VOL. 46 · NO. 3 | September 2014
Stochastic Geometry and Statistical Applications
D. Coupier, Yu. Davydov
Adv. in Appl. Probab. 46 (3), 603-621, (September 2014) DOI: 10.1239/aap/1409319551
KEYWORDS: Stochastic geometry, convex geometry, limit shape, Steiner and Minkowski symmetrizations, 60D05, 52A22
Julia Hörrmann, Daniel Hug
Adv. in Appl. Probab. 46 (3), 622-642, (September 2014) DOI: 10.1239/aap/1409319552
KEYWORDS: Poisson hyperplane tessellation, Poisson-Voronoi tessellation, zero cell, typical cell, variance, high dimensions, 60D05, 52A22
Servet Martínez, Werner Nagel
Adv. in Appl. Probab. 46 (3), 643-660, (September 2014) DOI: 10.1239/aap/1409319553
KEYWORDS: Stochastic geometry, random process of tessellations, ergodic theory, tail σ-algebra, 60D05, 60J25, 60J75, 37A25
General Applied Probability
Olivier Garet, Régine Marchand
Adv. in Appl. Probab. 46 (3), 661-686, (September 2014) DOI: 10.1239/aap/1409319554
KEYWORDS: contact process, directed percolation, renormalization, random environment, stochastic domination, block construction, Interacting particle system, 60K35, 82B43
Elisabeth Bauernschubert
Adv. in Appl. Probab. 46 (3), 687-703, (September 2014) DOI: 10.1239/aap/1409319555
KEYWORDS: Critical branching process in a random environment with immigration, excited random walk in a random environment, cookies of strength 1, recurrence, transience, 60J80, 60J85, 60K37
Rui Chen, Ollivier Hyrien
Adv. in Appl. Probab. 46 (3), 704-718, (September 2014) DOI: 10.1239/aap/1409319556
KEYWORDS: Identifiability, Bellman-Harris process, Sevastyanov process, Smith-Martin process, 60J80, 60J85
Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
Adv. in Appl. Probab. 46 (3), 719-745, (September 2014) DOI: 10.1239/aap/1409319557
KEYWORDS: Electricity market, futures price, Random field, ambit field, Lévy base, Samuelson effect, stochastic volatility, 91G99, 60G51, 60G57, 60G60
Erik Ekström, Bing Lu
Adv. in Appl. Probab. 46 (3), 746-765, (September 2014) DOI: 10.1239/aap/1409319558
KEYWORDS: Optimal distribution of dividends, de Finetti's dividend problem, optimal harvesting, singular stochastic control, jump diffusion model, 93E20, 91G80, 60G51
Ning Cai, S. G. Kou, Zongjian Liu
Adv. in Appl. Probab. 46 (3), 766-789, (September 2014) DOI: 10.1239/aap/1409319559
KEYWORDS: Laplace inversion, two-sided Laplace transform, option pricing, discretization error, truncation error, 91G20, 44A10
Dominic Edelmann, Cornelia Wichelhaus
Adv. in Appl. Probab. 46 (3), 790-811, (September 2014) DOI: 10.1239/aap/1409319560
KEYWORDS: Cross-covariance, discrete deconvolution, discrete-time queueing system, nonparametric statistics for queues, sojourn time estimation, 60K25, 62M05
E. S. Badila, O. J. Boxma, J. A. C. Resing, E. M. M. Winands
Adv. in Appl. Probab. 46 (3), 812-831, (September 2014) DOI: 10.1239/aap/1409319561
KEYWORDS: Queue with simultaneous arrival, workload, stochastic decomposition, Duality, multivariate risk model, 60K25, 91B30
Naoto Miyoshi, Tomoyuki Shirai
Adv. in Appl. Probab. 46 (3), 832-845, (September 2014) DOI: 10.1239/aap/1409319562
KEYWORDS: Stochastic geometry model, wireless communication network, cellular network, determinantal point process, Ginibre point process, signal-to-interference-plus-noise ratio, coverage probability, 60G55, 90B18, 60D05
Vicky Fasen
Adv. in Appl. Probab. 46 (3), 846-877, (September 2014) DOI: 10.1239/aap/1409319563
KEYWORDS: central limit theorem, cointegration, domain of attraction, high-frequency data, multivariate CARMA process, regular variation, Ornstein-Uhlenbeck process, sample variance, 62M10, 60F05, 91B84
Mátyás Barczy, Leif Döring, Zenghu Li, Gyula Pap
Adv. in Appl. Probab. 46 (3), 878-898, (September 2014) DOI: 10.1239/aap/1409319564
KEYWORDS: Affine process, stationary distribution, ergodicity, Foster-Lyapunov criteria, 60J25, 37A25
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