VOL. 15 · NO. 1A | February 2005
Ann. Appl. Probab. 15 (1A), (February 2005)
No abstract available
Ann. Appl. Probab. 15 (1A), (February 2005)
No abstract available
Paul Dupuis, Hui Wang
Ann. Appl. Probab. 15 (1A), 1-38, (February 2005) DOI: 10.1214/105051604000001016
KEYWORDS: asymptotic optimality, importance sampling, Markov chain, Monte Carlo simulation, Rare events, stochastic game, weak convergence, 60F10, 65C05, 93E20
Samuel Herrmann, Peter Imkeller
Ann. Appl. Probab. 15 (1A), 39-68, (February 2005) DOI: 10.1214/105051604000000530
KEYWORDS: Stochastic resonance, diffusion, periodic potential, double-well potential, noise-induced transition, exit time distribution, Comparison theorem, perturbed dynamical system, Spectral theory, low-lying eigenvalue, 60H10, 60J60, 60J70, 86A10, 60F10, 34D45
Sanjeev Arora, Ravi Kannan
Ann. Appl. Probab. 15 (1A), 69-92, (February 2005) DOI: 10.1214/105051604000000512
KEYWORDS: Mixture models, Gaussian mixtures, efficient algorithms, estimation, learning, clustering, Isoperimetric inequalities, 62-07, 68T05, 62H30, 62N02
Şerban Nacu, Yuval Peres
Ann. Appl. Probab. 15 (1A), 93-115, (February 2005) DOI: 10.1214/105051604000000549
KEYWORDS: simulation, approximation theory, Bernstein polynomials, real analytic functions, unbiasing, 65C50
Eva Strasser
Ann. Appl. Probab. 15 (1A), 116-124, (February 2005) DOI: 10.1214/105051604000000558
KEYWORDS: Continuous semimartingales, no-arbitrage, local martingale measures, supermartingale densities, 60H05, 90A09
R. W. R. Darling, J. R. Norris
Ann. Appl. Probab. 15 (1A), 125-152, (February 2005) DOI: 10.1214/105051604000000567
KEYWORDS: Hypergraph, component, cluster, Markov process, random graph, 05C65, 60J75, 05C80
Zhiyi Chi
Ann. Appl. Probab. 15 (1A), 153-174, (February 2005) DOI: 10.1214/105051604000000576
KEYWORDS: Waiting times, template matching, large deviations, Point processes, central limit theorem, 60F10, 60G55
Rolando Cavazos-Cadena, Daniel Hernández-Hernández
Ann. Appl. Probab. 15 (1A), 175-212, (February 2005) DOI: 10.1214/105051604000000585
KEYWORDS: Decreasing function along trajectories, stopping time, nearly optimal policies, Hölder’s inequality, simultaneous Doeblin condition, recurrent state, 93E20, 60F10, 93C55
Yu. Baryshnikov, J. E. Yukich
Ann. Appl. Probab. 15 (1A), 213-253, (February 2005) DOI: 10.1214/105051604000000594
KEYWORDS: Gaussian fields, cluster measures, central limit theorems, random Euclidean graphs, Random sequential packing, Boolean models, 60F05, 60D05
Jean-Marc Azaïs, Mario Wschebor
Ann. Appl. Probab. 15 (1A), 254-278, (February 2005) DOI: 10.1214/105051604000000602
KEYWORDS: Gaussian fields, Rice formula, regularity of the distribution of the maximum, 60G15, 60G70
Rudolf Grübel, Nikolče Stefanoski
Ann. Appl. Probab. 15 (1A), 279-297, (February 2005) DOI: 10.1214/105051604000000611
KEYWORDS: asymptotic normality, mixed Poisson distributions, Poisson approximation, Random permutations, randomized algorithms, Hoare’s selection algorithm, 68Q25, 68P10, 60F05
Olivier Garet, Régine Marchand
Ann. Appl. Probab. 15 (1A), 298-330, (February 2005) DOI: 10.1214/105051604000000503
KEYWORDS: percolation, First-passage percolation, Chemical distance, competing growth, 60K35, 82B43
Baris Ata, Sunil Kumar
Ann. Appl. Probab. 15 (1A), 331-391, (February 2005) DOI: 10.1214/105051604000000495
KEYWORDS: Queueing networks, discretionary routing, dynamic scheduling, discrete review policies, complete resource pooling, asymptotic optimality, 60K25, 60F17, 68M20, 90F35
Lothar Heinrich
Ann. Appl. Probab. 15 (1A), 392-420, (February 2005) DOI: 10.1214/105051604000001007
KEYWORDS: Poisson grain model with compact grains, volume fraction, Cox process, thermodynamic limit, correlation measures, Cumulants, large deviations, Berry–Esseen bound, Chernoff-type theorem, 60D05, 60F10, 60G55, 82B30
Zach Dietz, Sunder Sethuraman
Ann. Appl. Probab. 15 (1A), 421-486, (February 2005) DOI: 10.1214/105051604000000990
KEYWORDS: large deviations, nonhomogeneous, Markov, optimization, geometric cooling, glassy models, 60J10, 60F10
Pavel V. Gapeev
Ann. Appl. Probab. 15 (1A), 487-499, (February 2005) DOI: 10.1214/105051604000000981
KEYWORDS: Disorder (quickest detection) problem, Lévy process, compound Poisson process, Optimal stopping, integro-differential free-boundary problem, principles of smooth and continuous fit, measure of jumps and its compensator, Girsanov’s theorem for semimartingales, Itô’s formula, 60G40, 62M20, 34K10, 62C10, 62L15, 60J75
Bert Zwart, Sem Borst, Krzystof Dȩbicki
Ann. Appl. Probab. 15 (1A), 500-517, (February 2005) DOI: 10.1214/105051604000000648
KEYWORDS: Extremes, fractional Brownian motion, Gaussian processes, On-Off processes, perturbed risk models, regular variation, ruin probabilities, Subexponential distributions, 60G15, 60F10, 60G70
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