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

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  Año 2010, Vol. 20, Número 2

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    A new formula for some linear stochastic equations with applications.

    Offer Kella, Marc Yor

    págs. 367-381

    
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    Asymptotic behavior of solutions of the fragmentation equation with shattering: An approach via self-similar Markov processes.

    Bénédicte Haas

    págs. 382-429

    
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    The role of the central limit theorem in discovering sharp rates of convergence to equilibrium for the solution of the Kac equation.

    Emanuele Dolera, Eugenio Regazzini

    págs. 430-461

    
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    On rough isometries of Poisson processes on the line.

    Ron Peled

    págs. 462-494

    
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    A Birthday Paradox for Markov chains with an optimal bound for collision in the Pollard Rho algorithm for discrete logarithm.

    Jeong Han Kim, Ravi Montenegro, Yuval Peres, Prasad Tetali

    págs. 495-521

    
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    Exact and asymptotic n-tuple laws at first and last passage.

    A.E. Kyprianou, J. C. Pardo, V. Rivero

    págs. 522-564

    
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    Ising models on locally tree-like graphs.

    Amir Dembo, Andrea Montanari

    págs. 565-592

    
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    Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations.

    Pierre del Moral, Arnaud Doucet

    págs. 593-639

    
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    Optimal detection of a change-set in a spatial Poisson process.

    B. Gail Ivanoff, Ely Merzbach

    págs. 640-659

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

    Inés Armendáriz

    págs. 660-695

    
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    Normal approximation for coverage models over binomial point processes.

    Larry Goldstein, Mathew D. Penrose

    págs. 696-721

    
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    The limiting move-to-front search-cost in law of large numbers asymptotic regimes.

    Javiera Barrera, Joaquín Fontbona

    págs. 722-752

    
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    Positive recurrence of reflecting Brownian motion in three dimensions.

    Maury Bramson, J.G. Dai, J.M. Harrison

    págs. 753-783