@Preamble{
"\hyphenation{Ur-i-be}" #
"\ifx \undefined \booktitle \def \booktitle #1{{{\em #1}}} \fi" #
"\ifx \undefined \k \let \k = \c \fi" #
"\ifx \undefined \mathbb \def \mathbb #1{{\bf #1}} \fi" #
"\ifx \undefined \mathbf \def \mathbf #1{{\bf #1}} \fi"
}
@String{ack-nhfb = "Nelson H. F. Beebe,
University of Utah,
Department of Mathematics, 110 LCB,
155 S 1400 E RM 233,
Salt Lake City, UT 84112-0090, USA,
Tel: +1 801 581 5254,
FAX: +1 801 585 1640, +1 801 581 4148,
e-mail: \path|beebe@math.utah.edu|,
\path|beebe@acm.org|,
\path|beebe@computer.org| (Internet),
URL: \path|https://www.math.utah.edu/~beebe/|"}
@String{j-ANN-APPL-PROBAB = "Annals of Applied Probability"}
@String{j-INT-STAT-REV = "International Statistical Review =
Revue Internationale de Statistique"}
@String{j-SCIENCE-NEWS = "Science News (Washington, DC)"}
@String{j-TOMACS = "ACM Transactions on Modeling and Computer
Simulation"}
@Article{Duffie:1991:MVH,
author = "Darrell Duffie and Henry R. Richardson",
title = "Mean-Variance Hedging in Continuous Time",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "1",
pages = "1--15",
month = feb,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005978",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dai:1991:SSA,
author = "J. G. Dai and J. M. Harrison",
title = "Steady-State Analysis of {RBM} in a Rectangle:
Numerical Methods and A Queueing Application",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "1",
pages = "16--35",
month = feb,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005979",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Diaconis:1991:GBE,
author = "Persi Diaconis and Daniel Stroock",
title = "Geometric Bounds for Eigenvalues of {Markov} Chains",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "1",
pages = "36--61",
month = feb,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005980",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fill:1991:EBC,
author = "James Allen Fill",
title = "Eigenvalue Bounds on Convergence to Stationarity for
Nonreversible {Markov} Chains, with an Application to
the Exclusion Process",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "1",
pages = "62--87",
month = feb,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005981",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Doney:1991:LSN,
author = "R. A. Doney and George L. O'Brien",
title = "Loud Shot Noise",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "1",
pages = "88--103",
month = feb,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005982",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kella:1991:QSV,
author = "Offer Kella and Ward Whitt",
title = "Queues with Server Vacations and {Levy} Processes with
Secondary Jump Input",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "1",
pages = "104--117",
month = feb,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005983",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Komlos:1991:PTS,
author = "J. Komlos and A. Odlyzko and L. Ozarow and L. A.
Shepp",
title = "On the Properties of a Tree-Structured Server
Process",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "1",
pages = "118--125",
month = feb,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005984",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Goldie:1991:IRT,
author = "Charles M. Goldie",
title = "Implicit Renewal Theory and Tails of Solutions of
Random Equations",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "1",
pages = "126--166",
month = feb,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005985",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lefebvre:1991:FSP,
author = "Mario Lefebvre",
title = "Forcing a Stochastic Process to Stay in or to Leave a
Given Region",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "1",
pages = "167--172",
month = feb,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005986",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Whittle:1991:NNI,
author = "P. Whittle",
title = "Neural Nets and Implicit Inference",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "2",
pages = "173--188",
month = may,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005932",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Durrett:1991:ER,
author = "R. Durrett and C. Neuhauser",
title = "Epidemics with Recovery in {$ D = 2 $}",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "2",
pages = "189--206",
month = may,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005933",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Boland:1991:SOI,
author = "Philip J. Boland and Emad El-Neweihi and Frank
Proschan",
title = "Stochastic Order for Inspection and Repair Policies",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "2",
pages = "207--218",
month = may,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005934",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{OCinneide:1991:PTD,
author = "Colm Art O'Cinneide",
title = "Phase-Type Distributions and Majorization",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "2",
pages = "219--227",
month = may,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005935",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Aldous:1991:AFD,
author = "David Aldous",
title = "Asymptotic Fringe Distributions for General Families
of Random Trees",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "2",
pages = "228--266",
month = may,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005936",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Resnick:1991:RUF,
author = "Sidney I. Resnick and Rishin Roy",
title = "Random {USC} Functions, Max-Stable Processes and
Continuous Choice",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "2",
pages = "267--292",
month = may,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005937",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Vitale:1991:EAR,
author = "Richard A. Vitale",
title = "Expected Absolute Random Determinants and Zonoids",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "2",
pages = "293--300",
month = may,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005938",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Frieze:1991:LLM,
author = "Alan Frieze",
title = "On the Length of the Longest Monotone Subsequence in a
Random Permutation",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "2",
pages = "301--305",
month = may,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005939",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Glaz:1991:TBA,
author = "Joseph Glaz and Joseph I. Naus",
title = "Tight Bounds and Approximations for Scan Statistic
Probabilities for Discrete Data",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "2",
pages = "306--318",
month = may,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005940",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kelly:1991:LN,
author = "F. P. Kelly",
title = "Loss Networks",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "3",
pages = "319--378",
month = aug,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005872",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kind:1991:DAP,
author = "Paolo Kind and Robert Sh. Liptser and Wolfgang J.
Runggaldier",
title = "Diffusion Approximation in Past Dependent Models and
Applications to Option Pricing",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "3",
pages = "379--405",
month = aug,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005873",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mahmoud:1991:DLR,
author = "Hosam M. Mahmoud and R. T. Smythe",
title = "On the Distribution of Leaves in Rooted Subtrees of
Recursive Trees",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "3",
pages = "406--418",
month = aug,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005874",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Browne:1991:IMC,
author = "Sidney Browne and Paul Zipkin",
title = "Inventory Models with Continuous, Stochastic Demands",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "3",
pages = "419--435",
month = aug,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005875",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Crametz:1991:LRR,
author = "J.-P. Crametz and P. J. Hunt",
title = "A Limit Result Respecting Graph Structure for a Fully
Connected Loss Network with Alternative Routing",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "3",
pages = "436--444",
month = aug,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005876",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jensen:1991:PEF,
author = "Jens Ledet Jensen and Jesper Moller",
title = "Pseudolikelihood for Exponential Family Models of
Spatial Point Processes",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "3",
pages = "445--461",
month = aug,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005877",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Marsaglia:1991:NCR,
author = "George Marsaglia and Arif Zaman",
title = "A New Class of Random Number Generators",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "3",
pages = "462--480",
month = aug,
year = "1991",
CODEN = "????",
DOI = "https://doi.org/10.1214/aoap/1177005878",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65C10",
MRnumber = "92h:65009",
MRreviewer = "Renata Rotondi",
bibdate = "Fri Jun 6 11:35:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/bibnet/authors/m/marsaglia-george.bib;
https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib;
https://www.math.utah.edu/pub/tex/bib/fibquart.bib;
https://www.math.utah.edu/pub/tex/bib/prng.bib;
https://www.math.utah.edu/pub/tex/bib/tomacs.bib;
MathSciNet database",
note = "See popular description in \cite{Peterson:1991:NRN}.
See remarks in
\cite{Eichenauer-Herrmann:1995:PNG,Tezuka:1993:LSA}
about the extremely bad lattice structure in high
dimensions of the generators proposed in this paper.",
URL = "http://projecteuclid.org/euclid.aoap/1177005878",
ZMnumber = "0733.65005",
abstract = "We introduce a new class of generators of two types:
add-with-carry and subtract-with-borrow. Related to
lagged-Fibonacci generators, the new class has
interesting underlying theory, astonishingly long
periods and provable uniformity for full sequences.
Among several that we mention, we recommend
particularly promising ones that will generate a
sequence of 2e1751 bits.",
abstract-2 = "We introduce a new class of generators of two types:
add-with-carry and subtract-with-borrow. Related to
lagged-Fibonacci generators, the new class has
interesting underlying theory, astonishingly long
periods and provable uniformity for full sequences.
Among several that we mention, we recommend
particularly promising ones that will generate a
sequence of $2^{1751}$ bits, or a sequence of
$2^{1376}$ 32-bit integers, or a sequence of $2^{931}$
reals with 24-bit fractions--all using simple computer
arithmetic (subtraction) and a few memory locations.",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "add with carry generator; lagged Fibonacci generator;
Monte Carlo methods; numerical examples; random number
generators; subtract-with-borrow generators; very long
period sequences",
xxCODEN = "????",
ZMclass = "*65C10 Random number generation 65C05 Monte Carlo
methods",
ZMreviewer = "M. Cugiani (Milano)",
}
@Article{Anantharam:1991:MFL,
author = "V. Anantharam",
title = "A Mean Field Limit for a Lattice Caricature of Dynamic
Routing in Circuit Switched Networks",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "4",
pages = "481--503",
month = nov,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005834",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rogers:1991:EVH,
author = "L. C. G. Rogers and S. E. Satchell",
title = "Estimating Variance From High, Low and Closing
Prices",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "4",
pages = "504--512",
month = nov,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005835",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Karlin:1991:SLT,
author = "Samuel Karlin and Ming-Ying Leung",
title = "Some Limit Theorems on Distributional Patterns of
Balls in Urns",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "4",
pages = "513--538",
month = nov,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005836",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Donnelly:1991:FCL,
author = "Peter Donnelly and Thomas G. Kurtz and Simon Tavare",
title = "On the Functional Central Limit Theorem for the
{Ewens} Sampling Formula",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "4",
pages = "539--545",
month = nov,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005837",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Glynn:1991:DMQ,
author = "Peter W. Glynn and Ward Whitt",
title = "Departures from Many Queues in Series",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "4",
pages = "546--572",
month = nov,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005838",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Biggins:1991:BRW,
author = "J. D. Biggins and Boris D. Lubachevsky and Adam
Shwartz and Alan Weiss",
title = "A Branching Random Walk with a Barrier",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "4",
pages = "573--581",
month = nov,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005839",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hardin:1991:NRS,
author = "Clyde D. {Hardin, Jr.} and Gennady Samorodnitsky and
Murad S. Taqqu",
title = "Nonlinear Regression of Stable Random Variables",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "4",
pages = "582--612",
month = nov,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005840",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chen:1991:ETP,
author = "Rong Chen and Ruey S. Tsay",
title = "On the Ergodicity of Tar(1) Processes",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "4",
pages = "613--634",
month = nov,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005841",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Myneni:1992:PAO,
author = "Ravi Myneni",
title = "The Pricing of the {American} Option",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "1--23",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005768",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ethier:1992:SDN,
author = "S. N. Ethier and Thomas G. Kurtz",
title = "On the Stationary Distribution of the Neutral
Diffusion Model in Population Genetics",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "24--35",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005769",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Huang:1992:OCP,
author = "Chi-Fu Huang and Henri Pages",
title = "Optimal Consumption and Portfolio Policies with an
Infinite Horizon: Existence and Convergence",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "36--64",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005770",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dai:1992:RBM,
author = "J. G. Dai and J. M. Harrison",
title = "Reflected {Brownian} Motion in an Orthant: Numerical
Methods for Steady-State Analysis",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "65--86",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005771",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Xu:1992:DMOa,
author = "Gan-Lin Xu and Steven E. Shreve",
title = "A Duality Method for Optimal Consumption and
Investment Under Short- Selling Prohibition. {I}.
{General} Market Coefficients",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "87--112",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005772",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Avram:1992:MST,
author = "Florin Avram and Dimitris Bertsimas",
title = "The Minimum Spanning Tree Constant in Geometrical
Probability and Under the Independent Model: a Unified
Approach",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "113--130",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005773",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Blount:1992:LLN,
author = "Douglas Blount",
title = "Law of Large Numbers in the Supremum Norm for a
Chemical Reaction with Diffusion",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "131--141",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005774",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Comets:1992:PEG,
author = "Francis Comets and Basilis Gidas",
title = "Parameter Estimation for {Gibbs} Distributions from
Partially Observed Data",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "142--170",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005775",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Schweizer:1992:MVH,
author = "Martin Schweizer",
title = "Mean-Variance Hedging for General Claims",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "171--179",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005776",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Glynn:1992:AVS,
author = "Peter W. Glynn and Ward Whitt",
title = "The Asymptotic Validity of Sequential Stopping Rules
for Stochastic Simulations",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "180--198",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005777",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Loader:1992:BCP,
author = "Clive R. Loader",
title = "Boundary Crossing Probabilities for Locally {Poisson}
Processes",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "199--228",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005778",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lagarias:1992:PTS,
author = "J. C. Lagarias and A. Weiss",
title = "The $ 3 x + 1 $ Problem: Two Stochastic Models",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "229--261",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib;
https://www.math.utah.edu/pub/tex/bib/benfords-law.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005779",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Harrison:1992:BMF,
author = "J. M. Harrison and R. J. Williams",
title = "{Brownian} Models of Feedforward Queueing Networks:
Quasireversibility and Product Form Solutions",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "2",
pages = "263--293",
month = may,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005704",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bayer:1992:TDS,
author = "Dave Bayer and Persi Diaconis",
title = "Trailing the Dovetail Shuffle to its Lair",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "2",
pages = "294--313",
month = may,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005705",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Xu:1992:DMOb,
author = "Gan-Lin Xu and Steven E. Shreve",
title = "A Duality Method for Optimal Consumption and
Investment Under Short-Selling Prohibition. {II}.
{Constant} Market Coefficients",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "2",
pages = "314--328",
month = may,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005706",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dembo:1992:PAS,
author = "Amir Dembo and Samuel Karlin",
title = "{Poisson} Approximations for $r$-Scan Processes",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "2",
pages = "329--357",
month = may,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005707",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pittel:1992:LSS,
author = "Boris Pittel",
title = "On Likely Solutions of a Stable Marriage Problem",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "2",
pages = "358--401",
month = may,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005708",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Devroye:1992:STL,
author = "Luc Devroye",
title = "A Study of Trie-Like Structures Under the Density
Model",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "2",
pages = "402--434",
month = may,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005709",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Takacs:1992:RWP,
author = "Lajos Takacs",
title = "Random Walk Processes and their Applications in Order
Statistics",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "2",
pages = "435--459",
month = may,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005710",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ou:1992:PBS,
author = "Jihong Ou and Lawrence M. Wein",
title = "Performance Bounds for Scheduling Queueing Networks",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "2",
pages = "460--480",
month = may,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005711",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Berman:1992:TCD,
author = "Simeon M. Berman",
title = "The Tail of the Convolution of Densities and its
Application to a Model of {HIV}-Latency Time",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "2",
pages = "481--502",
month = may,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005712",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hill:1992:SIO,
author = "T. P. Hill and D. P. Kennedy",
title = "Sharp Inequalities for Optimal Stopping with Rewards
Based on Ranks",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "2",
pages = "503--517",
month = may,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005713",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Arratia:1992:PPA,
author = "Richard Arratia and A. D. Barbour and Simon Tavare",
title = "{Poisson} Process Approximations for the {Ewens}
Sampling Formula",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "519--535",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005647",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Loh:1992:SMM,
author = "Wei-Liem Loh",
title = "{Stein}'s Method and Multinomial Approximation",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "536--554",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005648",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Asmussen:1992:LTE,
author = "Soren Asmussen",
title = "Light Traffic Equivalence in Single-Server Queues",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "555--574",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005649",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bramson:1992:PCM,
author = "M. Bramson and P. Ney and J. Tao",
title = "The Population Composition of a Multitype Branching
Random Walk",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "575--596",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005650",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Devroye:1992:LTR,
author = "Luc Devroye",
title = "A Limit Theory for Random Skip Lists",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "597--609",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005651",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Frigessi:1992:OSS,
author = "Arnoldo Frigessi and Chii-Ruey Hwang and Laurent
Younes",
title = "Optimal Spectral Structure of Reversible Stochastic
Matrices, {Monte Carlo} Methods and the Simulation of
{Markov} Random Fields",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "610--628",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005652",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Karatzas:1992:RDD,
author = "Ioannis Karatzas and Daniel L. Ocone",
title = "The Resolvent of a Degenerate Diffusion on the Plane,
with Application to Partially Observed Stochastic
Control",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "629--668",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005653",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kotelenez:1992:FNR,
author = "Peter Kotelenez",
title = "Fluctuations in a Nonlinear Reaction-Diffusion Model",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "669--694",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005654",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rhee:1992:MRS,
author = "WanSoo T. Rhee and Michel Talagrand",
title = "Matching Random Subsets of the Cube with a Tight
Control on One Coordinate",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "695--713",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005655",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chang:1992:MFL,
author = "Joseph T. Chang",
title = "On Moments of the First Ladder Height of Random Walks
with Small Drift",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "714--738",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005656",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Asmussen:1992:CWC,
author = "Soren Asmussen",
title = "On Coupling and Weak Convergence to Stationarity",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "739--751",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005657",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dalal:1992:BEC,
author = "S. R. Dalal and C. L. Mallows",
title = "Buying with Exact Confidence",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "752--765",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005658",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cvitanic:1992:CDC,
author = "Jaksa Cvitanic and Ioannis Karatzas",
title = "Convex Duality in Constrained Portfolio Optimization",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "767--818",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005576",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Holley:1992:MDS,
author = "Richard Holley and Edward C. Waymire",
title = "Multifractal Dimensions and Scaling Exponents for
Strongly Bounded Random Cascades",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "819--845",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005577",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Talagrand:1992:MRS,
author = "Michel Talagrand",
title = "Matching Random Samples in Many Dimensions",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "846--856",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005578",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Morrow:1992:LDR,
author = "Gregory J. Morrow",
title = "Large Deviation Results for a Class of {Markov} Chains
with Application to an Infinite Alleles Model of
Population Genetics",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "857--905",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005579",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kroese:1992:CPS,
author = "Dirk P. Kroese and Volker Schmidt",
title = "A Continuous Polling System with General Service
Times",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "906--927",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005580",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ferrari:1992:SAE,
author = "P. A. Ferrari and K. Ravishankar",
title = "Shocks in Asymmetric Exclusion Automata",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "928--941",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005581",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pinsky:1992:ECL,
author = "Mark A. Pinsky",
title = "Extremal Character of the {Lyapunov} Exponent of the
Stochastic Harmonic Oscillator",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "942--950",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005582",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Aalen:1992:MHS,
author = "Odd O. Aalen",
title = "Modelling Heterogeneity in Survival Analysis by the
Compound {Poisson} Distribution",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "951--972",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005583",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jansons:1992:DBB,
author = "Kalvis M. Jansons and L. C. G. Rogers",
title = "Decomposing the Branching {Brownian} Path",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "973--986",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005584",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Daley:1992:FWT,
author = "D. J. Daley and T. Rolski",
title = "Finiteness of Waiting-Time Moments in General
Stationary Single-Server Queues",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "987--1008",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005585",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bollobas:1992:HRP,
author = "Bela Bollobas and Graham Brightwell",
title = "The Height of a Random Partial Order: Concentration of
Measure",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "1009--1018",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005586",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Benjamini:1992:MSP,
author = "Yoav Benjamini and Abba M. Krieger",
title = "Market Share Paradox and Heterogeneous Chains",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "1019--1023",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005587",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Weber:1992:GIM,
author = "Richard Weber",
title = "On the {Gittins} Index for Multiarmed Bandits",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "1024--1033",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005588",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Isham:1993:SME,
author = "Valerie Isham",
title = "Stochastic Models for Epidemics with Special Reference
to {AIDS}",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "1--27",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005505",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Nguyen:1993:PNP,
author = "Vien Nguyen",
title = "Processing Networks with Parallel and Sequential
Tasks: Heavy Traffic Analysis and {Brownian} Limits",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "28--55",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005506",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{vandenBerg:1993:ITC,
author = "J. van den Berg and H. Kesten",
title = "Inequalities for the Time Constant in First-Passage
Percolation",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "56--80",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005507",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alexander:1993:NSR,
author = "Kenneth S. Alexander",
title = "A Note on Some Rates of Convergence in First-Passage
Percolation",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "81--90",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005508",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Barbour:1993:RPA,
author = "A. D. Barbour and P. E. Greenwood",
title = "Rates of {Poisson} Approximation to Finite Range
Random Fields",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "91--102",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005509",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Almeida:1993:VME,
author = "Murilo P. Almeida and Basilis Gidas",
title = "A Variational Method for Estimating the Parameters of
{MRF} from Complete or Incomplete Data",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "103--136",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005510",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ferrari:1993:CSP,
author = "Pablo A. Ferrari and Arnoldo Frigessi and Roberto H.
Schonmann",
title = "Convergence of Some Partially Parallel {Gibbs}
Samplers with Annealing",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "137--153",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005511",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anantharam:1993:USE,
author = "V. Anantharam",
title = "Uniqueness of Stationary Ergodic Fixed Point for a {$
\cdot $ /M/K} Node",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "154--172",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See correction \cite{Anantharam:1994:CUS}.",
URL = "http://projecteuclid.org/euclid.aoap/1177005512",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kaj:1993:FPP,
author = "Ingemar Kaj and Paavo Salminen",
title = "On a First Passage Problem for Branching {Brownian}
Motions",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "173--185",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005513",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Takacs:1993:DIA,
author = "Lajos Takacs",
title = "On the Distribution of the Integral of the Absolute
Value of the {Brownian} Motion",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "186--197",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005514",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alsmeyer:1993:GWP,
author = "Gerold Alsmeyer",
title = "On the {Galton--Watson} Predator-Prey Process",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "198--211",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005515",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Capinski:1993:EEU,
author = "Marek Capinski and Nigel J. Cutland",
title = "The {Euler} Equation: a Uniform Nonstandard
Construction of a Global Flow, Invariant Measures and
Statistical Solutions",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "212--227",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005516",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kook:1993:TST,
author = "Kwang Ho Kook and Richard F. Serfozo",
title = "Travel and Sojourn Times in Stochastic Networks",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "228--252",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005517",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Penrose:1993:SLB,
author = "Mathew D. Penrose",
title = "On the Spread-Out Limit for Bond and Continuum
Percolation",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "253--276",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005518",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Iscoe:1993:CAS,
author = "I. Iscoe and D. McDonald and K. Qian",
title = "Capacity of {ATM} Switches",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "277--295",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005425",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kesten:1993:SCF,
author = "Harry Kesten",
title = "On the Speed of Convergence in First-Passage
Percolation",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "296--338",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005426",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gates:1993:MMS,
author = "D. J. Gates and M. Westcott",
title = "{Markov} Models of Steady Crystal Growth",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "339--355",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005427",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ycart:1993:PPE,
author = "Bernard Ycart",
title = "The Philosophers' Process: An Ergodic Reversible
Nearest Particle System",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "356--363",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005428",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Heinricher:1993:OCRa,
author = "Arthur C. Heinricher and Richard H. Stockbridge",
title = "Optimal Control and Replacement with State-Dependent
Failure Rate: Dynamic Programming",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "364--379",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005429",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Heinricher:1993:OCRb,
author = "Arthur C. Heinricher and Richard H. Stockbridge",
title = "Optimal Control and Replacement with State-Dependent
Failure Rate: An Invariant Measure Approach",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "380--402",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005430",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Luczak:1993:SRA,
author = "Tomasz Luczak and Joel E. Cohen",
title = "Stratigraphy of a Random Acyclic Directed Graph: The
Size of Trophic Levels in the Cascade Model",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "403--420",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005431",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Krichagina:1993:PCF,
author = "Elena V. Krichagina and Sheldon X. C. Lou and Suresh
P. Sethi and Michael I. Taksar",
title = "Production Control in a Failure-Prone Manufacturing
System: Diffusion Approximation and Asymptotic
Optimality",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "421--453",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005432",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Matthews:1993:ADN,
author = "Peter C. Matthews and Andrew L. Rukhin",
title = "Asymptotic Distribution of the Normal Sample Range",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "454--466",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005433",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Wahlberg:1993:PSM,
author = "B. Wahlberg and E. J. Hannan",
title = "Parametric Signal Modelling using {Laguerre} Filters",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "467--496",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005434",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Davis:1993:PSM,
author = "Richard A. Davis and Sidney I. Resnick",
title = "Prediction of Stationary Max-Stable Processes",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "497--525",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005435",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dyer:1993:APG,
author = "Martin Dyer and Alan Frieze and Boris Pittel",
title = "The Average Performance of the Greedy Matching
Algorithm",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "526--552",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005436",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Adler:1993:ENL,
author = "Robert J. Adler and Gennady Samorodnitsky and Tamar
Gadrich",
title = "The Expected Number of Level Crossings for Stationary,
Harmonisable, Symmetric, Stable Processes",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "553--575",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005437",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hogan:1993:PCT,
author = "Michael Hogan",
title = "Problems in Certain Two-Factor Term Structure Models",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "576--581",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005438",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jaillet:1993:CVT,
author = "Patrick Jaillet",
title = "Cube Versus Torus Models and the {Euclidean} Minimum
Spanning Tree Constant",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "582--592",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005439",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fill:1993:PFP,
author = "James Allen Fill and Robin Pemantle",
title = "Percolation, First-Passage Percolation and Covering
Times for {Richardson}'s Model on the $n$-Cube",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "593--629",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005440",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Shepp:1993:ROR,
author = "Larry Shepp and A. N. Shiryaev",
title = "The {Russian} Option: Reduced Regret",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "631--640",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005355",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Duffie:1993:APR,
author = "J. Darrell Duffie and J. Michael Harrison",
title = "Arbitrage Pricing of {Russian} Options and Perpetual
Lookback Options",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "641--651",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005356",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cvitanic:1993:HCC,
author = "Jaksa Cvitanic and Ioannis Karatzas",
title = "Hedging Contingent Claims with Constrained
Portfolios",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "652--681",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005357",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kella:1993:PTF,
author = "Offer Kella",
title = "Parallel and Tandem Fluid Networks with Dependent
{Levy} Inputs",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "682--695",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005358",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Diaconis:1993:CTR,
author = "Persi Diaconis and Laurent Saloff-Coste",
title = "Comparison Theorems for Reversible {Markov} Chains",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "696--730",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005359",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Eisenberg:1993:APT,
author = "Bennett Eisenberg and Gilbert Stengle and Gilbert
Strang",
title = "The Asymptotic Probability of a {Tie} for First
Place",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "731--745",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005360",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fontes:1993:FPP,
author = "Luiz Fontes and Charles M. Newman",
title = "First Passage Percolation for Random Colorings of {$
\mathbb {Z}^d $}",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "746--762",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See correction \cite{Fontes:1994:CFP}.",
URL = "http://projecteuclid.org/euclid.aoap/1177005361",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Miyazawa:1993:LHD,
author = "Masakiyo Miyazawa and Volker Schmidt",
title = "On Ladder Height Distributions of General Risk
Processes",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "763--776",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005362",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Antonelli:1993:BFS,
author = "Fabio Antonelli",
title = "Backward-Forward Stochastic Differential Equations",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "777--793",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005363",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rhee:1993:MPS,
author = "WanSoo T. Rhee",
title = "A Matching Problem and Subadditive {Euclidean}
Functionals",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "794--801",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005364",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Coffman:1993:SRP,
author = "E. G. Coffman and E. N. Gilbert and P. W. Shor",
title = "A Selection-Replacement Process on the Circle",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "802--818",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005365",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rosenthal:1993:RCD,
author = "Jeffrey S. Rosenthal",
title = "Rates of Convergence for Data Augmentation on Finite
Sample Spaces",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "819--839",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005366",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yamada:1993:LTF,
author = "Keigo Yamada and Sung Jo Hong",
title = "A Limit Theorem for Functionals of Jumps of Birth and
Death Processes under Heavy Traffic Condition",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "840--862",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005367",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Clifford:1993:ECP,
author = "Peter Clifford and Gang Wei",
title = "The Equivalence of the {Cox} Process with Squared
Radial {Ornstein--Uhlenbeck} Intensity and the Death
Process in a Simple Population Model",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "863--873",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005368",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Stein:1993:APC,
author = "Michael L. Stein",
title = "Asymptotic Properties of Centered Systematic Sampling
for Predicting Integrals of Spatial Processes",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "874--880",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005369",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Blaszczyszyn:1993:QSL,
author = "B. Blaszczyszyn and T. Rolski",
title = "Queues in Series in Light Traffic",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "881--896",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005370",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hwang:1993:AGD,
author = "Chii-Ruey Hwang and Shu-Yin Hwang-Ma and Shuenn-Jyi
Sheu",
title = "Accelerating {Gaussian} Diffusions",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "897--913",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005371",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baldi:1993:ISG,
author = "Paolo Baldi and Arnoldo Frigessi and Mauro Piccioni",
title = "Importance Sampling for {Gibbs} Random Fields",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "914--933",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005372",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fisch:1993:MGH,
author = "Robert Fisch and Janko Gravner and David Griffeath",
title = "Metastability in the {Greenberg--Hastings} Model",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "935--967",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005268",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dai:1993:QMT,
author = "J. G. Dai and J. M. Harrison",
title = "The {QNET} Method for Two-Moment Analysis of Closed
Manufacturing Systems",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "968--1012",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005269",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Glazebrook:1993:IFC,
author = "K. D. Glazebrook",
title = "Indices for Families of Competing {Markov} Decision
Processes with Influence",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1013--1032",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005270",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Avram:1993:CLT,
author = "Florin Avram and Dimitris Bertsimas",
title = "On Central Limit Theorems in Geometrical Probability",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1033--1046",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005271",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Durrett:1993:ACV,
author = "Richard Durrett and Rinaldo Schinazi",
title = "Asymptotic Critical Value for a Competition Model",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1047--1066",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005272",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Greven:1993:VCS,
author = "Andreas Greven and Frank den Hollander",
title = "A Variational Characterization of the Speed of a
One-Dimensional Self- Repellent Random Walk",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1067--1099",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005273",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Talagrand:1993:ISE,
author = "M. Talagrand and J. E. Yukich",
title = "The Integrability of the Square Exponential
Transportation Cost",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1100--1111",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005274",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{deGunst:1993:NMM,
author = "Mathisca C. M. de Gunst and Willem R. van Zwet",
title = "A Non-{Markovian} Model for {Cell} Population Growth:
Tail Behavior and Duration of the Growth Process",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1112--1144",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005275",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Joffe:1993:NMB,
author = "A. Joffe",
title = "A New Martingale in Branching Random Walk",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1145--1150",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005276",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cox:1993:GLA,
author = "J. Theodore Cox and Alberto Gandolfi and Philip S.
Griffin and Harry Kesten",
title = "Greedy Lattice Animals I: Upper Bounds",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1151--1169",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005277",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lee:1993:IGL,
author = "Sungchul Lee",
title = "An Inequality for Greedy Lattice Animals",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1170--1188",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005278",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mannion:1993:PRM,
author = "David Mannion",
title = "Products of $ 2 \times 2 $ Random Matrices",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1189--1218",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005279",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chassaing:1993:OMF,
author = "Philippe Chassaing",
title = "Optimality of Move-to-Front for Self-Organizing Data
Structures with Locality of References",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1219--1240",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005280",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Metry:1993:OPD,
author = "Magdy H. Metry and Allan R. Sampson",
title = "Orderings for Positive Dependence on Multivariate
Empirical Distributions",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1241--1251",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005281",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Nguyen:1994:TDF,
author = "Vien Nguyen",
title = "The Trouble with Diversity: Fork-Join Networks with
Heterogeneous Customer Population",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "1--25",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005198",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dai:1994:CMQ,
author = "J. G. Dai and Vien Nguyen",
title = "On the Convergence of Multiclass Queueing Networks in
Heavy Traffic",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "26--42",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005199",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bertsimas:1994:OMQ,
author = "Dimitris Bertsimas and Ioannis Ch. Paschalidis and
John N. Tsitsiklis",
title = "Optimization of Multiclass Queueing Networks:
Polyhedral and Nonlinear Characterizations of
Achievable Performance",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "43--75",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005200",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gandolfi:1994:GLA,
author = "Alberto Gandolfi and Harry Kesten",
title = "Greedy Lattice Animals {II}: Linear Growth",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "76--107",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005201",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alon:1994:LER,
author = "Noga Alon and Bela Bollobas and Graham Brightwell and
Svante Janson",
title = "Linear Extensions of a Random Partial Order",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "108--123",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005202",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Meyn:1994:SGJ,
author = "S. P. Meyn and D. Down",
title = "Stability of Generalized {Jackson} Networks",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "124--148",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005203",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Meyn:1994:SDC,
author = "Sean P. Meyn and R. L. Tweedie",
title = "State-Dependent Criteria for Convergence of {Markov}
Chains",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "149--168",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005204",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Grey:1994:RVT,
author = "D. R. Grey",
title = "Regular Variation in the Tail Behaviour of Solutions
of Random Difference Equations",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "169--183",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005205",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cohn:1994:GBP,
author = "Harry Cohn and Peter Jagers",
title = "General Branching Processes in Varying Environment",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "184--193",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005206",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Tsitsiklis:1994:SPG,
author = "John N. Tsitsiklis",
title = "A Short Proof of the {Gittins Index Theorem}",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "194--199",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005207",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Arratia:1994:PTS,
author = "Richard Arratia and Michael S. Waterman",
title = "A Phase Transition for the Score in Matching Random
Sequences Allowing Deletions",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "200--225",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005208",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Davis:1994:PSS,
author = "M. H. A. Davis and M. Zervos",
title = "A Problem of Singular Stochastic Control with
Discretionary Stopping",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "226--240",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005209",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hall:1994:RBF,
author = "Peter Hall and Rahul Roy",
title = "On the Relationship Between Fractal Dimension and
Fractal Index for Stationary Stochastic Processes",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "241--253",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005210",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fontes:1994:CFP,
author = "L. R. G. Fontes and Charles M. Newman",
title = "Correction: {``First Passage Percolation for Random
Colorings of $ \mathbb {Z}^d $''}",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "254--254",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Fontes:1993:FPP}.",
URL = "http://projecteuclid.org/euclid.aoap/1177005211",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{ElKaroui:1994:DAP,
author = "Nicole {El Karoui} and Ioannis Karatzas",
title = "Dynamic Allocation Problems in Continuous Time",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "255--286",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005062",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dupuis:1994:OCF,
author = "Paul Dupuis and John Oliensis",
title = "An Optimal Control Formulation and Related Numerical
Methods for a Problem in Shape Reconstruction",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "287--346",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005063",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ingrassia:1994:RCM,
author = "Salvatore Ingrassia",
title = "On the Rate of Convergence of the {Metropolis}
Algorithm and {Gibbs} Sampler by Geometric Bounds",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "347--389",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005064",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rogers:1994:FMQ,
author = "L. C. G. Rogers",
title = "Fluid Models in Queueing Theory and {Wiener--Hopf}
Factorization of {Markov} Chains",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "390--413",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005065",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bramson:1994:IFQa,
author = "Maury Bramson",
title = "Instability of {FIFO} Queueing Networks",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "414--431",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See correction \cite{Bramson:1994:CIF}.",
URL = "http://projecteuclid.org/euclid.aoap/1177005066",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dembo:1994:LEM,
author = "Amir Dembo and Samuel Karlin and Ofer Zeitouni",
title = "Large Exceedances for Multidimensional {Levy}
Processes",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "432--447",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005067",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Schwerer:1994:BMC,
author = "Elizabeth Schwerer and Jan A. {Van Mieghem}",
title = "{Brownian} Models of Closed Queueing Networks:
Explicit Solutions for Balanced Three-Station Systems",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "448--477",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005068",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hsing:1994:ADA,
author = "Tailen Hsing",
title = "On the Asymptotic Distribution of the Area Outside a
Random Convex {Hull} in a Disk",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "478--493",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005069",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Finnoff:1994:LLN,
author = "William Finnoff",
title = "Law of Large Numbers for a Heterogeneous System of
Stochastic Differential Equations with Strong Local
Interaction and Economic Applications",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "494--528",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005070",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Perfekt:1994:EBS,
author = "Roland Perfekt",
title = "Extremal Behaviour of Stationary {Markov} Chains with
Applications",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "529--548",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005071",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fouque:1994:LTL,
author = "Jean-Pierre Fouque and Ely Merzbach",
title = "A Limit Theorem for Linear Boundary Value Problems in
Random Media",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "549--569",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005072",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Keener:1994:QRL,
author = "Robert W. Keener",
title = "Quadrature Routines for Ladder Variables",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "570--590",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005073",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pestien:1994:ABL,
author = "Victor Pestien and S. Ramakrishnan",
title = "Asymptotic Behavior of Large Discrete-Time Cyclic
Queueing Networks",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "591--606",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005074",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anantharam:1994:CUS,
author = "V. Anantharam",
title = "Correction: {``Uniqueness of Stationary Ergodic Fixed
Point For $ A \cdot / M / K $ Node''}",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "607--607",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Anantharam:1993:USE}.",
URL = "http://projecteuclid.org/euclid.aoap/1177005075",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Shreve:1994:OIC,
author = "S. E. Shreve and H. M. Soner",
title = "Optimal Investment and Consumption with Transaction
Costs",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "609--692",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004966",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bramson:1994:IFQb,
author = "Maury Bramson",
title = "Instability of {FIFO} Queueing Networks with Quick
Service Times",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "693--718",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004967",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Choudhury:1994:MTI,
author = "Gagan L. Choudhury and David M. Lucantoni and Ward
Whitt",
title = "Multidimensional Transform Inversion with Applications
to the Transient {M/G/1} Queue",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "719--740",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004968",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rhee:1994:PAC,
author = "WanSoo T. Rhee",
title = "Probabilistic Analysis of a Capacitated Vehicle
Routing Problem {II}",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "741--764",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004969",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Sigman:1994:FMI,
author = "Karl Sigman and David D. Yao",
title = "Finite Moments for Inventory Processes",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "765--778",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004970",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Athreya:1994:LDR,
author = "K. B. Athreya",
title = "Large Deviation Rates for Branching Processes --- {I}.
{Single} Type Case",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "779--790",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004971",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Resnick:1994:SPM,
author = "Sidney I. Resnick and Rishin Roy",
title = "Superextremal Processes, Max-Stability and Dynamic
Continuous Choice",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "791--811",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004972",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Frieze:1994:SLC,
author = "Alan Frieze and Ravi Kannan and Nick Polson",
title = "Sampling from Log-Concave Distributions",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "812--837",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See correction \cite{Frieze:1994:CSL}.",
URL = "http://projecteuclid.org/euclid.aoap/1177004973",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hu:1994:ERP,
author = "Yiming Hu and W. A. Woyczynski",
title = "An Extremal Rearrangement Property of Statistical
Solutions of {Burgers}' Equation",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "838--858",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004974",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Arnold:1994:EFP,
author = "Ludwig Arnold and Volker Matthias Gundlach and Lloyd
Demetrius",
title = "Evolutionary Formalism for Products of Positive Random
Matrices",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "859--901",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004975",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alexander:1994:RCMa,
author = "Kenneth S. Alexander",
title = "Rates of Convergence of Means for Distance-Minimizing
Subadditive {Euclidean} Functionals",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "902--922",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004976",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mahmoud:1994:SLH,
author = "Hosam M. Mahmoud",
title = "A Strong Law for the Height of Random Binary
Pyramids",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "923--932",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004977",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Meester:1994:UUO,
author = "Ronald Meester and Rahul Roy",
title = "Uniqueness of Unbounded Occupied and Vacant Components
in {Boolean} Models",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "933--951",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004978",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bramson:1994:CIF,
author = "Maury Bramson",
title = "Correction: {``Instability of FIFO Queueing
Networks''}",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "952--952",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Bramson:1994:IFQa}.",
URL = "http://projecteuclid.org/euclid.aoap/1177004979",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Miltersen:1994:ATT,
author = "Kristian R. Miltersen",
title = "An Arbitrage Theory of the Term Structure of Interest
Rates",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "953--967",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004898",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Berman:1994:PNR,
author = "Simeon M. Berman",
title = "Perturbation of Normal Random Vectors by Nonnormal
Translations, and an Application to {HIV} Latency Time
Distributions",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "968--980",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004899",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Meyn:1994:CBG,
author = "Sean P. Meyn and R. L. Tweedie",
title = "Computable Bounds for Geometric Convergence Rates of
{Markov} Chains",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "981--1011",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004900",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Deuschel:1994:CTN,
author = "Jean-Dominique Deuschel and Christian Mazza",
title = "{$ L^2 $} Convergence of Time Nonhomogeneous {Markov}
Processes: {I}. {Spectral} Estimates",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1012--1056",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004901",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Redmond:1994:LTR,
author = "C. Redmond and J. E. Yukich",
title = "Limit Theorems and Rates of Convergence for
{Euclidean} Functionals",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1057--1073",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004902",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alexander:1994:RCMb,
author = "Kenneth S. Alexander",
title = "The Rate of Convergence of the Mean Length of the
Longest Common Subsequence",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1074--1082",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See correction \cite{Alexander:1995:CRC}.",
URL = "http://projecteuclid.org/euclid.aoap/1177004903",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Clouet:1994:SPT,
author = "J. F. Clouet and J. P. Fouque",
title = "Spreading of a Pulse Travelling in Random Media",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1083--1097",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004904",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Coffman:1994:PAC,
author = "E. G. Coffman and C. L. Mallows and Bjorn Poonen",
title = "Parking Arcs on the Circle with Applications to
One-Dimensional Communication Networks",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1098--1111",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004905",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fricker:1994:ASN,
author = "Christine Fricker and Philippe Robert and Ellen Saada
and Danielle Tibi",
title = "Analysis of some Networks with Interaction",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1112--1128",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004906",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ferrari:1994:NOP,
author = "P. A. Ferrari and L. R. G. Fontes",
title = "The Net Output Process of a System with Infinitely
many Queues",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1129--1144",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004907",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Massey:1994:AMO,
author = "William A. Massey and Ward Whitt",
title = "An Analysis of the Modified Offered-Load Approximation
for the Nonstationary {Erlang} Loss Model",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1145--1160",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004908",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Malyshev:1994:PTL,
author = "Vadim Malyshev and Philippe Robert",
title = "Phase Transition in a Load Sharing Loss Model",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1161--1176",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004909",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Roos:1994:SMC,
author = "Ma{\l}gorzata Roos",
title = "{Stein}'s Method for Compound {Poisson} Approximation:
The Local Approach",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1177--1187",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004910",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Klebaner:1994:EPC,
author = "Fima C. Klebaner and Ofer Zeitouni",
title = "The Exit Problem for a Class of Density-Dependent
Branching Systems",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1188--1205",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004911",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Quine:1994:GBG,
author = "M. P. Quine and W. Szczotka",
title = "Generalisations of the Bienayme-{Galton}--{Watson}
Branching Process via its Representation as an Embedded
Random Walk",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1206--1222",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004912",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chang:1994:IO,
author = "Joseph T. Chang",
title = "Inequalities for the Overshoot",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1223--1233",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004913",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Serinko:1994:CAL,
author = "Regis J. Serinko",
title = "A Consistent Approach to Least Squares Estimation of
Correlation Dimension in Weak {Bernoulli} Dynamical
Systems",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1234--1254",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004914",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Frieze:1994:CSL,
author = "Alan Frieze and Ravi Kannan and Nick Polson",
title = "Correction: {``Sampling from Log-Concave
Distributions''}",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1255--1255",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Frieze:1994:SLC}.",
URL = "http://projecteuclid.org/euclid.aoap/1177004915",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dobrow:1995:MCM,
author = "Robert P. Dobrow and James Allen Fill",
title = "On the {Markov} Chain for the Move-to-Root Rule for
Binary Search Trees",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "1--19",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004824",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dobrow:1995:RCM,
author = "Robert P. Dobrow and James Allen Fill",
title = "Rates of Convergence for the Move-to-Root {Markov}
Chain for Binary Search Trees",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "20--36",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004825",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dinwoodie:1995:PIO,
author = "I. H. Dinwoodie",
title = "A Probability Inequality for the Occupation Measure of
a Reversible {Markov} Chain",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "37--43",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004826",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rhee:1995:RCC,
author = "WanSoo T. Rhee",
title = "On Rates of Convergence for Common Subsequences and
First Passage Time",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "44--48",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004827",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dai:1995:PHR,
author = "J. G. Dai",
title = "On Positive {Harris} Recurrence of Multiclass Queueing
Networks: a Unified Approach Via Fluid Limit Models",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "49--77",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004828",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Henderson:1995:IDT,
author = "W. Henderson and C. E. M. Pearce and P. G. Taylor and
N. M. van Dijk",
title = "Insensitivity in Discrete-Time Generalized
Semi-{Markov} Processes Allowing Multiple Events and
Probabilistic Service Scheduling",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "78--96",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004829",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kogan:1995:SDB,
author = "Y. Kogan and R. Liptser and M. Shenfild",
title = "State-Dependent {Benes} Buffer Model with Fast Loading
and Output Rates",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "97--120",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004830",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mountford:1995:WCD,
author = "T. Mountford and B. Prabhakar",
title = "On the Weak Convergence of Departures from an Infinite
Series of {$ \cdot / M / 1 $} Queues",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "121--127",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004831",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{McDiarmid:1995:MPB,
author = "Colin McDiarmid",
title = "Minimal Positions in a Branching Random Walk",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "128--139",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004832",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bose:1995:DAA,
author = "A. Bose and I. Kaj",
title = "Diffusion Approximation for an Age-Structured
Population",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "140--157",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004833",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Stein:1995:PIS,
author = "Michael L. Stein",
title = "Predicting Integrals of Stochastic Processes",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "158--170",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004834",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pitt:1995:EAN,
author = "Loren D. Pitt and Raina Robeva and Dao Yi Wang",
title = "An Error Analysis for the Numerical Calculation of
Certain Random Integrals: Part 1",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "171--197",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004835",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kusuoka:1995:LTO,
author = "Shigeo Kusuoka",
title = "Limit Theorem on Option Replication Cost with
Transaction Costs",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "198--221",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004836",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Povel:1995:WCC,
author = "Tobias Povel",
title = "On Weak Convergence of Conditional Survival Measure of
One-Dimensional {Brownian} Motion with a Drift",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "222--238",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004837",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rosenblatt:1995:PNG,
author = "Murray Rosenblatt",
title = "Prediction and Non-{Gaussian} Autoregressive
Stationary Sequences",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "239--247",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004838",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Francos:1995:WLD,
author = "Joseph M. Francos and A. Zvi Meiri and Boaz Porat",
title = "A {Wold}-Like Decomposition of Two-Dimensional
Discrete Homogeneous Random Fields",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "248--260",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004839",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Niemiro:1995:TES,
author = "Wojciech Niemiro and Piotr Pokarowski",
title = "Tail Events of some Nonhomogeneous {Markov} Chains",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "261--293",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004840",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Sellke:1995:HMI,
author = "Thomas M. Sellke",
title = "How Many {IID} Samples Does it Take to See all the
Balls in a {Box}?",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "294--309",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004841",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gnedin:1995:SGO,
author = "Alexander V. Gnedin and Ulrich Krengel",
title = "A Stochastic Game of Optimal Stopping and Order
Selection",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "310--321",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004842",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{VanDenBerg:1995:TIC,
author = "J. {Van Den Berg} and A. Gandolfi",
title = "A Triangle Inequality for Covariances of Binary {FKG}
Random Variables",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "322--326",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004843",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alexander:1995:CRC,
author = "K. S. Alexander",
title = "Correction: {``The Rate of Convergence of the Mean
Length of the Longest Common Subsequence''}",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "327--327",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Alexander:1994:RCMb}.",
URL = "http://projecteuclid.org/euclid.aoap/1177004844",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Soner:1995:TNN,
author = "H. M. Soner and S. E. Shreve and J. Cvitanic",
title = "There is no Nontrivial Hedging Portfolio for Option
Pricing with Transaction Costs",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "327--355",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004767",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Duffie:1995:BCR,
author = "Darrell Duffie and Jin Ma and Jiongmin Yong",
title = "{Black}'s Consol Rate Conjecture",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "356--382",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004768",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Akahori:1995:SFN,
author = "Jiro Akahori",
title = "Some Formulae for a New Type of Path-Dependent
Option",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "383--388",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004769",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dassios:1995:DQB,
author = "Angelos Dassios",
title = "The Distribution of the Quantile of a {Brownian}
Motion with Drift and the Pricing of Related
Path-Dependent Options",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "389--398",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004770",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dempster:1995:ICP,
author = "M. A. H. Dempster and J. J. Ye",
title = "Impulse Control of Piecewise Deterministic {Markov}
Processes",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "399--423",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004771",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Glasserman:1995:LFP,
author = "Paul Glasserman and Shing-Gang Kou",
title = "Limits of First Passage Times to Rare Sets in
Regenerative Processes",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "424--445",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004772",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Roberts:1995:HRT,
author = "G. O. Roberts and C. F. Shortland",
title = "The Hazard Rate Tangent Approximation for Boundary
Hitting Times",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "446--460",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004773",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Funaki:1995:GCR,
author = "T. Funaki and D. Surgailis and W. A. Woyczynski",
title = "{Gibbs--Cox} Random Fields and {Burgers} Turbulence",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "461--492",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004774",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kallianpur:1995:DAN,
author = "G. Kallianpur and J. Xiong",
title = "Diffusion Approximation of Nuclear Space-Valued
Stochastic Differential Equations Driven by {Poisson}
Random Measures",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "493--517",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004775",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ritter:1995:MIA,
author = "Klaus Ritter and Grzegorz W. Wasilkowski and Henryk
Wozniakowski",
title = "Multivariate Integration and Approximation for Random
Fields Satisfying {Sacks--Ylvisaker} Conditions",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "518--540",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004776",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kaspi:1995:LBM,
author = "Haya Kaspi and Avi Mandelbaum",
title = "{Levy} Bandits: Multi-Armed Bandits Driven by {Levy}
Processes",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "541--565",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004777",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Athreya:1995:LDR,
author = "K. B. Athreya and A. N. Vidyashankar",
title = "Large Deviation Rates for Branching Processes. {II}.
