VOL. 6 · NO. 4 | November 1996
A. D. Barbour, J. A. P. Heesterbeek, C. J. Luchsinger
Ann. Appl. Probab. 6 (4), 1045-1074, (November 1996) DOI: 10.1214/aoap/1035463323 Open Access
KEYWORDS: Basic reproduction number, threshold, parasitic infection, epidemic theory, 92D30, 92D40, 60J85
Darrell Duffie, Mark Schroder, Costis Skiadas
Ann. Appl. Probab. 6 (4), 1075-1090, (November 1996) DOI: 10.1214/aoap/1035463324 Open Access
KEYWORDS: Default, credit risk, Backward stochastic differential equations, timing of resolution of uncertainty, 90A09, 60H20
Mihael Perman, Jon A. Wellner
Ann. Appl. Probab. 6 (4), 1091-1111, (November 1996) DOI: 10.1214/aoap/1035463325 Open Access
KEYWORDS: absolute value, Airy functions, area, asymptotic distribution, Brownian bridge, Brownian excursion, Brownian motion, Feynman-Kac, inversion, moments, positive part, recursion formulas, 60G15, 60G99, 60E05
Laurent Miclo
Ann. Appl. Probab. 6 (4), 1112-1156, (November 1996) DOI: 10.1214/aoap/1035463326 Open Access
KEYWORDS: Inhomogeneous Markov processes at vanishing temperature, estimation of resolvants, compensators of exit times, 60J05, 60J35, 60F10, exit problem for families of cooling schedules (and for the shifts of a schedule).
Paul D. Feigin, Marie F. Kratz, Sidney I. Resnick
Ann. Appl. Probab. 6 (4), 1157-1190, (November 1996) DOI: 10.1214/aoap/1035463327 Open Access
KEYWORDS: Poisson processes, linear programming, autoregressive processes, moving average processes, weak convergence, consistency, time series analysis, 60B10, 60F05, 60G55, 60E20, 26F10, 62M10
Richard A. Davis, Sidney I. Resnick
Ann. Appl. Probab. 6 (4), 1191-1210, (November 1996) DOI: 10.1214/aoap/1035463328 Open Access
KEYWORDS: Extreme value theory, Poisson processes, bilinear and nonlinear processes, Stable laws, Point processes, Stationary processes, sample correlation, 60E07, 60F17, 60G55, 60G70, 62M10
Andrzej Kwieciński, Ryszard Szekli
Ann. Appl. Probab. 6 (4), 1211-1231, (November 1996) DOI: 10.1214/aoap/1035463329 Open Access
KEYWORDS: self-exciting point process, Stochastic intensity, compensator, association, 60G55, 60K25
Robert M. Burton, William G. Faris
Ann. Appl. Probab. 6 (4), 1232-1247, (November 1996) DOI: 10.1214/aoap/1035463330 Open Access
KEYWORDS: self-organization, Kohonen, pattern recognition, neural network, cluster, Markov chain, random transformation, 60J10, 92B20, 68T10, 62J20, 62H30
S. N. Ethier
Ann. Appl. Probab. 6 (4), 1248-1259, (November 1996) DOI: 10.1214/aoap/1035463331 Open Access
KEYWORDS: Gambling system, Markov chain, recurrence, transience, Foster's criterion, 60J10, 60J20
James Allen Fill, Hosam M. Mahmoud, Wojciech Szpankowski
Ann. Appl. Probab. 6 (4), 1260-1283, (November 1996) DOI: 10.1214/aoap/1035463332 Open Access
KEYWORDS: Random trees, tries, Height, distributed computing, Leader election, asymptotic distribution, poissonization, de-Poissonization, 05C05, 60F05, 05C80, 60G70
Janice Lent, Hosam M. Mahmoud
Ann. Appl. Probab. 6 (4), 1284-1302, (November 1996) DOI: 10.1214/aoap/1035463333 Open Access
KEYWORDS: searching, sorting, limit distributions, 60F05, 68P10, 05C05
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