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Results : 51-74/74

Long-term stability of sequential Monte Carlo methods under verifiable conditions

Authors: Douc, Randal Moulines, Eric Olsson, Jimmy

Journal: Annals of applied probability

Citation: Douc, Randal et al., Long-term stability of sequential Monte Carlo methods under verifiable conditions, Annals of applied probability , 24(5), 2014, pp. 1767-1802

Discrete-time probabilistic approximation of path-dependent stochastic control problems

Authors: Tan, Xiaolu

Journal: Annals of applied probability

Citation: Tan, Xiaolu, Discrete-time probabilistic approximation of path-dependent stochastic control problems, Annals of applied probability , 24(5), 2014, pp. 1803-1834

Mixing time of the card-cyclic-to-random shuffle

Authors: Morris, Ben Ning, Weiyang Peres, Yuval

Journal: Annals of applied probability

Citation: Morris, Ben et al., Mixing time of the card-cyclic-to-random shuffle, Annals of applied probability , 24(4), 2014, pp. 1835-1849

Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies

Authors: Todorov, Viktor Tauchen, George

Journal: Annals of applied probability

Citation: Todorov, Viktor et Tauchen, George, Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies, Annals of applied probability , 24(4), 2014, pp. 1850-1888

The Williams.Bjerknes model on regular trees

Authors: Louidor, Oren Tessler, Ran Vandenberg-Rodes Alexander

Journal: Annals of applied probability

Citation: Louidor, Oren et al., The Williams.Bjerknes model on regular trees, Annals of applied probability , 24(5), 2014, pp. 1889-1917

Sensitivity analysis for diffusion processes constrained to an orthant

Authors: Dieker, A. B. Gao X.

Journal: Annals of applied probability

Citation: B. Dieker, A. et X. Gao, Sensitivity analysis for diffusion processes constrained to an orthant, Annals of applied probability , 24(5), 2014, pp. 1918-1945

Mean field limit for disordered diffusions with singular interactions

Authors: Luçon, Eric Stannat, Wilhelm

Journal: Annals of applied probability

Citation: Luçon, Eric et Stannat, Wilhelm, Mean field limit for disordered diffusions with singular interactions, Annals of applied probability , 24(5), 2014, pp. 1946-1993

Simulation of forward-reverse stochastic representations for conditional diffusions

Authors: Bayer, Christian Schoenmakers, John

Journal: Annals of applied probability

Citation: Bayer, Christian et Schoenmakers, John, Simulation of forward-reverse stochastic representations for conditional diffusions, Annals of applied probability , 24(5), 2014, pp. 1994-2032

Control of the multiclass G/G/1 queue in the moderate deviation regime

Authors: Atar, Rami Biswas,Anup

Journal: Annals of applied probability

Citation: Atar, Rami et Biswas,anup, Control of the multiclass G/G/1 queue in the moderate deviation regime, Annals of applied probability , 24(5), 2014, pp. 2033-2069

Performance of the Metropolis algorithm on a disordered tree: The Einstein relation

Authors: Maillard, Pascal Zeitouni, Ofer

Journal: Annals of applied probability

Citation: Maillard, Pascal et Zeitouni, Ofer, Performance of the Metropolis algorithm on a disordered tree: The Einstein relation, Annals of applied probability , 24(5), 2014, pp. 2070-2090

Queuing with future information

Authors: Spencer, Joel Sudan, Madhu Xu, Kuang

Journal: Annals of applied probability

Citation: Spencer, Joel et al., Queuing with future information, Annals of applied probability , 24(5), 2014, pp. 2091-2142

Stochastic approximation, cooperative dynamics and supermodular games

Authors: Benaïm, Michel Faure, Mathieu

Journal: Annals of applied probability

Citation: Benaïm, Michel et Faure, Mathieu, Stochastic approximation, cooperative dynamics and supermodular games, Annals of applied probability , 22(5), 2014, pp. 2133-2164

Rare event simulation for processes generated via stochastic fixed point equations

Authors: Collamore, Jeffrey F. Diao, Guoqing Vidyashankar, Anand N.

