Annals of applied probability: an official journal of the Institute of Mathematical Statistics
Long-term stability of sequential Monte Carlo methods under verifiable conditions
Randal Douc, Eric Moulines, Jimmy Olsson
págs. 1767-1802
págs. 1803-1834
Mixing time of the card-cyclic-to-random shuffle.
Ben Morris, Weiyang Ning, Yuval Peres
págs. 1835-1849
Viktor Todorov, George Tauchen
págs. 1850-1888
The Williams-Bjerknes model on regular trees.
Oren Louidor, Ran Tessler, Alexander Vandenberg-Rodes
págs. 1889-1917
Sensitivity analysis for diffusion processes constrained to an orthant.
A.B. Dieker, X. Gao
págs. 1918-1945
Mean field limit for disordered diffusions with singular interactions.
Eric Luçon, Wilhelm Stannat
págs. 1946-1993
Simulation of forward-reverse stochastic representations for conditional diffusions.
Christian Bayer, John Schoenmakers
págs. 1994-2032
Control of the multiclass G/G/1 queue in the moderate deviation regime.
Rami Atar, Anup Biswas
págs. 2033-2069
Performance of the Metropolis algorithm on a disordered tree: The Einstein relation.
Pascal Maillard, Ofer Zeitouni
págs. 2070-2090
Queuing with future information.
Joel Spencer, Madhu Sudan, Kuang Xu
págs. 2091-2142
Rare event simulation for processes generated via stochastic fixed point equations.
Jeffrey F. Collamore, Guoqing Diao, Anand N. Vidyashankar
págs. 2143-2175
Approximating stochastic volatility by recombinant trees.
Erdinç Akyildirim, Yan Dolinsky, H. Mete Soner
págs. 2176-2205
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