VOL. 14 · NO. 1 | February 2004
 
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Front Matter
Ann. Appl. Probab. 14 (1), (February 2004)
No abstract available
Ann. Appl. Probab. 14 (1), (February 2004)
No abstract available
Articles
Alexander L. Stolyar
Ann. Appl. Probab. 14 (1), 1-53, (February 2004) DOI: 10.1214/aoap/1075828046
KEYWORDS: Generalized switch, MaxWeight scheduling, heavy traffic limit, queuing networks, resource pooling, equivalent workload formulation, state space collapse, asymptotic optimality, 60K25, 90B15, 60J70
Tsachy Weissman, Neri Merhav
Ann. Appl. Probab. 14 (1), 54-89, (February 2004) DOI: 10.1214/aoap/1075828047
KEYWORDS: Prediction with noise, conditional mixing, universal prediction, Shannon entropy, Filtering, asymptotic optimality, prediction with experts, sequential decisions, martingale difference, generalized ergodic theorem, 62M20, 60G25, 94A17
Fabrice Guillemin, Philippe Robert, Bert Zwart
Ann. Appl. Probab. 14 (1), 90-117, (February 2004) DOI: 10.1214/aoap/1075828048
KEYWORDS: Communication protocols, Exponential functionals, Compound Poisson processes, autoregressive processes, $q$-hypergeometric functions, 60K30, 90B18, 68M12
Pierre Cohort
Ann. Appl. Probab. 14 (1), 118-143, (February 2004) DOI: 10.1214/aoap/1075828049
KEYWORDS: quantization, distortion, Law of Large Numbers, central limit theorem, 60F25, 60F15, 60F05, 94A29
François Le Gland, Nadia Oudjane
Ann. Appl. Probab. 14 (1), 144-187, (February 2004) DOI: 10.1214/aoap/1075828050
KEYWORDS: Hidden Markov model, nonlinear filter, particle filter, stability, Hilbert metric, total variation norm, Mixing, regularizing kernel, 93E11, 93E15, 62E25, 60B10, 60J27, 62G07, 62G09, 62L10
A. M. Etheridge
Ann. Appl. Probab. 14 (1), 188-214, (February 2004) DOI: 10.1214/aoap/1075828051
KEYWORDS: Interacting superprocess, regulated population, extinction, Persistence, 60J80, 60J85, 60J70, 60K35
F. Avram, A. E. Kyprianou, M. R. Pistorius
Ann. Appl. Probab. 14 (1), 215-238, (February 2004) DOI: 10.1214/aoap/1075828052
KEYWORDS: Reflected Lévy processes, exit problems, Scale functions, American option, Russian option, Canadized option, Optimal stopping, 60J99, 60G40, 91B70
Károly Böröczky Jr., Matthias Reitzner
Ann. Appl. Probab. 14 (1), 239-273, (February 2004) DOI: 10.1214/aoap/1075828053
KEYWORDS: random approximation, Convex bodies, circumscribed polytopes, 60D05, 52A22
David Bruce Wilson
Ann. Appl. Probab. 14 (1), 274-325, (February 2004) DOI: 10.1214/aoap/1075828054
KEYWORDS: Random walk, mixing time, card shuffling, lozenge tiling, linear extension, Exclusion process, lattice path, Cutoff phenomenon, 60J10, 60C05
J. G. Dai, John J. Hasenbein, John H. Vande Vate
Ann. Appl. Probab. 14 (1), 326-377, (February 2004) DOI: 10.1214/aoap/1075828055
KEYWORDS: Multiclass queueing network, reentrant line, stability, fluid model, virtual station, push start, large deviations estimate, 90B15, 60K20, 37D45
Ralph Neininger, Ludger Rüschendorf
Ann. Appl. Probab. 14 (1), 378-418, (February 2004) DOI: 10.1214/aoap/1075828056
KEYWORDS: contraction method, multivariate limit law, asymptotic normality, Random trees, recursive algorithms, divide-and-conquer algorithm, random recursive structures, Zolotarev metric, 60F05, 68Q25, 68P10
Wilhelm Huisinga, Sean Meyn, Christof Schütte
Ann. Appl. Probab. 14 (1), 419-458, (February 2004) DOI: 10.1214/aoap/1075828057
KEYWORDS: Markov process, large deviations, 60F10, 60J25
Jianfeng Zhang
Ann. Appl. Probab. 14 (1), 459-488, (February 2004) DOI: 10.1214/aoap/1075828058
KEYWORDS: Backward SDEs, $L^\infty$-Lipschitz functionals, step processes, $L^2$-regularity, 60H10, 65C30
Vladimir S. Korolyuk, Nikolaos Limnios
Ann. Appl. Probab. 14 (1), 489-516, (February 2004) DOI: 10.1214/aoap/1075828059
KEYWORDS: Stochastic evolutionary system, Markov process with locally independent increments, diffusion approximation, split state space, dynamic reliability, reward, 60J55, 60B10, 60F17, 60K10, 60G46, 60G60
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