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Results: 1-25 | 26-50 | 51-63

Articles table of contents

Results : 26-50/63

Model robustness of finite state nonlinear filtering over the infinite time horizon

Authors: Chigansky, Pavel Handel, Ramon van

Journal: Annals of applied probability

Citation: Chigansky, Pavel et Handel, Ramon Van, Model robustness of finite state nonlinear filtering over the infinite time horizon, Annals of applied probability , 17(2), 2007, pp. 688-715

On the density of properly maximal claims in financial markets with transaction costs

Authors: Jacka, Saul Berkaoui, Abdelkarem

Journal: Annals of applied probability

Citation: Jacka, Saul et Berkaoui, Abdelkarem, On the density of properly maximal claims in financial markets with transaction costs, Annals of applied probability , 17(2), 2007, pp. 716-740

An invariance principle for semimartingale reflecting Brownian motions in domains with piecewise smooth boundaries

Authors: Kang, W. N. Williams, R. J.

Journal: Annals of applied probability

Citation: N. Kang, W. et J. Williams, R., An invariance principle for semimartingale reflecting Brownian motions in domains with piecewise smooth boundaries, Annals of applied probability , 17(2), 2007, pp. 741-779

Perfect simulation for a class of positive recurrent Markov chains

Authors: Connor, Stephen B. Kendall, Wilfrid S.

Journal: Annals of applied probability

Citation: B. Connor, Stephen et S. Kendall, Wilfrid, Perfect simulation for a class of positive recurrent Markov chains, Annals of applied probability , 17(3), 2007, pp. 781-808

Structural properties of proportional fairness: Stability and insensitivity

Authors: Massoulié, Laurent

Journal: Annals of applied probability

Citation: Massoulié, Laurent, Structural properties of proportional fairness: Stability and insensitivity, Annals of applied probability , 17(3), 2007, pp. 809-839

Stationary distributions of a model of sympatric speciation

Authors: Yu, Feng

Journal: Annals of applied probability

Citation: Yu, Feng, Stationary distributions of a model of sympatric speciation, Annals of applied probability , 17(3), 2007, pp. 840-874

Deterministic equivalents for certain functionals of large random matrices

Authors: Hachem, Walid Loubaton, Philippe Najim, Jamal

Journal: Annals of applied probability

Citation: Hachem, Walid et al., Deterministic equivalents for certain functionals of large random matrices, Annals of applied probability , 17(3), 2007, pp. 875-930

A general lower bound for mixing of single-site dynamics on graphs

Authors: Hayes, Thomas P. Sinclair, Alistair

Journal: Annals of applied probability

Citation: P. Hayes, Thomas et Sinclair, Alistair, A general lower bound for mixing of single-site dynamics on graphs, Annals of applied probability , 17(3), 2007, pp. 931-952

Nonintersecting Brownian excursions

Authors: Tracy, Craig A. Widom, Harold

Journal: Annals of applied probability

Citation: A. Tracy, Craig et Widom, Harold, Nonintersecting Brownian excursions, Annals of applied probability , 17(3), 2007, pp. 953-979

Probabilistic validation of homology computations for nodal domains

Authors: Mischaikow, Konstantin Wanner, Thomas

Journal: Annals of applied probability

Citation: Mischaikow, Konstantin et Wanner, Thomas, Probabilistic validation of homology computations for nodal domains, Annals of applied probability , 17(3), 2007, pp. 980-1018

Uniform convergence of exact large deviations for renewal reward processes

Authors: Chi, Zhiyi

Journal: Annals of applied probability

Citation: Chi, Zhiyi, Uniform convergence of exact large deviations for renewal reward processes, Annals of applied probability , 17(3), 2007, pp. 1019-1048

Heavy traffic limit for a processor sharing queue with soft deadlines

Authors: Gromoll, H. Christian Kruk, .ukasz

Journal: Annals of applied probability

Citation: Gromoll, H. Christian et Kruk, .ukasz, Heavy traffic limit for a processor sharing queue with soft deadlines, Annals of applied probability , 17(3), 2007, pp. 1049-1101

