VOL. 3 · NO. 2 | May, 1993
Front Matter
Ann. Appl. Probab. 3 (2), (May, 1993)
No abstract available
I. Iscoe, D. McDonald, K. Qian
Ann. Appl. Probab. 3 (2), 277-295, (May, 1993) DOI: 10.1214/aoap/1177005425
KEYWORDS: Capacities, ATM network overload, 60K30, 60J45, 60K25
Harry Kesten
Ann. Appl. Probab. 3 (2), 296-338, (May, 1993) DOI: 10.1214/aoap/1177005426
KEYWORDS: First-passage percolation, Speed of convergence, asymptotic shape, roughness of boundary, Eden model, method of bounded differences, 60K35, 60F05, 60F10
D. J. Gates, M. Westcott
Ann. Appl. Probab. 3 (2), 339-355, (May, 1993) DOI: 10.1214/aoap/1177005427
KEYWORDS: Markov process, crystal growth, polymer crystal, Foster's theorem, Liapounov function, dynamic reversibility, 60J20, 82A60
Bernard Ycart
Ann. Appl. Probab. 3 (2), 356-363, (May, 1993) DOI: 10.1214/aoap/1177005428
KEYWORDS: Philosophers' process, reversible nearest particle system, 60K35
Arthur C. Heinricher, Richard H. Stockbridge
Ann. Appl. Probab. 3 (2), 364-379, (May, 1993) DOI: 10.1214/aoap/1177005429
KEYWORDS: controlled diffusion, running maximum, dynamic programming, optimal replacement, state dependent failure, stochastic wear models, 49B60, 49C20, 93E20
Arthur C. Heinricher, Richard H. Stockbridge
Ann. Appl. Probab. 3 (2), 380-402, (May, 1993) DOI: 10.1214/aoap/1177005430
KEYWORDS: Controlled martingale problems, constrained martingale problems, controlled diffusion, running maximum, Invariant measures, optimal replacement, state dependent failure, stochastic wear models, 49A60, 93E20, 60G35, 60G44
Tomasz Luczak, Joel E. Cohen
Ann. Appl. Probab. 3 (2), 403-420, (May, 1993) DOI: 10.1214/aoap/1177005431
KEYWORDS: ‎digraph‎, acyclic, random graph, food web, trophic level, 05C80, 05C20‎, 92D40
Elena V. Krichagina, Sheldon X. C. Lou, Suresh P. Sethi, Michael I. Taksar
Ann. Appl. Probab. 3 (2), 421-453, (May, 1993) DOI: 10.1214/aoap/1177005432
KEYWORDS: Stochastic manufacturing system, production planning, asymptotic optimality, heavy traffic, diffusion approximation, reflected Brownian motion, 90B30, 93E20, 60J65, 60F17
Peter C. Matthews, Andrew L. Rukhin
Ann. Appl. Probab. 3 (2), 454-466, (May, 1993) DOI: 10.1214/aoap/1177005433
KEYWORDS: Normal sample range, $U$-statistic, Poisson clumping heuristic, exceedance, 60E05, 60F99, 62E20, 62H10
B. Wahlberg, E. J. Hannan
Ann. Appl. Probab. 3 (2), 467-496, (May, 1993) DOI: 10.1214/aoap/1177005434
KEYWORDS: Autoregression, network modeling, time series, spectral analysis, Laguerre functions, 62M10, 62F12, 60G12, 60F05, 60G10
Richard A. Davis, Sidney I. Resnick
Ann. Appl. Probab. 3 (2), 497-525, (May, 1993) DOI: 10.1214/aoap/1177005435
KEYWORDS: Extreme value theory, Poisson processes, max-stable processes, prediction, time series, Stationary processes, 60G70, 60G55
Martin Dyer, Alan Frieze, Boris Pittel
Ann. Appl. Probab. 3 (2), 526-552, (May, 1993) DOI: 10.1214/aoap/1177005436
KEYWORDS: greedy algorithm, Matching, sparse random graphs, central limit theorem, 60C05, 60F05, 05C70, 05C80
Robert J. Adler, Gennady Samorodnitsky, Tamar Gadrich
Ann. Appl. Probab. 3 (2), 553-575, (May, 1993) DOI: 10.1214/aoap/1177005437
KEYWORDS: Stable processes, level crossings, Rice formula, 60G10, 60G70, 60G17, 60G18
Michael Hogan
Ann. Appl. Probab. 3 (2), 576-581, (May, 1993) DOI: 10.1214/aoap/1177005438
KEYWORDS: option pricing, term structure, 90A09
Patrick Jaillet
Ann. Appl. Probab. 3 (2), 582-592, (May, 1993) DOI: 10.1214/aoap/1177005439
KEYWORDS: Torus, combinatorial optimization problems, minimum spanning tree, 60D05
James Allen Fill, Robin Pemantle
Ann. Appl. Probab. 3 (2), 593-629, (May, 1993) DOI: 10.1214/aoap/1177005440
KEYWORDS: Richardson's model, $n$-cube, percolation, Oriented percolation, First-passage percolation, large deviations, broadcasting, 60K35, 60C05
Back Matter
Ann. Appl. Probab. 3 (2), (May, 1993)
No abstract available
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