VOL. 16 · NO. 1 | February 2006
Ann. Appl. Probab. 16 (1), (February 2006)
No abstract available
Ann. Appl. Probab. 16 (1), (February 2006)
No abstract available
Erwin Bolthausen, Nicola Kistler
Ann. Appl. Probab. 16 (1), 1-14, (February 2006) DOI: 10.1214/105051605000000665
KEYWORDS: Spin glasses, Disordered systems, Ultrametricity, 60G60, 82B44
Niels Richard Hansen
Ann. Appl. Probab. 16 (1), 15-29, (February 2006) DOI: 10.1214/105051605000000610
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
KEYWORDS: contact process, voter model, epidemic models, pathogen, mutualist, 60K35, 82C22
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