VOL. 13 · NO. 1 | January 2003
Ann. Appl. Probab. 13 (1), (January 2003) Open Access
No abstract available
Ann. Appl. Probab. 13 (1), (January 2003) Open Access
No abstract available
Paul Embrechts, Gennady Samorodnitsky
Ann. Appl. Probab. 13 (1), 1-36, (January 2003) DOI: 10.1214/aoap/1042765661 Open Access
KEYWORDS: ruin probability, heavy tails, supremum, negative drift, insurance risk, speed of mixing, 60E07, 60G10, 60K30
Serguei Foss, Stan Zachary
Ann. Appl. Probab. 13 (1), 37-53, (January 2003) DOI: 10.1214/aoap/1042765662 Open Access
KEYWORDS: ruin probability, long-tailed distribution, subexponential distribution, 60G70, 60K30, 60K25
Lukasz Kruk, John Lehoczky, Steven Shreve, Shu-Ngai Yeung
Ann. Appl. Probab. 13 (1), 54-99, (January 2003) DOI: 10.1214/aoap/1042765663 Open Access
KEYWORDS: Due dates, heavy traffic, Queueing, diffusion limits, Random measures, 60K25, 60G57, 60J65
Kavita Ramanan, Martin I. Reiman
Ann. Appl. Probab. 13 (1), 100-139, (January 2003) DOI: 10.1214/aoap/1042765664 Open Access
KEYWORDS: diffusion approximations, heavy traffic, fluid limits, generalized processor sharing, Queueing networks, Skorokhod problem, Skorokhod map, Extended Skorokhod problem, Semimartingales, 60F05, 60F17, 60K25, 90B22, 68M20
Denis Talay, Olivier Vaillant
Ann. Appl. Probab. 13 (1), 140-180, (January 2003) DOI: 10.1214/aoap/1042765665 Open Access
KEYWORDS: Stochastic particle methods, statistical solution, McKean-Vlasov equation, 60K35, 65C20, 65U05
Paul Joyce, Stephen M. Krone, Thomas G. Kurtz
Ann. Appl. Probab. 13 (1), 181-212, (January 2003) DOI: 10.1214/aoap/1042765666 Open Access
KEYWORDS: Infinite-alleles model, overdominant selection, homozygosity, mutation rate, likelihood ratio, Ewens sampling formula, Poisson-Dirichlet, weak limits, 62F05, 60G42, 60G15
Vladimir Koltchinskii, Dmitriy Panchenko, Fernando Lozano
Ann. Appl. Probab. 13 (1), 213-252, (January 2003) DOI: 10.1214/aoap/1042765667 Open Access
KEYWORDS: Generalization error, combined classifier, margin, approximate dimension, empirical process, Rademacher process, random entropies, Concentration inequalities, boosting, bagging, 62G05, 62G20, 60F15
Hosam M. Mahmoud, Ralph Neininger
Ann. Appl. Probab. 13 (1), 253-276, (January 2003) DOI: 10.1214/aoap/1042765668 Open Access
KEYWORDS: Random trees, recurrence, contraction method, fixed-point equation, metric space, weak convergence, Zolotarev metric, 05C05, 60C05, 60F05, 68P05
Mathew D. Penrose, J. E. Yukich
Ann. Appl. Probab. 13 (1), 277-303, (January 2003) DOI: 10.1214/aoap/1042765669 Open Access
KEYWORDS: Weak law of large numbers, computational geometry, objective method, Minimal spanning tree, nearest neighbors graph, Voronoi graph, sphere of influence graph, proximity graph, Boolean models, 60D05, 60F25
I. Kontoyiannis, S. P. Meyn
Ann. Appl. Probab. 13 (1), 304-362, (January 2003) DOI: 10.1214/aoap/1042765670 Open Access
KEYWORDS: Markov process, large deviations, Edgeworth expansions, positive harmonic function, Poisson equation, 60J10, 60F10, 37L40, 60J25, 41A36
Xianping Guo, Onésimo Hernández-Lerma
Ann. Appl. Probab. 13 (1), 363-388, (January 2003) DOI: 10.1214/aoap/1042765671 Open Access
KEYWORDS: Nonhomogeneous continuous-time Markov chains, controlled Q-processes, unbounded cost and transition rates, discounted criterion, optimal stationary policies, 93E20, 60J27, 90C40
István Berkes, Lajos Horváth
Ann. Appl. Probab. 13 (1), 389, (January 2003) DOI: 10.1214/aoap/1042765672 Open Access
KEYWORDS: GARCH ($p, q$), empirical process, rates of convergence, estimates for increments, 60F17, 60G50
No abstract available
Michael J. Harrison
Ann. Appl. Probab. 13 (1), 390-393, (January 2003) DOI: 10.1214/aoap/1042765673 Open Access
KEYWORDS: Queueing theory, heavy traffic, dynamic control, Brownian approximation, equivalent workload formulation, 60K25, 60J70, 90B15
No abstract available
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