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

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  Año 2014, Vol. 24, Número 5

  • Long-term stability of sequential Monte Carlo methods under verifiable conditions

    Randal Douc, Eric Moulines, Jimmy Olsson

    págs. 1767-1802

    

  • Discrete-time probabilistic approximation of path-dependent stochastic control problems

    Xiaolu Tan

    págs. 1803-1834

    

  • Mixing time of the card-cyclic-to-random shuffle.

    Ben Morris, Weiyang Ning, Yuval Peres

    págs. 1835-1849

    

  • Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies.

    Viktor Todorov, George Tauchen

    págs. 1850-1888

    

  • The Williams-Bjerknes model on regular trees.

    Oren Louidor, Ran Tessler, Alexander Vandenberg-Rodes

    págs. 1889-1917

    

  • Sensitivity analysis for diffusion processes constrained to an orthant.

    A.B. Dieker, X. Gao

    págs. 1918-1945

    

  • Mean field limit for disordered diffusions with singular interactions.

    Eric Luçon, Wilhelm Stannat

    págs. 1946-1993

    

  • Simulation of forward-reverse stochastic representations for conditional diffusions.

    Christian Bayer, John Schoenmakers

    págs. 1994-2032

    

  • Control of the multiclass G/G/1 queue in the moderate deviation regime.

    Rami Atar, Anup Biswas

    págs. 2033-2069

    

  • Performance of the Metropolis algorithm on a disordered tree: The Einstein relation.

    Pascal Maillard, Ofer Zeitouni

    págs. 2070-2090

    

  • Queuing with future information.

    Joel Spencer, Madhu Sudan, Kuang Xu

    págs. 2091-2142

    

  • Rare event simulation for processes generated via stochastic fixed point equations.

    Jeffrey F. Collamore, Guoqing Diao, Anand N. Vidyashankar

    págs. 2143-2175

    

  • Approximating stochastic volatility by recombinant trees.

    Erdinç Akyildirim, Yan Dolinsky, H. Mete Soner

    págs. 2176-2205