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Ruin problem and how fast stochastic processes

Authors: Embrechts, Paul Samorodnitsky, Gennady

Journal: Annals of applied probability

Citation: Embrechts, Paul et Samorodnitsky, Gennady, Ruin problem and how fast stochastic processes, Annals of applied probability , 13(1), 2003, pp. 1-36

The maximum on a random time interval of a random walk with long-tailed increments and negative drift

Authors: Foss, Serguei Zachary, Stan

Journal: Annals of applied probability

Citation: Foss, Serguei et Zachary, Stan, The maximum on a random time interval of a random walk with long-tailed increments and negative drift, Annals of applied probability , 13(1), 2003, pp. 37-53

Multiple-input heavy-traffic real-time queues

Authors: Kruk, Lukasz Lehoczky, John Shreve, Steven Yeung, Shu-Ngai

Journal: Annals of applied probability

Citation: Kruk, Lukasz et al., Multiple-input heavy-traffic real-time queues, Annals of applied probability , 13(1), 2003, pp. 54-99

Fluid and heavy traffic diffusion limits for a generalized processor sharing model

Authors: Ramanan, Kavita Reiman, Martin I.

Journal: Annals of applied probability

Citation: Ramanan, Kavita et I. Reiman, Martin, Fluid and heavy traffic diffusion limits for a generalized processor sharing model, Annals of applied probability , 13(1), 2003, pp. 100-139

A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equations

Authors: Talay, Denis Vaillant, Olivier

Journal: Annals of applied probability

Citation: Talay, Denis et Vaillant, Olivier, A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equations, Annals of applied probability , 13(1), 2003, pp. 140-180

When can one detect overdominant selection in the infinite-alleles model?

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

Journal: Annals of applied probability

Citation: Joyce, Paul et al., When can one detect overdominant selection in the infinite-alleles model?, Annals of applied probability , 13(1), 2003, pp. 181-212

Bounding the generalization error of convex combinations of classifiers: balancing the dimensionality and the margins

Authors: Koltchinskii, Vladimir Panchenko, Dmitriy Lozano, Fernando

Journal: Annals of applied probability

Citation: Koltchinskii, Vladimir et al., Bounding the generalization error of convex combinations of classifiers: balancing the dimensionality and the margins, Annals of applied probability , 13(1), 2003, pp. 213-252

Distribution of distances in random binary search trees

Authors: Mahmoud, Hosam M. Neininger, Ralph

Journal: Annals of applied probability

Citation: M. Mahmoud, Hosam et Neininger, Ralph, Distribution of distances in random binary search trees, Annals of applied probability , 13(1), 2003, pp. 253-276

Weak laws of large numbers in geometric probability

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

Journal: Annals of applied probability

Citation: D. Penrose, Mathew et E. Yukich, J., Weak laws of large numbers in geometric probability, Annals of applied probability , 13(1), 2003, pp. 277-303

Spectral theory and limit theorems for geometrically ergodic Markov processes

Authors: Kontoyiannis, I. Meyn, S. P.

Journal: Annals of applied probability

Citation: I. Kontoyiannis, et P. Meyn, S., Spectral theory and limit theorems for geometrically ergodic Markov processes, Annals of applied probability , 13(1), 2003, pp. 304-362

Continuous-time controlled Markov chains

Authors: Guo, Xianping Hernández-Lerma, Onésimo

Journal: Annals of applied probability

Citation: Guo, Xianping et Hernández-lerma, Onésimo, Continuous-time controlled Markov chains, Annals of applied probability , 13(1), 2003, pp. 363-388

Correction: Strong approximation of the empirical process of GARCH sequences

Authors: Berkes, István Horváth, Lajos

Journal: Annals of applied probability

Citation: Berkes, István et Horváth, Lajos, Correction: Strong approximation of the empirical process of GARCH sequences, Annals of applied probability , 13(1), 2003, pp. 389-389

Correction: Brownian models of open processing networks: canonical representation of workload

Authors: Harrison, J. Michael

Journal: Annals of applied probability

Citation: Harrison, J. Michael, Correction: Brownian models of open processing networks: canonical representation of workload, Annals of applied probability , 13(1), 2003, pp. 390-393

Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks

Authors: Chan, Hock Peng Lai, Tze Leung

Journal: Annals of applied probability

Citation: Chan, Hock Peng et Lai, Tze Leung, Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks, Annals of applied probability , 13(2), 2003, pp. 395-429

Logarithmic asymptotics for the supremum of a stochastic process

Authors: Duffy, Ken Lewis, John T. Sullivan, Wayne G.

