VOL. 44 · NO. 3 | September 2012
Stochastic Geometry and Statistical Applications
F. Ballani, Z. Kabluchko, M. Schlather
Adv. in Appl. Probab. 44 (3), 603-616, (September 2012) DOI: 10.1239/aap/1346955256
KEYWORDS: Random field, random set, marked point process, mark correlation function, mark covariance function, 60G60, 60G55, 60G15, 60D05
Victor Falgas-Ravry, Mark Walters
Adv. in Appl. Probab. 44 (3), 617-634, (September 2012) DOI: 10.1239/aap/1346955257
KEYWORDS: Random geometric graph, connectivity, sharp transition, 60K35, 82B43
Christoph Thäle, Viola Weiss, Werner Nagel
Adv. in Appl. Probab. 44 (3), 635-654, (September 2012) DOI: 10.1239/aap/1346955258
KEYWORDS: Cell division process, iteration/nesting, marked point process, random tessellation, stability under iteration, Stochastic geometry, 60D05, 60G55, 60E05
General Applied Probability
Savas Dayanik, Masahiko Egami
Adv. in Appl. Probab. 44 (3), 655-677, (September 2012) DOI: 10.1239/aap/1346955259
KEYWORDS: Optimal stopping, jump diffusion, asset management, 60G40, 60J60, 60J70, 60J75
Claudia Ceci, Katia Colaneri
Adv. in Appl. Probab. 44 (3), 678-701, (September 2012) DOI: 10.1239/aap/1346955260
KEYWORDS: Filtering, jump diffusion process, 93E11, 60J75, 60J60
Sanaa Kholfi, Hosam M. Mahmoud
Adv. in Appl. Probab. 44 (3), 702-728, (September 2012) DOI: 10.1239/aap/1346955261
KEYWORDS: Urn, Pólya urn, combinatorial probability, phase transition, multivariate martingale, 60C05, 60F05, 05A05, 60G42
Uwe Franz, Volkmar Liebscher, Stefan Zeiser
Adv. in Appl. Probab. 44 (3), 729-748, (September 2012) DOI: 10.1239/aap/1346955262
KEYWORDS: piecewise-deterministic Markov process, stochastic model of gene regulation, limit theorem, Skorokhod space, 60F15, 60J28, 92C40
Alexandre Genadot, Michèle Thieullen
Adv. in Appl. Probab. 44 (3), 749-773, (September 2012) DOI: 10.1239/aap/1346955263
KEYWORDS: piecewise-deterministic Markov process, fully coupled system, averaging principle, reaction diffusion equation, slow-fast system, Markov chain, neuron model, Hodgkin-Huxley model, 60B12, 60J75, 35K57, 92C20, 92C45
Fran\c cois Dufour, M. Horiguchi, A. B. Piunovskiy
Adv. in Appl. Probab. 44 (3), 774-793, (September 2012) DOI: 10.1239/aap/1346955264
KEYWORDS: Markov decision process, expected total cost criterion, constraint, linear programming, occupation measure, 90C40, 60J10, 90C90
Rajat Subhra Hazra, Krishanu Maulik
Adv. in Appl. Probab. 44 (3), 794-814, (September 2012) DOI: 10.1239/aap/1346955265
KEYWORDS: regular variation, heavy tail, Asymptotic independence, Breiman's theorem, product of random variables, subexponential, 60G70, 62G32
Jingchen Liu, Xuan Yang
Adv. in Appl. Probab. 44 (3), 815-841, (September 2012) DOI: 10.1239/aap/1346955266
KEYWORDS: Weighted quantile, bootstrap, variance estimator, importance sampling, 62F40, 65C05
Zhiyi Chi
Adv. in Appl. Probab. 44 (3), 842-873, (September 2012) DOI: 10.1239/aap/1346955267
KEYWORDS: Infinitely divisible, rejection sampling, exact sampling, subordinator, Lévy process, 60E07, 60G50
Michel Dekking, Derong Kong
Adv. in Appl. Probab. 44 (3), 874-885, (September 2012) DOI: 10.1239/aap/1346955268
KEYWORDS: Markov binomial distribution, reactive transport, kinetic adsorption, solute transport, multimodality, double peak, 60J20, 60J10
Jiaqin Wei, Rongming Wang, Hailiang Yang
Adv. in Appl. Probab. 44 (3), 886-906, (September 2012) DOI: 10.1239/aap/1346955269
KEYWORDS: Dividend strategy, regime switching, HJB equation, Markov decision process, 93E20, 91B70, 60H30
Back to Top