VOL. 19 · NO. 1 | February 2009
Ann. Appl. Probab. 19 (1), (February 2009)
No abstract available
Ann. Appl. Probab. 19 (1), (February 2009)
No abstract available
Andrei Y. Yakovlev, Nikolay M. Yanev
Ann. Appl. Probab. 19 (1), 1-14, (February 2009) DOI: 10.1214/08-AAP539
KEYWORDS: Multitype branching processes, relative frequencies, joint asymptotic normality, cell proliferation, 60J80, 60J85, 62P10, 92D25
Rick Durrett, Lea Popovic
Ann. Appl. Probab. 19 (1), 15-48, (February 2009) DOI: 10.1214/08-AAP530
KEYWORDS: Gene duplication, subfunctionalization, one-dimensional diffusions, Lyapunov function, 60J60, 60J70, 92D15, 92D20
Boris Buchmann, Ngai Hang Chan
Ann. Appl. Probab. 19 (1), 49-70, (February 2009) DOI: 10.1214/08-AAP531
KEYWORDS: Brownian motion, fractional Brownian motion, fractional Ornstein–Uhlenbeck process, Gaussian processes, Hermite process, noncentral and central functional limit theorems, nonstandard scaling, Rosenblatt process, slowly varying norming, unit root problem, 60F05, 60F17, 60G15, 60J65, 62E20, 62F12
Martin Dyer, Leslie Ann Goldberg, Mark Jerrum
Ann. Appl. Probab. 19 (1), 71-107, (February 2009) DOI: 10.1214/08-AAP532
KEYWORDS: Matrix norms, rapid mixing, Markov chains, spin systems, 15A60, 60J10, 68W20, 68W40, 82B20
S. N. Lahiri, S. Sun
Ann. Appl. Probab. 19 (1), 108-126, (February 2009) DOI: 10.1214/08-AAP533
KEYWORDS: Normal approximation, quantile hedging, stationary, Strong mixing, 60F05, 60G10, 62E20
Mark Craddock, Kelly A. Lennox
Ann. Appl. Probab. 19 (1), 127-157, (February 2009) DOI: 10.1214/08-AAP534
KEYWORDS: Lie symmetry groups, fundamental solutions, Diffusion processes, transition densities, expectations and functionals, 35C05, 35K15, 60H99, 60G99
Yu. Baryshnikov, Mathew D. Penrose, J. E. Yukich
Ann. Appl. Probab. 19 (1), 158-185, (February 2009) DOI: 10.1214/08-AAP537
KEYWORDS: φ-divergence, central limit theorems, spacing statistics, logarithmic spacings, information gain, log-likelihood, 60F05, 60D05, 62H11
Emanuele Dolera, Ester Gabetta, Eugenio Regazzini
Ann. Appl. Probab. 19 (1), 186-209, (February 2009) DOI: 10.1214/08-AAP538
KEYWORDS: Berry–Esseen inequalities, central limit theorem, Kac’s equation, total variation distance, Wild’s sum, 60F05, 82C40
Martin Jacobsen, Thomas Mikosch, Jan Rosiński, Gennady Samorodnitsky
Ann. Appl. Probab. 19 (1), 210-242, (February 2009) DOI: 10.1214/08-AAP540
KEYWORDS: Cauchy equation, Choquet–Deny equation, functional equation, Infinite divisibility, infinite moving average, inverse problem, Lévy measure, linear filter, regular variation, stochastic integral, tail of a measure, 60E05, 60E07
H. Christian Gromoll, Ruth J. Williams
Ann. Appl. Probab. 19 (1), 243-280, (February 2009) DOI: 10.1214/08-AAP541
KEYWORDS: bandwidth sharing, α-fair, flow level Internet model, congestion control, simultaneous resource possession, fluid model, workload, measure valued process, invariant manifold, 60K30, 60F17, 90B15
Pablo A. Ferrari, James B. Martin, Leandro P. R. Pimentel
Ann. Appl. Probab. 19 (1), 281-317, (February 2009) DOI: 10.1214/08-AAP542
KEYWORDS: Asymmetric simple exclusion, Second-class particle, Burgers equation, Rarefaction fan, Last-passage percolation, competition interface, 60K35, 82B
Josselin Garnier, Knut Sølna
Ann. Appl. Probab. 19 (1), 318-346, (February 2009) DOI: 10.1214/08-AAP543
KEYWORDS: Waves in random media, parabolic approximation, diffusion-approximation, 60H15, 35R60, 74J20
Paolo Dai Pra, Wolfgang J. Runggaldier, Elena Sartori, Marco Tolotti
Ann. Appl. Probab. 19 (1), 347-394, (February 2009) DOI: 10.1214/08-AAP544
KEYWORDS: Credit contagion, credit crisis, interacting particle systems, large deviations, large portfolio losses, mean field interaction, nonreversible Markov processes, phase transition, 60K35, 91B70
Lars Holden, Ragnar Hauge, Marit Holden
Ann. Appl. Probab. 19 (1), 395-413, (February 2009) DOI: 10.1214/08-AAP545
KEYWORDS: Adaption, Metropolis–Hastings, Markov chain Monte Carlo, Inverse problems, 65C05, 65C40
Daniele D’Angeli, Alfredo Donno
Ann. Appl. Probab. 19 (1), 414-453, (February 2009) DOI: 10.1214/08-AAP546
KEYWORDS: reversible Markov chain, crested product, nested product, crossed product, Spectral theory, association schemes, Gelfand pairs, 60J10, 15A69, 05E30, 05C25, 43A85
Augusto Teixeira
Ann. Appl. Probab. 19 (1), 454-466, (February 2009) DOI: 10.1214/08-AAP547
KEYWORDS: Random walks, percolation, Random interlacements, 60K35, 82C41
Eric Clarkson, J. L. Denny, Larry Shepp
Ann. Appl. Probab. 19 (1), 467-476, (February 2009) DOI: 10.1214/08-AAP536
KEYWORDS: ROC, tail probabilities, extreme points, symmetric rearrangements, 62G32, 60E15, 92C55
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