VOL. 46 · NO. 1 | March 2014
Stochastic Geometry and Statistical Applications
Bartłomiej Błaszczyszyn, D. Yogeshwaran
Adv. in Appl. Probab. 46 (1), 1-20, (March 2014) DOI: 10.1239/aap/1396360100
KEYWORDS: point process, clustering, directionally convex ordering, association, perturbed lattice, determinantal point process, permanental point process, sub-Poisson point process, super-Poisson point process, 60G55, 60E15, 60D05, 60G60
Kaspar Stucki, Dominic Schuhmacher
Adv. in Appl. Probab. 46 (1), 21-34, (March 2014) DOI: 10.1239/aap/1396360101
KEYWORDS: Gibbs process, probability generating functional, intensity, correlation function, F function, G function, K function, Poisson saddlepoint approximation, Stein's method, 60G55, 62M30
Anne Marie Svane
Adv. in Appl. Probab. 46 (1), 35-58, (March 2014) DOI: 10.1239/aap/1396360102
KEYWORDS: Digitization in 2D, intrinsic volume, local estimator, configuration, Boolean model, design-based digitization, 94A08, 60D05
General Applied Probability
Matthieu Jonckheere, Seva Shneer
Adv. in Appl. Probab. 46 (1), 59-75, (March 2014) DOI: 10.1239/aap/1396360103
KEYWORDS: Birth-and-death process, positive recurrence, transience, fluid limit, 93E15, 60K25
Maria Remerova, Sergey Foss, Bert Zwart
Adv. in Appl. Probab. 46 (1), 76-101, (March 2014) DOI: 10.1239/aap/1396360104
KEYWORDS: Cyclic polling, overload, random fluid limit, branching process, multi-stage gated discipline, busy period moment, 60K25, 60F17, 90B15, 90B22
Jukka Lempa
Adv. in Appl. Probab. 46 (1), 102-120, (March 2014) DOI: 10.1239/aap/1396360105
KEYWORDS: Bounded variation control, Itô diffusion, Poisson process, resolvent operator, singular stochastic control, 93E20, 60J60, 49N25, 60G40
Ulrich Rieder, Marc Wittlinger
Adv. in Appl. Probab. 46 (1), 121-138, (March 2014) DOI: 10.1239/aap/1396360106
KEYWORDS: Portfolio optimization, illiquid market, random trading time, drawdown constraint, limsup Markov decision process, Howard's policy improvement algorithm, Lévy process, 93E20, 60G51, 90C40, 91B28
Masahiko Egami, Kazutoshi Yamazaki
Adv. in Appl. Probab. 46 (1), 139-167, (March 2014) DOI: 10.1239/aap/1396360107
KEYWORDS: Optimal stopping, spectrally negative Lévy process, scale function, continuous and smooth fit, 60G40, 60J75
Toshio Nakata
Adv. in Appl. Probab. 46 (1), 168-185, (March 2014) DOI: 10.1239/aap/1396360108
KEYWORDS: urn model, collision, negative association, Poisson approximation, 60C05, 91A60
Laura Sacerdote, Ottavia Telve, Cristina Zucca
Adv. in Appl. Probab. 46 (1), 186-202, (March 2014) DOI: 10.1239/aap/1396360109
KEYWORDS: First hitting time, diffusion process, Brownian motion, Ornstein-Uhlenbeck process, copula, 60J60, 60G40, 60J70, 65R20
Ravi Kalpathy, Hosam Mahmoud
Adv. in Appl. Probab. 46 (1), 203-216, (March 2014) DOI: 10.1239/aap/1396360110
KEYWORDS: Leader election, recurrence, functional equation, fixed point, contraction method, metric space, perpetuity, weak convergence, 60C05, 60F05, 68W40
Yan-Xia Ren, Ting Yang
Adv. in Appl. Probab. 46 (1), 217-240, (March 2014) DOI: 10.1239/aap/1396360111
KEYWORDS: Multitype branching Brownian motion, spine approach, additive martingale, traveling wave solution, 60J80, 35C07
Peter Neal
Adv. in Appl. Probab. 46 (1), 241-255, (March 2014) DOI: 10.1239/aap/1396360112
KEYWORDS: SIS epidemic, branching process with immigration, Gaussian process, quasistationary distribution, 92D30, 60G10
Daniela Bertacchi, Fábio Prates Machado, Fabio Zucca
Adv. in Appl. Probab. 46 (1), 256-278, (March 2014) DOI: 10.1239/aap/1396360113
KEYWORDS: Inhomogeneous random walk, frog model, egg model, local survival, global survival, 60K35, 60G50
Alexandros Beskos, Dan O. Crisan, Ajay Jasra, Nick Whiteley
Adv. in Appl. Probab. 46 (1), 279-306, (March 2014) DOI: 10.1239/aap/1396360114
KEYWORDS: sequential Monte Carlo, high dimensions, propagation of chaos, normalising constant, 65C05, 62F15
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