VOL. 8 · NO. 2 | May 1998
Front Matter
Ann. Appl. Probab. 8 (2), (May 1998) Open Access
No abstract available
Geoffrey R. Grimmett, Rinaldo B. Schinazi, J. van den Berg
Ann. Appl. Probab. 8 (2), 317-336, (May 1998) DOI: 10.1214/aoap/1028903529 Open Access
KEYWORDS: Dependent percolation, Interacting particle system, spatial epidemic, critical value, percolation, 60K35
M. Beguin, L. Gray, B. Ycart
Ann. Appl. Probab. 8 (2), 337-353, (May 1998) DOI: 10.1214/aoap/1028903530 Open Access
KEYWORDS: Load transferring, Interacting particle system, ergodicity, 60K35, 68M20
Søren Asmussen
Ann. Appl. Probab. 8 (2), 354-374, (May 1998) DOI: 10.1214/aoap/1028903531 Open Access
KEYWORDS: Cycle maximum, extremal index, Extreme values, Frechet distribution, Gumbel distribution, interest force, level crossings, maximum domain of attraction, overshoot distribution, Random walk, Rare event, regular variation, ruin probability, Stable process, storage process, subexponential distribution, 60G70, 60K30, 60K25
Olivier Catoni, Cécile Cot
Ann. Appl. Probab. 8 (2), 375-396, (May 1998) DOI: 10.1214/aoap/1028903532 Open Access
KEYWORDS: simulated annealing, Metropolis dynamic, Markov chains with rare transitions, triangular cooling schedules, optimal convergence exponent, 82C80, 65C05, 60J10, 90C42, 60F10
Gareth O. Roberts, Jeffrey S. Rosenthal
Ann. Appl. Probab. 8 (2), 397-407, (May 1998) DOI: 10.1214/aoap/1028903533 Open Access
KEYWORDS: Markov chain, Monte Carlo, hybrid sampler, geometric convergence, convergence rate, 60J05, 62F99, 62M05
Seokhoon Yun
Ann. Appl. Probab. 8 (2), 408-437, (May 1998) DOI: 10.1214/aoap/1028903534 Open Access
KEYWORDS: extremal index, multivariate extreme value distributions, exceedance point processes, stationary Markov chains, 60G70, 60J05, 60G10, 60G55
P. Del Moral
Ann. Appl. Probab. 8 (2), 438-495, (May 1998) DOI: 10.1214/aoap/1028903535 Open Access
KEYWORDS: Nonlinear filtering, Measure-valued processes, interacting and branching particle systems, Genetic algorithms, 60G57, 60K35, 60G35, 93E11
L. Decreusefond
Ann. Appl. Probab. 8 (2), 496-523, (May 1998) DOI: 10.1214/aoap/1028903536 Open Access
KEYWORDS: Chaos decomposition, IPA, Light traffic, LRM, Malliavin calculus, RPA, sensitivity analysis, simulation, 60H07, 60H30, 60G55
Zbigniew Palmowski, Tomasz Rolski
Ann. Appl. Probab. 8 (2), 524-540, (May 1998) DOI: 10.1214/aoap/1028903537 Open Access
KEYWORDS: Queueing fluid model, exponential bound, $on-off$ flow, superposition of $on-off$ flows, generator, 60K25, 68M20, 90B22
Kuo-Hwa Chang, Richard F. Serfozo, Władysław Szczotka
Ann. Appl. Probab. 8 (2), 541-568, (May 1998) DOI: 10.1214/aoap/1028903538 Open Access
KEYWORDS: Queueing networks, Stationary processes, asymptotic stationarity, weak convergence, equilibrium distributions, 60F05, 60K25
Avi Mandelbaum, Gennady Pats
Ann. Appl. Probab. 8 (2), 569-646, (May 1998) DOI: 10.1214/aoap/1028903539 Open Access
KEYWORDS: birth and death process, state-dependent networks, fluid and diffusion approximations, weak convergence, state- and time-dependent oblique reflection, congestion-dependent routing, learning systems, multiserver systems, large finite buffers, transient analysis, 60F17, 60G17, 60J70, 60K25, 60K30, 68M20, 90B10, 90B22, 90B30, 90C33
Peter Kirschenhofer, Helmut Prodinger
Ann. Appl. Probab. 8 (2), 647, (May 1998) DOI: 10.1214/aoap/1028903540 Open Access
No abstract available
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