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Results: 1-25 | 26-50 | 51-75 | 76-76

Articles table of contents

Results : 26-50/76

Optimal investment with random endowments in incomplete markets

Authors: Hugonnier, Julien Kramkov, Dmitry

Journal: Annals of applied probability

Citation: Hugonnier, Julien et Kramkov, Dmitry, Optimal investment with random endowments in incomplete markets, Annals of applied probability , 14(2), 2004, pp. 845-864

The asymptotic distributions of the largest entries of sample correlation matrices

Authors: Jiang, Tiefeng

Journal: Annals of applied probability

Citation: Jiang, Tiefeng, The asymptotic distributions of the largest entries of sample correlation matrices, Annals of applied probability , 14(2), 2004, pp. 865-880

On the minimal travel time needed to collect n items on a circle

Authors: Litvak, Nelly Zwet, Willem R. van

Journal: Annals of applied probability

Citation: Litvak, Nelly et Zwet, Willem R. Van, On the minimal travel time needed to collect n items on a circle, Annals of applied probability , 14(2), 2004, pp. 881-902

Exact asymptotics for fluid queues fed by multiple heavy-tailed on.off flows

Authors: Zwart, Bert Borst, Sem Mandjes, Michel

Journal: Annals of applied probability

Citation: Zwart, Bert et al., Exact asymptotics for fluid queues fed by multiple heavy-tailed on.off flows, Annals of applied probability , 14(2), 2004, pp. 903-957

Optimal Hoeffding bounds for discrete reversible Markov chains

Authors: León, Carlos A. Perron, François

Journal: Annals of applied probability

Citation: A. León, Carlos et Perron, François, Optimal Hoeffding bounds for discrete reversible Markov chains, Annals of applied probability , 14(2), 2004, pp. 958-970

The tail of the stationary distribution of a random coefficient AR(q) model

Authors: Klüppelberg, Claudia Pergamenchtchikov, Serguei

Journal: Annals of applied probability

Citation: Klüppelberg, Claudia et Pergamenchtchikov, Serguei, The tail of the stationary distribution of a random coefficient AR(q) model, Annals of applied probability , 14(2), 2004, pp. 971-1005

Large deviations problems for star networks: The min policy

Authors: Delcoigne, Franck Fortelle, Arnaud de La

Journal: Annals of applied probability

Citation: Delcoigne, Franck et Fortelle, Arnaud De La, Large deviations problems for star networks: The min policy, Annals of applied probability , 14(2), 2004, pp. 1006-1028

Hitting probabilities in a Markov additive process with linear movements and upward jumps: Applications to risk and queueing processes

Authors: Miyazawa, Masakiyo

Journal: Annals of applied probability

Citation: Miyazawa, Masakiyo, Hitting probabilities in a Markov additive process with linear movements and upward jumps: Applications to risk and queueing processes, Annals of applied probability , 14(2), 2004, pp. 1029-1054

Fluid model for a network operating under a fair bandwidth-sharing policy

Authors: Kelly, F. P. Williams, R. J.

Journal: Annals of applied probability

Citation: P. Kelly, F. et J. Williams, R., Fluid model for a network operating under a fair bandwidth-sharing policy, Annals of applied probability , 14(3), 2004, pp. 1055-1083

Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic

Authors: Atar, Rami Mandelbaum, Avi Reiman, Martin I.

Journal: Annals of applied probability

Citation: Atar, Rami et al., Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic, Annals of applied probability , 14(3), 2004, pp. 1084-1134

Local limit theory and large deviations for supercritical Branching processes

Authors: Ney, Peter E. Vidyashankar, Anand N.

Journal: Annals of applied probability

Citation: E. Ney, Peter et N. Vidyashankar, Anand, Local limit theory and large deviations for supercritical Branching processes, Annals of applied probability , 14(3), 2004, pp. 1135-1166

Modeling credit risk with partial information

Authors: Çetin, Umut Jarrow, Robert Protter, Philip Y.ld.r.m, Y.ld.ray

Journal: Annals of applied probability

Citation: Çetin, Umut et al., Modeling credit risk with partial information, Annals of applied probability , 14(3), 2004, pp. 1167-1178

