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

Articles table of contents

Results : 26-50/54

State-dependent stochastic networks. Part I. Approximations and applications with continuous diffusion limits

Authors: Mandelbaum, Avi Pats, Gennady

Journal: Annals of applied probability

Citation: Mandelbaum, Avi et Pats, Gennady, State-dependent stochastic networks. Part I. Approximations and applications with continuous diffusion limits, Annals of applied probability , 8(2), 1998, pp. 569-646

Scaling laws and convergence for the advection-diffusion equation

Authors: Gaudron, Guillaume

Journal: Annals of applied probability

Citation: Gaudron, Guillaume, Scaling laws and convergence for the advection-diffusion equation, Annals of applied probability , 8(3), 1998, pp. 649-663

Extremes of stochastic volatility models

Authors: Breidt, F. Jay Davis, Richard A.

Journal: Annals of applied probability

Citation: Breidt, F. Jay et A. Davis, Richard, Extremes of stochastic volatility models, Annals of applied probability , 8(3), 1998, pp. 664-675

Option replication with transaction costs: general diffusion limits

Authors: Ahn, Hyungsok Dayal, Mohit Grannan, Eric Swindle, Glen

Journal: Annals of applied probability

Citation: Ahn, Hyungsok et al., Option replication with transaction costs: general diffusion limits, Annals of applied probability , 8(3), 1998, pp. 676-707

Brownian motion in a Brownian crack

Authors: Burdzy, Krzysztof Khoshnevisan, Davar

Journal: Annals of applied probability

Citation: Burdzy, Krzysztof et Khoshnevisan, Davar, Brownian motion in a Brownian crack, Annals of applied probability , 8(3), 1998, pp. 708-748

A new representation for a renewal-theoretic constant appearing in asymptotic approximations of large deviations

Authors: Pollak, Moshe Yakir, Benjamin

Journal: Annals of applied probability

Citation: Pollak, Moshe et Yakir, Benjamin, A new representation for a renewal-theoretic constant appearing in asymptotic approximations of large deviations, Annals of applied probability , 8(3), 1998, pp. 749-774

Cointegrated processes with infinite variance innovations

Authors: Paulauskas, Vygantas Rachev, Svetlozar T.

Journal: Annals of applied probability

Citation: Paulauskas, Vygantas et T. Rachev, Svetlozar, Cointegrated processes with infinite variance innovations, Annals of applied probability , 8(3), 1998, pp. 775-792

Markov network processes with string transitions

Authors: Serfozo, Richard F. Yang, Bingyi

Journal: Annals of applied probability

Citation: F. Serfozo, Richard et Yang, Bingyi, Markov network processes with string transitions, Annals of applied probability , 8(3), 1998, pp. 793-821

Heavy traffic analysis of a system with parallel servers: asymptotic optimality of discrete-review policies

Authors: Harrison, J. Michael

Journal: Annals of applied probability

Citation: Harrison, J. Michael, Heavy traffic analysis of a system with parallel servers: asymptotic optimality of discrete-review policies, Annals of applied probability , 8(3), 1998, pp. 822-848

Chernoff-type bound for finite Markov chains

Authors: Lezaud, Pascal

Journal: Annals of applied probability

Citation: Lezaud, Pascal, Chernoff-type bound for finite Markov chains, Annals of applied probability , 8(3), 1998, pp. 849-867

On the distribution of tail array sums for strongly mixing stationary sequences

Authors: Leadbetter, M. Ross Rootzén, Holger Haan, Laurens de

Journal: Annals of applied probability

Citation: Leadbetter, M. Ross et al., On the distribution of tail array sums for strongly mixing stationary sequences, Annals of applied probability , 8(2), 1998, pp. 868-885

On the variance of the number of maxima in random vectors and its applications

Authors: Bai, Zhi-Dong Chao,Chern-Ching Hwang, Hsien-Kuei Liang, Wen-Qi

Journal: Annals of applied probability

Citation: Bai, Zhi-dong et al., On the variance of the number of maxima in random vectors and its applications, Annals of applied probability , 8(3), 1998, pp. 886-895

On the problem of exit from cycles for simulated annealing processes--a backward equation approach

Authors: Chiang, Tzuu-Shuh Chow Yunshyong

Journal: Annals of applied probability

Citation: Chiang, Tzuu-shuh et Chow Yunshyong, On the problem of exit from cycles for simulated annealing processes--a backward equation approach, Annals of applied probability , 8(3), 1998, pp. 896-916

The spectral gap of the REM under Metropolis dynamics

Authors: Fontes, L. R. G. Isopi, M. Kohayakawa, Y. Picco, P.

