VOL. 19 · NO. 2 | April 2009
Ann. Appl. Probab. 19 (2), (April 2009)
No abstract available
Ann. Appl. Probab. 19 (2), (April 2009)
No abstract available
Special invited paper
Rick Durrett
Ann. Appl. Probab. 19 (2), 477-496, (April 2009) DOI: 10.1214/08-AAP590
KEYWORDS: Interacting particle system, block construction, fast stirring limit, competitive exclusion principle, 60K35
Benjamin T. Graham
Ann. Appl. Probab. 19 (2), 497-520, (April 2009) DOI: 10.1214/08-AAP549
KEYWORDS: Mean field, Zero-range process, balls, boxes, Markov chain, relaxation, spectral gap, log Sobolev, 60K35, 82C20
Rami Atar, Gennady Shaikhet
Ann. Appl. Probab. 19 (2), 521-555, (April 2009) DOI: 10.1214/08-AAP551
KEYWORDS: Multi-class queueing systems, heavy traffic, scheduling and routing, throughput optimality, asymptotic null controllability, buffer-station graph, 60K25, 68M20, 90B22, 90B36, 60F05
Yacine Aït-Sahalia, Julio Cacho-Diaz, T. R. Hurd
Ann. Appl. Probab. 19 (2), 556-584, (April 2009) DOI: 10.1214/08-AAP552
KEYWORDS: Optimal portfolio, jumps, Merton problem, factor models, closed-form solution, 62P05, 60J75, 93E20
Yannis G. Yatracos
Ann. Appl. Probab. 19 (2), 585-595, (April 2009) DOI: 10.1214/08-AAP553
KEYWORDS: Extreme values, spacings, Gumbel distribution, 60F05
Robert A. Jarrow, Philip Protter, Hasanjan Sayit
Ann. Appl. Probab. 19 (2), 596-616, (April 2009) DOI: 10.1214/08-AAP554
KEYWORDS: Arbitrage, simple trading strategies, fractional Brownian motion, Time change, 60G15, 60K30, 91B28
Dawn B. Woodard, Scott C. Schmidler, Mark Huber
Ann. Appl. Probab. 19 (2), 617-640, (April 2009) DOI: 10.1214/08-AAP555
KEYWORDS: Markov chain Monte Carlo, tempering, rapidly mixing Markov chains, spectral gap, Metropolis algorithm, 65C40, 65C05
Olivier Garet
Ann. Appl. Probab. 19 (2), 641-660, (April 2009) DOI: 10.1214/08-AAP556
KEYWORDS: First-passage percolation, maximal flows, 60K35, 82B43
Taral Guldahl Seierstad
Ann. Appl. Probab. 19 (2), 661-675, (April 2009) DOI: 10.1214/08-AAP557
KEYWORDS: central limit theorem, Differential equations, Random graphs, minimum degree graph process, d-process, 60F05, 05C80
Rick Durrett, Deena Schmidt, Jason Schweinsberg
Ann. Appl. Probab. 19 (2), 676-718, (April 2009) DOI: 10.1214/08-AAP559
KEYWORDS: Multi-stage carcinogenesis, Waiting times, Moran model, branching process, Wright–Fisher diffusion, 60J99, 92C50, 92D25, 60J85
Matthias Heveling, Matthias Reitzner
Ann. Appl. Probab. 19 (2), 719-736, (April 2009) DOI: 10.1214/08-AAP561
KEYWORDS: Poisson point process, Poisson–Voronoi cell, jackknife estimate of variance, approximation of convex sets, valuation, 60D05, 60G55, 52A22, 60C05
Kshitij Khare, Hua Zhou
Ann. Appl. Probab. 19 (2), 737-777, (April 2009) DOI: 10.1214/08-AAP562
KEYWORDS: convergence rate, Markov chains, multivariate orthogonal polynomials, 60J10, 60J22, 33C50
Pierre Del Moral, Frédéric Patras, Sylvain Rubenthaler
Ann. Appl. Probab. 19 (2), 778-825, (April 2009) DOI: 10.1214/08-AAP565
KEYWORDS: Feynman–Kac semigroups, interacting particle systems, trees and forests, automorphism groups, combinatorial enumeration, 47D08, 60C05, 60K35, 65C35, 31B10, 60J80, 65C05, 92D25
M. Cranston, D. Gauthier, T. S. Mountford
Ann. Appl. Probab. 19 (2), 826-862, (April 2009) DOI: 10.1214/08-AAP535
KEYWORDS: first passage percolation, large deviations, Random media, 60F10, 60K37, 60K35
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