VOL. 19 · NO. 3 | June 2009
 
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Frontmatter
Ann. Appl. Probab. 19 (3), (June 2009)
No abstract available
Ann. Appl. Probab. 19 (3), (June 2009)
No abstract available
Articles
Alexandros Beskos, Gareth Roberts, Andrew Stuart
Ann. Appl. Probab. 19 (3), 863-898, (June 2009) DOI: 10.1214/08-AAP563
KEYWORDS: Random-walk metropolis, Langevin, squared-jump-distance, Gaussian law on Hilbert space, Karhunen–Loève, Navier–Stokes PDE, diffusion, 60J22, 65C40
Sandra Cerrai
Ann. Appl. Probab. 19 (3), 899-948, (June 2009) DOI: 10.1214/08-AAP560
KEYWORDS: Stochastic reaction diffusion equations, Invariant measures, ergodic and strongly mixing processes, averaging principle, 60H15, 34C29, 37L40
Jose H. Blanchet
Ann. Appl. Probab. 19 (3), 949-982, (June 2009) DOI: 10.1214/08-AAP558
KEYWORDS: Approximate counting, bipartate graphs, binary tables, importance sampling, Markov processes, Doob h-transform, changes-of-measure, rare-event simulation, 68W20, 60J20, 05A16, 05C30, 62Q05
Jacques du Toit, Goran Peskir
Ann. Appl. Probab. 19 (3), 983-1014, (June 2009) DOI: 10.1214/08-AAP566
KEYWORDS: Geometric Brownian motion, optimal prediction, Optimal stopping, ultimate maximum, parabolic free-boundary problem, smooth fit, normal reflection, local time–space calculus, curved boundary, nonlinear Volterra integral equation, Markov process, diffusion process, 60G40, 35R35, 60J65, 91B28, 60G25, 45G10
Isaac Meilijson
Ann. Appl. Probab. 19 (3), 1015-1025, (June 2009) DOI: 10.1214/08-AAP567
KEYWORDS: Calmar ratio, Crámer–Lundberg, Drawdown, Random walk, Skorokhod embeddings, 60G50, 60G44, 91B30
Hideyuki Tanaka, Arturo Kohatsu-Higa
Ann. Appl. Probab. 19 (3), 1026-1062, (June 2009) DOI: 10.1214/08-AAP568
KEYWORDS: Stochastic differential equations, Jump processes, weak approximation, 60H35, 60J75, 65C05, 60H10, 65C30, 60J22
Guangyue Han, Brian Marcus
Ann. Appl. Probab. 19 (3), 1063-1091, (June 2009) DOI: 10.1214/08-AAP570
KEYWORDS: Hidden Markov chain, Entropy, constrained capacity, 60K99, 94A15, 60J10
Louigi Addario-Berry, Nicolas Broutin, Gábor Lugosi
Ann. Appl. Probab. 19 (3), 1092-1107, (June 2009) DOI: 10.1214/08-AAP572
KEYWORDS: Random trees, Electrical networks, Efron–Stein inequality, 60J45, 31C20
David M. Mason, Wolfgang Polonik
Ann. Appl. Probab. 19 (3), 1108-1142, (June 2009) DOI: 10.1214/08-AAP569
KEYWORDS: central limit theorem, kernel density estimator, level set estimation, 60F05, 60F15, 62E20, 62G07
John Mayberry
Ann. Appl. Probab. 19 (3), 1143-1171, (June 2009) DOI: 10.1214/08-AAP573
KEYWORDS: Random perturbations, Markov chains, transition operators, stochastic bifurcations, integrate-and-fire models, Eigenvalues, pseudospectra, 60J05, 37H20, 47A55
Ramon van Handel
Ann. Appl. Probab. 19 (3), 1172-1199, (June 2009) DOI: 10.1214/08-AAP576
KEYWORDS: Nonlinear filtering, prediction, asymptotic stability, observability, Hidden Markov models, uniform approximation, merging of probability measures, 93E11, 60J25, 62M20, 93B07, 93E15
Roberto Imbuzeiro Oliveira
Ann. Appl. Probab. 19 (3), 1200-1231, (June 2009) DOI: 10.1214/08-AAP550
KEYWORDS: Markov chain, mixing time, path coupling, Kac’s random walk, 60J27, 65C40
Andreas Greven, Lea Popovic, Anita Winter
Ann. Appl. Probab. 19 (3), 1232-1272, (June 2009) DOI: 10.1214/08-AAP574
KEYWORDS: Catalytic branching, Random trees, contour process, genealogical point processes, R-trees, Gromov–Hausdorff topology, random evolution, 60J80, 60K37, 60B11, 92D25
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