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Results: 1-25 | 26-50 | 51-75 | 76-80

Articles table of contents

Results : 26-50/80

Authors: Heveling, Matthias Reitzner, Matthias

Journal: Annals of applied probability

Citation: Heveling, Matthias et Reitzner, Matthias, Poisson.Voronoi approximation, Annals of applied probability , 19(2), 2009, pp. 719-736

Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions

Authors: Khare, Kshitij Zhou, Hua

Journal: Annals of applied probability

Citation: Khare, Kshitij et Zhou, Hua, Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions, Annals of applied probability , 19(2), 2009, pp. 737-777

Tree based functional expansions for Feynman.Kac particle models

Authors: Moral, Pierre Del Patras, Frédéric Rubenthaler, Sylvain

Journal: Annals of applied probability

Citation: Moral, Pierre Del et al., Tree based functional expansions for Feynman.Kac particle models, Annals of applied probability , 19(2), 2009, pp. 778-825

On large deviation regimes for random media models

Authors: Cranston, M. Gauthier, D. Mountford, T. S.

Journal: Annals of applied probability

Citation: M. Cranston, et al., On large deviation regimes for random media models, Annals of applied probability , 19(2), 2009, pp. 826-862

Optimal scalings for local Metropolis.Hastings chains on nonproduct targets in high dimensions

Authors: Beskos, Alexandros Roberts, Gareth Stuart, Andrew

Journal: Annals of applied probability

Citation: Beskos, Alexandros et al., Optimal scalings for local Metropolis.Hastings chains on nonproduct targets in high dimensions, Annals of applied probability , 19(3), 2009, pp. 863-898

A Khasminskii type averaging principle for stochastic reaction.diffusion equations

Authors: Cerrai, Sandra

Journal: Annals of applied probability

Citation: Cerrai, Sandra, A Khasminskii type averaging principle for stochastic reaction.diffusion equations, Annals of applied probability , 19(3), 2009, pp. 899-948

Efficient importance sampling for binary contingency tables

Authors: Blanchet, Jose H.

Journal: Annals of applied probability

Citation: H. Blanchet, Jose, Efficient importance sampling for binary contingency tables, Annals of applied probability , 19(3), 2009, pp. 949-982

Selling a stock at the ultimate maximum

Authors: Toit, Jacques du Peskir, Goran

Journal: Annals of applied probability

Citation: Toit, Jacques Du et Peskir, Goran, Selling a stock at the ultimate maximum, Annals of applied probability , 19(3), 2009, pp. 983-1014

On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk

Authors: Meilijson, Isaac

Journal: Annals of applied probability

Citation: Meilijson, Isaac, On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk, Annals of applied probability , 19(3), 2009, pp. 1015-1025

An operator approach for Markov chain weak approximations with an application to infinite activity Lévy driven SDEs

Authors: Tanaka, Hideyuki Kohatsu-Higa, Arturo

Journal: Annals of applied probability

Citation: Tanaka, Hideyuki et Kohatsu-higa, Arturo, An operator approach for Markov chain weak approximations with an application to infinite activity Lévy driven SDEs, Annals of applied probability , 19(3), 2009, pp. 1026-1062

Asymptotics of input-constrained binary symmetric channel capacity

Authors: Han, Guangyue Marcus, Brian

Journal: Annals of applied probability

Citation: Han, Guangyue et Marcus, Brian, Asymptotics of input-constrained binary symmetric channel capacity, Annals of applied probability , 19(3), 2009, pp. 1063-1091

Effective resistance of random trees

Authors: Addario-Berry, Louigi Broutin, Nicolas Lugosi, Gábor

Journal: Annals of applied probability

Citation: Addario-berry, Louigi et al., Effective resistance of random trees, Annals of applied probability , 19(3), 2009, pp. 1092-1107

Asymptotic normality of plug-in level set estimates

Authors: Mason, David M. Polonik, Wolfgang

Journal: Annals of applied probability

Citation: M. Mason, David et Polonik, Wolfgang, Asymptotic normality of plug-in level set estimates, Annals of applied probability , 19(3), 2009, pp. 1108-1142

