VOL. 20 · NO. 2 | April 2010
Ann. Appl. Probab. 20 (2), (April 2010) Open Access
No abstract available
Ann. Appl. Probab. 20 (2), (April 2010) Open Access
No abstract available
Offer Kella, Marc Yor
Ann. Appl. Probab. 20 (2), 367-381, (April 2010) DOI: 10.1214/09-AAP637 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
KEYWORDS: Reflecting Brownian motion, transience, Skorohod problem, fluid model, Queueing networks, heavy traffic, diffusion approximation, strong Markov process, 60J60, 60J65, 60K25, 60G42, 90C33
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