VOL. 45 · NO. 2 | June 2013
Stochastic Geometry and Statistical Applications
Richard Cowan
Adv. in Appl. Probab. 45 (2), 295-311, (June 2013) DOI: 10.1239/aap/1370870119
KEYWORDS: random tessellation, STIT tessellation, Stochastic geometry, 60D05, 60G55
Lothar Heinrich, Malte Spiess
Adv. in Appl. Probab. 45 (2), 312-331, (June 2013) DOI: 10.1239/aap/1370870120
KEYWORDS: Independently marked Poisson process, truncated typical cylinder, direction space, volume fraction, moment convergence theorem, asymptotic variance, long-range dependence, higher-order (mixed) cumulant, 60D05, 60F05, 60F10, 60G55
Johan Tykesson, Pierre Calka
Adv. in Appl. Probab. 45 (2), 332-350, (June 2013) DOI: 10.1239/aap/1370870121
KEYWORDS: Boolean model, hyperbolic geometry, visibility, Poincaré disc, Poisson line process, 60D05, 60G55
General Applied Probability
Ana Bušić, Varun Gupta, Jean Mairesse
Adv. in Appl. Probab. 45 (2), 351-378, (June 2013) DOI: 10.1239/aap/1370870122
KEYWORDS: Markovian queueing theory, stability, bipartite matching, 60J10, 60K25, 68M20, 05C21
Shui Feng, Jie Xiong
Adv. in Appl. Probab. 45 (2), 379-397, (June 2013) DOI: 10.1239/aap/1370870123
KEYWORDS: Exponential tightness, Moran particle process, Fleming-Viot process, genealogy, large deviations, particle representation, 60F10, 92D10
Jingchen Liu, Gongjun Xu
Adv. in Appl. Probab. 45 (2), 398-424, (June 2013) DOI: 10.1239/aap/1370870124
KEYWORDS: Gaussian random field, integral, density function, 60F10, 60G70
James Allen Fill, Takehiko Nakama
Adv. in Appl. Probab. 45 (2), 425-450, (June 2013) DOI: 10.1239/aap/1370870125
KEYWORDS: QuickSelect, QuickQuant, QuickVal, limit distribution, almost-sure convergence, L^p-convergence, symbol comparison, probabilistic source, 60F25, 68W40
Esther Frostig
Adv. in Appl. Probab. 45 (2), 451-489, (June 2013) DOI: 10.1239/aap/1370870126
KEYWORDS: Markov arrival process, spectrally negative Lévy process, phase-type distribution, Exit time, reflected process, 62P05, 60G51, 60J27, 60J75, 60G46, 60J55
Xianping Guo, Mantas Vykertas, Yi Zhang
Adv. in Appl. Probab. 45 (2), 490-519, (June 2013) DOI: 10.1239/aap/1370870127
KEYWORDS: CTMDP, total cost, constrained optimality, linear program, 90C40, 60J25, 60J75
M. Jirak
Adv. in Appl. Probab. 45 (2), 520-544, (June 2013) DOI: 10.1239/aap/1370870128
KEYWORDS: Aggregation, long memory, random coefficient MA(∞), martingale decomposition, 60F17, 60G99, short memory, invariance principle
F. E. Benth, L. Vos
Adv. in Appl. Probab. 45 (2), 545-571, (June 2013) DOI: 10.1239/aap/1370870129
KEYWORDS: Energy market, Ornstein-Uhlenbeck process, stochastic volatility, leverage, subordinator, 60G10, 91G20, 15A04, 60G51, 60H30, 91G60
F. E. Benth, L. Vos
Adv. in Appl. Probab. 45 (2), 572-594, (June 2013) DOI: 10.1239/aap/1370870130
KEYWORDS: Energy market, forward pricing, spread option, subordinator, stochastic volatility, 60G10, 91G20, 15A04, 60G51, 60H30
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