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

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  Año 2009, Vol. 19, Número 1

  • Relative frequencies in multitype branching processes.

    Andrei Y. Yakovlev, Nikolay M. Yanev

    págs. 1-14

    

  • Degenerate diffusions arising from gene duplication models.

    Rick Durrett, Lea Popovic

    págs. 15-48

    

  • Integrated functionals of normal and fractional processes.

    Boris Buchmann, Ngai Hang Chan

    págs. 49-70

    

  • Matrix norms and rapid mixing for spin systems.

    Martin Dyer, Leslie Ann Goldberg, Mark Jerrum

    págs. 71-107

    

  • A Berry�Esseen theorem for sample quantiles under weak dependence.

    S.N. Lahiri, S. Sun

    págs. 108-126

    

  • The calculation of expectations for classes of diffusion processes by Lie symmetry methods.

    Mark Craddock, Kelly A. Lennox

    págs. 127-157

    

  • Gaussian limits for generalized spacings.

    Yuly Baryshnikov, Mathew D. Penrose, J.E. Yukich

    págs. 158-185

    

  • Reaching the best possible rate of convergence to equilibrium for solutions of Kac�s equation via central limit theorem.

    Emanuele Dolera, Ester Gabetta, Eugenio Regazzini

    págs. 186-209

    

  • Inverse problems for regular variation of linear filters, a cancellation property for s-finite measures and identification of stable laws.

    Martin Wedel Jacobsen, Thomas Mikosch, Jan Rosinski, Gennady Samorodnitsky

    págs. 210-242

    

  • Fluid limits for networks with bandwidth sharing and general document size distributions.

    H. Christian Gromoll, Ruth J. Williams

    págs. 243-280

    

  • A phase transition for competition interfaces.

    Pablo A. Ferrari, James B. Martin, Leandro P.R. Pimentel

    págs. 281-317

    

  • Coupled paraxial wave equations in random media in the white-noise regime.

    Josselin Garnier, Knut Soln

    págs. 318-346

    

  • Large portfolio losses: A dynamic contagion model.

    Paolo Daj Pra, Wolfgang J. Runggaldier, Elena Sartori, Marco Tolotti

    págs. 347-394

    

  • Adaptive independent Metropolis�Hastings.

    Lars Holden, Ragnar Hauge, Marit Holden

    págs. 395-413

    

  • Crested products of Markov chains.

    Daniele D'Angeli, Alfredo Donno

    págs. 414-453

    

  • On the uniqueness of the infinite cluster of the vacant set of random interlacements.

    Augusto Teixeira

    págs. 454-466

    

  • ROC and the bounds on tail probabilities via theorems of Dubins and F. Riesz.

    Eric Clarkson, J.L. Denny, Larry Shepp

    págs. 467-476

    
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  Año 2009, Vol. 19, Número 2

  • Coexistence in stochastic spatial models.

    Rick Durrett

    págs. 477-496

    

  • Rate of relaxation for a mean-field zero-range process.

    Benjamin T. Graham

    págs. 497-520

    

  • Critically loaded queueing models that are throughput suboptimal.

    Rami Atar, Gennady Shaikhet

    págs. 521-555

    

  • Portfolio choice with jumps: A closed-form solution.

    Yacine Aït-Sahalia, Julio Cacho-Diaz, T.R. Hurd

    págs. 556-584

    

  • The asymptotic distribution of a cluster-dindex for i.i.d. normal random variables.

    Yannis G. Yatracos

    págs. 585-595

    

  • No arbitrage without semimartingales.

    Robert A. Jarrow, Philip Protter, Hasanjan Sayit

    págs. 596-616

    

  • Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions.

    Dawn B. Woodard, Scott C. Schmidler, Mark Huber

    págs. 617-640

    

  • Capacitive flows on a 2D random net.

    Olivier Garet

    págs. 641-660

    

  • A central limit theorem via differential equations.

    Taral Guldahl Seierstad

    págs. 661-675

    

  • A waiting time problem arising from the study of multi-stage carcinogenesis.

