VOL. 23 · NO. 1 | February 2013
Ann. Appl. Probab. 23 (1), (February 2013)
No abstract available
Ann. Appl. Probab. 23 (1), (February 2013)
No abstract available
Lorenzo Bertini, Alessandra Faggionato, Davide Gabrielli
Ann. Appl. Probab. 23 (1), 1-65, (February 2013) DOI: 10.1214/11-AAP805
KEYWORDS: Stochastic lattice gases, stationary nonequilibrium states, large deviations, 60K35, 82C05, 60F10, 82C22
Krzysztof Łatuszyński, Gareth O. Roberts, Jeffrey S. Rosenthal
Ann. Appl. Probab. 23 (1), 66-98, (February 2013) DOI: 10.1214/11-AAP806
KEYWORDS: MCMC estimation, adaptive MCMC, Gibbs sampling, 60J05, 65C05, 62F15
Amaury Lambert, Lea Popovic
Ann. Appl. Probab. 23 (1), 99-144, (February 2013) DOI: 10.1214/11-AAP820
KEYWORDS: Coalescent point process, branching process, excursion, Continuous-state branching process, Poisson point process, Height process, Feller diffusion, linear-fractional distribution, quasi-stationary distribution, multiple ancestry, 60J80, 60G55, 60G57, 60J10, 60J85, 60J27, 92D10, 92D25
Haya Kaspi, Kavita Ramanan
Ann. Appl. Probab. 23 (1), 145-229, (February 2013) DOI: 10.1214/11-AAP821
KEYWORDS: Many-server queues, GI/G/N queue, fluid limits, diffusion limits, Stochastic partial differential equations, Measure-valued processes, Itô diffusion, Halfin–Whitt regime, 60K25, 60F17, 60H15, 90B22, 68M20
Rick Durrett
Ann. Appl. Probab. 23 (1), 230-250, (February 2013) DOI: 10.1214/11-AAP824
KEYWORDS: Exponentially growing population, site frequency spectrum, multitype branching process, cancer model, 60J85, 92D10
Zuo Quan Xu, Xun Yu Zhou
Ann. Appl. Probab. 23 (1), 251-282, (February 2013) DOI: 10.1214/11-AAP838
KEYWORDS: Optimal stopping, probability distortion, Choquet expectation, probability distribution/qunatile function, Skorokhod embedding, $S$-shaped and reverse $S$-shaped function, 60G40, 91G80
Louigi Addario-Berry, Kevin Ford
Ann. Appl. Probab. 23 (1), 283-307, (February 2013) DOI: 10.1214/12-AAP840
KEYWORDS: Branching random walk, Random recursive tree, Pratt tree, heights of trees, 60J80
H. Mete Soner, Nizar Touzi, Jianfeng Zhang
Ann. Appl. Probab. 23 (1), 308-347, (February 2013) DOI: 10.1214/12-AAP844
KEYWORDS: Stochastic target problem, mutually singular probability measures, Backward SDEs, Duality, 60H10, 60H30
Kay Giesecke, Konstantinos Spiliopoulos, Richard B. Sowers
Ann. Appl. Probab. 23 (1), 348-385, (February 2013) DOI: 10.1214/12-AAP845
KEYWORDS: Interacting point processes, Law of Large Numbers, portfolio credit risk, contagion, 91G40, 60H10, 60G55, 60G57, 91680
Matteo Ruggiero, Stephen G. Walker, Stefano Favaro
Ann. Appl. Probab. 23 (1), 386-425, (February 2013) DOI: 10.1214/12-AAP846
KEYWORDS: Gibbs partitions, Poisson–Dirichlet, generalized gamma, infinitely-many-neutral-alleles model, time-varying mutation rate, 60J60, 60G57, 92D25
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