VOL. 17 · NO. 1 | February 2007
 
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Frontmatter
Ann. Appl. Probab. 17 (1), (February 2007)
No abstract available
Ann. Appl. Probab. 17 (1), (February 2007)
No abstract available
Articles
Richard Durrett, Deena Schmidt
Ann. Appl. Probab. 17 (1), 1-32, (February 2007) DOI: 10.1214/105051606000000619
KEYWORDS: Regulatory sequence, Population genetics, Moran model, Poisson approximation, clumping heuristic, 92D10, 60F05
Vlad Bally, Marie-Pierre Bavouzet, Marouen Messaoud
Ann. Appl. Probab. 17 (1), 33-66, (February 2007) DOI: 10.1214/105051606000000592
KEYWORDS: Malliavin calculus, pure jump diffusions, sensitivity analysis, Monte Carlo algorithm, European call and digital options, 60H07, 60J75, 65C05
Stephen G. Walker, Spyridon J. Hatjispyros, Theodoros Nicoleris
Ann. Appl. Probab. 17 (1), 67-80, (February 2007) DOI: 10.1214/105051606000000600
KEYWORDS: Chapman–Kolmogorov, diffusion process, Dirichlet process, Pólya-urn scheme, Population genetics, 60G57, 60J35, 60J60, 92D15
Z. D. Bai, Jack W. Silverstein
Ann. Appl. Probab. 17 (1), 81-101, (February 2007) DOI: 10.1214/105051606000000637
KEYWORDS: Code-division multiple access (CDMA) systems, Random matrix, empirical distributions, 15A52, 60F15, 60G35, 94A05, 94A15
Nicolas Champagnat, Amaury Lambert
Ann. Appl. Probab. 17 (1), 102-155, (February 2007) DOI: 10.1214/105051606000000628
KEYWORDS: Logistic branching process, multitype birth death competition process, Population dynamics, density-dependence, competition, fixation probability, genetic drift, weak selection, adaptive dynamics, invasion fitness, timescale separation, trait substitution sequence, diffusion approximation, harmonic equations, convergence of measure-valued processes, 92D15, 60K35, 60J85, 60J70, 92D10, 60J75, 92D25, 92D40, 60J80, 60J25
Florin Avram, Zbigniew Palmowski, Martijn R. Pistorius
Ann. Appl. Probab. 17 (1), 156-180, (February 2007) DOI: 10.1214/105051606000000709
KEYWORDS: Lévy process, dividend problem, Local time, reflection, scale function, fluctuation theory, 60J99, 93E20, 60G51
Guang-Ming Pan, Mei-Hui Guo, Wang Zhou
Ann. Appl. Probab. 17 (1), 181-206, (February 2007) DOI: 10.1214/105051606000000718
KEYWORDS: Random quadratic forms, SIR, random matrices, Empirical distribution, Stieltjes transform, central limit theorems, 15A52, 62P30, 60F05, 62E20
George Yin, Hanqin Zhang
Ann. Appl. Probab. 17 (1), 207-229, (February 2007) DOI: 10.1214/105051606000000682
KEYWORDS: Singular perturbation, Markov chain, asymptotic expansion, occupation measure, diffusion process, 34E05, 60F17, 60J27
Ralph P. Russo, Nariankadu D. Shyamalkumar
Ann. Appl. Probab. 17 (1), 230-264, (February 2007) DOI: 10.1214/105051606000000646
KEYWORDS: Markov decision process, greedy policies, bandit problems, tax problem, 90C40, 60G40, 60F05, 60F15
Matthew O. Jones, Richard F. Serfozo
Ann. Appl. Probab. 17 (1), 265-283, (February 2007) DOI: 10.1214/105051606000000763
KEYWORDS: Poisson process, sums of point process, Particle system, Laplace functional, Convergence in distribution, 60G55
Yongtao Guan, Stephen M. Krone
Ann. Appl. Probab. 17 (1), 284-304, (February 2007) DOI: 10.1214/105051606000000772
KEYWORDS: Markov chain, Monte Carlo, small world, spectral gap, Cheeger’s inequality, state decomposition, Isoperimetric inequality, Metropolis-coupled MCMC, 65C05, 65C40
Francois Baccelli, Charles Bordenave
Ann. Appl. Probab. 17 (1), 305-359, (February 2007) DOI: 10.1214/105051606000000826
KEYWORDS: Spanning trees, Poisson point process, nearest neighbor graph, directed spanning tree, asymptotic shape, 60D05, 05C05, 90C27, 60G55
Abba M. Krieger, Moshe Pollak, Ester Samuel-Cahn
Ann. Appl. Probab. 17 (1), 360-385, (February 2007) DOI: 10.1214/105051606000000691
KEYWORDS: Selection rules, ranks, nonparametrics, sequential observations, asymptotics, 62G99, 62F07, 60F15
Darrell Duffie, Yeneng Sun
Ann. Appl. Probab. 17 (1), 386-419, (February 2007) DOI: 10.1214/105051606000000673
KEYWORDS: random matching, independence, types, Markov chains, mutation, 60J05, 91B68, 60A10
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