VOL. 10 · NO. 2 | May 2000
Richard Arratia, A. D. Barbour, Simon Tavaré
Ann. Appl. Probab. 10 (2), 331-361, (May 2000) DOI: 10.1214/aoap/1019487347
KEYWORDS: Logarithmic combinatorial structures, component counts, total variation approximation, Poisson approximation, 60C05, 60F05, 05A16
Krzysztof Burdzy, Wilfrid S. Kendall
Ann. Appl. Probab. 10 (2), 362-409, (May 2000) DOI: 10.1214/aoap/1019487348
KEYWORDS: diffusion, Chen-optimal coupling, Co-adapted coupling, couplling exponent, efficient coupling, efficient coupling heuristic, exact simulation, Markov chain, mirror coupling, Monotonicity, perfect simulation, price of perfection, Reflecting Brownian motion, spectral gap, synchronous coupling, 60J27, 60H30, 65U05
William Evans, Claire Kenyon, Yuval Peres, Leonard J. Schulman
Ann. Appl. Probab. 10 (2), 410-433, (May 2000) DOI: 10.1214/aoap/1019487349
KEYWORDS: tree, percolation, Ising model, branching number, electrical network, noisy computation, 60K35, 90B15, 68R99
Nicolas Fournier
Ann. Appl. Probab. 10 (2), 434-462, (May 2000) DOI: 10.1214/aoap/1019487350
KEYWORDS: Boltzmann equation without cutoff, Malliavin calculus for jump processes, 60H07, 82C40, 35B65
G. Last, R. Schassberger
Ann. Appl. Probab. 10 (2), 463-492, (May 2000) DOI: 10.1214/aoap/1019487351
KEYWORDS: Random surface, stochastic flow, random set, Random field, random measure, Palm probability, point process, Stochastic geometry, 60D05, 60G60
Sophie Méziàres, Bernard Roynette
Ann. Appl. Probab. 10 (2), 493-516, (May 2000) DOI: 10.1214/aoap/1019487352
KEYWORDS: Stochastic differential equation, descretization scheme for simulation, 60H10, 65C20, 65U05
Mathew D. Penrose
Ann. Appl. Probab. 10 (2), 517-538, (May 2000) DOI: 10.1214/aoap/1019487353
KEYWORDS: Combinatorial optimization, percolation, Random graphs, connectivity, geometric probability, large deviations., 05C78, 60D05, 05C80, 60K35
WanSoo T. Rhee
Ann. Appl. Probab. 10 (2), 539-548, (May 2000) DOI: 10.1214/aoap/1019487354
KEYWORDS: Rectangle packing, wasted space, uniform distribution, 60F05, 90B35
G. Badowski, G. Yin, Q. Zhang
Ann. Appl. Probab. 10 (2), 549-572, (May 2000) DOI: 10.1214/aoap/1019487355
KEYWORDS: singularly perturbed Markov chain, occupation measure, Aggregation, weak convergence, switching diffusion., 60J27, 60B10, 34E05, 60F17
Torkel Erhardsson
Ann. Appl. Probab. 10 (2), 573-591, (May 2000) DOI: 10.1214/aoap/1019487356
KEYWORDS: compound Poisson approximation, error bound, stationary Markov chain, counts of rare patterns, head run, extreme sojourns, birth-death chain, 60E15, 60J05, 60G70
Charles Knessl
Ann. Appl. Probab. 10 (2), 592-615, (May 2000) DOI: 10.1214/aoap/1019487357
KEYWORDS: asymptotics, queue storage, first-fit allocation, 60K30, 34E20
Norbert Hofmann, Thomas Müller-Gronbach, Klaus Ritter
Ann. Appl. Probab. 10 (2), 616-633, (May 2000) DOI: 10.1214/aoap/1019487358
KEYWORDS: Systems of stochastic differential equations, pathwise approximation, Adaption, step-size control, asymptotic optimality, 65U05, 60H10
Gianluca Fusai
Ann. Appl. Probab. 10 (2), 634-663, (May 2000) DOI: 10.1214/aoap/1019487359
KEYWORDS: Options, Black-Scholes, Feynman-Kac formula, arc-sine law, occupation time of the Brownian motion, integral equations, Laplace transform, numerical transform, 60J95, 60H30, 90A09, 45D05
Per Aslak Mykland
Ann. Appl. Probab. 10 (2), 664-683, (May 2000) DOI: 10.1214/aoap/1019487360
KEYWORDS: Incompleteness, statistical uncertainty, value at risk, 91B28, 91B30, 60H30, 62G15, 62M99
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