VOL. 4 · NO. 2 | May, 1994
 
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Front Matter
Ann. Appl. Probab. 4 (2), (May, 1994)
No abstract available
Articles
Nicole El Karoui, Ioannis Karatzas
Ann. Appl. Probab. 4 (2), 255-286, (May, 1994) DOI: 10.1214/aoap/1177005062
KEYWORDS: Multiarmed bandit problem, Optimal stopping, Stochastic control, multiparameter random time-change, Gittins index, Brownian local time, 93E20, 60G60, 60G40, 90B85, 62L10
Paul Dupuis, John Oliensis
Ann. Appl. Probab. 4 (2), 287-346, (May, 1994) DOI: 10.1214/aoap/1177005063
KEYWORDS: Shape-from-shading, Markov chain approximation, optimal control representation, shape reconstruction algorithms, 35F30, 49N55, 60J10, 49L20, 93E20
Salvatore Ingrassia
Ann. Appl. Probab. 4 (2), 347-389, (May, 1994) DOI: 10.1214/aoap/1177005064
KEYWORDS: Gibbs sampler, Markov chains, Metropolis algorithm, rate of convergence, 60J10, 60J15, 15A42
L. C. G. Rogers
Ann. Appl. Probab. 4 (2), 390-413, (May, 1994) DOI: 10.1214/aoap/1177005065
KEYWORDS: Markov chain, fluid model, Wiener-Hopf factorization, Invariant distribution, noisy Wiener-Hopf, 60J10, 60K25, 60K15
Maury Bramson
Ann. Appl. Probab. 4 (2), 414-431, (May, 1994) DOI: 10.1214/aoap/1177005066
KEYWORDS: Queueing networks, equilibrium distribution, instability, first-in, first-out, 60K25, 68M20
Amir Dembo, Samuel Karlin, Ofer Zeitouni
Ann. Appl. Probab. 4 (2), 432-447, (May, 1994) DOI: 10.1214/aoap/1177005067
KEYWORDS: large deviations, large segmental sums, Levy processes, 60F10, 60J30
Elizabeth Schwerer, Jan A. Van Mieghem
Ann. Appl. Probab. 4 (2), 448-477, (May, 1994) DOI: 10.1214/aoap/1177005068
KEYWORDS: Closed queueing networks, heavy traffic analysis, reflected Brownian motion, sojourn time analysis, performance analysis, 60K25, 68M20, 90B22
Tailen Hsing
Ann. Appl. Probab. 4 (2), 478-493, (May, 1994) DOI: 10.1214/aoap/1177005069
KEYWORDS: asymptotic distribution, Convex hull, Point processes, 60D05, 60F05
William Finnoff
Ann. Appl. Probab. 4 (2), 494-528, (May, 1994) DOI: 10.1214/aoap/1177005070
KEYWORDS: Interacting random processes, empirical distribution functions, Law of Large Numbers, applications to economics, 60F10, 60H10, 60K35, 62G30, 62P20, 65C05, 65Y05
Roland Perfekt
Ann. Appl. Probab. 4 (2), 529-548, (May, 1994) DOI: 10.1214/aoap/1177005071
KEYWORDS: Extreme values, exceedance point processes, stationary Markov chains, 60G70, 60J05, 60G10, 60G55
Jean-Pierre Fouque, Ely Merzbach
Ann. Appl. Probab. 4 (2), 549-569, (May, 1994) DOI: 10.1214/aoap/1177005072
KEYWORDS: boundary value problem, random coefficients, diffusion approximation, generalized Stratonovich integral, Waves in random media, Density, Markov field, 60H30, 73D70
Robert W. Keener
Ann. Appl. Probab. 4 (2), 570-590, (May, 1994) DOI: 10.1214/aoap/1177005073
KEYWORDS: Random walks, Hilbert transform, nonlinear renewal theory, 60J15, 60E10
Victor Pestien, S. Ramakrishnan
Ann. Appl. Probab. 4 (2), 591-606, (May, 1994) DOI: 10.1214/aoap/1177005074
KEYWORDS: Discrete-time queue, cyclic queueing network, equilibrium distribution, 60K25, 60K35, 90B12, 90B22
V. Anantharam
Ann. Appl. Probab. 4 (2), 607, (May, 1994) DOI: 10.1214/aoap/1177005075
No abstract available
Back Matter
Ann. Appl. Probab. 4 (2), (May, 1994)
No abstract available
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