VOL. 16 · NO. 1 | February 2006
Ann. Appl. Probab. 16 (1), (February 2006) Open Access
No abstract available
Ann. Appl. Probab. 16 (1), (February 2006) Open Access
No abstract available
Erwin Bolthausen, Nicola Kistler
Ann. Appl. Probab. 16 (1), 1-14, (February 2006) DOI: 10.1214/105051605000000665 Open Access
KEYWORDS: Spin glasses, Disordered systems, Ultrametricity, 60G60, 82B44
Niels Richard Hansen
Ann. Appl. Probab. 16 (1), 15-29, (February 2006) DOI: 10.1214/105051605000000610 Open Access
KEYWORDS: Exponential change of measure, global maximum, nonlinear renewal theory, Random walk, reflection, structural biology, 60G70, 60F10
Sharad Goel
Ann. Appl. Probab. 16 (1), 30-55, (February 2006) DOI: 10.1214/10505160500000062 Open Access
KEYWORDS: Finite Markov chains, mixing time, card shuffling, Rudvalis shuffle, 60, 68
David Gamarnik, Assaf Zeevi
Ann. Appl. Probab. 16 (1), 56-90, (February 2006) DOI: 10.1214/105051605000000638 Open Access
KEYWORDS: diffusion approximations, stationary distribution, weak convergence, Lyapunov functions, Markov processes, reflected Brownian motion, 60J25, 60J65, 60K25
R. A. Doney, A. E. Kyprianou
Ann. Appl. Probab. 16 (1), 91-106, (February 2006) DOI: 10.1214/105051605000000647 Open Access
KEYWORDS: Lévy processes, first passage problem, Wiener–Hopf factorization, insurance risk process, 60G51, 60G50
Antoine Lejay, Miguel Martinez
Ann. Appl. Probab. 16 (1), 107-139, (February 2006) DOI: 10.1214/105051605000000656 Open Access
KEYWORDS: Monte Carlo methods, skew Brownian motion, divergence form operator, One-dimensional diffusion, Local time, scale function, Speed measure, 60J60, 65C
François Delarue, Stéphane Menozzi
Ann. Appl. Probab. 16 (1), 140-184, (February 2006) DOI: 10.1214/105051605000000674 Open Access
KEYWORDS: Discretization scheme, FBSDEs, quantization, quasi-linear PDEs, 65C30, 35K55, 60H10, 60H35
Martin Dyer, Leslie Ann Goldberg, Mark Jerrum
Ann. Appl. Probab. 16 (1), 185-230, (February 2006) DOI: 10.1214/105051605000000683 Open Access
KEYWORDS: Glauber dynamics, graph homomorphisms, mixing time, Potts model, spin systems, systematic scan, 60J10, 05C15, 60C15, 68Q25, 68W20, 82B20
Johan Jonasson
Ann. Appl. Probab. 16 (1), 231-243, (February 2006) DOI: 10.1214/105051605000000692 Open Access
KEYWORDS: mixing time, coupling, lower bound, Rudvalis shuffle, 60G99, 60J99
D. R. McDonald, J. Reynier
Ann. Appl. Probab. 16 (1), 244-294, (February 2006) DOI: 10.1214/105051605000000700 Open Access
KEYWORDS: TCP, RED, mean-field, dynamical systems, 60J25, 60K35, 94C99
Oleksiy Khorunzhiy, Werner Kirsch, Peter Müller
Ann. Appl. Probab. 16 (1), 295-309, (February 2006) DOI: 10.1214/1050516000000719 Open Access
KEYWORDS: Random graphs, spectra of graphs, Laplace operator, eigenvalue distribution, 15A52, 05C50, 05C80
Sean P. Meyn
Ann. Appl. Probab. 16 (1), 310-339, (February 2006) DOI: 10.1214/105051605000000737 Open Access
KEYWORDS: large deviations, Monte Carlo methods, ergodic theorems, Spectral theory, Markov operators, computational methods in Markov chains, general methods of simulation, 60F10, 65C05, 37A30, 60K35, 60J22, 00A72
Li-X. Zhang, Feifang Hu, Siu Hung Cheung
Ann. Appl. Probab. 16 (1), 340-369, (February 2006) DOI: 10.1214/105051605000000746 Open Access
KEYWORDS: Responsive adaptive design, clinical trial, asymptotic normality, consistency, generalized Pólya urn, treatment allocation, 62L05, 62F12, 60F05, 60F15
Rainer Siegmund-Schultze, Wolfgang Wagner
Ann. Appl. Probab. 16 (1), 370-402, (February 2006) DOI: 10.1214/105051605000000755 Open Access
KEYWORDS: Spatial coagulation model, induced gelation, Stochastic particle systems, 60K40
L. Belhadji, N. Lanchier
Ann. Appl. Probab. 16 (1), 403-422, (February 2006) DOI: 10.1214/105051605000000764 Open Access
KEYWORDS: contact process, epidemic models, Richardson’s model, Random walk, rescaling argument, individual recovery, cluster recovery, 60K35, 82C22, 92D30
Deli Li, Andrew Rosalsky
Ann. Appl. Probab. 16 (1), 423-447, (February 2006) DOI: 10.1214/105051605000000773 Open Access
KEYWORDS: Largest entries of sample correlation matrices, Strong law of large numbers, law of the logarithm, Almost sure convergence, 60F15, 62H99
N. Lanchier, C. Neuhauser
Ann. Appl. Probab. 16 (1), 448-474, (February 2006) DOI: 10.1214/105051605000000782 Open Access
KEYWORDS: contact process, voter model, epidemic models, pathogen, mutualist, 60K35, 82C22
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