VOL. 8 · NO. 3 | August 1998
Guillaume Gaudron
Ann. Appl. Probab. 8 (3), 649-663, (August 1998) DOI: 10.1214/aoap/1028903445 Open Access
KEYWORDS: Scaling laws, Random media, advection-diffusion, Stochastic processes, 35R60, 60J60, 76F10
F. Jay Breidt, Richard A. Davis
Ann. Appl. Probab. 8 (3), 664-675, (August 1998) DOI: 10.1214/aoap/1028903446 Open Access
KEYWORDS: Double exponential, normal comparison lemma, point process convergence, stochastic variance, tail behavior, 60G70, 62M10
Hyungsok Ahn, Mohit Dayal, Eric Grannan, Glen Swindle
Ann. Appl. Probab. 8 (3), 676-707, (August 1998) DOI: 10.1214/aoap/1028903447 Open Access
KEYWORDS: Transaction costs, hedging strategies, 90A09, 60H30, 60G44
Krzysztof Burdzy, Davar Khoshnevisan
Ann. Appl. Probab. 8 (3), 708-748, (August 1998) DOI: 10.1214/aoap/1028903448 Open Access
KEYWORDS: Crack diffusion model, iterated Brownian motion, diffusion on fractal, 60J65, 60F99
Moshe Pollak, Benjamin Yakir
Ann. Appl. Probab. 8 (3), 749-774, (August 1998) DOI: 10.1214/aoap/1028903449 Open Access
KEYWORDS: overshoot, sequential test, time series, 60K05, 62L10
Vygantas Paulauskas, Svetlozar T. Rachev
Ann. Appl. Probab. 8 (3), 775-792, (August 1998) DOI: 10.1214/aoap/1028903450 Open Access
KEYWORDS: Cointegrated processes, stable distribution, Lévy processes, ordinary least-squares estimators, 60F17, 60H05, 62M10
Richard F. Serfozo, Bingyi Yang
Ann. Appl. Probab. 8 (3), 793-821, (August 1998) DOI: 10.1214/aoap/1028903451 Open Access
KEYWORDS: Markov processes, queueing processes, Stochastic networks, stationary distributions, batch arrivals and services, 60F05, 60K25
J. Michael Harrison
Ann. Appl. Probab. 8 (3), 822-848, (August 1998) DOI: 10.1214/aoap/1028903452 Open Access
KEYWORDS: Queueing theory, heavy traffic, BIGSTEP method, resource pooling, 60K25, 90B15, 90B22
Pascal Lezaud
Ann. Appl. Probab. 8 (3), 849-867, (August 1998) DOI: 10.1214/aoap/1028903453 Open Access
KEYWORDS: Markov chain, Chernoff bound, Eigenvalues, Perturbation theory, 60F10
M. Ross Leadbetter, Holger Rootzén, Laurens de Haan
Ann. Appl. Probab. 8 (3), 868-885, (August 1998) DOI: 10.1214/aoap/1028903454 Open Access
KEYWORDS: Mixing central limit theorems, compound Poisson convergence, damage modeling, tail inference, Extreme values, 60F05, 60G70, 60G10
Zhi-Dong Bai, Chern-Ching Chao, Hsien-Kuei Hwang, Wen-Qi Liang
Ann. Appl. Probab. 8 (3), 886-895, (August 1998) DOI: 10.1214/aoap/1028903455 Open Access
KEYWORDS: maximal points, multicriterial optimization, Eulerian sums, 60D05, 68Q25, 65Y25
Tzuu-Shuh Chiang, Yunshyong Chow
Ann. Appl. Probab. 8 (3), 896-916, (August 1998) DOI: 10.1214/aoap/1028903456 Open Access
KEYWORDS: Simulated annealing process, backward equations, cycles, 60J27, 60J99, 15A18‎, 15A51, 90B40
L. R. G. Fontes, M. Isopi, Y. Kohayakawa, P. Picco
Ann. Appl. Probab. 8 (3), 917-943, (August 1998) DOI: 10.1214/aoap/1028903457 Open Access
KEYWORDS: Disordered systems, Spin glasses, random energy model, Metropolis dynamics, Glauber dynamics, Convergence to equilibrium, spectral gap, dynamical phase transition, 60K35, 82B44
Alexander E. Holroyd
Ann. Appl. Probab. 8 (3), 944-973, (August 1998) DOI: 10.1214/aoap/1028903458 Open Access
KEYWORDS: Rigidity percolation, graph rigidity, percolation, enhancements, critical points, infinite components, uniqueness, 60K35, 82B43, 05C10
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