{The} Multitype Case",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "566--576",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004778",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kunsch:1995:HMR,
author = "Hans Kunsch and Stuart Geman and Athanasios Kehagias",
title = "Hidden {Markov} Random Fields",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "577--602",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004696",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mase:1995:CMP,
author = "Shigeru Mase",
title = "Consistency of the Maximum Pseudo-Likelihood Estimator
of Continuous State Space {Gibbsian} Processes",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "603--612",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004697",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Liggett:1995:SDT,
author = "Thomas M. Liggett",
title = "Survival of Discrete Time Growth Models, with
Applications to Oriented Percolation",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "613--636",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004698",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chen:1995:FAS,
author = "Hong Chen",
title = "Fluid Approximations and Stability of Multiclass
Queueing Networks: Work-Conserving Disciplines",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "637--665",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004699",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Graham:1995:DAR,
author = "Carl Graham and Sylvie Meleard",
title = "Dynamic Asymptotic Results for a Generalized
Star-Shaped Loss Network",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "666--680",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004700",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Coffman:1995:PSZ,
author = "E. G. Coffman and A. A. Puhalskii and M. I. Reiman",
title = "Polling Systems with Zero Switchover Times: A
Heavy-Traffic Averaging Principle",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "681--719",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004701",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Isham:1995:SMH,
author = "Valerie Isham",
title = "Stochastic Models of Host--Macroparasite Interaction",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "720--740",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004702",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Takacs:1995:LTB,
author = "Lajos Takacs",
title = "On the Local Time of the {Brownian} Motion",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "741--756",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004703",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Embrechts:1995:PDR,
author = "P. Embrechts and L. C. G. Rogers and M. Yor",
title = "A Proof of {Dassios}' Representation of the $ \alpha
$-Quantile of {Brownian} Motion with Drift",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "757--767",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004704",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Frieze:1995:PAA,
author = "Alan Frieze and Boris G. Pittel",
title = "Probabilistic Analysis of an Algorithm in the Theory
of Markets in Indivisible Goods",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "768--808",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004705",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{vanMieghem:1995:DSC,
author = "Jan A. van Mieghem",
title = "Dynamic Scheduling with Convex Delay Costs: The
Generalized $ c|m u $ Rule",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "809--833",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004706",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Brightwell:1995:TSP,
author = "Graham Brightwell and Teunis J. Ott and Peter
Winkler",
title = "Target Shooting with Programmed Random Variables",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "834--853",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004707",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Csorgo:1995:PCD,
author = "Sandor Csorgo and Gordon Simons",
title = "Precision Calculation of Distributions for Trimmed
Sums",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "854--873",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004708",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Asmussen:1995:DES,
author = "Soren Asmussen and Peter Glynn and Jim Pitman",
title = "Discretization Error in Simulation of One-Dimensional
Reflecting {Brownian} Motion",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "875--896",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004597",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Duffie:1995:EMC,
author = "Darrell Duffie and Peter Glynn",
title = "Efficient {Monte Carlo} Simulation of Security
Prices",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "897--905",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004598",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Levental:1995:NSC,
author = "Shlomo Levental and Antolii V. Skorohod",
title = "A Necessary and Sufficient Condition for Absence of
Arbitrage with Tame Portfolios",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "906--925",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004599",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Delbaen:1995:EAC,
author = "Freddy Delbaen and Walter Schachermayer",
title = "The Existence of Absolutely Continuous Local
Martingale Measures",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "926--945",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004600",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Meyn:1995:TMQ,
author = "Sean P. Meyn",
title = "Transience of Multiclass Queueing Networks Via Fluid
Limit Models",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "946--957",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004601",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yamada:1995:DAO,
author = "Keigo Yamada",
title = "Diffusion Approximation for Open State-Dependent
Queueing Networks in the Heavy Traffic Situation",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "958--982",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004602",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Abate:1995:AAT,
author = "Joseph Abate and Gagan L. Choudhury and David M.
Lucantoni and Ward Whitt",
title = "Asymptotic Analysis of Tail Probabilities Based on the
Computation of Moments",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "983--1007",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004603",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Biggins:1995:GSG,
author = "J. D. Biggins",
title = "The Growth and Spread of the General Branching Random
Walk",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "1008--1024",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004604",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kang:1995:SSM,
author = "Hyun-Chung Kang and Stephen M. Krone and Claudia
Neuhauser",
title = "Stepping-Stone Models with Extinction and
Recolonization",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "1025--1060",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004605",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Reinert:1995:AEG,
author = "Gesine Reinert",
title = "The Asymptotic Evolution of the General Stochastic
Epidemic",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "1061--1086",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004606",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fox:1995:PSO,
author = "Bennett L. Fox and George W. Heine",
title = "Probabilistic Search with Overrides",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "1087--1094",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004607",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Barsky:1995:GMP,
author = "David J. Barsky and Alberto Gandolfi",
title = "A Generalized Maximum Pseudo-Likelihood Estimator for
Noisy {Markov} Fields",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "1095--1125",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004608",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kotelenez:1995:SNS,
author = "Peter Kotelenez",
title = "A Stochastic {Navier--Stokes} Equation for the
Vorticity of a Two-Dimensional Fluid",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "1126--1160",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004609",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Eichler:1995:ESP,
author = "Michael Eichler",
title = "Empirical Spectral Processes and Their Applications to
Stationary Point Processes",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "1161--1176",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004610",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fort:1995:CKA,
author = "Jean-Claude Fort and Gilles Pages",
title = "On the {A.S.} Convergence of the {Kohonen} Algorithm
with a General Neighborhood Function",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "1177--1216",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004611",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Wormald:1995:DER,
author = "Nicholas C. Wormald",
title = "Differential Equations for Random Processes and Random
Graphs",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "1217--1235",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004612",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zhang:1995:LTM,
author = "Yu Zhang",
title = "A Limit Theorem for Matching Random Sequences Allowing
Deletions",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "1236--1240",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004613",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Harrison:1996:MCQ,
author = "J. M. Harrison and R. J. Williams",
title = "A multiclass closed queueing network with
unconventional heavy traffic behavior",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "1--47",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968064",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hajek:1996:BLI,
author = "Bruce Hajek",
title = "Balanced loads in infinite networks",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "48--75",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968065",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pacheco:1996:MSM,
author = "Ant{\'o}nio Pacheco and N. U. Prabhu",
title = "A {Markovian} storage model",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "76--91",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968066",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Malyshev:1996:CLC,
author = "Vadim A. Malyshev and Andrei V. Yakovlev",
title = "Condensation in large closed {Jackson} networks",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "92--115",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968067",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Foss:1996:SPS,
author = "Serguei Foss and G{\"u}nter Last",
title = "Stability of polling systems with exhaustive service
policies and state-dependent routing",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "116--137",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968068",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baccelli:1996:TSE,
author = "Fran{\c{c}}ois Baccelli and Volker Schmidt",
title = "{Taylor} series expansions for {Poisson}-driven $
(\max, +)$-linear systems",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "138--185",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968069",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kella:1996:SNF,
author = "Offer Kella",
title = "Stability and nonproduct form of stochastic fluid
networks with {L{\'e}vy} inputs",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "186--199",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968070",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Burdzy:1996:IFA,
author = "Krzysztof Burdzy and Andrzej M{\k{a}}drecki",
title = "{It{\^o}} formula for an asymptotically $4$-stable
process",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "200--217",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968071",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lund:1996:CEC,
author = "Robert B. Lund and Sean P. Meyn and Richard L.
Tweedie",
title = "Computable exponential convergence rates for
stochastically ordered {Markov} processes",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "218--237",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968072",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Olofsson:1996:BPL,
author = "Peter Olofsson",
title = "Branching processes with local dependencies",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "238--268",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968073",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Benois:1996:LDO,
author = "O. Benois",
title = "Large deviations for the occupation times of
independent particle systems",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "269--296",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968074",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hwang:1996:LDC,
author = "Hsien-Kuei Hwang",
title = "Large deviations for combinatorial distributions. {I}.
{Central} limit theorems",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "297--319",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968075",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Karatzas:1996:PCC,
author = "I. Karatzas and S. G. Kou",
title = "On the pricing of contingent claims under
constraints",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "321--369",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968135",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cvitanic:1996:HOL,
author = "Jak{\v{s}}a Cvitani{\'c} and Jin Ma",
title = "Hedging options for a large investor and
forward-backward {SDE}'s",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "370--398",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968136",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Sadowsky:1996:MCE,
author = "John S. Sadowsky",
title = "On {Monte Carlo} estimation of large deviations
probabilities",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "399--422",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968137",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ji:1996:CMS,
author = "Chuanshu Ji and Lynne Seymour",
title = "A consistent model selection procedure for {Markov}
random fields based on penalized pseudolikelihood",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "423--443",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968138",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fishman:1996:CSR,
author = "George S. Fishman",
title = "Coordinate selection rules for {Gibbs} sampling",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "444--465",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968139",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alexander:1996:RTC,
author = "Kenneth S. Alexander",
title = "The {RSW} theorem for continuum percolation and the
{CLT} for {Euclidean} minimal spanning trees",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "466--494",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968140",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kesten:1996:CLT,
author = "Harry Kesten and Sungchul Lee",
title = "The central limit theorem for weighted minimal
spanning trees on random points",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "495--527",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968141",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Penrose:1996:CPE,
author = "Mathew D. Penrose",
title = "Continuum percolation and {Euclidean} minimal spanning
trees in high dimensions",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "528--544",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968142",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Brown:1996:PAP,
author = "Timothy C. Brown and Darryl Greig",
title = "{Poisson} approximation for point processes via
monotone couplings",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "545--560",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968143",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yao:1996:LDI,
author = "Yi-Ching Yao and Gordon Simons",
title = "A large-dimensional independent and identically
distributed property for nearest neighbor counts in
{Poisson} processes",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "561--571",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968144",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rhee:1996:PRI,
author = "WanSoo T. Rhee and Michel Talagrand",
title = "Packing random intervals",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "572--576",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968145",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ferrari:1996:PQS,
author = "P. A. Ferrari and H. Kesten and S. Mart{\'\i}nez",
title = "{$R$}-positivity, quasi-stationary distributions and
ratio limit theorems for a class of probabilistic
automata",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "577--616",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968146",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Silvestrov:1996:RRG,
author = "Dmitrii S. Silvestrov",
title = "Recurrence relations for generalized hitting times for
semi-{Markov} processes",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "617--649",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968147",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zhang:1996:CLT,
author = "Q. Zhang and G. Yin",
title = "A central limit theorem for singularly perturbed
nonstationary finite state {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "650--670",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968148",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hsing:1996:ETA,
author = "Tailen Hsing and J{\"u}rg H{\"u}sler and Rolf-Dieter
Reiss",
title = "The extremes of a triangular array of normal random
variables",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "671--686",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968149",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kirschenhofer:1996:NWD,
author = "Peter Kirschenhofer and Helmut Prodinger",
title = "The number of winners in a discrete geometrically
distributed sample",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "687--694",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968150",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Diaconis:1996:LSI,
author = "P. Diaconis and L. Saloff-Coste",
title = "Logarithmic {Sobolev} inequalities for finite {Markov}
chains",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "695--750",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968224",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dai:1996:FLM,
author = "J. G. Dai",
title = "A fluid limit model criterion for instability of
multiclass queueing networks",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "751--757",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968225",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chen:1996:SCP,
author = "Hong Chen",
title = "A sufficient condition for the positive recurrence of
a semimartingale reflecting {Brownian} motion in an
orthant",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "758--765",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968226",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bladt:1996:VCA,
author = "Mogens Bladt",
title = "The variance constant for the actual waiting time of
the {$ P H / P H / 1 $} queue",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "766--777",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968227",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cerf:1996:NGA,
author = "Rapha{\"e}l Cerf",
title = "A new genetic algorithm",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "778--817",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968228",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bossy:1996:CRA,
author = "Mireille Bossy and Denis Talay",
title = "Convergence rate for the approximation of the limit
law of weakly interacting particles: application to the
{Burgers} equation",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "818--861",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968229",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gnedin:1996:OSP,
author = "Alexander V. Gnedin and Ulrich Krengel",
title = "Optimal selection problems based on exchangeable
trials",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "862--882",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968230",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Clancy:1996:SAM,
author = "Damian Clancy",
title = "Strong approximations for mobile population epidemic
models",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "883--895",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968231",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cohn:1996:APS,
author = "Harry Cohn",
title = "On the asymptotic patterns of supercritical branching
processes in varying environments",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "896--902",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968232",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Holst:1996:GSM,
author = "L. Holst and M. P. Quine and J. Robinson",
title = "A general stochastic model for nucleation and linear
growth",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "903--921",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968233",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alsmeyer:1996:BGW,
author = "Gerold Alsmeyer and Uwe R{\"o}sler",
title = "The bisexual {Galton--Watson} process with promiscuous
mating: extinction probabilities in the supercritical
case",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "922--939",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968234",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Douglas:1996:NMF,
author = "Jim Douglas and Jin Ma and Philip Protter",
title = "Numerical methods for forward-backward stochastic
differential equations",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "940--968",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968235",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kloppelberg:1996:GLF,
author = "Claudia Kl{\"o}ppelberg and Thomas Mikosch",
title = "{Gaussian} limit fields for the integrated
periodogram",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "969--991",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968236",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Berman:1996:RIS,
author = "Simeon M. Berman",
title = "Rank inversions in scoring multipart examinations",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "992--1005",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968237",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yukich:1996:ETS,
author = "J. E. Yukich",
title = "Ergodic theorems for some classical problems in
combinatorial optimization",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "1006--1023",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968238",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Katehakis:1996:FSM,
author = "Michael N. Katehakis and Uriel G. Rothblum",
title = "Finite state multi-armed bandit problems:
sensitive-discount, average-reward and
average-overtaking optimality",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "1024--1034",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968239",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Takacs:1996:GAS,
author = "Lajos Tak{\'a}cs",
title = "On a generalization of the arc-sine law",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "1035--1040",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968240",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dassios:1996:SQS,
author = "Angelos Dassios",
title = "Sample quantiles of stochastic processes with
stationary and independent increments",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "1041--1043",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968241",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Barbour:1996:TIG,
author = "A. D. Barbour and J. A. P. Heesterbeek and C. J.
Luchsinger",
title = "Thresholds and initial growth rates in a model of
parasitic infection",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "4",
pages = "1045--1074",
month = nov,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1035463323",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Duffie:1996:RVD,
author = "Darrell Duffie and Mark Schroder and Costis Skiadas",
title = "Recursive valuation of defaultable securities and the
timing of resolution of uncertainty",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "4",
pages = "1075--1090",
month = nov,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1035463324",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Perman:1996:DBA,
author = "Mihael Perman and Jon A. Wellner",
title = "On the distribution of {Brownian} areas",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "4",
pages = "1091--1111",
month = nov,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1035463325",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Miclo:1996:PSD,
author = "Laurent Miclo",
title = "Sur les probl{\`e}mes de sortie discrets
inhomog{\`e}nes",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "4",
pages = "1112--1156",
month = nov,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1035463326",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Feigin:1996:PEM,
author = "Paul D. Feigin and Marie F. Kratz and Sidney I.
Resnick",
title = "Parameter estimation for moving averages with positive
innovations",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "4",
pages = "1157--1190",
month = nov,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1035463327",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Davis:1996:LTB,
author = "Richard A. Davis and Sidney I. Resnick",
title = "Limit theory for bilinear processes with heavy-tailed
noise",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "4",
pages = "1191--1210",
month = nov,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1035463328",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kwiecinski:1996:SMD,
author = "Andrzej Kwieci{\'n}ski and Ryszard Szekli",
title = "Some monotonicity and dependence properties of
self-exciting point processes",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "4",
pages = "1211--1231",
month = nov,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1035463329",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Burton:1996:SOC,
author = "Robert M. Burton and William G. Faris",
title = "A self-organizing cluster process",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "4",
pages = "1232--1247",
month = nov,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1035463330",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ethier:1996:GSM,
author = "S. N. Ethier",
title = "A gambling system and a {Markov} chain",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "4",
pages = "1248--1259",
month = nov,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1035463331",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fill:1996:DDR,
author = "James Allen Fill and Hosam M. Mahmoud and Wojciech
Szpankowski",
title = "On the distribution for the duration of a randomized
leader election algorithm",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "4",
pages = "1260--1283",
month = nov,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1035463332",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lent:1996:TGS,
author = "Janice Lent and Hosam M. Mahmoud",
title = "On tree-growing search strategies",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "4",
pages = "1284--1302",
month = nov,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1035463333",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Schinazi:1997:PPH,
author = "Rinaldo B. Schinazi",
title = "Predator-prey and host-parasite spatial stochastic
models",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "1--9",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625250",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Durrett:1997:CRS,
author = "Rick Durrett and Claudia Neuhauser",
title = "Coexistence results for some competition models",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "10--45",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625251",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ball:1997:ETL,
author = "Frank Ball and Denis Mollison and Gianpaolo
Scalia-Tomba",
title = "Epidemics with two levels of mixing",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "46--89",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625252",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{ONeill:1997:EMR,
author = "Philip O'Neill",
title = "An epidemic model with removal-dependent infection
rate",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "90--109",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625253",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gelman:1997:WCO,
author = "A. Gelman and W. R. Gilks and G. O. Roberts",
title = "Weak convergence and optimal scaling of random walk
{Metropolis} algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "110--120",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625254",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Schmidli:1997:ERT,
author = "H. Schmidli",
title = "An extension to the renewal theorem and an application
to risk theory",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "121--133",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625255",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bean:1997:QSB,
author = "N. G. Bean and L. Bright and G. Latouche and C. E. M.
Pearce and P. K. Pollett and P. G. Taylor",
title = "The quasi-stationary behavior of quasi-birth-and-death
processes",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "134--155",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625256",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bertoin:1997:EDE,
author = "Jean Bertoin",
title = "Exponential decay and ergodicity of completely
asymmetric {L{\'e}vy} processes in a finite interval",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "156--169",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625257",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rothmann:1997:LLN,
author = "Mark D. Rothmann and Ralph P. Russo",
title = "A law of large numbers on randomly deleted sets",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "170--182",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625258",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rucinski:1997:RGP,
author = "A. Ruci{\'n}ski and N. C. Wormald",
title = "Random graph processes with maximum degree $2$",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "183--199",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625259",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Molchanov:1997:LSS,
author = "S. A. Molchanov and D. Surgailis and W. A.
Woyczynski",
title = "The large-scale structure of the universe and
quasi-{Voronoi} tessellation of shock fronts in forced
{Burgers} turbulence in {$ \mathbb {R}^d $}",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "200--228",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625260",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Komorowski:1997:MGI,
author = "Tomasz Komorowski and George Papanicolaou",
title = "Motion in a {Gaussian} incompressible flow",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "229--264",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625261",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Carmona:1997:HTD,
author = "Ren{\'e} A. Carmona and Lin Xu",
title = "Homogenization for time-dependent two-dimensional
incompressible {Gaussian} flows",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "265--279",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625262",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jagers:1997:CPD,
author = "Peter Jagers",
title = "Coupling and population dependence in branching
processes",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "281--298",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625331",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lange:1997:PSM,
author = "Kenneth Lange and Terence P. Speed and Hongyu Zhao",
title = "The {Poisson}-skip model of crossing-over",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "299--313",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625332",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bohm:1997:KMT,
author = "W. B{\"o}hm and S. G. Mohanty",
title = "On the {Karlin--McGregor} theorem and applications",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "314--325",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625333",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Denardo:1997:SMS,
author = "Eric V. Denardo and Eugene A. Feinberg and Offer
Kella",
title = "Stochastic monotonicity for stationary recurrence
times of first passage heights",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "326--339",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625334",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Penrose:1997:LER,
author = "Mathew D. Penrose",
title = "The longest edge of the random minimal spanning tree",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "340--361",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625335",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Puhalskii:1997:FLD,
author = "Anatolii A. Puhalskii and Ward Whitt",
title = "Functional large deviation principles for
first-passage-time processes",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "362--381",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625336",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Flatto:1997:WTD,
author = "L. Flatto",
title = "The waiting time distribution for the random order
service {$ M / M / 1 $} queue",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "382--409",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625337",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Levental:1997:PHO,
author = "Shlomo Levental and Anatolii V. Skorohod",
title = "On the possibility of hedging options in the presence
of transaction costs",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "410--443",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625338",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Berger:1997:ASI,
author = "Erich Berger",
title = "An almost sure invariance principle for stochastic
approximation procedures in linear filtering theory",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "444--459",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625339",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Adler:1997:LCA,
author = "Robert Adler and Gennady Samorodnitsky",
title = "Level crossings of absolutely continuous stationary
symmetric $ \alpha $-stable processes",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "460--493",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625340",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{deLima:1997:MVC,
author = "A. C. Pedroso de Lima and Pranab K. Sen",
title = "A matrix-valued counting process with first-order
interactive intensities",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "494--507",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625341",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Niu:1997:EVT,
author = "Xu-Feng Niu",
title = "Extreme value theory for a class of nonstationary time
series with applications",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "508--522",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625342",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chassaing:1997:DMB,
author = "Philippe Chassaing",
title = "Determining the majority: the biased case",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "523--544",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625343",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Comets:1997:DPT,
author = "Francis Comets",
title = "Detecting phase transition for {Gibbs} measures",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "545--563",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625344",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bramson:1997:CCS,
author = "Maury Bramson and Claudia Neuhauser",
title = "Coexistence for a catalytic surface reaction model",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "565--614",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801245",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gravner:1997:MTG,
author = "Janko Gravner and David Griffeath",
title = "Multitype threshold growth: convergence to
{Poisson--Voronoi} tessellations",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "615--647",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801246",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hall:1997:ALT,
author = "Peter Hall and Marc Raimondo",
title = "Approximating a line thrown at random onto a grid",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "648--665",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801247",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pakes:1997:EDR,
author = "A. G. Pakes and V. T. Stefanov",
title = "Explicit distributional results in pattern formation",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "666--678",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801248",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bouton:1997:AMC,
author = "Catherine Bouton and Gilles Pag{\`e}s",
title = "About the multidimensional competitive learning vector
quantization algorithm with constant gain",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "679--710",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801249",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Calvin:1997:APC,
author = "James M. Calvin",
title = "Average performance of a class of adaptive algorithms
for global optimization",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "711--730",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801250",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Glasserman:1997:CIS,
author = "Paul Glasserman and Yashan Wang",
title = "Counterexamples in importance sampling for large
deviations probabilities",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "731--746",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801251",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Harrison:1997:DCB,
author = "J. Michael Harrison and Jan A. {Van Mieghem}",
title = "Dynamic control of {Brownian} networks: state space
collapse and equivalent workload formulations",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "747--771",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801252",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jones:1997:CMB,
author = "Owen Dafydd Jones",
title = "On the convergence of multitype branching processes
with varying environments",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "772--801",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801253",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chiu:1997:CLT,
author = "S. N. Chiu and M. P. Quine",
title = "Central limit theory for the number of seeds in a
growth model in {$ \mathbb {R}^d $} with inhomogeneous
{Poisson} arrivals",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "802--814",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801254",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yao:1997:IRP,
author = "Yi-Ching Yao",
title = "On independence of $k$-record processes: {Ignatov}'s
theorem revisited",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "815--821",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801255",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Assaf:1997:ESN,
author = "David Assaf",
title = "Estimating the state of a noisy continuous time
{Markov} chain when dynamic sampling is feasible",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "822--836",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801256",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Stadje:1997:ABS,
author = "Wolfgang Stadje",
title = "Asymptotic behavior of some interactive population
flow models",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "837--854",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862413",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Seppalainen:1997:SLQ,
author = "Timo Sepp{\"a}l{\"a}inen",
title = "A scaling limit for queues in series",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "855--872",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862414",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bean:1997:DEB,
author = "N. G. Bean and R. J. Gibbens and S. Zachary",
title = "Dynamic and equilibrium behavior of controlled loss
networks",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "873--885",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862415",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Seppalainen:1997:ISI,
author = "Timo Sepp{\"a}l{\"a}inen",
title = "Increasing sequences of independent points on the
planar lattice",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "886--898",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862416",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Xia:1997:UFD,
author = "Aihua Xia",
title = "On using the first difference in the {Stein--Chen}
method",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "899--916",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862417",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kleptsina:1997:NFP,
author = "M. L. Kleptsina and R. Sh. Liptser and A. P.
Serebrovski",
title = "Nonlinear filtering problem with contamination",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "917--934",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862418",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Goldstein:1997:SMZ,
author = "Larry Goldstein and Gesine Reinert",
title = "{Stein}'s method and the zero bias transformation with
application to simple random sampling",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "935--952",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862419",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anderson:1997:MPL,
author = "Clive W. Anderson and Stuart G. Coles and J{\"u}rg
H{\"u}sler",
title = "Maxima of {Poisson}-like variables and related
triangular arrays",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "953--971",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862420",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ossiander:1997:SWF,
author = "Mina Ossiander and Ed Waymire and Qing Zhang",
title = "Some width function asymptotics for weighted trees",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "972--995",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862421",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lee:1997:CLT,
author = "Sungchul Lee",
title = "The central limit theorem for {Euclidean} minimal
spanning trees {I}",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "996--1020",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862422",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Heath:1997:PBO,
author = "David Heath and Sidney Resnick and Gennady
Samorodnitsky",
title = "Patterns of buffer overflow in a class of queues with
long memory in the input stream",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "1021--1057",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862423",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hunt:1997:OTR,
author = "P. J. Hunt and C. N. Laws",
title = "Optimization via trunk reservation in single resource
loss systems under heavy traffic",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "1058--1079",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862424",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rinott:1997:CCR,
author = "Yosef Rinott and Vladimir Rotar",
title = "On coupling constructions and rates in the {CLT} for
dependent summands with applications to the antivoter
model and weighted {$U$}-statistics",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "1080--1105",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862425",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mathew:1997:IPC,
author = "Thomas Mathew and Kenneth Nordstr{\"o}m",
title = "Inequalities for the probability content of a rotated
ellipse and related stochastic domination results",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "1106--1117",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862426",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Marquez:1997:CRA,
author = "David M{\'a}rquez",
title = "Convergence rates for annealing diffusion processes",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "1118--1139",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862427",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Tierney:1998:NMH,
author = "Luke Tierney",
title = "A note on {Metropolis--Hastings} kernels for general
state spaces",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "1--9",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961031",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pelletier:1998:WCR,
author = "Mariane Pelletier",
title = "Weak convergence rates for stochastic approximation
with application to multiple targets and simulated
annealing",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "10--44",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961032",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alanyali:1998:LDM,
author = "Murat Alanyali and Bruce Hajek",
title = "On large deviations of {Markov} processes with
discontinuous statistics",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "45--66",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961033",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alanyali:1998:LDL,
author = "Murat Alanyali and Bruce Hajek",
title = "On large deviations in load sharing networks",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "67--97",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961034",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ganesh:1998:LGP,
author = "A. J. Ganesh and Neil O'Connell",
title = "The linear geodesic property is not generally
preserved by a {FIFO} queue",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "98--111",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961035",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lyons:1998:NTG,
author = "Russell Lyons and Kevin Zumbrun",
title = "Normality of tree-growing search strategies",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "112--130",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961036",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fill:1998:IAP,
author = "James Allen Fill",
title = "An interruptible algorithm for perfect sampling via
{Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "131--162",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961037",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hwang:1998:LDC,
author = "Hsien-Kuei Hwang",
title = "Large deviations of combinatorial distributions. {II}.
{Local} limit theorems",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "163--181",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961038",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Papangelou:1998:EOF,
author = "F. Papangelou",
title = "Elliptic and other functions in the large deviations
behavior of the {Wright--Fisher} process",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "182--192",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961039",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hobson:1998:VMO,
author = "David G. Hobson",
title = "Volatility misspecification, option pricing and
superreplication via coupling",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "193--205",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961040",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lamberton:1998:EEB,
author = "Damien Lamberton",
title = "Error estimates for the binomial approximation of
{American} put options",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "206--233",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961041",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Schonmann:1998:LMF,
author = "Roberto H. Schonmann and Nelson I. Tanaka",
title = "Lack of monotonicity in ferromagnetic {Ising} model
phase diagrams",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "234--245",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961042",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zerner:1998:DDG,
author = "Martin P. W. Zerner",
title = "Directional decay of the {Green}'s function for a
random nonnegative potential on {$ \mathbb {Z}^d $}",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "246--280",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961043",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Sadeghi:1998:ABS,
author = "Ali A. Sadeghi",
title = "Asymptotic behavior of self-organizing maps with
nonuniform stimuli distribution",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "281--299",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961044",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Klebaner:1998:QSD,
author = "Fima C. Klebaner and Justin Lazar and Ofer Zeitouni",
title = "On the quasi-stationary distribution for some randomly
perturbed transformations of an interval",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "300--315",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961045",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Grimmett:1998:DRG,
author = "Geoffrey R. Grimmett and Rinaldo B. Schinazi and J.
van den Berg",
title = "Dependent random graphs and spatial epidemics",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "317--336",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903529",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Beguin:1998:LTM,
author = "M. Beguin and L. Gray and B. Ycart",
title = "The load transfer model",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "337--353",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903530",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Asmussen:1998:SAS,
author = "S{\o}ren Asmussen",
title = "Subexponential asymptotics for stochastic processes:
extremal behavior, stationary distributions and first
passage probabilities",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "354--374",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903531",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Catoni:1998:PCT,
author = "Olivier Catoni and C{\'e}cile Cot",
title = "Piecewise constant triangular cooling schedules for
generalized simulated annealing algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "375--396",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903532",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Roberts:1998:TCP,
author = "Gareth O. Roberts and Jeffrey S. Rosenthal",
title = "Two convergence properties of hybrid samplers",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "397--407",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903533",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yun:1998:EIH,
author = "Seokhoon Yun",
title = "The extremal index of a higher-order stationary
{Markov} chain",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "408--437",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903534",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{DelMoral:1998:MVP,
author = "P. {Del Moral}",
title = "Measure-valued processes and interacting particle
systems. Application to nonlinear filtering problems",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "438--495",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903535",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Decreusefond:1998:PAM,
author = "L. Decreusefond",
title = "Perturbation analysis and {Malliavin} calculus",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "496--523",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903536",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Palmowski:1998:SAF,
author = "Zbigniew Palmowski and Tomasz Rolski",
title = "The superposition of alternating on-off flows and a
fluid model",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "524--540",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903537",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chang:1998:TQN,
author = "Kuo-Hwa Chang and Richard F. Serfozo and
W{\l}adys{\l}aw Szczotka",
title = "Treelike queueing networks: asymptotic stationarity
and heavy traffic",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "541--568",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903538",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mandelbaum:1998:SDS,
author = "Avi Mandelbaum and Gennady Pats",
title = "State-dependent stochastic networks. {Part I}.
{Approximations} and applications with continuous
diffusion limits",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "569--646",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903539",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kirschenhofer:1998:ANW,
author = "Peter Kirschenhofer and Helmut Prodinger",
title = "Addendum: {``The number of winners in a discrete
geometrically distributed sample''}",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "647--647",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903540",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gaudron:1998:SLC,
author = "Guillaume Gaudron",
title = "Scaling laws and convergence for the
advection-diffusion equation",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "649--663",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903445",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Breidt:1998:ESV,
author = "F. Jay Breidt and Richard A. Davis",
title = "Extremes of stochastic volatility models",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "664--675",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903446",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ahn:1998:ORT,
author = "Hyungsok Ahn and Mohit Dayal and Eric Grannan and Glen
Swindle",
title = "Option replication with transaction costs: general
diffusion limits",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "676--707",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903447",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Burdzy:1998:BMB,
author = "Krzysztof Burdzy and Davar Khoshnevisan",
title = "{Brownian} motion in a {Brownian} crack",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "708--748",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903448",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pollak:1998:NRR,
author = "Moshe Pollak and Benjamin Yakir",
title = "A new representation for a renewal-theoretic constant
appearing in asymptotic approximations of large
deviations",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "749--774",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903449",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Paulauskas:1998:CPI,
author = "Vygantas Paulauskas and Svetlozar T. Rachev",
title = "Cointegrated processes with infinite variance
innovations",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "775--792",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903450",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Serfozo:1998:MNP,
author = "Richard F. Serfozo and Bingyi Yang",
title = "{Markov} network processes with string transitions",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "793--821",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903451",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Harrison:1998:HTA,
author = "J. Michael Harrison",
title = "Heavy traffic analysis of a system with parallel
servers: asymptotic optimality of discrete-review
policies",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "822--848",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903452",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lezaud:1998:CTB,
author = "Pascal Lezaud",
title = "{Chernoff}-type bound for finite {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "849--867",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903453",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Leadbetter:1998:DTA,
author = "M. Ross Leadbetter and Holger Rootz{\'e}n and Laurens
de Haan",
title = "On the distribution of tail array sums for strongly
mixing stationary sequences",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "868--885",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903454",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bai:1998:VNM,
author = "Zhi-Dong Bai and Chern-Ching Chao and Hsien-Kuei Hwang
and Wen-Qi Liang",
title = "On the variance of the number of maxima in random
vectors and its applications",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "886--895",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903455",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chiang:1998:PEC,
author = "Tzuu-Shuh Chiang and Yunshyong Chow",
title = "On the problem of exit from cycles for simulated
annealing processes --- a backward equation approach",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "896--916",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903456",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fontes:1998:SGR,
author = "L. R. G. Fontes and M. Isopi and Y. Kohayakawa and P.
Picco",
title = "The spectral gap of the {REM} under {Metropolis}
dynamics",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "917--943",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903457",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Holroyd:1998:EUI,
author = "Alexander E. Holroyd",
title = "Existence and uniqueness of infinite components in
generic rigidity percolation",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "944--973",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903458",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Feng:1998:LDP,
author = "Shui Feng and Fred M. Hoppe",
title = "Large deviation principles for some random
combinatorial structures in population genetics and
{Brownian} motion",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "975--994",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903371",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Duffield:1998:LDI,
author = "N. G. Duffield and W. Whitt",
title = "Large deviations of inverse processes with nonlinear
scalings",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "995--1026",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903372",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bertsimas:1998:LDB,
author = "Dimitris Bertsimas and Ioannis Ch. Paschalidis and
John N. Tsitsiklis",
title = "On the large deviations behavior of acyclic networks
of {$ G / G / 1 $} queues",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1027--1069",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903373",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dupuis:1998:LDP,
author = "Paul Dupuis and Kavita Ramanan",
title = "Large deviation properties of data streams that share
a buffer",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1070--1129",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903374",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Massey:1998:UAE,
author = "William A. Massey and Ward Whitt",
title = "Uniform acceleration expansions for {Markov} chains
with time-varying rates",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1130--1155",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903375",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Resnick:1998:TIE,
author = "Sidney Resnick and Catalin St{\u{a}}ric{\u{a}}",
title = "Tail index estimation for dependent data",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1156--1183",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903376",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Koehler:1998:EFE,
author = "J. R. Koehler and A. A. Puhalskii and B. Simon",
title = "Estimating functions evaluated by simulation: a
Bayesian/analytic approach",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1184--1215",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903377",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lowe:1998:SCH,
author = "Matthias L{\"o}we",
title = "On the storage capacity of {Hopfield} models with
correlated patterns",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1216--1250",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903378",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ciucu:1998:NFC,
author = "Mihai Ciucu",
title = "No-feedback card guessing for dovetail shuffles",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1251--1269",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903379",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kaspi:1998:MAB,
author = "Haya Kaspi and Avishai Mandelbaum",
title = "Multi-armed bandits in discrete and continuous time",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1270--1290",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903380",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Roberts:1998:CRG,
author = "Gareth O. Roberts and Jeffrey S. Rosenthal",
title = "On convergence rates of {Gibbs} samplers for uniform
distributions",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1291--1302",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903381",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Asselah:1998:NSM,
author = "Amine Asselah",
title = "Nonreversible stationary measures for exchange
processes",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1303--1311",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903382",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Weerasinghe:1998:SOS,
author = "Ananda P. N. Weerasinghe",
title = "Singular optimal strategies for investment with
transaction costs",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1312--1330",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903383",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Andersson:1998:LTR,
author = "H{\aa}kan Andersson",
title = "Limit theorems for a random graph epidemic model",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1331--1349",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903384",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fulman:1999:CEB,
author = "Jason Fulman and Elizabeth L. Wilmer",
title = "Comparing eigenvalue bounds for {Markov} chains: when
does {Poincar{\'e}} beat {Cheeger}?",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "1",
pages = "1--13",
month = feb,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962594",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Frieze:1999:LSI,
author = "Alan Frieze and Ravi Kannan",
title = "Log-{Sobolev} inequalities and sampling from
log-concave distributions",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "1",
pages = "14--26",
month = feb,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962595",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yukich:1999:ALM,
author = "J. E. Yukich",
title = "Asymptotics for the length of a minimal triangulation
on a random sample",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "1",
pages = "27--45",
month = feb,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962596",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Igloi:1999:BSS,
author = "E. Igl{\'o}i and Gy. Terdik",
title = "Bilinear stochastic systems with fractional {Brownian}
motion input",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "1",
pages = "46--77",
month = feb,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962597",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Norris:1999:SCE,
author = "James R. Norris",
title = "{Smoluchowski}'s coagulation equation: uniqueness,
nonuniqueness and a hydrodynamic limit for the
stochastic coalescent",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "1",
pages = "78--109",
month = feb,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962598",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{McDonald:1999:AFP,
author = "D. R. McDonald",
title = "Asymptotics of first passage times for random walk in
an orthant",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "1",
pages = "110--145",
month = feb,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962599",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Horvath:1999:LTQ,
author = "Lajos Horv{\'a}th and Qi-Man Shao",
title = "Limit theorems for quadratic forms with applications
to {Whittle}'s estimate",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "1",
pages = "146--187",
month = feb,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962600",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Karatzas:1999:CSD,
author = "Ioannis Karatzas and William D. Sudderth",
title = "Control and stopping of a diffusion process on an
interval",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "1",
pages = "188--196",
month = feb,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962601",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jones:1999:TFW,
author = "Brian D. Jones and Boris G. Pittel and Joseph S.
Verducci",
title = "Tree and forest weights and their application to
nonuniform random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "1",
pages = "197--215",
month = feb,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962602",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Benaim:1999:SAA,
author = "Michel Bena{\"\i}m and Morris W. Hirsch",
title = "Stochastic approximation algorithms with constant step
size whose average is cooperative",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "1",
pages = "216--241",
month = feb,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962603",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Stein:1999:PRF,
author = "Michael L. Stein",
title = "Predicting random fields with increasing dense
observations",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "1",
pages = "242--273",
month = feb,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962604",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{DelMoral:1999:CLT,
author = "P. {Del Moral} and A. Guionnet",
title = "Central limit theorem for nonlinear filtering and
interacting particle systems",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "275--297",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962742",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fleischmann:1999:SDF,
author = "Klaus Fleischmann and Achim Klenke",
title = "Smooth density field of catalytic super-{Brownian}
motion",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "298--318",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962743",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cox:1999:SSP,
author = "J. Theodore Cox and Rinaldo B. Schinazi",
title = "A stochastic spatial process to model the persistence
of sickle-cell disease",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "319--330",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962744",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Krone:1999:TSC,
author = "Stephen M. Krone",
title = "The two-stage contact process",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "331--351",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962745",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Heath:1999:HSP,
author = "David Heath and Sidney Resnick and Gennady
Samorodnitsky",
title = "How system performance is affected by the interplay of
averages in a fluid queue with long range dependence
induced by heavy tails",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "352--375",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962746",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Borovkova:1999:CTE,
author = "S. Borovkova and R. Burton and H. Dehling",
title = "Consistency of the {Takens} estimator for the
correlation dimension",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "376--390",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962747",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baggerly:1999:AIS,
author = "Keith Baggerly and Dennis Cox and Craig Kollman and
Rick Picard",
title = "Adaptive importance sampling on discrete {Markov}
chains",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "391--412",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962748",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dembo:1999:AWT,
author = "Amir Dembo and Ioannis Kontoyiannis",
title = "The asymptotics of waiting times between stationary
processes, allowing distortion",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "413--429",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962749",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jelenkovic:1999:AAM,
author = "Predrag R. Jelenkovi{\'c}",
title = "Asymptotic approximation of the move-to-front search
cost distribution and least-recently used caching fault
probabilities",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "430--464",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962750",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Maansson:1999:PAC,
author = "Marianne M{\aa}nsson",
title = "{Poisson} approximation in connection with clustering
of random points",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "465--492",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962751",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rogers:1999:SAO,
author = "L. C. G. Rogers and O. Zane",
title = "Saddlepoint approximations to option prices",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "493--503",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962752",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chan:1999:PCC,
author = "Terence Chan",
title = "Pricing contingent claims on stocks driven by
{L{\'e}vy} processes",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "504--528",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962753",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Battig:1999:CSM,
author = "Robert B{\"a}ttig",
title = "Completeness of securities market models --- an
operator point of view",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "529--566",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962754",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Durrett:1999:RB,
author = "Rick Durrett",
title = "{Robert B{\"a}ttig} 1968--1997",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "??--??",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See correction \cite{Durrett:1999:CRB}.",
URL = "http://projecteuclid.org/euclid.aoap/1029962741",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Griffiths:1999:AMG,
author = "R. C. Griffiths and Simon Tavar{\'e}",
title = "The ages of mutations in gene trees",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "567--590",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962804",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fannjiang:1999:TDM,
author = "Albert Fannjiang and Tomasz Komorowski",
title = "Turbulent diffusion in {Markovian} flows",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "591--610",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962805",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Freidlin:1999:RRP,
author = "Mark Freidlin and Matthias Weber",
title = "A remark on random perturbations of the nonlinear
pendulum",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "611--628",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962806",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Khoshnevisan:1999:SCB,
author = "Davar Khoshnevisan and Thomas M. Lewis",
title = "Stochastic calculus for {Brownian} motion on a
{Brownian} fracture",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "629--667",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962807",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Biskup:1999:HNL,
author = "Marek Biskup and Frank den Hollander",
title = "A heteropolymer near a linear interface",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "668--687",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962808",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Capinski:1999:SEE,
author = "Marek Capi{\'n}ski and Nigel J. Cutland",
title = "Stochastic {Euler} equations on the torus",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "688--705",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962809",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Piau:1999:LDY,
author = "Didier Piau",
title = "Large deviations and {Young} measures for a
{Poissonian} model of biphased material",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "706--718",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962810",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Brooks:1999:PML,
author = "Elizabeth A. Brooks",
title = "Probabilistic methods for a linear reaction-hyperbolic
system with constant coefficients",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "719--731",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962811",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Milstein:1999:SST,
author = "G. N. Milstein and M. V. Tretyakov",
title = "Simulation of a space-time bounded diffusion",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "732--779",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962812",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Wyner:1999:MRW,
author = "Abraham J. Wyner",
title = "More on recurrence and waiting times",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "780--796",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962813",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Resnick:1999:HMC,
author = "Sidney Resnick and Gennady Samorodnitsky and Fang
Xue",
title = "How misleading can sample {ACFs} of stable {MAs} be?
