Grigorescu, Ilie; Kang, Min; Seppäläinen, Timo Behavior dominated by slow particles in a disordered asymmetric exclusion process. (English) Zbl 1056.60098 Ann. Appl. Probab. 14, No. 3, 1577-1602 (2004). Reviewer: Arnaud Le Ny (Orsay) MSC: 60K35 PDFBibTeX XMLCite \textit{I. Grigorescu} et al., Ann. Appl. Probab. 14, No. 3, 1577--1602 (2004; Zbl 1056.60098) Full Text: DOI arXiv
Friedland, Shmuel; Rider, Brian; Zeitouni, Ofer Concentration of permanent estimators for certain large matrices. (English) Zbl 1082.15036 Ann. Appl. Probab. 14, No. 3, 1559-1576 (2004). MSC: 15B52 15A15 60F05 PDFBibTeX XMLCite \textit{S. Friedland} et al., Ann. Appl. Probab. 14, No. 3, 1559--1576 (2004; Zbl 1082.15036) Full Text: DOI arXiv
DeBlassie, R. Dante Iterated Brownian motion in an open set. (English) Zbl 1051.60082 Ann. Appl. Probab. 14, No. 3, 1529-1558 (2004). Reviewer: Piotr Garbaczewski (Zielona Góra) MSC: 60J65 60H30 60K37 82C31 PDFBibTeX XMLCite \textit{R. D. DeBlassie}, Ann. Appl. Probab. 14, No. 3, 1529--1558 (2004; Zbl 1051.60082) Full Text: DOI arXiv
Løkka, Arne; Øksendal, Bernt; Proske, Frank Stochastic partial differential equations driven by Lévy space-time white noise. (English) Zbl 1053.60069 Ann. Appl. Probab. 14, No. 3, 1506-1528 (2004). Reviewer: Tomasz Bojdecki (Warszawa) MSC: 60H15 60H40 60G51 PDFBibTeX XMLCite \textit{A. Løkka} et al., Ann. Appl. Probab. 14, No. 3, 1506--1528 (2004; Zbl 1053.60069) Full Text: DOI arXiv
Breyer, Laird Arnault; Piccioni, Mauro; Scarlatti, Sergio Optimal scaling of MaLa for nonlinear regression. (English) Zbl 1048.62062 Ann. Appl. Probab. 14, No. 3, 1479-1505 (2004). MSC: 62J02 62F15 65C60 60F05 60F10 60F17 PDFBibTeX XMLCite \textit{L. A. Breyer} et al., Ann. Appl. Probab. 14, No. 3, 1479--1505 (2004; Zbl 1048.62062) Full Text: DOI arXiv
Benaïm, Michel; Schreiber, Sebastian J.; Tarrès, Pierre Generalized urn models of evolutionary processes. (English) Zbl 1051.60072 Ann. Appl. Probab. 14, No. 3, 1455-1478 (2004). Reviewer: Alexander Mitrophanov (Atlanta) MSC: 60J10 92D25 60F99 PDFBibTeX XMLCite \textit{M. Benaïm} et al., Ann. Appl. Probab. 14, No. 3, 1455--1478 (2004; Zbl 1051.60072) Full Text: DOI arXiv
Lamberton, Damien; Pagès, Gilles; Tarrès, Pierre When can the two-armed bandit algorithm be trusted? (English) Zbl 1048.62079 Ann. Appl. Probab. 14, No. 3, 1424-1454 (2004). MSC: 62L20 60F15 93C40 62L05 60G40 PDFBibTeX XMLCite \textit{D. Lamberton} et al., Ann. Appl. Probab. 14, No. 3, 1424--1454 (2004; Zbl 1048.62079) Full Text: DOI arXiv
Schied, Alexander On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals. (English) Zbl 1121.91054 Ann. Appl. Probab. 14, No. 3, 1398-1423 (2004). MSC: 91G10 62G10 91B30 PDFBibTeX XMLCite \textit{A. Schied}, Ann. Appl. Probab. 14, No. 3, 1398--1423 (2004; Zbl 1121.91054) Full Text: DOI arXiv
Huzak, Miljenko; Perman, Mihael; Šikić, Hrvoje; Vondraček, Zoran Ruin probabilities and decompositions for general perturbed risk processes. (English) Zbl 1061.60075 Ann. Appl. Probab. 14, No. 3, 1378-1397 (2004). Reviewer: Bero Roos (Hamburg) MSC: 60J25 60G51 60J75 60K30 91B30 PDFBibTeX XMLCite \textit{M. Huzak} et al., Ann. Appl. Probab. 14, No. 3, 1378--1397 (2004; Zbl 1061.60075) Full Text: DOI arXiv
Douc, Randal; Fort, Gersende; Moulines, Eric; Soulier, Philippe Practical drift conditions for subgeometric rates of convergence. (English) Zbl 1082.60062 Ann. Appl. Probab. 14, No. 3, 1353-1377 (2004). Reviewer: Ion Cuculescu (Bucureşti) MSC: 60J05 PDFBibTeX XMLCite \textit{R. Douc} et al., Ann. Appl. Probab. 14, No. 3, 1353--1377 (2004; Zbl 1082.60062) Full Text: DOI arXiv
