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

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  Año 2014, Vol. 24, Número 1

  • Killed Brownian motion with a prescribed lifetime distribution and models of default.

    Boris Ettinger, Steven N. Evans, Alexandru Hening

    págs. 1-34

    

  • The Wang�Landau algorithm reaches the flat histogram criterion in finite time.

    Pierre E. Jacob, Robin J. Ryder

    págs. 34-53

    

  • The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions.

    Sergio Pulido

    págs. 54-75

    

  • Qualitative properties of a-fair policies in bandwidth-sharing networks.

    D. Shah, J.N. Tsitsiklis, Y. Zhong

    págs. 76-113

    

  • A Gibbs sampler on the n-simplex.

    Aaron Smith

    págs. 114-130

    

  • Minimising MCMC variance via diffusion limits, with an application to simulated tempering.

    Gareth O. Roberts, Jeffrey S. Rosenthal

    págs. 131-149

    

  • A complete convergence theorem for voter model perturbations.

    J. Theodroe Cox, Edwin A. Perkins

    págs. 150-197

    

  • Long-range last-passage percolation on the line.

    Sergey Foss, James B. Martin, Philipp Schmidt

    págs. 198-234

    

  • Deviation inequalities, moderate deviations and some limit theorems for bifurcating Markov chains with application.

    S. Valère Bitseki Penda, Hacène Diellout, Arnaud Guillin

    págs. 235-291

    

  • On the stability of planar randomly switched systems.

    Michel Benaïm, Stéphane Le Borgne, Florent Malrieu, Pierre-André Zitt

    págs. 292-311

    

  • A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options.

    A. Galichon, P. Henry-Labordère, N. Touzi

    págs. 312-336

    

  • Error bounds for Metropolis�Hastings algorithms applied to perturbations of Gaussian measures in high dimensions

    Andreas Eberle

    págs. 337-377

    

  • Many-server heavy-traffic limit for queues with time-varying parameters.

    Yunan Liu, Ward Whitt

    págs. 378-421

    

  • Loss of memory of hidden Markov models and Lyapunov exponents.

    Pierre Collet, Florencia Leonardi

    págs. 422-446

    

  • A note on "Bayesian nonparametric estimators derived from conditional Gibbs structures"

    Antonio Lijoi, Igor Prünster, Stephen G. Walker

    págs. 447-448