VOL. 19 · NO. 2 | April 2009
Ann. Appl. Probab. 19 (2), (April 2009) Open Access
No abstract available
Ann. Appl. Probab. 19 (2), (April 2009) Open Access
No abstract available
Special invited paper
Rick Durrett
Ann. Appl. Probab. 19 (2), 477-496, (April 2009) DOI: 10.1214/08-AAP590 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
KEYWORDS: first passage percolation, large deviations, Random media, 60F10, 60K37, 60K35
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