VOL. 18 · NO. 6 | December 2008
Ann. Appl. Probab. 18 (6), (December 2008) Open Access
No abstract available
Ann. Appl. Probab. 18 (6), (December 2008) Open Access
No abstract available
Walid Hachem, Philippe Loubaton, Jamal Najim
Ann. Appl. Probab. 18 (6), 2071-2130, (December 2008) DOI: 10.1214/08-AAP515 Open Access
KEYWORDS: Random matrix, Empirical distribution of the eigenvalues, Stieltjes transform, 15A52, 15A18‎, 60F15
Iain MacPhee, Mikhail Menshikov, Dimitri Petritis, Serguei Popov
Ann. Appl. Probab. 18 (6), 2131-2155, (December 2008) DOI: 10.1214/08-AAP519 Open Access
KEYWORDS: Polling system, parameter regeneration, stability, time-inhomogeneous Markov chains, recurrence, Lyapunov functions, random matrices, 60K25, 60J10, 60G42, 90B22
Laurent Decreusefond, Pascal Moyal
Ann. Appl. Probab. 18 (6), 2156-2178, (December 2008) DOI: 10.1214/08-AAP518 Open Access
KEYWORDS: Measure-valued Markov process, fluid limit, central limit theorem, pure delay system, Queueing theory, 60F17, 60K25, 60B12
Soumik Pal, Jim Pitman
Ann. Appl. Probab. 18 (6), 2179-2207, (December 2008) DOI: 10.1214/08-AAP516 Open Access
KEYWORDS: Interacting diffusions, atlas model, elastic collision, Harris model, 60G07, 60G55
A. D. Barbour, M. J. Luczak
Ann. Appl. Probab. 18 (6), 2208-2238, (December 2008) DOI: 10.1214/08-AAP521 Open Access
KEYWORDS: epidemic models, Infinitely many types, quantitative law of large numbers, 92D30, 60J27, 60B12
J. G. Dai, Wuqin Lin
Ann. Appl. Probab. 18 (6), 2239-2299, (December 2008) DOI: 10.1214/08-AAP522 Open Access
KEYWORDS: Stochastic processing networks, maximum pressure policies, backpressure policies, heavy traffic, Brownian models, diffusion limits, state space collapse, asymptotic optimality, 90B15, 60K25, 90B18, 90B22, 68M10, 60J60
Jean-Baptiste Gouéré, Régine Marchand
Ann. Appl. Probab. 18 (6), 2300-2319, (December 2008) DOI: 10.1214/08-AAP523 Open Access
KEYWORDS: First-passage percolation, greedy paths, Boolean percolation, Random growth, 60K35, 82B43
Ester Gabetta, Eugenio Regazzini
Ann. Appl. Probab. 18 (6), 2320-2336, (December 2008) DOI: 10.1214/08-AAP524 Open Access
KEYWORDS: central limit theorem, Kac’s equation, Kologorov distance, Wild’s sum, 60F05, 82C40
Wei-Dong Liu, Zhengyan Lin, Qi-Man Shao
Ann. Appl. Probab. 18 (6), 2337-2366, (December 2008) DOI: 10.1214/08-AAP527 Open Access
KEYWORDS: Independence test, extreme distribution, Berry–Esseen bound, correlation matrices, stochastic optimization, 60F05, 62F05
Amarjit Budhiraja, Kevin Ross
Ann. Appl. Probab. 18 (6), 2367-2391, (December 2008) DOI: 10.1214/08-AAP525 Open Access
KEYWORDS: singular control, state constraints, Brownian control problems, Optimal stopping, free boundary, obstacle problems, viscosity solutions, Hamilton–Jacobi–Bellman equations, Stochastic networks, 93E20, 60K25, 60G40, 49J30, 49L25, 35J60
Daniel Remenik
Ann. Appl. Probab. 18 (6), 2392-2420, (December 2008) DOI: 10.1214/08-AAP528 Open Access
KEYWORDS: contact process, random environment, complete convergence, block construction, Interacting particle system, 60K35
Florin Avram, Zbigniew Palmowski, Martijn R. Pistorius
Ann. Appl. Probab. 18 (6), 2421-2449, (December 2008) DOI: 10.1214/08-AAP529 Open Access
KEYWORDS: First time passage problem, Lévy process, exponential asymptotics, ruin probability, 60J15, 60F10, 60G50
Remco van der Hofstad, Peter Mörters, Nadia Sidorova
Ann. Appl. Probab. 18 (6), 2450-2494, (December 2008) DOI: 10.1214/08-AAP526 Open Access
KEYWORDS: Anderson Hamiltonian, Parabolic Anderson problem, long term behavior, Intermittency, Localization, random environment, Random potential, partial differential equations with random coefficients, heavy tails, Extreme value theory, Pareto distribution, Weibull distribution, weak limit theorem, Law of the iterated logarithm, 60H25, 82C44, 60F05, 60F15, 60G70
Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski
Ann. Appl. Probab. 18 (6), 2495-2529, (December 2008) DOI: 10.1214/00-AAP520 Open Access
KEYWORDS: Credit default swaps, defaultable claims, first-to-default claims, hedging, immersion of filtrations, Hypothesis H, 60G35, 60G44, 60H30
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