VOL. 48 · NO. 4 | December 2011
Research Papers
Vladimir Ejov, Nelly Litvak, Giang T. Nguyen, Peter G. Taylor
J. Appl. Probab. 48 (4), 901-910, (December 2011) DOI: 10.1239/jap/1324046008
KEYWORDS: stochastic matrix, Hamiltonian cycle, perturbed Markov chain, 60J10, 05C45, 11C20
Asger Hobolth, Jens Ledet Jensen
J. Appl. Probab. 48 (4), 911-924, (December 2011) DOI: 10.1239/jap/1324046009
KEYWORDS: continuous-time Markov chain, dwelling time, EM algorithm, transition number, uniformization, 60-08, 60J22, 60J25, 60J27
Yuanyuan Liu
J. Appl. Probab. 48 (4), 925-937, (December 2011) DOI: 10.1239/jap/1324046010
KEYWORDS: additive functional, birth-death process, ergodicity, central limit theorem, 60J10, 60J55
Michel Dekking, Derong Kong
J. Appl. Probab. 48 (4), 938-953, (December 2011) DOI: 10.1239/jap/1324046011
KEYWORDS: Markov binomial distribution, Log-concavity, double peaking in kinetic transport, 60J10, 60J20
Chin Hon Tan, Joseph C. Hartman
J. Appl. Probab. 48 (4), 954-967, (December 2011) DOI: 10.1239/jap/1324046012
KEYWORDS: Markov decision process, dynamic programming, sensitivity analysis, 90C40, 90C39, 90C31
Matthias Degen, Paul Embrechts
J. Appl. Probab. 48 (4), 968-983, (December 2011) DOI: 10.1239/jap/1324046013
KEYWORDS: Extreme value theory, peaks over threshold, penultimate approximation, power normalization, second-order extended regular variation, 60G70, 62G32
Irmina Czarna, Zbigniew Palmowski
J. Appl. Probab. 48 (4), 984-1002, (December 2011) DOI: 10.1239/jap/1324046014
KEYWORDS: Lévy process, ruin probability, asymptotics, Parisian ruin, Risk process, 60J99, 93E20, 60G51
Johannes Muhle-Karbe, Marcel Nutz
J. Appl. Probab. 48 (4), 1003-1020, (December 2011) DOI: 10.1239/jap/1324046015
KEYWORDS: Option price, absolute moment, small-time asymptotics, approximation by Lévy processes, 91B25, 60G44
Ao Chen, Liming Feng, Renming Song
J. Appl. Probab. 48 (4), 1021-1034, (December 2011) DOI: 10.1239/jap/1324046016
KEYWORDS: Normal jump diffusion process, supremum, discrete monitoring, Spitzer's identity, Euler-Maclaurin formula, Riemann zeta function, Lerch transcendent, 60G51, 60J75, 91G60, 65C20
Yiqing Chen
J. Appl. Probab. 48 (4), 1035-1048, (December 2011) DOI: 10.1239/jap/1324046017
KEYWORDS: asymptotics, Farlie-Gumbel-Morgenstern distribution, maximum domain of attraction, finite-time ruin probability, subexponential distribution, 62P05, 62E10, 91B30
Donald E. K. Martin, Deidra A. Coleman
J. Appl. Probab. 48 (4), 1049-1059, (December 2011) DOI: 10.1239/jap/1324046018
KEYWORDS: Clumps of a pattern, coarsest partition, deterministic finite automaton, 60E05, 60J05
Götz Olaf Munsonius, Ludger Rüschendorf
J. Appl. Probab. 48 (4), 1060-1080, (December 2011) DOI: 10.1239/jap/1324046019
KEYWORDS: Random tree, Wiener index, path length, contraction method, plane-oriented recursive tree, 05C05, 60C05, 60F05
Weiyu Xu, A. Kevin Tang
J. Appl. Probab. 48 (4), 1081-1094, (December 2011) DOI: 10.1239/jap/1324046020
KEYWORDS: Coupon collector problem, expected run, state-space representation, wireless communication, opportunistic scheduling, 60G70, 60C05
Estáte V. Khmaladze
J. Appl. Probab. 48 (4), 1095-1113, (December 2011) DOI: 10.1239/jap/1324046021
KEYWORDS: Number of unique outcomes, sparse tables, Karlin-Rouault law, Zipf's law, Good-Turing index, large deviations, contiguity, 62D05, 62E20, 60E05, 60F10
Alessandro Arlotto, Robert W. Chen, Lawrence A. Shepp, J. Michael Steele
J. Appl. Probab. 48 (4), 1114-1132, (December 2011) DOI: 10.1239/jap/1324046022
KEYWORDS: Bellman equation, online selection, sequential selection, prophet inequality, alternating subsequence, 60C05, 90C40, 90C27, 90C39
Alexander Gnedin, Alexander Iksanov, Alexander Marynych
J. Appl. Probab. 48 (4), 1133-1151, (December 2011) DOI: 10.1239/jap/1324046023
KEYWORDS: Absorption time, coupling, Lambda-coalescent, number of collisions, regenerative composition structure, subordinator, 60C05, 60G09, 60F05, 60J10, 60K05
B. N. B. de Lima, R. Sanchis, R. W. C. Silva
J. Appl. Probab. 48 (4), 1152-1162, (December 2011) DOI: 10.1239/jap/1324046024
KEYWORDS: Percolation of words, truncation question, 60K35, 82B41, 82B43
Tom Britton, Mathias Lindholm, Tatyana Turova
J. Appl. Probab. 48 (4), 1163-1178, (December 2011) DOI: 10.1239/jap/1324046025
KEYWORDS: degree correlation, dynamic network, phase transition, random graph, stationary distribution, 92D30, 60J80
Maochao Xu, Taizhong Hu
J. Appl. Probab. 48 (4), 1179-1188, (December 2011) DOI: 10.1239/jap/1324046026
KEYWORDS: likelihood ratio order, majorization, peakedness order, stochastic order, 60E15
Short Communications
Qunqiang Feng, Zhishui Hu
J. Appl. Probab. 48 (4), 1189-1196, (December 2011) DOI: 10.1239/jap/1324046027
KEYWORDS: Random tree, Zagreb index, recursive tree, martingale central limit theorem, 05C05, 60C05, 60F05
Alexander Gnedin, Alexander Iksanov
J. Appl. Probab. 48 (4), 1197-1199, (December 2011) DOI: 10.1239/jap/1324046028
KEYWORDS: stopping time, Robbins' problem of minimising the expected rank, Poisson embedding, random sum, 60G40, 60G50
Letter to the Editor
Bernard Wong
J. Appl. Probab. 48 (4), 1200, (December 2011) DOI: 10.1239/jap/1324046029
No abstract available
Back Matter
J. Appl. Probab. 48 (4), 1201-1204, (December 2011)
No abstract available
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