VOL. 8 · NO. 4 | November 1998
 
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Articles
Shui Feng, Fred M. Hoppe
Ann. Appl. Probab. 8 (4), 975-994, (November 1998) DOI: 10.1214/aoap/1028903371
KEYWORDS: Ewens sampling formula, large deviation principle, Population genetics, Pitman sampling formula, Random partitions, 60F10, 05A17, 92D10
N. G. Duffield, W. Whitt
Ann. Appl. Probab. 8 (4), 995-1026, (November 1998) DOI: 10.1214/aoap/1028903372
KEYWORDS: Queueing theory, renewal theory, counting processes, regularly varying functions, large deviations, inverse processes, 60F10, 60K25, 60G18
Dimitris Bertsimas, Ioannis Ch. Paschalidis, John N. Tsitsiklis
Ann. Appl. Probab. 8 (4), 1027-1069, (November 1998) DOI: 10.1214/aoap/1028903373
KEYWORDS: communication networks, large deviations, Queueing networks, 90B12, 60K30, 60F10, 60K25
Paul Dupuis, Kavita Ramanan
Ann. Appl. Probab. 8 (4), 1070-1129, (November 1998) DOI: 10.1214/aoap/1028903374
KEYWORDS: large deviations, data networks, effective bandwidths, fluid models, Skorokhod problem, Rate function, 60F10, 90B12, 60K25
William A. Massey, Ward Whitt
Ann. Appl. Probab. 8 (4), 1130-1155, (November 1998) DOI: 10.1214/aoap/1028903375
KEYWORDS: time-inhomogeneous Markov chains, nonstationary queueing models, pointwise stationary approximation, asymptotic expansions, Poisson's equation, Erlang loss model, 60J27, 60K30
Sidney Resnick, Catalin Stărică
Ann. Appl. Probab. 8 (4), 1156-1183, (November 1998) DOI: 10.1214/aoap/1028903376
KEYWORDS: Hill estimator, tail estimator, heavy tails, tail empirical process, ARCH model, bilinear model, moving average, Hidden Markov model, 60G70, 60G10
J. R. Koehler, A. A. Puhalskii, B. Simon
Ann. Appl. Probab. 8 (4), 1184-1215, (November 1998) DOI: 10.1214/aoap/1028903377
KEYWORDS: kriging, experimental designs, 62K05, 60G60, 60F25
Matthias Löwe
Ann. Appl. Probab. 8 (4), 1216-1250, (November 1998) DOI: 10.1214/aoap/1028903378
KEYWORDS: Hopfield model, neural networks, storage capacity, Markov chains, large deviations, 82C32, 82B44, 60K35
Mihai Ciucu
Ann. Appl. Probab. 8 (4), 1251-1269, (November 1998) DOI: 10.1214/aoap/1028903379
KEYWORDS: Card guessing, dovetail shuffle, Riffle shuffle, 60C05, 60J10
Haya Kaspi, Avishai Mandelbaum
Ann. Appl. Probab. 8 (4), 1270-1290, (November 1998) DOI: 10.1214/aoap/1028903380
KEYWORDS: Multi-armed bandits, optional increasing paths, multiparameter processes, Excursions, Local times, dual predictable projection, 60G40, 60J55, 60G44
Gareth O. Roberts, Jeffrey S. Rosenthal
Ann. Appl. Probab. 8 (4), 1291-1302, (November 1998) DOI: 10.1214/aoap/1028903381
KEYWORDS: Gibbs sampler, Markov chain, Monte Carlo, slice sampler, uniform distribution, curvature, 60J05, 62M05
Amine Asselah
Ann. Appl. Probab. 8 (4), 1303-1311, (November 1998) DOI: 10.1214/aoap/1028903382
KEYWORDS: Relative entropy, Gibbs measures, nonreversible stationary measures, 28D10, 60K35, 82C22
Ananda P. N. Weerasinghe
Ann. Appl. Probab. 8 (4), 1312-1330, (November 1998) DOI: 10.1214/aoap/1028903383
KEYWORDS: stochastic optimal control, Transaction costs, Local time, Diffusion processes, 93E20, 60G40, 90A10, 60H10
Håkan Andersson
Ann. Appl. Probab. 8 (4), 1331-1349, (November 1998) DOI: 10.1214/aoap/1028903384
KEYWORDS: Epidemic model, random graph, degree sequence, branching process, 92D30, 05C80, 60J10
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