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A note on Metropolis-Hastings kernels for general state spaces

Authors: Tierney, Luke

Journal: Annals of applied probability

Citation: Tierney, Luke, A note on Metropolis-Hastings kernels for general state spaces, Annals of applied probability , 8(1), 1998, pp. 1-9

Weak convergence rates for stochastic approximation with application to multiple targets and simulated annealing

Authors: Pelletier, Mariane

Journal: Annals of applied probability

Citation: Pelletier, Mariane, Weak convergence rates for stochastic approximation with application to multiple targets and simulated annealing, Annals of applied probability , 8(1), 1998, pp. 10-44

On large deviations of Markov processes with discontinuous statistics

Authors: Alanyali, Murat Hajek, Bruce

Journal: Annals of applied probability

Citation: Alanyali, Murat et Hajek, Bruce, On large deviations of Markov processes with discontinuous statistics, Annals of applied probability , 8(1), 1998, pp. 45-66

On large deviations in load sharing networks

Authors: Alanyali, Murat Hajek, Bruce

Journal: Annals of applied probability

Citation: Alanyali, Murat et Hajek, Bruce, On large deviations in load sharing networks, Annals of applied probability , 8(1), 1998, pp. 67-97

The linear geodesic property is not generally preserved by a FIFO queue

Authors: Ganesh, A. J. O'Connell, Neil

Journal: Annals of applied probability

Citation: J. Ganesh, A. et O'Connell, Neil, The linear geodesic property is not generally preserved by a FIFO queue, Annals of applied probability , 9(1), 1998, pp. 98-111

Normality of tree-growing search strategies

Authors: Lyons, Russell Zumbrun, Kevin

Journal: Annals of applied probability

Citation: Lyons, Russell et Zumbrun, Kevin, Normality of tree-growing search strategies, Annals of applied probability , 8(1), 1998, pp. 112-130

An interruptible algorithm for perfect sampling via Markov chains

Authors: Fill, James Allen

Journal: Annals of applied probability

Citation: Fill, James Allen, An interruptible algorithm for perfect sampling via Markov chains, Annals of applied probability , 8(1), 1998, pp. 131-162

Large deviations of combinatorial distributions. II. Local limit theorems

Authors: Hwang, Hsien-Kuei

Journal: Annals of applied probability

Citation: Hwang, Hsien-kuei, Large deviations of combinatorial distributions. II. Local limit theorems, Annals of applied probability , 8(1), 1998, pp. 163-181

Elliptic and other functions in the large deviations behavior of the Wright-Fisher process

Authors: Papangelou, F.

Journal: Annals of applied probability

Citation: F. Papangelou,, Elliptic and other functions in the large deviations behavior of the Wright-Fisher process, Annals of applied probability , 8(1), 1998, pp. 182-192

Volatility misspecification, option pricing and superreplication via coupling

Authors: Hobson, David G.

Journal: Annals of applied probability

Citation: G. Hobson, David, Volatility misspecification, option pricing and superreplication via coupling, Annals of applied probability , 8(1), 1998, pp. 193-205

Error estimates for the binomial approximation of American put options

Authors: Lamberton, Damien

Journal: Annals of applied probability

Citation: Lamberton, Damien, Error estimates for the binomial approximation of American put options, Annals of applied probability , 8(1), 1998, pp. 206-233

Lack of monotonicity in ferromagnetic Ising model phase diagrams

Authors: Schonmann, Roberto H. Tanaka, Nelson I.

Journal: Annals of applied probability

Citation: H. Schonmann, Roberto et I. Tanaka, Nelson, Lack of monotonicity in ferromagnetic Ising model phase diagrams, Annals of applied probability , 8(1), 1998, pp. 234-245

Directional decay of the Green's function for a random nonnegative potential on Z\spd

Authors: Zerner, Martin P. W.