(Very!)",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "797--817",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962814",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bramson:1999:SQN,
author = "Maury Bramson",
title = "A stable queueing network with unstable fluid model",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "818--853",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962815",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Martin:1999:FJN,
author = "J. B. Martin and Yu. M. Suhov",
title = "Fast {Jackson} networks",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "854--870",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962816",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fleming:1999:OLT,
author = "Wendell H. Fleming and Shuenn-Jyi Sheu",
title = "Optimal long term growth rate of expected utility of
wealth",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "871--903",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962817",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kramkov:1999:AEU,
author = "D. Kramkov and W. Schachermayer",
title = "The asymptotic elasticity of utility functions and
optimal investment in incomplete markets",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "904--950",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962818",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bhattacharya:1999:MDP,
author = "Rabi Bhattacharya",
title = "Multiscale diffusion processes with periodic
coefficients and an application to solute transport in
porous media",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "951--1020",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962863",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cao:1999:GCF,
author = "Jin Cao and Keith Worsley",
title = "The geometry of correlation fields with an application
to functional connectivity of the brain",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "1021--1057",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962864",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Coutin:1999:ANF,
author = "L. Coutin and L. Decreusefond",
title = "Abstract nonlinear filtering theory in the presence of
fractional {Brownian} motion",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "1058--1090",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962865",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Donnelly:1999:GPF,
author = "Peter Donnelly and Thomas G. Kurtz",
title = "Genealogical processes for {Fleming--Viot} models with
selection and recombination",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "1091--1148",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962866",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Haggstrom:1999:PCF,
author = "Olle H{\"a}ggstr{\"o}m",
title = "Positive correlations in the fuzzy {Potts} model",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "1149--1159",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962867",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jagers:1999:BPD,
author = "Peter Jagers",
title = "Branching processes with dependence but homogeneous
growth",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "1160--1174",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962868",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Li:1999:ABI,
author = "Deli Li and T. D. Rogers",
title = "Asymptotic behavior for iterated functions of random
variables",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "1175--1201",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962869",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Madras:1999:ISF,
author = "Neal Madras and Mauro Piccioni",
title = "Importance sampling for families of distributions",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "1202--1225",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962870",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Neuhauser:1999:ESV,
author = "Claudia Neuhauser and Stephen W. Pacala",
title = "An explicitly spatial version of the {Lotka--Volterra}
model with interspecific competition",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "1226--1259",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962871",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pittel:1999:NCP,
author = "Boris Pittel",
title = "Normal convergence problem? Two moments and a
recurrence may be the clues",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "1260--1302",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962872",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cvitanic:1999:MPP,
author = "Jak{\v{s}}a Cvitani{\'c} and Gennady Spivak",
title = "Maximizing the probability of a perfect hedge",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "1303--1328",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962873",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Durrett:1999:CRB,
author = "Richard Durrett",
title = "Correction: {``Robert B{\"a}ttig 1968--1997''}",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "??--??",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Durrett:1999:RB}.",
URL = "http://projecteuclid.org/euclid.aoap/1029962874",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anonymous:1999:VIA,
author = "Anonymous",
title = "Volume Index, {{\booktitle{Ann. Appl. Probab.}}, vol.
9 (1999)}",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "iii--vii",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962875",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Adler:2000:EST,
author = "Robert J. Adler",
title = "On excursion sets, tube formulas and maxima of random
fields",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "1--74",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019737664",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Harrison:2000:BMO,
author = "J. Michael Harrison",
title = "{Brownian} models of open processing networks:
canonical representation of workload",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "75--103",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See corrections
\cite{Harrison:2003:CBM,Harrison:2006:CBM}.",
URL = "http://projecteuclid.org/euclid.aoap/1019737665",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Graham:2000:LDE,
author = "Carl Graham and Neil O'Connell",
title = "Large deviations at equilibrium for a large
star-shaped loss network",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "104--122",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019737666",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Barbour:2000:TFE,
author = "A. D. Barbour and S. N. Ethier and R. C. Griffiths",
title = "A transition function expansion for a diffusion model
with selection",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "123--162",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019737667",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Perrut:2000:HLT,
author = "Anne Perrut",
title = "Hydrodynamic limits for a two-species
reaction-diffusion process",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "163--191",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019737668",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gartner:2000:MAC,
author = "J{\"u}rgen G{\"a}rtner and Wolfgang K{\"o}nig",
title = "Moment asymptotics for the continuous parabolic
{Anderson} model",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "192--217",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019737669",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Liu:2000:LTM,
author = "Quansheng Liu and Alain Rouault",
title = "Limit Theorems for {Mandelbrot}'s Multiplicative
Cascades",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "218--239",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
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https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
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http://www.jstor.org/stable/2667193",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Coffman:2000:IPV,
author = "E. G. {Coffman, Jr.} and Leopold Flatto and Predrag
Jelenkovi{\'c}",
title = "Interval packing: the vacant interval distribution",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "240--257",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019737671",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baryshnikov:2000:SSI,
author = "Yuliy M. Baryshnikov and Alexander V. Gnedin",
title = "Sequential selection of an increasing sequence from a
multidimensional random sample",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "258--267",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019737672",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Nummelin:2000:ECP,
author = "Esa Nummelin",
title = "On the existence and convergence of price equilibria
for random economies",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "268--282",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019737673",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Touzi:2000:OID,
author = "Nizar Touzi",
title = "Optimal insurance demand under marked point processes
shocks",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "283--312",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019737674",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jaffard:2000:LWS,
author = "St{\'e}phane Jaffard",
title = "On lacunary wavelet series",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "313--329",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019737675",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Arratia:2000:NCL,
author = "Richard Arratia and A. D. Barbour and Simon
Tavar{\'e}",
title = "The number of components in a logarithmic
combinatorial structure",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "331--361",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487347",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Burdzy:2000:EMC,
author = "Krzysztof Burdzy and Wilfrid S. Kendall",
title = "Efficient {Markovian} couplings: examples and
counterexamples",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "362--409",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487348",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Evans:2000:BTI,
author = "William Evans and Claire Kenyon and Yuval Peres and
Leonard J. Schulman",
title = "Broadcasting on trees and the {Ising} model",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "410--433",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487349",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fournier:2000:ERS,
author = "Nicolas Fournier",
title = "Existence and regularity study for two-dimensional
{Kac} equation without cutoff by a probabilistic
approach",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "434--462",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487350",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Last:2000:SSF,
author = "G. Last and R. Schassberger",
title = "On stationary stochastic flows and {Palm}
probabilities of surface processes",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "463--492",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487351",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Meziares:2000:SBI,
author = "Sophie M{\'e}zi{\`a}res and Bernard Roynette",
title = "Study of a {Brownian} impulse",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "493--516",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487352",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Penrose:2000:VOP,
author = "Mathew D. Penrose",
title = "Vertex ordering and partitioning problems for random
spatial graphs",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "517--538",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487353",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rhee:2000:ODW,
author = "WanSoo T. Rhee",
title = "Order of decay of the wasted space for a stochastic
packing problem",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "539--548",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487354",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Badowski:2000:APS,
author = "G. Badowski and G. Yin and Q. Zhang",
title = "Asymptotic properties of a singularly perturbed
{Markov} chain with inclusion of transient states",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "549--572",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487355",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Erhardsson:2000:CPA,
author = "Torkel Erhardsson",
title = "Compound {Poisson} approximation for counts of rare
patterns in {Markov} chains and extreme sojourns in
birth-death chains",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "573--591",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487356",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Knessl:2000:AES,
author = "Charles Knessl",
title = "Asymptotic expansions for a stochastic model of queue
storage",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "592--615",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487357",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hofmann:2000:SSC,
author = "Norbert Hofmann and Thomas M{\"u}ller-Gronbach and
Klaus Ritter",
title = "Step size control for the uniform approximation of
systems of stochastic differential equations with
additive noise",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "616--633",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487358",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fusai:2000:COA,
author = "Gianluca Fusai",
title = "Corridor options and arc-sine law",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "634--663",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487359",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mykland:2000:CDH,
author = "Per Aslak Mykland",
title = "Conservative delta hedging",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "664--683",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487360",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bouchard:2000:ESM,
author = "Bruno Bouchard and Nizar Touzi",
title = "Explicit solution to the multivariate
super-replication problem under transaction costs",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "685--708",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487506",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chen:2000:SSM,
author = "Chingfer Chen and Samuel Karlin",
title = "$r$-scan statistics of a marker array in multiple
sequences derived from a common progenitor",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "709--725",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487507",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Diaconis:2000:ANM,
author = "Persi Diaconis and Susan Holmes and Radford M. Neal",
title = "Analysis of a nonreversible {Markov} chain sampler",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "726--752",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487508",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Resnick:2000:SSC,
author = "Sidney Resnick and Holger Rootz{\'e}n",
title = "Self-similar communication models and very heavy
tails",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "753--778",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487509",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baccelli:2000:AEM,
author = "Fran{\c{c}}ois Baccelli and Dohy Hong",
title = "Analytic expansions of max-plus {Lyapunov} exponents",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "779--827",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487510",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chen:2000:SAM,
author = "Hong Chen and Xinyang Shen",
title = "Strong approximations for multiclass feedforward
queueing networks",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "828--876",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487511",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Glazebrook:2000:IBP,
author = "K. D. Glazebrook and D. J. Wilkinson",
title = "Index-based policies for discounted multi-armed
bandits on parallel machines",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "877--896",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487512",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Maglaras:2000:DRP,
author = "Constantinos Maglaras",
title = "Discrete-review policies for scheduling stochastic
networks: trajectory tracking and fluid-scale
asymptotic optimality",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "897--929",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487513",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kumar:2000:TSC,
author = "Sunil Kumar",
title = "Two-server closed networks in heavy traffic: diffusion
limits and asymptotic optimality",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "930--961",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487514",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ignatiouk-Robert:2000:LDJ,
author = "Irina Ignatiouk-Robert",
title = "Large deviations of {Jackson} networks",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "962--1001",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487515",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Giraitis:2000:MLM,
author = "Liudas Giraitis and Peter M. Robinson and Donatas
Surgailis",
title = "A model for long memory conditional
heteroscedasticity",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "1002--1024",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487516",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mikosch:2000:SND,
author = "Thomas Mikosch and Gennady Samorodnitsky",
title = "The supremum of a negative drift random walk with
dependent heavy-tailed steps",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "1025--1064",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487517",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bauerle:2000:AOT,
author = "Nicole B{\"a}uerle",
title = "Asymptotic optimality of tracking policies in
stochastic networks",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1065--1083",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487606",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Glynn:2000:MWQ,
author = "Peter W. Glynn and Assaf J. Zeevi",
title = "On the maximum workload of a queue fed by fractional
{Brownian} motion",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1084--1099",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487607",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fannjiang:2000:FBM,
author = "Albert Fannjiang and Tomasz Komorowski",
title = "Fractional {Brownian} motions in a limit of turbulent
transport",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1100--1120",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487608",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fleischmann:2000:BCS,
author = "Klaus Fleischmann and Achim Klenke",
title = "The biodiversity of catalytic super-{Brownian}
motion",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1121--1136",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487609",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Boutsikas:2000:BDS,
author = "Michael V. Boutsikas and Markos V. Koutras",
title = "A bound for the distribution of the sum of discrete
associated or negatively associated random variables",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1137--1150",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487610",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{OCinneide:2000:NRT,
author = "C. A. O'Cinneide and A. V. Pokrovskii",
title = "Nonuniform random transformations",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1151--1181",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487611",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chayes:2000:MPB,
author = "Lincoln Chayes and Roberto H. Schonmann",
title = "Mixed percolation as a bridge between site and bond
percolation",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1182--1196",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487612",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Meleard:2000:TPV,
author = "Sylvie M{\'e}l{\'e}ard",
title = "A trajectorial proof of the vortex method for the
two-dimensional {Navier--Stokes} equation",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1197--1211",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487613",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fontes:2000:ADR,
author = "Luiz Renato Fontes and Pierre Mathieu and Pierre
Picco",
title = "On the averaged dynamics of the random field
{Curie--Weiss} model",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1212--1245",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487614",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Huebner:2000:AAK,
author = "M. Huebner and S. Lototsky",
title = "Asymptotic analysis of a kernel estimator for
parabolic {SPDE}'s with time-dependent coefficients",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1246--1258",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487615",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Papangelou:2000:LDM,
author = "F. Papangelou",
title = "The large deviations of a multi-allele
{Wright--Fisher} process mapped on the sphere",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1259--1273",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487616",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Drees:2000:WAT,
author = "Holger Drees",
title = "Weighted approximations of tail processes for $ \beta
$-mixing random variables",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1274--1301",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487617",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lalley:2000:RMS,
author = "Steven P. Lalley",
title = "On the rate of mixing for $p$-shuffles",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1302--1321",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487618",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ramanan:2001:LWD,
author = "Kavita Ramanan and Alexander L. Stolyar",
title = "Largest Weighted Delay First Scheduling: Large
Deviations and Optimality",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "1",
pages = "1--48",
month = feb,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/998926986",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bramson:2001:HTL,
author = "Maury Bramson and J. G. Dai",
title = "Heavy Traffic Limits for Some Queueing Networks",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "1",
pages = "49--90",
month = feb,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/998926987",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bovier:2001:EVB,
author = "Anton Bovier and David M. Mason",
title = "Extreme Value Behavior in the {Hopfield} Model",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "1",
pages = "91--120",
month = feb,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/998926988",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bramson:2001:SSL,
author = "Maury Bramson and Joel L. Lebowitz",
title = "Spatial Structure in Low Dimensions for Diffusion
Limited Two-Particle Reactions",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "1",
pages = "121--181",
month = feb,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/998926989",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Heunis:2001:USS,
author = "Andrew J. Heunis and Vladimir M. Lucic",
title = "On Uniqueness of Solutions for the Stochastic
Differential Equations of Nonlinear Filtering",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "1",
pages = "182--209",
month = feb,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/998926990",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pham:2001:OPP,
author = "Huy{\^e}n Pham and Marie-Claire Quenez",
title = "Optimal Portfolio in Partially Observed Stochastic
Volatility Models",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "1",
pages = "210--238",
month = feb,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/998926991",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Duckworth:2001:MID,
author = "Kate Duckworth and Mihail Zervos",
title = "A Model for Investment Decisions with Switching
Costs",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "1",
pages = "239--260",
month = feb,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/998926992",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gosselin:2001:ABA,
author = "Fr{\`e}d{\`e}ric Gosselin",
title = "Aysmptotic Behavior of Absorbing {Markov} Chains
Conditional on Nonabsorption for Applications in
Conservation Biology",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "1",
pages = "261--284",
month = feb,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/998926993",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mossel:2001:RTB,
author = "Elchanan Mossel",
title = "Reconstruction on Trees: Beating the Second
Eigenvalue",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "1",
pages = "285--300",
month = feb,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/998926994",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Limic:2001:LQH,
author = "Vlada Limic",
title = "A {LIFO} queue in heavy traffic",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "2",
pages = "301--331",
month = may,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:58 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345294",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Doytchinov:2001:RTQ,
author = "Bogdan Doytchinov and John Lehoczky and Steven
Shreve",
title = "Real-time queues in heavy traffic with
earliest-deadline-first queue discipline",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "2",
pages = "332--378",
month = may,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:58 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345295",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Wischik:2001:SPL,
author = "Damon J. Wischik",
title = "Sample path large deviations for queues with many
inputs",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "2",
pages = "379--404",
month = may,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:58 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345296",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mountford:2001:ERA,
author = "Tom Mountford",
title = "An extension of a result of Andjel",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "2",
pages = "405--418",
month = may,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:58 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345297",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Evans:2001:SBG,
author = "Steven N. Evans",
title = "Stochastic billiards on general tables",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "2",
pages = "419--437",
month = may,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:58 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345298",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Corcoran:2001:PSE,
author = "J. N. Corcoran and R. L. Tweedie",
title = "Perfect sampling of ergodic {Harris} chains",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "2",
pages = "438--451",
month = may,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:58 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345299",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Neininger:2001:LLP,
author = "Ralph Neininger and Ludger R{\"u}schendorf",
title = "Limit laws for partial match queries in quadtrees",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "2",
pages = "452--469",
month = may,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:58 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345300",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Wiktorsson:2001:JCF,
author = "Magnus Wiktorsson",
title = "Joint characteristic function and simultaneous
simulation of iterated {It{\^o}} integrals for multiple
independent {Brownian} motions",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "2",
pages = "470--487",
month = may,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:58 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345301",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Adler:2001:SSF,
author = "Robert J. Adler and Georgios Skoulakis",
title = "Superprocesses over a stochastic flow",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "2",
pages = "488--543",
month = may,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:58 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345302",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Weber:2001:OTF,
author = "Matthias Weber",
title = "On occupation time functionals for diffusion processes
and birth-and-death processes on graphs",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "2",
pages = "544--567",
month = may,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:58 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See correction \cite{Weber:2001:CNO}.",
URL = "http://projecteuclid.org/euclid.aoap/1015345303",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Foley:2001:JSQ,
author = "R. D. Foley and D. R. McDonald",
title = "Join the shortest queue: stability and exact
asymptotics",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "569--607",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345342",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bell:2001:DSS,
author = "S. L. Bell and R. J. Williams",
title = "Dynamic scheduling of a system with two parallel
servers in heavy traffic with resource pooling:
asymptotic optimality of a threshold policy",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "608--649",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345343",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Martin:2001:PPF,
author = "James B. Martin",
title = "Point processes in fast {Jackson} networks",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "650--663",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345344",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{ElKaroui:2001:DMP,
author = "N. {El Karoui} and S. Peng and M. C. Quenez",
title = "A dynamic maximum principle for the optimization of
recursive utilities under constraints",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "664--693",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345345",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Schachermayer:2001:OII,
author = "Walter Schachermayer",
title = "Optimal investment in incomplete markets when wealth
may become negative",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "694--734",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345346",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jankunas:2001:OCC,
author = "Andrius Jankunas",
title = "Optimal contingent claims",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "735--749",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345347",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bank:2001:OCC,
author = "Peter Bank and Frank Riedel",
title = "Optimal consumption choice with intertemporal
substitution",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "750--788",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345348",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Berkes:2001:SAE,
author = "Istv{\'a}n Berkes and Lajos Horv{\'a}th",
title = "Strong approximation of the empirical process of
{GARCH} sequences",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "789--809",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See correction \cite{Weber:2001:OTF}.",
URL = "http://projecteuclid.org/euclid.aoap/1015345349",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fagin:2001:RWB,
author = "Ronald Fagin and Anna R. Karlin and Jon Kleinberg and
Prabhakar Raghavan and Sridhar Rajagopalan and Ronitt
Rubinfeld and Madhu Sudan and Andrew Tomkins",
title = "Random walks with ``back buttons''",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "810--862",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345350",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baryshnikov:2001:CIP,
author = "Yuliy Baryshnikov and Alexander Gnedin",
title = "Counting intervals in the packing process",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "863--877",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345351",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mansfield:2001:LSS,
author = "Peter Mansfield and Svetlozar T. Rachev and Gennady
Samorodnitsky",
title = "Long strange segments of a stochastic process",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "878--921",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345352",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Millet:2001:NSW,
author = "Annie Millet and Pierre-Luc Morien",
title = "On a nonlinear stochastic wave equation in the plane:
existence and uniqueness of the solution",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "922--951",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345353",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Khasminskii:2001:LTB,
author = "R. Z. Khasminskii and F. C. Klebaner",
title = "Long term behavior of solutions of the
{Lotka--Volterra} system under small random
perturbations",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "952--963",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345354",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Barbour:2001:CPA,
author = "A. D. Barbour and O. Chryssaphinou",
title = "Compound {Poisson} approximation: a user's guide",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "964--1002",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345355",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Weber:2001:CNO,
author = "Matthias Weber",
title = "Correction note: {``On occupation time functionals for
diffusion processes and birth-and-death processes on
graphs'' [ Ann. Appl. Probab. {\bf 11} (2001), no. 2,
544--567; 1 843 057]}",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "1003--1003",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Weber:2001:OTF}.",
URL = "http://projecteuclid.org/euclid.aoap/1015345356",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Penrose:2001:CLT,
author = "Mathew D. Penrose and J. E. Yukich",
title = "Central Limit Theorems for Some Graphs in
Computational Geometry",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1005--1041",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345393",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chauvin:2001:PBS,
author = "Brigitte Chauvin and Michael Drmota and Jean
Jabbour-Hattab",
title = "The Profile of Binary Search Trees",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1042--1062",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345394",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Holroyd:2001:RPB,
author = "Alexander E. Holroyd",
title = "Rigidity Percolation and Boundary Conditions",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1063--1078",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345395",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Klenke:2001:SAR,
author = "Achim Klenke and Remco {Van Der Hofstad}",
title = "Self-Attractive Random Plymers",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1079--1115",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345396",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gouet:2001:SMP,
author = "Ra{\'u}l Gouet and F. Javier L{\'o}pez",
title = "Saturation in a Makovian Parking Process",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1116--1136",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345397",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Eibeck:2001:SPA,
author = "Andreas Eibeck and Wolfgang Wagner",
title = "Stochastic Particle Approximations for {Smoluchoski}'s
Coagualtion Equation",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1137--1165",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345398",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Miclo:2001:GIP,
author = "L. Miclo and P. {Del Moral}",
title = "Genealogies and Increasing Propagation of Chaos For
{Feynman--Kac} and Genetic Models",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1166--1198",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345399",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Nuzman:2001:RKH,
author = "Carl J. Nuzman and H. Vincent Poor",
title = "Reproducing Kernel {Hilbert} Space Methods for
wide-sense self-similar Processes",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1199--1219",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345400",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Borkovec:2001:TSD,
author = "Milan Borkovec and Claudia Kl{\"u}ppelberg",
title = "The Tail of the Stationary Distribution of an
Autoregressive Process with {$ {\rm Arch}(1) $}
Errors",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1220--1241",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345401",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chen:2001:ECR,
author = "Xia Chen",
title = "Exact Convergence Rates For The Distribution of
Particles in Branching Random Walks",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1242--1262",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345402",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Klebaner:2001:AAE,
author = "F. C. Klebaner and R. Liptser",
title = "Asymptotic Analysis and Extinction in a Stochastic
{Lotka--Volterra} Model",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1263--1291",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345403",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ignatiouk-Robert:2001:SPL,
author = "Irina Ignatiouk-Robert",
title = "Sample Path Large Deviations and Convergence
Parameters",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1292--1329",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345404",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mazza:2001:DFP,
author = "Christian Mazza and Didier Piau",
title = "Dubins-freedman Processes and {RC} Filters",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1330--1352",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345405",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Deelstra:2001:DFU,
author = "Griselda Deelstra and Huy{\^e}n Pham and Nizar Touzi",
title = "Dual Formulation of the Utility Maximization Problem
Under Transaction Costs",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1353--1383",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345406",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bertsimas:2001:PMM,
author = "Dimitris Bertsimas and David Gamarnik and John N.
Tsitsiklis",
title = "Performance of Multiclass {Markovian} Queueing
Networks Via Piecewise Linear {Lyapunov} Functions",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1384--1428",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345407",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zachary:2002:RHK,
author = "Stan Zachary and Ilze Ziedins",
title = "A Refinement of the {Hunt--Kurtz} Theory of Large Loss
Networks, with an Application to Virtual Partitioning",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "1--22",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961154",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mikosch:2002:NTA,
author = "Thomas Mikosch and Sidney Resnick and Holger
Rootz{\'e}n and Alwin Stegeman",
title = "Is Network Traffic Appriximated by Stable {L{\'e}vy}
Motion or Fractional {Brownian} Motion?",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "23--68",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961155",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Braverman:2002:TPS,
author = "Michael Braverman and Thomas Mikosch and Gennady
Samorodnitsky",
title = "Tail Probabilities of Subadditive Functionals of
{L{\'e}vy} Processes",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "69--100",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961156",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Joyce:2002:GLA,
author = "Paul Joyce and Stephen M. Krone and Thomas G. Kurtz",
title = "{Gaussian} Limits Associated with the
{Poisson--Dirichlet} Distribution and the {Ewens}
Sampling Formula",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "101--124",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961157",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alsmeyer:2002:AVP,
author = "Gerold Alsmeyer and Uwe R{\"o}sler",
title = "Asexual Versus Promiscuous Bisexual {Galton--Watson}
Processes: The Extinction Probability Ratio",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "125--142",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961158",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pham:2002:MSR,
author = "Huy{\^e}n Pham",
title = "Minimizing Shortfall Risk and Applications to Finance
and Insurance Problems",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "143--172",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961159",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Nagai:2002:RSD,
author = "Hideo Nagai and Shige Peng",
title = "Risk-Sensitive Dynamic Portfolio Optimization with
Partial Information on Infinite Time Horizon",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "173--195",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961160",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jourdain:2002:AAP,
author = "B. Jourdain and C. Martini",
title = "Approximation of {American} Put Prices by {European}
Prices via an Embedding Method",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "196--223",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961161",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jarner:2002:PCR,
author = "S{\o}ren F. Jarner and Gareth O. Roberts",
title = "Polynomial Convergence Rates of {Markov} Chains",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "224--247",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961162",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Francois:2002:GOE,
author = "Olivier Fran{\c{c}}ois",
title = "Global Optimization with Exploration/Selection
Algorithms and Simulated Annealing",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "248--271",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961163",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Penrose:2002:LTR,
author = "Mathew D. Penrose and J. E. Yukich",
title = "Limit Theory for Random Sequential Packing and
Deposition",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "272--301",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961164",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ma:2002:NMB,
author = "Jin Ma and Philip Protter and Jaime {San Mart{\'\i}n}
and Soledad Torres",
title = "Numberical Method for Backward Stochastic Differential
Equations",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "302--316",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961165",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Toomey:2002:LDP,
author = "Fergal Toomey",
title = "Large Deviations of Products of Random Topical
Operators",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "317--333",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961166",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jourdain:2002:PCM,
author = "B. Jourdain",
title = "Probabilistic Characteristics Method for a
One-Dimensional Inviscid Scalar Conservation Law",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "334--360",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961167",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chow:2002:SWE,
author = "Pao-Liu Chow",
title = "Stochastic Wave Equations with Polynomial
Nonlinearity",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "361--381",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961168",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Collamore:2002:IST,
author = "J. F. Collamore",
title = "Importance Sampling Techniques for the
Multidimensional Ruin Problem for General {Markov}
Additive Sequences of Random Vectors",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "382--421",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961169",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Antonelli:2002:RCP,
author = "Fabio Antonelli and Arturo Kohatsu-Higa",
title = "Rate of convergence of a particle method to the
solution of the {McKean--Vlasov} equation",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "423--476",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915611",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Shen:2002:APC,
author = "Lian Shen",
title = "Asymptotic properties of certain anisotropic walks in
random media",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "477--510",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915612",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cranston:2002:DRU,
author = "Mike Cranston and Michael Scheutzow",
title = "Dispersion rates under finite mode {Kolmogorov} flows
analysis",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "511--532",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915613",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alves:2002:STF,
author = "O. S. M. Alves and F. P. Machado and S. Yu. Popov",
title = "The shape theorem for the frog model",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "533--546",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915614",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bertoin:2002:ESS,
author = "Jean Bertoin",
title = "Eternal solutions to {Smoluchowski}'s coagulation
equation with additive kernel and their probabilistic
interpretations",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "547--564",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915615",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Camia:2002:CRT,
author = "Federico Camia and Emilio {De Santis} and Charles M.
Newman",
title = "Clusters and recurrence in the two-dimensional
zero-temperature stochastic {Ising} model",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "565--580",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915616",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Madras:2002:MCD,
author = "Neal Madras and Dana Randall",
title = "{Markov} chain decomposition for convergence rate
analysis",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "581--606",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915617",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Boucheron:2002:BBL,
author = "St{\'e}phane Boucheron and Fabrice Gamboa and
Christian L{\'e}onard",
title = "Bins and balls; Large deviations of the empirical
occupancy process",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "607--636",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915618",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Grote:2002:AEF,
author = "Mark N. Grote and Terence P. Speed",
title = "Approximate {Ewens} formulae for symmetric
overdominance selection",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "637--663",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915619",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Muller-Gronbach:2002:OUA,
author = "Thomas M{\"u}ller-Gronbach",
title = "The optimal uniform approximation of systems of
stochastic differential equations",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "664--690",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915620",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Owen:2002:UBO,
author = "M. P. Owen",
title = "Utility based optimal hedging in incomplete markets",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "691--709",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915621",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Filipovic:2002:MTS,
author = "Damir Filipovi{\'c} and Jerzy Zabczyk",
title = "{Markovian} term structure models in discrete time",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "710--729",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915622",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fleming:2002:RSC,
author = "W. H. Fleming and S. J. Sheu",
title = "Risk-sensitive control and an optimal investment model
{II}",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "730--767",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915623",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Takemura:2002:ETE,
author = "Akimichi Takemura and Satoshi Kuriki",
title = "On the equivalence of the tube and {Euler}
characteristic methods for the distribution of the
maximum of {Gaussian} fields over piecewise smooth
domains",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "768--796",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915624",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gromoll:2002:FLH,
author = "H. Christian Gromoll and Amber L. Puha and Ruth J.
Williams",
title = "The fluid limit of a heavily loaded processor sharing
queue",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "797--859",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863171",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dantzer:2002:FLS,
author = "Jean-Fran{\c{c}}ois Dantzer and Philippe Robert",
title = "Fluid limits of string valued {Markov} processes",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "860--889",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863172",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Schmidli:2002:MRP,
author = "Hanspeter Schmidli",
title = "On minimizing the ruin probability by investment and
reinsurance",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "890--907",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863173",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Basrak:2002:CMR,
author = "Bojan Basrak and Richard A. Davis and Thomas Mikosch",
title = "A characterization of multivariate regular variation",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "908--920",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863174",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Comets:2002:PLM,
author = "Francis Comets and Roberto Fern{\'a}ndez and Pablo A.
Ferrari",
title = "Processes with long memory: Regenerative construction
and perfect simulation",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "921--943",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863175",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ivanoff:2002:RCS,
author = "B. Gail Ivanoff and Ely Merzbach",
title = "Random censoring in set-indexed survival analysis",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "944--971",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863176",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Assaf:2002:RPI,
author = "David Assaf and Larry Goldstein and Ester
Samuel-Cahn",
title = "Ratio prophet inequalities when the mortal has several
choices",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "972--984",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863177",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jordan:2002:ASC,
author = "Jonathan Jordan",
title = "Almost sure convergence for iterated functions of
independent random variables",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "985--1000",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863178",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Marchand:2002:SIT,
author = "R. Marchand",
title = "Strict inequalities for the time constant in first
passage percolation",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "1001--1038",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863179",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kouritzin:2002:CMC,
author = "Michael A. Kouritzin and Hongwei Long",
title = "Convergence of {Markov} chain approximations to
stochastic reaction-diffusion equations",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "1039--1070",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863180",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baldi:2002:AHP,
author = "Paolo Baldi and Lucia Caramellino",
title = "Asymptotics of hitting probabilities for general
one-dimensional pinned diffusions",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "1071--1095",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863181",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Budhiraja:2002:IMD,
author = "A. Budhiraja",
title = "On invariant measures of discrete time filters in the
correlated signal-noise case",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "1096--1113",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863182",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lasserre:2002:BMS,
author = "Jean B. Lasserre",
title = "Bounds on measures satisfying moment conditions",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "1114--1137",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863183",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Choi:2002:ANS,
author = "K. P. Choi and Aihua Xia",
title = "Approximating the number of successes in independent
trials: Binomial versus {Poisson}",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1139--1148",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125856",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bai:2002:GAT,
author = "Z. D. Bai and Feifang Hu and Li-Xin Zhang",
title = "{Gaussian} approximation theorems for urn models and
their applications",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1149--1173",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125857",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Denuit:2002:SGI,
author = "Michel Denuit and Alfred M{\"u}ller",
title = "Smooth generators of integral stochastic orders",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1174--1184",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125858",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Solan:2002:UVR,
author = "Eilon Solan and Nicolas Vieille",
title = "Uniform value in recursive games",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1185--1201",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125859",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bruss:2002:HRC,
author = "F. Thomas Bruss and Thomas S. Ferguson",
title = "High-risk and competitive investment models",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1202--1226",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125860",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Guasoni:2002:OIT,
author = "Paolo Guasoni",
title = "Optimal investment with transaction costs and without
semimartingales",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1227--1246",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125861",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Paulsen:2002:CLA,
author = "Jostein Paulsen",
title = "On {Cram{\'e}r-like} asymptotics for risk processes
with stochastic return on investments",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1247--1260",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125862",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Boyarchenko:2002:BOT,
author = "Svetlana Boyarchenko and Sergei Levendorski{\u{i}}",
title = "Barrier options and touch-and-out options under
regular {L{\'e}vy} processes of exponential type",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1261--1298",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125863",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Evans:2002:ESF,
author = "Steven N. Evans and David Steinsaltz",
title = "Estimating some features of {$ N K $} fitness
landscapes",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1299--1321",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125864",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lowe:2002:SRT,
author = "Matthias L{\"o}we and Heinrich Matzinger",
title = "Scenery reconstruction in two dimensions with many
colors",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1322--1347",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125865",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cox:2002:SSM,
author = "J. Theodore Cox and Richard Durrett",
title = "The stepping stone model: New formulas expose old
myths",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1348--1377",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See correction \cite{Cox:2003:CSS}.",
URL = "http://projecteuclid.org/euclid.aoap/1037125866",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jacka:2002:AOF,
author = "Saul Jacka",
title = "Avoiding the origin: a finite-fuel stochastic control
problem",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1378--1389",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125867",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ma:2002:RTB,
author = "Jin Ma and Jianfeng Zhang",
title = "Representation theorems for backward stochastic
differential equations",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1390--1418",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125868",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Berglund:2002:SPA,
author = "Nils Berglund and Barbara Gentz",
title = "A sample-paths approach to noise-induced
synchronization: Stochastic resonance in a double-well
potential",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1419--1470",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125869",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Inoue:2002:ABP,
author = "Akihiko Inoue",
title = "Asymptotic behavior for partial autocorrelation
functions of fractional {ARIMA} processes",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1471--1491",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125870",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Miclo:2002:ART,
author = "L. Miclo",
title = "About relaxation time of finite generalized
{Metropolis} algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1492--1515",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125871",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anonymous:2002:VIA,
author = "Anonymous",
title = "Volume Index, {{\booktitle{Ann. Appl. Probab.}}, vol.
12 (2002)}",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "iii--ix",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125872",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Embrechts:2003:RPH,
author = "Paul Embrechts and Gennady Samorodnitsky",
title = "Ruin problem and how fast stochastic processes",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "1--36",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1042765661",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Foss:2003:MRT,
author = "Serguei Foss and Stan Zachary",
title = "The maximum on a random time interval of a random walk
with long-tailed increments and negative drift",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "37--53",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1042765662",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kruk:2003:MIH,
author = "Lukasz Kruk and John Lehoczky and Steven Shreve and
Shu-Ngai Yeung",
title = "Multiple-input heavy-traffic real-time queues",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "54--99",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1042765663",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ramanan:2003:FHT,
author = "Kavita Ramanan and Martin I. Reiman",
title = "Fluid and heavy traffic diffusion limits for a
generalized processor sharing model",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "100--139",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1042765664",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Talay:2003:SPM,
author = "Denis Talay and Olivier Vaillant",
title = "A stochastic particle method with random weights for
the computation of statistical solutions of
{McKean--Vlasov} equations",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "140--180",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1042765665",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Joyce:2003:WCO,
author = "Paul Joyce and Stephen M. Krone and Thomas G. Kurtz",
title = "When can one detect overdominant selection in the
infinite-alleles model?",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "181--212",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1042765666",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Koltchinskii:2003:BGE,
author = "Vladimir Koltchinskii and Dmitriy Panchenko and
Fernando Lozano",
title = "Bounding the generalization error of convex
combinations of classifiers: balancing the
dimensionality and the margins",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "213--252",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1042765667",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mahmoud:2003:DDR,
author = "Hosam M. Mahmoud and Ralph Neininger",
title = "Distribution of distances in random binary search
trees",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "253--276",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1042765668",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Penrose:2003:WLL,
author = "Mathew D. Penrose and J. E. Yukich",
title = "Weak laws of large numbers in geometric probability",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "277--303",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1042765669",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kontoyiannis:2003:STL,
author = "I. Kontoyiannis and S. P. Meyn",
title = "Spectral theory and limit theorems for geometrically
ergodic {Markov} processes",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "304--362",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1042765670",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Guo:2003:CTC,
author = "Xianping Guo and On{\'e}simo Hern{\'a}ndez-Lerma",
title = "Continuous-time controlled {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "363--388",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1042765671",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Berkes:2003:CSA,
author = "Istv{\'a}n Berkes and Lajos Horv{\'a}th",
title = "Correction: {``Strong approximation of the empirical
process of GARCH sequences''}",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "389--389",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Berkes:2001:SAE}.",
URL = "http://projecteuclid.org/euclid.aoap/1042765672",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Harrison:2003:CBM,
author = "Michael J. Harrison",
title = "Correction: {``Brownian models of open processing
networks: canonical representation of workload''}",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "390--393",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Harrison:2000:BMO}.",
URL = "http://projecteuclid.org/euclid.aoap/1042765673",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chan:2003:SAN,
author = "Hock Peng Chan and Tze Leung Lai",
title = "Saddlepoint approximations and nonlinear boundary
crossing probabilities of {Markov} random walks",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "395--429",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689586",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Duffy:2003:LAS,
author = "Ken Duffy and John T. Lewis and Wayne G. Sullivan",
title = "Logarithmic asymptotics for the supremum of a
stochastic process",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "430--445",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689587",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ganesh:2003:IRF,
author = "Ayalvadi Ganesh and Neil O'Connell and Balaji
Prabhakar",
title = "Invariant rate functions for discrete-time queues",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "446--474",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689588",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ney:2003:HML,
author = "P. E. Ney and A. N. Vidyashankar",
title = "Harmonic moments and large deviation rates for
supercritical branching processes",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "475--489",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689589",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cohn:2003:MBL,
author = "Harry Cohn and Qiao Wang",
title = "Multitype branching limit behavior",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "490--500",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689590",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cox:2003:RID,
author = "J. Theodore Cox and Achim Klenke",
title = "Rescaled interacting diffusions converge to super
{Brownian} motion",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "501--514",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689591",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Guerin:2003:SLE,
author = "H{\'e}l{\`e}ne Gu{\'e}rin",
title = "Solving {Landau} equation for some soft potentials
through a probabilistic approach",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "515--539",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689592",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Malrieu:2003:CEG,
author = "Florent Malrieu",
title = "Convergence to equilibrium for granular media
equations and their {Euler} schemes",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "540--560",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689593",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fricker:2003:DCL,
author = "Christine Fricker and Philippe Robert and Danielle
Tibi",
title = "A degenerate central limit theorem for single resource
loss systems",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "561--575",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689594",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jelenkovic:2003:ALP,
author = "Predrag Jelenkovi{\'c} and Petar
Mom{\v{c}}ilovi{\'c}",
title = "Asymptotic loss probability in a finite buffer fluid
queue with hetergeneous heavy-tailed on--off
processes",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "576--603",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689595",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chen:2003:ACM,
author = "Mu-Fa Chen and Ying-Zhe Wang",
title = "Algebraic convergence of {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "604--627",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689596",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Latouche:2003:TMA,
author = "Guy Latouche and Marie-Ange Remiche and Peter Taylor",
title = "Transient {Markov} arrival processes",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "628--640",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689597",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Berkes:2003:ARL,
author = "Istv{\'a}n Berkes and Lajos Horv{\'a}th",
title = "Asymptotic results for long memory {LARCH} sequences",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "641--668",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689598",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Stacey:2003:PIP,
author = "Alan Stacey",
title = "Partial immunization processes",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "669--690",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689599",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Caputo:2003:RTA,
author = "Pietro Caputo and Fabio Martinelli",
title = "Relaxation time of anisotropic simple exclusion
processes and quantum {Heisenberg} models",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "691--721",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689600",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Booth:2003:CAC,
author = "Lorna Booth and Jehoshua Bruck and Massimo
Franceschetti and Ronald Meester",
title = "Covering algorithms, continuum percolation and the
geometry of wireless networks",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "722--741",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689601",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jakubenas:2003:SRP,
author = "Paulius Jakub{\.e}nas and Shlomo Levental and
Micha{\l} Ryznar",
title = "The super-replication problem via probabilistic
methods",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "742--773",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689602",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Goll:2003:CES,
author = "Thomas Goll and Jan Kallsen",
title = "A complete explicit solution to the log-optimal
portfolio problem",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "774--799",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689603",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lamberton:2003:CPN,
author = "Damien Lamberton and St{\'e}phane Villeneuve",
title = "Critical price near maturity for an {American} option
on a dividend-paying stock",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "800--815",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689604",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cox:2003:CSS,
author = "Theodore Cox and Richard Durrett",
title = "Correction: {``The stepping stone model: new formulas
expose old myths''}",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "816--816",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Cox:2002:SSM}.",
URL = "http://projecteuclid.org/euclid.aoap/1050689605",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mossel:2003:IFT,
author = "Elchanan Mossel and Yuval Peres",
title = "Information flow on trees",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "817--844",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202828",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Eibeck:2003:SIP,
author = "Andreas Eibeck and Wolfgang Wagner",
title = "Stochastic interacting particle systems and nonlinear
kinetic equations",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "845--889",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202829",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Janson:2003:VTP,
author = "Svante Janson and Johan Tysk",
title = "Volatility time and properties of option prices",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "890--913",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202830",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kunitomo:2003:VAE,
author = "Naoto Kunitomo and Akihiko Takahashi",
title = "On validity of the asymptotic expansion approach in
contingent claim analysis",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "914--952",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202831",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Detemple:2003:VAC,
author = "Jerome Detemple and Shui Feng and Weidong Tian",
title = "The valuation of {American} call options on the
minimum of two dividend-paying assets",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "953--983",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202832",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Duffie:2003:APA,
author = "D. Duffie and D. Filipovi{\'c} and W. Schachermayer",
title = "Affine processes and applications in finance",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "984--1053",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202833",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gaier:2003:ARP,
author = "J. Gaier and P. Grandits and W. Schachermayer",
title = "Asymptotic ruin probabilities and optimal investment",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "1054--1076",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202834",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kyprianou:2003:POC,
author = "A. E. Kyprianou and M. R. Pistorius",
title = "Perpetual options and Canadization through fluctuation
theory",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "1077--1098",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202835",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pergamenshchikov:2003:LTL,
author = "S. Pergamenshchikov",
title = "Limit theorem for {Leland}'s strategy",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "1099--1118",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202836",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Harrison:2003:BVB,
author = "J. Michael Harrison",
title = "A broader view of {Brownian} networks",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "1119--1150",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202837",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Stolyar:2003:CEE,
author = "Alexander L. Stolyar",
title = "Control of end-to-end delay tails in a multiclass
network: {LWDF} discipline optimality",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "1151--1206",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202838",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lachal:2003:SPD,
author = "Aim{\'e} Lachal",
title = "Some probability distributions in modeling {DNA}
replication",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "1207--1230",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202839",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Leslie:2003:CMT,
author = "David S. Leslie and E. J. Collins",
title = "Convergent multiple-timescales reinforcement learning
algorithms in normal form games",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1231--1251",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786497",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bruss:2003:MMD,
author = "F. Thomas Bruss and Rudolf Gr{\"u}bel",
title = "On the multiplicity of the maximum in a discrete
random sample",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1252--1263",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786498",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chassaing:2003:SQO,
author = "P. Chassaing and J. F. Marckert and M. Yor",
title = "A stochastically quasi-optimal search algorithm for
the maximum of the simple random walk",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1264--1295",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786499",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Frydman:2003:MLE,
author = "Halina Frydman and Peter Lakner",
title = "Maximum likelihood estimation of hidden {Markov}
processes",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1296--1312",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786500",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kurkova:2003:MTJ,
author = "I. A. Kurkova and Y. M. Suhov",
title = "{Malyshev}'s theory and {JS}-queues. Asymptotics of
stationary probabilities",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1313--1354",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786501",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Resnick:2003:LHP,
author = "Sidney Resnick and Gennady Samorodnitsky",
title = "Limits of on\slash off hierarchical product models for
data transmission",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1355--1398",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786502",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{MacPhee:2003:CRW,
author = "I. M. MacPhee and M. V. Menshikov",
title = "Critical random walks on two-dimensional complexes
with applications to polling systems",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1399--1422",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786503",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gajrat:2003:LDA,
author = "Alexander Gajrat and Arie Hordijk and Ad Ridder",
title = "Large-deviations analysis of the fluid approximation
for a controllable tandem queue",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1423--1448",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786504",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rabehasaina:2003:SAS,
author = "Landy Rabehasaina and Bruno Sericola",
title = "Stability analysis of second-order fluid flow models
in a stationary ergodic environment",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1449--1473",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786505",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alanyali:2003:AEA,
author = "Murat Alanyali",
title = "Asymptotically exact analysis of a loss network with
channel continuity",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1474--1493",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786506",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Klein:2003:FLL,
author = "Irene Klein",
title = "Free lunch for large financial markets with continuous
price processes",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1494--1503",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786507",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kramkov:2003:NSC,
author = "D. Kramkov and W. Schachermayer",
title = "Necessary and sufficient conditions in the problem of
optimal investment in incomplete markets",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1504--1516",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786508",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alvarez:2003:PEM,
author = "Luis H. R. Alvarez",
title = "On the properties of $r$-excessive mappings for a
class of diffusions",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1517--1533",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786509",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bienvenue:2003:SAR,
author = "A. Bienven{\"u}e and J. B{\'e}rard",
title = "Sharp asymptotic results for simplified
mutation-selection algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1534--1568",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786510",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Asselah:2003:EQS,
author = "Amine Asselah and Fabienne Castell",
title = "Existence of quasi-stationary measures for asymmetric
attractive particle systems on {$ \mathbb {Z}^d $}",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1569--1590",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786511",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gao:2003:EDE,
author = "Fuqing Gao and Jeremy Quastel",
title = "Exponential decay of entropy in the random
transposition and {Bernoulli--Laplace} models",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1591--1600",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786512",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chow:2003:LDF,
author = "Yunshyong Chow and Yu Zhang",
title = "Large deviations in first-passage percolation",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1601--1614",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786513",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Husler:2003:CUN,
author = "J. H{\"u}sler and V. Piterbarg and O. Seleznjev",
title = "On convergence of the uniform norms for {Gaussian}
processes and linear approximation problems",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1615--1653",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786514",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anonymous:2003:VIA,
author = "Anonymous",
title = "Volume Index, {{\booktitle{Ann. Appl. Probab.}}, vol.
