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

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  Año 2011, Vol. 21, Número 1

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    Limit distributions for large Pólya urns.

    Brigitte Chauvin, Nicolas Pouyanne, Reda Sahnoun

    págs. 1-32

    
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    Law of large numbers limits for many-server queues.

    Haya Kaspi, Kavita Ramanan

    págs. 33-114

    
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    A general framework for waves in random media with long-range correlations.

    Reanud Marty, Knut Solna

    págs. 115-139

    
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    Multivariate supOU processes.

    Ole Eiler Barndorff-Nielsen , Robert Stelzer

    págs. 140-182

    
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    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

    págs. 183-214

    
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    On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems.

    Denis Belomestny

    págs. 215-239

    
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    Sharp thresholds for the random-cluster and Ising models.

    Benjamin Graham, Geoffrey Grimmett

    págs. 240-265

    
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    Generalized integrands and bond portfolios: Pitfalls and counter examples.

    Erik Taflin

    págs. 266-282

    
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    Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction.

    Steffen Dereich

    págs. 283-311

    
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    Random permutations with cycle weights.

    Volker Betz, Daniel Ueltschi, Yvan Velenik

    págs. 312-331

    
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    Bounday conditions for the single-factor term structure equation.

    Erik Ekström, Johan Tysk

    págs. 332-350

    
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    Almost sure central limit theorem for branching random walks in random environment.

    Makoto Nakashima

    págs. 351-373

    
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    Sharpness of the percolation transition in the two-dimensional contact process.

    J. Van den Berg

    págs. 374-395