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

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  Año 2009, Vol. 19, Número 6

  • Nonlinear stochastic wave equations: Blow-up of second moments in L2-norm.

    Pao-Liu Chow

    págs. 2039-2046

    

  • The first passage event for sums of dependent Lévy processes with applications to insurance risk.

    Irmingard Eder, Claudia Klüppelberg

    págs. 2047-2079

    

  • Perpetuities with thin tails revisited.

    Pawel Hitczenko, Jacek Wesolowski

    págs. 2080-2101

    

  • Conditional limit theorems for regulated fractional Brownian motion.

    Hernan Awad, Peter Glynn

    págs. 2102-2136

    

  • Heavy-traffic limits for waiting times in many-server queues with abandonment.

    Rishi Talreja, Ward Whitt

    págs. 2137-2175

    

  • A dual characterization of self-generation and exponential forward performances.

    Gordan Zitkovic

    págs. 2176-2210

    

  • The G/GI/N queue in the Halfin�Whitt regime.

    Josh Reed

    págs. 2211-2269

    

  • Limit theorems for additive functionals of a Markov chain.

    Milton Jara, Tomasz Komorowski, Stefano Olla

    págs. 2270-2300

    

  • Proportional fairness and its relationship with multi-class queueing networks.

    N.S. Walton

    págs. 2301-2333

    

  • Interacting multi-class transmissions in large stochastic networks.

    Carl Graham, Philippe Robert

    págs. 2334-2361

    

  • Concentration of measure and spectra of random matrices: Applications to correlation matrices, elliptical distributions and beyond.

    Noureddine El Karoui

    págs. 2362-2405