13 (2003)}",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "iii--x",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786515",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Stolyar:2004:MSG,
author = "Alexander L. Stolyar",
title = "{MaxWeight} scheduling in a generalized switch: State
space collapse and workload minimization in heavy
traffic",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "1--53",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828046",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Weissman:2004:UPR,
author = "Tsachy Weissman and Neri Merhav",
title = "Universal prediction of random binary sequences in a
noisy environment",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "54--89",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828047",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Guillemin:2004:AAE,
author = "Fabrice Guillemin and Philippe Robert and Bert Zwart",
title = "{AIMD} algorithms and exponential functionals",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "90--117",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828048",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cohort:2004:LTR,
author = "Pierre Cohort",
title = "Limit theorems for random normalized distortion",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "118--143",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828049",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{LeGland:2004:SUA,
author = "Fran{\c{c}}ois {Le Gland} and Nadia Oudjane",
title = "Stability and uniform approximation of nonlinear
filters using the {Hilbert} metric and application to
particle filters",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "144--187",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828050",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Etheridge:2004:SEL,
author = "A. M. Etheridge",
title = "Survival and extinction in a locally regulated
population",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "188--214",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828051",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Avram:2004:EPS,
author = "F. Avram and A. E. Kyprianou and M. R. Pistorius",
title = "Exit problems for spectrally negative {L{\'e}vy}
processes and applications to (Canadized) {Russian}
options",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "215--238",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828052",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Boroczky:2004:ASC,
author = "K{\'a}roly B{\"o}r{\"o}czky and Matthias Reitzner",
title = "Approximation of smooth convex bodies by random
circumscribed polytopes",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "239--273",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828053",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Wilson:2004:MTL,
author = "David Bruce Wilson",
title = "Mixing times of lozenge tiling and card shuffling
{Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "274--325",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828054",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dai:2004:SIT,
author = "J. G. Dai and John J. Hasenbein and John H. Vande
Vate",
title = "Stability and instability of a two-station queueing
network",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "326--377",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828055",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Neininger:2004:GLT,
author = "Ralph Neininger and Ludger R{\"u}schendorf",
title = "A general limit theorem for recursive algorithms and
combinatorial structures",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "378--418",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828056",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Huisinga:2004:PTM,
author = "Wilhelm Huisinga and Sean Meyn and Christof
Sch{\"u}tte",
title = "Phase transitions and metastability in {Markovian} and
molecular systems",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "419--458",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828057",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zhang:2004:NSB,
author = "Jianfeng Zhang",
title = "A numerical scheme for {BSDEs}",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "459--488",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828058",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Korolyuk:2004:ADA,
author = "Vladimir S. Korolyuk and Nikolaos Limnios",
title = "Average and diffusion approximation of stochastic
evolutionary systems in an asymptotic split state
space",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "489--516",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828059",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Puha:2004:ISR,
author = "Amber L. Puha and Ruth J. Williams",
title = "Invariant states and rates of convergence for a
critical fluid model of a processor sharing queue",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "517--554",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737103",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gromoll:2004:DAP,
author = "H. Christian Gromoll",
title = "Diffusion approximation for a processor sharing queue
in heavy traffic",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "555--611",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737104",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baccelli:2004:MTM,
author = "Fran{\c{c}}ois Baccelli and Serguei Foss",
title = "Moments and tails in monotone-separable stochastic
networks",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "612--650",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737105",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kratz:2004:RGM,
author = "Marie F. Kratz and Pierre Picco",
title = "A representation of {Gibbs} measure for the random
energy model",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "651--677",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737106",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bouchard:2004:DFU,
author = "B. Bouchard and N. Touzi and A. Zeghal",
title = "Dual formulation of the utility maximization problem:
The case of nonsmooth utility",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "678--717",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737107",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Panholzer:2004:STS,
author = "Alois Panholzer and Helmut Prodinger",
title = "Spanning tree size in random binary search trees",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "718--733",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737108",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Huber:2004:PSU,
author = "Mark Huber",
title = "Perfect sampling using bounding chains",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "734--753",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737109",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Barton:2004:CRB,
author = "N. H. Barton and A. M. Etheridge and A. K. Sturm",
title = "Coalescence in a random background",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "754--785",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737110",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lefebvre:2004:HPD,
author = "Mario Lefebvre",
title = "A homing problem for diffusion processes with
control-dependent variance",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "786--795",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737111",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Konda:2004:CRL,
author = "Vijay R. Konda and John N. Tsitsiklis",
title = "Convergence rate of linear two-time-scale stochastic
approximation",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "796--819",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737112",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Albin:2004:OSM,
author = "J. M. P. Albin and Gennady Samorodnitsky",
title = "On overload in a storage model, with a self-similar
and infinitely divisible input",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "820--844",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737113",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hugonnier:2004:OIR,
author = "Julien Hugonnier and Dmitry Kramkov",
title = "Optimal investment with random endowments in
incomplete markets",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "845--864",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737114",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jiang:2004:ADL,
author = "Tiefeng Jiang",
title = "The asymptotic distributions of the largest entries of
sample correlation matrices",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "865--880",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737115",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Litvak:2004:MTT,
author = "Nelly Litvak and Willem R. van Zwet",
title = "On the minimal travel time needed to collect n items
on a circle",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "881--902",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737116",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zwart:2004:EAF,
author = "Bert Zwart and Sem Borst and Michel Mandjes",
title = "Exact asymptotics for fluid queues fed by multiple
heavy-tailed on--off flows",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "903--957",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737117",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Leon:2004:OHB,
author = "Carlos A. Le{\'o}n and Fran{\c{c}}ois Perron",
title = "Optimal {Hoeffding} bounds for discrete reversible
{Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "958--970",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737118",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kluppelberg:2004:TSD,
author = "Claudia Kl{\"u}ppelberg and Serguei
Pergamenchtchikov",
title = "The tail of the stationary distribution of a random
coefficient {AR} (q) model",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "971--1005",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737119",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Delcoigne:2004:LDP,
author = "Franck Delcoigne and Arnaud {de La Fortelle}",
title = "Large deviations problems for star networks: The min
policy",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "1006--1028",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737120",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Miyazawa:2004:HPM,
author = "Masakiyo Miyazawa",
title = "Hitting probabilities in a {Markov} additive process
with linear movements and upward jumps: Applications to
risk and queueing processes",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "1029--1054",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737121",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kelly:2004:FMN,
author = "F. P. Kelly and R. J. Williams",
title = "Fluid model for a network operating under a fair
bandwidth-sharing policy",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1055--1083",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736278",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Atar:2004:SMC,
author = "Rami Atar and Avi Mandelbaum and Martin I. Reiman",
title = "Scheduling a multi class queue with many exponential
servers: asymptotic optimality in heavy traffic",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1084--1134",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736279",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ney:2004:LLT,
author = "Peter E. Ney and Anand N. Vidyashankar",
title = "Local limit theory and large deviations for
supercritical Branching processes",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1135--1166",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See correction \cite{Ney:2006:CAL}.",
URL = "http://projecteuclid.org/euclid.aoap/1089736280",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cetin:2004:MCR,
author = "Umut {\c{C}}etin and Robert Jarrow and Philip Protter
and Y{\i}ld{\i}ray Y{\i}ld{\i}r{\i}m",
title = "Modeling credit risk with partial information",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1167--1178",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736281",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Drees:2004:MLE,
author = "Holger Drees and Ana Ferreira and Laurens de Haan",
title = "On maximum likelihood estimation of the extreme value
index",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1179--1201",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736282",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fuh:2004:UMR,
author = "Cheng-Der Fuh",
title = "Uniform {Markov} renewal theory and ruin probabilities
in {Markov} random walks",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1202--1241",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736283",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gangopadhyay:2004:ROT,
author = "Sreela Gangopadhyay and Rahul Roy and Anish Sarkar",
title = "Random oriented trees: a model of drainage networks",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1242--1266",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736284",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Carmona:2004:CHP,
author = "Rene Carmona and Michael Tehranchi",
title = "A characterization of hedging portfolios for interest
rate contingent claims",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1267--1294",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736285",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hobert:2004:MRA,
author = "James P. Hobert and Christian P. Robert",
title = "A mixture representation of $ \pi $ with applications
in {Markov} chain {Monte Carlo} and perfect sampling",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1295--1305",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736286",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kruk:2004:EDF,
author = "{\L}ukasz Kruk and John Lehoczky and Steven Shreve and
Shu-Ngai Yeung",
title = "Earliest-deadline-first service in heavy-traffic
acyclic networks",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1306--1352",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736287",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Douc:2004:PDC,
author = "Randal Douc and Gersende Fort and Eric Moulines and
Philippe Soulier",
title = "Practical drift conditions for subgeometric rates of
convergence",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1353--1377",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736288",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Huzak:2004:RPD,
author = "Miljenko Huzak and Mihael Perman and Hrvoje
{\v{S}}iki{\'c} and Zoran Vondra{\v{c}}ek",
title = "Ruin probabilities and decompositions for general
perturbed risk processes",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1378--1397",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736289",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Schied:2004:NPP,
author = "Alexander Schied",
title = "On the {Neyman--Pearson} problem for law-invariant
risk measures and robust utility functionals",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1398--1423",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736290",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lamberton:2004:WCT,
author = "Damien Lamberton and Gilles Pag{\`e}s and Pierre
Tarr{\`e}s",
title = "When can the two-armed bandit algorithm be trusted?",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1424--1454",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736291",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Benaim:2004:GUM,
author = "Michel Bena{\"\i}m and Sebastian J. Schreiber and
Pierre Tarr{\`e}s",
title = "Generalized {URN} models of evolutionary processes",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1455--1478",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736292",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Breyer:2004:OSM,
author = "Laird Arnault Breyer and Mauro Piccioni and Sergio
Scarlatti",
title = "Optimal scaling of {MaLa} for nonlinear regression",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1479--1505",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736293",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lokka:2004:SPD,
author = "Arne L{\o}kka and Bernt {\O}ksendal and Frank Proske",
title = "Stochastic partial differential equations driven by
{L{\'e}vy} space-time white noise",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1506--1528",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736294",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{DeBlassie:2004:IBM,
author = "R. Dante DeBlassie",
title = "Iterated {Brownian} motion in an open set",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1529--1558",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736295",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Friedland:2004:CPE,
author = "Shmuel Friedland and Brian Rider and Ofer Zeitouni",
title = "Concentration of permanent estimators for certain
large matrices",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1559--1576",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736296",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Grigorescu:2004:BDS,
author = "Ilie Grigorescu and Min Kang and Timo
Sepp{\"a}l{\"a}inen",
title = "Behavior dominated by slow particles in a disordered
asymmetric exclusion process",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1577--1602",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736297",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lasserre:2004:BMS,
author = "Jean B. Lasserre",
title = "Bounds on measures satisfying moment conditions",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1603--1603",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736298",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Muller-Gronbach:2004:OPA,
author = "Thomas M{\"u}ller-Gronbach",
title = "Optimal pointwise approximation of {SDEs} based on
{Brownian} motion at discrete points",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "1605--1642",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674072",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Douc:2004:QBC,
author = "R. Douc and E. Moulines and Jeffrey S. Rosenthal",
title = "Quantitative bounds on convergence of
time-inhomogeneous {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "1643--1665",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674073",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Komorowski:2004:SLO,
author = "Tomasz Komorowski and Grzegorz Krupa",
title = "On stationarity of {Lagrangian} observations of
passive tracer velocity in a compressible environment",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "1666--1697",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674074",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Iyengar:2004:EPF,
author = "Garud Iyengar and Karl Sigman",
title = "Exponential penalty function control of loss
networks",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "1698--1740",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674075",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jerrum:2004:EBP,
author = "Mark Jerrum and Jung-Bae Son and Prasad Tetali and
Eric Vigoda",
title = "Elementary bounds on {Poincar{\'e}} and log-{Sobolev}
constants for decomposable {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "1741--1765",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674076",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kluppelberg:2004:RPO,
author = "Claudia Kl{\"u}ppelberg and Andreas E. Kyprianou and
Ross A. Maller",
title = "Ruin probabilities and overshoots for general
{L{\'e}vy} insurance risk processes",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "1766--1801",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674077",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bhattacharya:2004:SDR,
author = "Rabi Bhattacharya and Mukul Majumdar",
title = "Stability in distribution of randomly perturbed
quadratic maps as {Markov} processes",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "1802--1809",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674078",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Choulli:2004:IBD,
author = "Tahir Choulli and Michael Taksar and Xun Yu Zhou",
title = "Interplay between dividend rate and business
constraints for a financial corporation",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "1810--1837",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674079",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Silvestrov:2004:LTM,
author = "Dmitrii S. Silvestrov and Jozef L. Teugels",
title = "Limit theorems for mixed max--sum processes with
renewal stopping",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "1838--1868",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674080",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Balister:2004:CPS,
author = "Paul Balister and B{\'e}la Bollob{\'a}s and Mark
Walters",
title = "Continuum percolation with steps in an annulus",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "1869--1879",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674081",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fournier:2004:MPD,
author = "Nicolas Fournier and Sylvie M{\'e}l{\'e}ard",
title = "A microscopic probabilistic description of a locally
regulated population and macroscopic approximations",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "1880--1919",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674082",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cline:2004:SLE,
author = "Daren B. H. Cline and Huay-min H. Pu",
title = "Stability and the {Lyapounov} exponent of threshold
{AR--ARCH} Models",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "1920--1949",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674083",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Goldstein:2004:NAH,
author = "Larry Goldstein",
title = "Normal approximation for hierarchical structures",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "1950--1969",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674084",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Biagini:2004:SRP,
author = "Sara Biagini and Marco Frittelli",
title = "On the super replication price of unbounded claims",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "1970--1991",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674085",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chi:2004:LLE,
author = "Zhiyi Chi",
title = "Limit laws of estimators for critical multi-type
{Galton--Watson} processes",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "1992--2015",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674086",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Albin:2004:SSI,
author = "J. M. P. Albin",
title = "On sampling of stationary increment processes",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "2016--2037",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674087",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chigansky:2004:SNF,
author = "Pavel Chigansky and Robert Liptser",
title = "Stability of nonlinear filters in nonmixing case",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "2038--2056",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674088",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kroese:2004:SPT,
author = "D. P. Kroese and W. R. W. Scheinhardt and P. G.
Taylor",
title = "Spectral properties of the tandem {Jackson} network,
seen as a quasi-birth-and-death process",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "2057--2089",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674089",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Glasserman:2004:NPV,
author = "Paul Glasserman and Bin Yu",
title = "Number of paths versus number of basis functions in
{American} option pricing",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "2090--2119",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674090",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Popovic:2004:AGC,
author = "Lea Popovic",
title = "Asymptotic genealogy of a critical branching process",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "2120--2148",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674091",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lazrak:2004:GSD,
author = "Ali Lazrak",
title = "Generalized stochastic differential utility and
preference for information",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "2149--2175",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674092",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dalang:2004:RTS,
author = "Robert C. Dalang and M.-O. Hongler",
title = "The right time to sell a stock whose price is driven
by {Markovian} noise",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "2176--2201",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674093",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dupuis:2005:DIS,
author = "Paul Dupuis and Hui Wang",
title = "Dynamic importance sampling for uniformly recurrent
{Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1A",
pages = "1--38",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:57:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1106922319",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Herrmann:2005:EPD,
author = "Samuel Herrmann and Peter Imkeller",
title = "The exit problem for diffusions with time-periodic
drift and stochastic resonance",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1A",
pages = "39--68",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:57:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1106922320",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Arora:2005:LMS,
author = "Sanjeev Arora and Ravi Kannan",
title = "Learning mixtures of separated nonspherical
{Gaussians}",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1A",
pages = "69--92",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:57:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1106922321",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Nacu:2005:FSN,
author = "{\c{S}}erban Nacu and Yuval Peres",
title = "Fast simulation of new coins from old",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1A",
pages = "93--115",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:57:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1106922322",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Strasser:2005:CAF,
author = "Eva Strasser",
title = "Characterization of arbitrage-free markets",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1A",
pages = "116--124",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:57:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1106922323",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Darling:2005:SLR,
author = "R. W. R. Darling and J. R. Norris",
title = "Structure of large random hypergraphs",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1A",
pages = "125--152",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:57:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1106922324",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chi:2005:LDT,
author = "Zhiyi Chi",
title = "Large deviations for template matching between point
processes",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1A",
pages = "153--174",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:57:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1106922325",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cavazos-Cadena:2005:COR,
author = "Rolando Cavazos-Cadena and Daniel
Hern{\'a}ndez-Hern{\'a}ndez",
title = "A characterization of the optimal risk-sensitive
average cost in finite controlled {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1A",
pages = "175--212",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:57:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1106922326",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baryshnikov:2005:GLR,
author = "Yu. Baryshnikov and J. E. Yukich",
title = "{Gaussian} limits for random measures in geometric
probability",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1A",
pages = "213--253",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:57:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1106922327",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Azais:2005:DMG,
author = "Jean-Marc Aza{\"\i}s and Mario Wschebor",
title = "On the distribution of the maximum of a {Gaussian}
field with d parameters",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1A",
pages = "254--278",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:57:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1106922328",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Grubel:2005:MPA,
author = "Rudolf Gr{\"u}bel and Nikol{\v{c}}e Stefanoski",
title = "Mixed {Poisson} approximation of node depth
distributions in random binary search trees",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1A",
pages = "279--297",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:57:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1106922329",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Garet:2005:CTT,
author = "Olivier Garet and R{\'e}gine Marchand",
title = "Coexistence in two-type first-passage percolation
models",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1A",
pages = "298--330",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:57:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1106922330",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ata:2005:HTA,
author = "Baris Ata and Sunil Kumar",
title = "Heavy traffic analysis of open processing networks
with complete resource pooling: Asymptotic optimality
of discrete review policies",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1A",
pages = "331--391",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:57:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1106922331",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Heinrich:2005:LDE,
author = "Lothar Heinrich",
title = "Large deviations of the empirical volume fraction for
stationary {Poisson} grain models",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1A",
pages = "392--420",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:57:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1106922332",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dietz:2005:LDC,
author = "Zach Dietz and Sunder Sethuraman",
title = "Large deviations for a class of nonhomogeneous
{Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1A",
pages = "421--486",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:57:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1106922333",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gapeev:2005:DPC,
author = "Pavel V. Gapeev",
title = "The disorder problem for compound {Poisson} processes
with exponential jumps",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1A",
pages = "487--499",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:57:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1106922334",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zwart:2005:SAH,
author = "Bert Zwart and Sem Borst and Krzystof D{\k{e}}bicki",
title = "Subexponential asymptotics of hybrid fluid and ruin
models",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1A",
pages = "500--517",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:57:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1106922335",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Foley:2005:LDM,
author = "Robert D. Foley and David R. McDonald",
title = "Large deviations of a modified {Jackson} network:
Stability and rough asymptotics",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1B",
pages = "519--541",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1107271659",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Foley:2005:BNE,
author = "Robert D. Foley and David R. McDonald",
title = "Bridges and networks: Exact asymptotics",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1B",
pages = "542--586",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1107271660",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Douc:2005:MDP,
author = "R. Douc and A. Guillin and J. Najim",
title = "Moderate deviations for particle filtering",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1B",
pages = "587--614",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1107271661",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Schuhmacher:2005:UBS,
author = "Dominic Schuhmacher",
title = "Upper bounds for spatial point process
approximations",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1B",
pages = "615--651",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1107271662",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Arratia:2005:HLD,
author = "Richard Arratia and Thomas M. Liggett",
title = "How likely is an {i.i.d.} degree sequence to be
graphical?",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1B",
pages = "652--670",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1107271663",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zahle:2005:SSM,
author = "Iljana Z{\"a}hle and J. Theodore Cox and Richard
Durrett",
title = "The stepping stone model. {II}: Genealogies and the
infinite sites model",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1B",
pages = "671--699",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1107271664",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baxendale:2005:RTC,
author = "Peter H. Baxendale",
title = "Renewal theory and computable convergence rates for
geometrically ergodic {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1B",
pages = "700--738",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1107271665",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hoffman:2005:CRT,
author = "Christopher Hoffman",
title = "Coexistence for {Richardson} type competing spatial
growth models",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1B",
pages = "739--747",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1107271666",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zitkovic:2005:UMS,
author = "Gordan {\v{Z}}itkovi{\'c}",
title = "Utility maximization with a stochastic clock and an
unbounded random endowment",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1B",
pages = "748--777",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1107271667",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Matzinger:2005:RTC,
author = "Heinrich Matzinger",
title = "Reconstructing a two-color scenery by observing it
along a simple random walk path",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1B",
pages = "778--819",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1107271668",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Atar:2005:DMS,
author = "Rami Atar",
title = "A diffusion model of scheduling control in queueing
systems with many servers",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1B",
pages = "820--852",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1107271669",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Penrose:2005:EAR,
author = "Mathew D. Penrose and Aidan Sudbury",
title = "Exact and approximate results for deposition and
annihilation processes on graphs",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1B",
pages = "853--889",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1107271670",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Berkes:2005:NIG,
author = "Istv{\'a}n Berkes and Lajos Horv{\'a}th and Piotr
Kokoszka",
title = "Near-integrated {GARCH} sequences",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1B",
pages = "890--913",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1107271671",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bai:2005:ARU,
author = "Zhi-Dong Bai and Feifang Hu",
title = "Asymptotics in randomized urn models",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1B",
pages = "914--940",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1107271672",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{DelMoral:2005:BET,
author = "Pierre {Del Moral} and Samy Tindel",
title = "A {Berry--Esseen} theorem for {Feynman--Kac} and
interacting particle models",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1B",
pages = "941--962",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1107271673",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bolthausen:2005:PCS,
author = "Erwin Bolthausen and Giambattista Giacomin",
title = "Periodic copolymers at selective interfaces: a large
deviations approach",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1B",
pages = "963--983",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1107271674",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Schinazi:2005:MEA,
author = "Rinaldo B. Schinazi",
title = "Mass extinctions: an alternative to the {Allee}
effect",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1B",
pages = "984--991",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1107271675",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{deSaporta:2005:TLD,
author = "Beno{\^\i}te de Saporta and Jian-Feng Yao",
title = "Tail of a linear diffusion with {Markov} switching",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1B",
pages = "992--1018",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1107271676",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Imhof:2005:LRB,
author = "Lorens A. Imhof",
title = "The long-run behavior of the stochastic replicator
dynamics",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "1B",
pages = "1019--1045",
month = feb,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1107271677",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Aldous:2005:SMT,
author = "David J. Aldous and Antar Bandyopadhyay",
title = "A survey of max-type recursive distributional
equations",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "2",
pages = "1047--1110",
month = may,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1115137969",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Becherer:2005:CSR,
author = "Dirk Becherer and Martin Schweizer",
title = "Classical solutions to reaction--diffusion systems for
hedging problems with interacting {It{\^o}} and point
processes",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "2",
pages = "1111--1144",
month = may,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1115137970",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ata:2005:DRC,
author = "Bari{\c{s}} Ata and J. M. Harrison and L. A. Shepp",
title = "Drift rate control of a {Brownian} processing system",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "2",
pages = "1145--1160",
month = may,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1115137971",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{BenArous:2005:BME,
author = "G{\'e}rard {Ben Arous} and Ji{\v{r}}{\'\i}
{\v{C}}ern{\'y}",
title = "{Bouchaud}'s model exhibits two different aging
regimes in dimension one",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "2",
pages = "1161--1192",
month = may,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1115137972",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mandjes:2005:SPL,
author = "Michel Mandjes and Miranda van Uitert",
title = "Sample-path large deviations for tandem and priority
queues with {Gaussian} inputs",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "2",
pages = "1193--1226",
month = may,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1115137973",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mountford:2005:MSC,
author = "Thomas Mountford and Herv{\'e} Guiol",
title = "The motion of a second class particle for the {TASEP}
starting from a decreasing shock profile",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "2",
pages = "1227--1259",
month = may,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1115137974",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Totally Asymmetric Exclusion Process (TASEP)",
}
@Article{Ekeland:2005:TBP,
author = "Ivar Ekeland and Erik Taflin",
title = "A theory of bond portfolios",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "2",
pages = "1260--1305",
month = may,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1115137975",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Barbour:2005:ABM,
author = "A. D. Barbour and A. Pugliese",
title = "Asymptotic behavior of a metapopulation model",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "2",
pages = "1306--1338",
month = may,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1115137976",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dupuis:2005:CDC,
author = "Paul Dupuis and Hui Wang",
title = "On the convergence from discrete to continuous time in
an optimal stopping problem",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "2",
pages = "1339--1366",
month = may,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1115137977",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rasonyi:2005:UMD,
author = "Mikl{\'o}s R{\'a}sonyi and Lukasz Stettner",
title = "On utility maximization in discrete-time financial
market models",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "2",
pages = "1367--1395",
month = may,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1115137978",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Egloff:2005:MCA,
author = "Daniel Egloff",
title = "{Monte Carlo} algorithms for optimal stopping and
statistical learning",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "2",
pages = "1396--1432",
month = may,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1115137979",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hwang:2005:AD,
author = "Chii-Ruey Hwang and Shu-Yin Hwang-Ma and Shuenn-Jyi
Sheu",
title = "Accelerating diffusions",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "2",
pages = "1433--1444",
month = may,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1115137980",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Doney:2005:CER,
author = "R. A. Doney and R. A. Maller",
title = "{Cram{\'e}r}'s estimate for a reflected {L{\'e}vy}
process",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "2",
pages = "1445--1450",
month = may,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1115137981",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bousquet-Melou:2005:WQP,
author = "Mireille Bousquet-M{\'e}lou",
title = "Walks in the quarter plane: {Kreweras}' algebraic
model",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "2",
pages = "1451--1491",
month = may,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1115137982",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chan:2005:STG,
author = "Hock Peng Chan",
title = "Summation test for gap penalties and strong law of the
local alignment score",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "2",
pages = "1492--1505",
month = may,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1115137983",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lambert:2005:BPL,
author = "Amaury Lambert",
title = "The branching process with logistic growth",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "2",
pages = "1506--1535",
month = may,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1115137984",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Christophi:2005:ODD,
author = "Costas A. Christophi and Hosam M. Mahmoud",
title = "The oscillatory distribution of distances in random
tries",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "2",
pages = "1536--1564",
month = may,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1115137985",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fort:2005:SES,
author = "G. Fort and G. O. Roberts",
title = "Subgeometric ergodicity of strong {Markov} processes",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "2",
pages = "1565--1589",
month = may,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1115137986",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Schweinsberg:2005:RPA,
author = "Jason Schweinsberg and Rick Durrett",
title = "Random partitions approximating the coalescence of
lineages during a selective sweep",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "3",
pages = "1591--1651",
month = aug,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1121433763",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gamarnik:2005:ISF,
author = "David Gamarnik and John J. Hasenbein",
title = "Instability in stochastic and fluid queueing
networks",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "3",
pages = "1652--1690",
month = aug,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1121433764",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hu:2005:UMI,
author = "Ying Hu and Peter Imkeller and Matthias M{\"u}ller",
title = "Utility maximization in incomplete markets",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "3",
pages = "1691--1712",
month = aug,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1121433765",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cheridito:2005:EAC,
author = "Patrick Cheridito and Damir Filipovi{\'c} and Marc
Yor",
title = "Equivalent and absolutely continuous measure changes
for jump-diffusion processes",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "3",
pages = "1713--1732",
month = aug,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1121433766",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Luczak:2005:PTC,
author = "Malwina J. Luczak and Colin McDiarmid",
title = "On the power of two choices: Balls and bins in
continuous time",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "3",
pages = "1733--1764",
month = aug,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1121433767",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baudoin:2005:HID,
author = "Fabrice Baudoin and Josef Teichmann",
title = "Hypoellipticity in infinite dimensions and an
application in interest rate theory",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "3",
pages = "1765--1777",
month = aug,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1121433768",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Sagitov:2005:CES,
author = "Serik Sagitov and Peter Jagers",
title = "The coalescent effective size of age-structured
populations",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "3",
pages = "1778--1797",
month = aug,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1121433769",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zhang:2005:RSB,
author = "Jianfeng Zhang",
title = "Representation of solutions to {BSDEs} associated with
a degenerate {FSDE}",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "3",
pages = "1798--1831",
month = aug,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1121433770",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Morrow:2005:SPL,
author = "G. J. Morrow and Y. Zhang",
title = "The sizes of the pioneering, lowest crossing and
pivotal sites in critical percolation on the triangular
lattice",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "3",
pages = "1832--1886",
month = aug,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1121433771",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Budhiraja:2005:LDA,
author = "Amarjit Budhiraja and Arka Prasanna Ghosh",
title = "A large deviations approach to asymptotically optimal
control of crisscross network in heavy traffic",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "3",
pages = "1887--1935",
month = aug,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1121433772",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Foss:2005:PEH,
author = "Serguei Foss and Zbigniew Palmowski and Stan Zachary",
title = "The probability of exceeding a high boundary on a
random time interval for a heavy-tailed random walk",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "3",
pages = "1936--1957",
month = aug,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1121433773",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Haas:2005:EFI,
author = "B{\'e}n{\'e}dicte Haas",
title = "Equilibrium for fragmentation with immigration",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "3",
pages = "1958--1996",
month = aug,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1121433774",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bovier:2005:SCA,
author = "Anton Bovier and Alessandra Faggionato",
title = "Spectral characterization of aging: The {REM}-like
trap model",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "3",
pages = "1997--2037",
month = aug,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1121433775",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Luczak:2005:SAS,
author = "Malwina J. Luczak and James Norris",
title = "Strong approximation for the supermarket model",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "3",
pages = "2038--2061",
month = aug,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1121433776",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alili:2005:SRF,
author = "L. Alili and A. E. Kyprianou",
title = "Some remarks on first passage of {L{\'e}vy} processes,
the {American} put and pasting principles",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "3",
pages = "2062--2080",
month = aug,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1121433777",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Wagner:2005:EPS,
author = "Wolfgang Wagner",
title = "Explosion phenomena in stochastic
coagulation--fragmentation models",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "3",
pages = "2081--2112",
month = aug,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1121433778",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mania:2005:DEU,
author = "Michael Mania and Martin Schweizer",
title = "Dynamic exponential utility indifference valuation",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "3",
pages = "2113--2143",
month = aug,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1121433779",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mora:2005:NSC,
author = "Carlos M. Mora",
title = "Numerical solution of conservative finite-dimensional
stochastic {Schr{\"o}dinger} equations",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "3",
pages = "2144--2171",
month = aug,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1121433780",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gobet:2005:RBM,
author = "Emmanuel Gobet and Jean-Philippe Lemor and Xavier
Warin",
title = "A regression-based {Monte Carlo} method to solve
backward stochastic differential equations",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "3",
pages = "2172--2202",
month = aug,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1121433781",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ellis:2005:APT,
author = "Richard S. Ellis and Peter T. Otto and Hugo
Touchette",
title = "Analysis of phase transitions in the mean-field
{Blume--Emery--Griffiths} model",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "3",
pages = "2203--2254",
month = aug,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1121433782",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Harrison:2005:WRG,
author = "J. M. Harrison and R. J. Williams",
title = "Workload reduction of a generalized {Brownian}
network",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "4",
pages = "2255--2295",
month = nov,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:46 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1133965763",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Banner:2005:AME,
author = "Adrian D. Banner and Robert Fernholz and Ioannis
Karatzas",
title = "Atlas models of equity markets",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "4",
pages = "2296--2330",
month = nov,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:46 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1133965764",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pene:2005:RCM,
author = "Fran{\c{c}}oise P{\`e}ne",
title = "Rate of convergence in the multidimensional central
limit theorem for stationary processes. Application to
the {Knudsen} gas and to the {Sinai} billiard",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "4",
pages = "2331--2392",
month = nov,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:46 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1133965765",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bouchard:2005:OCD,
author = "Bruno Bouchard and Huy{\^e}n Pham",
title = "Optimal consumption in discrete-time financial models
with industrial investment opportunities and nonlinear
returns",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "4",
pages = "2393--2421",
month = nov,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:46 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1133965766",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Beskos:2005:ESD,
author = "Alexandros Beskos and Gareth O. Roberts",
title = "Exact simulation of diffusions",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "4",
pages = "2422--2444",
month = nov,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:46 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1133965767",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mohamed:2005:PAS,
author = "Han{\`e}ne Mohamed and Philippe Robert",
title = "A probabilistic analysis of some tree algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "4",
pages = "2445--2471",
month = nov,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:46 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1133965768",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cheridito:2005:STP,
author = "Patrick Cheridito and H. Mete Soner and Nizar Touzi",
title = "Small time path behavior of double stochastic
integrals and applications to stochastic control",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "4",
pages = "2472--2495",
month = nov,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:46 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1133965769",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{DelMoral:2005:GPA,
author = "Pierre {Del Moral} and Josselin Garnier",
title = "Genealogical particle analysis of rare events",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "4",
pages = "2496--2534",
month = nov,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:46 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1133965770",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Goel:2005:MPR,
author = "Ashish Goel and Sanatan Rai and Bhaskar
Krishnamachari",
title = "Monotone properties of random geometric graphs have
sharp thresholds",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "4",
pages = "2535--2552",
month = nov,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:46 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1133965771",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Piau:2005:IPC,
author = "Didier Piau",
title = "Invariance principle for the coverage rate of genomic
physical mappings",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "4",
pages = "2553--2574",
month = nov,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:46 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1133965772",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bouchard:2005:MRS,
author = "Bruno Bouchard and Nicole {El Karoui} and Nizar
Touzi",
title = "Maturity randomization for stochastic control
problems",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "4",
pages = "2575--2605",
month = nov,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:46 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1133965773",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Atar:2005:SCQ,
author = "Rami Atar",
title = "Scheduling control for queueing systems with many
servers: Asymptotic optimality in heavy traffic",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "4",
pages = "2606--2650",
month = nov,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:46 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1133965774",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hult:2005:FLD,
author = "Henrik Hult and Filip Lindskog and Thomas Mikosch and
Gennady Samorodnitsky",
title = "Functional large deviations for multivariate regularly
varying random walks",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "4",
pages = "2651--2680",
month = nov,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:46 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1133965775",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kebaier:2005:SRE,
author = "Ahmed Kebaier",
title = "Statistical {Romberg} extrapolation: a new variance
reduction method and applications to option pricing",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "4",
pages = "2681--2705",
month = nov,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:46 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1133965776",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yan:2005:AEM,
author = "Liqing Yan",
title = "Asymptotic error for the {Milstein} scheme for {SDEs}
driven by continuous semimartingales",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "4",
pages = "2706--2738",
month = nov,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:46 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1133965777",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kouritzin:2005:RBP,
author = "Michael A. Kouritzin and Wei Sun",
title = "Rates for branching particle approximations of
continuous-discrete filters",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "4",
pages = "2739--2772",
month = nov,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:46 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1133965778",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{DeDonno:2005:TSI,
author = "M. {De Donno} and M. Pratelli",
title = "A theory of stochastic integration for bond markets",
journal = j-ANN-APPL-PROBAB,
volume = "15",
number = "4",
pages = "2773--2791",
month = nov,
year = "2005",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:46 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1133965779",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bolthausen:2006:NVG,
author = "Erwin Bolthausen and Nicola Kistler",
title = "On a nonhierarchical version of the generalized random
energy model",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "1",
pages = "1--14",
month = feb,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1141654278",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hansen:2006:MRW,
author = "Niels Richard Hansen",
title = "The maximum of a random walk reflected at a general
barrier",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "1",
pages = "15--29",
month = feb,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1141654279",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Goel:2006:ATB,
author = "Sharad Goel",
title = "Analysis of top to bottom- k shuffles",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "1",
pages = "30--55",
month = feb,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1141654280",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gamarnik:2006:VHT,
author = "David Gamarnik and Assaf Zeevi",
title = "Validity of heavy traffic steady-state approximations
in generalized {Jackson} networks",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "1",
pages = "56--90",
month = feb,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1141654281",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Doney:2006:OUL,
author = "R. A. Doney and A. E. Kyprianou",
title = "Overshoots and undershoots of {L{\'e}vy} processes",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "1",
pages = "91--106",
month = feb,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1141654282",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lejay:2006:SSO,
author = "Antoine Lejay and Miguel Martinez",
title = "A scheme for simulating one-dimensional diffusion
processes with discontinuous coefficients",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "1",
pages = "107--139",
month = feb,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1141654283",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Delarue:2006:FBS,
author = "Fran{\c{c}}ois Delarue and St{\'e}phane Menozzi",
title = "A forward--backward stochastic algorithm for
quasi-linear {PDEs}",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "1",
pages = "140--184",
month = feb,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1141654284",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dyer:2006:SSS,
author = "Martin Dyer and Leslie Ann Goldberg and Mark Jerrum",
title = "Systematic scan for sampling colorings",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "1",
pages = "185--230",
month = feb,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1141654285",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jonasson:2006:OSM,
author = "Johan Jonasson",
title = "The overhand shuffle mixes in {$ \Theta (n^2 \log n)
$} steps",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "1",
pages = "231--243",
month = feb,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1141654286",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{McDonald:2006:MFC,
author = "D. R. McDonald and J. Reynier",
title = "Mean field convergence of a model of multiple {TCP}
connections through a buffer implementing {RED}",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "1",
pages = "244--294",
month = feb,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1141654287",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Khorunzhiy:2006:LTS,
author = "Oleksiy Khorunzhiy and Werner Kirsch and Peter
M{\"u}ller",
title = "{Lifshitz} tails for spectra of
{Erd{\H{o}}s--R{\'e}nyi} random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "1",
pages = "295--309",
month = feb,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1141654288",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Meyn:2006:LDA,
author = "Sean P. Meyn",
title = "Large deviation asymptotics and control variates for
simulating large functions",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "1",
pages = "310--339",
month = feb,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1141654289",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zhang:2006:ATS,
author = "Li-X. Zhang and Feifang Hu and Siu Hung Cheung",
title = "Asymptotic theorems of sequential estimation-adjusted
urn models",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "1",
pages = "340--369",
month = feb,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1141654290",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Siegmund-Schultze:2006:IGT,
author = "Rainer Siegmund-Schultze and Wolfgang Wagner",
title = "Induced gelation in a two-site spatial coagulation
model",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "1",
pages = "370--402",
month = feb,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1141654291",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Belhadji:2006:IVC,
author = "L. Belhadji and N. Lanchier",
title = "Individual versus cluster recoveries within a
spatially structured population",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "1",
pages = "403--422",
month = feb,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1141654292",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Li:2006:SSL,
author = "Deli Li and Andrew Rosalsky",
title = "Some strong limit theorems for the largest entries of
sample correlation matrices",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "1",
pages = "423--447",
month = feb,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1141654293",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lanchier:2006:SSM,
author = "N. Lanchier and C. Neuhauser",
title = "Stochastic spatial models of host-pathogen and
host-mutualist interactions {I}",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "1",
pages = "448--474",
month = feb,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1141654294",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Neal:2006:OSP,
author = "Peter Neal and Gareth Roberts",
title = "Optimal scaling for partially updating {MCMC}
algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "2",
pages = "475--515",
month = may,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1151592241",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kruk:2006:ASS,
author = "{\L}ukasz Kruk and John Lehoczky and Steven Shreve",
title = "Accuracy of state space collapse for
earliest-deadline-first queues",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "2",
pages = "516--561",
month = may,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1151592242",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dawson:2006:ABP,
author = "Donald A. Dawson and Shui Feng",
title = "Asymptotic behavior of the {Poisson--Dirichlet}
distribution for large mutation rate",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "2",
pages = "562--582",
month = may,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1151592243",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mossel:2006:LNP,
author = "Elchanan Mossel and S{\'e}bastien Roch",
title = "Learning nonsingular phylogenies and hidden {Markov}
models",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "2",
pages = "583--614",
month = may,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1151592244",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Morris:2006:MTS,
author = "Ben Morris",
title = "The mixing time for simple exclusion",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "2",
pages = "615--635",
month = may,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1151592245",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alexander:2006:PPI,
author = "Kenneth S. Alexander and Vladas Sidoravicius",
title = "Pinning of polymers and interfaces by random
potentials",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "2",
pages = "636--669",
month = may,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1151592246",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chazottes:2006:APM,
author = "Jean-Rene Chazottes and Frank Redig and Evgeny
Verbitskiy",
title = "On approximate pattern matching for a class of {Gibbs}
random fields",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "2",
pages = "670--684",
month = may,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1151592247",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Etheridge:2006:ASF,
author = "Alison Etheridge and Peter Pfaffelhuber and Anton
Wakolbinger",
title = "An approximate sampling formula under genetic
hitchhiking",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "2",
pages = "685--729",
month = may,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1151592248",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Guo:2006:AOC,
author = "Xianping Guo and Ulrich Rieder",
title = "Average optimality for continuous-time {Markov}
decision processes in {Polish} spaces",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "2",
pages = "730--756",
month = may,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1151592249",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chow:2006:ASS,
author = "Pao-Liu Chow",
title = "Asymptotics of solutions to semilinear stochastic wave
equations",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "2",
pages = "757--789",
month = may,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1151592250",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Brockwell:2006:CTG,
author = "Peter Brockwell and Erdenebaatar Chadraa and Alexander
Lindner",
title = "Continuous-time {GARCH} processes",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "2",
pages = "790--826",
month = may,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1151592251",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Denis:2006:TFP,
author = "Laurent Denis and Claude Martini",
title = "A theoretical framework for the pricing of contingent
claims in the presence of model uncertainty",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "2",
pages = "827--852",
month = may,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1151592252",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hubalek:2006:VOH,
author = "Friedrich Hubalek and Jan Kallsen and Leszek
Krawczyk",
title = "Variance-optimal hedging for processes with stationary
independent increments",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "2",
pages = "853--885",
month = may,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1151592253",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Devroye:2006:WMP,
author = "Luc Devroye and Hsien-Kuei Hwang",
title = "Width and mode of the profile for some random trees of
logarithmic height",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "2",
pages = "886--918",
month = may,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1151592254",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Heinrich:2006:CLT,
author = "Lothar Heinrich and Hendrik Schmidt and Volker
Schmidt",
title = "Central limit theorems for {Poisson} hyperplane
tessellations",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "2",
pages = "919--950",
month = may,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1151592255",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Blanchet:2006:CCD,
author = "Jose Blanchet and Peter Glynn",
title = "Complete corrected diffusion approximations for the
maximum of a random walk",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "2",
pages = "951--983",
month = may,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1151592256",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kifer:2006:EEBa,
author = "Yuri Kifer",
title = "Error estimates for binomial approximations of game
options",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "2",
pages = "984--1033",
month = may,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1151592257",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jonasson:2006:BRT,
author = "Johan Jonasson",
title = "Biased random-to-top shuffling",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "2",
pages = "1034--1058",
month = may,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1151592258",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Andjel:2006:PRP,
author = "E. D. Andjel and M. V. Menshikov and V. V. Sisko",
title = "Positive recurrence of processes associated to crystal
growth models",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "3",
pages = "1059--1085",
month = aug,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1159804975",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Goergen:2006:LVZ,
author = "Laurent Goergen",
title = "Limit velocity and zero--one laws for diffusions in
random environment",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "3",
pages = "1086--1123",
month = aug,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1159804976",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Clement:2006:DAW,
author = "Emmanuelle Cl{\'e}ment and Arturo Kohatsu-Higa and
Damien Lamberton",
title = "A duality approach for the weak approximation of
stochastic differential equations",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "3",
pages = "1124--1154",
month = aug,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1159804977",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chan:2006:NCR,
author = "Benjamin Chan and Richard Durrett",
title = "A new coexistence result for competing contact
processes",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "3",
pages = "1155--1165",
month = aug,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1159804978",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Neal:2006:MRR,
author = "Peter Neal",
title = "Multitype randomized {Reed--Frost} epidemics and
epidemics upon random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "3",
pages = "1166--1189",
month = aug,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1159804979",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bayraktar:2006:APD,
author = "Erhan Bayraktar and Savas Dayanik and Ioannis
Karatzas",
title = "Adaptive {Poisson} disorder problem",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "3",
pages = "1190--1261",
month = aug,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1159804980",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hansen:2006:LAM,
author = "Niels Richard Hansen",
title = "Local alignment of {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "3",
pages = "1262--1296",
month = aug,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1159804981",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hayes:2006:CSD,
author = "Thomas P. Hayes and Eric Vigoda",
title = "Coupling with the stationary distribution and improved
sampling for colorings and independent sets",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "3",
pages = "1297--1318",
month = aug,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1159804982",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rheinlander:2006:MEM,
author = "Thorsten Rheinl{\"a}nder and Gallus Steiger",
title = "The minimal entropy martingale measure for general
{Barndorff--Nielsen\slash Shephard} models",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "3",
pages = "1319--1351",
month = aug,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1159804983",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kramkov:2006:TTD,
author = "Dmitry Kramkov and Mihai S{\^\i}rbu",
title = "On the two-times differentiability of the value
functions in the problem of optimal investment in
incomplete markets",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "3",
pages = "1352--1384",
month = aug,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1159804984",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lanchier:2006:SEM,
author = "N. Lanchier and C. Neuhauser",
title = "A spatially explicit model for competition among
specialists and generalists in a heterogeneous
environment",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "3",
pages = "1385--1410",
month = aug,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1159804985",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Araman:2006:TAM,
author = "Victor F. Araman and Peter W. Glynn",
title = "Tail asymptotics for the maximum of perturbed random
walk",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "3",
pages = "1411--1431",
month = aug,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1159804986",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cohen:2006:RRF,
author = "Serge Cohen and Gennady Samorodnitsky",
title = "Random rewards, fractional {Brownian} local times and
stable self-similar processes",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "3",
pages = "1432--1461",
month = aug,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1159804987",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Andrieu:2006:EPS,
author = "Christophe Andrieu and {\'E}ric Moulines",
title = "On the ergodicity properties of some adaptive {MCMC}
algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "3",
pages = "1462--1505",
month = aug,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1159804988",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cancrini:2006:RTR,
author = "N. Cancrini and P. Caputo and F. Martinelli",
title = "Relaxation time of {$L$}-reversal chains and other
chromosome shuffles",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "3",
pages = "1506--1527",
month = aug,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1159804989",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Luen:2006:NPT,
author = "Brad Luen and Kavita Ramanan and Ilze Ziedins",
title = "Nonmonotonicity of phase transitions in a loss network
with controls",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "3",
pages = "1528--1562",
month = aug,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1159804990",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Steel:2006:VDT,
author = "M. A. Steel and L. A. Sz{\'e}kely",
title = "On the variational distance of two trees",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "3",
pages = "1563--1575",
month = aug,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1159804991",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ekstrom:2006:VOS,
author = "Erik Ekstr{\"o}m and Stephane Villeneuve",
title = "On the value of optimal stopping games",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "3",
pages = "1576--1596",
month = aug,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1159804992",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bousquet-Melou:2006:DIL,
author = "Mireille Bousquet-M{\'e}lou and Svante Janson",
title = "The density of the {ISE} and local limit laws for
embedded trees",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "3",
pages = "1597--1632",
month = aug,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1159804993",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cvitanic:2006:FAT,
author = "Jak{\v{s}}a Cvitani{\'c} and Robert Liptser and Boris
Rozovskii",
title = "A filtering approach to tracking volatility from
prices observed at random times",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "3",
pages = "1633--1652",
month = aug,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1159804994",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Wuthrich:2006:HMR,
author = "Mario V. W{\"u}thrich",
title = "A heteropolymer in a medium with random droplets",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "3",
pages = "1653--1670",
month = aug,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1159804995",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mokkadem:2006:CRA,
author = "Abdelkader Mokkadem and Mariane Pelletier",
title = "Convergence rate and averaging of nonlinear
two-time-scale stochastic approximation algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "3",
pages = "1671--1702",
month = aug,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1159804996",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Harrison:2006:CBM,
author = "J. Michael Harrison",
title = "Correction: {``Brownian models of open processing
networks: canonical representation of workload''}",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "3",
pages = "1703--1732",
month = aug,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Harrison:2000:BMO}.",
URL = "http://projecteuclid.org/euclid.aoap/1159804997",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dong:2006:CFD,
author = "Rui Dong and Christina Goldschmidt and James B.
