VOL. 2 · NO. 4 | November, 1992
Ann. Appl. Probab. 2 (4), (November, 1992) DOI: 10.1214/aoap/1177005574 Open Access
No abstract available
Front Matter
Ann. Appl. Probab. 2 (4), (November, 1992) Open Access
No abstract available
Jaksa Cvitanic, Ioannis Karatzas
Ann. Appl. Probab. 2 (4), 767-818, (November, 1992) DOI: 10.1214/aoap/1177005576 Open Access
KEYWORDS: constrained optimization, convex analysis, Duality, stochastic contro, portofolio and consumption processes, martingale representations, 93E20, 90A09, 60H30, 60G44, 90A16, 49N15
Richard Holley, Edward C. Waymire
Ann. Appl. Probab. 2 (4), 819-845, (November, 1992) DOI: 10.1214/aoap/1177005577 Open Access
KEYWORDS: multiplicative cascade, multifractal, dimension, tree, 60G57, 76F05
Michel Talagrand
Ann. Appl. Probab. 2 (4), 846-856, (November, 1992) DOI: 10.1214/aoap/1177005578 Open Access
KEYWORDS: Matchings, transportation cost, empirical measure, 60C05, 05C70
Gregory J. Morrow
Ann. Appl. Probab. 2 (4), 857-905, (November, 1992) DOI: 10.1214/aoap/1177005579 Open Access
KEYWORDS: Measure-valued Markov chain, large deviations, Wentzell-Freidlin theory, Population genetics, infinite alleles model, selection, 60F10, 60J05, 92A10
Dirk P. Kroese, Volker Schmidt
Ann. Appl. Probab. 2 (4), 906-927, (November, 1992) DOI: 10.1214/aoap/1177005580 Open Access
KEYWORDS: Cyclic server system, cluster representation, random counting measures, limit distributions, Laplace functionals, moment formulas, stochastic decomposition, stochastic integration, regnerative processes, 60K25, 90B22, 60G55, 60G57, 60H05
P. A. Ferrari, K. Ravishankar
Ann. Appl. Probab. 2 (4), 928-941, (November, 1992) DOI: 10.1214/aoap/1177005581 Open Access
KEYWORDS: Burgers' equation, cellular automata, Conservation laws, Hydrodynamic limit, microscopic shock, 60K35
Mark A. Pinsky
Ann. Appl. Probab. 2 (4), 942-950, (November, 1992) DOI: 10.1214/aoap/1177005582 Open Access
KEYWORDS: Lyapunov exponent, stochastic harmonic oscillator, finite-state Markov noise process, 60H10, 34D05
Odd O. Aalen
Ann. Appl. Probab. 2 (4), 951-972, (November, 1992) DOI: 10.1214/aoap/1177005583 Open Access
KEYWORDS: Heterogeneity, frailty, Survival analysis, compound Poisson distribution, 60E05, 62M05
Kalvis M. Jansons, L. C. G. Rogers
Ann. Appl. Probab. 2 (4), 973-986, (November, 1992) DOI: 10.1214/aoap/1177005584 Open Access
KEYWORDS: Branching Brownian motion, pre-minimum, post-minimum, rooted family tree with heights, rooted branching tree with heights, branching tree with heights, tree shape with heights, branching polymers, Super-Brownian motion, 60J65, 60J85, 60J70
D. J. Daley, T. Rolski
Ann. Appl. Probab. 2 (4), 987-1008, (November, 1992) DOI: 10.1214/aoap/1177005585 Open Access
KEYWORDS: G/GI/1 queue, waiting-time moments, Strong mixing, regenerative phenomena, stationary ergodic point process, 60K25, 60G55
Bela Bollobas, Graham Brightwell
Ann. Appl. Probab. 2 (4), 1009-1018, (November, 1992) DOI: 10.1214/aoap/1177005586 Open Access
KEYWORDS: partial order, Height, random orders, Ulam's problem, increasing subsequences, 06A10, 60C05, 05A99
Yoav Benjamini, Abba M. Krieger
Ann. Appl. Probab. 2 (4), 1019-1023, (November, 1992) DOI: 10.1214/aoap/1177005587 Open Access
KEYWORDS: Markov chain, market share, Heterogeneity, stationary distribution, 60J10, 62M05
Richard Weber
Ann. Appl. Probab. 2 (4), 1024-1033, (November, 1992) DOI: 10.1214/aoap/1177005588 Open Access
KEYWORDS: Multiarmed bandit problem, stochastic scheduling, Markov decision processes, Optimal stopping, sequential methods, 60G40, 90B35, 62L05, 90C40
Back Matter
Ann. Appl. Probab. 2 (4), (November, 1992) Open Access
No abstract available
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