VOL. 21 · NO. 5 | October 2011
Ann. Appl. Probab. 21 (5), (October 2011) Open Access
No abstract available
Ann. Appl. Probab. 21 (5), (October 2011) Open Access
No abstract available
Lancelot F. James, Zhiyuan Zhang
Ann. Appl. Probab. 21 (5), 1627-1662, (October 2011) DOI: 10.1214/10-AAP752 Open Access
KEYWORDS: Generalized gamma convolutions, Lévy processes, perfect sampling, self-decomposable laws, time changed price processes, 60E07, 60G09
Xinfu Chen, Lan Cheng, John Chadam, David Saunders
Ann. Appl. Probab. 21 (5), 1663-1693, (October 2011) DOI: 10.1214/10-AAP714 Open Access
KEYWORDS: Inverse boundary crossing problem, Brownian motion, Diffusion processes, viscosity solutions, variational inequalities, 60J60, 35R35
Yashodhan Kanoria, Andrea Montanari
Ann. Appl. Probab. 21 (5), 1694-1748, (October 2011) DOI: 10.1214/10-AAP729 Open Access
KEYWORDS: Majority dynamics, dynamic cavity method, trees, consensus, social learning, Ising spin dynamics, parallel/synchronous dynamics, best response dynamics, 60K35, 82C22, 05C05, 91A12, 91A26, 91D99, 93A14
J. Berestycki, S. C. Harris, A. E. Kyprianou
Ann. Appl. Probab. 21 (5), 1749-1794, (October 2011) DOI: 10.1214/10-AAP733 Open Access
KEYWORDS: Fisher–Kolmogorov–Petrovskii–Piscounov equation, Traveling waves, homogeneous fragmentation processes, product martingales, Additive martingales, spine decomposition, stopping lines, 60J25, 60G09
Saul Jacka, Jon Warren, Peter Windridge
Ann. Appl. Probab. 21 (5), 1795-1826, (October 2011) DOI: 10.1214/10-AAP737 Open Access
KEYWORDS: optimal stochastic control, dynamic resource allocation, multiparameter processes, ternary majority, 93E20, 60J70
Yutaka Terasawa, Nobuo Yoshida
Ann. Appl. Probab. 21 (5), 1827-1859, (October 2011) DOI: 10.1214/10-AAP741 Open Access
KEYWORDS: Stochastic partial differential equation, power law fluids, 60H15, 76A05, 76D05
G. M. Pan, W. Zhou
Ann. Appl. Probab. 21 (5), 1860-1910, (October 2011) DOI: 10.1214/10-AAP742 Open Access
KEYWORDS: Hotelling’s T2 statistic, sample means, Sample covariance matrices, central limit theorem, Stieltjes transform, 15B52, 60F15, 62E20, 60F17
Mykhaylo Shkolnikov
Ann. Appl. Probab. 21 (5), 1911-1932, (October 2011) DOI: 10.1214/10-AAP743 Open Access
KEYWORDS: Stochastic differential equations, Lévy processes, semimartingale reflected Brownian motions, Harris recurrence, capital distributions, Lévy queueing networks, 60J25, 60H10, 91B26
Adrien Richou
Ann. Appl. Probab. 21 (5), 1933-1964, (October 2011) DOI: 10.1214/10-AAP744 Open Access
KEYWORDS: BSDEs, driver of quadratic growth, time discretization scheme, 60H35, 65C30, 60H10
Andreas Faller, Ludger Rüschendorf
Ann. Appl. Probab. 21 (5), 1965-1993, (October 2011) DOI: 10.1214/10-AAP747 Open Access
KEYWORDS: optimal multiple stopping, best choice problem, Extreme values, Poisson process, 60G40, 62L15
Z. D. Bai, H. X. Liu, W. K. Wong
Ann. Appl. Probab. 21 (5), 1994-2015, (October 2011) DOI: 10.1214/10-AAP748 Open Access
KEYWORDS: Random matrix, central limit theorems, Linear spectral statistics, Sample covariance matrix, Haar distribution, Marčenko–Pastur law, semicircular law, 15A52, 60F05, 15A18‎
Xianping Guo, Xinyuan Song
Ann. Appl. Probab. 21 (5), 2016-2049, (October 2011) DOI: 10.1214/10-AAP749 Open Access
KEYWORDS: continuous-time Markov decision process, unbounded transition rates, occupation measure, linear programming formulation, constrained optimal policy, 90C40, 60J27
Thilanka Appuhamillage, Vrushali Bokil, Enrique Thomann, Edward Waymire, Brian Wood
Ann. Appl. Probab. 21 (5), 2050-2051, (October 2011) DOI: 10.1214/11-AAP775 Open Access
KEYWORDS: skew Brownian motion, advection-diffusion, Local time, occupation time, elastic skew Brownian motion, stochastic order, First passage time, 60K35, 60K35, 60K35
No abstract available
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