VOL. 4 · NO. 4 | November, 1994
Ann. Appl. Probab. 4 (4), (November, 1994) DOI: 10.1214/aoap/1177004896
No abstract available
Front Matter
Ann. Appl. Probab. 4 (4), (November, 1994)
No abstract available
Kristian R. Miltersen
Ann. Appl. Probab. 4 (4), 953-967, (November, 1994) DOI: 10.1214/aoap/1177004898
KEYWORDS: Term structure of interest rates, pure default-free bond, financial bond market, forward rate process, spot rate process, time changed wiener process, continuous local martingale, stochastic differential equation (SDE), 90A09, 60G44, 60H05, 60H10, 60H30
Simeon M. Berman
Ann. Appl. Probab. 4 (4), 968-980, (November, 1994) DOI: 10.1214/aoap/1177004899
KEYWORDS: Gaussian process, HIV latency time, nonnormal translation, normal random vector, posterior density, 60E99, 60G15, 62E99, 92A07
Sean P. Meyn, R. L. Tweedie
Ann. Appl. Probab. 4 (4), 981-1011, (November, 1994) DOI: 10.1214/aoap/1177004900
KEYWORDS: Uniform convergence, renewal theory, Queueing theory, Markov chain Monte Carlo, spectral gap, 60J25
Jean-Dominique Deuschel, Christian Mazza
Ann. Appl. Probab. 4 (4), 1012-1056, (November, 1994) DOI: 10.1214/aoap/1177004901
KEYWORDS: Dirichlet forms, First hitting time, geometric bounds, $L^2$ convergence, Metropolis, nonsymmetric Markov chains, spectral gap, Ultrametricity, 60J27, 60F10, 93E25, 15A18‎, 60J60
C. Redmond, J. E. Yukich
Ann. Appl. Probab. 4 (4), 1057-1073, (November, 1994) DOI: 10.1214/aoap/1177004902
KEYWORDS: Subadditive and superadditive functionals, TSP, Steiner tree, Minimal spanning tree, minimal matching, rates of convergence, 60D05, 60F15, 60C05
Kenneth S. Alexander
Ann. Appl. Probab. 4 (4), 1074-1082, (November, 1994) DOI: 10.1214/aoap/1177004903
KEYWORDS: Longest common subsequence, subadditivity‎, First-passage percolation, 60C05
J. F. Clouet, J. P. Fouque
Ann. Appl. Probab. 4 (4), 1083-1097, (November, 1994) DOI: 10.1214/aoap/1177004904
KEYWORDS: Waves in random media, transmitted pulse, diffusion approximation, stochastic equations, 73D70, 60B10, 60H10
E. G. Coffman Jr., C. L. Mallows, Bjorn Poonen
Ann. Appl. Probab. 4 (4), 1098-1111, (November, 1994) DOI: 10.1214/aoap/1177004905
KEYWORDS: Packing, parking, stick breaking, fragmentation, ring network, 60K30
Christine Fricker, Philippe Robert, Ellen Saada, Danielle Tibi
Ann. Appl. Probab. 4 (4), 1112-1128, (November, 1994) DOI: 10.1214/aoap/1177004906
KEYWORDS: Finite networks with interaction, ergodicity of Markov processes, multidimensional random walks, 60J75, 60K35, 92B20
P. A. Ferrari, L. R. G. Fontes
Ann. Appl. Probab. 4 (4), 1129-1144, (November, 1994) DOI: 10.1214/aoap/1177004907
KEYWORDS: queuing networks, Zero range process, Burke's theorem, departure process, net output process, 60K35, 60K25, 90B22, 90B15
William A. Massey, Ward Whitt
Ann. Appl. Probab. 4 (4), 1145-1160, (November, 1994) DOI: 10.1214/aoap/1177004908
KEYWORDS: performance analysis, traffic theory, nonstationary queues, nonstationary Erlang loss model, Erlang blocking formula, infinite server queues, phase-type service, 60K25, 60J27, 90B22
Vadim Malyshev, Philippe Robert
Ann. Appl. Probab. 4 (4), 1161-1176, (November, 1994) DOI: 10.1214/aoap/1177004909
KEYWORDS: Loss network, Stationary measures, loss probabilities, thermodynamic limit, 60K25, 60K20
Malgorzata Roos
Ann. Appl. Probab. 4 (4), 1177-1187, (November, 1994) DOI: 10.1214/aoap/1177004910
KEYWORDS: Stein-Chen method, compound Poisson distribution, rate of convergence, reliability theory, isolated vertices, $k$-out-of-$n$, rectangular lattice, 05C90, 60C05, 60F05, 90B25
Fima C. Klebaner, Ofer Zeitouni
Ann. Appl. Probab. 4 (4), 1188-1205, (November, 1994) DOI: 10.1214/aoap/1177004911
KEYWORDS: Exit problem, branching systems, large deviations, logistic map, 60J80, 60F10
M. P. Quine, W. Szczotka
Ann. Appl. Probab. 4 (4), 1206-1222, (November, 1994) DOI: 10.1214/aoap/1177004912
KEYWORDS: Bienayme-Galton-Watson branching process, embedded random walk, martingale, 60J80, 60J15, 60J10, 60J99
Joseph T. Chang
Ann. Appl. Probab. 4 (4), 1223-1233, (November, 1994) DOI: 10.1214/aoap/1177004913
KEYWORDS: renewal theory, Residual lifetime, excess over the boundary, total lifetime, length-biased sampling, inspection paradox, ladder height, coupling, stochastic ordering, 60K05, 60E15, 60J15
Regis J. Serinko
Ann. Appl. Probab. 4 (4), 1234-1254, (November, 1994) DOI: 10.1214/aoap/1177004914
KEYWORDS: Grassberger-Procaccia spatial correlation integral, $U$-statistic, Fractal, convergence in measure, nonlinear dynamics, chaos, itinerate process, absolutely regular, 60F99, 62G99, 53F11, 28A80
Alan Frieze, Ravi Kannan, Nick Polson
Ann. Appl. Probab. 4 (4), 1255, (November, 1994) DOI: 10.1214/aoap/1177004915
No abstract available
Back Matter
Ann. Appl. Probab. 4 (4), (November, 1994)
No abstract available
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