VOL. 9 · NO. 3 | August 1999
Front Matter
Ann. Appl. Probab. 9 (3), (August 1999) Open Access
No abstract available
R. C. Griffiths, Simon Tavaré
Ann. Appl. Probab. 9 (3), 567-590, (August 1999) DOI: 10.1214/aoap/1029962804 Open Access
KEYWORDS: Ages of mutations, Ancestral inference, Coalescent process, gene trees, Population genetics, samples of DNA, 60J70, 62M05, 65U05, 92D10, 92D20
Albert Fannjiang, Tomasz Komorowski
Ann. Appl. Probab. 9 (3), 591-610, (August 1999) DOI: 10.1214/aoap/1029962805 Open Access
KEYWORDS: Turbulent diffusion, Markovian flows, 60F17, 35B27, 60G44
Mark Freidlin, Matthias Weber
Ann. Appl. Probab. 9 (3), 611-628, (August 1999) DOI: 10.1214/aoap/1029962806 Open Access
KEYWORDS: averaging principle, Random perturbations, nonlinear pendulum, 60H10, 34C29, 35B20
Davar Khoshnevisan, Thomas M. Lewis
Ann. Appl. Probab. 9 (3), 629-667, (August 1999) DOI: 10.1214/aoap/1029962807 Open Access
KEYWORDS: iterated Brownian motion, Brownian motion in random scenery, stochastic integration, sample-path variations, Excursion theory, 60H05, 60K20, 60F12
Marek Biskup, Frank den Hollander
Ann. Appl. Probab. 9 (3), 668-687, (August 1999) DOI: 10.1214/aoap/1029962808 Open Access
KEYWORDS: Heteropolymer, Quenched disorder, Localization, Gibbs state, 60K35, 82B44, 82D30
Marek Capiński, Nigel J. Cutland
Ann. Appl. Probab. 9 (3), 688-705, (August 1999) DOI: 10.1214/aoap/1029962809 Open Access
KEYWORDS: stochastic equations, Euler equations, statistical solutions, 60H15, 35Q05, 36R60
Didier Piau
Ann. Appl. Probab. 9 (3), 706-718, (August 1999) DOI: 10.1214/aoap/1029962810 Open Access
KEYWORDS: Stochastic homogenization, large deviations, Young measures, Poissonian material, 60F10, 34F05, 60F15, 73B27
Elizabeth A. Brooks
Ann. Appl. Probab. 9 (3), 719-731, (August 1999) DOI: 10.1214/aoap/1029962811 Open Access
KEYWORDS: Hyperbolic equations, Stochastic processes, Traveling waves, renewal theory, central limit theorem, 0G99, 35L45, 35L50, 92C20
G. N. Milstein, M. V. Tretyakov
Ann. Appl. Probab. 9 (3), 732-779, (August 1999) DOI: 10.1214/aoap/1029962812 Open Access
KEYWORDS: Space-time Brownian motion, Random walk, mean-square approximation, the Dirichlet problem for equations of parabolic and elliptic type, 60H10, 60J15, 65U05
Abraham J. Wyner
Ann. Appl. Probab. 9 (3), 780-796, (August 1999) DOI: 10.1214/aoap/1029962813 Open Access
KEYWORDS: Recurrence times, Entropy, pattern matching, Chen-Stein method, data compression, Lempel-Ziv algorithm, 60G07
Sidney Resnick, Gennady Samorodnitsky, Fang Xue
Ann. Appl. Probab. 9 (3), 797-817, (August 1999) DOI: 10.1214/aoap/1029962814 Open Access
KEYWORDS: heavy tails, sample correlation, acf, Stable process, ARMA processes, infinite variance, moving average, 62M10, 60E07, 60G70
Maury Bramson
Ann. Appl. Probab. 9 (3), 818-853, (August 1999) DOI: 10.1214/aoap/1029962815 Open Access
KEYWORDS: Queueing networks, fluid limits, fluid models, 60K25, 68M20, 90B22
J. B. Martin, Yu. M. Suhov
Ann. Appl. Probab. 9 (3), 854-870, (August 1999) DOI: 10.1214/aoap/1029962816 Open Access
KEYWORDS: Jackson network, Queueing network, dynamic routing, Markov process, superexponential decay, 90B15, 60K25, 60J27
Wendell H. Fleming, Shuenn-Jyi Sheu
Ann. Appl. Probab. 9 (3), 871-903, (August 1999) DOI: 10.1214/aoap/1029962817 Open Access
KEYWORDS: Long term growth rate, Ornstein-Uhlenbeck process, risk sensitive control, dynamical programming equation, optimal policy, 90A09, 93E20, 60H30, 90A19
D. Kramkov, W. Schachermayer
Ann. Appl. Probab. 9 (3), 904-950, (August 1999) DOI: 10.1214/aoap/1029962818 Open Access
KEYWORDS: utility maximization, incomplete markets, asymptotic elasticity of utility functions, Legendre transformation, duality theory, 90A09, 90A10, 90C26
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