Journal: Annals of applied probability

Citation: F. Collamore, Jeffrey et al., Rare event simulation for processes generated via stochastic fixed point equations, Annals of applied probability , 24(5), 2014, pp. 2143-2175

Optimal queue-size scaling in switched networks

Authors: Shah, D. Walton, N. S. Zhong, Y.

Journal: Annals of applied probability

Citation: D. Shah, et al., Optimal queue-size scaling in switched networks, Annals of applied probability , 24(6), 2014, pp. 2207-2245

Long runs under a conditional limit distribution

Authors: Broniatowski, Michel Caron, Virgile

Journal: Annals of applied probability

Citation: Broniatowski, Michel et Caron, Virgile, Long runs under a conditional limit distribution, Annals of applied probability , 24(6), 2014, pp. 2246-2296

Cutting down trees with a Markov chainsaw

Authors: Addario-Berry, Louigi Broutin, Nicolas Holmgren Cecilia

Journal: Annals of applied probability

Citation: Addario-berry, Louigi et al., Cutting down trees with a Markov chainsaw, Annals of applied probability , 24(6), 2014, pp. 2297-2339

Quickest detection of a hidden target and extremal surfaces

Authors: Peskir, Goran

Journal: Annals of applied probability

Citation: Peskir, Goran, Quickest detection of a hidden target and extremal surfaces, Annals of applied probability , 24(6), 2014, pp. 2340-2370

First-order global asymptotics for confined particles with singular pair repulsion

Authors: Chafaï, Djalil Gozlan, Nathael Zitt, Pierre-André

Journal: Annals of applied probability

Citation: Chafaï, Djalil et al., First-order global asymptotics for confined particles with singular pair repulsion, Annals of applied probability , 24(6), 2014, pp. 2371-2413

Belief propagation for optimal edge cover in the random complete graph

Authors: Khandwawala, Mustafa Sundaresan, Rajesh

Journal: Annals of applied probability

Citation: Khandwawala, Mustafa et Sundaresan, Rajesh, Belief propagation for optimal edge cover in the random complete graph, Annals of applied probability , 24(6), 2014, pp. 2414-2454

Spectral gaps for a Metropolis.Hastings algorithm in infinite dimensions

Authors: Hairer, Martin Stuart, Andrew M. Vollmer, Sebastian J.

Journal: Annals of applied probability

Citation: Hairer, Martin et al., Spectral gaps for a Metropolis.Hastings algorithm in infinite dimensions, Annals of applied probability , 24(6), 2014, pp. 2455-2490

Limit theorems for nondegenerate U-statistics of continuous semimartingales

Authors: Podolskij, Mark Schmidt, Christian Ziegel, Johanna F.

Journal: Annals of applied probability

Citation: Podolskij, Mark et al., Limit theorems for nondegenerate U-statistics of continuous semimartingales, Annals of applied probability , 24(6), 2014, pp. 2491-2526

Diffusion models and steady-state approximations for exponentially ergodic Markovian queues

Authors: Gurvich Itai

Journal: Annals of applied probability

Citation: Gurvich Itai, Diffusion models and steady-state approximations for exponentially ergodic Markovian queues, Annals of applied probability , 24(6), 2014, pp. 2527-2559

The component sizes of a critical random graph with given degree sequence

Authors: Joseph, Adrien

Journal: Annals of applied probability

Citation: Joseph, Adrien, The component sizes of a critical random graph with given degree sequence, Annals of applied probability , 24(6), 2014, pp. 2560-2594

A class of nonergodic interacting particle systems with unique invariant measure

Authors: Jahnel, Benedikt Külske, Christof

Journal: Annals of applied probability

Citation: Jahnel, Benedikt et Külske, Christof, A class of nonergodic interacting particle systems with unique invariant measure, Annals of applied probability , 24(6), 2014, pp. 2595-2643

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