VOL. 14 · NO. 1 | February 2004
Front Matter
Ann. Appl. Probab. 14 (1), (February 2004) Open Access
No abstract available
Ann. Appl. Probab. 14 (1), (February 2004) Open Access
No abstract available
Alexander L. Stolyar
Ann. Appl. Probab. 14 (1), 1-53, (February 2004) DOI: 10.1214/aoap/1075828046 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
KEYWORDS: Markov process, large deviations, 60F10, 60J25
Jianfeng Zhang
Ann. Appl. Probab. 14 (1), 459-488, (February 2004) DOI: 10.1214/aoap/1075828058 Open Access
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 Open Access
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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