VOL. 12 · NO. 3 | August 2002
 
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Front Matter
Ann. Appl. Probab. 12 (3), (August 2002)
No abstract available
Ann. Appl. Probab. 12 (3), (August 2002)
No abstract available
Articles
H. Christian Gromoll, Amber L. Puha, Ruth J. Williams
Ann. Appl. Probab. 12 (3), 797-859, (August 2002) DOI: 10.1214/aoap/1031863171
KEYWORDS: Processor sharing queue, heavy traffic, fluid model, renewal equation, measure valued process, 60K25, 68M20, 90B22
Jean-François Dantzer, Philippe Robert
Ann. Appl. Probab. 12 (3), 860-889, (August 2002) DOI: 10.1214/aoap/1031863172
KEYWORDS: Bin packing algorithms, dynamic bin-packing, ergodicity, fluid limits, multiclass queuing systems, bandwidth allocation, 60K25, 90B12, 60J75, 90B22
Hanspeter Schmidli
Ann. Appl. Probab. 12 (3), 890-907, (August 2002) DOI: 10.1214/aoap/1031863173
KEYWORDS: optimal control, Stochastic control, ruin probability, Hamilton--Jacobi--Bellman equation, Black--Scholes model, reinsurance, 93E20, 60G99, 91B30
Bojan Basrak, Richard A. Davis, Thomas Mikosch
Ann. Appl. Probab. 12 (3), 908-920, (August 2002) DOI: 10.1214/aoap/1031863174
KEYWORDS: point process, vague convergence, multivariate regular variation, heavy tailed distribution, stochastic recurrence equation, GARCH process, 60E05, 60G10, 60G55, 60G70, 62M10, 62P05
Francis Comets, Roberto Fernández, Pablo A. Ferrari
Ann. Appl. Probab. 12 (3), 921-943, (August 2002) DOI: 10.1214/aoap/1031863175
KEYWORDS: perfect simulation, regeneration, chains with complete connections, binary autoregressions, 60G99, 68U20, 60K10, 62J02
B. Gail Ivanoff, Ely Merzbach
Ann. Appl. Probab. 12 (3), 944-971, (August 2002) DOI: 10.1214/aoap/1031863176
KEYWORDS: Censoring, stopping set, set-indexed martingale, hazard function, Survival analysis, Volterra equation, estimator, central limit theorem, 62G05, 60G42, 60G55
David Assaf, Larry Goldstein, Ester Samuel-Cahn
Ann. Appl. Probab. 12 (3), 972-984, (August 2002) DOI: 10.1214/aoap/1031863177
KEYWORDS: Optimal stopping rules, ratio prophet inequality, best choice multiple stopping options, 60G40, 60E15
Jonathan Jordan
Ann. Appl. Probab. 12 (3), 985-1000, (August 2002) DOI: 10.1214/aoap/1031863178
KEYWORDS: Hierarchical systems, asymptotic behavior, laws of large numbers, 60F15, 60F05, 60K35, 60K37
R. Marchand
Ann. Appl. Probab. 12 (3), 1001-1038, (August 2002) DOI: 10.1214/aoap/1031863179
KEYWORDS: first passage percolation, Time constant, asymptotic shape, flat edge, 60K35, 82B43
Michael A. Kouritzin, Hongwei Long
Ann. Appl. Probab. 12 (3), 1039-1070, (August 2002) DOI: 10.1214/aoap/1031863180
KEYWORDS: Stochastic reaction-diffusion equations, Markov chains, Poisson processes, quenched law of large numbers, annealed law of large numbers, 60H15, 60K35, 60F15, 60J27, 60G55
Paolo Baldi, Lucia Caramellino
Ann. Appl. Probab. 12 (3), 1071-1095, (August 2002) DOI: 10.1214/aoap/1031863181
KEYWORDS: Conditioned diffusions, sharp large deviation estimates, exit time probabilities, 60F10, 60J60
A. Budhiraja
Ann. Appl. Probab. 12 (3), 1096-1113, (August 2002) DOI: 10.1214/aoap/1031863182
KEYWORDS: Nonlinear filtering, Invariant measures, asymptotic stability, measure valued processes, 60G35, 60J05, 60H15
Jean B. Lasserre
Ann. Appl. Probab. 12 (3), 1114-1137, (August 2002) DOI: 10.1214/aoap/1031863183
KEYWORDS: Probability, geometric probability, Tchebycheff bounds, Moment problem, 6008, 60D05, 90C22, 90C25
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