    Rick Durrett, Deena Schmidt, Jason Schweinsberg

    págs. 676-718

    

  • Poisson-Voronoi approximation.

    Matthias Heveling, Matthias Reitzner

    págs. 719-736

    

  • Rates of convergence of sone multivariate Markov chains with polynomial eigenfunctions.

    Kshitij Khare, Hua Zhou

    págs. 737-776

    

  • Tree based functional expansions for Feynman-Kac particle models.

    Pierre del Moral, Frédéric Patras, Sylvain Rubenthaler

    págs. 778-825

    

  • On large deviation regimes for random media models.

    M. Cranston, D. Gauthier, T.S. Mountford

    págs. 826-862

    
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  Año 2009, Vol. 19, Número 3

  • Optimal scalings for local Metropolis�Hastings chains on nonproduct targets in high dimensions.

    Alexandros Beskos, Gareth Roberts, Andrew Stuart

    págs. 863-898

    

  • A Khasminskii type averaging principle for stochastic reaction�diffusion equations.

    Sandra Cerrai

    págs. 899-948

    

  • Efficient importance sampling for binary contingency tables.

    Jose H. Blanchet

    págs. 949-982

    

  • Selling a stock at the ultimate maximum.

    Jacques Du Toit, Goran Peskir

    págs. 983-1014

    

  • On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk.

    Isaac Meilijson

    págs. 1015-1025

    

  • An operator approach for Markov chain weak approximations with an application to infinite activity Lévy driven SDEs.

    Hideyuki Tanaka, Arturo Kohatsu-Higa

    págs. 1026-1062

    

  • Asymptotics of input-constrained binary symmetric channel capacity.

    Guangyue Han, Brian Marcus

    págs. 1063-1091

    

  • Effective resistance of random trees.

    Louigi Addario-Berry, Nicolas Broutin, Gábor Lugosi

    págs. 1092-1107

    

  • Asymptotic normality of plug-in level set estimates.

    David M. Mason, Wolfgang Polonik

    págs. 1108-1142

    

  • Gaussian perturbations of circle maps: A spectral approach.

    John Mayberry

    págs. 1143-1171

    

  • Uniform observability of hidden Markov models and filter stability for unstable signals.

    Ramon Van Handel

    págs. 1172-1199

    

  • On the convergence to equilibrium of Kac�s random walk on matrices.

    Roberto Imbuzeiro Oliveira

    págs. 1200-1231

    

  • Genealogy of catalytic branching models.

    Andreas Greven, Lea Popovic, Anita Winter

    págs. 1232-1272

    
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  Año 2009, Vol. 19, Número 4

  • Search cost for a nearly optimal path in a binary tree.

    Robin Pemantle

    págs. 1273-1291

    

  • Subcritical regimes in some models of continuum percolation.

    Jean-Baptiste Gouéré

    págs. 1292-1318

    

  • On the inverse first-passage-time problem for a Wiener process.

    Cristina Zucca, Laura Sacerdote

    págs. 1319-1346

    

  • Time averages, recurrence and transience in the stochastic replicator dynamics.

    Josef Hofbauer, Lorens A. Imhof

    págs. 1347-1368

    

  • Bubbles, convexity and the Black�Scholes equation.

    Erik Ekström, Johan Tysk

    págs. 1369-1384

    

  • On convergence to stationarity of fractional Brownian storage.

    Michel Mandies, Ilkka Norros, Peter Glynn

    págs. 1385-1403

    

  • Random recurrence equations and ruin in a Markov-dependent stochastic economic environment.

    Jeffrey F. Collamore

    págs. 1404-1458

    

  • Diffusivity in one-dimensional generalized Mott variable-range hopping models.

    P. Caputo, A. Faggionato

    págs. 1459-1494

    

  • Optimal reinsurance/investment problems for general insurance models.

    Yuping Liu, Jin Ma

    págs. 1495-1528

    

  • Recursive estimation of time-average variance constants.

    Wei Biao Wu

    págs. 1529-1552

    

  • Fractional term structure models: No-arbitrage and consistency.

