Annals of applied probability: an official journal of the Institute of Mathematical Statistics

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  Año 2008, Vol. 18, Número 1

  • Approximate word matches between two random sequences.

    Conrad J. Burden, Miriam R. Kantorovitz, Susan R. Wilson

    págs. 1-21

    

  • The heavy traffic limit of an unbalanced generalized processor sharing model.

    Kavita Ramanan, Martin I. Reiman

    págs. 22-58

    

  • Voter models with heterozygosity selection.

    Anja Sturm, Jan Swart

    págs. 59-99

    

  • The expected duration of random sequential adsorption.

    Aidan Sudbury

    págs. 100-108

    

  • Nonexistence of random gradient Gibbs measures in continuous interface models in d=2.

    Aernout C.D. van Enter, Christof Külske

    págs. 109-119

    

  • Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem.

    Xin Guo, Yan Zeng

    págs. 120-142

    

  • Time discretization and Markovian interation for coupled FBSDEs.

    Christian Bender, Jianfeng Zhang

    págs. 143-177

    

  • Small noise asymptotic of the timing jitter in soliton transmission.

    Arnaud Debussche, Eric Gautier

    págs. 178-208

    

  • The lineage process in Galton-Watson trees and globally centered discrete snakes.

    Jean-François Marckert

    págs. 209-244

    

  • Convexity, translation invariance and subadditivity for g-expectations and related risk measures.

    Long Jiang

    págs. 245-258

    

  • Evolutionarily stable strategies of random games, and the vertices of random polygons.

    Sergiu Hart, Yosef Rinott, Benjamin Weiss

    págs. 259-287

    

  • A functional limit theorem for the profile of search trees.

    Michael Drmota, Svante Janson, Ralph Neininger

    págs. 288-333

    

  • One-dimensional stepping stone models, sardine genetics and Brownian local time.

    Richard Durrett, Mateo Restrepo

    págs. 334-358

    
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  Año 2008, Vol. 18, Número 2

  • Threstholds for virus spread on networks.

    Moez Draief, Ayalvadi Ganesh, Laurent Massoulié

    págs. 359-378

    

  • Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process.

    Fabien Panloup

    págs. 379-426

    

  • Functional quantization rate and mean regularity of processes with and application to Lévy processes.

    Harald Luschgy, Gilles Pagès

    págs. 427-469

    

  • The Tracy-Widow limit for the largest eigenvalues of singular complex Wishart matrices.

    Alexei Onatski

    págs. 470-490

    

  • Consistent price systems and face-lifting pricing under transaction costs.

    Paolo Guasoni, Miklos Rasonyi, Walter Schachermayer

    págs. 491-520

    

  • Distributions of linear functionals of two parameter Poisson-Dirichlet random measures.

    Lancelot F. James, Antonio Lijoi, Igor Prünster

    págs. 521-551

    

  • Multisource Bayesian sequential change detection.

    Savas Dayanik, H. Vincent Poor, Semih O. Sezer

    págs. 552-590

    

  • Basic properties of nonlinear stochastic Schrödinger equations driven by Brownian motions.

    Carlos M. Mora, Rolando Rebolledo

    págs. 591-619

    

  • Convex pricing by a generalized entropy penalty

    Johannes Leitner

    págs. 620-631

    

  • Stochastic control problems for systems driven by normal martingales.

    Rainer Buckdahn, Jin Ma, Catherine Rainer

    págs. 632-663

    

  • The ODE method for stability of skip-free Markov chains with applications to MCMC.

    Gersende Fort, Sean Meyn, Eric Moulines, Pierre Priouret

    págs. 664-707

    

  • Navigation on a Poisson point process.

    Charles Bordenave

    págs. 708-746

    

  • Renormalization of the two-dimensional Lotka-Volterra model.

    J. Theodore Cox, Edwin A. Perkins

    págs. 747-812

    

  • Estimating correlation from high, low, opening and closing prices.

    L.C.G. Rogers, Fanyin Zhou

    págs. 813-823

    
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  Año 2008, Vol. 18, Número 3

  • Mafia: A theoretical study of players and coalitions in a partial information environment.

    Mark Braverman, Omid Etesami, Elchanan Mossel

    págs. 825-846

    

  • On a class of optimal stopping problems for diffusions with discontinuous coefficients.

