VOL. 20 · NO. 1 | February 2010
 
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Frontmatter
Ann. Appl. Probab. 20 (1), (February 2010)
No abstract available
Ann. Appl. Probab. 20 (1), (February 2010)
No abstract available
Articles
Steven N. Evans, Peter L. Ralph
Ann. Appl. Probab. 20 (1), 1-25, (February 2010) DOI: 10.1214/09-AAP616
KEYWORDS: genealogy, most recent common ancestor, MRCA, continuous state branching, Poisson point process, Poisson cut-out, transience, recurrence, stationary distribution, Duality, Bessel, Self-similar, piecewise deterministic, 92D10, 60J80, 60G55, 60G18
Hanène Mohamed, Philippe Robert
Ann. Appl. Probab. 20 (1), 26-51, (February 2010) DOI: 10.1214/09-AAP617
KEYWORDS: Tree structures, Renewal theorems, auto-regressive processes, random access networks, Capetanakis–Tsybakov–Mikhailov algorithm, 68W40, 60K20, 90B15
Hiroaki Hata, Hideo Nagai, Shuenn-Jyi Sheu
Ann. Appl. Probab. 20 (1), 52-89, (February 2010) DOI: 10.1214/09-AAP618
KEYWORDS: large deviation, long-term investment, Risk-sensitive stochastic control, Bellman equation, 35J60, 49L20, 60F10, 91B28, 93E20
André Goldman
Ann. Appl. Probab. 20 (1), 90-128, (February 2010) DOI: 10.1214/09-AAP620
KEYWORDS: Ginibre process, Palm measure, Determinantal process, stochastic domination, Voronoi tessellation, 60D05, 60G55, 60K35
Anatolii A. Puhalskii, Josh E. Reed
Ann. Appl. Probab. 20 (1), 129-195, (February 2010) DOI: 10.1214/09-AAP604
KEYWORDS: Many-server queues, heavy traffic, weak convergence, Skorohod space, Martingales, Gaussian processes, 60K25, 60F17, 60G15, 60G44
Manuel S. Santos
Ann. Appl. Probab. 20 (1), 196-213, (February 2010) DOI: 10.1214/09-AAP608
KEYWORDS: Markov process, simulation-based estimation, invariant probability, sample distribution, Monotonicity, strong consistency, 62M05, 60K35, 65C20, 60B10
Guodong Pang, Ward Whitt
Ann. Appl. Probab. 20 (1), 214-237, (February 2010) DOI: 10.1214/09-AAP611
KEYWORDS: Many-server queues, heavy-traffic limits, Skorohod M_1 topology, continuous mapping theorem, bursty arrival processes, 60F17, 60K25, 90B22
Steven N. Evans, Bernd Sturmfels, Caroline Uhler
Ann. Appl. Probab. 20 (1), 238-266, (February 2010) DOI: 10.1214/09-AAP615
KEYWORDS: Birth-and-death process, regime switching, reversible, orthogonal polynomial, binomial ideal, toric, commuting variety, Markov basis, Graver basis, unimodular matrix, matroid, primary decomposition, 60J22, 60C05, 13P10, 68W30
Samuel N. Cohen, Robert J. Elliott
Ann. Appl. Probab. 20 (1), 267-311, (February 2010) DOI: 10.1214/09-AAP619
KEYWORDS: backward stochastic differential equation, Markov chains, nonlinear expectation, dynamic risk measures, Comparison theorem, 60H10, 91B70
Florian Simatos, Danielle Tibi
Ann. Appl. Probab. 20 (1), 312-355, (February 2010) DOI: 10.1214/09-AAP613
KEYWORDS: fluid limits, multiple time scales, transient behavior, stability, 60J75, 90B15
Kenneth S. Alexander, Nikos Zygouras
Ann. Appl. Probab. 20 (1), 356-366, (February 2010) DOI: 10.1214/09-AAP621
KEYWORDS: Pinning, Polymer, Disorder, Random potential, quenched critical point, 82B44, 82D60, 60K35
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