VOL. 18 · NO. 1 | February 2008
Ann. Appl. Probab. 18 (1), (February 2008) Open Access
No abstract available
Ann. Appl. Probab. 18 (1), (February 2008) Open Access
No abstract available
Conrad J. Burden, Miriam R. Kantorovitz, Susan R. Wilson
Ann. Appl. Probab. 18 (1), 1-21, (February 2008) DOI: 10.1214/07-AAP452 Open Access
KEYWORDS: DNA sequences, Sequence comparison, word matches, 60F17, 92D20
Kavita Ramanan, Martin I. Reiman
Ann. Appl. Probab. 18 (1), 22-58, (February 2008) DOI: 10.1214/07-AAP438 Open Access
KEYWORDS: heavy traffic, diffusion approximations, generalized processor sharing, fluid limits, invariant manifold, state space collapse, Queueing networks, Skorokhod problem, Skorokhod map, Extended Skorokhod problem, nonsemimartingale, Comparison principle, 60F05, 60F17, 60K25, 90B22, 68M20
Anja Sturm, Jan Swart
Ann. Appl. Probab. 18 (1), 59-99, (February 2008) DOI: 10.1214/07-AAP444 Open Access
KEYWORDS: Heterozygosity selection, negative frequency dependent selection, rebellious voter model, branching, annihilation, parity preservation, cancellative systems, survival, Coexistence, 82C22, 82C41, 60K35
Aidan Sudbury
Ann. Appl. Probab. 18 (1), 100-108, (February 2008) DOI: 10.1214/07-AAP445 Open Access
KEYWORDS: Interacting particles system, random sequential allocation, 60K35
Aernout C. D. van Enter, Christof Külske
Ann. Appl. Probab. 18 (1), 109-119, (February 2008) DOI: 10.1214/07-AAP446 Open Access
KEYWORDS: Random interfaces, gradient Gibbs measures, Disordered systems, lower bound on fluctuations, slow correlation decay, 60K57, 82B24, 82B44
Xin Guo, Yan Zeng
Ann. Appl. Probab. 18 (1), 120-142, (February 2008) DOI: 10.1214/07-AAP447 Open Access
KEYWORDS: Intensity of first hitting time, filtration expansion, local jumping filtration, Jeulin–Yor formula, Meyer’s Laplacian approximation, Lévy system, 60H30, 60G55, 60J99
Christian Bender, Jianfeng Zhang
Ann. Appl. Probab. 18 (1), 143-177, (February 2008) DOI: 10.1214/07-AAP448 Open Access
KEYWORDS: Forward–backward SDE, numerics, time discretization, Monte Carlo simulation, 65C30, 60H10, 60H30, 65C05
Arnaud Debussche, Eric Gautier
Ann. Appl. Probab. 18 (1), 178-208, (February 2008) DOI: 10.1214/07-AAP449 Open Access
KEYWORDS: large deviations, nonlinear Schrödinger equation, Stochastic partial differential equations, solitons, optimal control problems, calculus of variations, 60F10, 60H15, 35Q55
Jean-François Marckert
Ann. Appl. Probab. 18 (1), 209-244, (February 2008) DOI: 10.1214/07-AAP450 Open Access
KEYWORDS: Galton–Watson trees, Discrete snake, Brownian snake, limit theorem, 60J80, 60F17, 60J65
Long Jiang
Ann. Appl. Probab. 18 (1), 245-258, (February 2008) DOI: 10.1214/105051607000000294 Open Access
KEYWORDS: backward stochastic differential equation, g-expectation, translation invariance of g-expectation, convexity of g-expectation, risk measure, 60H10, 60H30, 91B30
Sergiu Hart, Yosef Rinott, Benjamin Weiss
Ann. Appl. Probab. 18 (1), 259-287, (February 2008) DOI: 10.1214/07-AAP455 Open Access
KEYWORDS: evolutionarily stable strategy, ESS, random game, random polytope, convex hull of random points, Nash equilibrium, Poisson approximation, Chen–Stein method, heavy-tailed distribution, subexponential distribution, threshold phenomenon, 91A22, 60D05, 60F99, 52A22
Michael Drmota, Svante Janson, Ralph Neininger
Ann. Appl. Probab. 18 (1), 288-333, (February 2008) DOI: 10.1214/07-AAP457 Open Access
KEYWORDS: Functional limit theorem, search trees, profile of trees, Random trees, analysis of algorithms, 60F17, 68Q25, 68P10, 60C05
Richard Durrett, Mateo Restrepo
Ann. Appl. Probab. 18 (1), 334-358, (February 2008) DOI: 10.1214/07-AAP451 Open Access
KEYWORDS: Stepping stone model, voter model, Brownian local time, Coalescent, 60K35, 92D10
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