VOL. 20 · NO. 2 | April 2010
Ann. Appl. Probab. 20 (2), (April 2010)
No abstract available
Ann. Appl. Probab. 20 (2), (April 2010)
No abstract available
Offer Kella, Marc Yor
Ann. Appl. Probab. 20 (2), 367-381, (April 2010) DOI: 10.1214/09-AAP637
KEYWORDS: Linear stochastic equation, growth collapse process, Risk process, Shot-noise process, generalized Ornstein–Uhlenbeck process, 60H20, 60G51, 60K30
Bénédicte Haas
Ann. Appl. Probab. 20 (2), 382-429, (April 2010) DOI: 10.1214/09-AAP622
KEYWORDS: Self-similar Markov processes, fragmentation equation, scaling limits, regular variation, quasi-stationary solutions, 60J75, 60G18, 82C40
Emanuele Dolera, Eugenio Regazzini
Ann. Appl. Probab. 20 (2), 430-461, (April 2010) DOI: 10.1214/09-AAP623
KEYWORDS: Berry–Esseen inequalities, central limit theorem, Kac’s equation, Cumulants, kurtosis coefficient, total variation distance, Wild’s sum, 60F05, 82C40
Ron Peled
Ann. Appl. Probab. 20 (2), 462-494, (April 2010) DOI: 10.1214/09-AAP624
KEYWORDS: Rough isometry, quasi-isometry, Poisson process, percolation, Matching, geometry of random sets, one dimension, 60D05, 60K35, 82B43
Jeong Han Kim, Ravi Montenegro, Yuval Peres, Prasad Tetali
Ann. Appl. Probab. 20 (2), 495-521, (April 2010) DOI: 10.1214/09-AAP625
KEYWORDS: Pollard’s Rho, discrete logarithm, Markov chain, mixing time, 60J10, 68Q25, 94A60
A. E. Kyprianou, J. C. Pardo, V. Rivero
Ann. Appl. Probab. 20 (2), 522-564, (April 2010) DOI: 10.1214/09-AAP626
KEYWORDS: fluctuation theory, n-tuple laws, Lévy process, conditioned Lévy process, last passage time, First passage time, overshoot, undershoot, 60G51, 60G50
Amir Dembo, Andrea Montanari
Ann. Appl. Probab. 20 (2), 565-592, (April 2010) DOI: 10.1214/09-AAP627
KEYWORDS: Ising model, random sparse graphs, Cavity method, Bethe measures, belief propagation, Local weak convergence, 82B44, 82B23, 60F10, 60K35, 05C80, 05C05
Pierre Del Moral, Arnaud Doucet
Ann. Appl. Probab. 20 (2), 593-639, (April 2010) DOI: 10.1214/09-AAP628
KEYWORDS: Markov chain Monte Carlo methods, Sequential Monte Carlo methods, self-interacting processes, time-inhomogeneous Markov chains, Metropolis–Hastings algorithm, Feynman–Kac formulae, 47H20, 60G35, 60J85, 62G09, 47D08, 47G10, 62L20
B. Gail Ivanoff, Ely Merzbach
Ann. Appl. Probab. 20 (2), 640-659, (April 2010) DOI: 10.1214/09-AAP629
KEYWORDS: Sequential detection problem, Optimal stopping, point process, Poisson process, stopping set, change-set, smooth semi-martingale, likelihood function, 60G40, 60G55, 60G80
Inés Armendáriz
Ann. Appl. Probab. 20 (2), 660-695, (April 2010) DOI: 10.1214/09-AAP633
KEYWORDS: Coagulating particle systems, Hydrodynamic limit, Smoluchowski’s equations, 60K35, 82C21
Larry Goldstein, Mathew D. Penrose
Ann. Appl. Probab. 20 (2), 696-721, (April 2010) DOI: 10.1214/09-AAP634
KEYWORDS: Stochastic geometry, coverage process, Berry–Esseen theorem, size biased coupling, Stein’s method, 60D05, 62E17, 60F05, 05C80
Javiera Barrera, Joaquín Fontbona
Ann. Appl. Probab. 20 (2), 722-752, (April 2010) DOI: 10.1214/09-AAP635
KEYWORDS: Move-to-front rule, search-cost, Law of Large Numbers, propagation of chaos, 60B10, 68W40, 68P10
Maury Bramson, J. G. Dai, J. M. Harrison
Ann. Appl. Probab. 20 (2), 753-783, (April 2010) DOI: 10.1214/09-AAP631
KEYWORDS: Reflecting Brownian motion, transience, Skorohod problem, fluid model, Queueing networks, heavy traffic, diffusion approximation, strong Markov process, 60J60, 60J65, 60K25, 60G42, 90C33
Back to Top