ITA
ENG

Results: 1-25 | 26-50 | 51-75 | 76-100 | >>

Articles table of contents

Results : 51-75/2139

Change point detection in network models: Preferential attachment and long range dependence

Authors: Bhamidi, Shankar Jin,Jimmy Nobel,Andrew

Journal: Annals of applied probability

Citation: Bhamidi, Shankar et al., Change point detection in network models: Preferential attachment and long range dependence, Annals of applied probability , 2(1), 2018, pp. 35-78

Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence

Authors: Huang, Chi-Fu Pages, Henri

Journal: Annals of applied probability

Citation: Huang, Chi-fu et Pages, Henri, Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence, Annals of applied probability , 2(1), 1992, pp. 36-64

Nonconvex homogenization for one-dimensional controlled random walks in random potential

Authors: Yilmaz Atilla Zeitouni Ofer

Journal: Annals of applied probability

Citation: Yilmaz Atilla et Zeitouni Ofer, Nonconvex homogenization for one-dimensional controlled random walks in random potential, Annals of applied probability , 29(1), 2019, pp. 36-88

Geometric Bounds for Eigenvalues of Markov Chains

Authors: Diaconis, Persi Stroock, Daniel

Journal: Annals of applied probability

Citation: Diaconis, Persi et Stroock, Daniel, Geometric Bounds for Eigenvalues of Markov Chains, Annals of applied probability , 1(1), 1991, pp. 36-61

A Probability Inequality for the Occupation Measure of a Reversible Markov Chain

Authors: Dinwoodie, I. H.

Journal: Annals of applied probability

Citation: H. Dinwoodie, I., A Probability Inequality for the Occupation Measure of a Reversible Markov Chain, Annals of applied probability , 5(1), 1995, pp. 37-43

The maximum on a random time interval of a random walk with long-tailed increments and negative drift

Authors: Foss, Serguei Zachary, Stan

Journal: Annals of applied probability

Citation: Foss, Serguei et Zachary, Stan, The maximum on a random time interval of a random walk with long-tailed increments and negative drift, Annals of applied probability , 13(1), 2003, pp. 37-53

The exit problem for diffusions with time-periodic drift and stochastic resonance

Authors: Herrmann, Samuel Imkeller, Peter

Journal: Annals of applied probability

Citation: Herrmann, Samuel et Imkeller, Peter, The exit problem for diffusions with time-periodic drift and stochastic resonance, Annals of applied probability , 15((1A)), 2005, pp. 39-68

Local weak convergence for PageRank

Authors: Garavaglia Alessandro Van der Hofstad Remco Litvak Nelly

Journal: Annals of applied probability

Citation: Garavaglia Alessandro et al., Local weak convergence for PageRank, Annals of applied probability , 30(1), 2020, pp. 40-79

Optimization of Multiclass Queueing Networks: Polyhedral and Nonlinear Characterizations of Achievable Performance

Authors: Bertsimas, Dimitris Paschalidis, Ioannis Ch. Tsitsiklis, John N.

Journal: Annals of applied probability

Citation: Bertsimas, Dimitris et al., Optimization of Multiclass Queueing Networks: Polyhedral and Nonlinear Characterizations of Achievable Performance, Annals of applied probability , 4(1), 1994, pp. 43-75

On Rates of Convergence for Common Subsequences and First Passage Time

Authors: Rhee, WanSoo T.

Journal: Annals of applied probability

Citation: T. Rhee, Wansoo, On Rates of Convergence for Common Subsequences and First Passage Time, Annals of applied probability , 5(1), 1995, pp. 44-48

A uniform law for convergence to the local times of linear fractional stable motions

Authors: Duffy, James A.

