VOL. 51 · NO. 4 | December 2014
Front Matter
J. Appl. Probab. 51 (4), 895-897, (December 2014)
No abstract available
Research Papers
Moritz Duembgen, L. C. G. Rogers
J. Appl. Probab. 51 (4), 898-909, (December 2014)
KEYWORDS: optimal investment, Optimal stopping, Brownian motion, 60G40, 62L15
Rahul Vaze, Srikanth Iyer
J. Appl. Probab. 51 (4), 910-920, (December 2014)
KEYWORDS: percolation, information-theoretic security, wireless communication, SINR graph, 60D05, 60G70, 05C05, 90C27
Arindam RoyChoudhury
J. Appl. Probab. 51 (4), 921-929, (December 2014)
KEYWORDS: Population tree, phylogenetic tree, Identifiability, Coalescent, 92B10, 60G99, 62P10, 92D15
Michael B. Gordy
J. Appl. Probab. 51 (4), 930-942, (December 2014)
KEYWORDS: Bell polynomial, CIR process, difference of gamma variates, Kibble-Moran distribution, Krishnamoorthy-Parthasarathy distribution, multivariate noncentral chi-squared distribution, multivariate gamma distribution, square-root diffusion, 60G17, 60E10
Golshid Baharian, Sheldon H. Jacobson
J. Appl. Probab. 51 (4), 943-953, (December 2014)
KEYWORDS: Sequential assignment, threshold probability, stationary policy, Hidden Markov chain, 60K30, 60J20
Yi Zhang
J. Appl. Probab. 51 (4), 954-970, (December 2014)
KEYWORDS: continuous-time Markov decision process, average optimality, weak continuity, 90C40, 60J25
Michael Fuchs, Hsien-Kuei Hwang, Yoshiaki Itoh, Hosam H. Mahmoud
J. Appl. Probab. 51 (4), 971-989, (December 2014)
KEYWORDS: Binomial distribution, parking problem, periodic fluctuation, Asymptotic approximation, digital tree, de-Poissonization, 60C05, 68W40, 60F05
A. Parvardeh, N. Balakrishnan
J. Appl. Probab. 51 (4), 990-998, (December 2014)
KEYWORDS: Residual lifetime, signature, inactivity time, Hazard rate order, likelihood ratio order, reversed hazard rate order, 90B25, 60K10
S. Ashrafi, M. Asadi
J. Appl. Probab. 51 (4), 999-1020, (December 2014)
KEYWORDS: Dynamic signature matrix, equivalent three-state network, stochastic ordering, positively quadrant dependent, association, NBU, 60K10, 90B25
Jingchen Liu, Xiang Zhou
J. Appl. Probab. 51 (4), 1021-1036, (December 2014)
KEYWORDS: Random differential equation, Extremes, Rare event, 60F10, 65Z05
Richard Finlay, Eugene Seneta
J. Appl. Probab. 51 (4), 1037-1050, (December 2014)
KEYWORDS: Random field, infinitely divisible distribution, Pólya autocorrelation, 60G60, 60G10, 60E07
Hoang-Chuong Lam
J. Appl. Probab. 51 (4), 1051-1064, (December 2014)
KEYWORDS: Quenched central limit theorem, reversible random walk in random environment, 60J15, 60F05, 60J27, 60J60
Massimo Campanino, Dimitri Petritis
J. Appl. Probab. 51 (4), 1065-1080, (December 2014)
KEYWORDS: Markov chain, random environment, recurrence criteria, random graph, Directed graph, 60J10, 60K15
Gérard Letac, Mauro Piccioni
J. Appl. Probab. 51 (4), 1081-1099, (December 2014)
KEYWORDS: Dirichlet process, Stieltjes transform, random flight, distributions in a sphere, hyperuniformity, infinite divisibility in the sense of Dirichlet, 60D99, 60F99
Aryeh Kontorovich, Roi Weiss
J. Appl. Probab. 51 (4), 1100-1113, (December 2014)
KEYWORDS: concentration of measure, Markov chain, Hidden Markov chain, Chernoff, Dvoretzky-Kiefer-Wolfowitz, 60E15, 60J10
Bernhard C. Geiger, Christoph Temmel
J. Appl. Probab. 51 (4), 1114-1132, (December 2014)
KEYWORDS: lumping, entropy rate loss, functional hidden Markov model, strong lumpability, higher-order Markov chain, 60J10, 60G17, 94A17, 60G10, 65C40
A. Janssen, J. Segers
J. Appl. Probab. 51 (4), 1133-1153, (December 2014)
KEYWORDS: Autoregressive conditional heteroskedasticity, extreme value distribution, (multivariate) Markov chain, multivariate regular variation, Random walk, stochastic difference equation, tail chain, tail-switching potential, 60G70, 60J05, 60G10, 60H25, 62P05
Jevgenijs Ivanovs
J. Appl. Probab. 51 (4), 1154-1170, (December 2014)
KEYWORDS: Markov modulation, exit from an interval, resolvent, Time reversal, transient analysis, quasistationary, quasistationary distribution, 60G51, 60J25
Jean-François Renaud
J. Appl. Probab. 51 (4), 1171-1188, (December 2014)
KEYWORDS: spectrally negative Lévy process, refraction, occupation time, bankruptcy, Parisian ruin, 60G51, 91B30
Short Communications
Krzysztof Łatuszyński, Jeffrey S. Rosenthal
J. Appl. Probab. 51 (4), 1189-1195, (December 2014)
KEYWORDS: Markov chain Monte Carlo, adaptive MCMC, containment condition, ergodicity, convergence rate, 60J05, 65C05
Back Matter
J. Appl. Probab. 51 (4), 1196-1199, (December 2014)
No abstract available
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