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Limit distributions for large Pólya urns

Authors: Chauvin, Brigitte Pouyanne, Nicolas Sahnoun, Reda

Journal: Annals of applied probability

Citation: Chauvin, Brigitte et al., Limit distributions for large Pólya urns, Annals of applied probability , 21(1), 2011, pp. 1-32

Law of large numbers limits for many-server queues

Authors: Haya Kaspi, Kavita Ramanan

Journal: Annals of applied probability

Citation: Haya Kaspi, Kavita Ramanan, Law of large numbers limits for many-server queues, Annals of applied probability , 21(1), 2011, pp. 33-114

A general framework for waves in random media with long-range correlations

Authors: Marty, Renaud Sølna, Knut

Journal: Annals of applied probability

Citation: Marty, Renaud et Sølna, Knut, A general framework for waves in random media with long-range correlations, Annals of applied probability , 21(1), 2011, pp. 115-139

Multivariate supOU processes

Authors: Barndorff-Nielsen, Ole Eiler Stelzer, Robert

Journal: Annals of applied probability

Citation: Barndorff-nielsen, Ole Eiler et Stelzer, Robert, Multivariate supOU processes, Annals of applied probability , 21(1), 2011, pp. 140-182

Occupation and local times for skew Brownian motion with applications to dispersion across an interface

Authors: Appuhamillage, Thilanka Bokil, Vrushali Thomann, Enrique Waymire, Edward Wood, Brian

Journal: Annals of applied probability

Citation: Appuhamillage, Thilanka et al., Occupation and local times for skew Brownian motion with applications to dispersion across an interface, Annals of applied probability , 21(1), 2011, pp. 183-214

On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems

Authors: Belomestny, Denis

Journal: Annals of applied probability

Citation: Belomestny, Denis, On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems, Annals of applied probability , 21(1), 2011, pp. 215-239

Sharp thresholds for the random-cluster and Ising models

Authors: Graham, Benjamin Grimmett, Geoffrey

Journal: Annals of applied probability

Citation: Graham, Benjamin et Grimmett, Geoffrey, Sharp thresholds for the random-cluster and Ising models, Annals of applied probability , 21(1), 2011, pp. 240-265

Generalized integrands and bond portfolios: Pitfalls and counter examples

Authors: Taflin, Erik

Journal: Annals of applied probability

Citation: Taflin, Erik, Generalized integrands and bond portfolios: Pitfalls and counter examples, Annals of applied probability , 21(1), 2011, pp. 266-282

Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction

Authors: Dereich, Steffen

Journal: Annals of applied probability

Citation: Dereich, Steffen, Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction, Annals of applied probability , 21(1), 2011, pp. 283-311

Random permutations with cycle weights

Authors: Betz, Volker Ueltschi, Daniel Velenik, Yvan

Journal: Annals of applied probability

Citation: Betz, Volker et al., Random permutations with cycle weights, Annals of applied probability , 21(1), 2011, pp. 312-331

Boundary conditions for the single-factor term structure equation

Authors: Ekström, Erik Tysk, Johan

Journal: Annals of applied probability

Citation: Ekström, Erik et Tysk, Johan, Boundary conditions for the single-factor term structure equation, Annals of applied probability , 21(1), 2011, pp. 332-350

Almost sure central limit theorem for branching random walks in random environment

Authors: Nakashima, Makoto

Journal: Annals of applied probability

Citation: Nakashima, Makoto, Almost sure central limit theorem for branching random walks in random environment, Annals of applied probability , 21(1), 2011, pp. 351-373

Sharpness of the percolation transition in the two-dimensional contact process

Authors: Berg, J. van den

Journal: Annals of applied probability

Citation: Berg, J. Van Den, Sharpness of the percolation transition in the two-dimensional contact process, Annals of applied probability , 21(1), 2011, pp. 374-395

Affine processes on positive semidefinite matrices

Authors: Cuchiero, Christa Filipovi., Damir Mayerhofer, Eberhard Teichmann, Josef

