VOL. 20 · NO. 5 | October 2010
 
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Frontmatter
Ann. Appl. Probab. 20 (5), (October 2010)
No abstract available
Ann. Appl. Probab. 20 (5), (October 2010)
No abstract available
Articles
F. Baumdicker, W. R. Hess, P. Pfaffelhuber
Ann. Appl. Probab. 20 (5), 1567-1606, (October 2010) DOI: 10.1214/09-AAP657
KEYWORDS: Kingman’s coalescent, infinitely many genes model, infinitely many sites model, gene content, 92D15, 60J70, 92D20, 60K35
Benoîte de Saporta, François Dufour, Karen Gonzalez
Ann. Appl. Probab. 20 (5), 1607-1637, (October 2010) DOI: 10.1214/09-AAP667
KEYWORDS: Optimal stopping, Piecewise deterministic Markov processes, quantization, numerical method, dynamic programming, 93E20, 93E03, 60J25
Randal Douc, Elisabeth Gassiat, Benoit Landelle, Eric Moulines
Ann. Appl. Probab. 20 (5), 1638-1662, (October 2010) DOI: 10.1214/09-AAP632
KEYWORDS: Nonlinear filtering, forgetting of the initial distribution, nonergodic Hidden Markov Chains, Feynman–Kac semigroup, 93E11, 60G35, 62C10
Amei Amei, Stanley Sawyer
Ann. Appl. Probab. 20 (5), 1663-1696, (October 2010) DOI: 10.1214/09-AAP668
KEYWORDS: Poisson random field, DNA sequences, diffusion approximation, Population genetics, 60J70, 92D10, 92D20, 92D15, 60F99
Constantinos Kardaras
Ann. Appl. Probab. 20 (5), 1697-1728, (October 2010) DOI: 10.1214/09-AAP669
KEYWORDS: preferences, choice rules, numéraire-invariance, optional measures, investment–consumption problem, random time-horizon utility maximization, 60G07, 91B08, 91B16, 91B28
Emmanuel Bacry, Arnaud Gloter, Marc Hoffmann, Jean François Muzy
Ann. Appl. Probab. 20 (5), 1729-1760, (October 2010) DOI: 10.1214/09-AAP670
KEYWORDS: Multifractal processes, multifractal formalism, random cascades, scaling exponents estimation, Besov, 60G18, 60G57, 60F99
J. Fontbona
Ann. Appl. Probab. 20 (5), 1761-1800, (October 2010) DOI: 10.1214/09-AAP672
KEYWORDS: 3d-Navier–Stokes equation with external force, McKean–Vlasov model with random space–time birth, stochastic vortex method, propagation of chaos, convergence rate, 60K35, 65C35, 76M23, 76D17, 35Q30
Alexey Kuznetsov
Ann. Appl. Probab. 20 (5), 1801-1830, (October 2010) DOI: 10.1214/09-AAP673
KEYWORDS: Lévy process, supremum process, Wiener–Hopf factorization, meromorphic function, infinite product, 60G51, 60E10
L. Saloff-Coste, J. Zúñiga
Ann. Appl. Probab. 20 (5), 1831-1853, (October 2010) DOI: 10.1214/09-AAP661
KEYWORDS: Time inhomogeneous Markov chains, wave like behavior, singular values, 60J05, 60J10
J. G. Dai, Shuangchi He, Tolga Tezcan
Ann. Appl. Probab. 20 (5), 1854-1890, (October 2010) DOI: 10.1214/09-AAP674
KEYWORDS: Multi-server queues, customer abandonment, many-server heavy traffic, Halfin–Whitt regime, quality and efficiency-driven regime, efficiency-driven regime, phase-type distribution, 90B20, 68M20, 60J70
Yan Dolinsky
Ann. Appl. Probab. 20 (5), 1891-1906, (October 2010) DOI: 10.1214/09-AAP675
KEYWORDS: Dynkin games, Game options, weak convergence, 91B28, 60F05, 91A05
Shankar Bhamidi, Remco van der Hofstad, Gerard Hooghiemstra
Ann. Appl. Probab. 20 (5), 1907-1965, (October 2010) DOI: 10.1214/09-AAP666
KEYWORDS: Flows, random graph, first passage percolation, hopcount, central limit theorem, coupling to continuous-time branching processes, Universality, 60C05, 05C80, 90B15
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