Kruk, Łukasz; Lehoczky, John; Shreve, Steven; Yeung, Shu-Ngai Earliest-deadline-first service in heavy-traffic acyclic networks. (English) Zbl 1084.60056 Ann. Appl. Probab. 14, No. 3, 1306-1352 (2004). MSC: 60K25 60G57 60J65 68M20 PDFBibTeX XMLCite \textit{Ł. Kruk} et al., Ann. Appl. Probab. 14, No. 3, 1306--1352 (2004; Zbl 1084.60056) Full Text: DOI arXiv
Hobert, James P.; Robert, Christian P. A mixture representation of \(\pi\) with applications in Markov chain Monte Carlo and perfect sampling. (English) Zbl 1046.60062 Ann. Appl. Probab. 14, No. 3, 1295-1305 (2004). MSC: 60J05 62E15 65C05 PDFBibTeX XMLCite \textit{J. P. Hobert} and \textit{C. P. Robert}, Ann. Appl. Probab. 14, No. 3, 1295--1305 (2004; Zbl 1046.60062) Full Text: DOI arXiv
Carmona, Rene; Tehranchi, Michael A characterization of hedging portfolios for interest rate contingent claims. (English) Zbl 1048.60049 Ann. Appl. Probab. 14, No. 3, 1267-1294 (2004). Reviewer: George Stoica (Saint John) MSC: 60H30 60H07 91G10 PDFBibTeX XMLCite \textit{R. Carmona} and \textit{M. Tehranchi}, Ann. Appl. Probab. 14, No. 3, 1267--1294 (2004; Zbl 1048.60049) Full Text: DOI arXiv
Gangopadhyay, Sreela; Roy, Rahul; Sarkar, Anish Random oriented trees: a model of drainage networks. (English) Zbl 1047.60098 Ann. Appl. Probab. 14, No. 3, 1242-1266 (2004). MSC: 60K35 05C80 PDFBibTeX XMLCite \textit{S. Gangopadhyay} et al., Ann. Appl. Probab. 14, No. 3, 1242--1266 (2004; Zbl 1047.60098) Full Text: DOI arXiv
Fuh, Cheng-Der Uniform Markov renewal theory and ruin probabilities in Markov random walks. (English) Zbl 1052.60072 Ann. Appl. Probab. 14, No. 3, 1202-1241 (2004). Reviewer: Gheorghe Oprişan (Bucureşti) MSC: 60K05 60J10 60K15 PDFBibTeX XMLCite \textit{C.-D. Fuh}, Ann. Appl. Probab. 14, No. 3, 1202--1241 (2004; Zbl 1052.60072) Full Text: DOI arXiv
Drees, Holger; Ferreira, Ana; de Haan, Laurens On maximum likelihood estimation of the extreme value index. (English) Zbl 1102.62051 Ann. Appl. Probab. 14, No. 3, 1179-1201 (2004). MSC: 62G32 62F12 62G20 PDFBibTeX XMLCite \textit{H. Drees} et al., Ann. Appl. Probab. 14, No. 3, 1179--1201 (2004; Zbl 1102.62051) Full Text: DOI arXiv
Çetin, Umut; Jarrow, Robert; Protter, Philip; Yildirim, Yildiray Modeling credit risk with partial information. (English) Zbl 1048.60048 Ann. Appl. Probab. 14, No. 3, 1167-1178 (2004). Reviewer: George Stoica (Saint John) MSC: 60H30 60G44 60H10 91G40 PDFBibTeX XMLCite \textit{U. Çetin} et al., Ann. Appl. Probab. 14, No. 3, 1167--1178 (2004; Zbl 1048.60048) Full Text: DOI arXiv
Ney, Peter E.; Vidyashankar, Anand N. Local limit theory and large deviations for supercritical branching processes. (English) Zbl 1084.60542 Ann. Appl. Probab. 14, No. 3, 1135-1166 (2004). MSC: 60J80 60F10 PDFBibTeX XMLCite \textit{P. E. Ney} and \textit{A. N. Vidyashankar}, Ann. Appl. Probab. 14, No. 3, 1135--1166 (2004; Zbl 1084.60542) Full Text: DOI arXiv
Atar, Rami; Mandelbaum, Avi; Reiman, Martin I. Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic. (English) Zbl 1049.60079 Ann. Appl. Probab. 14, No. 3, 1084-1134 (2004). Reviewer: Alexander Vladimirov (Moskva) MSC: 60K25 49L20 90B22 90B36 93E20 PDFBibTeX XMLCite \textit{R. Atar} et al., Ann. Appl. Probab. 14, No. 3, 1084--1134 (2004; Zbl 1049.60079) Full Text: DOI arXiv
Kelly, F. P.; Williams, R. J. Fluid model for a network operating under a fair bandwidth-sharing policy. (English) Zbl 1066.60093 Ann. Appl. Probab. 14, No. 3, 1055-1083 (2004). Reviewer: Hans Daduna (Hamburg) MSC: 60K30 90B15 60K25 PDFBibTeX XMLCite \textit{F. P. Kelly} and \textit{R. J. Williams}, Ann. Appl. Probab. 14, No. 3, 1055--1083 (2004; Zbl 1066.60093) Full Text: DOI arXiv