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

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Results : 26-50/62

Limits of First Passage Times to Rare Sets in Regenerative Processes

Authors: Glasserman, Paul Shing-Gang Kou

Journal: Annals of applied probability

Citation: Glasserman, Paul et Shing-gang Kou, Limits of First Passage Times to Rare Sets in Regenerative Processes, Annals of applied probability , 5(2), 1995, pp. 424-445

The Hazard Rate Tangent Approximation for Boundary Hitting Times

Authors: Roberts, G. O. Shortland, C. F.

Journal: Annals of applied probability

Citation: O. Roberts, G. et F. Shortland, C., The Hazard Rate Tangent Approximation for Boundary Hitting Times, Annals of applied probability , 5(2), 1995, pp. 446-460

Gibbs-Cox Random Fields and Burgers Turbulence

Authors: Funaki, T. Surgailis, D. Woyczynski, W. A.

Journal: Annals of applied probability

Citation: T. Funaki, et al., Gibbs-Cox Random Fields and Burgers Turbulence, Annals of applied probability , 5(2), 1995, pp. 461-492

Diffusion Approximation of Nuclear Space-Valued Stochastic Differential Equations Driven by Poisson Random Measures

Authors: Kallianpur, G. Xiong, J.

Journal: Annals of applied probability

Citation: G. Kallianpur, et J. Xiong,, Diffusion Approximation of Nuclear Space-Valued Stochastic Differential Equations Driven by Poisson Random Measures, Annals of applied probability , 5(2), 1995, pp. 493-517

Multivariate Integration and Approximation for Random Fields Satisfying Sacks-Ylvisaker Conditions

Authors: Ritter, Klaus Wasilkowski, Grzegorz W. Wozniakowski, Henryk

Journal: Annals of applied probability

Citation: Ritter, Klaus et al., Multivariate Integration and Approximation for Random Fields Satisfying Sacks-Ylvisaker Conditions, Annals of applied probability , 5(2), 1995, pp. 518-540

Levy Bandits: Multi-Armed Bandits Driven by Levy Processes

Authors: Kaspi, Haya Mandelbaum, Avi

Journal: Annals of applied probability

Citation: Kaspi, Haya et Mandelbaum, Avi, Levy Bandits: Multi-Armed Bandits Driven by Levy Processes, Annals of applied probability , 5(2), 1995, pp. 541-565

Large Deviation Rates for Branching Processes. II. The Multitype Case

Authors: Athreya, K. B. Vidyashankar, A. N.

Journal: Annals of applied probability

Citation: B. Athreya, K. et N. Vidyashankar, A., Large Deviation Rates for Branching Processes. II. The Multitype Case, Annals of applied probability , 5(2), 1995, pp. 566-576

Hidden Markov Random Fields

Authors: Kunsch, Hans Geman, Stuart Kehagias, Athanasios

Journal: Annals of applied probability

Citation: Kunsch, Hans et al., Hidden Markov Random Fields, Annals of applied probability , 5(3), 1995, pp. 577-602

Consistency of the Maximum Pseudo-Likelihood Estimator of Continuous State Space Gibbsian Processes

Authors: Shigeru, Mase

Journal: Annals of applied probability

Citation: Shigeru, Mase, Consistency of the Maximum Pseudo-Likelihood Estimator of Continuous State Space Gibbsian Processes, Annals of applied probability , 5(3), 1995, pp. 603-612

Survival of Discrete Time Growth Models, with Applications to Oriented Percolation

Authors: Liggett, Thomas M.

Journal: Annals of applied probability

Citation: M. Liggett, Thomas, Survival of Discrete Time Growth Models, with Applications to Oriented Percolation, Annals of applied probability , 5(3), 1995, pp. 613-636

Fluid Approximations and Stability of Multiclass Queueing Networks: Work-Conserving Disciplines

Authors: Chen, Hong

Journal: Annals of applied probability

Citation: Chen, Hong, Fluid Approximations and Stability of Multiclass Queueing Networks: Work-Conserving Disciplines, Annals of applied probability , 5(3), 1995, pp. 637-665

Dynamic Asymptotic Results for a Generalized Star-Shaped Loss Network

Authors: Graham, Carl Meleard, Sylvie

Journal: Annals of applied probability

Citation: Graham, Carl et Meleard, Sylvie, Dynamic Asymptotic Results for a Generalized Star-Shaped Loss Network, Annals of applied probability , 5(3), 1995, pp. 666-680

Polling Systems with Zero Switchover Times: A Heavy-Traffic Averaging Principle

Authors: Jr., E. G. Coffman Puhalskii,A. A. Reiman, M. I.