Martin",
title = "Coagulation--fragmentation duality,
{Poisson--Dirichlet} distributions and random recursive
trees",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "4",
pages = "1733--1750",
month = nov,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1169065205",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Li:2006:CTM,
author = "Xun Li and Xun Yu Zhou",
title = "Continuous-time mean-variance efficiency: the $ 80 \%
$ rule",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "4",
pages = "1751--1763",
month = nov,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1169065206",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Atar:2006:QSM,
author = "Rami Atar and Avi Mandelbaum and Gennady Shaikhet",
title = "Queueing systems with many servers: Null
controllability in heavy traffic",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "4",
pages = "1764--1804",
month = nov,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1169065207",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kochman:2006:SPK,
author = "Fred Kochman and Jim Reeds",
title = "A simple proof of {Kaijser}'s unique ergodicity result
for hidden {Markov} $ \alpha $-chains",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "4",
pages = "1805--1815",
month = nov,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1169065208",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{MacPhee:2006:PTR,
author = "I. M. MacPhee and M. V. Menshikov and S. Popov and S.
Volkov",
title = "Periodicity in the transient regime of exhaustive
polling systems",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "4",
pages = "1816--1850",
month = nov,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1169065209",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Herrmann:2006:TTS,
author = "Samuel Herrmann and Peter Imkeller and Dierk
Peithmann",
title = "Transition times and stochastic resonance for
multidimensional diffusions with time periodic drift: A
large deviations approach",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "4",
pages = "1851--1892",
month = nov,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1169065210",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Majewski:2006:SPL,
author = "Kurt Majewski",
title = "Sample path large deviations for multiclass
feedforward queueing networks in critical loading",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "4",
pages = "1893--1924",
month = nov,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1169065211",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ball:2006:AAM,
author = "Karen Ball and Thomas G. Kurtz and Lea Popovic and
Greg Rempala",
title = "Asymptotic analysis of multiscale approximations to
reaction networks",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "4",
pages = "1925--1961",
month = nov,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1169065212",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Budhiraja:2006:DAC,
author = "Amarjit Budhiraja and Arka Prasanna Ghosh",
title = "Diffusion approximations for controlled stochastic
networks: An asymptotic bound for the value function",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "4",
pages = "1962--2006",
month = nov,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1169065213",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Antunes:2006:ALN,
author = "Nelson Antunes and Christine Fricker and Philippe
Robert and Danielle Tibi",
title = "Analysis of loss networks with routing",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "4",
pages = "2007--2026",
month = nov,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1169065214",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Becherer:2006:BSB,
author = "Dirk Becherer",
title = "Bounded solutions to backward {SDEs} with jumps for
utility optimization and indifference hedging",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "4",
pages = "2027--2054",
month = nov,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1169065215",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Klein:2006:MFL,
author = "Irene Klein",
title = "Market free lunch and large financial markets",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "4",
pages = "2055--2077",
month = nov,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1169065216",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Piau:2006:HCT,
author = "Didier Piau",
title = "Harmonic continuous-time branching moments",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "4",
pages = "2078--2097",
month = nov,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1169065217",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Diaconis:2006:SCO,
author = "Persi Diaconis and Laurent Saloff-Coste",
title = "Separation cut-offs for birth and death chains",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "4",
pages = "2098--2122",
month = nov,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1169065218",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Roberts:2006:HRM,
author = "Gareth O. Roberts and Jeffrey S. Rosenthal",
title = "{Harris} recurrence of {Metropolis}-within-{Gibbs} and
trans-dimensional {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "4",
pages = "2123--2139",
month = nov,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1169065219",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kramkov:2006:SAU,
author = "Dmitry Kramkov and Mihai S{\^\i}rbu",
title = "Sensitivity analysis of utility-based prices and
risk-tolerance wealth processes",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "4",
pages = "2140--2194",
month = nov,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1169065220",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Blum:2006:MVL,
author = "Michael G. B. Blum and Olivier Fran{\c{c}}ois and
Svante Janson",
title = "The mean, variance and limiting distribution of two
statistics sensitive to phylogenetic tree balance",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "4",
pages = "2195--2214",
month = nov,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1169065221",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mossel:2006:LMC,
author = "Elchanan Mossel and Eric Vigoda",
title = "Limitations of {Markov} chain {Monte Carlo} algorithms
for {Bayesian} inference of phylogeny",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "4",
pages = "2215--2234",
month = nov,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1169065222",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Budhiraja:2006:EOC,
author = "Amarjit Budhiraja and Kevin Ross",
title = "Existence of optimal controls for singular control
problems with state constraints",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "4",
pages = "2235--2255",
month = nov,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1169065223",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Saidi:2006:SGE,
author = "Youssef Sa{\"\i}di and Jean-Michel Zako{\"\i}an",
title = "Stationarity and geometric ergodicity of a class of
nonlinear {ARCH} models",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "4",
pages = "2256--2271",
month = nov,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1169065224",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ney:2006:CAL,
author = "P. E. Ney and Anand N. Vidyashankar",
title = "Corrections and acknowledgment for {``Local limit
theory and large deviations for supercritical branching
processes''}",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "4",
pages = "2272--2272",
month = nov,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Ney:2004:LLT}.",
URL = "http://projecteuclid.org/euclid.aoap/1169065225",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kifer:2006:EEBb,
author = "Yuri Kifer",
title = "Error estimates for binomial approximations of game
options",
journal = j-ANN-APPL-PROBAB,
volume = "16",
number = "4",
pages = "2273--2275",
month = nov,
year = "2006",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1169065226",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Durrett:2007:WRS,
author = "Richard Durrett and Deena Schmidt",
title = "Waiting for regulatory sequences to appear",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "1",
pages = "1--32",
month = feb,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:00 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1171377175",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bally:2007:IPF,
author = "Vlad Bally and Marie-Pierre Bavouzet and Marouen
Messaoud",
title = "Integration by parts formula for locally smooth laws
and applications to sensitivity computations",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "1",
pages = "33--66",
month = feb,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:00 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1171377176",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Walker:2007:FVP,
author = "Stephen G. Walker and Spyridon J. Hatjispyros and
Theodoros Nicoleris",
title = "A {Fleming--Viot} process and {Bayesian}
nonparametrics",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "1",
pages = "67--80",
month = feb,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:00 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1171377177",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bai:2007:SIR,
author = "Z. D. Bai and Jack W. Silverstein",
title = "On the signal-to-interference ratio of {CDMA} systems
in wireless communications",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "1",
pages = "81--101",
month = feb,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:00 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1171377178",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Champagnat:2007:EDP,
author = "Nicolas Champagnat and Amaury Lambert",
title = "Evolution of discrete populations and the canonical
diffusion of adaptive dynamics",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "1",
pages = "102--155",
month = feb,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:00 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1171377179",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Avram:2007:ODP,
author = "Florin Avram and Zbigniew Palmowski and Martijn R.
Pistorius",
title = "On the optimal dividend problem for a spectrally
negative {L{\'e}vy} process",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "1",
pages = "156--180",
month = feb,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:00 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1171377180",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pan:2007:ADS,
author = "Guang-Ming Pan and Mei-Hui Guo and Wang Zhou",
title = "Asymptotic distributions of the signal-to-interference
ratios of {LMMSE} detection in multiuser
communications",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "1",
pages = "181--206",
month = feb,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:00 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1171377181",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yin:2007:SPM,
author = "George Yin and Hanqin Zhang",
title = "Singularly perturbed {Markov} chains: Limit results
and applications",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "1",
pages = "207--229",
month = feb,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:00 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1171377182",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Russo:2007:RPJ,
author = "Ralph P. Russo and Nariankadu D. Shyamalkumar",
title = "Reading policies for joins: An asymptotic analysis",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "1",
pages = "230--264",
month = feb,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:00 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1171377183",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jones:2007:PLS,
author = "Matthew O. Jones and Richard F. Serfozo",
title = "{Poisson} limits of sums of point processes and a
particle-survivor model",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "1",
pages = "265--283",
month = feb,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:00 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1171377184",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Guan:2007:SWM,
author = "Yongtao Guan and Stephen M. Krone",
title = "Small-world {MCMC} and convergence to multi-modal
distributions: From slow mixing to fast mixing",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "1",
pages = "284--304",
month = feb,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:00 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1171377185",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baccelli:2007:RST,
author = "Francois Baccelli and Charles Bordenave",
title = "The radial spanning tree of a {Poisson} point
process",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "1",
pages = "305--359",
month = feb,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:00 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1171377186",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Krieger:2007:SSR,
author = "Abba M. Krieger and Moshe Pollak and Ester
Samuel-Cahn",
title = "Select sets: Rank and file",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "1",
pages = "360--385",
month = feb,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:00 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1171377187",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Duffie:2007:EIR,
author = "Darrell Duffie and Yeneng Sun",
title = "Existence of independent random matching",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "1",
pages = "386--419",
month = feb,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:00 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1171377188",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Janssen:2007:LTG,
author = "A. J. E. M. Janssen and J. S. H. van Leeuwaarden",
title = "On {Lerch}'s transcendent and the {Gaussian} random
walk",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "2",
pages = "421--439",
month = apr,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1174323252",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chan:2007:EIS,
author = "Hock Peng Chan and Tze Leung Lai",
title = "Efficient importance sampling for {Monte Carlo}
evaluation of exceedance probabilities",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "2",
pages = "440--473",
month = apr,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1174323253",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hutzenthaler:2007:EBL,
author = "M. Hutzenthaler and A. Wakolbinger",
title = "Ergodic behavior of locally regulated branching
populations",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "2",
pages = "474--501",
month = apr,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1174323254",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mairesse:2007:RGB,
author = "Jean Mairesse and Fr{\'e}d{\'e}ric Math{\'e}us",
title = "Randomly growing braid on three strands and the manta
ray",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "2",
pages = "502--536",
month = apr,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1174323255",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Heffernan:2007:LLR,
author = "Janet E. Heffernan and Sidney I. Resnick",
title = "Limit laws for random vectors with an extreme
component",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "2",
pages = "537--571",
month = apr,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1174323256",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Roitershtein:2007:ODL,
author = "Alexander Roitershtein",
title = "One-dimensional linear recursions with
{Markov}-dependent coefficients",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "2",
pages = "572--608",
month = apr,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1174323257",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Git:2007:EGR,
author = "Y. Git and J. W. Harris and S. C. Harris",
title = "Exponential growth rates in a typed branching
diffusion",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "2",
pages = "609--653",
month = apr,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1174323258",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jaskiewicz:2007:AOR,
author = "Anna Ja{\'s}kiewicz",
title = "Average optimality for risk-sensitive control with
general state space",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "2",
pages = "654--675",
month = apr,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1174323259",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dennert:2007:REI,
author = "Florian Dennert and Rudolf Gr{\"u}bel",
title = "Renewals for exponentially increasing lifetimes, with
an application to digital search trees",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "2",
pages = "676--687",
month = apr,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1174323260",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chigansky:2007:MRF,
author = "Pavel Chigansky and Ramon van Handel",
title = "Model robustness of finite state nonlinear filtering
over the infinite time horizon",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "2",
pages = "688--715",
month = apr,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1174323261",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jacka:2007:DPM,
author = "Saul Jacka and Abdelkarem Berkaoui",
title = "On the density of properly maximal claims in financial
markets with transaction costs",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "2",
pages = "716--740",
month = apr,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1174323262",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kang:2007:IPS,
author = "W. Kang and R. J. Williams",
title = "An invariance principle for semimartingale reflecting
{Brownian} motions in domains with piecewise smooth
boundaries",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "2",
pages = "741--779",
month = apr,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:58:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1174323263",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Connor:2007:PSCa,
author = "Stephen B. Connor and Wilfrid S. Kendall",
title = "Perfect simulation for a class of positive recurrent
{Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "3",
pages = "781--808",
month = jun,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:05 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1179839174",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Massoulie:2007:SPP,
author = "Laurent Massouli{\'e}",
title = "Structural properties of proportional fairness:
Stability and insensitivity",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "3",
pages = "809--839",
month = jun,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:05 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1179839175",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yu:2007:SDM,
author = "Feng Yu",
title = "Stationary distributions of a model of sympatric
speciation",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "3",
pages = "840--874",
month = jun,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:05 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1179839176",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hachem:2007:DEC,
author = "Walid Hachem and Philippe Loubaton and Jamal Najim",
title = "Deterministic equivalents for certain functionals of
large random matrices",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "3",
pages = "875--930",
month = jun,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:05 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1179839177",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hayes:2007:GLB,
author = "Thomas P. Hayes and Alistair Sinclair",
title = "A general lower bound for mixing of single-site
dynamics on graphs",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "3",
pages = "931--952",
month = jun,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:05 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1179839178",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Tracy:2007:NBE,
author = "Craig A. Tracy and Harold Widom",
title = "Nonintersecting {Brownian} excursions",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "3",
pages = "953--979",
month = jun,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:05 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1179839179",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mischaikow:2007:PVH,
author = "Konstantin Mischaikow and Thomas Wanner",
title = "Probabilistic validation of homology computations for
nodal domains",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "3",
pages = "980--1018",
month = jun,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:05 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1179839180",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chi:2007:UCE,
author = "Zhiyi Chi",
title = "Uniform convergence of exact large deviations for
renewal reward processes",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "3",
pages = "1019--1048",
month = jun,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:05 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1179839181",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gromoll:2007:HTL,
author = "H. Christian Gromoll and {\L}ukasz Kruk",
title = "Heavy traffic limit for a processor sharing queue with
soft deadlines",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "3",
pages = "1049--1101",
month = jun,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:05 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1179839182",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mayer-Wolf:2007:SRB,
author = "Eddy Mayer-Wolf and Moshe Zakai",
title = "Some relations between mutual information and
estimation error in {Wiener} space",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "3",
pages = "1102--1116",
month = jun,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:05 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1179839183",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bertacchi:2007:EER,
author = "Daniela Bertacchi and Gustavo Posta and Fabio Zucca",
title = "Ecological equilibrium for restrained branching random
walks",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "4",
pages = "1117--1137",
month = aug,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1186755234",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Egloff:2007:DLA,
author = "Daniel Egloff and Michael Kohler and Nebojsa
Todorovic",
title = "A dynamic look-ahead {Monte Carlo} algorithm for
pricing {Bermudan} options",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "4",
pages = "1138--1171",
month = aug,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1186755235",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dong:2007:EPD,
author = "Rui Dong and Alexander Gnedin and Jim Pitman",
title = "Exchangeable partitions derived from {Markovian}
coalescents",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "4",
pages = "1172--1201",
month = aug,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1186755236",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kargin:2007:LDI,
author = "Vladislav Kargin",
title = "A large deviation inequality for vector functions on
finite reversible {Markov} Chains",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "4",
pages = "1202--1221",
month = aug,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1186755237",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bedard:2007:WCM,
author = "Myl{\`e}ne B{\'e}dard",
title = "Weak convergence of {Metropolis} algorithms for
non-i.i.d. target distributions",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "4",
pages = "1222--1244",
month = aug,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1186755238",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Buraczewski:2007:IMS,
author = "Dariusz Buraczewski",
title = "On invariant measures of stochastic recursions in a
critical case",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "4",
pages = "1245--1272",
month = aug,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1186755239",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gouere:2007:STS,
author = "Jean-Baptiste Gou{\'e}r{\'e}",
title = "Shape of territories in some competing growth models",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "4",
pages = "1273--1305",
month = aug,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1186755240",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dupuis:2007:DIS,
author = "Paul Dupuis and Ali Devin Sezer and Hui Wang",
title = "Dynamic importance sampling for queueing networks",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "4",
pages = "1306--1346",
month = aug,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1186755241",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Merlet:2007:CLT,
author = "Glenn Merlet",
title = "A central limit theorem for stochastic recursive
sequences of topical operators",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "4",
pages = "1347--1361",
month = aug,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1186755242",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Caravenna:2007:RTA,
author = "Francesco Caravenna and Giambattista Giacomin and
Lorenzo Zambotti",
title = "A renewal theory approach to periodic copolymers with
adsorption",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "4",
pages = "1362--1398",
month = aug,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1186755243",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Elie:2007:KEG,
author = "Romuald Elie and Jean-David Fermanian and Nizar
Touzi",
title = "Kernel estimation of {Greek} weights by parameter
randomization",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "4",
pages = "1399--1423",
month = aug,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1186755244",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bhatnagar:2007:ATS,
author = "Nayantara Bhatnagar and Pietro Caputo and Prasad
Tetali and Eric Vigoda",
title = "Analysis of top-swap shuffling for genome
rearrangements",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "4",
pages = "1424--1445",
month = aug,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1186755245",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{MacPhee:2007:MCM,
author = "Iain MacPhee and Mikhail Menshikov and Dimitri
Petritis and Serguei Popov",
title = "A {Markov} chain model of a polling system with
parameter regeneration",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "5/6",
pages = "1447--1473",
month = oct,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1191419172",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Blath:2007:CLR,
author = "Jochen Blath and Alison Etheridge and Mark Meredith",
title = "Coexistence in locally regulated competing populations
and survival of branching annihilating random walk",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "5/6",
pages = "1474--1507",
month = oct,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1191419173",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yu:2007:SDD,
author = "Feng Yu",
title = "Stationary distribution for dioecious branching
particle systems with rapid stirring",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "5/6",
pages = "1508--1537",
month = oct,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1197909501",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Guyon:2007:LTB,
author = "Julien Guyon",
title = "Limit theorems for bifurcating {Markov} chains.
Application to the detection of cellular aging",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "5/6",
pages = "1538--1569",
month = oct,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1191419175",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Feng:2007:LDA,
author = "Shui Feng",
title = "Large deviations associated with {Poisson--Dirichlet}
distribution and {Ewens} sampling formula",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "5/6",
pages = "1570--1595",
month = oct,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1191419176",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rollin:2007:TPA,
author = "Adrian R{\"o}llin",
title = "Translated {Poisson} approximation using exchangeable
pair couplings",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "5/6",
pages = "1596--1614",
month = oct,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1191419177",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jeanblanc:2007:MMM,
author = "Monique Jeanblanc and Susanne Kl{\"o}ppel and Yoshio
Miyahara",
title = "Minimal $ f^q$-martingale measures for exponential
{L{\'e}vy} processes",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "5/6",
pages = "1615--1638",
month = oct,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1191419178",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Deijfen:2007:TTR,
author = "Maria Deijfen and Olle H{\"a}ggstr{\"o}m",
title = "The two-type {Richardson} model with unbounded initial
configurations",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "5/6",
pages = "1639--1656",
month = oct,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1197909502",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hairer:2007:ASA,
author = "M. Hairer and A. M. Stuart and J. Voss",
title = "Analysis of {SPDEs} arising in path sampling part
{II}: The nonlinear case",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "5/6",
pages = "1657--1706",
month = oct,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1191419180",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Caputo:2007:IIM,
author = "Pietro Caputo and Alessandra Faggionato",
title = "Isoperimetric inequalities and mixing time for a
random walk on a random point process",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "5/6",
pages = "1707--1744",
month = oct,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1191419181",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Atar:2007:HEC,
author = "Rami Atar and Amarjit Budhiraja and Ruth J. Williams",
title = "{HJB} equations for certain singularly controlled
diffusions",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "5/6",
pages = "1745--1776",
month = oct,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1191419182",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Birkner:2007:SCC,
author = "Matthias Birkner and Andrej Depperschmidt",
title = "Survival and complete convergence for a spatial
branching system with local regulation",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "5/6",
pages = "1777--1807",
month = oct,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1197909503",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Connor:2007:PSCb,
author = "Stephen B. Connor and Wilfrid S. Kendall",
title = "Perfect simulation for a class of positive recurrent
{Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "17",
number = "5/6",
pages = "1808--1810",
month = oct,
year = "2007",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1191419184",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Burden:2008:AWM,
author = "Conrad J. Burden and Miriam R. Kantorovitz and Susan
R. Wilson",
title = "Approximate word matches between two random
sequences",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "1",
pages = "1--21",
month = feb,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1199890013",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ramanan:2008:HTL,
author = "Kavita Ramanan and Martin I. Reiman",
title = "The heavy traffic limit of an unbalanced generalized
processor sharing model",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "1",
pages = "22--58",
month = feb,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1199890014",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Sturm:2008:VMH,
author = "Anja Sturm and Jan Swart",
title = "Voter models with heterozygosity selection",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "1",
pages = "59--99",
month = feb,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1199890015",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Sudbury:2008:EDR,
author = "Aidan Sudbury",
title = "The expected duration of random sequential
adsorption",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "1",
pages = "100--108",
month = feb,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1199890016",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{vanEnter:2008:NRG,
author = "Aernout C. D. van Enter and Christof K{\"u}lske",
title = "Nonexistence of random gradient {Gibbs} measures in
continuous interface models in d =2",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "1",
pages = "109--119",
month = feb,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1199890017",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Guo:2008:IPC,
author = "Xin Guo and Yan Zeng",
title = "Intensity process and compensator: a new filtration
expansion approach and the {Jeulin--Yor} theorem",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "1",
pages = "120--142",
month = feb,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1199890018",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bender:2008:TDM,
author = "Christian Bender and Jianfeng Zhang",
title = "Time discretization and {Markovian} iteration for
coupled {FBSDEs}",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "1",
pages = "143--177",
month = feb,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1199890019",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Debussche:2008:SNA,
author = "Arnaud Debussche and Eric Gautier",
title = "Small noise asymptotic of the timing jitter in soliton
transmission",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "1",
pages = "178--208",
month = feb,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1199890020",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Marckert:2008:LPG,
author = "Jean-Fran{\c{c}}ois Marckert",
title = "The lineage process in {Galton--Watson} trees and
globally centered discrete snakes",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "1",
pages = "209--244",
month = feb,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1199890021",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jiang:2008:CTI,
author = "Long Jiang",
title = "Convexity, translation invariance and subadditivity
for $g$-expectations and related risk measures",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "1",
pages = "245--258",
month = feb,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1199890022",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hart:2008:ESS,
author = "Sergiu Hart and Yosef Rinott and Benjamin Weiss",
title = "Evolutionarily stable strategies of random games, and
the vertices of random polygons",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "1",
pages = "259--287",
month = feb,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1199890023",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Drmota:2008:FLT,
author = "Michael Drmota and Svante Janson and Ralph Neininger",
title = "A functional limit theorem for the profile of search
trees",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "1",
pages = "288--333",
month = feb,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1199890024",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Durrett:2008:ODS,
author = "Richard Durrett and Mateo Restrepo",
title = "One-dimensional stepping stone models, sardine
genetics and {Brownian} local time",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "1",
pages = "334--358",
month = feb,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1199890025",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Draief:2008:TVS,
author = "Moez Draief and Ayalvadi Ganesh and Laurent
Massouli{\'e}",
title = "Thresholds for virus spread on networks",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "2",
pages = "359--378",
month = apr,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:13 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1206018191",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Panloup:2008:RCI,
author = "Fabien Panloup",
title = "Recursive computation of the invariant measure of a
stochastic differential equation driven by a {L{\'e}vy}
process",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "2",
pages = "379--426",
month = apr,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:13 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1206018192",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Luschgy:2008:FQR,
author = "Harald Luschgy and Gilles Pag{\`e}s",
title = "Functional quantization rate and mean regularity of
processes with an application to {L{\'e}vy} processes",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "2",
pages = "427--469",
month = apr,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:13 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1206018193",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Onatski:2008:TWL,
author = "Alexei Onatski",
title = "The {Tracy--Widom} limit for the largest eigenvalues
of singular complex {Wishart} matrices",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "2",
pages = "470--490",
month = apr,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:13 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1206018194",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Guasoni:2008:CPS,
author = "Paolo Guasoni and Mikl{\'o}s R{\'a}sonyi and Walter
Schachermayer",
title = "Consistent price systems and face-lifting pricing
under transaction costs",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "2",
pages = "491--520",
month = apr,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:13 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1206018195",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{James:2008:DLF,
author = "Lancelot F. James and Antonio Lijoi and Igor
Pr{\"u}nster",
title = "Distributions of linear functionals of two parameter
{Poisson--Dirichlet} random measures",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "2",
pages = "521--551",
month = apr,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:13 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1206018196",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dayanik:2008:MBS,
author = "Savas Dayanik and H. Vincent Poor and Semih O. Sezer",
title = "Multisource {Bayesian} sequential change detection",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "2",
pages = "552--590",
month = apr,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:13 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1206018197",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mora:2008:BPN,
author = "Carlos M. Mora and Rolando Rebolledo",
title = "Basic properties of nonlinear stochastic
{Schr{\"o}dinger} equations driven by {Brownian}
motions",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "2",
pages = "591--619",
month = apr,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:13 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1206018198",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Leitner:2008:CPG,
author = "Johannes Leitner",
title = "Convex pricing by a generalized entropy penalty",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "2",
pages = "620--631",
month = apr,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:13 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1206018199",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Buckdahn:2008:SCP,
author = "Rainer Buckdahn and Jin Ma and Catherine Rainer",
title = "Stochastic control problems for systems driven by
normal martingales",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "2",
pages = "632--663",
month = apr,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:13 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1206018200",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fort:2008:OMS,
author = "Gersende Fort and Sean Meyn and Eric Moulines and
Pierre Priouret",
title = "The {ODE} method for stability of skip-free {Markov}
chains with applications to {MCMC}",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "2",
pages = "664--707",
month = apr,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:13 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1206018201",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bordenave:2008:NPP,
author = "Charles Bordenave",
title = "Navigation on a {Poisson} point process",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "2",
pages = "708--746",
month = apr,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:13 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1206018202",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cox:2008:RTD,
author = "J. Theodore Cox and Edwin A. Perkins",
title = "Renormalization of the two-dimensional
{Lotka--Volterra} model",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "2",
pages = "747--812",
month = apr,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:13 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1206018203",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rogers:2008:ECH,
author = "L. C. G. Rogers and Fanyin Zhou",
title = "Estimating correlation from high, low, opening and
closing prices",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "2",
pages = "813--823",
month = apr,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:13 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1206018204",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Braverman:2008:MTS,
author = "Mark Braverman and Omid Etesami and Elchanan Mossel",
title = "Mafia: a theoretical study of players and coalitions
in a partial information environment",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "3",
pages = "825--846",
month = jun,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1211819786",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ruschendorf:2008:COS,
author = "Ludger R{\"u}schendorf and Mikhail A. Urusov",
title = "On a class of optimal stopping problems for diffusions
with discontinuous coefficients",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "3",
pages = "847--878",
month = jun,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1211819787",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Delong:2008:OIC,
author = "{\L}ukasz Delong and Claudia Kl{\"u}ppelberg",
title = "Optimal investment and consumption in a
{Black--Scholes} market with {{L{\'e}vy}-driven}
stochastic coefficients",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "3",
pages = "879--908",
month = jun,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1211819788",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gravner:2008:SCB,
author = "Janko Gravner and Alexander E. Holroyd",
title = "Slow convergence in bootstrap percolation",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "3",
pages = "909--928",
month = jun,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1211819789",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Biagini:2008:UFU,
author = "Sara Biagini and Marco Frittelli",
title = "A unified framework for utility maximization problems:
An {Orlicz} space approach",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "3",
pages = "929--966",
month = jun,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1211819790",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bansaye:2008:PPD,
author = "Vincent Bansaye",
title = "Proliferating parasites in dividing cells: {Kimmel}'s
branching model revisited",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "3",
pages = "967--996",
month = jun,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1211819791",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Delmas:2008:ARL,
author = "Jean-Fran{\c{c}}ois Delmas and Jean-St{\'e}phane
Dhersin and Arno Siri-Jegousse",
title = "Asymptotic results on the length of coalescent trees",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "3",
pages = "997--1025",
month = jun,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1211819792",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Vysotsky:2008:CSM,
author = "Vladislav V. Vysotsky",
title = "Clustering in a stochastic model of one-dimensional
gas",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "3",
pages = "1026--1058",
month = jun,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1211819793",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Aberg:2008:PDW,
author = "Sofia Aberg and Igor Rychlik and M. Ross Leadbetter",
title = "{Palm} distributions of wave characteristics in
encountering seas",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "3",
pages = "1059--1084",
month = jun,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1211819794",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Janson:2008:ANC,
author = "Svante Janson and Malwina J. Luczak",
title = "Asymptotic normality of the $k$-core in random
graphs",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "3",
pages = "1085--1137",
month = jun,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1211819795",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ludena:2008:VMF,
author = "Carenne Lude{\~n}a",
title = "{$ L^p $}-variations for multifractal fractional
random walks",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "3",
pages = "1138--1163",
month = jun,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1211819796",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Vath:2008:MSS,
author = "Vathana Ly Vath and Huy{\^e}n Pham and St{\'e}phane
Villeneuve",
title = "A mixed singular/switching control problem for a
dividend policy with reversible technology investment",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "3",
pages = "1164--1200",
month = jun,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1211819797",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Roberts:2008:VBM,
author = "Gareth O. Roberts and Jeffrey S. Rosenthal",
title = "Variance bounding {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "3",
pages = "1201--1214",
month = jun,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1211819798",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Angel:2008:CSD,
author = "Omer Angel and Yuval Peres and David B. Wilson",
title = "Card shuffling and {Diophantine} approximation",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "3",
pages = "1215--1231",
month = jun,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1211819799",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pan:2008:CLT,
author = "G. M. Pan and W. Zhou",
title = "Central limit theorem for signal-to-interference ratio
of reduced rank linear receiver",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "3",
pages = "1232--1270",
month = jun,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1211819800",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dolinsky:2008:EEB,
author = "Yan Dolinsky and Yuri Kifer",
title = "Error estimates for binomial approximations of game
options",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "3",
pages = "1271--1277",
month = jun,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1211819801",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Austin:2008:EDH,
author = "Tim D. Austin",
title = "The emergence of the deterministic {Hodgkin--Huxley}
equations as a limit from the underlying stochastic
ion-channel mechanism",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "4",
pages = "1279--1325",
month = aug,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:18 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1216677123",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Coupier:2008:TSC,
author = "David Coupier",
title = "Two sufficient conditions for {Poisson} approximations
in the ferromagnetic {Ising} model",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "4",
pages = "1326--1350",
month = aug,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:18 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1216677124",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Blanchet:2008:ERE,
author = "Jose Blanchet and Peter Glynn",
title = "Efficient rare-event simulation for the maximum of
heavy-tailed random walks",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "4",
pages = "1351--1378",
month = aug,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:18 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1216677125",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Herrmann:2008:LDK,
author = "Samuel Herrmann and Peter Imkeller and Dierk
Peithmann",
title = "Large deviations and a {Kramers}' type law for
self-stabilizing diffusions",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "4",
pages = "1379--1423",
month = aug,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:18 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1216677126",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kahale:2008:ACP,
author = "Nabil Kahale",
title = "Analytic crossing probabilities for certain barriers
by {Brownian} motion",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "4",
pages = "1424--1440",
month = aug,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:18 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1216677127",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Windisch:2008:DDC,
author = "David Windisch",
title = "On the disconnection of a discrete cylinder by a
biased random walk",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "4",
pages = "1441--1490",
month = aug,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:18 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1216677128",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kontoyiannis:2008:CEB,
author = "Ioannis Kontoyiannis and Sean P. Meyn",
title = "Computable exponential bounds for screened estimation
and simulation",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "4",
pages = "1491--1518",
month = aug,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:18 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1216677129",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lijoi:2008:BNE,
author = "Antonio Lijoi and Igor Pr{\"u}nster and Stephen G.
Walker",
title = "{Bayesian} nonparametric estimators derived from
conditional {Gibbs} structures",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "4",
pages = "1519--1547",
month = aug,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:18 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See note \cite{Lijoi:2014:NBN}.",
URL = "http://projecteuclid.org/euclid.aoap/1216677130",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Atar:2008:CLT,
author = "Rami Atar",
title = "Central limit theorem for a many-server queue with
random service rates",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "4",
pages = "1548--1568",
month = aug,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:18 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1216677131",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Toninelli:2008:DPM,
author = "Fabio Lucio Toninelli",
title = "Disordered pinning models and copolymers: Beyond
annealed bounds",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "4",
pages = "1569--1587",
month = aug,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:18 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1216677132",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Eichelsbacher:2008:SMD,
author = "Peter Eichelsbacher and Gesine Reinert",
title = "{Stein}'s method for discrete {Gibbs} measures",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "4",
pages = "1588--1618",
month = aug,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:18 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1216677133",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yoshida:2008:CLT,
author = "Nobuo Yoshida",
title = "Central limit theorem for branching random walks in
random environment",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "4",
pages = "1619--1635",
month = aug,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:18 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1216677134",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pittel:2008:LCR,
author = "B. G. Pittel",
title = "On the largest component of a random graph with a
subpower-law degree sequence in a subcritical phase",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "4",
pages = "1636--1650",
month = aug,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:18 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1216677135",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Janson:2008:LCS,
author = "Svante Janson",
title = "The largest component in a subcritical random graph
with a power law degree distribution",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "4",
pages = "1651--1668",
month = aug,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:18 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1216677136",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Loeffen:2008:OBS,
author = "R. L. Loeffen",
title = "On optimality of the barrier strategy in {de
Finetti}'s dividend problem for spectrally negative
{L{\'e}vy} processes",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "5",
pages = "1669--1680",
month = oct,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:20 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1225372945",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Henderson:2008:ESO,
author = "Vicky Henderson and David Hobson",
title = "An explicit solution for an optimal stopping/optimal
control problem which models an asset sale",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "5",
pages = "1681--1705",
month = oct,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:20 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1225372946",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jourdain:2008:PCP,
author = "Benjamin Jourdain and Florent Malrieu",
title = "Propagation of chaos and {Poincar{\'e}} inequalities
for a system of particles interacting through their
cdf",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "5",
pages = "1706--1736",
month = oct,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:20 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1225372947",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dolinsky:2008:BAS,
author = "Yan Dolinsky and Yuri Kifer",
title = "Binomial approximations of shortfall risk for game
options",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "5",
pages = "1737--1770",
month = oct,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:20 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1225372948",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Sandberg:2008:NSH,
author = "Oskar Sandberg",
title = "Neighbor selection and hitting probability in
small-world graphs",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "5",
pages = "1771--1793",
month = oct,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:20 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1225372949",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Feng:2008:MDP,
author = "Shui Feng and Fuqing Gao",
title = "Moderate deviations for {Poisson--Dirichlet}
distribution",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "5",
pages = "1794--1824",
month = oct,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:20 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1225372950",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cherny:2008:BMA,
author = "Alexander Cherny",
title = "{Brownian} moving averages have conditional full
support",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "5",
pages = "1825--1830",
month = oct,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:20 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1225372951",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zhao:2008:MA,
author = "Ou Zhao and Michael Woodroofe",
title = "On martingale approximations",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "5",
pages = "1831--1847",
month = oct,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:20 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1225372952",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bercu:2008:EIS,
author = "Bernard Bercu and Abderrahmen Touati",
title = "Exponential inequalities for self-normalized
martingales with applications",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "5",
pages = "1848--1869",
month = oct,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:20 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1225372953",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cox:2008:PIL,
author = "A. M. G. Cox and David Hobson and Jan Ob{\l}{\'o}j",
title = "Pathwise inequalities for local time: Applications to
{Skorokhod} embeddings and optimal stopping",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "5",
pages = "1870--1896",
month = oct,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:20 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1225372954",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Sly:2008:UTT,
author = "Allan Sly",
title = "Uniqueness thresholds on trees versus graphs",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "5",
pages = "1897--1909",
month = oct,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:20 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1225372955",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Peccati:2008:LQF,
author = "Giovanni Peccati and Igor Pr{\"u}nster",
title = "Linear and quadratic functionals of random hazard
rates: An asymptotic analysis",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "5",
pages = "1910--1943",
month = oct,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:20 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1225372956",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hoffman:2008:GFP,
author = "Christopher Hoffman",
title = "Geodesics in first passage percolation",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "5",
pages = "1944--1969",
month = oct,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:20 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1225372957",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Morvai:2008:UEB,
author = "Guszt{\'a}v Morvai and Benjamin Weiss",
title = "On universal estimates for binary renewal processes",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "5",
pages = "1970--1992",
month = oct,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:20 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1225372958",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dembo:2008:FSS,
author = "Amir Dembo and Andrea Montanari",
title = "Finite size scaling for the core of large random
hypergraphs",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "5",
pages = "1993--2040",
month = oct,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:20 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1225372959",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Crepey:2008:RDR,
author = "St{\'e}phane Cr{\'e}pey and Anis Matoussi",
title = "Reflected and doubly reflected {BSDEs} with jumps: A
priori estimates and comparison",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "5",
pages = "2041--2069",
month = oct,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:20 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1225372960",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hachem:2008:CIT,
author = "Walid Hachem and Philippe Loubaton and Jamal Najim",
title = "A {CLT} for information-theoretic statistics of {Gram}
random matrices with a given variance profile",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "6",
pages = "2071--2130",
month = dec,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1227708913",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{MacPhee:2008:PSP,
author = "Iain MacPhee and Mikhail Menshikov and Dimitri
Petritis and Serguei Popov",
title = "Polling systems with parameter regeneration, the
general case",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "6",
pages = "2131--2155",
month = dec,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1227708914",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Decreusefond:2008:FCL,
author = "Laurent Decreusefond and Pascal Moyal",
title = "A functional central limit theorem for the {M/GI/$
\infty $} queue",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "6",
pages = "2156--2178",
month = dec,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1227708915",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pal:2008:ODB,
author = "Soumik Pal and Jim Pitman",
title = "One-dimensional {Brownian} particle systems with
rank-dependent drifts",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "6",
pages = "2179--2207",
month = dec,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1227708916",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Barbour:2008:LLN,
author = "A. D. Barbour and M. J. Luczak",
title = "Laws of large numbers for epidemic models with
countably many types",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "6",
pages = "2208--2238",
month = dec,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1227708917",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dai:2008:AOM,
author = "J. G. Dai and Wuqin Lin",
title = "Asymptotic optimality of maximum pressure policies in
stochastic processing networks",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "6",
pages = "2239--2299",
month = dec,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1227708918",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gouere:2008:CFP,
author = "Jean-Baptiste Gou{\'e}r{\'e} and R{\'e}gine Marchand",
title = "Continuous first-passage percolation and continuous
greedy paths model: Linear growth",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "6",
pages = "2300--2319",
month = dec,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1227708919",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gabetta:2008:CLT,
author = "Ester Gabetta and Eugenio Regazzini",
title = "Central limit theorem for the solution of the {Kac}
equation",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "6",
pages = "2320--2336",
month = dec,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1227708920",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Liu:2008:ADB,
author = "Wei-Dong Liu and Zhengyan Lin and Qi-Man Shao",
title = "The asymptotic distribution and {Berry--Esseen} bound
of a new test for independence in high dimension with
an application to stochastic optimization",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "6",
pages = "2337--2366",
month = dec,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1227708921",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Budhiraja:2008:OSF,
author = "Amarjit Budhiraja and Kevin Ross",
title = "Optimal stopping and free boundary characterizations
for some {Brownian} control problems",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "6",
pages = "2367--2391",
month = dec,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1227708922",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Remenik:2008:CPD,
author = "Daniel Remenik",
title = "The contact process in a dynamic random environment",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "6",
pages = "2392--2420",
month = dec,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1227708923",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Avram:2008:EPT,
author = "Florin Avram and Zbigniew Palmowski and Martijn R.
Pistorius",
title = "Exit problem of a two-dimensional risk process from
the quadrant: Exact and asymptotic results",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "6",
pages = "2421--2449",
month = dec,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1227708924",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{vanderHofstad:2008:WAS,
author = "Remco van der Hofstad and Peter M{\"o}rters and Nadia
Sidorova",
title = "Weak and almost sure limits for the parabolic
{Anderson} model with heavy tailed potentials",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "6",
pages = "2450--2494",
month = dec,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1227708925",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bielecki:2008:PTC,
author = "Tomasz R. Bielecki and Monique Jeanblanc and Marek
Rutkowski",
title = "Pricing and trading credit default swaps in a hazard
process model",
journal = j-ANN-APPL-PROBAB,
volume = "18",
number = "6",
pages = "2495--2529",
month = dec,
year = "2008",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1227708926",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yakovlev:2009:RFM,
author = "Andrei Y. Yakovlev and Nikolay M. Yanev",
title = "Relative frequencies in multitype branching
processes",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "1",
pages = "1--14",
month = feb,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1235140330",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Durrett:2009:DDA,
author = "Rick Durrett and Lea Popovic",
title = "Degenerate diffusions arising from gene duplication
models",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "1",
pages = "15--48",
month = feb,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1235140331",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Buchmann:2009:IFN,
author = "Boris Buchmann and Ngai Hang Chan",
title = "Integrated functionals of normal and fractional
processes",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "1",
pages = "49--70",
month = feb,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1235140332",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dyer:2009:MNR,
author = "Martin Dyer and Leslie Ann Goldberg and Mark Jerrum",
title = "Matrix norms and rapid mixing for spin systems",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "1",
pages = "71--107",
month = feb,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1235140333",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lahiri:2009:BET,
author = "S. N. Lahiri and S. Sun",
title = "A {Berry--Esseen} theorem for sample quantiles under
weak dependence",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "1",
pages = "108--126",
month = feb,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1235140334",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Craddock:2009:CEC,
author = "Mark Craddock and Kelly A. Lennox",
title = "The calculation of expectations for classes of
diffusion processes by {Lie} symmetry methods",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "1",
pages = "127--157",
month = feb,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1235140335",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baryshnikov:2009:GLG,
author = "Yu. Baryshnikov and Mathew D. Penrose and J. E.
Yukich",
title = "{Gaussian} limits for generalized spacings",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "1",
pages = "158--185",
month = feb,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1235140336",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dolera:2009:RBP,
author = "Emanuele Dolera and Ester Gabetta and Eugenio
Regazzini",
title = "Reaching the best possible rate of convergence to
equilibrium for solutions of {Kac}'s equation via
central limit theorem",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "1",
pages = "186--209",
month = feb,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1235140337",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jacobsen:2009:IPR,
author = "Martin Jacobsen and Thomas Mikosch and Jan
Rosi{\'n}ski and Gennady Samorodnitsky",
title = "Inverse problems for regular variation of linear
filters, a cancellation property for $ \sigma $-finite
measures and identification of stable laws",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "1",
pages = "210--242",
month = feb,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1235140338",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gromoll:2009:FLN,
author = "H. Christian Gromoll and Ruth J. Williams",
title = "Fluid limits for networks with bandwidth sharing and
general document size distributions",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "1",
pages = "243--280",
month = feb,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1235140339",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ferrari:2009:PTC,
author = "Pablo A. Ferrari and James B. Martin and Leandro P. R.
Pimentel",
title = "A phase transition for competition interfaces",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "1",
pages = "281--317",
month = feb,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1235140340",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Garnier:2009:CPW,
author = "Josselin Garnier and Knut S{\o}lna",
title = "Coupled paraxial wave equations in random media in the
white-noise regime",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "1",
pages = "318--346",
month = feb,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1235140341",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{DaiPra:2009:LPL,
author = "Paolo {Dai Pra} and Wolfgang J. Runggaldier and Elena
Sartori and Marco Tolotti",
title = "Large portfolio losses: a dynamic contagion model",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "1",
pages = "347--394",
month = feb,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1235140342",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Holden:2009:AIM,
author = "Lars Holden and Ragnar Hauge and Marit Holden",
title = "Adaptive independent {Metropolis--Hastings}",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "1",
pages = "395--413",
month = feb,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1235140343",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{DAngeli:2009:CPM,
author = "Daniele D'Angeli and Alfredo Donno",
title = "Crested products of {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "1",
pages = "414--453",
month = feb,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1235140344",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Teixeira:2009:UIC,
author = "Augusto Teixeira",
title = "On the uniqueness of the infinite cluster of the
vacant set of random interlacements",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "1",
pages = "454--466",
month = feb,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1235140345",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Clarkson:2009:RBT,
author = "Eric Clarkson and J. L. Denny and Larry Shepp",
title = "{ROC} and the bounds on tail probabilities via
theorems of {Dubins} and {F. Riesz}",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "1",
pages = "467--476",
month = feb,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1235140346",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Durrett:2009:CSS,
author = "Rick Durrett",
title = "Coexistence in stochastic spatial models",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "2",
pages = "477--496",
month = apr,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1241702238",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Graham:2009:RRM,
author = "Benjamin T. Graham",
title = "Rate of relaxation for a mean-field zero-range
process",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "2",
pages = "497--520",
month = apr,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1241702239",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Atar:2009:CLQ,
author = "Rami Atar and Gennady Shaikhet",
title = "Critically loaded queueing models that are throughput
suboptimal",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "2",
pages = "521--555",
month = apr,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1241702240",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ait-Sahalia:2009:PCJ,
author = "Yacine A{\"\i}t-Sahalia and Julio Cacho-Diaz and T. R.