    Alberto Ohashi

    págs. 1553-1580

    

  • Matching with shift for one-dimensional Gibbs measures

    P. Collet, Cristian Giardinà, Frank Redig

    págs. 1581-1602

    

  • Woodroofe's one-armed bandit problem revisited.

    Alexander Goldenshluger, Assaf Zeevi

    págs. 1603-1633

    

  • The Bernoulli sieve revisited.

    Alexander Gnedin, Alexander M. Iksanov, Pavlo Negadajlov, Uwe Rösler

    págs. 1634-1655

    

  • Chaos in a spatial epidemic model.

    Rick Durrett, Daniel Remenik

    págs. 1656-1685

    
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  Año 2009, Vol. 19, Número 5

  • Robust adaptive importance sampling for normal random vectors.

    Benjamin Jourdain, Jérôme Lelong

    págs. 1687-1718

    

  • State space collapse and diffusion approximation for a network operating under a fair bandwidth sharing policy.

    W.N. Kang, F.P. Kelly, N.H. Lee, R.J. Williams

    págs. 1719-1780

    

  • On the silhouette of binary search trees.

    Rudolf Grübel

    págs. 1781-1802

    

  • A polymer in a multi-interface medium.

    Francesco Caravenna, Nicolas Pétrélis

    págs. 1803-1839

    

  • Approximations of the Wiener sausageand its curvature measures.

    Jan Rataj, Evgeny Spodarev, Daniel Meschenmoser

    págs. 1840-1859

    

  • A note on the enumeration of directed animals via gas considerations.

    Marie Albenque

    págs. 1860-1879

    

  • Spatially explicit non-Mendelian diploid model.

    N. Lanchier, C. Neuhauser

    págs. 1880-1920

    

  • Coexistence for a multitype contact process with seasons.

    B. Chan, R. Durrett, N. Lanchier

    págs. 1921-1943

    

  • Esscher transform and th duality principle for multidimensional semimartingales.

    Ernst Eberlein, Antonis Papapantoleon, Albert N. Shiryaev

    págs. 1944-1971

    

  • Attraction time for strongly reinforced walks.

    Codina Cotar, Vlada Limic

    págs. 1972-2007

    

  • On deciding stability of multiclass queueing networks under buffer priority scheduling policies.

    David Gamarnik, Dmitriy Katz

    págs. 2008-2037

    
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  Año 2009, Vol. 19, Número 6

  • Nonlinear stochastic wave equations: Blow-up of second moments in L2-norm.

    Pao-Liu Chow

    págs. 2039-2046

    

  • The first passage event for sums of dependent Lévy processes with applications to insurance risk.

    Irmingard Eder, Claudia Klüppelberg

    págs. 2047-2079

    

  • Perpetuities with thin tails revisited.

    Pawel Hitczenko, Jacek Wesolowski

    págs. 2080-2101

    

  • Conditional limit theorems for regulated fractional Brownian motion.

    Hernan Awad, Peter Glynn

    págs. 2102-2136

    

  • Heavy-traffic limits for waiting times in many-server queues with abandonment.

    Rishi Talreja, Ward Whitt

    págs. 2137-2175

    

  • A dual characterization of self-generation and exponential forward performances.

    Gordan Zitkovic

    págs. 2176-2210

    

  • The G/GI/N queue in the Halfin�Whitt regime.

    Josh Reed

    págs. 2211-2269

    

  • Limit theorems for additive functionals of a Markov chain.

    Milton Jara, Tomasz Komorowski, Stefano Olla

    págs. 2270-2300

    

  • Proportional fairness and its relationship with multi-class queueing networks.

    N.S. Walton

    págs. 2301-2333

    

  • Interacting multi-class transmissions in large stochastic networks.

    Carl Graham, Philippe Robert

    págs. 2334-2361

    

  • Concentration of measure and spectra of random matrices: Applications to correlation matrices, elliptical distributions and beyond.

    Noureddine El Karoui

    págs. 2362-2405