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

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  Año 2013, Vol. 23, Número 5

  • Conditional formulae for Gibbs-type exchangeable random partitions.

    Stefano Favaro, Antonio Lijoi, Igor Prünster

    págs. 1721-1754

    

  • Random G-expectations.

    Marcel Nutz

    págs. 1778-1816

    

  • Comparison inequalities and fastest-mixing Markov chains.

    James Allen Fill, Jonas Kahn

    págs. 1778-1816

    

  • Robust maximization of asymptotic growth under covariance uncertainty.

    Erhan Bayraktar, Yu-Jui Huang

    págs. 1817-1840

    

  • Decay of tails at equilibrium for FIFO join the shortest queue networks.

    Maury Bramson, Yi Lu, Balaji Prabhakar

    págs. 1841-1878

    

  • On the rate of convergence to stationarity of the M/M/N queue in the Halfin�Whitt regime.

    David Gamarnik, David A. Goldberg

    págs. 1879-1912

    

  • Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations.

    Martin Hutzenthaler, Arnulf Jentzen, Peter E. Kloeden

    págs. 1913-1966

    

  • Kinetically constrained spin models on trees.

    Fabio Martinelli, C. Toninelli

    págs. 1967-1987

    

  • Solving optimal stopping problems via empirical dual optimization.

    Denis Belomestny

    págs. 1988-2019

    

  • Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps.

    David Hobson, Martin Klimmek

    págs. 2020-2052

    

  • Near critical catalyst reactant branching processes with controlled immigration.

    Amarjit Budhiraja, Dominik Reinhold

    págs. 2053-2098

    

  • Systems with large flexible server pools: Instability of �natural� load balancing.

    Alexander L. Stolyar, Elena Yudovina

    págs. 2099-2138

    

  • Robust filtering: Correlated noise and multidimensional observation.

    D. Crisan, J. Diehl, P.K. Friz, H. Oberhauser

    págs. 2139-2160