Journal: Annals of applied probability

Citation: Duffy, Ken et al., Logarithmic asymptotics for the supremum of a stochastic process, Annals of applied probability , 13(2), 2003, pp. 430-445

Invariant rate functions for discrete-time queues

Authors: Ganesh, Ayalvadi O'Connell, Neil Prabhakar, Balaji

Journal: Annals of applied probability

Citation: Ganesh, Ayalvadi et al., Invariant rate functions for discrete-time queues, Annals of applied probability , 13(2), 2003, pp. 446-474

Harmonic moments and large deviation rates for supercritical branching processes

Authors: Ney, P. E. Vidyashankar, A. N.

Journal: Annals of applied probability

Citation: E. Ney, P. et N. Vidyashankar, A., Harmonic moments and large deviation rates for supercritical branching processes, Annals of applied probability , 13(2), 2003, pp. 475-489

Multitype branching limit behavior

Authors: Cohn, Harry Wang, Qiao

Journal: Annals of applied probability

Citation: Cohn, Harry et Wang, Qiao, Multitype branching limit behavior, Annals of applied probability , 13(2), 2003, pp. 490-500

Rescaled interacting diffusions converge to super Brownian motion

Authors: Cox, J. Theodore Klenke, Achim

Journal: Annals of applied probability

Citation: Cox, J. Theodore et Klenke, Achim, Rescaled interacting diffusions converge to super Brownian motion, Annals of applied probability , 13(2), 2003, pp. 501-514

Solving Landau equation for some soft potentials through a probabilistic approach

Authors: Guérin, Hélène

Journal: Annals of applied probability

Citation: Guérin, Hélène, Solving Landau equation for some soft potentials through a probabilistic approach, Annals of applied probability , 13(2), 2003, pp. 515-539

Convergence to equilibrium for granular media equations and their Euler schemes

Authors: Malrieu, Florent

Journal: Annals of applied probability

Citation: Malrieu, Florent, Convergence to equilibrium for granular media equations and their Euler schemes, Annals of applied probability , 13(2), 2003, pp. 540-560

A degenerate central limit theorem for single resource loss systems

Authors: Fricker, Christine Robert, Philippe Tibi, Danielle

Journal: Annals of applied probability

Citation: Fricker, Christine et al., A degenerate central limit theorem for single resource loss systems, Annals of applied probability , 13(2), 2003, pp. 561-575

Asymptotic loss probability in a finite buffer fluid queue with hetergeneous heavy-tailed on--off processes

Authors: Jelenkovi., Predrag Mom.ilovi., Petar

Journal: Annals of applied probability

Citation: Jelenkovi., Predrag et Mom.ilovi., Petar, Asymptotic loss probability in a finite buffer fluid queue with hetergeneous heavy-tailed on--off processes, Annals of applied probability , 13(2), 2003, pp. 576-603

Algebraic convergence of Markov chains

Authors: Chen, Mu-Fa Wang, Ying-Zhe

Journal: Annals of applied probability

Citation: Chen, Mu-fa et Wang, Ying-zhe, Algebraic convergence of Markov chains, Annals of applied probability , 13(2), 2003, pp. 604-627

Transient Markov arrival processes

Authors: Latouche, Guy Remiche, Marie-Ange Taylor, Peter

Journal: Annals of applied probability

Citation: Latouche, Guy et al., Transient Markov arrival processes, Annals of applied probability , 13(2), 2003, pp. 628-640

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