VOL. 13 · NO. 4 | November 2003
 
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Front Matter
Ann. Appl. Probab. 13 (4), (November 2003)
No abstract available
Ann. Appl. Probab. 13 (4), (November 2003)
No abstract available
Articles
David S. Leslie, E. J. Collins
Ann. Appl. Probab. 13 (4), 1231-1251, (November 2003) DOI: 10.1214/aoap/1069786497
KEYWORDS: stochastic approximation, reinforcement learning, repeated normal form games, best response dynamics, 68T05, 91A20
F. Thomas Bruss, Rudolf Grübel
Ann. Appl. Probab. 13 (4), 1252-1263, (November 2003) DOI: 10.1214/aoap/1069786498
KEYWORDS: Convergence in distribution, exponential distribution, order statistics, probabilistic constructions, quantile transformation, Sukhatme--Rényi representation, 60C05, 60F05, 62G30
P. Chassaing, J. F. Marckert, M. Yor
Ann. Appl. Probab. 13 (4), 1264-1295, (November 2003) DOI: 10.1214/aoap/1069786499
KEYWORDS: analysis of algorithms, searching, Random walk, stochastic order, Brownian motion, 68Q25, 60J65, 60F17, 68P10, 90B40
Halina Frydman, Peter Lakner
Ann. Appl. Probab. 13 (4), 1296-1312, (November 2003) DOI: 10.1214/aoap/1069786500
KEYWORDS: Hidden diffusion financial models, likelihood ratio, maximum likelihood estimation, E-M algorithm, filtered integrals, 62M05, 60J60, 60J25
I. A. Kurkova, Y. M. Suhov
Ann. Appl. Probab. 13 (4), 1313-1354, (November 2003) DOI: 10.1214/aoap/1069786501
KEYWORDS: Join-the-shortest queue, stationary probabilities, Riemannian surface, meromorphic continuation, Galois automorphisms, 60K25, 60J15, 30D05, 30F10
Sidney Resnick, Gennady Samorodnitsky
Ann. Appl. Probab. 13 (4), 1355-1398, (November 2003) DOI: 10.1214/aoap/1069786502
KEYWORDS: Fluid queue, $M/G/\infty$ queue, heavy tales, long-range dependence, steady state distribution, product models, Infinite divisibility, Renewal theorems, 90B15, 60K25
I. M. MacPhee, M. V. Menshikov
Ann. Appl. Probab. 13 (4), 1399-1422, (November 2003) DOI: 10.1214/aoap/1069786503
KEYWORDS: Random walk, two-dimensional complex, transience, recurrence, passage time moments, polling systems, 60G42, 60J10, 90B22
Alexander Gajrat, Arie Hordijk, Ad Ridder
Ann. Appl. Probab. 13 (4), 1423-1448, (November 2003) DOI: 10.1214/aoap/1069786504
KEYWORDS: Stochastic network, fluid optimal control problem, asymptotic optimality, large deviations, 60K25, 93E20, 60F10
Landy Rabehasaina, Bruno Sericola
Ann. Appl. Probab. 13 (4), 1449-1473, (November 2003) DOI: 10.1214/aoap/1069786505
KEYWORDS: Fluid queues, Brownian motion, reflected stochastic differential equations, stability, Lindley's equation, 60K25, 60G35, 60H20, 60H10
Murat Alanyali
Ann. Appl. Probab. 13 (4), 1474-1493, (November 2003) DOI: 10.1214/aoap/1069786506
KEYWORDS: Loss networks, Hunt-Kurtz theory, WDM optical networks, wavelength continuity, wireless cellular networks, 60K30, 90B22, 68M20, 93E20
Irene Klein
Ann. Appl. Probab. 13 (4), 1494-1503, (November 2003) DOI: 10.1214/aoap/1069786507
KEYWORDS: Asymptotic arbitrage, contiguity of measures, equivalent martingale measure, free lunch, large financial market, 90A09, 46A22‎, 46B10, 46N10, 60G44, 60H05, 62B20
D. Kramkov, W. Schachermayer
Ann. Appl. Probab. 13 (4), 1504-1516, (November 2003) DOI: 10.1214/aoap/1069786508
KEYWORDS: utility maximization, incomplete markets, Legendre transformation, duality theory, 90A09, 90A10, 90C26
Luis H. R. Alvarez
Ann. Appl. Probab. 13 (4), 1517-1533, (November 2003) DOI: 10.1214/aoap/1069786509
KEYWORDS: Linear diffusions, fundamental solutions, $r$-harmonic mappings, $r$-excessive mappings, convex inequalities, Optimal stopping, 60J60, 60G40, 62L15, 60H30, 93E20
A. Bienvenüe, J. Bérard
Ann. Appl. Probab. 13 (4), 1534-1568, (November 2003) DOI: 10.1214/aoap/1069786510
KEYWORDS: Genetic algorithm, invariance principle, large-deviations, Population dynamics, Random walks, interacting particle systems, 60F05, 60F10, 60F17, 92D15
Amine Asselah, Fabienne Castell
Ann. Appl. Probab. 13 (4), 1569-1590, (November 2003) DOI: 10.1214/aoap/1069786511
KEYWORDS: Quasi-stationary measures, hitting time, Yaglom limit, 60K35, 82C22, 60J25
Fuqing Gao, Jeremy Quastel
Ann. Appl. Probab. 13 (4), 1591-1600, (November 2003) DOI: 10.1214/aoap/1069786512
KEYWORDS: Modified logarithmic Sobolev inequality, time to stationarity, 60B15, 60K35, 60J22
Yunshyong Chow, Yu Zhang
Ann. Appl. Probab. 13 (4), 1601-1614, (November 2003) DOI: 10.1214/aoap/1069786513
KEYWORDS: First-passage percolation, large deviations, 60K35
J. Hüsler, V. Piterbarg, O. Seleznjev
Ann. Appl. Probab. 13 (4), 1615-1653, (November 2003) DOI: 10.1214/aoap/1069786514
KEYWORDS: Maxima of Gaussian processes, uniform norm, $p$th moment convergence, piecewise linear approximation, fractional Brownian motion, 60G70, 60G15, 60F05
Back Matter
Ann. Appl. Probab. 13 (4), iii-x, (November 2003)
No abstract available
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