VOL. 9 · NO. 2 | May 1999
Front Matter
Ann. Appl. Probab. 9 (2), (May 1999)
No abstract available
Rick Durrett
Ann. Appl. Probab. 9 (2), (May 1999)
No abstract available
P. Del Moral, A. Guionnet
Ann. Appl. Probab. 9 (2), 275-297, (May 1999) DOI: 10.1214/aoap/1029962742
KEYWORDS: Central limit, Interacting random processes, Filtering, stochastic approximation, 60F05, 60G35, 93E11, 62L20
Klaus Fleischmann, Achim Klenke
Ann. Appl. Probab. 9 (2), 298-318, (May 1999) DOI: 10.1214/aoap/1029962743
KEYWORDS: Superprocess, Persistence, absolutely continuous states, time-space gaps of super-Brownian motion, smooth density field, diffusive measures, 60J80, 60G57, 60K35
J. Theodore Cox, Rinaldo B. Schinazi
Ann. Appl. Probab. 9 (2), 319-330, (May 1999) DOI: 10.1214/aoap/1029962744
KEYWORDS: Stochastic spatial model, voter model, Genetics, sickle-cell disease, thalassemia, 60K35
Stephen M. Krone
Ann. Appl. Probab. 9 (2), 331-351, (May 1999) DOI: 10.1214/aoap/1029962745
KEYWORDS: Interacting particle system, contact process, multitype, Dual process, survival, 60K35
David Heath, Sidney Resnick, Gennady Samorodnitsky
Ann. Appl. Probab. 9 (2), 352-375, (May 1999) DOI: 10.1214/aoap/1029962746
KEYWORDS: Fluid queue, heavy tails, Long range dependence, performance of a queue, $M/G/\infty$ queue, time until overflow, large deviations, association, 90B15, 60K25
S. Borovkova, R. Burton, H. Dehling
Ann. Appl. Probab. 9 (2), 376-390, (May 1999) DOI: 10.1214/aoap/1029962747
KEYWORDS: $U$-statistics, correlation dimension, Takens estimator, ergodic sequences, absolute regularity, 60F05, 62M10, 62G05, 60G10
Keith Baggerly, Dennis Cox, Craig Kollman, Rick Picard
Ann. Appl. Probab. 9 (2), 391-412, (May 1999) DOI: 10.1214/aoap/1029962748
KEYWORDS: Adaptive procedures, exponential convergence, Monte Carlo, particle transport, zero-variance solution, 65C05
Amir Dembo, Ioannis Kontoyiannis
Ann. Appl. Probab. 9 (2), 413-429, (May 1999) DOI: 10.1214/aoap/1029962749
KEYWORDS: Waiting times, string matching, large deviations, Relative entropy, strong approximation, almost sure invariance principle, 60F15, 60F10, 94A17
Predrag R. Jelenković
Ann. Appl. Probab. 9 (2), 430-464, (May 1999) DOI: 10.1214/aoap/1029962750
KEYWORDS: Self-organizing lists, move-to-front searching, least-recently-used caching (paging), heavy-tailed distributions, light-tailed distributions, 60F99, 68P05, 68P10
Marianne Månsson
Ann. Appl. Probab. 9 (2), 465-492, (May 1999) DOI: 10.1214/aoap/1029962751
KEYWORDS: Poisson approximation, Stein's method, total variation distance, integral geometry, convex sets, mixed areas, Poisson process, 60D05, 52A22, 60G55
L. C. G. Rogers, O. Zane
Ann. Appl. Probab. 9 (2), 493-503, (May 1999) DOI: 10.1214/aoap/1029962752
KEYWORDS: Option-pricing, saddlepoint approximations, Lévy processes, Fourier transform, 90A09, 62E17, 60J30
Terence Chan
Ann. Appl. Probab. 9 (2), 504-528, (May 1999) DOI: 10.1214/aoap/1029962753
KEYWORDS: option pricing, incomplete market, equivalent martingale measures, 90A09, 60G35, 60J30, 60J75
Robert Bättig
Ann. Appl. Probab. 9 (2), 529-566, (May 1999) DOI: 10.1214/aoap/1029962754
KEYWORDS: Completeness of securities markets, equivalent martingale measures, Black-Scholes model, Heath-Jarrow-Morton model, weak* topology, 90A90, 60H30
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