VOL. 1 · NO. 4 | November, 1991
 
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Index
Ann. Appl. Probab. 1 (4), (November, 1991) DOI: 10.1214/aoap/1177005832
No abstract available
Front Matter
Ann. Appl. Probab. 1 (4), (November, 1991)
No abstract available
Articles
V. Anantharam
Ann. Appl. Probab. 1 (4), 481-503, (November, 1991) DOI: 10.1214/aoap/1177005834
KEYWORDS: Circuit-switched networks, communication networks, dynamic routing, interacting particle systems, mean field limit, truk reservation, 60B10, 60F17, 60K30, 60K35, 93A14, 93A15, 93E03, 94C98
L. C. G. Rogers, S. E. Satchell
Ann. Appl. Probab. 1 (4), 504-512, (November, 1991) DOI: 10.1214/aoap/1177005835
KEYWORDS: Black-Scholes formula, option pricing, Brownian motion, Wiener-Hopf factorisation, 62M05, 62P20, 90A12, 60J60, 60J65
Samuel Karlin, Ming-Ying Leung
Ann. Appl. Probab. 1 (4), 513-538, (November, 1991) DOI: 10.1214/aoap/1177005836
KEYWORDS: Ball-in-urn models, occupancy distributions, Poisson approximations, Chen-Stein method, 60F05
Peter Donnelly, Thomas G. Kurtz, Simon Tavare
Ann. Appl. Probab. 1 (4), 539-545, (November, 1991) DOI: 10.1214/aoap/1177005837
KEYWORDS: Random partitions, Random permutations, Brownian motion, 60C05, 60F17, 60J85, 92D10
Peter W. Glynn, Ward Whitt
Ann. Appl. Probab. 1 (4), 546-572, (November, 1991) DOI: 10.1214/aoap/1177005838
KEYWORDS: Tandem queues, queues in series, Queueing networks, departure process, transient behavior, reflected Brownian motion, limit theorems, invariance principle, strong approximation, subadditive ergodic theorem, large deviations, interacting particle systems, Hydrodynamic limit, 60K25, 60F17, 90B22, 60J60, 60F15
J. D. Biggins, Boris D. Lubachevsky, Adam Shwartz, Alan Weiss
Ann. Appl. Probab. 1 (4), 573-581, (November, 1991) DOI: 10.1214/aoap/1177005839
KEYWORDS: branching process, Random walks, absorbing barrier, survival, 60J80, 60J15, 60F10
Clyde D. Hardin Jr, Gennady Samorodnitsky, Murad S. Taqqu
Ann. Appl. Probab. 1 (4), 582-612, (November, 1991) DOI: 10.1214/aoap/1177005840
KEYWORDS: Stable random vectors, Linear regression, symmetric $\alpha$-stable, 60E07, 62J02, 60E10
Rong Chen, Ruey S. Tsay
Ann. Appl. Probab. 1 (4), 613-634, (November, 1991) DOI: 10.1214/aoap/1177005841
KEYWORDS: Geometrical ergodicity, nonlinear time series, threshold autoregressive model, 93E15, 62M99, 93E03
Back Matter
Ann. Appl. Probab. 1 (4), (November, 1991)
No abstract available
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