Journal: Annals of applied probability

Citation: W. Zerner, Martin P., Directional decay of the Green's function for a random nonnegative potential on Z\spd, Annals of applied probability , 8(1), 1998, pp. 246-280

Asymptotic behavior of self-organizing maps with nonuniform stimuli distribution

Authors: Sadeghi, Ali A.

Journal: Annals of applied probability

Citation: A. Sadeghi, Ali, Asymptotic behavior of self-organizing maps with nonuniform stimuli distribution, Annals of applied probability , 8(1), 1998, pp. 281-299

On the quasi-stationary distribution for some randomly perturbed transformations of an interval

Authors: Klebaner, Fima C. Lazar, Justin Zeitouni, Ofer

Journal: Annals of applied probability

Citation: C. Klebaner, Fima et al., On the quasi-stationary distribution for some randomly perturbed transformations of an interval, Annals of applied probability , 8(1), 1998, pp. 300-315

Dependent random graphs and spatial epidemics

Authors: Grimmett, Geoffrey R. Schinazi, Rinaldo B. Berg, J. van den

Journal: Annals of applied probability

Citation: R. Grimmett, Geoffrey et al., Dependent random graphs and spatial epidemics, Annals of applied probability , 8(2), 1998, pp. 317-336

The load transfer model

Authors: Beguin, M. Gray, L. Ycart, B.

Journal: Annals of applied probability

Citation: M. Beguin, et al., The load transfer model, Annals of applied probability , 8(2), 1998, pp. 337-353

Subexponential asymptotics for stochastic processes: extremal behavior, stationary distributions and first passage probabilities

Authors: Asmussen, Søren

Journal: Annals of applied probability

Citation: Asmussen, Søren, Subexponential asymptotics for stochastic processes: extremal behavior, stationary distributions and first passage probabilities, Annals of applied probability , 8(2), 1998, pp. 354-374

Piecewise constant triangular cooling schedules for generalized simulated annealing algorithms

Authors: Catoni, Olivier Cot, Cécile

Journal: Annals of applied probability

Citation: Catoni, Olivier et Cot, Cécile, Piecewise constant triangular cooling schedules for generalized simulated annealing algorithms, Annals of applied probability , 8(2), 1998, pp. 375-396

Two convergence properties of hybrid samplers

Authors: Roberts, Gareth O. Rosenthal, Jeffrey S.

Journal: Annals of applied probability

Citation: O. Roberts, Gareth et S. Rosenthal, Jeffrey, Two convergence properties of hybrid samplers, Annals of applied probability , 8(2), 1998, pp. 397-407

The extremal index of a higher-order stationary Markov chain

Authors: Yun, Seokhoon

Journal: Annals of applied probability

Citation: Yun, Seokhoon, The extremal index of a higher-order stationary Markov chain, Annals of applied probability , 8(2), 1998, pp. 408-437

Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems

Authors: Moral, P. Del

Journal: Annals of applied probability

Citation: Moral, P. Del, Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems, Annals of applied probability , 8(2), 1998, pp. 438-495

Perturbation analysis and Malliavin calculus

Authors: Decreusefond, L.

Journal: Annals of applied probability

Citation: L. Decreusefond,, Perturbation analysis and Malliavin calculus, Annals of applied probability , 8(2), 1998, pp. 496-523

The superposition of alternating on-off flows and a fluid model

Authors: Palmowski, Zbigniew Rolski, Tomasz

Journal: Annals of applied probability

Citation: Palmowski, Zbigniew et Rolski, Tomasz, The superposition of alternating on-off flows and a fluid model, Annals of applied probability , 8(2), 1998, pp. 524-540

Treelike queueing networks: asymptotic stationarity and heavy traffic

Authors: Chang, Kuo-Hwa Serfozo, Richard F. Szczotka, W.adys.aw

Journal: Annals of applied probability

Citation: Chang, Kuo-hwa et al., Treelike queueing networks: asymptotic stationarity and heavy traffic, Annals of applied probability , 8(2), 1998, pp. 541-568

Results: 1-25 | 26-50 | 51-54