VOL. 6 · NO. 3 | August 1996
 
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Articles
P. Diaconis, L. Saloff-Coste
Ann. Appl. Probab. 6 (3), 695-750, (August 1996) DOI: 10.1214/aoap/1034968224
KEYWORDS: Markov chains, logarithmic Sobolev inequalities, 60J15, 60J27, 60F05
J. G. Dai
Ann. Appl. Probab. 6 (3), 751-757, (August 1996) DOI: 10.1214/aoap/1034968225
KEYWORDS: Multiclass queueing networks, instability, transience, Harris positive recurrent, fluid approximation, fluid model, 60K25, 90B22, 60K20, 90B35
Hong Chen
Ann. Appl. Probab. 6 (3), 758-765, (August 1996) DOI: 10.1214/aoap/1034968226
KEYWORDS: Semimartingale reflecting Brownian motion on an orthant, positive recurrence, stationary distribution, linear Lyapunov function, fluid network, 60J60, 60J65, 60K25, 34D20
Mogens Bladt
Ann. Appl. Probab. 6 (3), 766-777, (August 1996) DOI: 10.1214/aoap/1034968227
KEYWORDS: Actual waiting time, phase-type distribution, Poisson's equation, martingale, asymptotic time average variance, numerical methods, 60K25, 60K05, 60G42
Raphaël Cerf
Ann. Appl. Probab. 6 (3), 778-817, (August 1996) DOI: 10.1214/aoap/1034968228
KEYWORDS: Freidlin-Wentzell theory, Genetic algorithms, stochastic optimization, 60F10, 60J10, 92D15
Mireille Bossy, Denis Talay
Ann. Appl. Probab. 6 (3), 818-861, (August 1996) DOI: 10.1214/aoap/1034968229
KEYWORDS: Stochastic particle methods, interacting particle systems, Burgers equation, 60H10, 60K35, 65C20, 65M15, 65U05
Alexander V. Gnedin, Ulrich Krengel
Ann. Appl. Probab. 6 (3), 862-882, (August 1996) DOI: 10.1214/aoap/1034968230
KEYWORDS: Optimal stopping, exchangeability, ‎rank‎, secretary problems, 60G40
Damian Clancy
Ann. Appl. Probab. 6 (3), 883-895, (August 1996) DOI: 10.1214/aoap/1034968231
KEYWORDS: Multigroup epidemics, coupling, threshold theorems, migration processes, Birth-and-death processes, 92D30, 60F15, 60J80
Harry Cohn
Ann. Appl. Probab. 6 (3), 896-902, (August 1996) DOI: 10.1214/aoap/1034968232
KEYWORDS: branching, Galton-Watson, varying environments, supercritical, martingale, limit distribution, 60J80, 60F25
L. Holst, M. P. Quine, J. Robinson
Ann. Appl. Probab. 6 (3), 903-921, (August 1996) DOI: 10.1214/aoap/1034968233
KEYWORDS: Synapses, DNA, cell biology, crystal aggregates, nucleation, inhibition, shear transformation, Piecewise deterministic Markov processes, 60J25, 60J15, 60K15, 60K40
Gerold Alsmeyer, Uwe Rösler
Ann. Appl. Probab. 6 (3), 922-939, (August 1996) DOI: 10.1214/aoap/1034968234
KEYWORDS: Bisexual Galton-Watson process, promiscuous mating, extinction probability, killed Markov process, Harmonic function, function iteration, 60J80
Jim Douglas Jr., Jin Ma, Philip Protter
Ann. Appl. Probab. 6 (3), 940-968, (August 1996) DOI: 10.1214/aoap/1034968235
KEYWORDS: Forward-backward stochastic differential equations, quasilinear parabolic equations, combined characteristics and finite difference method, Euler's scheme, weak convergence, 65U05, 60H10, 65M06, 65M25
Claudia Klöppelberg, Thomas Mikosch
Ann. Appl. Probab. 6 (3), 969-991, (August 1996) DOI: 10.1214/aoap/1034968236
KEYWORDS: Moving average process, Spectral distribution, integrated periodogram, functional central limit theorem, Gaussian field, Kiefer process, empirical process, sample autocovariance, changepoint, 60F17, 60G60, 60G10, 62M15
Simeon M. Berman
Ann. Appl. Probab. 6 (3), 992-1005, (August 1996) DOI: 10.1214/aoap/1034968237
KEYWORDS: Bivariate normal distribution, concordance, ranks, sample variance, 62F07, 62H20
J. E. Yukich
Ann. Appl. Probab. 6 (3), 1006-1023, (August 1996) DOI: 10.1214/aoap/1034968238
KEYWORDS: Subadditive ergodic theorems, Combinatorial optimization, Minimal spanning tree, Traveling salesman problem, boundary process, 60F15, 60D05, 60C05
Michael N. Katehakis, Uriel G. Rothblum
Ann. Appl. Probab. 6 (3), 1024-1034, (August 1996) DOI: 10.1214/aoap/1034968239
KEYWORDS: bandit problems, optimality criteria, Markov decision chains, Gittins index, Laurent expansions, 90C47, 90C31, 90C39, 60G40
Lajos Takács
Ann. Appl. Probab. 6 (3), 1035-1040, (August 1996) DOI: 10.1214/aoap/1034968240
KEYWORDS: Random walk, Brownian motion, sojourn time, distribution function, 60J15, 60J55, 60J65
Angelos Dassios
Ann. Appl. Probab. 6 (3), 1041-1043, (August 1996) DOI: 10.1214/aoap/1034968241
KEYWORDS: Sample quantiles, exchangeability, stationary and independent increments, look-back financial options
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