VOL. 25 · NO. 1 | February 2015
Ann. Appl. Probab. 25 (1), (February 2015) Open Access
No abstract available
Ann. Appl. Probab. 25 (1), (February 2015) Open Access
No abstract available
Christophe Andrieu, Vladislav B. Tadić, Matti Vihola
Ann. Appl. Probab. 25 (1), 1-45, (February 2015) DOI: 10.1214/13-AAP953 Open Access
KEYWORDS: Stability Markov chains, stochastic approximation, controlled Markov chains, Adaptive Markov chain Monte Carlo, 65C05, 60J22, 60J05
Daniel Hernandez-Hernandez, Robert S. Simon, Mihail Zervos
Ann. Appl. Probab. 25 (1), 46-80, (February 2015) DOI: 10.1214/13-AAP986 Open Access
KEYWORDS: Zero-sum games, singular stochastic control, Optimal stopping, variational inequalities, 91A15, 93E20, 60G40
Jean Bertoin, Gerónimo Uribe Bravo
Ann. Appl. Probab. 25 (1), 81-103, (February 2015) DOI: 10.1214/13-AAP988 Open Access
KEYWORDS: Random tree, preferential attachment, percolation, 60J27, 60J80
Richard Durrett, Stephen Moseley
Ann. Appl. Probab. 25 (1), 104-115, (February 2015) DOI: 10.1214/13-AAP989 Open Access
KEYWORDS: Biased voter model, stochastic tunneling, cancer progression, 60K35, 92C50
Raphael Lachieze-Rey, Ilya Molchanov
Ann. Appl. Probab. 25 (1), 116-149, (February 2015) DOI: 10.1214/13-AAP990 Open Access
KEYWORDS: point process, correlation measure, random closed set, two-point covering probability, contact distribution function, realisability, 60D05, 28C05, 46A40, 47B65, 60G55, 74A40, 82D30
Giorgio Ferrari
Ann. Appl. Probab. 25 (1), 150-176, (February 2015) DOI: 10.1214/13-AAP991 Open Access
KEYWORDS: integral equation, Free-boundary, irreversible investment, singular stochastic control, Optimal stopping, One-dimensional diffusion, Bank and El Karoui’s representation theorem, base capacity, 93E20, 60G40, 91B70, 60H25
J. E. Yukich
Ann. Appl. Probab. 25 (1), 177-210, (February 2015) DOI: 10.1214/13-AAP992 Open Access
KEYWORDS: Poisson–Voronoi tessellation, Poisson–Voronoi volume estimator, Poisson–Voronoi surface area estimator, maximal points, 60F05, 60D05
Mohamed Ben Alaya, Ahmed Kebaier
Ann. Appl. Probab. 25 (1), 211-234, (February 2015) DOI: 10.1214/13-AAP993 Open Access
KEYWORDS: central limit theorem, multilevel Monte Carlo methods, Euler scheme, finance, 60F05, 62F12, 65C05, 60H35
Matthew Lorig, Stefano Pagliarani, Andrea Pascucci
Ann. Appl. Probab. 25 (1), 235-267, (February 2015) DOI: 10.1214/13-AAP994 Open Access
KEYWORDS: Local volatility, Lévy-type process, asymptotic expansion, pseudo-differential calculus, defaultable asset, 35R09, 60G99, 91G20, 91G80
Sebastian Müller
Ann. Appl. Probab. 25 (1), 268-286, (February 2015) DOI: 10.1214/13-AAP995 Open Access
KEYWORDS: survival, interacting branching random walk, invariant percolation, unimodular random networks, 60J10, 60J80, 05C80
Janko Gravner, Christopher Hoffman, James Pfeiffer, David Sivakoff
Ann. Appl. Probab. 25 (1), 287-323, (February 2015) DOI: 10.1214/13-AAP996 Open Access
KEYWORDS: Bootstrap percolation, Critical exponent, Hamming torus, Poisson convergence, 60K35
F. Thomas Bruss, Mitia Duerinckx
Ann. Appl. Probab. 25 (1), 324-372, (February 2015) DOI: 10.1214/13-AAP998 Open Access
KEYWORDS: Controlled branching processes, extinction criteria, Borel–Cantelli lemma, almost-sure convergence, complete convergence, order statistics, stopping times, Galton–Watson processes, Lorenz curve, society structures, laissez-faire society, mercantilism, communism, capitalism, 69J85, 60J05, 60G40
Antonio Auffinger, Michael Damron, Jack Hanson
Ann. Appl. Probab. 25 (1), 373-405, (February 2015) DOI: 10.1214/13-AAP999 Open Access
KEYWORDS: First-passage percolation, geodesics, Busemann function, 60K35, 82B43
Gennady Shaikhet
Ann. Appl. Probab. 25 (1), 406-428, (February 2015) DOI: 10.1214/13-AAP1001 Open Access
KEYWORDS: Multiclass queueing systems, heavy traffic, scheduling and routing, throughput optimality, null controllability, buffer-station graph, simple paths, 60K25, 68M20, 90B22, 90B36, 60F05
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