VOL. 11 · NO. 4 | November 2001
 
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Articles
Mathew D. Penrose, J.E. Yukich
Ann. Appl. Probab. 11 (4), 1005-1041, (November 2001) DOI: 10.1214/aoap/1015345393
KEYWORDS: central limit theorems, computational geometry, $k$-nearest neighbors graph, sphere of influence graph, Voronoi graph., Primary 60F05, 60D05
Brigitte Chauvin, Michael Drmota, Jean Jabbour-Hattab
Ann. Appl. Probab. 11 (4), 1042-1062, (November 2001) DOI: 10.1214/aoap/1015345394
KEYWORDS: Repartition of nodes for binary search trees, Martingales, asymptotic series expansion, complex analysis, 60F17, 60Q25, 05C05
Alexander E. Holroyd
Ann. Appl. Probab. 11 (4), 1063-1078, (November 2001) DOI: 10.1214/aoap/1015345395
KEYWORDS: Rigidity percolation, rigidity, percolation, boundary conditions, 60K35, 05B35, 52C25, 82B43
Achim Klenke, Remco Van Der Hofstad
Ann. Appl. Probab. 11 (4), 1079-1115, (November 2001) DOI: 10.1214/aoap/1015345396
KEYWORDS: Repulsive and attractive interaction, phase transition, spectral analysis, Localization, central limit theorem, 60F05, 60J15, 60J55., Knight’s theorem for local times of simple random walk
Raúl Gouet, F. Javier López
Ann. Appl. Probab. 11 (4), 1116-1136, (November 2001) DOI: 10.1214/aoap/1015345397
KEYWORDS: Random parking, interacting particle systems, Quasi-stationary distributions, 60K35, 60K30
Andreas Eibeck, Wolfgang Wagner
Ann. Appl. Probab. 11 (4), 1137-1165, (November 2001) DOI: 10.1214/aoap/1015345398
KEYWORDS: Stochastic particle method, coagulation equation, variance reduction, gelation phenomena, 60K40, 65C35
L. Miclo, P. Del Moral
Ann. Appl. Probab. 11 (4), 1166-1198, (November 2001) DOI: 10.1214/aoap/1015345399
KEYWORDS: interacting particle systems, Genetic algorithms, Historical process, genealogy, Relative entropy, propagation of chaos, non linear filtering, Feynman-Kac formula, Empirical processes, 60F17, 60K35, 60J05, 60G35, 93E11
Carl J. Nuzman, H. Vincent Poor
Ann. Appl. Probab. 11 (4), 1199-1219, (November 2001) DOI: 10.1214/aoap/1015345400
KEYWORDS: Self-similar, ‎reproducing kernel Hilbert ‎space, Lamperti’s transformation, Mellin transform, fractional Brownian motion, Detection, estimation, innovations, 60G18, 46E22, 60G35
Milan Borkovec, Claudia Klüppelberg
Ann. Appl. Probab. 11 (4), 1220-1241, (November 2001) DOI: 10.1214/aoap/1015345401
KEYWORDS: ARCH model, autoregressive process, geometric ergodicity, heavy tail, heteroscedastic model, Markov process, recurrent Harris chain, regular variation, Tauberian theorem, 60H25, 60G10, 60J05
Xia Chen
Ann. Appl. Probab. 11 (4), 1242-1262, (November 2001) DOI: 10.1214/aoap/1015345402
KEYWORDS: Supercritical branching random walk, supercritical branching Wiener process, local limit theorem, central limit theorem, 60F05, 60I15, 60F25
F.C. Klebaner, R. Liptser
Ann. Appl. Probab. 11 (4), 1263-1291, (November 2001) DOI: 10.1214/aoap/1015345403
KEYWORDS: predator-prey models, large deviations, Semimartingales, extinction, 60I27, 60F10
Irina Ignatiouk-Robert
Ann. Appl. Probab. 11 (4), 1292-1329, (November 2001) DOI: 10.1214/aoap/1015345404
KEYWORDS: sample path large deviations, representation of rate functions, convergence parameter, perturbated random walks, 60F10, 60J15, 60K35
Christian Mazza, Didier Piau
Ann. Appl. Probab. 11 (4), 1330-1352, (November 2001) DOI: 10.1214/aoap/1015345405
KEYWORDS: Random affine system, iterated random functions, hypergeometric functions, Gauss’s hypergeometric equation, Dubins–Freedman process, RC filter, 60J05, 60F05
Griselda Deelstra, Huyên Pham, Nizar Touzi
Ann. Appl. Probab. 11 (4), 1353-1383, (November 2001) DOI: 10.1214/aoap/1015345406
KEYWORDS: utility maximization, Transaction costs, dual formulation, nonsmooth analysis, 90A09, 93E20, 49J52, 60H30, 90A16
Dimitris Bertsimas, David Gamarnik, John N. Tsitsiklis
Ann. Appl. Probab. 11 (4), 1384-1428, (November 2001) DOI: 10.1214/aoap/1015345407
KEYWORDS: Queueing, networks, bounds, Lyapunov functions, 60K20
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