    Ludger Rüschendorf, Mikhail A. Urusov

    págs. 847-878

    

  • Optimal investment and consumption in a Black¿Scholes market with Lévy-driven stochastic coefficients.

    Lukasz Delong, Claudia Klüppelberg

    págs. 879-908

    

  • Slow convergence in bootstrap percolation.

    Janko Gravner, Alexander E. Holroyd

    págs. 909-928

    

  • A unified framework for utility maximization problems: An Orlicz space approach.

    Sara Biagini, Marco Frittelli

    págs. 929-966

    

  • Proliferating parasites in dividing cells: Kimmel¿s branching model revisited.

    Vincent Bansaye

    págs. 967-996

    

  • Asymptotic results on the length of coalescent trees.

    Jean-François Delmas, Jean-Stéfhane Dhersin, Arno Siri-Jegousse

    págs. 997-1025

    

  • Clustering in a stochastic model of one-dimensional gas.

    Vladislav V. Vysotsky

    págs. 1026-1058

    

  • Palm distributions of wave characteristics in encountering seas.

    Sofia Aberg, Igor Rychlik, M. Ross Leadbetter

    págs. 1059-1084

    

  • Asymptotic normality of the k-core in random graphs.

    Svante Janson, Malwina J. Luczak

    págs. 1085-1137

    

  • Lp-variations for multifractal fractional random walks.

    Carenne Ludeña

    págs. 1138-1163

    

  • A mixed singular/switching control problem for a dividend policy with reversible technology investment.

    Vathana Ly Vath, Huyên Pham, Stéphane Villeneuve

    págs. 1164-1200

    

  • Variance bounding Markov chains.

    Gareth O. Roberts, Jeffrey S. Rosenthal

    págs. 1201-1214

    

  • Card shuffling and Diophantine approximation.

    Omer Angel, Yuval Peres, David B. Wilson

    págs. 1215-1231

    

  • Central limit theorem for signal-to-interference ratio of reduced rank linear receiver.

    G.M. Pan, W. Zhou

    págs. 1232-1270

    

  • Error estimates for binomial approximations of game options.

    Yan Dolinsky, Yuri Kifer

    págs. 1271-1277

    
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  Año 2008, Vol. 18, Número 4

  • The emergence of the deterministic Hodgkin�Huxley equations as a limit from the underlying stochastic ion-channel mechanism.

    Tim D. Austin

    págs. 1279-1325

    

  • Two sufficient conditions for Poisson approximations in the ferromagnetic Ising model.

    David Coupier

    págs. 1326-1350

    

  • Efficient rare-event simulation for the maximum of heavy-tailed random walks.

    Jose Blanchet, Peter Glynn

    págs. 1351-1378

    

  • Large deviations and a Kramers� type law for self-stabilizing diffusions.

    Samuel Hermann, Peter Imkeller, Dierk Peithmann

    págs. 1379-1423

    

  • Analytic crossing probabilities for certain barriers by Brownian motion.

    Nabil Kahale

    págs. 1424-1440

    

  • On the disconnection of a discrete cylinder by a biased random walk.

    David Windisch

    págs. 1441-1490

    

  • Computable exponential bounds for screened estimation and simulation.

    Ioannis Kontoyiannis, Sean P. Meyn

    págs. 1491-1518

    

  • Bayesian nonparametric estimators derived from conditional Gibbs structures.

    Antonio Lijoi, Igor Prünster, Stephen G. Walker

    págs. 1519-1547

    

  • Central limit theorem for a many-server queue with random service rates.

    Rami Atar

    págs. 1548-1568

    

  • Disordered pinning models and copolymers: Beyond annealed bounds.

    Fabio Lucio Toninelli

    págs. 1569-1587

    

  • Stein�s method for discrete Gibbs measures.

    Peter Eichelsbacher, Gesine Reinert

    págs. 1588-1618

    

  • Central limit theorem for branching random walks in random environment.

    Nobuo Yoshida

    págs. 1619-1635

    

  • On the largest component of a random graph with a subpower-law degree sequence in a subcritical phase.

    B.G. Pittel

    págs. 1636-1650

    

  • The largest component in a subcritical random graph with a power law degree distribution.

    Svante Janson

    págs. 1651-1668

    
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  Año 2008, Vol. 18, Número 5

  • On optimality of the strategy in de finetti's dividend problem for spectrally negative lévy processes.