Journal: Annals of applied probability

Citation: Cuchiero, Christa et al., Affine processes on positive semidefinite matrices, Annals of applied probability , 21(2), 2011, pp. 397-463

Nonnormal approximation by Stein.s method of exchangeable pairs with application to the Curie.Weiss model

Authors: Chatterjee, Sourav Shao, Qi-Man

Journal: Annals of applied probability

Citation: Chatterjee, Sourav et Shao, Qi-man, Nonnormal approximation by Stein.s method of exchangeable pairs with application to the Curie.Weiss model, Annals of applied probability , 21(2), 2011, pp. 464-483

Heavy traffic analysis for EDF queues with reneging

Authors: Kruk, .ukasz Lehoczky, John Ramanan, Kavita Shreve, Steven

Journal: Annals of applied probability

Citation: Kruk, .ukasz et al., Heavy traffic analysis for EDF queues with reneging, Annals of applied probability , 21(2), 2011, pp. 484-545

Limit theorems for power variations of pure-jump processes with application to activity estimation

Authors: Todorov, Viktor Tauchen, George

Journal: Annals of applied probability

Citation: Todorov, Viktor et Tauchen, George, Limit theorems for power variations of pure-jump processes with application to activity estimation, Annals of applied probability , 21(2), 2011, pp. 546-588

The Longstaff.Schwartz algorithm for Lévy models: Results on fast and slow convergence

Authors: Gerhold, Stefan

Journal: Annals of applied probability

Citation: Gerhold, Stefan, The Longstaff.Schwartz algorithm for Lévy models: Results on fast and slow convergence, Annals of applied probability , 21(2), 2011, pp. 589-608

Hybrid Atlas models

Authors: Ichiba,Tomoyuki Papathanakos, Vassilios Banner, Adrian Karatzas, Ioannis Fernholz, Robert

Journal: Annals of applied probability

Citation: Ichiba,tomoyuki et al., Hybrid Atlas models, Annals of applied probability , 21(2), 2011, pp. 609-644

On the transition from heavy traffic to heavy tails for the M/G/1 queue: The regularly varying case

Authors: Olvera-Cravioto, Mariana Blanchet, Jose H. Glynn, Peter

Journal: Annals of applied probability

Citation: Olvera-cravioto, Mariana et al., On the transition from heavy traffic to heavy tails for the M/G/1 queue: The regularly varying case, Annals of applied probability , 21(2), 2011, pp. 645-668

Sampling conditioned hypoelliptic diffusions

Authors: Hairer, Martin Stuart, Andrew M. Voss, Jochen

Journal: Annals of applied probability

Citation: Hairer, Martin et al., Sampling conditioned hypoelliptic diffusions, Annals of applied probability , 21(2), 2011, pp. 669-698

Traveling waves of selective sweeps

Authors: Rick Durrett, John Mayberry

Journal: Annals of applied probability

Citation: Rick Durrett, John Mayberry, Traveling waves of selective sweeps, Annals of applied probability , 21(2), 2011, pp. 699-744

Diffusion limits of limited processor sharing queues

Authors: Zhang, Jiheng Dai, J. G. Zwart, Bert

Journal: Annals of applied probability

Citation: Zhang, Jiheng et al., Diffusion limits of limited processor sharing queues, Annals of applied probability , 21(2), 2011, pp. 745-799

Geodesics and flows in a Poissonian city

Authors: Kendall, Wilfrid S.

Journal: Annals of applied probability

Citation: S. Kendall, Wilfrid, Geodesics and flows in a Poissonian city, Annals of applied probability , 21(3), 2011, pp. 801-842

A rule of thumb for riffle shuffling

Authors: Assaf, Sami Diaconis, Persi Soundararajan, K.

Journal: Annals of applied probability

Citation: Assaf, Sami et al., A rule of thumb for riffle shuffling, Annals of applied probability , 21(1), 2011, pp. 843-875

Results: 1-25 | 26-50 | 51-72