Hurd",
title = "Portfolio choice with jumps: a closed-form solution",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "2",
pages = "556--584",
month = apr,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1241702241",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yatracos:2009:ADC,
author = "Yannis G. Yatracos",
title = "The asymptotic distribution of a cluster-index for
{i.i.d.} normal random variables",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "2",
pages = "585--595",
month = apr,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1241702242",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jarrow:2009:NAS,
author = "Robert A. Jarrow and Philip Protter and Hasanjan
Sayit",
title = "No arbitrage without semimartingales",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "2",
pages = "596--616",
month = apr,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1241702243",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Woodard:2009:CRM,
author = "Dawn B. Woodard and Scott C. Schmidler and Mark
Huber",
title = "Conditions for rapid mixing of parallel and simulated
tempering on multimodal distributions",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "2",
pages = "617--640",
month = apr,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1241702244",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Garet:2009:CFR,
author = "Olivier Garet",
title = "Capacitive flows on a 2D random net",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "2",
pages = "641--660",
month = apr,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1241702245",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Seierstad:2009:CLT,
author = "Taral Guldahl Seierstad",
title = "A central limit theorem via differential equations",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "2",
pages = "661--675",
month = apr,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1241702246",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Durrett:2009:WTP,
author = "Rick Durrett and Deena Schmidt and Jason
Schweinsberg",
title = "A waiting time problem arising from the study of
multi-stage carcinogenesis",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "2",
pages = "676--718",
month = apr,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1241702247",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Heveling:2009:PVA,
author = "Matthias Heveling and Matthias Reitzner",
title = "{Poisson--Voronoi} approximation",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "2",
pages = "719--736",
month = apr,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1241702248",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Khare:2009:RCS,
author = "Kshitij Khare and Hua Zhou",
title = "Rates of convergence of some multivariate {Markov}
chains with polynomial eigenfunctions",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "2",
pages = "737--777",
month = apr,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1241702249",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{DelMoral:2009:TBF,
author = "Pierre {Del Moral} and Fr{\'e}d{\'e}ric Patras and
Sylvain Rubenthaler",
title = "Tree based functional expansions for {Feynman--Kac}
particle models",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "2",
pages = "778--825",
month = apr,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1241702250",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cranston:2009:LDR,
author = "M. Cranston and D. Gauthier and T. S. Mountford",
title = "On large deviation regimes for random media models",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "2",
pages = "826--862",
month = apr,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1241702251",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Beskos:2009:OSL,
author = "Alexandros Beskos and Gareth Roberts and Andrew
Stuart",
title = "Optimal scalings for local {Metropolis--Hastings}
chains on nonproduct targets in high dimensions",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "3",
pages = "863--898",
month = jun,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1245071013",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cerrai:2009:KTA,
author = "Sandra Cerrai",
title = "A {Khasminskii} type averaging principle for
stochastic reaction--diffusion equations",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "3",
pages = "899--948",
month = jun,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1245071014",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Blanchet:2009:EIS,
author = "Jose H. Blanchet",
title = "Efficient importance sampling for binary contingency
tables",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "3",
pages = "949--982",
month = jun,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1245071015",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{duToit:2009:SSU,
author = "Jacques du Toit and Goran Peskir",
title = "Selling a stock at the ultimate maximum",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "3",
pages = "983--1014",
month = jun,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1245071016",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Meilijson:2009:ACD,
author = "Isaac Meilijson",
title = "On the adjustment coefficient, drawdowns and
Lundberg-type bounds for random walk",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "3",
pages = "1015--1025",
month = jun,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1245071017",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Tanaka:2009:OAM,
author = "Hideyuki Tanaka and Arturo Kohatsu-Higa",
title = "An operator approach for {Markov} chain weak
approximations with an application to infinite activity
{L{\'e}vy} driven {SDEs}",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "3",
pages = "1026--1062",
month = jun,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1245071018",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Han:2009:AIC,
author = "Guangyue Han and Brian Marcus",
title = "Asymptotics of input-constrained binary symmetric
channel capacity",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "3",
pages = "1063--1091",
month = jun,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1245071019",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Addario-Berry:2009:ERR,
author = "Louigi Addario-Berry and Nicolas Broutin and G{\'a}bor
Lugosi",
title = "Effective resistance of random trees",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "3",
pages = "1092--1107",
month = jun,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1245071020",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mason:2009:ANP,
author = "David M. Mason and Wolfgang Polonik",
title = "Asymptotic normality of plug-in level set estimates",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "3",
pages = "1108--1142",
month = jun,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1245071021",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mayberry:2009:GPC,
author = "John Mayberry",
title = "{Gaussian} perturbations of circle maps: a spectral
approach",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "3",
pages = "1143--1171",
month = jun,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1245071022",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{vanHandel:2009:UOH,
author = "Ramon van Handel",
title = "Uniform observability of hidden {Markov} models and
filter stability for unstable signals",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "3",
pages = "1172--1199",
month = jun,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1245071023",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Oliveira:2009:CEK,
author = "Roberto Imbuzeiro Oliveira",
title = "On the convergence to equilibrium of {Kac}'s random
walk on matrices",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "3",
pages = "1200--1231",
month = jun,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1245071024",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Greven:2009:GCB,
author = "Andreas Greven and Lea Popovic and Anita Winter",
title = "Genealogy of catalytic branching models",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "3",
pages = "1232--1272",
month = jun,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1245071025",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pemantle:2009:SCN,
author = "Robin Pemantle",
title = "Search cost for a nearly optimal path in a binary
tree",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "4",
pages = "1273--1291",
month = aug,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1248700617",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gouere:2009:SRS,
author = "Jean-Baptiste Gou{\'e}r{\'e}",
title = "Subcritical regimes in some models of continuum
percolation",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "4",
pages = "1292--1318",
month = aug,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1248700618",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zucca:2009:IFP,
author = "Cristina Zucca and Laura Sacerdote",
title = "On the inverse first-passage-time problem for a
{Wiener} process",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "4",
pages = "1319--1346",
month = aug,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1248700619",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hofbauer:2009:TAR,
author = "Josef Hofbauer and Lorens A. Imhof",
title = "Time averages, recurrence and transience in the
stochastic replicator dynamics",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "4",
pages = "1347--1368",
month = aug,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1248700620",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ekstrom:2009:BCB,
author = "Erik Ekstr{\"o}m and Johan Tysk",
title = "Bubbles, convexity and the {Black--Scholes} equation",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "4",
pages = "1369--1384",
month = aug,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1248700621",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mandjes:2009:CSF,
author = "Michel Mandjes and Ilkka Norros and Peter Glynn",
title = "On convergence to stationarity of fractional
{Brownian} storage",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "4",
pages = "1385--1403",
month = aug,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1248700622",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Collamore:2009:RRE,
author = "Jeffrey F. Collamore",
title = "Random recurrence equations and ruin in a
{Markov}-dependent stochastic economic environment",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "4",
pages = "1404--1458",
month = aug,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1248700623",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Caputo:2009:DOD,
author = "P. Caputo and A. Faggionato",
title = "Diffusivity in one-dimensional generalized {Mott}
variable-range hopping models",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "4",
pages = "1459--1494",
month = aug,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1248700624",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Liu:2009:ORI,
author = "Yuping Liu and Jin Ma",
title = "Optimal reinsurance/investment problems for general
insurance models",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "4",
pages = "1495--1528",
month = aug,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1248700625",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Wu:2009:RET,
author = "Wei Biao Wu",
title = "Recursive estimation of time-average variance
constants",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "4",
pages = "1529--1552",
month = aug,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1248700626",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ohashi:2009:FTS,
author = "Alberto Ohashi",
title = "Fractional term structure models: No-arbitrage and
consistency",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "4",
pages = "1553--1580",
month = aug,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1248700627",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Collet:2009:MSO,
author = "P. Collet and C. Giardina and F. Redig",
title = "Matching with shift for one-dimensional {Gibbs}
measures",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "4",
pages = "1581--1602",
month = aug,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1248700628",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Goldenshluger:2009:WOA,
author = "Alexander Goldenshluger and Assaf Zeevi",
title = "{Woodroofe}'s one-armed bandit problem revisited",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "4",
pages = "1603--1633",
month = aug,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1248700629",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gnedin:2009:BSR,
author = "Alexander V. Gnedin and Alexander M. Iksanov and Pavlo
Negadajlov and Uwe R{\"o}sler",
title = "The {Bernoulli} sieve revisited",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "4",
pages = "1634--1655",
month = aug,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1248700630",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Durrett:2009:CSE,
author = "Rick Durrett and Daniel Remenik",
title = "Chaos in a spatial epidemic model",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "4",
pages = "1656--1685",
month = aug,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1248700631",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jourdain:2009:RAI,
author = "Benjamin Jourdain and J{\'e}r{\^o}me Lelong",
title = "Robust adaptive importance sampling for normal random
vectors",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "5",
pages = "1687--1718",
month = oct,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1255699541",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kang:2009:SSC,
author = "W. N. Kang and F. P. Kelly and N. H. Lee and R. J.
Williams",
title = "State space collapse and diffusion approximation for a
network operating under a fair bandwidth sharing
policy",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "5",
pages = "1719--1780",
month = oct,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1255699542",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Grubel:2009:SBS,
author = "Rudolf Gr{\"u}bel",
title = "On the silhouette of binary search trees",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "5",
pages = "1781--1802",
month = oct,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1255699543",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Caravenna:2009:PMI,
author = "Francesco Caravenna and Nicolas P{\'e}tr{\'e}lis",
title = "A polymer in a multi-interface medium",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "5",
pages = "1803--1839",
month = oct,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1255699544",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rataj:2009:AWS,
author = "Jan Rataj and Evgeny Spodarev and Daniel
Meschenmoser",
title = "Approximations of the {Wiener} sausage and its
curvature measures",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "5",
pages = "1840--1859",
month = oct,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1255699545",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Albenque:2009:NED,
author = "Marie Albenque",
title = "A note on the enumeration of directed animals via gas
considerations",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "5",
pages = "1860--1879",
month = oct,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1255699546",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lanchier:2009:SEN,
author = "N. Lanchier and C. Neuhauser",
title = "Spatially explicit non-{Mendelian} diploid model",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "5",
pages = "1880--1920",
month = oct,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1255699547",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chan:2009:CMC,
author = "B. Chan and R. Durrett and N. Lanchier",
title = "Coexistence for a multitype contact process with
seasons",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "5",
pages = "1921--1943",
month = oct,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1255699548",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Eberlein:2009:ETD,
author = "Ernst Eberlein and Antonis Papapantoleon and Albert N.
Shiryaev",
title = "{Esscher} transform and the duality principle for
multidimensional semimartingales",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "5",
pages = "1944--1971",
month = oct,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1255699549",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cotar:2009:ATS,
author = "Codina Cotar and Vlada Limic",
title = "Attraction time for strongly reinforced walks",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "5",
pages = "1972--2007",
month = oct,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1255699550",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gamarnik:2009:DSM,
author = "David Gamarnik and Dmitriy Katz",
title = "On deciding stability of multiclass queueing networks
under buffer priority scheduling policies",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "5",
pages = "2008--2037",
month = oct,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1255699551",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chow:2009:NSW,
author = "Pao-Liu Chow",
title = "Nonlinear stochastic wave equations: Blow-up of second
moments in {$ L^2 $}-norm",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "6",
pages = "2039--2046",
month = dec,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1259158765",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Eder:2009:FPE,
author = "Irmingard Eder and Claudia Kl{\"u}ppelberg",
title = "The first passage event for sums of dependent
{L{\'e}vy} processes with applications to insurance
risk",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "6",
pages = "2047--2079",
month = dec,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1259158766",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hitczenko:2009:PTT,
author = "Pawe{\l} Hitczenko and Jacek Weso{\l}owski",
title = "Perpetuities with thin tails revisited",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "6",
pages = "2080--2101",
month = dec,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1259158767",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Awad:2009:CLT,
author = "Hernan Awad and Peter Glynn",
title = "Conditional limit theorems for regulated fractional
{Brownian} motion",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "6",
pages = "2102--2136",
month = dec,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1259158768",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Talreja:2009:HTL,
author = "Rishi Talreja and Ward Whitt",
title = "Heavy-traffic limits for waiting times in many-server
queues with abandonment",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "6",
pages = "2137--2175",
month = dec,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1259158769",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zitkovic:2009:DCS,
author = "Gordan {\v{Z}}itkovi{\'c}",
title = "A dual characterization of self-generation and
exponential forward performances",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "6",
pages = "2176--2210",
month = dec,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1259158770",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Reed:2009:GGQ,
author = "Josh Reed",
title = "The G / {GI} / N queue in the {Halfin--Whitt} regime",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "6",
pages = "2211--2269",
month = dec,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1259158771",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jara:2009:LTA,
author = "Milton Jara and Tomasz Komorowski and Stefano Olla",
title = "Limit theorems for additive functionals of a {Markov}
chain",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "6",
pages = "2270--2300",
month = dec,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1259158772",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Walton:2009:PFR,
author = "N. S. Walton",
title = "Proportional fairness and its relationship with
multi-class queueing networks",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "6",
pages = "2301--2333",
month = dec,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1259158773",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Graham:2009:IMC,
author = "Carl Graham and Philippe Robert",
title = "Interacting multi-class transmissions in large
stochastic networks",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "6",
pages = "2334--2361",
month = dec,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1259158774",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{ElKaroui:2009:CMS,
author = "Noureddine {El Karoui}",
title = "Concentration of measure and spectra of random
matrices: Applications to correlation matrices,
elliptical distributions and beyond",
journal = j-ANN-APPL-PROBAB,
volume = "19",
number = "6",
pages = "2362--2405",
month = dec,
year = "2009",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1259158775",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Evans:2010:DTM,
author = "Steven N. Evans and Peter L. Ralph",
title = "Dynamics of the time to the most recent common
ancestor in a large branching population",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "1",
pages = "1--25",
month = feb,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1262962316",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mohamed:2010:DTA,
author = "Han{\`e}ne Mohamed and Philippe Robert",
title = "Dynamic tree algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "1",
pages = "26--51",
month = feb,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1262962317",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hata:2010:APM,
author = "Hiroaki Hata and Hideo Nagai and Shuenn-Jyi Sheu",
title = "Asymptotics of the probability minimizing a
``down-side'' risk",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "1",
pages = "52--89",
month = feb,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1262962318",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Goldman:2010:PMV,
author = "Andr{\'e} Goldman",
title = "The {Palm} measure and the {Voronoi} tessellation for
the {Ginibre} process",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "1",
pages = "90--128",
month = feb,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1262962319",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Puhalskii:2010:MSQ,
author = "Anatolii A. Puhalskii and Josh E. Reed",
title = "On many-server queues in heavy traffic",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "1",
pages = "129--195",
month = feb,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See erratum \cite{Puhalskii:2023:ESM}.",
URL = "http://projecteuclid.org/euclid.aoap/1262962320",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
}
@Article{Santos:2010:CPS,
author = "Manuel S. Santos",
title = "Consistency properties of a simulation-based estimator
for dynamic processes",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "1",
pages = "196--213",
month = feb,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1262962321",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pang:2010:CQI,
author = "Guodong Pang and Ward Whitt",
title = "Continuity of a queueing integral representation in
the {$ M_1 $} topology",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "1",
pages = "214--237",
month = feb,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1262962322",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Evans:2010:CBD,
author = "Steven N. Evans and Bernd Sturmfels and Caroline
Uhler",
title = "Commuting birth-and-death processes",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "1",
pages = "238--266",
month = feb,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1262962323",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cohen:2010:CBS,
author = "Samuel N. Cohen and Robert J. Elliott",
title = "Comparisons for backward stochastic differential
equations on {Markov} chains and related no-arbitrage
conditions",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "1",
pages = "267--311",
month = feb,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1262962324",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Simatos:2010:SHS,
author = "Florian Simatos and Danielle Tibi",
title = "Spatial homogenization in a stochastic network with
mobility",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "1",
pages = "312--355",
month = feb,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1262962325",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alexander:2010:ECP,
author = "Kenneth S. Alexander and Nikos Zygouras",
title = "Equality of critical points for polymer depinning
transitions with loop exponent one",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "1",
pages = "356--366",
month = feb,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1262962326",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kella:2010:NFS,
author = "Offer Kella and Marc Yor",
title = "A new formula for some linear stochastic equations
with applications",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "2",
pages = "367--381",
month = apr,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1268143427",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Haas:2010:ABS,
author = "B{\'e}n{\'e}dicte Haas",
title = "Asymptotic behavior of solutions of the fragmentation
equation with shattering: An approach via self-similar
{Markov} processes",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "2",
pages = "382--429",
month = apr,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1268143428",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dolera:2010:RCL,
author = "Emanuele Dolera and Eugenio Regazzini",
title = "The role of the central limit theorem in discovering
sharp rates of convergence to equilibrium for the
solution of the {Kac} equation",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "2",
pages = "430--461",
month = apr,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1268143429",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Peled:2010:RIP,
author = "Ron Peled",
title = "On rough isometries of {Poisson} processes on the
line",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "2",
pages = "462--494",
month = apr,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1268143430",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kim:2010:BPM,
author = "Jeong Han Kim and Ravi Montenegro and Yuval Peres and
Prasad Tetali",
title = "A Birthday Paradox for {Markov} chains with an optimal
bound for collision in the {Pollard Rho} algorithm for
discrete logarithm",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "2",
pages = "495--521",
month = apr,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1268143431",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kyprianou:2010:EAT,
author = "A. E. Kyprianou and J. C. Pardo and V. Rivero",
title = "Exact and asymptotic $n$-tuple laws at first and last
passage",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "2",
pages = "522--564",
month = apr,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1268143432",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dembo:2010:IML,
author = "Amir Dembo and Andrea Montanari",
title = "{Ising} models on locally tree-like graphs",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "2",
pages = "565--592",
month = apr,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1268143433",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{DelMoral:2010:IMC,
author = "Pierre {Del Moral} and Arnaud Doucet",
title = "Interacting {Markov} chain {Monte Carlo} methods for
solving nonlinear measure-valued equations",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "2",
pages = "593--639",
month = apr,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1268143434",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ivanoff:2010:ODC,
author = "B. Gail Ivanoff and Ely Merzbach",
title = "Optimal detection of a change-set in a spatial
{Poisson} process",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "2",
pages = "640--659",
month = apr,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1268143435",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Armendariz:2010:BCV,
author = "In{\'e}s Armend{\'a}riz",
title = "{Brownian} coagulation and a version of
{Smoluchowski}'s equation on the circle",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "2",
pages = "660--695",
month = apr,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1268143436",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Goldstein:2010:NAC,
author = "Larry Goldstein and Mathew D. Penrose",
title = "Normal approximation for coverage models over binomial
point processes",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "2",
pages = "696--721",
month = apr,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1268143437",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Barrera:2010:LMF,
author = "Javiera Barrera and Joaqu{\'\i}n Fontbona",
title = "The limiting move-to-front search-cost in law of large
numbers asymptotic regimes",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "2",
pages = "722--752",
month = apr,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1268143438",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bramson:2010:PRR,
author = "Maury Bramson and J. G. Dai and J. M. Harrison",
title = "Positive recurrence of reflecting {Brownian} motion in
three dimensions",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "2",
pages = "753--783",
month = apr,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:41 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1268143439",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cox:2010:IRM,
author = "J. Theodore Cox",
title = "Intermediate range migration in the two-dimensional
stepping stone model",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "3",
pages = "785--805",
month = jun,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1276867297",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Coupier:2010:GLC,
author = "David Coupier",
title = "Geography of local configurations",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "3",
pages = "806--840",
month = jun,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1276867298",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Atchade:2010:CTE,
author = "Yves F. Atchad{\'e}",
title = "A cautionary tale on the efficiency of some adaptive
{Monte Carlo} schemes",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "3",
pages = "841--868",
month = jun,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1276867299",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Barlow:2010:RCM,
author = "Martin T. Barlow and Xinghua Zheng",
title = "The random conductance model with {Cauchy} tails",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "3",
pages = "869--889",
month = jun,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1276867300",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kargin:2010:PRM,
author = "Vladislav Kargin",
title = "Products of random matrices: Dimension and growth in
norm",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "3",
pages = "890--906",
month = jun,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1276867301",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Schopp:2010:FLT,
author = "Eva-Maria Schopp",
title = "A functional limit theorem for the profile of $b$-ary
trees",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "3",
pages = "907--950",
month = jun,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1276867302",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ichiba:2010:CBP,
author = "Tomoyuki Ichiba and Ioannis Karatzas",
title = "On collisions of {Brownian} particles",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "3",
pages = "951--977",
month = jun,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1276867303",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yu:2010:ABR,
author = "Feng Yu and Alison Etheridge and Charles Cuthbertson",
title = "Asymptotic behavior of the rate of adaptation",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "3",
pages = "978--1004",
month = jun,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1276867304",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jenkins:2010:ASF,
author = "Paul A. Jenkins and Yun S. Song",
title = "An asymptotic sampling formula for the coalescent with
Recombination",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "3",
pages = "1005--1028",
month = jun,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1276867305",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lemaire:2010:URI,
author = "Vincent Lemaire and Gilles Pag{\`e}s",
title = "Unconstrained recursive importance sampling",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "3",
pages = "1029--1067",
month = jun,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1276867306",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mischaikow:2010:TGS,
author = "Konstantin Mischaikow and Thomas Wanner",
title = "Topology-guided sampling of nonhomogeneous random
processes",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "3",
pages = "1068--1097",
month = jun,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1276867307",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ethier:2010:MSM,
author = "S. N. Ethier and Jiyeon Lee",
title = "A {Markovian} slot machine and {Parrondo}'s paradox",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "3",
pages = "1098--1125",
month = jun,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1276867308",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bramson:2010:NSU,
author = "Maury Bramson",
title = "Network stability under max--min fair bandwidth
sharing",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "3",
pages = "1126--1176",
month = jun,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1276867309",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hitczenko:2010:PTT,
author = "Pawe{\l} Hitczenko and Jacek Weso{\l}owski",
title = "Perpetuities with thin tails revisited",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "3",
pages = "1177--1177",
month = jun,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1276867310",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fernholz:2010:OA,
author = "Daniel Fernholz and Ioannis Karatzas",
title = "On optimal arbitrage",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "4",
pages = "1179--1204",
month = aug,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1279638783",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Barral:2010:UCC,
author = "Julien Barral and Xiong Jin and Beno{\^\i}t
Mandelbrot",
title = "Uniform convergence for complex $ [0, 1]
$-martingales",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "4",
pages = "1205--1218",
month = aug,
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/09-AAP664",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G18 (28A78 60F15 60G22 60G42 60G44)",
MRnumber = "2676937 (2011h:60084)",
MRreviewer = "Sreenivasan Ravi",
bibdate = "Fri Jun 6 11:38:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/bibnet/authors/m/mandelbrot-benoit.bib;
https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1279638784",
ZMnumber = "Zbl 1208.60035",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Barral:2010:CCM,
author = "Julien Barral and Xiong Jin and Beno{\^\i}t
Mandelbrot",
title = "Convergence of complex multiplicative cascades",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "4",
pages = "1219--1252",
month = aug,
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1214/09-AAP665",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05 (28A78 60F15 60F17 60G18 60G42)",
MRnumber = "2676938 (2011d:60069)",
bibdate = "Fri Jun 6 11:38:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/bibnet/authors/m/mandelbrot-benoit.bib;
https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1279638785",
ZMnumber = "Zbl 1221.60028",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Azcue:2010:OIP,
author = "Pablo Azcue and Nora Muler",
title = "Optimal investment policy and dividend payment
strategy in an insurance company",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "4",
pages = "1253--1302",
month = aug,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1279638786",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{James:2010:LTL,
author = "Lancelot F. James",
title = "{Lamperti}-type laws",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "4",
pages = "1303--1340",
month = aug,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1279638787",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kallsen:2010:USP,
author = "J. Kallsen and J. Muhle-Karbe",
title = "On using shadow prices in portfolio optimization with
transaction costs",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "4",
pages = "1341--1358",
month = aug,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1279638788",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mertikopoulos:2010:ERB,
author = "Panayotis Mertikopoulos and Aris L. Moustakas",
title = "The emergence of rational behavior in the presence of
stochastic perturbations",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "4",
pages = "1359--1388",
month = aug,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1279638789",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Deaconu:2010:SDM,
author = "Madalina Deaconu and Antoine Lejay",
title = "Simulation of diffusions by means of importance
sampling paradigm",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "4",
pages = "1389--1424",
month = aug,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1279638790",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jacod:2010:DPV,
author = "Jean Jacod and Viktor Todorov",
title = "Do price and volatility jump together?",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "4",
pages = "1425--1469",
month = aug,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1279638791",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alon:2010:CMT,
author = "Noga Alon and Ori Gurel-Gurevich and Eyal Lubetzky",
title = "Choice-memory tradeoff in allocations",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "4",
pages = "1470--1511",
month = aug,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1279638792",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Delong:2010:BSD,
author = "{\L}ukasz Delong and Peter Imkeller",
title = "Backward stochastic differential equations with time
delayed generators---results and counterexamples",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "4",
pages = "1512--1536",
month = aug,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1279638793",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Sezer:2010:WDP,
author = "Semih Onur Sezer",
title = "On the {Wiener} disorder problem",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "4",
pages = "1537--1566",
month = aug,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1279638794",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baumdicker:2010:DDG,
author = "F. Baumdicker and W. R. Hess and P. Pfaffelhuber",
title = "The diversity of a distributed genome in bacterial
populations",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "5",
pages = "1567--1606",
month = oct,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1282747394",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{deSaporta:2010:NMO,
author = "Beno{\^\i}te de Saporta and Fran{\c{c}}ois Dufour and
Karen Gonzalez",
title = "Numerical method for optimal stopping of piecewise
deterministic {Markov} processes",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "5",
pages = "1607--1637",
month = oct,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1282747395",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Douc:2010:FID,
author = "Randal Douc and Elisabeth Gassiat and Benoit Landelle
and Eric Moulines",
title = "Forgetting of the initial distribution for nonergodic
Hidden {Markov} Chains",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "5",
pages = "1638--1662",
month = oct,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1282747396",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Amei:2010:TDP,
author = "Amei Amei and Stanley Sawyer",
title = "A time-dependent {Poisson} random field model for
polymorphism within and between two related biological
species",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "5",
pages = "1663--1696",
month = oct,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1282747397",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kardaras:2010:NIP,
author = "Constantinos Kardaras",
title = "{Num{\'e}raire-invariant} preferences in financial
modeling",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "5",
pages = "1697--1728",
month = oct,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1282747398",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bacry:2010:MAM,
author = "Emmanuel Bacry and Arnaud Gloter and Marc Hoffmann and
Jean Fran{\c{c}}ois Muzy",
title = "Multifractal analysis in a mixed asymptotic
framework",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "5",
pages = "1729--1760",
month = oct,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1282747399",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fontbona:2010:SVM,
author = "J. Fontbona",
title = "Stochastic vortex method for forced three-dimensional
{Navier--Stokes} equations and pathwise convergence
rate",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "5",
pages = "1761--1800",
month = oct,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1282747400",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kuznetsov:2010:WHF,
author = "Alexey Kuznetsov",
title = "{Wiener--Hopf} factorization and distribution of
extrema for a family of {L{\'e}vy} processes",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "5",
pages = "1801--1830",
month = oct,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1282747401",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Saloff-Coste:2010:TIM,
author = "L. Saloff-Coste and J. Z{\'u}{\~n}iga",
title = "Time inhomogeneous {Markov} chains with wave-like
behavior",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "5",
pages = "1831--1853",
month = oct,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1282747402",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dai:2010:MSD,
author = "J. G. Dai and Shuangchi He and Tolga Tezcan",
title = "Many-server diffusion limits for {G / Ph / n + GI}
queues",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "5",
pages = "1854--1890",
month = oct,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1282747403",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dolinsky:2010:AWC,
author = "Yan Dolinsky",
title = "Applications of weak convergence for hedging of game
options",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "5",
pages = "1891--1906",
month = oct,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1282747404",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bhamidi:2010:FPP,
author = "Shankar Bhamidi and Remco van der Hofstad and Gerard
Hooghiemstra",
title = "First passage percolation on random graphs with finite
mean degrees",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "5",
pages = "1907--1965",
month = oct,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See erratum \cite{Bhamidi:2017:EFP}.",
URL = "http://projecteuclid.org/euclid.aoap/1282747405",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bertoin:2010:ARP,
author = "Jean Bertoin",
title = "Asymptotic regimes for the partition into colonies of
a branching process with emigration",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "6",
pages = "1967--1988",
month = dec,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1287494551",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Doku-Amponsah:2010:LDP,
author = "Kwabena Doku-Amponsah and Peter M{\"o}rters",
title = "Large deviation principles for empirical measures of
colored random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "6",
pages = "1989--2021",
month = dec,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1287494552",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Elskens:2010:DLM,
author = "Yves Elskens and Etienne Pardoux",
title = "Diffusion limit for many particles in a periodic
stochastic acceleration field",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "6",
pages = "2022--2039",
month = dec,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1287494553",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bordenave:2010:LOP,
author = "Charles Bordenave and Giovanni Luca Torrisi",
title = "Load optimization in a planar network",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "6",
pages = "2040--2085",
month = dec,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1287494554",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ding:2010:SDA,
author = "Xue Ding and Tiefeng Jiang",
title = "Spectral distributions of adjacency and {Laplacian}
matrices of random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "6",
pages = "2086--2117",
month = dec,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1287494555",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ellis:2010:ABF,
author = "Richard S. Ellis and Jonathan Machta and Peter Tak-Hun
Otto",
title = "Asymptotic behavior of the finite-size magnetization
as a function of the speed of approach to criticality",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "6",
pages = "2118--2161",
month = dec,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1287494556",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kallsen:2010:UMM,
author = "J. Kallsen and J. Muhle-Karbe",
title = "Utility maximization in models with conditionally
independent increments",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "6",
pages = "2162--2177",
month = dec,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1287494557",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Saksman:2010:EAM,
author = "Eero Saksman and Matti Vihola",
title = "On the ergodicity of the adaptive {Metropolis}
algorithm on unbounded domains",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "6",
pages = "2178--2203",
month = dec,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1287494558",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kang:2010:FLM,
author = "Weining Kang and Kavita Ramanan",
title = "Fluid limits of many-server queues with reneging",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "6",
pages = "2204--2260",
month = dec,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1287494559",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Krieger:2010:ELM,
author = "Abba M. Krieger and Moshe Pollak and Ester
Samuel-Cahn",
title = "Extreme(ly) mean(ingful): Sequential formation of a
quality group",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "6",
pages = "2261--2294",
month = dec,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1287494560",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kabluchko:2010:SSG,
author = "Zakhar Kabluchko",
title = "Stationary systems of {Gaussian} processes",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "6",
pages = "2295--2317",
month = dec,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1287494561",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chigansky:2010:CSB,
author = "Pavel Chigansky and Ramon van Handel",
title = "A complete solution to {Blackwell}'s unique ergodicity
problem for hidden {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "6",
pages = "2318--2345",
month = dec,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1287494562",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Limic:2010:VCL,
author = "Vlada Limic and Stanislav Volkov",
title = "{VRRW} on complete-like graphs: Almost sure behavior",
journal = j-ANN-APPL-PROBAB,
volume = "20",
number = "6",
pages = "2346--2388",
month = dec,
year = "2010",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1287494563",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chauvin:2011:LDL,
author = "Brigitte Chauvin and Nicolas Pouyanne and Reda
Sahnoun",
title = "Limit distributions for large {P{\'o}lya} urns",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "1",
pages = "1--32",
month = feb,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1292598027",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kaspi:2011:LLN,
author = "Haya Kaspi and Kavita Ramanan",
title = "Law of large numbers limits for many-server queues",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "1",
pages = "33--114",
month = feb,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1292598028",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Marty:2011:GFW,
author = "Renaud Marty and Knut S{\o}lna",
title = "A general framework for waves in random media with
long-range correlations",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "1",
pages = "115--139",
month = feb,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1292598029",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Barndorff-Nielsen:2011:MSP,
author = "Ole Eiler Barndorff-Nielsen and Robert Stelzer",
title = "Multivariate {supOU} processes",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "1",
pages = "140--182",
month = feb,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1292598030",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "superpositions of Ornstein Uhlenbeck-type processes
(supOU processes)",
}
@Article{Appuhamillage:2011:OLT,
author = "Thilanka Appuhamillage and Vrushali Bokil and Enrique
Thomann and Edward Waymire and Brian Wood",
title = "Occupation and local times for skew {Brownian} motion
with applications to dispersion across an interface",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "1",
pages = "183--214",
month = feb,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See corrections \cite{Appuhamillage:2011:COL}.",
URL = "http://projecteuclid.org/euclid.aoap/1292598031",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Belomestny:2011:RCS,
author = "Denis Belomestny",
title = "On the rates of convergence of simulation-based
optimization algorithms for optimal stopping problems",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "1",
pages = "215--239",
month = feb,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1292598032",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Graham:2011:STR,
author = "Benjamin Graham and Geoffrey Grimmett",
title = "Sharp thresholds for the random-cluster and {Ising}
models",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "1",
pages = "240--265",
month = feb,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1292598033",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Taflin:2011:GIB,
author = "Erik Taflin",
title = "Generalized integrands and bond portfolios: Pitfalls
and counter examples",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "1",
pages = "266--282",
month = feb,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1292598034",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dereich:2011:MMC,
author = "Steffen Dereich",
title = "Multilevel {Monte Carlo} algorithms for
{L{\'e}vy}-driven {SDEs} with {Gaussian} correction",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "1",
pages = "283--311",
month = feb,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1292598035",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Betz:2011:RPC,
author = "Volker Betz and Daniel Ueltschi and Yvan Velenik",
title = "Random permutations with cycle weights",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "1",
pages = "312--331",
month = feb,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1292598036",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ekstrom:2011:BCS,
author = "Erik Ekstr{\"o}m and Johan Tysk",
title = "Boundary conditions for the single-factor term
structure equation",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "1",
pages = "332--350",
month = feb,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1292598037",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Nakashima:2011:ASC,
author = "Makoto Nakashima",
title = "Almost sure central limit theorem for branching random
walks in random environment",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "1",
pages = "351--373",
month = feb,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1292598038",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{vandenBerg:2011:SPT,
author = "J. van den Berg",
title = "Sharpness of the percolation transition in the
two-dimensional contact process",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "1",
pages = "374--395",
month = feb,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1292598039",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cuchiero:2011:APP,
author = "Christa Cuchiero and Damir Filipovi{\'c} and Eberhard
Mayerhofer and Josef Teichmann",
title = "Affine processes on positive semidefinite matrices",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "2",
pages = "397--463",
month = apr,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1300800978",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chatterjee:2011:NAS,
author = "Sourav Chatterjee and Qi-Man Shao",
title = "Nonnormal approximation by {Stein}'s method of
exchangeable pairs with application to the
{Curie--Weiss} model",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "2",
pages = "464--483",
month = apr,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1300800979",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kruk:2011:HTA,
author = "{\L}ukasz Kruk and John Lehoczky and Kavita Ramanan
and Steven Shreve",
title = "Heavy traffic analysis for {EDF} queues with
reneging",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "2",
pages = "484--545",
month = apr,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1300800980",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Todorov:2011:LTP,
author = "Viktor Todorov and George Tauchen",
title = "Limit theorems for power variations of pure-jump
processes with application to activity estimation",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "2",
pages = "546--588",
month = apr,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1300800981",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gerhold:2011:LSA,
author = "Stefan Gerhold",
title = "The {Longstaff--Schwartz} algorithm for {L{\'e}vy}
models: Results on fast and slow convergence",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "2",
pages = "589--608",
month = apr,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1300800982",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ichiba:2011:HAM,
author = "Tomoyuki Ichiba and Vassilios Papathanakos and Adrian
Banner and Ioannis Karatzas and Robert Fernholz",
title = "Hybrid Atlas models",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "2",
pages = "609--644",
month = apr,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1300800983",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Olvera-Cravioto:2011:THT,
author = "Mariana Olvera-Cravioto and Jose Blanchet and Peter
Glynn",
title = "On the transition from heavy traffic to heavy tails
for the {M/G/1} queue: The regularly varying case",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "2",
pages = "645--668",
month = apr,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1300800984",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hairer:2011:SCH,
author = "Martin Hairer and Andrew M. Stuart and Jochen Voss",
title = "Sampling conditioned hypoelliptic diffusions",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "2",
pages = "669--698",
month = apr,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1300800985",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Durrett:2011:TWS,
author = "Rick Durrett and John Mayberry",
title = "Traveling waves of selective sweeps",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "2",
pages = "699--744",
month = apr,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1300800986",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zhang:2011:DLL,
author = "Jiheng Zhang and J. G. Dai and Bert Zwart",
title = "Diffusion limits of limited processor sharing queues",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "2",
pages = "745--799",
month = apr,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1300800987",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kendall:2011:GFP,
author = "Wilfrid S. Kendall",
title = "Geodesics and flows in a {Poissonian} city",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "3",
pages = "801--842",
month = jun,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1307020384",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Assaf:2011:RTR,
author = "Sami Assaf and Persi Diaconis and K. Soundararajan",
title = "A rule of thumb for riffle shuffling",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "3",
pages = "843--875",
month = jun,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1307020385",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Glazebrook:2011:GNI,
author = "Kevin D. Glazebrook and David J. Hodge and Chris
Kirkbride",
title = "General notions of indexability for queueing control
and asset management",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "3",
pages = "876--907",
month = jun,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1307020386",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jentzen:2011:ESN,
author = "Arnulf Jentzen and Peter Kloeden and Georg Winkel",
title = "Efficient simulation of nonlinear parabolic {SPDEs}
with additive noise",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "3",
pages = "908--950",
month = jun,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1307020387",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bramson:2011:PRR,
author = "Maury Bramson",
title = "A positive recurrent reflecting {Brownian} motion with
divergent fluid path",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "3",
pages = "951--986",
month = jun,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1307020388",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Daskalakis:2011:CER,
author = "Constantinos Daskalakis and Alexandros G. Dimakis and
Elchanan Mossel",
title = "Connectivity and equilibrium in random games",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "3",
pages = "987--1016",
month = jun,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1307020389",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{DelMoral:2011:CIM,
author = "Pierre {Del Moral} and Emmanuel Rio",
title = "Concentration inequalities for mean field particle
models",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "3",
pages = "1017--1052",
month = jun,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1307020390",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Balogh:2011:HCR,
author = "J{\'o}zsef Balogh and B{\'e}la Bollob{\'a}s and
Michael Krivelevich and Tobias M{\"u}ller and Mark
Walters",
title = "{Hamilton} cycles in random geometric graphs",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "3",
pages = "1053--1072",
month = jun,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1307020391",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Collevecchio:2011:BSR,
author = "Andrea Collevecchio and Tom Schmitz",
title = "Bounds on the speed and on regeneration times for
certain processes on regular trees",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "3",
pages = "1073--1101",
month = jun,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1307020392",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ekstrom:2011:RTH,
author = "Erik Ekstr{\"o}m and David Hobson",
title = "Recovering a time-homogeneous stock price process from
perpetual option prices",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "3",
pages = "1102--1135",
month = jun,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1307020393",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Collins:2011:GES,
author = "Beno{\^\i}t Collins and Ion Nechita",
title = "{Gaussianization} and eigenvalue statistics for random
quantum channels {(III)}",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "3",
pages = "1136--1179",
month = jun,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1307020394",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pal:2011:AMW,
author = "Soumik Pal",
title = "Analysis of market weights under volatility-stabilized
market models",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "3",
pages = "1180--1213",
month = jun,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:57 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1307020395",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bertacchi:2011:CVP,
author = "D. Bertacchi and N. Lanchier and F. Zucca",
title = "Contact and voter processes on the infinite
percolation cluster as models of host-symbiont
interactions",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "4",
pages = "1215--1252",
month = aug,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1312818835",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kuna:2011:NSC,
author = "Tobias Kuna and Joel L. Lebowitz and Eugene R. Speer",
title = "Necessary and sufficient conditions for realizability
of point processes",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "4",
pages = "1253--1281",
month = aug,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1312818836",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{DeMarco:2011:SAE,
author = "Stefano {De Marco}",
title = "Smoothness and asymptotic estimates of densities for
{SDEs} with locally smooth coefficients and
applications to square root-type diffusions",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "4",
pages = "1282--1321",
month = aug,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1312818837",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fahim:2011:PNM,
author = "Arash Fahim and Nizar Touzi and Xavier Warin",
title = "A probabilistic numerical method for fully nonlinear
parabolic {PDEs}",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "4",
pages = "1322--1364",
month = aug,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1312818838",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kobylanski:2011:OMS,
author = "Magdalena Kobylanski and Marie-Claire Quenez and
Elisabeth Rouy-Mironescu",
title = "Optimal multiple stopping time problem",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "4",
pages = "1365--1399",
month = aug,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1312818839",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chatterjee:2011:RGG,
author = "Sourav Chatterjee and Persi Diaconis and Allan Sly",
title = "Random graphs with a given degree sequence",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "4",
pages = "1400--1435",
month = aug,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1312818840",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fukasawa:2011:DES,
author = "Masaaki Fukasawa",
title = "Discretization error of stochastic integrals",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "4",
pages = "1436--1465",
month = aug,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1312818841",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Constantin:2011:SLA,
author = "Peter Constantin and Gautam Iyer",
title = "A stochastic-{Lagrangian} approach to the
{Navier--Stokes} equations in domains with boundary",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "4",
pages = "1466--1492",
month = aug,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1312818842",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Brightwell:2011:OIM,
author = "Graham Brightwell and Malwina Luczak",
title = "Order-invariant measures on causal sets",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "4",
pages = "1493--1536",
month = aug,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1312818843",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Como:2011:SLC,
author = "Giacomo Como and Fabio Fagnani",
title = "Scaling limits for continuous opinion dynamics
systems",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "4",
pages = "1537--1567",
month = aug,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1312818844",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bramson:2011:SJS,
author = "Maury Bramson",
title = "Stability of join the shortest queue networks",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "4",
pages = "1568--1625",
month = aug,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:38:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1312818845",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{James:2011:QC,
author = "Lancelot F. James and Zhiyuan Zhang",
title = "Quantile clocks",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "5",
pages = "1627--1662",
month = oct,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1319576605",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chen:2011:EUS,
author = "Xinfu Chen and Lan Cheng and John Chadam and David
Saunders",
title = "Existence and uniqueness of solutions to the inverse
boundary crossing problem for diffusions",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "5",
pages = "1663--1693",
month = oct,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1319576606",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kanoria:2011:MDT,
author = "Yashodhan Kanoria and Andrea Montanari",
title = "Majority dynamics on trees and the dynamic cavity
method",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "5",
pages = "1694--1748",
month = oct,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1319576607",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Berestycki:2011:TWH,
author = "J. Berestycki and S. C. Harris and A. E. Kyprianou",
title = "Traveling waves and homogeneous fragmentation",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "5",
pages = "1749--1794",
month = oct,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1319576608",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jacka:2011:MTD,
author = "Saul Jacka and Jon Warren and Peter Windridge",
title = "Minimizing the time to a decision",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "5",
pages = "1795--1826",
month = oct,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1319576609",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Terasawa:2011:SPL,
author = "Yutaka Terasawa and Nobuo Yoshida",
title = "Stochastic power law fluids: Existence and uniqueness
of weak solutions",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "5",
pages = "1827--1859",
month = oct,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1319576610",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pan:2011:CLT,
author = "G. M. Pan and W. Zhou",
title = "Central limit theorem for {Hotelling}'s {$ T^2 $}
statistic under large dimension",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "5",
pages = "1860--1910",
month = oct,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1319576611",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Shkolnikov:2011:CPS,
author = "Mykhaylo Shkolnikov",
title = "Competing particle systems evolving by interacting
{L{\'e}vy} processes",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "5",
pages = "1911--1932",
month = oct,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1319576612",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Richou:2011:NSB,
author = "Adrien Richou",
title = "Numerical simulation of {BSDEs} with drivers of
quadratic growth",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "5",
pages = "1933--1964",
month = oct,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1319576613",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Faller:2011:ASM,
author = "Andreas Faller and Ludger R{\"u}schendorf",
title = "On approximative solutions of multistopping problems",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "5",
pages = "1965--1993",
month = oct,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1319576614",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bai:2011:APE,
author = "Z. D. Bai and H. X. Liu and W. K. Wong",
title = "Asymptotic properties of eigenmatrices of a large
sample covariance matrix",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "5",
pages = "1994--2015",
month = oct,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1319576615",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Guo:2011:DCT,
author = "Xianping Guo and Xinyuan Song",
title = "Discounted continuous-time constrained {Markov}
decision processes in {Polish} spaces",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "5",
pages = "2016--2049",
month = oct,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1319576616",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Appuhamillage:2011:COL,
author = "Thilanka Appuhamillage and Vrushali Bokil and Enrique
Thomann and Edward Waymire and Brian Wood",
title = "Corrections: {``Occupation and local times for skew
Brownian motion with applications to dispersion across
an interface''}",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "5",
pages = "2050--2051",
month = oct,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See corrections \cite{Appuhamillage:2011:OLT}.",
URL = "http://projecteuclid.org/euclid.aoap/1319576617",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Burdzy:2011:APB,
author = "Krzysztof Burdzy and Zhen-Qing Chen and Soumik Pal",
title = "{Archimedes}' principle for {Brownian} liquid",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "6",
pages = "2053--2074",
month = dec,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:03:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1322057315",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cerf:2011:ULD,
author = "Rapha{\"e}l Cerf and Marie Th{\'e}ret",
title = "Upper large deviations for the maximal flow through a
domain of {$ \mathbb {R} $} $^d$ in first passage
percolation",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "6",
pages = "2075--2108",
month = dec,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:03:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1322057316",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Douc:2011:SMC,
author = "Randal Douc and Aur{\'e}lien Garivier and Eric
Moulines and Jimmy Olsson",
title = "Sequential {Monte Carlo} smoothing for general state
space hidden {Markov} models",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "6",
pages = "2109--2145",
month = dec,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:03:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1322057317",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bhamidi:2011:MTE,
author = "Shankar Bhamidi and Guy Bresler and Allan Sly",
title = "Mixing time of exponential random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "6",
pages = "2146--2170",
month = dec,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:03:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1322057318",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kuznetsov:2011:WHM,
author = "A. Kuznetsov and A. E. Kyprianou and J. C. Pardo and
K. van Schaik",
title = "A {Wiener--Hopf} {Monte Carlo} simulation technique
for {L{\'e}vy} processes",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "6",
pages = "2171--2190",
month = dec,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:03:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1322057319",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fernholz:2011:OAU,
author = "Daniel Fernholz and Ioannis Karatzas",
title = "Optimal arbitrage under model uncertainty",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "6",
pages = "2191--2225",
month = dec,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:03:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1322057320",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anderson:2011:EAT,
author = "David F. Anderson and Arnab Ganguly and Thomas G.
