VOL. 4 · NO. 1 | 2014
 
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Articles
Dan-Cristian Tomozei, Laurent Massoulié
Stoch. Syst. 4 (1), 1-43, (2014) DOI: 10.1214/11-SSY036
KEYWORDS: spectral decomposition, Random matrix, message passing, distributed spectral embedding, distributed recommendation system
Anatoli Juditsky, Yuri Nesterov
Stoch. Syst. 4 (1), 44-80, (2014) DOI: 10.1214/10-SSY010
KEYWORDS: Strongly and uniformly convex optimization, non-Euclidean first order algorithms, large scale stochastic approximation, 90C15, 90C25
Javad Ghaderi, Sem Borst, Phil Whiting
Stoch. Syst. 4 (1), 81-156, (2014) DOI: 10.1214/13-SSY104
KEYWORDS: Carrier-Sense Multiple Access (CSMA), fluid limits, queue-based strategies, stability issues, 60K25, 60K25, 68M20, 90B18, 90B22
Hansjörg Albrecher, Jevgenijs Ivanovs
Stoch. Syst. 4 (1), 157-172, (2014) DOI: 10.1214/12-SSY079
KEYWORDS: Spectrally negative Lévy processes, exit problems, collective risk theory, insurance, capital injections, dividends, alternative ruin concepts, 60G51, 60K25
Giovanni Luca Torrisi, Emilio Leonardi
Stoch. Syst. 4 (1), 173-205, (2014) DOI: 10.1214/13-SSY109
KEYWORDS: communication networks, Determinantal process, Ginibre process, large deviations, Palm probability, 60F10, 60G55
Jose Blanchet, Xinyun Chen, Henry Lam
Stoch. Syst. 4 (1), 206-249, (2014) DOI: 10.1214/12-SSY080
KEYWORDS: large deviations, infinite-server queues, two-parameter processes, rare-event tail estimation, life insurance portfolio management, 60F10, 60K25
Ivo Adan, Gideon Weiss
Stoch. Syst. 4 (1), 250-299, (2014) DOI: 10.1214/13-SSY117
KEYWORDS: Service systems, multi type customers, multi type skill based servers, matching of infinite sequences, product form solution, first come first served policy, assign longest idle server policy, complete resource pooling, local steady state, overloaded queues, abandonment, 60K25, 90B22
Ken R. Duffy, Sean P. Meyn
Stoch. Syst. 4 (1), 300-319, (2014) DOI: 10.1214/13-SSY098
KEYWORDS: Integrated random walks, busy periods, large deviations, sample paths, 60K25, 60F10
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