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

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  Año 2009, Vol. 19, Número 2

  • Coexistence in stochastic spatial models.

    Rick Durrett

    págs. 477-496

    

  • Rate of relaxation for a mean-field zero-range process.

    Benjamin T. Graham

    págs. 497-520

    

  • Critically loaded queueing models that are throughput suboptimal.

    Rami Atar, Gennady Shaikhet

    págs. 521-555

    

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

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

    págs. 556-584

    

  • The asymptotic distribution of a cluster-dindex for i.i.d. normal random variables.

    Yannis G. Yatracos

    págs. 585-595

    

  • No arbitrage without semimartingales.

    Robert A. Jarrow, Philip Protter, Hasanjan Sayit

    págs. 596-616

    

  • Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions.

    Dawn B. Woodard, Scott C. Schmidler, Mark Huber

    págs. 617-640

    

  • Capacitive flows on a 2D random net.

    Olivier Garet

    págs. 641-660

    

  • A central limit theorem via differential equations.

    Taral Guldahl Seierstad

    págs. 661-675

    

  • A waiting time problem arising from the study of multi-stage carcinogenesis.

    Rick Durrett, Deena Schmidt, Jason Schweinsberg

    págs. 676-718

    

  • Poisson-Voronoi approximation.

    Matthias Heveling, Matthias Reitzner

    págs. 719-736

    

  • Rates of convergence of sone multivariate Markov chains with polynomial eigenfunctions.

    Kshitij Khare, Hua Zhou

    págs. 737-776

    

  • Tree based functional expansions for Feynman-Kac particle models.

    Pierre del Moral, Frédéric Patras, Sylvain Rubenthaler

    págs. 778-825

    

  • On large deviation regimes for random media models.

    M. Cranston, D. Gauthier, T.S. Mountford

    págs. 826-862