VOL. 20 · NO. 6 | December 2010
Ann. Appl. Probab. 20 (6), (December 2010)
No abstract available
Ann. Appl. Probab. 20 (6), (December 2010)
No abstract available
Jean Bertoin
Ann. Appl. Probab. 20 (6), 1967-1988, (December 2010) DOI: 10.1214/10-AAP678
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
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
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
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
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
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
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
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
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
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
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
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
KEYWORDS: Vertex-reinforced random walks, complete graph, urn models, Martingales, large deviations, 60G20, 60K35
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