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Results: 1-25 | 26-50 | 51-59

Articles table of contents

Results : 1-25/59

A Refinement of the Hunt-Kurtz Theory of Large Loss Networks, with an Application to Virtual Partitioning

Authors: Zachary, Stan Ziedins, Ilze

Journal: Annals of applied probability

Citation: Zachary, Stan et Ziedins, Ilze, A Refinement of the Hunt-Kurtz Theory of Large Loss Networks, with an Application to Virtual Partitioning, Annals of applied probability , 12(1), 2002, pp. 1-22

Is Network Traffic Appriximated by Stable Lévy Motion or Fractional Brownian Motion?

Authors: Thomas Mikosch, Resnick, Sidney I. Rootzén, Holger Stegeman, Alwin

Journal: Annals of applied probability

Citation: Thomas Mikosch, et al., Is Network Traffic Appriximated by Stable Lévy Motion or Fractional Brownian Motion?, Annals of applied probability , 12(1), 2002, pp. 23-68

Tail Probabilities of Subadditive Functionals of Lévy Processes

Authors: Braverman, Michael Mikosch, Thomas Samorodnitsky, Gennady

Journal: Annals of applied probability

Citation: Braverman, Michael et al., Tail Probabilities of Subadditive Functionals of Lévy Processes, Annals of applied probability , 12(1), 2002, pp. 69-100

Gaussian Limits Associated with the Poisson-Dirichlet Distribution and the Ewens Sampling Formula

Authors: Joyce, Paul Krone, Stephen M. Kurtz, Thomas G.

Journal: Annals of applied probability

Citation: Joyce, Paul et al., Gaussian Limits Associated with the Poisson-Dirichlet Distribution and the Ewens Sampling Formula, Annals of applied probability , 12(1), 2002, pp. 101-124

Asexual Versus Promiscuous Bisexual Galton-Watson Processes: The Extinction Probability Ratio

Authors: Alsmeyer, Gerold Rösler Uwe

Journal: Annals of applied probability

Citation: Alsmeyer, Gerold et Rösler Uwe, Asexual Versus Promiscuous Bisexual Galton-Watson Processes: The Extinction Probability Ratio, Annals of applied probability , 12(1), 2002, pp. 125-142

Minimizing Shortfall Risk and Applications to Finance and Insurance Problems

Authors: Pham, Huyên

Journal: Annals of applied probability

Citation: Pham, Huyên, Minimizing Shortfall Risk and Applications to Finance and Insurance Problems, Annals of applied probability , 12(1), 2002, pp. 143-172

Risk-Sinsitive Dynamic Portfolio Optimization with Partial Information on Infinite Time Horizon

Authors: Nagai, Hideo Peng, Shige

Journal: Annals of applied probability

Citation: Nagai, Hideo et Peng, Shige, Risk-Sinsitive Dynamic Portfolio Optimization with Partial Information on Infinite Time Horizon, Annals of applied probability , 12(1), 2002, pp. 173-195

Approximation of American Put Prices by European Prices via an Embedding Method

Authors: Jourdain, B. Martini, C.

Journal: Annals of applied probability

Citation: B. Jourdain, et C. Martini,, Approximation of American Put Prices by European Prices via an Embedding Method, Annals of applied probability , 12(1), 2002, pp. 196-223

Polynomial Convergence Rates of Markov Chains

Authors: Jarner, Søren F. Roberts, Gareth O.

Journal: Annals of applied probability

Citation: F. Jarner, Søren et O. Roberts, Gareth, Polynomial Convergence Rates of Markov Chains, Annals of applied probability , 12(1), 2002, pp. 224-247

Global Optimization with Exploration/Selection Algorithms andSimulated Annealing

Authors: François, Olivier

Journal: Annals of applied probability

Citation: François, Olivier, Global Optimization with Exploration/Selection Algorithms andSimulated Annealing, Annals of applied probability , 12(1), 2002, pp. 248-271

Limit Theory for Random Sequential Packing and Deposition

Authors: Penrose, Mathew D. Yukich, J.E.

