VOL. 11 · NO. 1 | February 2001
Kavita Ramanan, Alexander L. Stolyar
Ann. Appl. Probab. 11 (1), 1-48, (February 2001) DOI: 10.1214/aoap/998926986
KEYWORDS: Queueing theory, queueing delay, large deviations, Rate function, optimality, fluid limit, control, scheduling, quality of service, (Qos), earliest deadline first, (EDF), LWDF, 60F10, 90B12, 60K25
Maury Bramson, J.G. Dai
Ann. Appl. Probab. 11 (1), 49-90, (February 2001) DOI: 10.1214/aoap/998926987
KEYWORDS: Multiclass queueing network, Brownian model, heavy traffic, Reflecting Brownian motion, diffusion approximation, 60K25, 60F17, 60G17, 60J15, 90B22, 68M20
Anton Bovier, David M. Mason
Ann. Appl. Probab. 11 (1), 91-120, (February 2001) DOI: 10.1214/aoap/998926988
KEYWORDS: Hopfield model, Extreme values, order statistics, metastates, chaotic size dependence, 82B44, 60G70, 60K356
Maury Bramson, Joel L. Lebowitz
Ann. Appl. Probab. 11 (1), 121-181, (February 2001) DOI: 10.1214/aoap/998926989
KEYWORDS: diffusion limited reaction, annihilating random walks, asymptotic densities, spatial structure, 60K35
Andrew J. Heunis, Vladimir M. Lucic
Ann. Appl. Probab. 11 (1), 182-209, (February 2001) DOI: 10.1214/aoap/998926990
KEYWORDS: nonlinear filter equations, weak solutions, uniqueness, 60G35, 60G44, 60G57
Huy\^en Pham, Marie-Claire Quenez
Ann. Appl. Probab. 11 (1), 210-238, (February 2001) DOI: 10.1214/aoap/998926991
KEYWORDS: stochastic volatility, Filtering, utility maximization, dynamic programming, Bayesian control, Kalman-Bucy filter, 93E20, 93E11, 90A09
Kate Duckworth, Mihail Zervos
Ann. Appl. Probab. 11 (1), 239-260, (February 2001) DOI: 10.1214/aoap/998926992
KEYWORDS: stochastic impulse control, real options, 93E20, 60G40, 90A16
Frèdèric Gosselin
Ann. Appl. Probab. 11 (1), 261-284, (February 2001) DOI: 10.1214/aoap/998926993
KEYWORDS: homogeneous Markov chain, extinction, absorbing set, quasi-stationary distribution, Yaglom limit, density-dependence, population-size-dependent, Bienaymè-Galton-Watson branching processes, quasi-compact linear operator, nonnegative operator, irreducible matrix, infinite dimensional matrix, Spectral theory, conservation biology, population viability analysis, demography, Population dynamics, Lyapunov-type condition, 60J10, 47B37, 47B65, 60J20, 60J85, 92D25
Elchanan Mossel
Ann. Appl. Probab. 11 (1), 285-300, (February 2001) DOI: 10.1214/aoap/998926994
KEYWORDS: tree, Markov chain, percolation, Ising model, Potts model, coupling, 60K35, 90B15, 68R99
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