Journal: Annals of applied probability

Citation: Jr., E. G. Coffman et al., Polling Systems with Zero Switchover Times: A Heavy-Traffic Averaging Principle, Annals of applied probability , 5(3), 1995, pp. 681-719

Stochastic Models of Host-Macroparasite Interaction

Authors: Isham, Valerie

Journal: Annals of applied probability

Citation: Isham, Valerie, Stochastic Models of Host-Macroparasite Interaction, Annals of applied probability , 5(3), 1995, pp. 720-740

On the Local Time of the Brownian Motion

Authors: Takacs, Lajos

Journal: Annals of applied probability

Citation: Takacs, Lajos, On the Local Time of the Brownian Motion, Annals of applied probability , 5(3), 1995, pp. 741-756

A Proof of Dassios' Representation of the |alpha-Quantile of Brownian Motion with Drift

Authors: Embrechts, P. Rogers, L. C. G. Yor, M.

Journal: Annals of applied probability

Citation: P. Embrechts, et al., A Proof of Dassios' Representation of the |alpha-Quantile of Brownian Motion with Drift, Annals of applied probability , 5(3), 1995, pp. 757-767

Probabilistic Analysis of an Algorithm in the Theory of Markets in Indivisible Goods

Authors: Frieze, Alan Pittel, Boris G.

Journal: Annals of applied probability

Citation: Frieze, Alan et G. Pittel, Boris, Probabilistic Analysis of an Algorithm in the Theory of Markets in Indivisible Goods, Annals of applied probability , 5(3), 1995, pp. 768-808

Dynamic Scheduling with Convex Delay Costs: The Generalized c|mu Rule

Authors: Mieghem, Jan A. van

Journal: Annals of applied probability

Citation: Mieghem, Jan A. Van, Dynamic Scheduling with Convex Delay Costs: The Generalized c|mu Rule, Annals of applied probability , 5(3), 1995, pp. 809-833

Target Shooting with Programmed Random Variables

Authors: Brightwell, Graham Ott, Teunis J. Winkler, Peter

Journal: Annals of applied probability

Citation: Brightwell, Graham et al., Target Shooting with Programmed Random Variables, Annals of applied probability , 5(3), 1995, pp. 834-853

Precision Calculation of Distributions for Trimmed Sums

Authors: Csorgo, Sandor Simons, Gordon

Journal: Annals of applied probability

Citation: Csorgo, Sandor et Simons, Gordon, Precision Calculation of Distributions for Trimmed Sums, Annals of applied probability , 5(3), 1995, pp. 854-873

Discretization Error in Simulation of One-Dimensional Reflecting Brownian Motion

Authors: Asmussen, Soren Glynn, Peter Pitman, Jim

Journal: Annals of applied probability

Citation: Asmussen, Soren et al., Discretization Error in Simulation of One-Dimensional Reflecting Brownian Motion, Annals of applied probability , 5(4), 1995, pp. 875-896

Efficient Monte Carlo Simulation of Security Prices

Authors: Duffie, Darrell Glynn, Peter

Journal: Annals of applied probability

Citation: Duffie, Darrell et Glynn, Peter, Efficient Monte Carlo Simulation of Security Prices, Annals of applied probability , 5(4), 1995, pp. 897-905

A Necessary and Sufficient Condition for Absence of Arbitrage with Tame Portfolios

Authors: Levental, Shlomo Skorohod, Antolii V.

Journal: Annals of applied probability

Citation: Levental, Shlomo et V. Skorohod, Antolii, A Necessary and Sufficient Condition for Absence of Arbitrage with Tame Portfolios, Annals of applied probability , 5(4), 1995, pp. 906-925

The Existence of Absolutely Continuous Local Martingale Measures

Authors: Delbaen, Freddy Schachermayer, Walter

Journal: Annals of applied probability

Citation: Delbaen, Freddy et Schachermayer, Walter, The Existence of Absolutely Continuous Local Martingale Measures, Annals of applied probability , 5(4), 1995, pp. 926-945

Transience of Multiclass Queueing Networks Via Fluid Limit Models

Authors: Meyn Sean P.

Journal: Annals of applied probability

Citation: P. Meyn Sean, Transience of Multiclass Queueing Networks Via Fluid Limit Models, Annals of applied probability , 5(4), 1995, pp. 946-957

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