VOL. 8 · NO. 1 | February 1998
Front Matter
Ann. Appl. Probab. 8 (1), (February 1998) Open Access
No abstract available
Luke Tierney
Ann. Appl. Probab. 8 (1), 1-9, (February 1998) DOI: 10.1214/aoap/1027961031 Open Access
KEYWORDS: Markov chain Monte Carlo, mixture kernels, 60J05, 65C05, 62-04, Peskun's theorem
Mariane Pelletier
Ann. Appl. Probab. 8 (1), 10-44, (February 1998) DOI: 10.1214/aoap/1027961032 Open Access
KEYWORDS: stochastic algorithms, weak convergence, 62L20, 60F05, 60H10, simulated annealing
Murat Alanyali, Bruce Hajek
Ann. Appl. Probab. 8 (1), 45-66, (February 1998) DOI: 10.1214/aoap/1027961033 Open Access
KEYWORDS: large deviations, 60F10, 60J, Markov processes, discontinuous statistics
Murat Alanyali, Bruce Hajek
Ann. Appl. Probab. 8 (1), 67-97, (February 1998) DOI: 10.1214/aoap/1027961034 Open Access
KEYWORDS: large deviations, Allocation, 60K30, 60F10, 68M20, 90B15, 93E, 60J, load balancing, Loss networks, Erlang systems
A. J. Ganesh, Neil O'Connell
Ann. Appl. Probab. 8 (1), 98-111, (February 1998) DOI: 10.1214/aoap/1027961035 Open Access
KEYWORDS: Queueing networks, 60F10, 60K25, 60G17, sample path large deviations, Multiclass queues
Russell Lyons, Kevin Zumbrun
Ann. Appl. Probab. 8 (1), 112-130, (February 1998) DOI: 10.1214/aoap/1027961036 Open Access
KEYWORDS: Sort, insert, 68P10, 60F05, limit distribution
James Allen Fill
Ann. Appl. Probab. 8 (1), 131-162, (February 1998) DOI: 10.1214/aoap/1027961037 Open Access
KEYWORDS: Markov chain Monte Carlo, rejection sampling, attractive spin system, separation, Duality, 60J10, 68U20, 60G40, 62D05, perfect simulation, monotone chain, Ising model, Gibbs sampler, strong stationary time, ‎partially ordered set
Hsien-Kuei Hwang
Ann. Appl. Probab. 8 (1), 163-181, (February 1998) DOI: 10.1214/aoap/1027961038 Open Access
KEYWORDS: large deviations, asymptotic expansion, combinatorial schemes, 60F10, 05A16, 11K65, Local limit theorems, saddle-point method, Singularity analysis, additive arithmetical functions
F. Papangelou
Ann. Appl. Probab. 8 (1), 182-192, (February 1998) DOI: 10.1214/aoap/1027961039 Open Access
KEYWORDS: Wright-Fisher process, action functional, elliptic functions, 60F10, 60J20, large deviations, calculus of variations
David G. Hobson
Ann. Appl. Probab. 8 (1), 193-205, (February 1998) DOI: 10.1214/aoap/1027961040 Open Access
KEYWORDS: Options, Volatility, super-replication, Diffusions, coupling, 90A09, 60J30, 60G44, robust hedging
Damien Lamberton
Ann. Appl. Probab. 8 (1), 206-233, (February 1998) DOI: 10.1214/aoap/1027961041 Open Access
KEYWORDS: American put options, 60G40, 90A09, Optimal stopping, binomial approximation
Roberto H. Schonmann, Nelson I. Tanaka
Ann. Appl. Probab. 8 (1), 234-245, (February 1998) DOI: 10.1214/aoap/1027961042 Open Access
KEYWORDS: ferromagnetism, Graphs, Monotonicity, 60K35, 82B27, Ising model, phase diagram, reentrance transition
Martin P. W. Zerner
Ann. Appl. Probab. 8 (1), 246-280, (February 1998) DOI: 10.1214/aoap/1027961043 Open Access
KEYWORDS: Random walk, Green's function, first passage percolation, large deviations, 60K35, 82D30, Random potential, asymptotic shape, Lyapounov exponent
Ali A. Sadeghi
Ann. Appl. Probab. 8 (1), 281-299, (February 1998) DOI: 10.1214/aoap/1027961044 Open Access
KEYWORDS: neural networks, 60J05, 93D20, 92B20, stochastic approximation, theory of differential equations
Fima C. Klebaner, Justin Lazar, Ofer Zeitouni
Ann. Appl. Probab. 8 (1), 300-315, (February 1998) DOI: 10.1214/aoap/1027961045 Open Access
KEYWORDS: large deviations, branching systems, 60J80, 60F10, logistic map, quasi-stationary distribution
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