Some relations between mutual information and estimation error in Wiener space

Authors: Mayer-Wolf, Eddy Zakai, Moshe

Journal: Annals of applied probability

Citation: Mayer-wolf, Eddy et Zakai, Moshe, Some relations between mutual information and estimation error in Wiener space, Annals of applied probability , 17(3), 2007, pp. 1102-1116

Ecological equilibrium for restrained branching random walks

Authors: Bertacchi, Daniela Posta, Gustavo Zucca, Fabio

Journal: Annals of applied probability

Citation: Bertacchi, Daniela et al., Ecological equilibrium for restrained branching random walks, Annals of applied probability , 17(4), 2007, pp. 1117-1137

A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options

Authors: Egloff, Daniel Kohler, Michael Todorovic, Nebojsa

Journal: Annals of applied probability

Citation: Egloff, Daniel et al., A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options, Annals of applied probability , 17(4), 2007, pp. 1138-1171

Exchangeable partitions derived from Markovian coalescents

Authors: Dong, Rui Gnedin, Alexander Pitman, Jim

Journal: Annals of applied probability

Citation: Dong, Rui et al., Exchangeable partitions derived from Markovian coalescents, Annals of applied probability , 17(4), 2007, pp. 1172-1201

A large deviation inequality for vector functions on finite reversible Markov Chains

Authors: Kargin, Vladislav

Journal: Annals of applied probability

Citation: Kargin, Vladislav, A large deviation inequality for vector functions on finite reversible Markov Chains, Annals of applied probability , 17(4), 2007, pp. 1202-1221

Weak convergence of Metropolis algorithms for non-i.i.d. target distributions

Authors: Bédard, Mylène

Journal: Annals of applied probability

Citation: Bédard, Mylène, Weak convergence of Metropolis algorithms for non-i.i.d. target distributions, Annals of applied probability , 17(4), 2007, pp. 1222-1244

On invariant measures of stochastic recursions in a critical case

Authors: Buraczewski, Dariusz

Journal: Annals of applied probability

Citation: Buraczewski, Dariusz, On invariant measures of stochastic recursions in a critical case, Annals of applied probability , 17(4), 2007, pp. 1245-1272

Shape of territories in some competing growth models

Authors: Gouéré, Jean-Baptiste

Journal: Annals of applied probability

Citation: Gouéré, Jean-baptiste, Shape of territories in some competing growth models, Annals of applied probability , 17(4), 2007, pp. 1273-1305

Dynamic importance sampling for queueing networks

Authors: Dupuis, Paul Sezer, Ali Devin Wang, Hui

Journal: Annals of applied probability

Citation: Dupuis, Paul et al., Dynamic importance sampling for queueing networks, Annals of applied probability , 17(4), 2007, pp. 1306-1346

A central limit theorem for stochastic recursive sequences of topical operators

Authors: Merlet, Glenn

Journal: Annals of applied probability

Citation: Merlet, Glenn, A central limit theorem for stochastic recursive sequences of topical operators, Annals of applied probability , 17(4), 2007, pp. 1347-1361

A renewal theory approach to periodic copolymers with adsorption

Authors: Caravenna, Francesco Giacomin,Giambattista Zambotti, Lorenzo

Journal: Annals of applied probability

Citation: Caravenna, Francesco et al., A renewal theory approach to periodic copolymers with adsorption, Annals of applied probability , 17(4), 2007, pp. 1362-1398

Kernel estimation of Greek weights by parameter randomization

Authors: Elie, Romuald Fermanian, Jean-David Touzi, Nizar

Journal: Annals of applied probability

Citation: Elie, Romuald et al., Kernel estimation of Greek weights by parameter randomization, Annals of applied probability , 17(4), 2007, pp. 1399-1423

Analysis of top-swap shuffling for genome rearrangements

Authors: Bhatnagar, Nayantara Caputo, Pietro Tetali, Prasad Vigoda, Eric

Journal: Annals of applied probability

Citation: Bhatnagar, Nayantara et al., Analysis of top-swap shuffling for genome rearrangements, Annals of applied probability , 17(4), 2007, pp. 1424-1445

Results: 1-25 | 26-50 | 51-63