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Results : 26-50/62

The Average Performance of the Greedy Matching Algorithm

Authors: Dyer, Martin Frieze, Alan Pittel, Boris

Journal: Annals of applied probability

Citation: Dyer, Martin et al., The Average Performance of the Greedy Matching Algorithm, Annals of applied probability , 3(2), 1993, pp. 526-552

The Expected Number of Level Crossings for Stationary, Harmonisable, Symmetric, Stable Processes

Authors: Adler, Robert J. Samorodnitsky, Gennady Gadrich, Tamar

Journal: Annals of applied probability

Citation: J. Adler, Robert et al., The Expected Number of Level Crossings for Stationary, Harmonisable, Symmetric, Stable Processes, Annals of applied probability , 3(2), 1993, pp. 553-575

Problems in Certain Two-Factor Term Structure Models

Authors: Hogan, Michael

Journal: Annals of applied probability

Citation: Hogan, Michael, Problems in Certain Two-Factor Term Structure Models, Annals of applied probability , 3(2), 1993, pp. 576-581

Cube Versus Torus Models and the Euclidean Minimum Spanning Tree Constant

Authors: Jaillet, Patrick

Journal: Annals of applied probability

Citation: Jaillet, Patrick, Cube Versus Torus Models and the Euclidean Minimum Spanning Tree Constant, Annals of applied probability , 3(2), 1993, pp. 582-592

Percolation, First-Passage Percolation and Covering Times for Richardson's Model on the n-Cube

Authors: Fill, James Allen Pemantle Robin

Journal: Annals of applied probability

Citation: Fill, James Allen et Pemantle Robin, Percolation, First-Passage Percolation and Covering Times for Richardson's Model on the n-Cube, Annals of applied probability , 3(2), 1993, pp. 593-629

Parallel and Tandem Fluid Networks with Dependent Levy Inputs

Authors: Kella, Offer

Journal: Annals of applied probability

Citation: Kella, Offer, Parallel and Tandem Fluid Networks with Dependent Levy Inputs, Annals of applied probability , 3(3), 1993, pp. 628-695

The Russian Option: Reduced Regret

Authors: Shepp, Larry Shiryaev, A. N.

Journal: Annals of applied probability

Citation: Shepp, Larry et N. Shiryaev, A., The Russian Option: Reduced Regret, Annals of applied probability , 3(3), 1993, pp. 631-640

Arbitrage Pricing of Russian Options and Perpetual Lookback Options

Authors: Duffie, J. Darrell Harrison, J. Michael

Journal: Annals of applied probability

Citation: Duffie, J. Darrell et Harrison, J. Michael, Arbitrage Pricing of Russian Options and Perpetual Lookback Options, Annals of applied probability , 3(3), 1993, pp. 641-651

Hedging Contingent Claims with Constrained Portfolios

Authors: Cvitanic, Jaksa Karatzas,Ioannis

Journal: Annals of applied probability

Citation: Cvitanic, Jaksa et Karatzas,ioannis, Hedging Contingent Claims with Constrained Portfolios, Annals of applied probability , 3(3), 1993, pp. 652-681

Comparison Theorems for Reversible Markov Chains

Authors: Diaconis, Persi Saloff-Coste, Laurent

Journal: Annals of applied probability

Citation: Diaconis, Persi et Saloff-coste, Laurent, Comparison Theorems for Reversible Markov Chains, Annals of applied probability , 3(3), 1993, pp. 696-730

The Asymptotic Probability of a Tie for First Place

Authors: Eisenberg, Bennett Stengle,Gilbert Strang, Gilbert

Journal: Annals of applied probability

Citation: Eisenberg, Bennett et al., The Asymptotic Probability of a Tie for First Place, Annals of applied probability , 3(3), 1993, pp. 731-745

First Passage Percolation for Random Colorings of Zd

Authors: Fontes, Luiz Renato Newman, Charles M.