    R.L. Loeffen

    págs. 1669-1680

    

  • An explicit solution for an optimal stopping/optimal control problem which models an asset sale.

    Vicky Herderson, David Hobson

    págs. 1681-1705

    

  • Propagation of chaos and Poincaré inequalities for a system of particles interacting through their cdf.

    Benjamin Jourdain, Florent Malrieu

    págs. 1706-1736

    

  • Binomial approximations of shortfall risk for game options.

    Yan Dolinsky, Yuri Kifer

    págs. 1737-1770

    

  • Neighbor selection and hitting probability in small-world graphs.

    Oskar Sandberg

    págs. 1771-1793

    

  • Moderate deviations for Poisson-Dirichlet distribution.

    Shui Feng, Fuqing Gao

    págs. 1794-1824

    

  • Brownian moving averages have conditional full support.

    Alexander Cherny

    págs. 1825-1830

    

  • On martingale approximations.

    Ou Zhao, Michael Woodroofe

    págs. 1831-1847

    

  • Exponential inequalities for self-normalized martingales with applications.

    Bernard Bercu, Abderrahmen Touati

    págs. 1848-1869

    

  • Pathwise inequalities for local time: Applications to Shorokhod embeddings and optimal stopping.

    A.M.G. Cox, David Hobson, Jan Oblój

    págs. 1870-1896

    

  • Uniqueness thresholds on trees versus graphs.

    Allan Sly

    págs. 1897-1909

    

  • Linear and quadratic functionals of random hazard rates: An asymptotic analysis.

    Giovanni Pecatti, Igor Prünster

    págs. 1910-1943

    

  • Geodesics in first passage percolation.

    Christopher Hoffman

    págs. 1944-1969

    

  • On universal estimates for binary renewal processes.

    Gusztáv Morvai, Benjamin Weiss

    págs. 1970-1992

    

  • Finite size scaling for the core of large random hypergraphs.

    Amir Dembo, Andrea Montanari

    págs. 1993-2040

    

  • Reflected and doubly reflected BSDEs with jumps: A priori estimates and comparison.

    Stéphane Crépey, Anis Matoussi

    págs. 2041-2069

    
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  Año 2008, Vol. 18, Número 6

  • A CLT for information-theoretic statistics of Gram random matrices with a given variance profile.

    Walid Hachem, Philippe Loubaton, Jamal Najim

    págs. 2071-2130

    

  • Polling systems with parameter regeneration, the general case.

    Iain MacPhee, Mikhail Menshikov, Dimitri Petritis, Serguei Popov

    págs. 2131-2155

    

  • A functional central limit theorem for the M/GI/ºº queue.

    Laurent Decreusefond, Pascal Moyal

    págs. 2156-2178

    

  • One-dimensional Brownian particle systems with rank-dependent drifts.

    Soumik Pal, Jim Pitman

    págs. 2179-2207

    

  • Laws of large numbers for epidemic models with countably many types.

    A.D. Barbour, M.J. Luczak

    págs. 2208-2239

    

  • Asymptotic optimality of maximum pressure policies in stochastic processing networks.

    J.G. Dai, Wuqin Lin

    págs. 2239-2299

    

  • Continuous first-passage percolation and continuous greedy paths model: Linear growth.

    Jean-Baptiste Gouéré, Régine Marchand

    págs. 2300-2319

    

  • Central limit theorem for the solution of the Kac equation.

    Ester Gabetta, Eugenio Regazzini

    págs. 2320-2336

    

  • The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization.

    Wei-Dong Liu, Zhenyang Lin, Qi-Man Shao

    págs. 2337-2366

    

  • Optimal stopping and free boundary characterizations for some Brownian control problems.

    Amarjit Budhiraja, Kevin Ross

    págs. 2367-2391

    

  • The contact process in a dynamic random environment.

    Daniel Remenik

    págs. 2392-2420

    

  • Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results.

    Florin Avram, Zbigniew Palmowski, Martijn R. Pistorius

    págs. 2421-2549

    

  • Weak and almost sure limits for the parabolic Anderson model with heavy tailed potentials.

    Remco van der Hofstad, Peter Mörters, Nadia Sidorova

    págs. 2450-2494

    

  • Pricing and trading credit default swaps in a harzard process model.

    Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski

    págs. 2495-2529