VOL. 47 · NO. 4 | December 2015
Stochastic Geometry and Statistical Applications
Nicolas Privault
Adv. in Appl. Probab. 47 (4), 919-933, (December 2015) DOI: 10.1239/aap/1449859794
KEYWORDS: Poisson point process, stopping set, gamma-type distribution, Girsanov identity, anticipating stochastic calculus, 60D05, 60G40, 60G57, 60G48, 60H07
Aihua Xia, J. E. Yukich
Adv. in Appl. Probab. 47 (4), 934-972, (December 2015) DOI: 10.1239/aap/1449859795
KEYWORDS: Gibbs point process, Stein's method, random Euclidean graphs, maximal points, spatial birth-growth model, 60F05, 60D05, 60G55
General Applied Probability
Emilie Coupechoux, Marc Lelarge
Adv. in Appl. Probab. 47 (4), 973-988, (December 2015) DOI: 10.1239/aap/1449859796
KEYWORDS: Random graphs, threshold epidemic model, branching processes, clustering, 60C05, 05C80, 91D30
P. Vis, R. Bekker, R. D. van der Mei
Adv. in Appl. Probab. 47 (4), 989-1014, (December 2015) DOI: 10.1239/aap/1449859797
KEYWORDS: Polling system, service discipline, waiting-time distribution, heavy traffic, 60K25, 90B22, 68M20
T. Suk
Adv. in Appl. Probab. 47 (4), 1015-1038, (December 2015) DOI: 10.1239/aap/1449859798
KEYWORDS: Queueing, mean-field, fluid limit, diffusion limit, 90B22, 90B36
Stephen B. Connor, Wilfrid S. Kendall
Adv. in Appl. Probab. 47 (4), 1039-1063, (December 2015) DOI: 10.1239/aap/1449859799
KEYWORDS: Coalescence, dominated coupling-from-the-past, dynamic reversibility, first-come-first-served discipline, first-in-first-out discipline, Kiefer-Wolfowitz workload vector, pathwise domination, perfect simulation, processor sharing discipline, M/G/c queue, random assignment discipline, sandwiching, stable queue, stochastic ordering, super-stable queue, 65C05, 60K25, 60J05, 68U20
Xianping Guo, Xiangxiang Huang, Yonghui Huang
Adv. in Appl. Probab. 47 (4), 1064-1087, (December 2015) DOI: 10.1239/aap/1449859800
KEYWORDS: continuous-time Markov decision process, finite-horizon criterion, optimal Markov policy, randomized history-dependent policy, unbounded transition rate, 90C40, 93E20, 60J27
H. Blok, F. M. Spieksma
Adv. in Appl. Probab. 47 (4), 1088-1107, (December 2015) DOI: 10.1239/aap/1449859801
KEYWORDS: Parametrised Markov processes, nonexplosiveness, discounted cost, drift conditions, perturbed MDPs, 90C40, 93E20, 60J27
Claudia Klüppelberg, Muneya Matsui
Adv. in Appl. Probab. 47 (4), 1108-1131, (December 2015) DOI: 10.1239/aap/1449859802
KEYWORDS: Shot-noise process, fractional Brownian motion, fractional Lévy process, generalized fractional Lévy process, fractional Ornstein-Uhlenbeck process, functional central limit theorem, regular variation, stochastic volatility model, 60G22, 60G51, 60F17, 91B24, 91B28, 62P20
Grigori N. Milstein, John Schoenmakers
Adv. in Appl. Probab. 47 (4), 1132-1156, (December 2015) DOI: 10.1239/aap/1449859803
KEYWORDS: Cox-Ingersoll-Ross process, Doss-Sussmann formalism, Bessel function, confluent hypergeometric equation, 65C30, 60H35
Jafar Ahmadi, Antonio Di Crescenzo, Maria Longobardi
Adv. in Appl. Probab. 47 (4), 1157-1174, (December 2015) DOI: 10.1239/aap/1449859804
KEYWORDS: Entropy, mutual information, time-transformed exponential model, bivariate lifetimes, order statistics, copula, 94A17, 62N05, 60E99
Raúl Gouet, F. Javier López, Gerardo Sanz
Adv. in Appl. Probab. 47 (4), 1175-1189, (December 2015) DOI: 10.1239/aap/1449859805
KEYWORDS: record, stationary process, ergodic theorem, strong convergence, random trend, asymptotic normality, 60G10, 60G70, 60F05, 60F15
A. D. Barbour, K. Hamza, Haya Kaspi, F. C. Klebaner
Adv. in Appl. Probab. 47 (4), 1190-1211, (December 2015) DOI: 10.1239/aap/1449859806
KEYWORDS: Markov population process, boundary behaviour, branching process, 92D30, 60J27, 60B12
Erik J. Baurdoux, Nan Chen, Budhi A. Surya, Kazutoshi Yamazaki
Adv. in Appl. Probab. 47 (4), 1212-1234, (December 2015) DOI: 10.1239/aap/1449859807
KEYWORDS: Brownian bridge, optimal double stopping, buying-selling strategy, 60G40, 60H30
Back Matter
Adv. in Appl. Probab. 47 (4), 1235-1237, (December 2015)
No abstract available
Adv. in Appl. Probab. 47 (4), 1238, (December 2015)
No abstract available
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