Gaussian perturbations of circle maps: A spectral approach

Authors: Mayberry, John

Journal: Annals of applied probability

Citation: Mayberry, John, Gaussian perturbations of circle maps: A spectral approach, Annals of applied probability , 19(3), 2009, pp. 1143-1171

Uniform observability of hidden Markov models and filter stability for unstable signals

Authors: Handel, Ramon van

Journal: Annals of applied probability

Citation: Handel, Ramon Van, Uniform observability of hidden Markov models and filter stability for unstable signals, Annals of applied probability , 19(3), 2009, pp. 1172-1199

On the convergence to equilibrium of Kac.s random walk on matrices

Authors: Oliveira, Roberto Imbuzeiro

Journal: Annals of applied probability

Citation: Oliveira, Roberto Imbuzeiro, On the convergence to equilibrium of Kac.s random walk on matrices, Annals of applied probability , 19(3), 2009, pp. 1200-1231

Genealogy of catalytic branching models

Authors: Greven, Andreas Popovic, Lea Winter, Anita

Journal: Annals of applied probability

Citation: Greven, Andreas et al., Genealogy of catalytic branching models, Annals of applied probability , 19(3), 2009, pp. 1232-1272

Search cost for a nearly optimal path in a binary tree

Authors: Pemantle, Robin

Journal: Annals of applied probability

Citation: Pemantle, Robin, Search cost for a nearly optimal path in a binary tree, Annals of applied probability , 19(4), 2009, pp. 1273-1291

Subcritical regimes in some models of continuum percolation

Authors: Gouéré, Jean-Baptiste

Journal: Annals of applied probability

Citation: Gouéré, Jean-baptiste, Subcritical regimes in some models of continuum percolation, Annals of applied probability , 19(4), 2009, pp. 1292-1318

On the inverse first-passage-time problem for a Wiener process

Authors: Zucca, Cristina Sacerdote, Laura

Journal: Annals of applied probability

Citation: Zucca, Cristina et Sacerdote, Laura, On the inverse first-passage-time problem for a Wiener process, Annals of applied probability , 19(4), 2009, pp. 1319-1346

Time averages, recurrence and transience in the stochastic replicator dynamics

Authors: Hofbauer, Josef Imhof, Lorens A.

Journal: Annals of applied probability

Citation: Hofbauer, Josef et A. Imhof, Lorens, Time averages, recurrence and transience in the stochastic replicator dynamics, Annals of applied probability , 19(4), 2009, pp. 1347-1368

Bubbles, convexity and the Black.Scholes equation

Authors: Ekström, Erik Tysk, Johan

Journal: Annals of applied probability

Citation: Ekström, Erik et Tysk, Johan, Bubbles, convexity and the Black.Scholes equation, Annals of applied probability , 19(4), 2009, pp. 1369-1384

On convergence to stationarity of fractional Brownian storage

Authors: Mandjes, Michel Norros, Ilkka Glynn, Peter

Journal: Annals of applied probability

Citation: Mandjes, Michel et al., On convergence to stationarity of fractional Brownian storage, Annals of applied probability , 19(4), 2009, pp. 1385-1403

Random recurrence equations and ruin in a Markov-dependent stochastic economic environment

Authors: Collamore, Jeffrey F.

Journal: Annals of applied probability

Citation: F. Collamore, Jeffrey, Random recurrence equations and ruin in a Markov-dependent stochastic economic environment, Annals of applied probability , 19(4), 2009, pp. 1404-1458

Diffusivity in one-dimensional generalized Mott variable-range hopping models

Authors: Caputo, P. Faggionato, A.

Journal: Annals of applied probability

Citation: P. Caputo, et A. Faggionato,, Diffusivity in one-dimensional generalized Mott variable-range hopping models, Annals of applied probability , 19(4), 2009, pp. 1459-1494

Results: 1-25 | 26-50 | 51-75 | 76-80