VOL. 22 · NO. 2 | April 2012
Ann. Appl. Probab. 22 (2), (April 2012)
No abstract available
Ann. Appl. Probab. 22 (2), (April 2012)
No abstract available
Pierre Tarrès, Pierre Vandekerkhove
Ann. Appl. Probab. 22 (2), 457-476, (April 2012) DOI: 10.1214/10-AAP751
KEYWORDS: convergence, ergodicity, stochastic algorithms, two-armed bandit, 62L20, 62L20, 93C40, 91E40, 68T05, 91B32
Weining Kang, Kavita Ramanan
Ann. Appl. Probab. 22 (2), 477-521, (April 2012) DOI: 10.1214/10-AAP738
KEYWORDS: Multi-server queues, stationary distribution, ergodicity, Measure-valued processes, abandonment, reneging, interchange of limits, mean-field limits, call centers, 60K25, 68M20, 90B22, 60F99
David Belius
Ann. Appl. Probab. 22 (2), 522-540, (April 2012) DOI: 10.1214/11-AAP770
KEYWORDS: Cover level, Random interlacements, Cover time, Uncovered set, Gumbel distributional limit, 60G50, 82C41, 60D05
Laurent Decreusefond, Jean-Stéphane Dhersin, Pascal Moyal, Viet Chi Tran
Ann. Appl. Probab. 22 (2), 541-575, (April 2012) DOI: 10.1214/11-AAP773
KEYWORDS: Configuration model graph, SIR model, mathematical model for epidemiology, Measure-valued process, large network limit, 60J80, 05C80, 92D30, 60F99
Paul A. Jenkins, Yun S. Song
Ann. Appl. Probab. 22 (2), 576-607, (April 2012) DOI: 10.1214/11-AAP780
KEYWORDS: Population genetics, recombination, sampling distribution, asymptotic expansion, Padé approximants, 92D15, 65C50, 92D10
Hideo Nagai
Ann. Appl. Probab. 22 (2), 608-669, (April 2012) DOI: 10.1214/11-AAP781
KEYWORDS: large deviation, long-term investment, Risk-sensitive stochastic control, H-J-B equation of ergodic type, 35J60, 49L20, 60F10, 91B28, 93E20
Davide Borrello
Ann. Appl. Probab. 22 (2), 670-701, (April 2012) DOI: 10.1214/11-AAP782
KEYWORDS: interacting particle systems, phase transition, metapopulation models, Allee effect, mass migration, stochastic order, comparison with percolation, 60K35, 60K35, 82C22
D. Denisov, S. Foss, T. Konstantopoulos
Ann. Appl. Probab. 22 (2), 702-733, (April 2012) DOI: 10.1214/11-AAP783
KEYWORDS: random graph, partial order, functional central limit theorem, GUE, Last passage percolation, 05C80, 60F17, 60K35, 06A06
Amarjit Budhiraja, Arka P. Ghosh
Ann. Appl. Probab. 22 (2), 734-791, (April 2012) DOI: 10.1214/11-AAP784
KEYWORDS: heavy traffic, Stochastic control, scaling limits, diffusion approximations, unitary networks, controlled stochastic processing networks, asymptotic optimality, singular control with state constraints, Brownian control problem (BCP), 60K25, 68M20, 90B22, 90B36, 60J70
Nelly Litvak, Philippe Robert
Ann. Appl. Probab. 22 (2), 792-826, (April 2012) DOI: 10.1214/11-AAP785
KEYWORDS: Cat and mouse Markov chains, scaling of null recurrent Markov chains, 60J10, 90B18
Ankit Gupta
Ann. Appl. Probab. 22 (2), 827-859, (April 2012) DOI: 10.1214/11-AAP788
KEYWORDS: Fleming–Viot, cell polarity, spatial clustering, Donnelly–Kurtz, particle representation, 60G57, 60J68, 92C37, 92C42
Nicolas Lanchier
Ann. Appl. Probab. 22 (2), 860-880, (April 2012) DOI: 10.1214/11-AAP790
KEYWORDS: interacting particle systems, opinion dynamics, cultural dynamics, Axelrod model, constrained voter model, social influence, homophily, 60K35
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