VOL. 1 · NO. 3 | August, 1991
Front Matter
Ann. Appl. Probab. 1 (3), (August, 1991)
No abstract available
Special Invited Paper
F. P. Kelly
Ann. Appl. Probab. 1 (3), 319-378, (August, 1991) DOI: 10.1214/aoap/1177005872
KEYWORDS: Erlang's formula, blocking probability, phase transition, network flow, repacking, Queueing network, 60K35, 60K30, 90B15
Paolo Kind, Robert Sh. Liptser, Wolfgang J. Runggaldier
Ann. Appl. Probab. 1 (3), 379-405, (August, 1991) DOI: 10.1214/aoap/1177005873
KEYWORDS: diffusion approximation, stochastic delay equations, option pricing, Black and Scholes formula, 60F17, 90A09
Hosam M. Mahmoud, R. T. Smythe
Ann. Appl. Probab. 1 (3), 406-418, (August, 1991) DOI: 10.1214/aoap/1177005874
KEYWORDS: recursive trees, rooted subtrees, generalized Polya urn models, martingale central limit theorem, 05C05, 60G42, 68E05
Sidney Browne, Paul Zipkin
Ann. Appl. Probab. 1 (3), 419-435, (August, 1991) DOI: 10.1214/aoap/1177005875
KEYWORDS: Markov processes, inventory theory, clearing processes, uniform distribution, insensitivity, 60J25, 90B05
J.-P. Crametz, P. J. Hunt
Ann. Appl. Probab. 1 (3), 436-444, (August, 1991) DOI: 10.1214/aoap/1177005876
KEYWORDS: Loss network, Random graphs, functional law of large numbers, 60K35, 60K30, 90B15
Jens Ledet Jensen, Jesper Moller
Ann. Appl. Probab. 1 (3), 445-461, (August, 1991) DOI: 10.1214/aoap/1177005877
KEYWORDS: Coding, consistency, exponential models, hardcore process, marked point processes, Markov point processes, pseudolikelihood, random processes of balls, spatial point processes, spatial statistics, Strauss process, 60G55, 60J25
George Marsaglia, Arif Zaman
Ann. Appl. Probab. 1 (3), 462-480, (August, 1991) DOI: 10.1214/aoap/1177005878
KEYWORDS: Random number generators, lagged-Fibonacci, add-with-carry, subtract-with-borrow, Monte Carlo, 65C10, 10A30
Back Matter
Ann. Appl. Probab. 1 (3), (August, 1991)
No abstract available
Back to Top