VOL. 47 · NO. 3 | September 2015
Stochastic Geometry and Statistical Applications
Bruno Galerne, Raphael Lachièze-Rey
Adv. in Appl. Probab. 47 (3), 611-639, (September 2015) DOI: 10.1239/aap/1444308874
KEYWORDS: Random measurable set, realizability, S_2 problem, covariogram, perimeter, truncated moment problem, 60D05, 28C05
Eike Biehler
Adv. in Appl. Probab. 47 (3), 640-651, (September 2015) DOI: 10.1239/aap/1444308875
KEYWORDS: Stochastic geometry, random tessellation, iteration/nesting of tessellations, STIT tessellation, spatial consistency, 60D05, 60J75
General Applied Probability
D. J. Hodge, K. D. Glazebrook
Adv. in Appl. Probab. 47 (3), 652-667, (September 2015) DOI: 10.1239/aap/1444308876
KEYWORDS: Index heuristic, asymptotic optimality, multi-action restless bandit, stochastic resource allocation, 90C40, 49L20, 49M20, 93E20
N. Lanchier, N. Taylor
Adv. in Appl. Probab. 47 (3), 668-692, (September 2015) DOI: 10.1239/aap/1444308877
KEYWORDS: Voting system, public debate, Interacting particle system, martingale, 60K35, 91D25
Jean-Stéphane Dhersin, Linglong Yuan
Adv. in Appl. Probab. 47 (3), 693-714, (September 2015) DOI: 10.1239/aap/1444308878
KEYWORDS: Coalescent process, beta-coalescent, total external branch length, Fu and Li's statistical test, 60J28, 92D25, 60J25, 60J85
Florian Simatos
Adv. in Appl. Probab. 47 (3), 715-740, (September 2015) DOI: 10.1239/aap/1444308879
KEYWORDS: Multistage epidemic, state space collapse, scaling limits, 60F17
Xinxin Chen
Adv. in Appl. Probab. 47 (3), 741-760, (September 2015) DOI: 10.1239/aap/1444308880
KEYWORDS: Branching random walk, derivative martingale, Mandelbrot's cascade, random walk conditioned to stay positive, 60J80, 60G42
Jose Blanchet, Jing Dong
Adv. in Appl. Probab. 47 (3), 761-786, (September 2015) DOI: 10.1239/aap/1444308881
KEYWORDS: perfect sampling, dominated coupling from the past, infinite server queue, loss queue, renewal point process, many-server asymptotics, 65C05, 68U20, 60K25
Xiaoou Li, Jingchen Liu
Adv. in Appl. Probab. 47 (3), 787-816, (September 2015) DOI: 10.1239/aap/1444308882
KEYWORDS: Gaussian random field, high-level excursion, Monte Carlo, tail distribution, efficiency, 60G15, 65C05, 60G60, 62G32
Huei-Wen Teng, Ming-Hsuan Kang, Cheng-Der Fuh
Adv. in Appl. Probab. 47 (3), 817-836, (September 2015) DOI: 10.1239/aap/1444308883
KEYWORDS: Spherical, simulation, variance reduction, sphere packings, kissing number, lattice, 11K45, 65C05, 65C60, 91G60, 91G70
Antoine Jacquier, Matthew Lorig
Adv. in Appl. Probab. 47 (3), 837-857, (September 2015) DOI: 10.1239/aap/1444308884
KEYWORDS: Implied volatility expansion, exponential Lévy, affine class, Heston, additive process, 91B70, 60F99, 60F10
Nicholas R. Peterson, Boris Pittel
Adv. in Appl. Probab. 47 (3), 858-879, (September 2015) DOI: 10.1239/aap/1444308885
KEYWORDS: Random graphs, random digraphs, preferential attachment, uniform, k-out digraphs, total variation distance, local limit theorem, 05C80, 60C05, 60F05
Bernard Bercu, Adrien Richou
Adv. in Appl. Probab. 47 (3), 880-901, (September 2015) DOI: 10.1239/aap/1444308886
KEYWORDS: Ornstein-Uhlenbeck process with shift, maximum likelihood estimate, large deviation, 60F10, 60G15, 62F12
Huijie Qiao, Jinqiao Duan
Adv. in Appl. Probab. 47 (3), 902-918, (September 2015) DOI: 10.1239/aap/1444308887
KEYWORDS: Nonlinear filtering, Lévy process, stochastic partial differential equations with jumps, Zakai equation, 60G52, 60G35, 60H15
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