VOL. 31 · NO. 4 | October 2003
Front Matter
Ann. Probab. 31 (4), (October 2003)
No abstract available
Ann. Probab. 31 (4), (October 2003)
No abstract available
Richard Durrett, Vlada Limic
Ann. Probab. 31 (4), 1713-1753, (October 2003) DOI: 10.1214/aop/1068646364
KEYWORDS: NK model, fitness, local maxima, limit theorems, R-recurrence, 60G50, 60F05
Bero Roos
Ann. Probab. 31 (4), 1754-1771, (October 2003) DOI: 10.1214/aop/1068646365
KEYWORDS: compound Poisson approximation, discrete self-decomposable distributions, discrete unimodal distributions, finite signed measure, Kerstan's method, Sums of independent random variables, total variation distance, 62E17, 60F05, 60G50
Mihai Gradinaru, Francesco Russo, Pierre Vallois
Ann. Probab. 31 (4), 1772-1820, (October 2003) DOI: 10.1214/aop/1068646366
KEYWORDS: fractional Brownian motion, fourth variation, Itô's formula, Local time, 60H05, 60H10, 60H20, 60G15, 60G48
Ioannis Karatzas, Gordan Žitković
Ann. Probab. 31 (4), 1821-1858, (October 2003) DOI: 10.1214/aop/1068646367
KEYWORDS: utility maximization, random endowment, incomplete markets, convex duality, Stochastic processes, finitely additive measures, 91B28, 91B70, 60G07, 60G44
F. Thomas Bruss
Ann. Probab. 31 (4), 1859-1961, (October 2003) DOI: 10.1214/aop/1068646368
KEYWORDS: Odds algorithm, secretary problem, group interviews, investment problems, 1/e, uniform lower bound, 60G40
David Nualart, Carles Rovira, Samy Tindel
Ann. Probab. 31 (4), 1862-1899, (October 2003) DOI: 10.1214/aop/1068646369
KEYWORDS: Filaments, energy, fractional Brownian motion, 76M35, 60H05
Giuseppe Da Prato, Arnaud Debussche
Ann. Probab. 31 (4), 1900-1916, (October 2003) DOI: 10.1214/aop/1068646370
KEYWORDS: Stochastic quantization, Gibbs measures, Besov spaces, pathwise solutions, 81S20, 28C20, 42B99
David Revelle
Ann. Probab. 31 (4), 1917-1934, (October 2003) DOI: 10.1214/aop/1068646371
KEYWORDS: Rate of escape, Random walks, wreath products, 60G50, 60B15
Houman Owhadi
Ann. Probab. 31 (4), 1935-1969, (October 2003) DOI: 10.1214/aop/1068646372
KEYWORDS: Multi-scale homogenization, Anomalous diffusion, diffusion on fractal media, heat kernel, subharmonic, exponential martingale inequality, Davies' conjecture, periodic operator, 60J60, 35B27, 34E13, 60G44, 60F05, 31C05
Itai Benjamini, Gil Kalai, Oded Schramm
Ann. Probab. 31 (4), 1970-1978, (October 2003) DOI: 10.1214/aop/1068646373
KEYWORDS: Hypercontractive, harmonic analysis, discrete harmonic analysis, discrete cube, random metrics, discrete isoperimetric inequalities, Influences, 60K35, 60B15, 28A35, 60E15
Michael Keane, Jeffrey E. Steif
Ann. Probab. 31 (4), 1979-1985, (October 2003) DOI: 10.1214/aop/1068646374
KEYWORDS: Finitary codings, skew products, Random walks, 60G10, 28D99, 37A50, 37A35
Ronald Meester, Dmitri Znamenski
Ann. Probab. 31 (4), 1986-2002, (October 2003) DOI: 10.1214/aop/1068646375
KEYWORDS: Bak--Sneppen, species, fitness, Evolution, Interacting particle system, Self-organized criticality, coupling, stationary distribution, phase transition, graph, 60K35, 82B26, 92D15
Wolfgang König, Frank den Hollander, Remco van der Hofstad
Ann. Probab. 31 (4), 2003-2039, (October 2003) DOI: 10.1214/aop/1068646376
KEYWORDS: Self-repellent Brownian motion, Intersection local time, Ray--Knight theorems, large deviations, Airy function, 60F05, 60F10, 60J55, 82D60
Sara Brofferio
Ann. Probab. 31 (4), 2040-2067, (October 2003) DOI: 10.1214/aop/1068646377
KEYWORDS: Random coefficients autoregressive model, limit theorems, stability, Random walk, Contractive system, iterated functions system, 60J10, 60B12, 60B15, 60G50
Dmitry Panchenko
Ann. Probab. 31 (4), 2068-2081, (October 2003) DOI: 10.1214/aop/1068646378
KEYWORDS: Empirical processes, Concentration inequalities, 60E15, 60F10
Aureli Alabert, Marco Ferrante
Ann. Probab. 31 (4), 2082-2108, (October 2003) DOI: 10.1214/aop/1068646379
KEYWORDS: linear stochastic differential equations, Conditional independence, Markov property, Markov fields, convergence of conditional expectations, 60H10, 60J25
Jinqiao Duan, Kening Lu, Björn Schmalfuss
Ann. Probab. 31 (4), 2109-2135, (October 2003) DOI: 10.1214/aop/1068646380
KEYWORDS: invariant manifolds, cocycles, nonautonomous dynamical systems, Stochastic partial differential equations, generalized fixed points, 60H15, 37H10, 37L55, 37L25, 37D10
Matthias Reitzner
Ann. Probab. 31 (4), 2136-2166, (October 2003) DOI: 10.1214/aop/1068646381
KEYWORDS: Random polytopes, Efron--Stein jackknife inequality, approximation of convex bodies, 60D05, 52A22, 60C05, 60F15
Bing-Yi Jing, Qi-Man Shao, Qiying Wang
Ann. Probab. 31 (4), 2167-2215, (October 2003) DOI: 10.1214/aop/1068646382
KEYWORDS: large deviation, Moderate deviation, nonuniform Berry--Esseen bound, self-normalized sum, t-statistic, Law of the iterated logarithm, Studentized bootstrap, 60F10, 60F15, 60G50, 62F03
Jean Mairesse, Balaji Prabhakar
Ann. Probab. 31 (4), 2216-2236, (October 2003) DOI: 10.1214/aop/1068646383
KEYWORDS: queue, tandem queueing networks, general independent services, stability, Loynes theorem, Burke theorem, 60K25, 60K35, 68M20, 90B15, 90B22
Balaji Prabhakar
Ann. Probab. 31 (4), 2237-2269, (October 2003) DOI: 10.1214/aop/1068646384
KEYWORDS: Queueing networks, Fixed points, Couplings, weak convergence, 60K25, 82C22, 82B43
Claudia Klüppelberg, Serguei Pergamenchtchikov
Ann. Probab. 31 (4), 2270-2300, (October 2003) DOI: 10.1214/aop/1068646385
KEYWORDS: key renewal theorem, Markov chain, random recurrence equation, Riemann integrability, 60J05, 60K05, 60K15, 60H25
Back Matter
Ann. Probab. 31 (4), iii-xii, (October 2003)
No abstract available
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