Journal: Annals of applied probability

Citation: D. Penrose, Mathew et Yukich, J.e, Limit Theory for Random Sequential Packing and Deposition, Annals of applied probability , 12(1), 2002, pp. 272-301

Numberical Method for Backward Stochastic Differential Equations

Authors: Jin Ma, Protter, Philip Martín, Jaime San Torres, Soledad

Journal: Annals of applied probability

Citation: Jin Ma, et al., Numberical Method for Backward Stochastic Differential Equations, Annals of applied probability , 12(1), 2002, pp. 302-316

Large Deviations of Products of Random Topical Operators

Authors: Toomey, Fergal

Journal: Annals of applied probability

Citation: Toomey, Fergal, Large Deviations of Products of Random Topical Operators, Annals of applied probability , 12(1), 2002, pp. 317-333

Probabilistic Characteristics Method for a One-Dimensional Inviscid Scalar Conservation Law

Authors: Jourdain, B.

Journal: Annals of applied probability

Citation: B. Jourdain,, Probabilistic Characteristics Method for a One-Dimensional Inviscid Scalar Conservation Law, Annals of applied probability , 12(1), 2002, pp. 334-360

Stochastic Wave Equations with Polynomial Nonlinearity

Authors: Chow, Pao-Liu

Journal: Annals of applied probability

Citation: Chow, Pao-liu, Stochastic Wave Equations with Polynomial Nonlinearity, Annals of applied probability , 12(1), 2002, pp. 361-381

Importance Sampling Techniques for the Multidimensional Ruin Problem for General Markov Additive Sequences of Random Vectors

Authors: Collamore, J.F.

Journal: Annals of applied probability

Citation: Collamore, J.f, Importance Sampling Techniques for the Multidimensional Ruin Problem for General Markov Additive Sequences of Random Vectors, Annals of applied probability , 12(1), 2002, pp. 382-421

Rate of convergence of a particle method to the solution of the McKean--Vlasov equation

Authors: Antonelli, Fabio Kohatsu-Higa, Arturo

Journal: Annals of applied probability

Citation: Antonelli, Fabio et Kohatsu-higa, Arturo, Rate of convergence of a particle method to the solution of the McKean--Vlasov equation, Annals of applied probability , 12(2), 2002, pp. 423-476

Asymptotic properties of certain anisotropic walks in random media

Authors: Shen Lian

Journal: Annals of applied probability

Citation: Shen Lian, Asymptotic properties of certain anisotropic walks in random media, Annals of applied probability , 12(2), 2002, pp. 477-510

Dispersion rates under finite mode Kolmogorov flows analysis

Authors: Cranston, Mike Scheutzow, Michael

Journal: Annals of applied probability

Citation: Cranston, Mike et Scheutzow, Michael, Dispersion rates under finite mode Kolmogorov flows analysis, Annals of applied probability , 12(2), 2002, pp. 511-532

The shape theorem for the frog model

Authors: Alves, O. S. M. Machado, F. P. Popov, S. Yu.

Journal: Annals of applied probability

Citation: M. Alves, O. S. et al., The shape theorem for the frog model, Annals of applied probability , 12(2), 2002, pp. 533-546

Eternal solutions to Smoluchowski's coagulation equation with additive kernel and their probabilistic interpretations

Authors: Bertoin, Jean

Journal: Annals of applied probability

Citation: Bertoin, Jean, Eternal solutions to Smoluchowski's coagulation equation with additive kernel and their probabilistic interpretations, Annals of applied probability , 12(2), 2002, pp. 547-564

Clusters and recurrence in the two-dimensional zero-temperature stochastic ising model

Authors: Camia, Federico Santis, Emilio De Newman, Charles M.

Journal: Annals of applied probability

Citation: Camia, Federico et al., Clusters and recurrence in the two-dimensional zero-temperature stochastic ising model, Annals of applied probability , 12(2), 2002, pp. 565-580

Markov chain decomposition for convergence rate analysis

Authors: Madras, Neal Randall, Dana

Journal: Annals of applied probability

Citation: Madras, Neal et Randall, Dana, Markov chain decomposition for convergence rate analysis, Annals of applied probability , 12(2), 2002, pp. 581-606

Bins and balls; Large deviations of the empirical occupancy process

Authors: Boucheron, Stéphane Gamboa, Fabrice Léonard, Christian

Journal: Annals of applied probability

Citation: Boucheron, Stéphane et al., Bins and balls; Large deviations of the empirical occupancy process, Annals of applied probability , 12(2), 2002, pp. 607-636

Approximate Ewens formulae for symmetric overdominance selection

Authors: Grote, Mark N. P. Speed, Terence

Journal: Annals of applied probability

Citation: N. Grote, Mark et P. Speed, Terence, Approximate Ewens formulae for symmetric overdominance selection, Annals of applied probability , 12(2), 2002, pp. 637-663

Results: 1-25 | 26-50 | 51-59