On maximum likelihood estimation of the extreme value index

Authors: Drees, Holger Ferreira, Ana Haan, Laurens de

Journal: Annals of applied probability

Citation: Drees, Holger et al., On maximum likelihood estimation of the extreme value index, Annals of applied probability , 14(3), 2004, pp. 1179-1201

Uniform Markov renewal theory and ruin probabilities in Markov random walks

Authors: Fuh, Cheng-Der

Journal: Annals of applied probability

Citation: Fuh, Cheng-der, Uniform Markov renewal theory and ruin probabilities in Markov random walks, Annals of applied probability , 14(3), 2004, pp. 1202-1241

Random oriented trees: A model of drainage networks

Authors: Gangopadhyay, Sreela Roy, Rahul Sarkar, Anish

Journal: Annals of applied probability

Citation: Gangopadhyay, Sreela et al., Random oriented trees: A model of drainage networks, Annals of applied probability , 14(3), 2004, pp. 1242-1266

A characterization of hedging portfolios for interest rate contingent claims

Authors: Carmona, Rene Tehranchi, Michael

Journal: Annals of applied probability

Citation: Carmona, Rene et Tehranchi, Michael, A characterization of hedging portfolios for interest rate contingent claims, Annals of applied probability , 14(3), 2004, pp. 1267-1294

A mixture representation of . with applications in Markov chain Monte Carlo and perfect sampling

Authors: Hobert, James P. Robert, Christian P.

Journal: Annals of applied probability

Citation: P. Hobert, James et P. Robert, Christian, A mixture representation of . with applications in Markov chain Monte Carlo and perfect sampling, Annals of applied probability , 14(3), 2004, pp. 1295-1305

Earliest-deadline-first service in heavy-traffic acyclic networks

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

Journal: Annals of applied probability

Citation: .ukasz Kruk, et al., Earliest-deadline-first service in heavy-traffic acyclic networks, Annals of applied probability , 14(3), 2004, pp. 1306-1352

Practical drift conditions for subgeometric rates of convergence

Authors: Douc, Randal Fort, Gersende Moulines, Eric Soulier, Philippe

Journal: Annals of applied probability

Citation: Douc, Randal et al., Practical drift conditions for subgeometric rates of convergence, Annals of applied probability , 14(3), 2004, pp. 1353-1377

Ruin probabilities and decompositions for general perturbed risk processes

Authors: Huzak, Miljenko Perman, Mihael .iki., Hrvoje Vondra.ek, Zoran

Journal: Annals of applied probability

Citation: Huzak, Miljenko et al., Ruin probabilities and decompositions for general perturbed risk processes, Annals of applied probability , 14(3), 2004, pp. 1378-1397

On the Neyman.Pearson problem for law-invariant risk measures and robust utility functionals

Authors: Schied, Alexander

Journal: Annals of applied probability

Citation: Schied, Alexander, On the Neyman.Pearson problem for law-invariant risk measures and robust utility functionals, Annals of applied probability , 14(3), 2004, pp. 1398-1423

When can the two-armed bandit algorithm be trusted?

Authors: Lamberton, Damien Pagès, Gilles Tarrès, Pierre

Journal: Annals of applied probability

Citation: Lamberton, Damien et al., When can the two-armed bandit algorithm be trusted?, Annals of applied probability , 14(3), 2004, pp. 1424-1454

Generalized URN models of evolutionary processes

Authors: Benaïm, Michel Schreiber, Sebastian J. Tarrès, Pierre

Journal: Annals of applied probability

Citation: Benaïm, Michel et al., Generalized URN models of evolutionary processes, Annals of applied probability , 14(3), 2004, pp. 1455-1478

Optimal scaling of MaLa for nonlinear regression

Authors: Breyer, Laird Arnault Piccioni, Mauro Scarlatti, Sergio

Journal: Annals of applied probability

Citation: Breyer, Laird Arnault et al., Optimal scaling of MaLa for nonlinear regression, Annals of applied probability , 14(3), 2004, pp. 1479-1505

Stochastic partial differential equations driven by Lévy space-time white noise

Authors: Løkka, Arne Øksendal, Bernt Proske, Frank

Journal: Annals of applied probability

Citation: Løkka, Arne et al., Stochastic partial differential equations driven by Lévy space-time white noise, Annals of applied probability , 14(3), 2004, pp. 1506-1528

Results: 1-25 | 26-50 | 51-75 | 76-76