Journal: Annals of applied probability

Citation: Fontes, Luiz Renato et M. Newman, Charles, First Passage Percolation for Random Colorings of Zd, Annals of applied probability , 3(3), 1993, pp. 746-762

On Ladder Height Distributions of General Risk Processes

Authors: Miyazaw, Masakiyoa, Schmidt, Volker

Journal: Annals of applied probability

Citation: Miyazaw, Masakiyoa, et Schmidt, Volker, On Ladder Height Distributions of General Risk Processes, Annals of applied probability , 3(3), 1993, pp. 763-776

Backward-Forward Stochastic Differential Equations

Authors: Antonelli, Fabio

Journal: Annals of applied probability

Citation: Antonelli, Fabio, Backward-Forward Stochastic Differential Equations, Annals of applied probability , 3(3), 1993, pp. 777-793

A Matching Problem and Subadditive Euclidean Functionals

Authors: Rhee, WanSoo T.

Journal: Annals of applied probability

Citation: T. Rhee, Wansoo, A Matching Problem and Subadditive Euclidean Functionals, Annals of applied probability , 3(3), 1993, pp. 794-801

A Selection-Replacement Process on the Circle

Authors: Jr., E. G. Coffman Gilbert, E. N. Shor, P. W.

Journal: Annals of applied probability

Citation: Jr., E. G. Coffman et al., A Selection-Replacement Process on the Circle, Annals of applied probability , 3(3), 1993, pp. 802-818

Rates of Convergence for Data Augmentation on Finite Sample Spaces

Authors: Rosenthal, Jeffrey S.

Journal: Annals of applied probability

Citation: S. Rosenthal, Jeffrey, Rates of Convergence for Data Augmentation on Finite Sample Spaces, Annals of applied probability , 3(3), 1993, pp. 819-839

A Limit Theorem for Functionals of Jumps of Birth and Death Processes under Heavy Traffic Condition

Authors: Yamada, Keigo Hong, Sung Jo

Journal: Annals of applied probability

Citation: Yamada, Keigo et Hong, Sung Jo, A Limit Theorem for Functionals of Jumps of Birth and Death Processes under Heavy Traffic Condition, Annals of applied probability , 3(3), 1993, pp. 840-862

The Equivalence of the Cox Process with Squared Radial Ornstein-Uhlenbeck Intensity and the Death Process in a Simple Population Model

Authors: Clifford, Peter Wei, Gang

Journal: Annals of applied probability

Citation: Clifford, Peter et Wei, Gang, The Equivalence of the Cox Process with Squared Radial Ornstein-Uhlenbeck Intensity and the Death Process in a Simple Population Model, Annals of applied probability , 3(3), 1993, pp. 863-873

Asymptotic Properties of Centered Systematic Sampling for Predicting Integrals of Spatial Processes

Authors: Stein, Michael L.

Journal: Annals of applied probability

Citation: L. Stein, Michael, Asymptotic Properties of Centered Systematic Sampling for Predicting Integrals of Spatial Processes, Annals of applied probability , 3(3), 1993, pp. 874-880

Queues in Series in Light Traffic

Authors: Blaszczyszyn, B. Rolski, T.

Journal: Annals of applied probability

Citation: B. Blaszczyszyn, et T. Rolski,, Queues in Series in Light Traffic, Annals of applied probability , 3(3), 1993, pp. 881-896

Accelerating Gaussian Diffusions

Authors: Hwang, Chii-Ruey Hwang-Ma, Shu-Yin Sheu, Shuenn-Jyi

Journal: Annals of applied probability

Citation: Hwang, Chii-ruey et al., Accelerating Gaussian Diffusions, Annals of applied probability , 3(3), 1993, pp. 897-913

Importance Sampling for Gibbs Random Fields

Authors: Paolo Baldi, Frigessi, Arnoldo Piccioni, Mauro

Journal: Annals of applied probability

Citation: Paolo Baldi, et al., Importance Sampling for Gibbs Random Fields, Annals of applied probability , 3(3), 1993, pp. 914-933

Metastability in the Greenberg-Hastings Model

Authors: Fisch, Robert Gravner, Janko Griffeath, David

Journal: Annals of applied probability

Citation: Fisch, Robert et al., Metastability in the Greenberg-Hastings Model, Annals of applied probability , 3(4), 1993, pp. 935-967

The QNET Method for Two-Moment Analysis of Closed Manufacturing Systems

Authors: Dai, J. G. Harrison, J. M.

Journal: Annals of applied probability

Citation: G. Dai, J. et M. Harrison, J., The QNET Method for Two-Moment Analysis of Closed Manufacturing Systems, Annals of applied probability , 3(4), 1993, pp. 968-1012

Results: 1-25 | 26-50 | 51-62