VOL. 20 · NO. 6 | December 2010
Ann. Appl. Probab. 20 (6), (December 2010) Open Access
No abstract available
Ann. Appl. Probab. 20 (6), (December 2010) Open Access
No abstract available
Jean Bertoin
Ann. Appl. Probab. 20 (6), 1967-1988, (December 2010) DOI: 10.1214/10-AAP678 Open Access
KEYWORDS: branching process, emigration, random partition, cumulant, weak convergence, 60J80, 60J05
Kwabena Doku-Amponsah, Peter Mörters
Ann. Appl. Probab. 20 (6), 1989-2021, (December 2010) DOI: 10.1214/09-AAP647 Open Access
KEYWORDS: random graph, Erdős–Rényi graph, random randomly colored graph, typed graph, spins, joint large deviation principle, empirical pair measure, empirical measure, degree distribution, Entropy, Relative entropy, Ising model on a random graph, Partition function, 60F10, 05C80
Yves Elskens, Etienne Pardoux
Ann. Appl. Probab. 20 (6), 2022-2039, (December 2010) DOI: 10.1214/09-AAP671 Open Access
KEYWORDS: Quasilinear diffusion, weak plasma turbulence, propagation of chaos, wave-particle interaction, stochastic acceleration, Fokker–Planck equation, Hamiltonian chaos, 34F05, 60H10, 82C05, 82D10, 60J70, 60K40
Charles Bordenave, Giovanni Luca Torrisi
Ann. Appl. Probab. 20 (6), 2040-2085, (December 2010) DOI: 10.1214/09-AAP676 Open Access
KEYWORDS: Euclidean optimization, Law of Large Numbers, central limit theorem, large deviations, calculus of variations, wireless networks, 60F05, 60F10, 90B18, 90C27
Xue Ding, Tiefeng Jiang
Ann. Appl. Probab. 20 (6), 2086-2117, (December 2010) DOI: 10.1214/10-AAP677 Open Access
KEYWORDS: random graph, Random matrix, ‎adjacency matrix, Laplacian matrix, Largest eigenvalue, Spectral distribution, semi-circle law, Free convolution, 05C80, 05C50, 15A52, 60B10
Richard S. Ellis, Jonathan Machta, Peter Tak-Hun Otto
Ann. Appl. Probab. 20 (6), 2118-2161, (December 2010) DOI: 10.1214/10-AAP679 Open Access
KEYWORDS: Finite-size magnetization, thermodynamic magnetization, second-order phase transition, first-order phase transition, tricritical point, Moderate deviation principle, large deviation principle, Scaling limit, Blume–Capel model, finite-size scaling, 60F10, 60F05, 82B20
J. Kallsen, J. Muhle-Karbe
Ann. Appl. Probab. 20 (6), 2162-2177, (December 2010) DOI: 10.1214/10-AAP680 Open Access
KEYWORDS: utility maximization, stochastic factors, conditionally independent increments, martingale method, 91B28, 91B16, 60G51
Eero Saksman, Matti Vihola
Ann. Appl. Probab. 20 (6), 2178-2203, (December 2010) DOI: 10.1214/10-AAP682 Open Access
KEYWORDS: Adaptive Markov chain Monte Carlo, convergence, ergodicity, Metropolis algorithm, stochastic approximation, 65C05, 65C40, 60J27, 93E15, 93E35
Weining Kang, Kavita Ramanan
Ann. Appl. Probab. 20 (6), 2204-2260, (December 2010) DOI: 10.1214/10-AAP683 Open Access
KEYWORDS: Many-server queues, GI/G/N queue, fluid limits, reneging, abandonment, Strong law of large numbers, Measure-valued processes, call centers, 60F17, 60K25, 90B22, 60H99, 35D99
Abba M. Krieger, Moshe Pollak, Ester Samuel-Cahn
Ann. Appl. Probab. 20 (6), 2261-2294, (December 2010) DOI: 10.1214/10-AAP684 Open Access
KEYWORDS: Selection rules, averages, better than average, sequential observations, asymptotics, 62G99, 62F07, 60F15
Zakhar Kabluchko
Ann. Appl. Probab. 20 (6), 2295-2317, (December 2010) DOI: 10.1214/10-AAP686 Open Access
KEYWORDS: Gaussian processes, Poisson point processes, processes with stationary increments, Particle systems, stationarity, Extremes, 60G15, 60G55
Pavel Chigansky, Ramon van Handel
Ann. Appl. Probab. 20 (6), 2318-2345, (December 2010) DOI: 10.1214/10-AAP688 Open Access
KEYWORDS: Hidden Markov models, Filtering, unique ergodicity, asymptotic stability, 93E11, 37A50, 60J05, 60J10, 93E15
Vlada Limic, Stanislav Volkov
Ann. Appl. Probab. 20 (6), 2346-2388, (December 2010) DOI: 10.1214/10-AAP687 Open Access
KEYWORDS: Vertex-reinforced random walks, complete graph, urn models, Martingales, large deviations, 60G20, 60K35
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