, piecewise-deterministic Markov process, cluster point process, self-exciting point process, Hawkes process, 60J75, 60G55, 60G44, 91G40
Chihoon Lee, Ananda Weerasinghe
Adv. in Appl. Probab. 43 (3), 847-874, (September 2011) DOI: 10.1239/aap/1316792672
KEYWORDS: Stochastic control, controlled queueing system, heavy traffic theory, fractional Brownian motion, tandem queue, long-range dependence, self-similarity, 60K25, 68M20, 90B22, 90B18
Larry Goldstein, Haimeng Zhang
Adv. in Appl. Probab. 43 (3), 875-898, (September 2011) DOI: 10.1239/aap/1316792673
KEYWORDS: Normal approximation, toggle switch, Stein's method, size biasing, 62E17, 60C05, 60B15, 62P10
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