VOL. 18 · NO. 2 | April 2008
 
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Frontmatter
Ann. Appl. Probab. 18 (2), (April 2008)
No abstract available
Ann. Appl. Probab. 18 (2), (April 2008)
No abstract available
Articles
Moez Draief, Ayalvadi Ganesh, Laurent Massoulié
Ann. Appl. Probab. 18 (2), 359-378, (April 2008) DOI: 10.1214/07-AAP470
KEYWORDS: Reed–Frost epidemic, Random graphs, epidemic threshold, spectral radius, Giant component, 60K35, 05C80, 60J85, 90B15
Fabien Panloup
Ann. Appl. Probab. 18 (2), 379-426, (April 2008) DOI: 10.1214/105051607000000285
KEYWORDS: Stochastic differential equation, Lévy process, Invariant distribution, Euler scheme, Almost sure Central Limit Theorem, 60H35, 60H10, 60J75, 60F05
Harald Luschgy, Gilles Pagès
Ann. Appl. Probab. 18 (2), 427-469, (April 2008) DOI: 10.1214/07-AAP459
KEYWORDS: Functional quantization, Gaussian process, Haar basis, Lévy process, Poisson process, 60E99, 60G51, 60G15, 60G52, 60J60
Alexei Onatski
Ann. Appl. Probab. 18 (2), 470-490, (April 2008) DOI: 10.1214/07-AAP454
KEYWORDS: Singular Wishart matrix, Tracy–Widom distribution, largest eigenvalues, Random matrix theory, approximate factor model, number of factors, arbitrage pricing theory, 60F05, 62E20
Paolo Guasoni, Miklós Rásonyi, Walter Schachermayer
Ann. Appl. Probab. 18 (2), 491-520, (April 2008) DOI: 10.1214/07-AAP461
KEYWORDS: Transaction costs, Superreplication, fractional Brownian motion, 91B28, 60G15, 60G44
Lancelot F. James, Antonio Lijoi, Igor Prünster
Ann. Appl. Probab. 18 (2), 521-551, (April 2008) DOI: 10.1214/07-AAP462
KEYWORDS: α-stable subordinator, Bayesian nonparametric statistics, Cauchy–Stieltjes transform, Cifarelli–Regazzini identity, functionals of random probability measures, Occupation times, Poisson–Dirichlet process, 60G57, 62F15, 60E07, 60G51
Savas Dayanik, H. Vincent Poor, Semih O. Sezer
Ann. Appl. Probab. 18 (2), 552-590, (April 2008) DOI: 10.1214/07-AAP463
KEYWORDS: Sequential change detection, jump-diffusion processes, Optimal stopping, 62L10, 62L15, 62C10, 60G40
Carlos M. Mora, Rolando Rebolledo
Ann. Appl. Probab. 18 (2), 591-619, (April 2008) DOI: 10.1214/105051607000000311
KEYWORDS: Nonlinear stochastic Schrödinger equations, regular invariant measures, existence and uniqueness of solutions, quantum mechanics, stochastic evolution equations, 60H15, 60H30, 37L40, 81S25, 81P15
Johannes Leitner
Ann. Appl. Probab. 18 (2), 620-631, (April 2008) DOI: 10.1214/07-AAP466
KEYWORDS: Hedging with vanishing risk, generalized entropy, quadratic BSDE, 93E20, 91B28, 58E17
Rainer Buckdahn, Jin Ma, Catherine Rainer
Ann. Appl. Probab. 18 (2), 632-663, (April 2008) DOI: 10.1214/07-AAP467
KEYWORDS: Normal martingales, structure equation, Bellman principle, HJB equation, partial differential/difference equation, viscosity solution, 93E20, 60G44, 35K55
Gersende Fort, Sean Meyn, Eric Moulines, Pierre Priouret
Ann. Appl. Probab. 18 (2), 664-707, (April 2008) DOI: 10.1214/07-AAP471
KEYWORDS: Markov chain, fluid limit, Subgeometric ergodicity, state-dependent drift criteria, Markov chain Monte Carlo, Metropolis–Hastings algorithms, 60J10, 65C05
Charles Bordenave
Ann. Appl. Probab. 18 (2), 708-746, (April 2008) DOI: 10.1214/07-AAP472
KEYWORDS: Random spanning trees, Poisson point process, Local weak convergence, small-world phenomenon, Stochastic geometry, 60D05, 05C05, 90C27, 60G55
J. Theodore Cox, Edwin A. Perkins
Ann. Appl. Probab. 18 (2), 747-812, (April 2008) DOI: 10.1214/07-AAP453
KEYWORDS: voter model, Super-Brownian motion, Lotka–Volterra model, 60K35, 60G57, 60F17, 60J80
L. C. G. Rogers, Fanyin Zhou
Ann. Appl. Probab. 18 (2), 813-823, (April 2008) DOI: 10.1214/07-AAP460
KEYWORDS: Brownian motion, Maximum, Correlation, estimation, 62P20, 60J65
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