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

Índice de autores

• Aberg, Sofia

  • Palm distributions of wave characteristics in encountering seas.

    Sofia Aberg, Igor Rychlik, M. Ross Leadbetter

    Vol. 18, Nº. 3, 2008, págs. 1059-1084

    

• Addario-Berry, Louigi

  • Effective resistance of random trees.

    Louigi Addario-Berry, Nicolas Broutin, Gábor Lugosi

    Vol. 19, Nº. 3, 2009, págs. 1092-1107

    

• Aït-Sahalia, Yacine

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

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

    Vol. 19, Nº. 2, 2009, págs. 556-584

    

• Albenque, Marie

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

    Marie Albenque

    Vol. 19, Nº. 5, 2009, págs. 1860-1879

    

• Alexander, Kenneth S.

  • Equality of critical points for polymer depinning transitions with loop exponent one.

    Kenneth S. Alexander, Nikos Zygouras

    Vol. 20, Nº. 1, 2010, págs. 356-366

    

• Alon, Noga

  • Choice-memory tradeoff in allocation.

    Noga Alon, Ori Gurel-Gurevich, Eyal Lubetzky

    Vol. 20, Nº. 4, 2010, págs. 1470-1511

    

• Amei, Amei

  • A time-dependent Poisson random field model for polymorphism within and between two related biological species.

    Amei Amei, Stanley Sawyer

    Vol. 20, Nº. 5, 2010, págs. 1663-1696

    

• Anderson, David F.

  • Error analysis of tau-leap simulation methods.

    David F. Anderson, Arnab Ganguly, Thomas G. Kurtz

    Vol. 21, Nº. 6, 2011, págs. 2226-2262

    

• Angel, Omer

  • Card shuffling and Diophantine approximation.

    Omer Angel, Yuval Peres, David B. Wilson

    Vol. 18, Nº. 3, 2008, págs. 1215-1231

    

• Appuhamillage, Thilanka

  • Corrections: Ocupation and local times for skew Brownian motion with applications to dispersion across an interface.

    Thilanka Appuhamillage, Vrushali Bokil, Enrique Thomann, Edward Waymire, Brian Wood

    Vol. 21, Nº. 5, 2011, págs. 2050-2051

    

  • Ocupation and local times for skew Brownian motion with applications to dispersion across and interface.

    Thilanka Appuhamillage, Vrushali Bokil, Enrique Thomann, Edward Waymire, Brian Wood

    Vol. 21, Nº. 1, 2011, págs. 183-214

    

• Armendáriz, Inés

  • Brownian coagulation and a version of Smoluchowski's equation on the circle.

    Inés Armendáriz

    Vol. 20, Nº. 2, 2010, págs. 660-695

    

• Assaf, Sami

  • A rule of thumb for riffle shuffling.

    Sami Assaf, Persi Diaconis, Kannan Soundararajan

    Vol. 21, Nº. 3, 2011, págs. 843-875

    

• Atar, Rami

  • Critically loaded queueing models that are throughput suboptimal.

    Rami Atar, Gennady Shaikhet

    Vol. 19, Nº. 2, 2009, págs. 521-555

    

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

    Rami Atar

    Vol. 18, Nº. 4, 2008, págs. 1548-1568

    

  • HJB equiations for certain singularly controlled diffusions.

    Rami Atar, Amarjit Budhiraja, Ruth J. Williams

    Vol. 17, Nº. 5-6, 2007, págs. 1745-1776

    

• Atchadé, Yves F.

  • A cautionary tale on the effciency of somo adaptive Monte Carlo schemes.

    Yves F. Atchadé

    Vol. 20, Nº. 3, 2010, págs. 841-868

    

• Austin, Tim D.

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

    Tim D. Austin

    Vol. 18, Nº. 4, 2008, págs. 1279-1325

    

• Avram, Florin

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

    Florin Avram, Zbigniew Palmowski, Martijn R. Pistorius

    Vol. 18, Nº. 6, 2008, págs. 2421-2549

    

  • On the optimal dividend problem for a spectrally negative Lévy process.

    Florin Avram, Z. Palmowski, Martijn R. Pistorius

    Vol. 17, Nº. 1, 2007, págs. 156-180

    

• Awad, Hernan

  • Conditional limit theorems for regulated fractional Brownian motion.

    Hernan Awad, Peter Glynn

    Vol. 19, Nº. 6, 2009, págs. 2102-2136

    

• Azcue, Pablo

  • Optimal investment policy and divident payment strategy in an insurance company.

    Pablo Azcue, Nora Muller

    Vol. 20, Nº. 4, 2010, págs. 1253-1302

    

• Baccelli, Francois

  • The radial spanning tree of a Posson point process.

    Francois Baccelli, Charles Bordenave

    Vol. 17, Nº. 1, 2007, págs. 305-359

    

• Bacry, Emmanuel

  • Multifractal analysis in a mixed asymptotic framework.

    Emmanuel Bacry, Arnaud Gloter, Marc Hoffmann, François Muzy

    Vol. 20, Nº. 5, 2010, págs. 1729-1760