VOL. 7 · NO. 2 | May 1997
 
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Articles
Peter Jagers
Ann. Appl. Probab. 7 (2), 281-298, (May 1997) DOI: 10.1214/aoap/1034625331
KEYWORDS: branching processes, Population dynamics, cell kinetics, population size dependence, 60J80, 60F25, 92A15
Kenneth Lange, Terence P. Speed, Hongyu Zhao
Ann. Appl. Probab. 7 (2), 299-313, (May 1997) DOI: 10.1214/aoap/1034625332
KEYWORDS: Genetic recombination, interference, Poisson process, Markov chain, Renewal process, reliability theory, 92D10, 60K05
W. Böhm, S. G. Mohanty
Ann. Appl. Probab. 7 (2), 314-325, (May 1997) DOI: 10.1214/aoap/1034625333
KEYWORDS: Noncoincidence probabilities, moving boundaries, order statistics, Queueing, 60C05, 60J15
Eric V. Denardo, Eugene A. Feinberg, Offer Kella
Ann. Appl. Probab. 7 (2), 326-339, (May 1997) DOI: 10.1214/aoap/1034625334
KEYWORDS: Age, excess life, current life, renewal sequence, stochastic order, $M^X/G/1$ queue, $N$-policy, Lévy process, convex, 60K05, 60G40, 60K25
Mathew D. Penrose
Ann. Appl. Probab. 7 (2), 340-361, (May 1997) DOI: 10.1214/aoap/1034625335
KEYWORDS: geometric probability, Minimal spanning tree, nearest neighbor graph, Extreme values, Poisson process, Chen-Stein method, continuum percolation, 60D05, 60G70, 05C05, 90C27
Anatolii A. Puhalskii, Ward Whitt
Ann. Appl. Probab. 7 (2), 362-381, (May 1997) DOI: 10.1214/aoap/1034625336
KEYWORDS: large deviations, large deviation principle, Skorohod topologies, contraction principle, first passage times, inverse processes, counting processes, renewal processes, superpositions of renewal processes, 60F10, 60G55, 60K05
L. Flatto
Ann. Appl. Probab. 7 (2), 382-409, (May 1997) DOI: 10.1214/aoap/1034625337
KEYWORDS: $M/M/1$ queue, random order service discipline, waiting time distribution, Little's law, 60K25, 90B22, 30C20, 30D20, 44R10
Shlomo Levental, Anatolii V. Skorohod
Ann. Appl. Probab. 7 (2), 410-443, (May 1997) DOI: 10.1214/aoap/1034625338
KEYWORDS: Transaction costs, Black-Scholes, Options, hedging, 90A09, 60H30
Erich Berger
Ann. Appl. Probab. 7 (2), 444-459, (May 1997) DOI: 10.1214/aoap/1034625339
KEYWORDS: stochastic approximation, linear filtering, almost sure invariance principles, 62L20, 60F17, 62M20
Robert Adler, Gennady Samorodnitsky
Ann. Appl. Probab. 7 (2), 460-493, (May 1997) DOI: 10.1214/aoap/1034625340
KEYWORDS: Stable processes, level crossings, 60G10, 60G70, 60G17, 60G18
A. C. Pedroso de Lima, Pranab K. Sen
Ann. Appl. Probab. 7 (2), 494-507, (May 1997) DOI: 10.1214/aoap/1034625341
KEYWORDS: Multivariate failure-time, martingale, predictable process, Cox-type regression model, concomitant variables, Censoring, maximum partial likelihood estimators, 62M99, 60G44, 60G55, 90B25
Xu-Feng Niu
Ann. Appl. Probab. 7 (2), 508-522, (May 1997) DOI: 10.1214/aoap/1034625342
KEYWORDS: extreme value distributions, Poisson random measure, tropospheric ozone analysis, threshold exceedances, 60G70, 60G55, 62M10
Philippe Chassaing
Ann. Appl. Probab. 7 (2), 523-544, (May 1997) DOI: 10.1214/aoap/1034625343
KEYWORDS: graph, connected component, martingale, quasi-optimal algorithm, Bellman principle, 68Q25, 90C15, 93E20, 90C40
Francis Comets
Ann. Appl. Probab. 7 (2), 545-563, (May 1997) DOI: 10.1214/aoap/1034625344
KEYWORDS: Gibbs measures, Markov random fields, phase transition, large deviations, 60G60, 60F10, 62M30, 82B26
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