Journal: Annals of applied probability

Citation: G. Fontes, L. R. et al., The spectral gap of the REM under Metropolis dynamics, Annals of applied probability , 8(3), 1998, pp. 917-943

Existence and uniqueness of infinite components in generic rigidity percolation

Authors: Holroyd, Alexander E.

Journal: Annals of applied probability

Citation: E. Holroyd, Alexander, Existence and uniqueness of infinite components in generic rigidity percolation, Annals of applied probability , 8(3), 1998, pp. 944-973

Large deviation principles for some random combinatorial structures in population genetics and Brownian motion

Authors: Feng, Shui Hoppe, Fred M.

Journal: Annals of applied probability

Citation: Feng, Shui et M. Hoppe, Fred, Large deviation principles for some random combinatorial structures in population genetics and Brownian motion, Annals of applied probability , 8(4), 1998, pp. 975-994

Large deviations of inverse processes with nonlinear scalings

Authors: Duffield, N. G. Whitt, W.

Journal: Annals of applied probability

Citation: G. Duffield, N. et W. Whitt,, Large deviations of inverse processes with nonlinear scalings, Annals of applied probability , 8(4), 1998, pp. 995-1026

On the large deviations behavior of acyclic networks of G/G/1 queues

Authors: Bertsimas, Dimitris Paschalidis, Ioannis Ch. Tsitsiklis, John N.

Journal: Annals of applied probability

Citation: Bertsimas, Dimitris et al., On the large deviations behavior of acyclic networks of G/G/1 queues, Annals of applied probability , 8(4), 1998, pp. 1027-1069

Large deviation properties of data streams that share a buffer

Authors: Dupuis, Paul Ramanan, Kavita

Journal: Annals of applied probability

Citation: Dupuis, Paul et Ramanan, Kavita, Large deviation properties of data streams that share a buffer, Annals of applied probability , 8(4), 1998, pp. 1070-1129

Uniform acceleration expansions for Markov chains with time-varying rates

Authors: Massey, William A. Whitt, Ward

Journal: Annals of applied probability

Citation: A. Massey, William et Whitt, Ward, Uniform acceleration expansions for Markov chains with time-varying rates, Annals of applied probability , 8(4), 1998, pp. 1130-1155

Tail index estimation for dependent data

Authors: Resnick, Sidney St.ric., Catalin

Journal: Annals of applied probability

Citation: Resnick, Sidney et St.ric., Catalin, Tail index estimation for dependent data, Annals of applied probability , 8(4), 1998, pp. 1156-1183

Estimating functions evaluated by simulation: a Bayesian/analytic approach

Authors: Koehler, J. R. Puhalskii,A. A. Simon, B.

Journal: Annals of applied probability

Citation: R. Koehler, J. et al., Estimating functions evaluated by simulation: a Bayesian/analytic approach, Annals of applied probability , 8(4), 1998, pp. 1184-1215

On the storage capacity of Hopfield models with correlated patterns

Authors: Löwe, Matthias

Journal: Annals of applied probability

Citation: Löwe, Matthias, On the storage capacity of Hopfield models with correlated patterns, Annals of applied probability , 8(4), 1998, pp. 1216-1250

No-feedback card guessing for dovetail shuffles

Authors: Ciucu, Mihai

Journal: Annals of applied probability

Citation: Ciucu, Mihai, No-feedback card guessing for dovetail shuffles, Annals of applied probability , 8(4), 1998, pp. 1251-1269

Multi-armed bandits in discrete and continuous time

Authors: Kaspi, Haya Mandelbaum, Avishai

Journal: Annals of applied probability

Citation: Kaspi, Haya et Mandelbaum, Avishai, Multi-armed bandits in discrete and continuous time, Annals of applied probability , 8(4), 1998, pp. 1270-1290

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