Kurtz",
title = "Error analysis of tau-leap simulation methods",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "6",
pages = "2226--2262",
month = dec,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:03:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1322057321",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bansaye:2011:LTM,
author = "Vincent Bansaye and Jean-Fran{\c{c}}ois Delmas and
Laurence Marsalle and Viet Chi Tran",
title = "Limit theorems for {Markov} processes indexed by
continuous time {Galton--Watson} trees",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "6",
pages = "2263--2314",
month = dec,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:03:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1322057322",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chan:2011:SMC,
author = "Hock Peng Chan and Tze Leung Lai",
title = "A sequential {Monte Carlo} approach to computing tail
probabilities in stochastic models",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "6",
pages = "2315--2342",
month = dec,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:03:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1322057323",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Oreshkin:2011:AEP,
author = "Boris N. Oreshkin and Mark J. Coates",
title = "Analysis of error propagation in particle filters with
approximation",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "6",
pages = "2343--2378",
month = dec,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:03:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1322057324",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hu:2011:MCB,
author = "Yaozhong Hu and David Nualart and Xiaoming Song",
title = "{Malliavin} calculus for backward stochastic
differential equations and application to numerical
solutions",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "6",
pages = "2379--2423",
month = dec,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:03:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1322057325",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Barbato:2011:ADS,
author = "David Barbato and Franco Flandoli and Francesco
Morandin",
title = "Anomalous dissipation in a stochastic inviscid dyadic
model",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "6",
pages = "2424--2446",
month = dec,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:03:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1322057326",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chatterjee:2011:ABA,
author = "Shirshendu Chatterjee and Rick Durrett",
title = "Asymptotic behavior of {Aldous}' gossip process",
journal = j-ANN-APPL-PROBAB,
volume = "21",
number = "6",
pages = "2447--2482",
month = dec,
year = "2011",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:03:54 MDT 2014",
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URL = "http://projecteuclid.org/euclid.aoap/1322057327",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gloria:2012:OEE,
author = "Antoine Gloria and Felix Otto",
title = "An optimal error estimate in stochastic homogenization
of discrete elliptic equations",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "1",
pages = "1--28",
month = feb,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:05 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1328623694",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bhamidi:2012:WDA,
author = "Shankar Bhamidi and Remco van der Hofstad",
title = "Weak disorder asymptotics in the stochastic mean-field
model of distance",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "1",
pages = "29--69",
month = feb,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:05 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1328623695",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Shah:2012:SNM,
author = "Devavrat Shah and Damon Wischik",
title = "Switched networks with maximum weight policies: Fluid
approximation and multiplicative state space collapse",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "1",
pages = "70--127",
month = feb,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:05 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1328623696",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Shah:2012:RSA,
author = "Devavrat Shah and Jinwoo Shin",
title = "Randomized scheduling algorithm for queueing
networks",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "1",
pages = "128--171",
month = feb,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:05 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1328623697",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Knispel:2012:ARU,
author = "Thomas Knispel",
title = "Asymptotics of robust utility maximization",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "1",
pages = "172--212",
month = feb,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:05 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1328623698",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bion-Nadal:2012:RMU,
author = "Jocelyne Bion-Nadal and Magali Kervarec",
title = "Risk measuring under model uncertainty",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "1",
pages = "213--238",
month = feb,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:05 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1328623699",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Guasoni:2012:PRP,
author = "Paolo Guasoni and Scott Robertson",
title = "Portfolios and risk premia for the long run",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "1",
pages = "239--284",
month = feb,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:05 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1328623700",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Imkeller:2012:DQB,
author = "Peter Imkeller and Anthony R{\'e}veillac and Anja
Richter",
title = "Differentiability of quadratic {BSDEs} generated by
continuous martingales",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "1",
pages = "285--336",
month = feb,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:05 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1328623701",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kabluchko:2012:DLH,
author = "Zakhar Kabluchko",
title = "Distribution of levels in high-dimensional random
landscapes",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "1",
pages = "337--362",
month = feb,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:05 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1328623702",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Nutz:2012:BEP,
author = "Marcel Nutz",
title = "The {Bellman} equation for power utility maximization
with semimartingales",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "1",
pages = "363--406",
month = feb,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:05 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1328623703",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ata:2012:OGH,
author = "Baris Ata and Itai Gurvich",
title = "On optimality gaps in the {Halfin--Whitt} regime",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "1",
pages = "407--455",
month = feb,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:05 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1328623704",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Tarres:2012:ETA,
author = "Pierre Tarr{\`e}s and Pierre Vandekerkhove",
title = "On ergodic two-armed bandits",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "2",
pages = "457--476",
month = apr,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1333372004",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kang:2012:AAS,
author = "Weining Kang and Kavita Ramanan",
title = "Asymptotic approximations for stationary distributions
of many-server queues with abandonment",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "2",
pages = "477--521",
month = apr,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1333372005",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Belius:2012:CLR,
author = "David Belius",
title = "Cover levels and random interlacements",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "2",
pages = "522--540",
month = apr,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1333372006",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Decreusefond:2012:LGL,
author = "Laurent Decreusefond and Jean-St{\'e}phane Dhersin and
Pascal Moyal and Viet Chi Tran",
title = "Large graph limit for an {SIR} process in random
network with heterogeneous connectivity",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "2",
pages = "541--575",
month = apr,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1333372007",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jenkins:2012:PAE,
author = "Paul A. Jenkins and Yun S. Song",
title = "{Pad{\'e}} approximants and exact two-locus sampling
distributions",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "2",
pages = "576--607",
month = apr,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1333372008",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Nagai:2012:DRM,
author = "Hideo Nagai",
title = "Downside risk minimization via a large deviations
approach",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "2",
pages = "608--669",
month = apr,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1333372009",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Borrello:2012:RAE,
author = "Davide Borrello",
title = "On the role of {Allee} effect and mass migration in
survival and extinction of a species",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "2",
pages = "670--701",
month = apr,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1333372010",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Denisov:2012:LTR,
author = "D. Denisov and S. Foss and T. Konstantopoulos",
title = "Limit theorems for a random directed slab graph",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "2",
pages = "702--733",
month = apr,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1333372011",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Budhiraja:2012:CSN,
author = "Amarjit Budhiraja and Arka P. Ghosh",
title = "Controlled stochastic networks in heavy traffic:
Convergence of value functions",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "2",
pages = "734--791",
month = apr,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1333372012",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Litvak:2012:SAC,
author = "Nelly Litvak and Philippe Robert",
title = "A scaling analysis of a cat and mouse {Markov} chain",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "2",
pages = "792--826",
month = apr,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1333372013",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gupta:2012:SMC,
author = "Ankit Gupta",
title = "Stochastic model for cell polarity",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "2",
pages = "827--859",
month = apr,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1333372014",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lanchier:2012:AMD,
author = "Nicolas Lanchier",
title = "The {Axelrod} model for the dissemination of culture
revisited",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "2",
pages = "860--880",
month = apr,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1333372015",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mattingly:2012:DLR,
author = "Jonathan C. Mattingly and Natesh S. Pillai and Andrew
M. Stuart",
title = "Diffusion limits of the random walk {Metropolis}
algorithm in high dimensions",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "3",
pages = "881--930",
month = jun,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:10 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1337347534",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Addario-Berry:2012:IPP,
author = "Louigi Addario-Berry and Simon Griffiths and Ross J.
Kang",
title = "Invasion percolation on the {Poisson}-weighted
infinite tree",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "3",
pages = "931--970",
month = jun,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:10 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1337347535",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chassagneux:2012:DTA,
author = "Jean-Francois Chassagneux and Romuald Elie and Idris
Kharroubi",
title = "Discrete-time approximation of multidimensional
{BSDEs} with oblique reflections",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "3",
pages = "971--1007",
month = jun,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:10 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1337347536",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Oshima:2012:NEM,
author = "Kojiro Oshima and Josef Teichmann and Dejan
Velu{\v{s}}{\v{c}}ek",
title = "A new extrapolation method for weak approximation
schemes with applications",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "3",
pages = "1008--1045",
month = jun,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:10 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1337347537",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lember:2012:RCM,
author = "J{\"u}ri Lember and Heinrich Matzinger and Felipe
Torres",
title = "The rate of the convergence of the mean score in
random sequence comparison",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "3",
pages = "1046--1058",
month = jun,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:10 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1337347538",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pages:2012:EAD,
author = "Gilles Pag{\`e}s and Fabien Panloup",
title = "Ergodic approximation of the distribution of a
stationary diffusion: Rate of convergence",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "3",
pages = "1059--1100",
month = jun,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:10 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1337347539",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kuznetsov:2012:MLP,
author = "A. Kuznetsov and A. E. Kyprianou and J. C. Pardo",
title = "Meromorphic {L{\'e}vy} processes and their fluctuation
identities",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "3",
pages = "1101--1135",
month = jun,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:10 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1337347540",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Martinelli:2012:MTS,
author = "Fabio Martinelli and Alistair Sinclair",
title = "Mixing time for the solid-on-solid model",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "3",
pages = "1136--1166",
month = jun,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:10 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1337347541",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Adler:2012:EMC,
author = "Robert J. Adler and Jose H. Blanchet and Jingchen
Liu",
title = "Efficient {Monte Carlo} for high excursions of
{Gaussian} random fields",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "3",
pages = "1167--1214",
month = jun,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:10 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1337347542",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yoshida:2012:SST,
author = "Nobuo Yoshida",
title = "Stochastic shear thickening fluids: Strong convergence
of the {Galerkin} approximation and the energy
equality",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "3",
pages = "1215--1242",
month = jun,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:10 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1337347543",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cisse:2012:OSP,
author = "Mamadou Ciss{\'e} and Pierre Patie and Etienne
Tanr{\'e}",
title = "Optimal stopping problems for some {Markov}
processes",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "3",
pages = "1243--1265",
month = jun,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:10 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1337347544",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Wood:2012:UCL,
author = "Philip Matchett Wood",
title = "Universality and the circular law for sparse random
matrices",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "3",
pages = "1266--1300",
month = jun,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:10 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1337347545",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Litterer:2012:HOR,
author = "C. Litterer and T. Lyons",
title = "High order recombination and an application to
cubature on {Wiener} space",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "4",
pages = "1301--1327",
month = aug,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:12 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1344614196",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Berestycki:2012:ESL,
author = "Nathana{\"e}l Berestycki and Richard Pymar",
title = "Effect of scale on long-range random graphs and
chromosomal inversions",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "4",
pages = "1328--1361",
month = aug,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:12 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1344614197",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Garet:2012:ASC,
author = "Olivier Garet and R{\'e}gine Marchand",
title = "Asymptotic shape for the contact process in random
environment",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "4",
pages = "1362--1410",
month = aug,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:12 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1344614198",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Griffin:2012:PDR,
author = "Philip S. Griffin and Ross A. Maller",
title = "Path decomposition of ruinous behavior for a general
{L{\'e}vy} insurance risk process",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "4",
pages = "1411--1449",
month = aug,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:12 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1344614199",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Riordan:2012:APP,
author = "Oliver Riordan and Lutz Warnke",
title = "{Achlioptas} process phase transitions are continuous",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "4",
pages = "1450--1464",
month = aug,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:12 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1344614200",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bayraktar:2012:OMP,
author = "Erhan Bayraktar and Yu-Jui Huang and Qingshuo Song",
title = "Outperforming the market portfolio with a given
probability",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "4",
pages = "1465--1494",
month = aug,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:12 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1344614201",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Tong:2012:ESC,
author = "Xin Thomson Tong and Ramon van Handel",
title = "Ergodicity and stability of the conditional
distributions of nondegenerate {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "4",
pages = "1495--1540",
month = aug,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:12 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1344614202",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Feng:2012:STA,
author = "Jin Feng and Jean-Pierre Fouque and Rohini Kumar",
title = "Small-time asymptotics for fast mean-reverting
stochastic volatility models",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "4",
pages = "1541--1575",
month = aug,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:12 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1344614203",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kardaras:2012:RMA,
author = "Constantinos Kardaras and Scott Robertson",
title = "Robust maximization of asymptotic growth",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "4",
pages = "1576--1610",
month = aug,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:12 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1344614204",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hutzenthaler:2012:SCE,
author = "Martin Hutzenthaler and Arnulf Jentzen and Peter E.
Kloeden",
title = "Strong convergence of an explicit numerical method for
{SDEs} with nonglobally {Lipschitz} continuous
coefficients",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "4",
pages = "1611--1641",
month = aug,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:12 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1344614205",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Benjamini:2012:BAM,
author = "Itai Benjamini and Yury Makarychev",
title = "Balanced allocation: Memory performance tradeoffs",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "4",
pages = "1642--1649",
month = aug,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:12 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1344614206",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cotar:2012:ERG,
author = "Codina Cotar and Christof K{\"u}lske",
title = "Existence of random gradient states",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "4",
pages = "1650--1692",
month = aug,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:12 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1344614207",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Arguin:2012:PSE,
author = "Louis-Pierre Arguin and Anton Bovier and Nicola
Kistler",
title = "{Poissonian} statistics in the extremal process of
branching {Brownian} motion",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "4",
pages = "1693--1711",
month = aug,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:12 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1344614208",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jiang:2012:TVB,
author = "Yunjiang Jiang",
title = "Total variation bound for {Kac}'s random walk",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "4",
pages = "1712--1727",
month = aug,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:12 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1344614209",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Basdevant:2012:CTV,
author = "Anne-Laure Basdevant and Arvind Singh",
title = "Continuous-time vertex reinforced jump processes on
{Galton--Watson} trees",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "4",
pages = "1728--1743",
month = aug,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:12 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1344614210",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Broutin:2012:TPL,
author = "Nicolas Broutin and Cecilia Holmgren",
title = "The total path length of split trees",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "5",
pages = "1745--1777",
month = oct,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1350067985",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Biggins:2012:SSR,
author = "J. D. Biggins",
title = "Spreading speeds in reducible multitype branching
random walk",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "5",
pages = "1778--1821",
month = oct,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1350067986",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Crudu:2012:CSG,
author = "A. Crudu and A. Debussche and A. Muller and O.
Radulescu",
title = "Convergence of stochastic gene networks to hybrid
piecewise deterministic processes",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "5",
pages = "1822--1859",
month = oct,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1350067987",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Burnashev:2012:TRW,
author = "Marat V. Burnashev and Aslan Tchamkerten",
title = "Tracking a random walk first-passage time through
noisy observations",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "5",
pages = "1860--1879",
month = oct,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1350067988",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Neal:2012:OSR,
author = "Peter Neal and Gareth Roberts and Wai Kong Yuen",
title = "Optimal scaling of random walk {Metropolis} algorithms
with discontinuous target densities",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "5",
pages = "1880--1927",
month = oct,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1350067989",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bassetti:2012:SSS,
author = "Federico Bassetti and Lucia Ladelli",
title = "Self-similar solutions in one-dimensional kinetic
models: a probabilistic view",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "5",
pages = "1928--1961",
month = oct,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1350067990",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Johnstone:2012:FAT,
author = "Iain M. Johnstone and Zongming Ma",
title = "Fast approach to the {Tracy--Widom} law at the edge of
{GOE} and {GUE}",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "5",
pages = "1962--1988",
month = oct,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1350067991",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Janson:2012:BPR,
author = "Svante Janson and Tomasz {\L}uczak and Tatyana Turova
and Thomas Vallier",
title = "Bootstrap percolation on the random graph {$ G_{n, p}
$}",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "5",
pages = "1989--2047",
month = oct,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1350067992",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Iyer:2012:NRG,
author = "Srikanth K. Iyer and Debleena Thacker",
title = "Nonuniform random geometric graphs with
location-dependent radii",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "5",
pages = "2048--2066",
month = oct,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1350067993",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bender:2012:SA,
author = "Christian Bender",
title = "Simple arbitrage",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "5",
pages = "2067--2085",
month = oct,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1350067994",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kersting:2012:ADL,
author = "G{\"o}tz Kersting",
title = "The asymptotic distribution of the length of
Beta-coalescent trees",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "5",
pages = "2086--2107",
month = oct,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1350067995",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pfaffelhuber:2012:MRC,
author = "P. Pfaffelhuber and P. R. Staab and A. Wakolbinger",
title = "{Muller}'s ratchet with compensatory mutations",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "5",
pages = "2108--2132",
month = oct,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1350067996",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Benaim:2012:SAC,
author = "Michel Bena{\"\i}m and Mathieu Faure",
title = "Stochastic approximation, cooperative dynamics and
supermodular games",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "5",
pages = "2133--2164",
month = oct,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1350067997",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Etheridge:2012:SFV,
author = "A. M. Etheridge and A. V{\'e}ber",
title = "The spatial {$ \Lambda $-Fleming--Viot} process on a
large torus: Genealogies in the presence of
recombination",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "6",
pages = "2165--2209",
month = dec,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:17 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1353695951",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Tetali:2012:PTM,
author = "Prasad Tetali and Juan C. Vera and Eric Vigoda and
Linji Yang",
title = "Phase transition for the mixing time of the {Glauber}
dynamics for coloring regular trees",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "6",
pages = "2210--2239",
month = dec,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:17 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1353695952",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bierme:2012:CSS,
author = "Hermine Bierm{\'e} and Agn{\`e}s Desolneux",
title = "Crossings of smooth shot noise processes",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "6",
pages = "2240--2281",
month = dec,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:17 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1353695953",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bodineau:2012:LDE,
author = "Thierry Bodineau and Maxime Lagouge",
title = "Large deviations of the empirical currents for a
boundary-driven reaction diffusion model",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "6",
pages = "2282--2319",
month = dec,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:17 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1353695954",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pillai:2012:OSD,
author = "Natesh S. Pillai and Andrew M. Stuart and Alexandre H.
Thi{\'e}ry",
title = "Optimal scaling and diffusion limits for the
{Langevin} algorithm in high dimensions",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "6",
pages = "2320--2356",
month = dec,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:17 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1353695955",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Decrouez:2012:CMP,
author = "Geoffrey Decrouez and Owen Dafydd Jones",
title = "A class of multifractal processes constructed using an
embedded branching process",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "6",
pages = "2357--2387",
month = dec,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:17 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1353695956",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jeanblanc:2012:MVH,
author = "Monique Jeanblanc and Michael Mania and Marina
Santacroce and Martin Schweizer",
title = "Mean-variance hedging via stochastic control and
{BSDEs} for general semimartingales",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "6",
pages = "2388--2428",
month = dec,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:17 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1353695957",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mossel:2012:PMC,
author = "Elchanan Mossel and Sebastien Roch",
title = "Phylogenetic mixtures: Concentration of measure in the
large-tree limit",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "6",
pages = "2429--2459",
month = dec,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:17 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1353695958",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{deBouard:2012:DAT,
author = "A. de Bouard and M. Gazeau",
title = "A diffusion approximation theorem for a nonlinear
{PDE} with application to random birefringent optical
fibers",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "6",
pages = "2460--2504",
month = dec,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:17 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1353695959",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zhang:2012:SFD,
author = "Xicheng Zhang",
title = "Stochastic functional differential equations driven by
{L{\'e}vy} processes and quasi-linear partial
integro-differential equations",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "6",
pages = "2505--2538",
month = dec,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:17 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1353695960",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Houdre:2012:RAF,
author = "Christian Houdr{\'e} and Zsolt Talata",
title = "On the rate of approximation in finite-alphabet
longest increasing subsequence problems",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "6",
pages = "2539--2559",
month = dec,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:17 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1353695961",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Depperschmidt:2012:TVF,
author = "Andrej Depperschmidt and Andreas Greven and Peter
Pfaffelhuber",
title = "Tree-valued {Fleming--Viot} dynamics with mutation and
selection",
journal = j-ANN-APPL-PROBAB,
volume = "22",
number = "6",
pages = "2560--2615",
month = dec,
year = "2012",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:17 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1353695962",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bertini:2013:LDP,
author = "Lorenzo Bertini and Alessandra Faggionato and Davide
Gabrielli",
title = "Large deviation principles for nongradient weakly
asymmetric stochastic lattice gases",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "1",
pages = "1--65",
month = feb,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1359124381",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Latuszynski:2013:AGS,
author = "Krzysztof {\L}atuszy{\'n}ski and Gareth O. Roberts and
Jeffrey S. Rosenthal",
title = "Adaptive {Gibbs} samplers and related {MCMC} methods",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "1",
pages = "66--98",
month = feb,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1359124382",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lambert:2013:CPP,
author = "Amaury Lambert and Lea Popovic",
title = "The coalescent point process of branching trees",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "1",
pages = "99--144",
month = feb,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1359124383",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kaspi:2013:SLM,
author = "Haya Kaspi and Kavita Ramanan",
title = "{SPDE} limits of many-server queues",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "1",
pages = "145--229",
month = feb,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1359124384",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Durrett:2013:PGN,
author = "Rick Durrett",
title = "Population genetics of neutral mutations in
exponentially growing cancer cell populations",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "1",
pages = "230--250",
month = feb,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1359124385",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Xu:2013:OSU,
author = "Zuo Quan Xu and Xun Yu Zhou",
title = "Optimal stopping under probability distortion",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "1",
pages = "251--282",
month = feb,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1359124386",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Addario-Berry:2013:PDB,
author = "Louigi Addario-Berry and Kevin Ford",
title = "{Poisson--Dirichlet} branching random walks",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "1",
pages = "283--307",
month = feb,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1359124387",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Soner:2013:DFS,
author = "H. Mete Soner and Nizar Touzi and Jianfeng Zhang",
title = "Dual formulation of second order target problems",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "1",
pages = "308--347",
month = feb,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1359124388",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Giesecke:2013:DCL,
author = "Kay Giesecke and Konstantinos Spiliopoulos and Richard
B. Sowers",
title = "Default clustering in large portfolios: Typical
events",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "1",
pages = "348--385",
month = feb,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1359124389",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ruggiero:2013:ADP,
author = "Matteo Ruggiero and Stephen G. Walker and Stefano
Favaro",
title = "Alpha-diversity processes and normalized
inverse-{Gaussian} diffusions",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "1",
pages = "386--425",
month = feb,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1359124390",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bouchard:2013:NAS,
author = "Bruno Bouchard and Erik Taflin",
title = "No-arbitrage of second kind in countable markets with
proportional transaction costs",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "2",
pages = "427--454",
month = apr,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1360682019",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jiao:2013:OIU,
author = "Ying Jiao and Idris Kharroubi and Huy{\^e}n Pham",
title = "Optimal investment under multiple defaults risk: A
{BSDE}-decomposition approach",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "2",
pages = "455--491",
month = apr,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1360682020",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Loh:2013:SCL,
author = "Po-Shen Loh and Eyal Lubetzky",
title = "Stochastic coalescence in logarithmic time",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "2",
pages = "492--528",
month = apr,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1360682021",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kang:2013:STS,
author = "Hye-Won Kang and Thomas G. Kurtz",
title = "Separation of time-scales and model reduction for
stochastic reaction networks",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "2",
pages = "529--583",
month = apr,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1360682022",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Harper:2013:BSG,
author = "Adam J. Harper",
title = "Bounds on the suprema of {Gaussian} processes, and
omega results for the sum of a random multiplicative
function",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "2",
pages = "584--616",
month = apr,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1360682023",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Goldstein:2013:BEB,
author = "Larry Goldstein",
title = "A {Berry--Esseen} bound with applications to vertex
degree counts in the {Erd{\H{o}}s--R{\'e}nyi} random
graph",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "2",
pages = "617--636",
month = apr,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1360682024",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chen:2013:SBC,
author = "Yu-Ting Chen",
title = "Sharp benefit-to-cost rules for the evolution of
cooperation on regular graphs",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "2",
pages = "637--664",
month = apr,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1360682025",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Larsen:2013:UMU,
author = "Kasper Larsen and Gordan {\v{Z}}itkovi{\'c}",
title = "On utility maximization under convex portfolio
constraints",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "2",
pages = "665--692",
month = apr,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1360682026",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Daskalakis:2013:AFP,
author = "Constantinos Daskalakis and Sebastien Roch",
title = "Alignment-free phylogenetic reconstruction: Sample
complexity via a branching process analysis",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "2",
pages = "693--721",
month = apr,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1360682027",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Choi:2013:LDD,
author = "Jihyeok Choi and Sunder Sethuraman",
title = "Large deviations for the degree structure in
preferential attachment schemes",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "2",
pages = "722--763",
month = apr,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1360682028",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Czichowsky:2013:CCC,
author = "Christoph Czichowsky and Martin Schweizer",
title = "Cone-constrained continuous-time {Markowitz}
problems",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "2",
pages = "764--810",
month = apr,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1360682029",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Khare:2013:CAS,
author = "Kshitij Khare and Nabanita Mukherjee",
title = "Convergence analysis of some multivariate {Markov}
chains using stochastic monotonicity",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "2",
pages = "811--833",
month = apr,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1360682030",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lindberg:2013:EDR,
author = "Carl Lindberg and Holger Rootz{\'e}n",
title = "Error distributions for random grid approximations of
multidimensional stochastic integrals",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "2",
pages = "834--857",
month = apr,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1360682031",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cox:2013:RBC,
author = "Alexander M. G. Cox and Jiajie Wang",
title = "{Root}'s barrier: Construction, optimality and
applications to variance options",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "3",
pages = "859--894",
month = jun,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1362684848",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Glover:2013:TDB,
author = "Kristoffer Glover and Hardy Hulley and Goran Peskir",
title = "Three-dimensional {Brownian} motion and the golden
ratio rule",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "3",
pages = "895--922",
month = jun,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1362684849",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Teixeira:2013:RIA,
author = "Augusto Teixeira and Johan Tykesson",
title = "Random interlacements and amenability",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "3",
pages = "923--956",
month = jun,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1362684850",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Luczak:2013:AFV,
author = "M. J. Luczak and J. R. Norris",
title = "Averaging over fast variables in the fluid limit for
{Markov} chains: Application to the supermarket model
with memory",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "3",
pages = "957--986",
month = jun,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1362684851",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hughes:2013:RPM,
author = "Christopher Hughes and Joseph Najnudel and Ashkan
Nikeghbali and Dirk Zeindler",
title = "Random permutation matrices under the generalized
{Ewens} measure",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "3",
pages = "987--1024",
month = jun,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1362684852",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ahdida:2013:EHO,
author = "Abdelkoddousse Ahdida and Aur{\'e}lien Alfonsi",
title = "Exact and high-order discretization schemes for
{Wishart} processes and their affine extensions",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "3",
pages = "1025--1073",
month = jun,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1362684853",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Damron:2013:ENL,
author = "Michael Damron and Michael Hochman",
title = "Examples of nonpolygonal limit shapes in {i.i.d.}
first-passage percolation and infinite coexistence in
spatial growth models",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "3",
pages = "1074--1085",
month = jun,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1362684854",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Carmona:2013:SFB,
author = "Ren{\'e} Carmona and Fran{\c{c}}ois Delarue and
Gilles-Edouard Espinosa and Nizar Touzi",
title = "Singular forward--backward stochastic differential
equations and emissions derivatives",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "3",
pages = "1086--1128",
month = jun,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1362684855",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fill:2013:DCN,
author = "James Allen Fill",
title = "Distributional convergence for the number of symbol
comparisons used by {QuickSort}",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "3",
pages = "1129--1147",
month = jun,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1362684856",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Enriquez:2013:QLF,
author = "Nathana{\"e}l Enriquez and Christophe Sabot and
Laurent Tournier and Olivier Zindy",
title = "Quenched limits for the fluctuations of transient
random walks in random environment on $ \mathbb {Z} $",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "3",
pages = "1148--1187",
month = jun,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1362684857",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pekoz:2013:DAR,
author = "Erol A. Pek{\"o}z and Adrian R{\"o}llin and Nathan
Ross",
title = "Degree asymptotics with rates for preferential
attachment random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "3",
pages = "1188--1218",
month = jun,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1362684858",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Collevecchio:2013:PAG,
author = "Andrea Collevecchio and Codina Cotar and Marco
LiCalzi",
title = "On a preferential attachment and generalized
{P{\'o}lya}'s urn model",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "3",
pages = "1219--1253",
month = jun,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1362684859",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bloznelis:2013:DCC,
author = "Mindaugas Bloznelis",
title = "Degree and clustering coefficient in sparse random
intersection graphs",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "3",
pages = "1254--1289",
month = jun,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1362684860",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dieker:2013:PRP,
author = "A. B. Dieker and Xuefeng Gao",
title = "Positive recurrence of piecewise {Ornstein--Uhlenbeck}
processes and common quadratic {Lyapunov} functions",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "4",
pages = "1291--1317",
month = aug,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1371834029",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Musacchio:2013:FLA,
author = "John Musacchio and Jean Walrand",
title = "Fluid limits to analyze long-term flow rates of a
stochastic network with ingress discarding",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "4",
pages = "1318--1354",
month = aug,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1371834030",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kardaras:2013:CET,
author = "Constantinos Kardaras",
title = "On the closure in the {Emery} topology of
semimartingale wealth-process sets",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "4",
pages = "1355--1376",
month = aug,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1371834031",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kelly:2013:UBR,
author = "Michael Kelly",
title = "Upper bound on the rate of adaptation in an asexual
population",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "4",
pages = "1377--1408",
month = aug,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1371834032",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Laruelle:2013:RUM,
author = "Sophie Laruelle and Gilles Pag{\`e}s",
title = "Randomized urn models revisited using stochastic
approximation",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "4",
pages = "1409--1436",
month = aug,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See addendum and corrigendum
\cite{Laruelle:2017:ACR}.",
URL = "http://projecteuclid.org/euclid.aoap/1371834033",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Foo:2013:DCR,
author = "Jasmine Foo and Kevin Leder",
title = "Dynamics of cancer recurrence",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "4",
pages = "1437--1468",
month = aug,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1371834034",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bertoin:2013:CTL,
author = "Jean Bertoin and Gr{\'e}gory Miermont",
title = "The cut-tree of large {Galton--Watson} trees and the
{Brownian} {CRT}",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "4",
pages = "1469--1493",
month = aug,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1371834035",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Acciaio:2013:TID,
author = "B. Acciaio and M. Beiglb{\"o}ck and F. Penkner and W.
Schachermayer and J. Temme",
title = "A trajectorial interpretation of {Doob}'s martingale
inequalities",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "4",
pages = "1494--1505",
month = aug,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1371834036",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Griffin:2013:CEL,
author = "Philip S. Griffin",
title = "Convolution equivalent {L{\'e}vy} processes and first
passage times",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "4",
pages = "1506--1543",
month = aug,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1371834037",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gloria:2013:QVK,
author = "Antoine Gloria and Jean-Christophe Mourrat",
title = "Quantitative version of the {Kipnis--Varadhan} theorem
and {Monte Carlo} approximation of homogenized
coefficients",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "4",
pages = "1544--1583",
month = aug,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1371834038",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Brunick:2013:MIP,
author = "Gerard Brunick and Steven Shreve",
title = "Mimicking an {It{\^o}} process by a solution of a
stochastic differential equation",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "4",
pages = "1584--1628",
month = aug,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1371834039",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Galves:2013:KTD,
author = "A. Galves and N. L. Garcia and E. L{\"o}cherbach and
E. Orlandi",
title = "Kalikow-type decomposition for multicolor infinite
range particle systems",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "4",
pages = "1629--1659",
month = aug,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1371834040",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Leao:2013:WAW,
author = "Dorival Le{\~a}o and Alberto Ohashi",
title = "Weak approximations for {Wiener} functionals",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "4",
pages = "1660--1691",
month = aug,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See corrigendum \cite{Leao:2017:CWA}.",
URL = "http://projecteuclid.org/euclid.aoap/1371834041",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Diaconis:2013:ACS,
author = "Persi Diaconis and Jason Fulman and Susan Holmes",
title = "Analysis of casino shelf shuffling machines",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "4",
pages = "1692--1720",
month = aug,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1371834042",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Favaro:2013:CFG,
author = "Stefano Favaro and Antonio Lijoi and Igor
Pr{\"u}nster",
title = "Conditional formulae for {Gibbs}-type exchangeable
random partitions",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "5",
pages = "1721--1754",
month = oct,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1377696296",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Nutz:2013:RE,
author = "Marcel Nutz",
title = "Random {$G$}-expectations",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "5",
pages = "1755--1777",
month = oct,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1377696297",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fill:2013:CIF,
author = "James Allen Fill and Jonas Kahn",
title = "Comparison inequalities and fastest-mixing {Markov}
chains",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "5",
pages = "1778--1816",
month = oct,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1377696298",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bayraktar:2013:RMA,
author = "Erhan Bayraktar and Yu-Jui Huang",
title = "Robust maximization of asymptotic growth under
covariance uncertainty",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "5",
pages = "1817--1840",
month = oct,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1377696299",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bramson:2013:DTE,
author = "Maury Bramson and Yi Lu and Balaji Prabhakar",
title = "Decay of tails at equilibrium for {FIFO} join the
shortest queue networks",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "5",
pages = "1841--1878",
month = oct,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1377696300",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gamarnik:2013:RCS,
author = "David Gamarnik and David A. Goldberg",
title = "On the rate of convergence to stationarity of the
{M/M/N} queue in the {Halfin--Whitt} regime",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "5",
pages = "1879--1912",
month = oct,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1377696301",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hutzenthaler:2013:DMM,
author = "Martin Hutzenthaler and Arnulf Jentzen and Peter E.
Kloeden",
title = "Divergence of the multilevel {Monte Carlo} {Euler}
method for nonlinear stochastic differential
equations",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "5",
pages = "1913--1966",
month = oct,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1377696302",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Martinelli:2013:KCS,
author = "F. Martinelli and C. Toninelli",
title = "Kinetically constrained spin models on trees",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "5",
pages = "1967--1987",
month = oct,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1377696303",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Belomestny:2013:SOS,
author = "Denis Belomestny",
title = "Solving optimal stopping problems via empirical dual
optimization",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "5",
pages = "1988--2019",
month = oct,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1377696304",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hobson:2013:MFM,
author = "David Hobson and Martin Klimmek",
title = "Maximizing functionals of the maximum in the
{Skorokhod} embedding problem and an application to
variance swaps",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "5",
pages = "2020--2052",
month = oct,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1377696305",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Budhiraja:2013:NCC,
author = "Amarjit Budhiraja and Dominik Reinhold",
title = "Near critical catalyst reactant branching processes
with controlled immigration",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "5",
pages = "2053--2098",
month = oct,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1377696306",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Stolyar:2013:SLF,
author = "Alexander L. Stolyar and Elena Yudovina",
title = "Systems with large flexible server pools: Instability
of ``natural'' load balancing",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "5",
pages = "2099--2138",
month = oct,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1377696307",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Crisan:2013:RFC,
author = "D. Crisan and J. Diehl and P. K. Friz and H.
Oberhauser",
title = "Robust filtering: Correlated noise and
multidimensional observation",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "5",
pages = "2139--2160",
month = oct,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1377696308",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Penrose:2013:LTP,
author = "Mathew D. Penrose and J. E. Yukich",
title = "Limit theory for point processes in manifolds",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "6",
pages = "2161--2211",
month = dec,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1382447685",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dolinsky:2013:HGO,
author = "Yan Dolinsky",
title = "Hedging of game options with the presence of
transaction costs",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "6",
pages = "2212--2237",
month = dec,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1382447686",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hotz:2013:SCL,
author = "Thomas Hotz and Sean Skwerer and Stephan Huckemann and
Huiling Le and J. S. Marron and Jonathan C. Mattingly
and Ezra Miller and James Nolen and Megan Owen and Vic
Patrangenaru",
title = "Sticky central limit theorems on open books",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "6",
pages = "2238--2258",
month = dec,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1382447687",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Deaconu:2013:HTB,
author = "Madalina Deaconu and Samuel Herrmann",
title = "Hitting time for {Bessel} processes---walk on moving
spheres algorithm {(WoMS)}",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "6",
pages = "2259--2289",
month = dec,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1382447688",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Imkeller:2013:DRN,
author = "Peter Imkeller and N. Sri Namachchivaya and Nicolas
Perkowski and Hoong C. Yeong",
title = "Dimensional reduction in nonlinear filtering: A
homogenization approach",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "6",
pages = "2290--2326",
month = dec,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1382447689",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ott:2013:OSP,
author = "Curdin Ott",
title = "Optimal stopping problems for the maximum process with
upper and lower caps",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "6",
pages = "2327--2356",
month = dec,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1382447690",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lambert:2013:SLE,
author = "Amaury Lambert and Florian Simatos and Bert Zwart",
title = "Scaling limits via excursion theory: Interplay between
{Crump--Mode--Jagers} branching processes and
processor-sharing queues",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "6",
pages = "2357--2381",
month = dec,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1382447691",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gamarnik:2013:SSG,
author = "David Gamarnik and David A. Goldberg",
title = "Steady-state {GI/G/n} queue in the {Halfin--Whitt}
regime",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "6",
pages = "2382--2419",
month = dec,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1382447692",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Matoussi:2013:SOR,
author = "Anis Matoussi and Dylan Possamai and Chao Zhou",
title = "Second order reflected backward stochastic
differential equations",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "6",
pages = "2420--2457",
month = dec,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1382447693",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Radin:2013:PTE,
author = "Charles Radin and Mei Yin",
title = "Phase transitions in exponential random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "6",
pages = "2458--2471",
month = dec,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1382447694",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Schied:2013:CPF,
author = "Alexander Schied",
title = "A control problem with fuel constraint and
{Dawson--Watanabe} superprocesses",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "6",
pages = "2472--2499",
month = dec,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1382447695",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Whiteley:2013:SPS,
author = "Nick Whiteley",
title = "Stability properties of some particle filters",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "6",
pages = "2500--2537",
month = dec,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1382447696",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lanchier:2013:FOD,
author = "Nicolas Lanchier and Stylianos Scarlatos",
title = "Fixation in the one-dimensional {Axelrod} model",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "6",
pages = "2538--2559",
month = dec,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1382447697",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Broutin:2013:LPP,
author = "Nicolas Broutin and Ralph Neininger and Henning
Sulzbach",
title = "A limit process for partial match queries in random
quadtrees and {$2$-D} trees",
journal = j-ANN-APPL-PROBAB,
volume = "23",
number = "6",
pages = "2560--2603",
month = dec,
year = "2013",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1382447698",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ettinger:2014:KBM,
author = "Boris Ettinger and Steven N. Evans and Alexandru
Hening",
title = "Killed {Brownian} motion with a prescribed lifetime
distribution and models of default",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "1",
pages = "1--33",
month = feb,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1389278717",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jacob:2014:WLA,
author = "Pierre E. Jacob and Robin J. Ryder",
title = "The {Wang--Landau} algorithm reaches the flat
histogram criterion in finite time",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "1",
pages = "34--53",
month = feb,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1389278718",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pulido:2014:FTA,
author = "Sergio Pulido",
title = "The fundamental theorem of asset pricing, the hedging
problem and maximal claims in financial markets with
short sales prohibitions",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "1",
pages = "54--75",
month = feb,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1389278719",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Shah:2014:QPF,
author = "D. Shah and J. N. Tsitsiklis and Y. Zhong",
title = "Qualitative properties of $ \alpha $-fair policies in
bandwidth-sharing networks",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "1",
pages = "76--113",
month = feb,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1389278720",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Smith:2014:GSS,
author = "Aaron Smith",
title = "A {Gibbs} sampler on the $n$-simplex",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "1",
pages = "114--130",
month = feb,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1389278721",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Roberts:2014:MMV,
author = "Gareth O. Roberts and Jeffrey S. Rosenthal",
title = "Minimising {MCMC} variance via diffusion limits, with
an application to simulated tempering",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "1",
pages = "131--149",
month = feb,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1389278722",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cox:2014:CCT,
author = "J. Theodore Cox and Edwin A. Perkins",
title = "A complete convergence theorem for voter model
perturbations",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "1",
pages = "150--197",
month = feb,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1389278723",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Foss:2014:LRL,
author = "Sergey Foss and James B. Martin and Philipp Schmidt",
title = "Long-range last-passage percolation on the line",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "1",
pages = "198--234",
month = feb,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1389278724",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Penda:2014:DIM,
author = "S. Val{\`e}re Bitseki Penda and Hac{\`e}ne Djellout
and Arnaud Guillin",
title = "Deviation inequalities, moderate deviations and some
limit theorems for bifurcating {Markov} chains with
application",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "1",
pages = "235--291",
month = feb,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1389278725",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Benaim:2014:SPR,
author = "Michel Bena{\"\i}m and St{\'e}phane {Le Borgne} and
Florent Malrieu and Pierre-Andr{\'e} Zitt",
title = "On the stability of planar randomly switched systems",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "1",
pages = "292--311",
month = feb,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1389278726",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Galichon:2014:SCA,
author = "A. Galichon and P. Henry-Labord{\`e}re and N. Touzi",
title = "A stochastic control approach to no-arbitrage bounds
given marginals, with an application to lookback
options",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "1",
pages = "312--336",
month = feb,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1389278727",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Eberle:2014:EBM,
author = "Andreas Eberle",
title = "Error bounds for {Metropolis--Hastings} algorithms
applied to perturbations of {Gaussian} measures in high
dimensions",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "1",
pages = "337--377",
month = feb,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1389278728",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Liu:2014:MSH,
author = "Yunan Liu and Ward Whitt",
title = "Many-server heavy-traffic limit for queues with
time-varying parameters",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "1",
pages = "378--421",
month = feb,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1389278729",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Collet:2014:LMH,
author = "Pierre Collet and Florencia Leonardi",
title = "Loss of memory of hidden {Markov} models and
{Lyapunov} exponents",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "1",
pages = "422--446",
month = feb,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1389278730",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lijoi:2014:NBN,
author = "Antonio Lijoi and Igor Pr{\"u}nster and Stephen G.
Walker",
title = "A note on {``Bayesian nonparametric estimators derived
from conditional Gibbs structures''}",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "1",
pages = "447--448",
month = feb,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Lijoi:2008:BNE}.",
URL = "http://projecteuclid.org/euclid.aoap/1389278731",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Berestycki:2014:STC,
author = "Julien Berestycki and Nathana{\"e}l Berestycki and
Vlada Limic",
title = "A small-time coupling between {$ \Lambda
$}-coalescents and branching processes",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "2",
pages = "449--475",
month = apr,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1394465362",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Faggionato:2014:UOD,
author = "A. Faggionato and C. Roberto and C. Toninelli",
title = "Universality for one-dimensional hierarchical
coalescence processes with double and triple merges",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "2",
pages = "476--525",
month = apr,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1394465363",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Butkovsky:2014:SRC,
author = "Oleg Butkovsky",
title = "Subgeometric rates of convergence of {Markov}
processes in the {Wasserstein} metric",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "2",
pages = "526--552",
month = apr,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1394465364",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Faure:2014:QSD,
author = "Mathieu Faure and Sebastian J. Schreiber",
title = "Quasi-stationary distributions for randomly perturbed
dynamical systems",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "2",
pages = "553--598",
month = apr,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1394465365",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alexander:2014:PPD,
author = "Kenneth S. Alexander and Nikos Zygouras",
title = "Path properties of the disordered pinning model in the
delocalized regime",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "2",
pages = "599--615",
month = apr,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1394465366",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fedrizzi:2014:SSU,
author = "Ennio Fedrizzi",
title = "Stability of solitons under rapidly oscillating random
perturbations of the initial conditions",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "2",
pages = "616--651",
month = apr,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1394465367",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Crisan:2014:SOD,
author = "Dan Crisan and Konstantinos Manolarakis",
title = "Second order discretization of backward {SDEs} and
simulation with the cubature method",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "2",
pages = "652--678",
month = apr,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1394465368",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chassagneux:2014:RKS,
author = "Jean-Fran{\c{c}}ois Chassagneux and Dan Crisan",
title = "{Runge--Kutta} schemes for backward stochastic
differential equations",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "2",
pages = "679--720",
month = apr,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1394465369",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kang:2014:CLT,
author = "Hye-Won Kang and Thomas G. Kurtz and Lea Popovic",
title = "Central limit theorems and diffusion approximations
for multiscale {Markov} chain models",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "2",
pages = "721--759",
month = apr,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1394465370",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Atar:2014:SPS,
author = "Rami Atar and Itai Gurvich",
title = "Scheduling parallel servers in the nondegenerate
slowdown diffusion regime: Asymptotic optimality
results",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "2",
pages = "760--810",
month = apr,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1394465371",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mendoza-Arriaga:2014:TCC,
author = "Rafael Mendoza-Arriaga and Vadim Linetsky",
title = "Time-changed {CIR} default intensities with two-sided
mean-reverting jumps",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "2",
pages = "811--856",
month = apr,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1394465372",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fontes:2014:PTS,
author = "L. R. G. Fontes and R. J. Gava and V. Gayrard",
title = "The {$K$}-process on a tree as a scaling limit of the
{GREM}-like trap model",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "2",
pages = "857--897",
month = apr,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1394465373",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bouchard:2014:STG,
author = "Bruno Bouchard and Ludovic Moreau and Marcel Nutz",
title = "Stochastic target games with controlled loss",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "3",
pages = "899--934",
month = jun,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1398258092",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pillai:2014:UCM,
author = "Natesh S. Pillai and Jun Yin",
title = "Universality of covariance matrices",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "3",
pages = "935--1001",
month = jun,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1398258093",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rosenbaum:2014:AOD,
author = "Mathieu Rosenbaum and Peter Tankov",
title = "Asymptotically optimal discretization of hedging
strategies with jumps",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "3",
pages = "1002--1048",
month = jun,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1398258094",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alfonsi:2014:POT,
author = "A. Alfonsi and B. Jourdain and A. Kohatsu-Higa",
title = "Pathwise optimal transport bounds between a
one-dimensional diffusion and its {Euler} scheme",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "3",
pages = "1049--1080",
month = jun,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1398258095",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ball:2014:ERI,
author = "Frank G. Ball and David J. Sirl and Pieter Trapman",
title = "Epidemics on random intersection graphs",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "3",
pages = "1081--1128",
month = jun,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1398258096",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Briand:2014:SBW,
author = "Philippe Briand and C{\'e}line Labart",
title = "Simulation of {BSDEs} by {Wiener} chaos expansion",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "3",
pages = "1129--1171",
month = jun,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1398258097",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Borodin:2014:MLE,
author = "Alexei Borodin and Ivan Corwin",
title = "Moments and {Lyapunov} exponents for the parabolic
{Anderson} model",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "3",
pages = "1172--1198",
month = jun,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1398258098",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jin:2014:LSD,
author = "Baisuo Jin and Chen Wang and Z. D. Bai and K. Krishnan
Nair and Matthew Harding",
title = "Limiting spectral distribution of a symmetrized
auto-cross covariance matrix",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "3",
pages = "1199--1225",
month = jun,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1398258099",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{McSweeney:2014:SIB,
author = "John K. McSweeney and Lea Popovic",
title = "Stochastically-induced bistability in chemical
reaction systems",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "3",
pages = "1226--1268",
month = jun,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1398258100",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Grubel:2014:STM,
author = "Rudolf Gr{\"u}bel",
title = "Search trees: Metric aspects and strong limit
theorems",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "3",
pages = "1269--1297",
month = jun,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1398258101",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Touboul:2014:PCN,
author = "Jonathan Touboul",
title = "Propagation of chaos in neural fields",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "3",
pages = "1298--1328",
month = jun,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:37 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See erratum \cite{Touboul:2018:EPC}.",
URL = "http://projecteuclid.org/euclid.aoap/1398258102",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kang:2014:CSD,
author = "Weining Kang and Kavita Ramanan",
title = "Characterization of stationary distributions of
reflected diffusions",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "4",
pages = "1329--1374",
month = aug,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1400073651",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hegarty:2014:EAP,
author = "Peter Hegarty and Anders Martinsson",
title = "On the existence of accessible paths in various models
of fitness landscapes",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "4",
pages = "1375--1395",
month = aug,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1400073652",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Beskos:2014:SSM,
author = "Alexandros Beskos and Dan Crisan and Ajay Jasra",
title = "On the stability of sequential {Monte Carlo} methods
in high dimensions",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "4",
pages = "1396--1445",
month = aug,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1400073653",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Arguin:2014:PDS,
author = "Louis-Pierre Arguin and Olivier Zindy",
title = "{Poisson--Dirichlet} statistics for the extremes of a
log-correlated {Gaussian} field",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "4",
pages = "1446--1481",
month = aug,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1400073654",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pal:2014:CMB,
author = "Soumik Pal and Mykhaylo Shkolnikov",
title = "Concentration of measure for {Brownian} particle
systems interacting through their ranks",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "4",
pages = "1482--1508",
month = aug,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1400073655",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Li:2014:PEF,
author = "Libo Li and Marek Rutkowski",
title = "Progressive enlargements of filtrations with
pseudo-honest times",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "4",
pages = "1509--1553",
month = aug,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1400073656",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Assing:2014:MVF,
author = "Sigurd Assing and Saul Jacka and Adriana Ocejo",
title = "Monotonicity of the value function for a
two-dimensional optimal stopping problem",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "4",
pages = "1554--1584",
month = aug,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1400073657",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Giles:2014:AMM,
author = "Michael B. Giles and Lukasz Szpruch",
title = "Antithetic multilevel {Monte Carlo} estimation for
multi-dimensional {SDEs} without {L{\'e}vy} area
simulation",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "4",
pages = "1585--1620",
month = aug,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1400073658",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rider:2014:ELR,
author = "Brian Rider and Christopher D. Sinclair",
title = "Extremal laws for the real {Ginibre} ensemble",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "4",
pages = "1621--1651",
month = aug,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1400073659",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gobet:2014:ASO,
author = "Emmanuel Gobet and Nicolas Landon",
title = "Almost sure optimal hedging strategy",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "4",
pages = "1652--1690",
month = aug,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1400073660",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Liu:2014:CDE,
author = "Jingchen Liu and Gongjun Xu",
title = "On the conditional distributions and the efficient
simulations of exponential integrals of {Gaussian}
random fields",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "4",
pages = "1691--1738",
month = aug,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1400073661",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Larsson:2014:FSS,
author = "Martin Larsson",
title = "Filtration shrinkage, strict local martingales and the
{F{\"o}llmer} measure",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "4",
pages = "1739--1766",
month = aug,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:39:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1400073662",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Douc:2014:LTS,
author = "Randal Douc and Eric Moulines and Jimmy Olsson",
title = "Long-term stability of sequential {Monte Carlo}
methods under verifiable conditions",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "5",
pages = "1767--1802",
month = oct,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:15 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1403812361",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Tan:2014:DTP,
author = "Xiaolu Tan",
title = "Discrete-time probabilistic approximation of
path-dependent stochastic control problems",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "5",
pages = "1803--1834",
month = oct,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:15 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1403812362",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Morris:2014:MTC,
author = "Ben Morris and Weiyang Ning and Yuval Peres",
title = "Mixing time of the card-cyclic-to-random shuffle",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "5",
pages = "1835--1849",
month = oct,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:15 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1403812363",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Todorov:2014:LTE,
author = "Viktor Todorov and George Tauchen",
title = "Limit theorems for the empirical distribution function
of scaled increments of {It{\^o}} semimartingales at
high frequencies",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "5",
pages = "1850--1888",
month = oct,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:15 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1403812364",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Louidor:2014:WBM,
author = "Oren Louidor and Ran Tessler and Alexander
Vandenberg-Rodes",
title = "The {Williams--Bjerknes} model on regular trees",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "5",
pages = "1889--1917",
month = oct,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:15 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1403812365",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dieker:2014:SAD,
author = "A. B. Dieker and X. Gao",
title = "Sensitivity analysis for diffusion processes
constrained to an orthant",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "5",
pages = "1918--1945",
month = oct,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:15 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1403812366",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lucon:2014:MFL,
author = "Eric Lu{\c{c}}on and Wilhelm Stannat",
title = "Mean field limit for disordered diffusions with
singular interactions",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "5",
pages = "1946--1993",
month = oct,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:15 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1403812367",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bayer:2014:SFR,
author = "Christian Bayer and John Schoenmakers",
title = "Simulation of forward-reverse stochastic
representations for conditional diffusions",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "5",
pages = "1994--2032",
month = oct,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:15 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1403812368",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Atar:2014:CMQ,
author = "Rami Atar and Anup Biswas",
title = "Control of the multiclass $ {G / G / 1} $ queue in the
moderate deviation regime",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "5",
pages = "2033--2069",
month = "10",
year = "2014",
CODEN = "????",
DOI = "https://doi.org/10.1214/13-AAP971",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:52:30 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
acknowledgement = ack-nhfb,
fjournal = "The Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Maillard:2014:PMA,
author = "Pascal Maillard and Ofer Zeitouni",
title = "Performance of the {Metropolis} algorithm on a
disordered tree: The {Einstein} relation",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "5",
pages = "2070--2090",
month = oct,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:15 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1403812370",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Spencer:2014:QFI,
author = "Joel Spencer and Madhu Sudan and Kuang Xu",
title = "Queuing with future information",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "5",
pages = "2091--2142",
month = oct,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:15 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1403812371",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Collamore:2014:RES,
author = "Jeffrey F. Collamore and Guoqing Diao and Anand N.