Journal: Annals of applied probability

Citation: A. Duffy, James, A uniform law for convergence to the local times of linear fractional stable motions, Annals of applied probability , 26(1), 2016, pp. 45-72

On large deviations of Markov processes with discontinuous statistics

Authors: Alanyali, Murat Hajek, Bruce

Journal: Annals of applied probability

Citation: Alanyali, Murat et Hajek, Bruce, On large deviations of Markov processes with discontinuous statistics, Annals of applied probability , 8(1), 1998, pp. 45-66

A zero-sum game between a singular stochastic controller and a discretionary stopper

Authors: Hernandez-Hernandez, Daniel Simon, Robert S. Zervos, Mihail

Journal: Annals of applied probability

Citation: Hernandez-hernandez, Daniel et al., A zero-sum game between a singular stochastic controller and a discretionary stopper, Annals of applied probability , 25(1), 2015, pp. 46-80

Epidemics with two levels of mixing

Authors: Ball, Frank Mollison, Denis Scalia-Tomba, Gianpaolo

Journal: Annals of applied probability

Citation: Ball, Frank et al., Epidemics with two levels of mixing, Annals of applied probability , 7(1), 1997, pp. 46-89

Bilinear stochastic systems with fractional Brownian motion input

Authors: Iglói, E. Terdik, Gy.

Journal: Annals of applied probability

Citation: E. Iglói, et Terdik, Gy, Bilinear stochastic systems with fractional Brownian motion input, Annals of applied probability , 9(1), 1999, pp. 46-77

ACHIEVING NONZERO INFORMATION VELOCITY IN WIRELESS NETWORKS

Authors: Iyer,Srikanth Vaze,Rahul

Journal: Annals of applied probability

Citation: Iyer,srikanth et Vaze,rahul, ACHIEVING NONZERO INFORMATION VELOCITY IN WIRELESS NETWORKS, Annals of applied probability , 27(1), 2017, pp. 48-64

Balanced Loads in Infinite Networks

Authors: Hajek Bruce

Journal: Annals of applied probability

Citation: Hajek Bruce, Balanced Loads in Infinite Networks, Annals of applied probability , 6(1), 1996, pp. 48-75

On Positive Harris Recurrence of Multiclass Queueing Networks: A Unified Approach Via Fluid Limit Models

Authors: Dai, J. G.

Journal: Annals of applied probability

Citation: G. Dai, J., On Positive Harris Recurrence of Multiclass Queueing Networks: A Unified Approach Via Fluid Limit Models, Annals of applied probability , 5(1), 1995, pp. 49-77

Heavy Traffic Limits for Some Queueing Networks

Authors: Bramson, Maury Dai, J.G.

Journal: Annals of applied probability

Citation: Bramson, Maury et Dai, J.g, Heavy Traffic Limits for Some Queueing Networks, Annals of applied probability , 11(1), 2001, pp. 49-90

Integrated functionals of normal and fractional processes

Authors: Buchmann, Boris Chan, Ngai Hang

Journal: Annals of applied probability

Citation: Buchmann, Boris et Chan, Ngai Hang, Integrated functionals of normal and fractional processes, Annals of applied probability , 19(1), 2009, pp. 49-70

Asymptotics of the probability minimizing a .down-side. risk

Authors: Hata, Hiroaki Nagai, Hideo Sheu, Shuenn-Jyi

Journal: Annals of applied probability

Citation: Hata, Hiroaki et al., Asymptotics of the probability minimizing a .down-side. risk, Annals of applied probability , 20(1), 2010, pp. 52-89

Multiple-input heavy-traffic real-time queues

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

Journal: Annals of applied probability

Citation: Kruk, Lukasz et al., Multiple-input heavy-traffic real-time queues, Annals of applied probability , 13(1), 2003, pp. 54-99

Universal prediction of random binary sequences in a noisy environment

Authors: Weissman, Tsachy Merhav, Neri

Journal: Annals of applied probability

Citation: Weissman, Tsachy et Merhav, Neri, Universal prediction of random binary sequences in a noisy environment, Annals of applied probability , 14(1), 2004, pp. 54-89

The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions

Authors: Pulido, Sergio

Journal: Annals of applied probability

Citation: Pulido, Sergio, The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions, Annals of applied probability , 24(1), 2014, pp. 54-75

Validity of heavy traffic steady-state approximations in generalized Jackson networks

Authors: Gamarnik, David Zeevi, Assaf

Journal: Annals of applied probability

Citation: Gamarnik, David et Zeevi, Assaf, Validity of heavy traffic steady-state approximations in generalized Jackson networks, Annals of applied probability , 16(1), 2007, pp. 56-90

Results: 1-25 | 26-50 | 51-75 | 76-100 | >>