VOL. 19 · NO. 5 | October 2009
Ann. Appl. Probab. 19 (5), (October 2009) Open Access
No abstract available
Benjamin Jourdain, Jérôme Lelong
Ann. Appl. Probab. 19 (5), 1687-1718, (October 2009) DOI: 10.1214/09-AAP595 Open Access
KEYWORDS: Adaptive importance sampling, central limit theorem, sample averaging, 60F05, 62L20, 65C05, 90C15
W. N. Kang, F. P. Kelly, N. H. Lee, R. J. Williams
Ann. Appl. Probab. 19 (5), 1719-1780, (October 2009) DOI: 10.1214/08-AAP591 Open Access
KEYWORDS: α-fair, bandwidth sharing, Brownian model, diffusion approximation, flow-level Internet congestion control, fluid model, invariant manifold, multi-path routing, product form stationary distribution, proportional fair sharing, reflected Brownian motion, simultaneous resource possession, state space collapse, workload, 60K30, 90B15
Rudolf Grübel
Ann. Appl. Probab. 19 (5), 1781-1802, (October 2009) DOI: 10.1214/08-AAP593 Open Access
KEYWORDS: analysis of algorithms, contraction method, Convergence in distribution, external path length, Functional limit theorems, 60F17, 05C05, 68W05
Francesco Caravenna, Nicolas Pétrélis
Ann. Appl. Probab. 19 (5), 1803-1839, (October 2009) DOI: 10.1214/08-AAP594 Open Access
KEYWORDS: Localization/delocalization transition, pinning model, Polymer model, Random walk, renewal theory, 60K35, 60F05, 82B41
Jan Rataj, Evgeny Spodarev, Daniel Meschenmoser
Ann. Appl. Probab. 19 (5), 1840-1859, (October 2009) DOI: 10.1214/09-AAP596 Open Access
KEYWORDS: Brownian motion, Euler–Poincaré characteristic, intrinsic volumes, mean curvature measures, Minkowski functionals, parallel neighborhood, polyconvex approximation, tube, Wiener sausage, 60J65, 60D05
Marie Albenque
Ann. Appl. Probab. 19 (5), 1860-1879, (October 2009) DOI: 10.1214/08-AAP580 Open Access
KEYWORDS: Gas model, cyclic Markov chains, directed animals, graphs convergence, 60K20, 60K35, 68R05
N. Lanchier, C. Neuhauser
Ann. Appl. Probab. 19 (5), 1880-1920, (October 2009) DOI: 10.1214/09-AAP598 Open Access
KEYWORDS: voter model, annihilating branching process, non-Mendelian segregation, 60K35, 82C22, 92D25
B. Chan, R. Durrett, N. Lanchier
Ann. Appl. Probab. 19 (5), 1921-1943, (October 2009) DOI: 10.1214/09-AAP599 Open Access
KEYWORDS: Coexistence, competition model, time-heterogeneous multitype contact process, 60K35
Ernst Eberlein, Antonis Papapantoleon, Albert N. Shiryaev
Ann. Appl. Probab. 19 (5), 1944-1971, (October 2009) DOI: 10.1214/09-AAP600 Open Access
KEYWORDS: duality principle, options on several assets, multidimensional semimartingales, Esscher transform, swap option, quanto option, 91B28, 60G48
Codina Cotar, Vlada Limic
Ann. Appl. Probab. 19 (5), 1972-2007, (October 2009) DOI: 10.1214/08-AAP564 Open Access
KEYWORDS: Attracting edge, reinforced walk, strong reinforcement, time of attraction, 60G50, 60J10, 60K35
David Gamarnik, Dmitriy Katz
Ann. Appl. Probab. 19 (5), 2008-2037, (October 2009) DOI: 10.1214/09-AAP597 Open Access
KEYWORDS: Queueing networks, positive recurrence, computability, 60K25, 90B22
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