VOL. 23 · NO. 5 | October 2013
Ann. Appl. Probab. 23 (5), (October 2013)
No abstract available
Ann. Appl. Probab. 23 (5), (October 2013)
No abstract available
Stefano Favaro, Antonio Lijoi, Igor Prünster
Ann. Appl. Probab. 23 (5), 1721-1754, (October 2013) DOI: 10.1214/12-AAP843
KEYWORDS: Bayesian nonparametrics, exchangeable random partitions, Gibbs-type random partitions, Sampling formulae, small blocks, species sampling problems, $\sigma$-diversity, 60G57, 62G05, 62F15
Marcel Nutz
Ann. Appl. Probab. 23 (5), 1755-1777, (October 2013) DOI: 10.1214/12-AAP885
KEYWORDS: $g$-expectation, volatility uncertainty, stochastic domain, risk measure, time-consistency, 93E20, 91B30, 60H30
James Allen Fill, Jonas Kahn
Ann. Appl. Probab. 23 (5), 1778-1816, (October 2013) DOI: 10.1214/12-AAP886
KEYWORDS: Markov chains, comparison inequalities, fastest mixing, Stochastic monotonicity, log-concave distributions, birth-and-death chains, ladder game, 60J10
Erhan Bayraktar, Yu-Jui Huang
Ann. Appl. Probab. 23 (5), 1817-1840, (October 2013) DOI: 10.1214/12-AAP887
KEYWORDS: Asymptotic growth rate, robustness, covariance uncertainty, Pucci’s operator, principal eigenvalue for fully nonlinear elliptic operators, 60G44, 60H05, 47J10, 49K35
Maury Bramson, Yi Lu, Balaji Prabhakar
Ann. Appl. Probab. 23 (5), 1841-1878, (October 2013) DOI: 10.1214/12-AAP888
KEYWORDS: Join the shortest queue, FIFO, decay of tails, 60K25, 68M20, 90B15
David Gamarnik, David A. Goldberg
Ann. Appl. Probab. 23 (5), 1879-1912, (October 2013) DOI: 10.1214/12-AAP889
KEYWORDS: Many-server queues, rate of convergence, spectral gap, weak convergence, orthogonal polynomials, parabolic cylinder functions, 60K25
Martin Hutzenthaler, Arnulf Jentzen, Peter E. Kloeden
Ann. Appl. Probab. 23 (5), 1913-1966, (October 2013) DOI: 10.1214/12-AAP890
KEYWORDS: Rare events, Nonlinear stochastic differential equations, nonglobally Lipschitz continuous, 60H35
F. Martinelli, C. Toninelli
Ann. Appl. Probab. 23 (5), 1967-1987, (October 2013) DOI: 10.1214/12-AAP891
KEYWORDS: Kinetically constrained models, dynamical phase transitions, Glass transition, Bootstrap percolation, stochastic models on trees, interacting particle systems, 60K35, 82C20
Denis Belomestny
Ann. Appl. Probab. 23 (5), 1988-2019, (October 2013) DOI: 10.1214/12-AAP892
KEYWORDS: Optimal stopping, simulation-based algorithms, functional optimization, empirical variance, self-normalized processes, 60J25, 91B28
David Hobson, Martin Klimmek
Ann. Appl. Probab. 23 (5), 2020-2052, (October 2013) DOI: 10.1214/12-AAP893
KEYWORDS: Skorokhod embedding problem, Azema–Yor solution, Perkins solution, variance swaps, 60G40, 60G44, 60J65, 91G20, 93E20
Amarjit Budhiraja, Dominik Reinhold
Ann. Appl. Probab. 23 (5), 2053-2098, (October 2013) DOI: 10.1214/12-AAP894
KEYWORDS: Catalyst-reactant dynamics, near critical branching processes, chemical reaction networks, diffusion approximations, stochastic averaging, multiscale approximations, Reflected diffusions, constrained martingale problems, Echeverria criterion, invariant measure convergence, 60J80, 60F05
Alexander L. Stolyar, Elena Yudovina
Ann. Appl. Probab. 23 (5), 2099-2138, (October 2013) DOI: 10.1214/12-AAP895
KEYWORDS: Many server models, fluid limit, diffusion limit, load balancing, instability, tightness of invariant distributions, 60K25, 60F17
D. Crisan, J. Diehl, P. K. Friz, H. Oberhauser
Ann. Appl. Probab. 23 (5), 2139-2160, (October 2013) DOI: 10.1214/12-AAP896
KEYWORDS: Filtering, robustness, rough path theory, 60G35, 93E11
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