VOL. 15 · NO. 1B | February 2005
Ann. Appl. Probab. 15 (1B), (February 2005) Open Access
No abstract available
Ann. Appl. Probab. 15 (1B), (February 2005) Open Access
No abstract available
Robert D. Foley, David R. McDonald
Ann. Appl. Probab. 15 (1B), 519-541, (February 2005) DOI: 10.1214/105051604000000666 Open Access
KEYWORDS: Rare events, Change of measure, h transform, quasi-stationarity, Queueing networks, 60K25, 60K20
Robert D. Foley, David R. McDonald
Ann. Appl. Probab. 15 (1B), 542-586, (February 2005) DOI: 10.1214/105051604000000675 Open Access
KEYWORDS: Rare events, Change of measure, h transform, quasi-stationarity, Queueing networks, 60K25, 60K20
R. Douc, A. Guillin, J. Najim
Ann. Appl. Probab. 15 (1B), 587-614, (February 2005) DOI: 10.1214/105051604000000657 Open Access
KEYWORDS: Particle filters, Moderate deviation principle, 60F10, 60G35, 93E11
Dominic Schuhmacher
Ann. Appl. Probab. 15 (1B), 615-651, (February 2005) DOI: 10.1214/105051604000000684 Open Access
KEYWORDS: Point processes, Poisson process approximation, Stein’s method, Density estimation, total variation distance, dt₂-distance, 60G55, 62E20, 62G07
Richard Arratia, Thomas M. Liggett
Ann. Appl. Probab. 15 (1B), 652-670, (February 2005) DOI: 10.1214/105051604000000693 Open Access
KEYWORDS: Simple graphs, Random graphs, degree sequences, extremes of i.i.d. random variables, 05C07, 05C80, 60G70
Iljana Zähle, J. Theodore Cox, Richard Durrett
Ann. Appl. Probab. 15 (1B), 671-699, (February 2005) DOI: 10.1214/105051604000000701 Open Access
KEYWORDS: voter model, Stepping stone model, genealogy, recombination, linkage disequilibrium, haplotype structure, 60K35, 92D10
Peter H. Baxendale
Ann. Appl. Probab. 15 (1B), 700-738, (February 2005) DOI: 10.1214/105051604000000710 Open Access
KEYWORDS: geometric ergodicity, renewal theory, reversible Markov chain, Markov chain Monte Carlo, Metropolis–Hastings algorithm, spectral gap, 60J27, 60K05, 65C05
Christopher Hoffman
Ann. Appl. Probab. 15 (1B), 739-747, (February 2005) DOI: 10.1214/105051604000000729 Open Access
KEYWORDS: first passage percolation, Richardson’s model, competing growth, 60K35, 82B43
Gordan Žitković
Ann. Appl. Probab. 15 (1B), 748-777, (February 2005) DOI: 10.1214/105051604000000738 Open Access
KEYWORDS: utility maximization, convex duality, stochastic clock, finitely additive measures, 91B28, 60G99, 60H99
Heinrich Matzinger
Ann. Appl. Probab. 15 (1B), 778-819, (February 2005) DOI: 10.1214/105051604000000972 Open Access
KEYWORDS: Scenery reconstruction, Random walk, observations made by random walk, 60L37, 60G10
Rami Atar
Ann. Appl. Probab. 15 (1B), 820-852, (February 2005) DOI: 10.1214/105051604000000963 Open Access
KEYWORDS: Multiclass queueing systems, scheduling and routing control, heavy traffic, Halfin–Whitt regime, buffer-station tree, control of diffusions, Hamilton–Jacobi–Bellman equation, unbounded domain, 60K25, 68M20, 90B22, 90B36, 49L20
Mathew D. Penrose, Aidan Sudbury
Ann. Appl. Probab. 15 (1B), 853-889, (February 2005) DOI: 10.1214/105051604000000765 Open Access
KEYWORDS: Random sequential adsorption, interacting particle systems, trees, central limit theorems, 60K35, 05C05, 60C05, 60F05
István Berkes, Lajos Horváth, Piotr Kokoszka
Ann. Appl. Probab. 15 (1B), 890-913, (February 2005) DOI: 10.1214/105051604000000783 Open Access
KEYWORDS: asymptotic distribution, near-integrated GARCH, 62M10, 91B84
Zhi-Dong Bai, Feifang Hu
Ann. Appl. Probab. 15 (1B), 914-940, (February 2005) DOI: 10.1214/105051604000000774 Open Access
KEYWORDS: asymptotic normality, extended Pólya’s urn models, generalized Friedman’s urn model, martingale, nonhomogeneous generating matrix, response-adaptive designs, strong consistency, 62E20, 62L05, 62F12
Pierre Del Moral, Samy Tindel
Ann. Appl. Probab. 15 (1B), 941-962, (February 2005) DOI: 10.1214/105051604000000792 Open Access
KEYWORDS: Berry–Esseen theorem, Feyman–Kac models, interacting particle systems, 65C05, 65C35, 65C40
Erwin Bolthausen, Giambattista Giacomin
Ann. Appl. Probab. 15 (1B), 963-983, (February 2005) DOI: 10.1214/105051604000000800 Open Access
KEYWORDS: Copolymers, localization–delocalization transition, energy–entropy competition, Random walk, large deviations, Donsker–Varadhan theory, 60K35, 60F10, 82B41
Rinaldo B. Schinazi
Ann. Appl. Probab. 15 (1B), 984-991, (February 2005) DOI: 10.1214/105051604000000819 Open Access
KEYWORDS: Mass extinction, Allee effect, spatial stochastic model, contact process, 60K35, 92D25
Benoîte de Saporta, Jian-Feng Yao
Ann. Appl. Probab. 15 (1B), 992-1018, (February 2005) DOI: 10.1214/105051604000000828 Open Access
KEYWORDS: Ornstein–Uhlenbeck diffusion, Markov switching, random difference equation, light tail, heavy tail, renewal theory, Perron–Frobenius theory, ladder heights, 60J60, 60J75, 60H25, 60K05, 60J15
Lorens A. Imhof
Ann. Appl. Probab. 15 (1B), 1019-1045, (February 2005) DOI: 10.1214/105051604000000837 Open Access
KEYWORDS: Asymptotic stochastic stability, evolutionarily stable strategy, invariant measure, Lyapunov function, Nash equilibrium, recurrence, Stochastic differential equation, war of attrition, 60H10, 60J70, 92D15, 92D25
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