VOL. 1 · NO. 1 | February, 1991
Front Matter
Ann. Appl. Probab. 1 (1), (February, 1991) Open Access
No abstract available
Darrell Duffie, Henry R. Richardson
Ann. Appl. Probab. 1 (1), 1-15, (February, 1991) DOI: 10.1214/aoap/1177005978 Open Access
KEYWORDS: Mean-variance, hedging, finance, continuous time, futures markets, 90A99
J. G. Dai, J. M. Harrison
Ann. Appl. Probab. 1 (1), 16-35, (February, 1991) DOI: 10.1214/aoap/1177005979 Open Access
KEYWORDS: reflected Brownian motion, stationary distributions, Diffusion processes, numerical analysis, least squares problem, Queueing networks, heavy traffic, performance analysis, finite queues in tandem, 60J70, 60K30, 65U05, 65P05, 68M20
Persi Diaconis, Daniel Stroock
Ann. Appl. Probab. 1 (1), 36-61, (February, 1991) DOI: 10.1214/aoap/1177005980 Open Access
KEYWORDS: Markov chains, Eigenvalues, Random walk, 60J10, 60C05
James Allen Fill
Ann. Appl. Probab. 1 (1), 62-87, (February, 1991) DOI: 10.1214/aoap/1177005981 Open Access
KEYWORDS: Markov chains, reversibility, variation distance, rates of convergence, rapid mixing, Poincare inequality, Cheege's inequality, chi-square distance, interacting particle systems, Exclusion process, Poisson blockers, 60J10, 60J27, 60K35, 15A42
R. A. Doney, George L. O'Brien
Ann. Appl. Probab. 1 (1), 88-103, (February, 1991) DOI: 10.1214/aoap/1177005982 Open Access
KEYWORDS: Shot noise, Extreme values, renewal processes, 60K99, 60K05, 60J05
Offer Kella, Ward Whitt
Ann. Appl. Probab. 1 (1), 104-117, (February, 1991) DOI: 10.1214/aoap/1177005983 Open Access
KEYWORDS: Levy processes, Queueing theory, queues with server vacations, queues with service interruptions, stochastic decomposition, Martingales, $M/G/1$ queue, Pollaczek-Khinchine formula, 60J30, 60K25, 60K30
J. Komlos, A. Odlyzko, L. Ozarow, L. A. Shepp
Ann. Appl. Probab. 1 (1), 118-125, (February, 1991) DOI: 10.1214/aoap/1177005984 Open Access
KEYWORDS: Aloha, Poisson tree, nonlinear recurrence, 60K99
Charles M. Goldie
Ann. Appl. Probab. 1 (1), 126-166, (February, 1991) DOI: 10.1214/aoap/1177005985 Open Access
KEYWORDS: Additive Markov process, autoregressive conditional heteroscedastice sequence, composition of random functions, queues, Random equations, random recurrence relations, renewal theory, Tauberian remainder theory, 60H25, 60K05, 60K25
Mario Lefebvre
Ann. Appl. Probab. 1 (1), 167-172, (February, 1991) DOI: 10.1214/aoap/1177005986 Open Access
KEYWORDS: Stochastic control, optimal control, Brownian motion, risk sensitivity, 93E20, 60J70
Back Matter
Ann. Appl. Probab. 1 (1), (February, 1991) Open Access
No abstract available
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