Vidyashankar",
title = "Rare event simulation for processes generated via
stochastic fixed point equations",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "5",
pages = "2143--2175",
month = oct,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:15 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1403812372",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Akyildirim:2014:ASV,
author = "Erdin{\c{c}} Akyildirim and Yan Dolinsky and H. Mete
Soner",
title = "Approximating stochastic volatility by recombinant
trees",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "5",
pages = "2176--2205",
month = oct,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:15 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1403812373",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Shah:2014:OQS,
author = "D. Shah and N. S. Walton and Y. Zhong",
title = "Optimal queue-size scaling in switched networks",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "6",
pages = "2207--2245",
month = dec,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:17 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1409058031",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Broniatowski:2014:LRU,
author = "Michel Broniatowski and Virgile Caron",
title = "Long runs under a conditional limit distribution",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "6",
pages = "2246--2296",
month = dec,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:17 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1409058032",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Addario-Berry:2014:CTM,
author = "Louigi Addario-Berry and Nicolas Broutin and Cecilia
Holmgren",
title = "Cutting down trees with a {Markov} chainsaw",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "6",
pages = "2297--2339",
month = dec,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:17 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1409058033",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Peskir:2014:QDH,
author = "Goran Peskir",
title = "Quickest detection of a hidden target and extremal
surfaces",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "6",
pages = "2340--2370",
month = dec,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:17 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1409058034",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chafai:2014:FOG,
author = "Djalil Chafa{\"\i} and Nathael Gozlan and
Pierre-Andr{\'e} Zitt",
title = "First-order global asymptotics for confined particles
with singular pair repulsion",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "6",
pages = "2371--2413",
month = dec,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:17 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1409058035",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Khandwawala:2014:BPO,
author = "Mustafa Khandwawala and Rajesh Sundaresan",
title = "Belief propagation for optimal edge cover in the
random complete graph",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "6",
pages = "2414--2454",
month = dec,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:17 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1409058036",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hairer:2014:SGM,
author = "Martin Hairer and Andrew M. Stuart and Sebastian J.
Vollmer",
title = "Spectral gaps for a {Metropolis--Hastings} algorithm
in infinite dimensions",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "6",
pages = "2455--2490",
month = dec,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:17 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1409058037",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Podolskij:2014:LTN,
author = "Mark Podolskij and Christian Schmidt and Johanna F.
Ziegel",
title = "Limit theorems for nondegenerate {$U$}-statistics of
continuous semimartingales",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "6",
pages = "2491--2526",
month = dec,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:17 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1409058038",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gurvich:2014:DMS,
author = "Itai Gurvich",
title = "Diffusion models and steady-state approximations for
exponentially ergodic {Markovian} queues",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "6",
pages = "2527--2559",
month = dec,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:17 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1409058039",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Joseph:2014:CSC,
author = "Adrien Joseph",
title = "The component sizes of a critical random graph with
given degree sequence",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "6",
pages = "2560--2594",
month = dec,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:17 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1409058040",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jahnel:2014:CNI,
author = "Benedikt Jahnel and Christof K{\"u}lske",
title = "A class of nonergodic interacting particle systems
with unique invariant measure",
journal = j-ANN-APPL-PROBAB,
volume = "24",
number = "6",
pages = "2595--2643",
month = dec,
year = "2014",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:17 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1409058041",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Andrieu:2015:SSC,
author = "Christophe Andrieu and Vladislav B. Tadi{\'c} and
Matti Vihola",
title = "On the stability of some controlled {Markov} chains
and its applications to stochastic approximation with
{Markovian} dynamic",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "1",
pages = "1--45",
month = feb,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:18 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1418740177",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hernandez-Hernandez:2015:ZSG,
author = "Daniel Hernandez-Hernandez and Robert S. Simon and
Mihail Zervos",
title = "A zero-sum game between a singular stochastic
controller and a discretionary stopper",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "1",
pages = "46--80",
month = feb,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:18 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1418740178",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bertoin:2015:SPL,
author = "Jean Bertoin and Ger{\'o}nimo Uribe Bravo",
title = "Supercritical percolation on large scale-free random
trees",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "1",
pages = "81--103",
month = feb,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:18 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1418740179",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Durrett:2015:SMM,
author = "Richard Durrett and Stephen Moseley",
title = "Spatial {Moran} models {I}. {Stochastic} tunneling in
the neutral case",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "1",
pages = "104--115",
month = feb,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:18 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1418740180",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lachieze-Rey:2015:RCR,
author = "Raphael Lachieze-Rey and Ilya Molchanov",
title = "Regularity conditions in the realisability problem
with applications to point processes and random closed
sets",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "1",
pages = "116--149",
month = feb,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:18 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1418740181",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ferrari:2015:IEF,
author = "Giorgio Ferrari",
title = "On an integral equation for the free-boundary of
stochastic, irreversible investment problems",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "1",
pages = "150--176",
month = feb,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:18 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1418740182",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yukich:2015:SOS,
author = "J. E. Yukich",
title = "Surface order scaling in stochastic geometry",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "1",
pages = "177--210",
month = feb,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:18 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1418740183",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{BenAlaya:2015:CLT,
author = "Mohamed {Ben Alaya} and Ahmed Kebaier",
title = "Central limit theorem for the multilevel {Monte Carlo}
{Euler} method",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "1",
pages = "211--234",
month = feb,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:18 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1418740184",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lorig:2015:FDE,
author = "Matthew Lorig and Stefano Pagliarani and Andrea
Pascucci",
title = "A family of density expansions for {L{\'e}vy}-type
processes",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "1",
pages = "235--267",
month = feb,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:18 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1418740185",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Muller:2015:IGP,
author = "Sebastian M{\"u}ller",
title = "Interacting growth processes and invariant
percolation",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "1",
pages = "268--286",
month = feb,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:18 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1418740186",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gravner:2015:BPH,
author = "Janko Gravner and Christopher Hoffman and James
Pfeiffer and David Sivakoff",
title = "Bootstrap percolation on the {Hamming} torus",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "1",
pages = "287--323",
month = feb,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:18 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1418740187",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bruss:2015:RDB,
author = "F. Thomas Bruss and Mitia Duerinckx",
title = "Resource dependent branching processes and the
envelope of societies",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "1",
pages = "324--372",
month = feb,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:18 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1418740188",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Auffinger:2015:LGF,
author = "Antonio Auffinger and Michael Damron and Jack Hanson",
title = "Limiting geodesics for first-passage percolation on
subsets of $ \mathbb {Z}^2 $",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "1",
pages = "373--405",
month = "02",
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1214/13-AAP999",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:44:11 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
acknowledgement = ack-nhfb,
fjournal = "The Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Shaikhet:2015:NCN,
author = "Gennady Shaikhet",
title = "Necessary condition for null controllability in
many-server heavy traffic",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "1",
pages = "406--428",
month = feb,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Feb 10 09:47:18 MST 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1418740190",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kardaras:2015:SBO,
author = "Constantinos Kardaras",
title = "On the stochastic behaviour of optional processes up
to random times",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "2",
pages = "429--464",
month = apr,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:07 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1424355119",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Meka:2015:PTA,
author = "Raghu Meka",
title = "A polynomial time approximation scheme for computing
the supremum of {Gaussian} processes",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "2",
pages = "465--476",
month = apr,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:07 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1424355120",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Abdullah:2015:VPR,
author = "Mohammed Abdullah and Colin Cooper and Moez Draief",
title = "Viral processes by random walks on random regular
graphs",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "2",
pages = "477--522",
month = apr,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:07 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1424355121",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Berti:2015:CLT,
author = "Patrizia Berti and Irene Crimaldi and Luca Pratelli
and Pietro Rigo",
title = "Central limit theorems for an {Indian} buffet model
with random weights",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "2",
pages = "523--547",
month = apr,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:07 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1424355122",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zhu:2015:LDM,
author = "Lingjiong Zhu",
title = "Large deviations for {Markovian} nonlinear {Hawkes}
processes",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "2",
pages = "548--581",
month = apr,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:07 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1424355123",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Moyal:2015:GBS,
author = "P. Moyal",
title = "A generalized backward scheme for solving nonmonotonic
stochastic recursions",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "2",
pages = "582--599",
month = apr,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:07 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1424355124",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jaisson:2015:LTN,
author = "Thibault Jaisson and Mathieu Rosenbaum",
title = "Limit theorems for nearly unstable {Hawkes}
processes",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "2",
pages = "600--631",
month = apr,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:07 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1424355125",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jacob:2015:SPA,
author = "Emmanuel Jacob and Peter M{\"o}rters",
title = "Spatial preferential attachment networks: Power laws
and clustering coefficients",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "2",
pages = "632--662",
month = apr,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:07 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1424355126",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bandyopadhyay:2015:ETN,
author = "Antar Bandyopadhyay and Farkhondeh Sajadi",
title = "On the expected total number of infections for virus
spread on a finite network",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "2",
pages = "663--674",
month = apr,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:07 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1424355127",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Iyer:2015:LTS,
author = "Gautam Iyer and Nicholas Leger and Robert L. Pego",
title = "Limit theorems for {Smoluchowski} dynamics associated
with critical continuous-state branching processes",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "2",
pages = "675--713",
month = apr,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:07 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1424355128",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Keller-Ressel:2015:EMA,
author = "Martin Keller-Ressel and Eberhard Mayerhofer",
title = "Exponential moments of affine processes",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "2",
pages = "714--752",
month = apr,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:07 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1424355129",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bayati:2015:UPP,
author = "Mohsen Bayati and Marc Lelarge and Andrea Montanari",
title = "Universality in polytope phase transitions and message
passing algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "2",
pages = "753--822",
month = apr,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:07 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1424355130",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bouchard:2015:ADN,
author = "Bruno Bouchard and Marcel Nutz",
title = "Arbitrage and duality in nondominated discrete-time
models",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "2",
pages = "823--859",
month = apr,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:07 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1424355131",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fournier:2015:FEH,
author = "Nicolas Fournier",
title = "Finiteness of entropy for the homogeneous {Boltzmann}
equation with measure initial condition",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "2",
pages = "860--897",
month = apr,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:07 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1424355132",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Biskup:2015:GMP,
author = "Marek Biskup and Thomas Richthammer",
title = "{Gibbs} measures on permutations over one-dimensional
discrete point sets",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "2",
pages = "898--929",
month = apr,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:07 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1424355133",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jansen:2015:LDC,
author = "Sabine Jansen and Wolfgang K{\"o}nig and Bernd
Metzger",
title = "Large deviations for cluster size distributions in a
continuous classical many-body system",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "2",
pages = "930--973",
month = apr,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:07 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1424355134",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Huber:2015:AAN,
author = "Mark Huber",
title = "Approximation algorithms for the normalizing constant
of {Gibbs} distributions",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "2",
pages = "974--985",
month = apr,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:07 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1424355135",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Trillos:2015:DSM,
author = "Camilo Andr{\'e}s Garc{\'\i}a Trillos",
title = "A decreasing step method for strongly oscillating
stochastic models",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "2",
pages = "986--1029",
month = apr,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:07 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1424355136",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Andrieu:2015:CPP,
author = "Christophe Andrieu and Matti Vihola",
title = "Convergence properties of pseudo-marginal {Markov}
chain {Monte Carlo} algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "2",
pages = "1030--1077",
month = apr,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:07 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1424355137",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Blondel:2015:TDL,
author = "Oriane Blondel",
title = "Tracer diffusion at low temperature in kinetically
constrained models",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "3",
pages = "1079--1107",
month = jun,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:10 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1427124124",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lanchier:2015:EGL,
author = "N. Lanchier",
title = "Evolutionary games on the lattice: Payoffs affecting
birth and death rates",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "3",
pages = "1108--1154",
month = jun,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:10 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1427124125",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Racz:2015:MSB,
author = "Mikl{\'o}s Z. R{\'a}cz and Mykhaylo Shkolnikov",
title = "Multidimensional sticky {Brownian} motions as limits
of exclusion processes",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "3",
pages = "1155--1188",
month = jun,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:10 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1427124126",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Carmona:2015:PWF,
author = "Ren{\'e} Carmona and Daniel Lacker",
title = "A probabilistic weak formulation of mean field games
and applications",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "3",
pages = "1189--1231",
month = jun,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:10 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1427124127",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chhita:2015:ADS,
author = "Sunil Chhita and Kurt Johansson and Benjamin Young",
title = "Asymptotic domino statistics in the {Aztec} diamond",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "3",
pages = "1232--1278",
month = jun,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:10 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1427124128",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Luczak:2015:BRR,
author = "Malwina J. Luczak and Colin McDiarmid",
title = "Balanced routing of random calls",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "3",
pages = "1279--1324",
month = jun,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:10 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1427124129",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dahmer:2015:IBL,
author = "Iulia Dahmer and G{\"o}tz Kersting",
title = "The internal branch lengths of the {Kingman}
coalescent",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "3",
pages = "1325--1348",
month = jun,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:10 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1427124130",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ferrari:2015:SLB,
author = "Patrik L. Ferrari and Herbert Spohn and Thomas Weiss",
title = "Scaling limit for {Brownian} motions with one-sided
collisions",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "3",
pages = "1349--1382",
month = jun,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:10 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1427124131",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yu:2015:UMA,
author = "Xiang Yu",
title = "Utility maximization with addictive consumption habit
formation in incomplete semimartingale markets",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "3",
pages = "1383--1419",
month = jun,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:10 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1427124132",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Reed:2015:DVH,
author = "Josh Reed and Rishi Talreja",
title = "Distribution-valued heavy-traffic limits for the {$ G
/ G I / \infty $} queue",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "3",
pages = "1420--1474",
month = jun,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:10 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dalang:2015:QDP,
author = "Robert C. Dalang and Albert N. Shiryaev",
title = "A quickest detection problem with an observation
cost",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "3",
pages = "1475--1512",
month = jun,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:10 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1427124134",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chi:2015:SRT,
author = "Zhiyi Chi",
title = "Strong renewal theorems with infinite mean beyond
local large deviations",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "3",
pages = "1513--1539",
month = jun,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:10 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1427124135",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Guo:2015:MSH,
author = "Wenjie Guo and Jianfeng Zhang and Jia Zhuo",
title = "A monotone scheme for high-dimensional fully nonlinear
{PDEs}",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "3",
pages = "1540--1580",
month = jun,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:10 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1427124136",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jiang:2015:MTM,
author = "Yunjiang Jiang",
title = "Mixing time of {Metropolis} chain based on random
transposition walk converging to multivariate {Ewens}
distribution",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "3",
pages = "1581--1615",
month = jun,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:10 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1427124137",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Sturm:2015:PSC,
author = "Anja Sturm and Jan M. Swart",
title = "A particle system with cooperative branching and
coalescence",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "3",
pages = "1616--1649",
month = jun,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:10 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1427124138",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Caputo:2015:RLT,
author = "Pietro Caputo and Fabio Martinelli and Alistair
Sinclair and Alexandre Stauffer",
title = "Random lattice triangulations: Structure and
algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "3",
pages = "1650--1685",
month = jun,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:10 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1427124139",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Amini:2015:DWR,
author = "Hamed Amini and Marc Lelarge",
title = "The diameter of weighted random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "3",
pages = "1686--1727",
month = jun,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:10 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1427124140",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Billey:2015:MEW,
author = "Sara Billey and Krzysztof Burdzy and Soumik Pal and
Bruce E. Sagan",
title = "On meteors, earthworms and {WIMPs}",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "4",
pages = "1729--1779",
month = aug,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:15 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1432212429",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bhamidi:2015:DDS,
author = "Shankar Bhamidi and Jesse Goodman and Remco van der
Hofstad and J{\'u}lia Komj{\'a}thy",
title = "Degree distribution of shortest path trees and bias of
network sampling algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "4",
pages = "1780--1826",
month = aug,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:15 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1432212430",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kardaras:2015:SLM,
author = "Constantinos Kardaras and D{\"o}rte Kreher and Ashkan
Nikeghbali",
title = "Strict local martingales and bubbles",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "4",
pages = "1827--1867",
month = aug,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:15 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1432212431",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Avram:2015:GSF,
author = "F. Avram and Z. Palmowski and M. R. Pistorius",
title = "On {Gerber--Shiu} functions and optimal dividend
distribution for a {L{\'e}vy} risk process in the
presence of a penalty function",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "4",
pages = "1868--1935",
month = aug,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:15 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1432212432",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cerf:2015:CPE,
author = "Rapha{\"e}l Cerf",
title = "Critical population and error threshold on the sharp
peak landscape for the {Wright--Fisher} model",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "4",
pages = "1936--1992",
month = aug,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:15 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1432212433",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bertacchi:2015:BRW,
author = "Daniela Bertacchi and Fabio Zucca",
title = "Branching random walks and multi-type
contact-processes on the percolation cluster of {$
\mathbb {Z}^d $}",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "4",
pages = "1993--2012",
month = "08",
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1214/14-AAP1040",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:42:43 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
acknowledgement = ack-nhfb,
fjournal = "The Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Brummitt:2015:JPW,
author = "Charles D. Brummitt and Shirshendu Chatterjee and
Partha S. Dey and David Sivakoff",
title = "Jigsaw percolation: What social networks can
collaboratively solve a puzzle?",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "4",
pages = "2013--2038",
month = aug,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:15 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1432212435",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gassiat:2015:IER,
author = "Paul Gassiat and Aleksandar Mijatovi{\'c} and Harald
Oberhauser",
title = "An integral equation for {Root}'s barrier and the
generation of {Brownian} increments",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "4",
pages = "2039--2065",
month = aug,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:15 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1432212436",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Guasoni:2015:HAO,
author = "Paolo Guasoni and Mikl{\'o}s R{\'a}sonyi",
title = "Hedging, arbitrage and optimality with superlinear
frictions",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "4",
pages = "2066--2095",
month = aug,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:15 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1432212437",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Delarue:2015:GSN,
author = "Fran{\c{c}}ois Delarue and James Inglis and Sylvain
Rubenthaler and Etienne Tanr{\'e}",
title = "Global solvability of a networked integrate-and-fire
model of {McKean--Vlasov} type",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "4",
pages = "2096--2133",
month = aug,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:15 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1432212438",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fuhrman:2015:RBS,
author = "Marco Fuhrman and Huy{\^e}n Pham",
title = "Randomized and backward {SDE} representation for
optimal control of non-{Markovian} {SDEs}",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "4",
pages = "2134--2167",
month = aug,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:15 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1432212439",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ma:2015:WPF,
author = "Jin Ma and Zhen Wu and Detao Zhang and Jianfeng
Zhang",
title = "On well-posedness of forward-backward {SDEs} --- a
unified approach",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "4",
pages = "2168--2214",
month = aug,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:15 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1432212440",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dieuleveut:2015:VCT,
author = "Daphn{\'e} Dieuleveut",
title = "The vertex-cut-tree of {Galton--Watson} trees
converging to a stable tree",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "4",
pages = "2215--2262",
month = aug,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:15 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1432212441",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jourdain:2015:OST,
author = "Benjamin Jourdain and Tony Leli{\`e}vre and Blazej
Miasojedow",
title = "Optimal scaling for the transient phase of the random
walk {Metropolis} algorithm: The mean-field limit",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "4",
pages = "2263--2300",
month = aug,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:15 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1432212442",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kharroubi:2015:DTA,
author = "Idris Kharroubi and Nicolas Langren{\'e} and Huy{\^e}n
Pham",
title = "Discrete time approximation of fully nonlinear {HJB}
equations via {BSDEs} with nonpositive jumps",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "4",
pages = "2301--2338",
month = aug,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 5 15:59:15 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1432212443",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Borodin:2015:LSG,
author = "Alexei Borodin and Alexey Bufetov and Grigori
Olshanski",
title = "Limit shapes for growing extreme characters of {$
U(\infty) $}",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "4",
pages = "2339--2381",
month = "08",
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1214/14-AAP1050",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:40:34 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
acknowledgement = ack-nhfb,
fjournal = "The Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Davis:2015:ESI,
author = "M. H. A. Davis and M. R. Pistorius",
title = "Explicit solution of an inverse first-passage time
problem for {L{\'e}vy} processes and counterparty
credit risk",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "5",
pages = "2383--2415",
month = oct,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 7 12:28:40 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1438261044",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Stauffer:2015:STP,
author = "Alexandre Stauffer",
title = "Space-time percolation and detection by mobile nodes",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "5",
pages = "2416--2461",
month = oct,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 7 12:28:40 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1438261045",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bhamidi:2015:TEN,
author = "Shankar Bhamidi and J. Michael Steele and Tauhid
Zaman",
title = "{Twitter} event networks and the Superstar model",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "5",
pages = "2462--2502",
month = oct,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 7 12:28:40 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1438261046",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Nutz:2015:OSU,
author = "Marcel Nutz and Jianfeng Zhang",
title = "Optimal stopping under adverse nonlinear expectation
and related games",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "5",
pages = "2503--2534",
month = oct,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 7 12:28:40 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1438261047",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Possamai:2015:WAS,
author = "Dylan Possama{\"\i} and Xiaolu Tan",
title = "Weak approximation of second-order {BSDEs}",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "5",
pages = "2535--2562",
month = oct,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 7 12:28:40 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1438261048",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lionnet:2015:TDF,
author = "Arnaud Lionnet and Gon{\c{c}}alo dos Reis and Lukasz
Szpruch",
title = "Time discretization of {FBSDE} with polynomial growth
drivers and reaction-diffusion {PDEs}",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "5",
pages = "2563--2625",
month = oct,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 7 12:28:40 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1438261049",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Robert:2015:SAR,
author = "Philippe Robert and Amandine V{\'e}ber",
title = "A stochastic analysis of resource sharing with
logarithmic weights",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "5",
pages = "2626--2670",
month = oct,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 7 12:28:40 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1438261050",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Herczegh:2015:SPP,
author = "Attila Herczegh and Vilmos Prokaj",
title = "Shadow price in the power utility case",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "5",
pages = "2671--2707",
month = oct,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 7 12:28:40 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1438261051",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bank:2015:MLI,
author = "Peter Bank and Dmitry Kramkov",
title = "A model for a large investor trading at market
indifference prices. {II}: Continuous-time case",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "5",
pages = "2708--2742",
month = oct,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 7 12:28:40 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1438261052",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ibrahimi:2015:SSR,
author = "Morteza Ibrahimi and Yash Kanoria and Matt Kraning and
Andrea Montanari",
title = "The set of solutions of random {XORSAT} formulae",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "5",
pages = "2743--2808",
month = oct,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 7 12:28:40 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1438261053",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rebeschini:2015:CLP,
author = "Patrick Rebeschini and Ramon van Handel",
title = "Can local particle filters beat the curse of
dimensionality?",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "5",
pages = "2809--2866",
month = oct,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 7 12:28:40 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1438261054",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kazi-Tani:2015:SOB,
author = "Nabil Kazi-Tani and Dylan Possama{\"\i} and Chao
Zhou",
title = "Second-order {BSDEs} with jumps: Formulation and
uniqueness",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "5",
pages = "2867--2908",
month = oct,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 7 12:28:40 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1438261055",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dupuis:2015:EAI,
author = "Paul Dupuis and Konstantinos Spiliopoulos and Xiang
Zhou",
title = "Escaping from an attractor: Importance sampling and
rest points {I}",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "5",
pages = "2909--2958",
month = oct,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 7 12:28:40 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1438261056",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Georgiou:2015:SDS,
author = "Nicos Georgiou and Mathew Joseph and Davar
Khoshnevisan and Shang-Yuan Shiu",
title = "Semi-discrete semi-linear parabolic {SPDEs}",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "5",
pages = "2959--3006",
month = oct,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 7 12:28:40 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1438261057",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Henard:2015:FLC,
author = "Olivier H{\'e}nard",
title = "The fixation line in the {$ \Lambda $}-coalescent",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "5",
pages = "3007--3032",
month = oct,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Thu Sep 24 11:40:20 MDT 2015",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1438261058",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Le:2015:DPA,
author = "Huiling Le",
title = "A diffusion process associated with {Fr{\'e}chet}
means",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "6",
pages = "3033--3046",
month = dec,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:24 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1443703768",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lang:2015:IGR,
author = "Annika Lang and Christoph Schwab",
title = "Isotropic {Gaussian} random fields on the sphere:
Regularity, fast simulation and stochastic partial
differential equations",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "6",
pages = "3047--3094",
month = dec,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:24 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1443703769",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bally:2015:PIP,
author = "Vlad Bally and Arturo Kohatsu-Higa",
title = "A probabilistic interpretation of the parametrix
method",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "6",
pages = "3095--3138",
month = dec,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:24 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1443703770",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Perl:2015:EWM,
author = "Idan Perl and Arnab Sen and Ariel Yadin",
title = "Extinction window of mean field branching annihilating
random walk",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "6",
pages = "3139--3161",
month = dec,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:24 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1443703771",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pfaffelhuber:2015:SLS,
author = "Peter Pfaffelhuber and Lea Popovic",
title = "Scaling limits of spatial compartment models for
chemical reaction networks",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "6",
pages = "3162--3208",
month = dec,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:24 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1443703772",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Blanchet:2015:SSS,
author = "Jose Blanchet and Xinyun Chen",
title = "Steady-state simulation of reflected {Brownian} motion
and related stochastic networks",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "6",
pages = "3209--3250",
month = dec,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:24 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1443703773",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bayraktar:2015:WRP,
author = "Erhan Bayraktar and Sergey Nadtochiy",
title = "Weak reflection principle for {L{\'e}vy} processes",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "6",
pages = "3251--3294",
month = dec,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:24 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1443703774",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Muller:2015:GAP,
author = "Tobias M{\"u}ller and Reto Sp{\"o}hel",
title = "A geometric {Achlioptas} process",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "6",
pages = "3295--3337",
month = dec,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:24 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1443703775",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yogeshwaran:2015:TRC,
author = "D. Yogeshwaran and Robert J. Adler",
title = "On the topology of random complexes built over
stationary point processes",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "6",
pages = "3338--3380",
month = dec,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:24 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1443703776",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Puha:2015:DLS,
author = "Amber L. Puha",
title = "Diffusion limits for shortest remaining processing
time queues under nonstandard spatial scaling",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "6",
pages = "3381--3404",
month = dec,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:24 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1443703777",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zhang:2015:RCS,
author = "Hongzhong Zhang and Neofytos Rodosthenous and Olympia
Hadjiliadis",
title = "Robustness of the {$N$-CUSUM} stopping rule in a
{Wiener} disorder problem",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "6",
pages = "3405--3433",
month = dec,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:24 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1443703778",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Durrett:2015:CGS,
author = "Rick Durrett and Yuan Zhang",
title = "Coexistence of grass, saplings and trees in the
{Staver--Levin} forest model",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "6",
pages = "3434--3464",
month = dec,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:24 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1443703779",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Verzelen:2015:CDS,
author = "Nicolas Verzelen and Ery Arias-Castro",
title = "Community detection in sparse random networks",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "6",
pages = "3465--3510",
month = dec,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:24 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1443703780",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Arapostathis:2015:ECM,
author = "Ari Arapostathis and Anup Biswas and Guodong Pang",
title = "Ergodic control of multi-class {$ M / M / N + M $}
queues in the {Halfin--Whitt} regime",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "6",
pages = "3511--3570",
month = "12",
year = "2015",
CODEN = "????",
DOI = "https://doi.org/10.1214/14-AAP1081",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:39:12 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
acknowledgement = ack-nhfb,
fjournal = "The Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jammalamadaka:2015:ADM,
author = "Sreenivasa Rao Jammalamadaka and Svante Janson",
title = "Asymptotic distribution of the maximum interpoint
distance in a sample of random vectors with a
spherically symmetric distribution",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "6",
pages = "3571--3591",
month = dec,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:24 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1443703782",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Craiu:2015:SAM,
author = "Radu V. Craiu and Lawrence Gray and Krzysztof
Latuszy{\'n}ski and Neal Madras and Gareth O. Roberts
and Jeffrey S. Rosenthal",
title = "Stability of adversarial {Markov} chains, with an
application to adaptive {MCMC} algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "6",
pages = "3592--3623",
month = dec,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:24 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1443703783",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Wang:2015:SLE,
author = "Chen Wang and Baisuo Jin and Z. D. Bai and K. Krishnan
Nair and Matthew Harding",
title = "Strong limit of the extreme eigenvalues of a
symmetrized auto-cross covariance matrix",
journal = j-ANN-APPL-PROBAB,
volume = "25",
number = "6",
pages = "3624--3683",
month = dec,
year = "2015",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:24 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1443703784",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Henry-Labordere:2016:MMM,
author = "Pierre Henry-Labord{\`e}re and Jan Ob{\l}{\'o}j and
Peter Spoida and Nizar Touzi",
title = "The maximum maximum of a martingale with given $
\mathbf {n} $ marginals",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "1",
pages = "1--44",
month = "02",
year = "2016",
CODEN = "????",
DOI = "https://doi.org/10.1214/14-AAP1084",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
bibdate = "Sat Jan 13 10:00:07 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
acknowledgement = ack-nhfb,
fjournal = "The Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Duffy:2016:ULC,
author = "James A. Duffy",
title = "A uniform law for convergence to the local times of
linear fractional stable motions",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "1",
pages = "45--72",
month = feb,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:25 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1452003234",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hug:2016:SOP,
author = "Daniel Hug and G{\"u}nter Last and Matthias Schulte",
title = "Second-order properties and central limit theorems for
geometric functionals of {Boolean} models",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "1",
pages = "73--135",
month = feb,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:25 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1452003235",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dereich:2016:MMC,
author = "Steffen Dereich and Sangmeng Li",
title = "Multilevel {Monte Carlo} for {L{\'e}vy}-driven {SDEs}:
Central limit theorems for adaptive {Euler} schemes",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "1",
pages = "136--185",
month = feb,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:25 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1452003236",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Feng:2016:GCR,
author = "Han Feng and David Hobson",
title = "Gambling in contests with random initial law",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "1",
pages = "186--215",
month = feb,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:25 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1452003237",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Delattre:2016:HPL,
author = "Sylvain Delattre and Nicolas Fournier and Marc
Hoffmann",
title = "{Hawkes} processes on large networks",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "1",
pages = "216--261",
month = feb,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:25 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1452003238",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chassagneux:2016:NSQ,
author = "Jean-Fran{\c{c}}ois Chassagneux and Adrien Richou",
title = "Numerical simulation of quadratic {BSDEs}",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "1",
pages = "262--304",
month = feb,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:25 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1452003239",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anantharam:2016:DSP,
author = "Venkat Anantharam and Justin Salez",
title = "The densest subgraph problem in sparse random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "1",
pages = "305--327",
month = feb,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:25 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1452003240",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hackmann:2016:ALP,
author = "Daniel Hackmann and Alexey Kuznetsov",
title = "Approximating {L{\'e}vy} processes with completely
monotone jumps",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "1",
pages = "328--359",
month = feb,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:25 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1452003241",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Griffin:2016:SPB,
author = "Philip S. Griffin",
title = "Sample path behavior of a {L{\'e}vy} insurance risk
process approaching ruin, under the
{Cram{\'e}r--Lundberg} and convolution equivalent
conditions",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "1",
pages = "360--401",
month = feb,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:25 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1452003242",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gimbert:2016:VRG,
author = "Hugo Gimbert and J{\'e}r{\^o}me Renault and Sylvain
Sorin and Xavier Venel and Wieslaw Zielonka",
title = "On values of repeated games with signals",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "1",
pages = "402--424",
month = feb,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:25 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1452003243",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kelly:2016:RPR,
author = "David Kelly",
title = "Rough path recursions and diffusion approximations",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "1",
pages = "425--461",
month = feb,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:25 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1452003244",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Marinucci:2016:HFA,
author = "Domenico Marinucci and Sreekar Vadlamani",
title = "High-frequency asymptotics for {Lipschitz-Killing}
curvatures of excursion sets on the sphere",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "1",
pages = "462--506",
month = feb,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:25 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1452003245",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ortmann:2016:EFR,
author = "Janosch Ortmann and Jeremy Quastel and Daniel
Remenik",
title = "Exact formulas for random growth with half-flat
initial data",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "1",
pages = "507--548",
month = feb,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:25 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1452003246",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cantarella:2016:SGC,
author = "Jason Cantarella and Clayton Shonkwiler",
title = "The symplectic geometry of closed equilateral random
walks in $3$-space",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "1",
pages = "549--596",
month = feb,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:25 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1452003247",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Narayanan:2016:RIP,
author = "Hariharan Narayanan",
title = "Randomized interior point methods for sampling and
optimization",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "1",
pages = "597--641",
month = feb,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Jan 10 08:13:25 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1452003248",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Madaule:2016:GPF,
author = "Thomas Madaule and R{\'e}mi Rhodes and Vincent
Vargas",
title = "Glassy phase and freezing of log-correlated {Gaussian}
potentials",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "2",
pages = "643--690",
month = apr,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Apr 24 12:37:33 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1458651816",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Crane:2016:DRN,
author = "Harry Crane",
title = "Dynamic random networks and their graph limits",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "2",
pages = "691--721",
month = apr,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Apr 24 12:37:33 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1458651817",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cheng:2016:MEC,
author = "Dan Cheng and Yimin Xiao",
title = "The mean {Euler} characteristic and excursion
probability of {Gaussian} random fields with stationary
increments",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "2",
pages = "722--759",
month = apr,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Apr 24 12:37:33 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1458651818",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fernandez:2016:CQS,
author = "R. Fernandez and F. Manzo and F. R. Nardi and E.
Scoppola and J. Sohier",
title = "Conditioned, quasi-stationary, restricted measures and
escape from metastable states",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "2",
pages = "760--793",
month = apr,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Apr 24 12:37:33 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1458651819",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kramkov:2016:SQB,
author = "Dmitry Kramkov and Sergio Pulido",
title = "A system of quadratic {BSDEs} arising in a price
impact model",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "2",
pages = "794--817",
month = apr,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Apr 24 12:37:33 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1458651820",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Takahashi:2016:WAA,
author = "Akihiko Takahashi and Toshihiro Yamada",
title = "A weak approximation with asymptotic expansion and
multidimensional {Malliavin} weights",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "2",
pages = "818--856",
month = apr,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Apr 24 12:37:33 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1458651821",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Blath:2016:NCS,
author = "Jochen Blath and Adri{\'a}n Gonz{\'a}lez Casanova and
Noemi Kurt and Maite Wilke-Berenguer",
title = "A new coalescent for seed-bank models",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "2",
pages = "857--891",
month = apr,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Apr 24 12:37:33 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1458651822",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cortez:2016:QPC,
author = "Roberto Cortez and Joaquin Fontbona",
title = "Quantitative propagation of chaos for generalized
{Kac} particle systems",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "2",
pages = "892--916",
month = apr,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Apr 24 12:37:33 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1458651823",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cox:2016:CNV,
author = "J. Theodore Cox and Yuval Peres and Jeffrey E. Steif",
title = "Cutoff for the noisy voter model",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "2",
pages = "917--932",
month = apr,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Apr 24 12:37:33 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1458651824",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Frikha:2016:MLS,
author = "Noufel Frikha",
title = "Multi-level stochastic approximation algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "2",
pages = "933--985",
month = apr,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Apr 24 12:37:33 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1458651825",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Penrose:2016:CSR,
author = "Mathew D. Penrose",
title = "Connectivity of soft random geometric graphs",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "2",
pages = "986--1028",
month = apr,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Apr 24 12:37:33 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1458651826",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Norris:2016:CEK,
author = "James Norris",
title = "A consistency estimate for {Kac}'s model of elastic
collisions in a dilute gas",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "2",
pages = "1029--1081",
month = apr,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Apr 24 12:37:33 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1458651827",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bayraktar:2016:SPS,
author = "Erhan Bayraktar and Jiaqi Li",
title = "Stochastic {Perron} for stochastic target games",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "2",
pages = "1082--1110",
month = apr,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Apr 24 12:37:33 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1458651828",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Beskos:2016:CAS,
author = "Alexandros Beskos and Ajay Jasra and Nikolas Kantas
and Alexandre Thiery",
title = "On the convergence of adaptive sequential {Monte
Carlo} methods",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "2",
pages = "1111--1146",
month = apr,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Apr 24 12:37:33 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1458651829",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hu:2016:RCA,
author = "Yaozhong Hu and Yanghui Liu and David Nualart",
title = "Rate of convergence and asymptotic error distribution
of {Euler} approximation schemes for fractional
diffusions",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "2",
pages = "1147--1207",
month = apr,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Apr 24 12:37:33 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1458651830",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Choukroun:2016:BSR,
author = "S{\'e}bastien Choukroun and Andrea Cosso",
title = "Backward {SDE} representation for stochastic control
problems with nondominated controlled intensity",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "2",
pages = "1208--1259",
month = apr,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Apr 24 12:37:33 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1458651831",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Belomestny:2016:OSU,
author = "Denis Belomestny and Volker Kr{\"a}tschmer",
title = "Optimal stopping under model uncertainty: Randomized
stopping times approach",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "2",
pages = "1260--1295",
month = apr,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sun Apr 24 12:37:33 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See addendum \cite{Belomestny:2017:AOS}.",
URL = "http://projecteuclid.org/euclid.aoap/1458651832",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Foxall:2016:SCP,
author = "Eric Foxall and Roderick Edwards and P. van den
Driessche",
title = "Social contact processes and the partner model",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "3",
pages = "1297--1328",
month = jun,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:58 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1465905004",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Karatzas:2016:DMM,
author = "Ioannis Karatzas and Andrey Sarantsev",
title = "Diverse market models of competing {Brownian}
particles with splits and mergers",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "3",
pages = "1329--1361",
month = jun,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:58 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1465905005",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bapst:2016:PTP,
author = "Victor Bapst and Amin Coja-Oghlan and Felicia
Ra{\ss}mann",
title = "A positive temperature phase transition in random
hypergraph $2$-coloring",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "3",
pages = "1362--1406",
month = jun,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:58 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1465905006",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Coghi:2016:PCI,
author = "Michele Coghi and Franco Flandoli",
title = "Propagation of chaos for interacting particles subject
to environmental noise",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "3",
pages = "1407--1442",
month = jun,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:58 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1465905007",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{DiNunno:2016:ASP,
author = "Giulia {Di Nunno} and Tusheng Zhang",
title = "Approximations of stochastic partial differential
equations",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "3",
pages = "1443--1466",
month = jun,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:58 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1465905008",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Armstrong:2016:LAC,
author = "Scott N. Armstrong and Ofer Zeitouni",
title = "Local asymptotics for controlled martingales",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "3",
pages = "1467--1494",
month = jun,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:58 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1465905009",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Clausel:2016:SEI,
author = "Marianne Clausel and Jean-Fran{\c{c}}ois Coeurjolly
and J{\'e}r{\^o}me Lelong",
title = "{Stein} estimation of the intensity of a spatial
homogeneous {Poisson} point process",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "3",
pages = "1495--1534",
month = jun,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:58 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1465905010",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Carmona:2016:PAM,
author = "Ren{\'e} Carmona and Xiuneng Zhu",
title = "A probabilistic approach to mean field games with
major and minor players",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "3",
pages = "1535--1580",
month = jun,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:58 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1465905011",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cattiaux:2016:ESD,
author = "Patrick Cattiaux and Jos{\'e} R. Le{\'o}n and
Cl{\'e}mentine Prieur",
title = "Estimation for stochastic damping {Hamiltonian}
systems under partial observation. {III}. {Diffusion}
term",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "3",
pages = "1581--1619",
month = jun,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:58 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1465905012",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hoffman:2016:TRP,
author = "Christopher Hoffman and Tobias Johnson and Matthew
Junge",
title = "From transience to recurrence with {Poisson} tree
frogs",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "3",
pages = "1620--1635",
month = jun,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:58 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1465905013",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Embrechts:2016:BTD,
author = "Paul Embrechts and Marius Hofert and Ruodu Wang",
title = "{Bernoulli} and tail-dependence compatibility",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "3",
pages = "1636--1658",
month = jun,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:58 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1465905014",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Edelman:2016:BUR,
author = "Alan Edelman and A. Guionnet and S. P{\'e}ch{\'e}",
title = "Beyond universality in random matrix theory",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "3",
pages = "1659--1697",
month = jun,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:58 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1465905015",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bank:2016:SRN,
author = "Peter Bank and Yan Dolinsky and Selim G{\"o}kay",
title = "Super-replication with nonlinear transaction costs and
volatility uncertainty",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "3",
pages = "1698--1726",
month = jun,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:58 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1465905016",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lejay:2016:SBM,
author = "Antoine Lejay",
title = "The snapping out {Brownian} motion",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "3",
pages = "1727--1742",
month = jun,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:58 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1465905017",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Confortola:2016:BSD,
author = "Fulvia Confortola and Marco Fuhrman and Jean Jacod",
title = "Backward stochastic differential equation driven by a
marked point process: An elementary approach with an
application to optimal control",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "3",
pages = "1743--1773",
month = jun,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:58 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1465905018",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fathi:2016:ERC,
author = "Max Fathi and Jan Maas",
title = "Entropic {Ricci} curvature bounds for discrete
interacting systems",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "3",
pages = "1774--1806",
month = jun,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:58 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1465905019",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Roy:2016:HLD,
author = "Rahul Roy and Kumarjit Saha and Anish Sarkar",
title = "{Hack}'s law in a drainage network model: a {Brownian}
web approach",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "3",
pages = "1807--1836",
month = jun,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:58 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1465905020",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Najim:2016:GFL,
author = "Jamal Najim and Jianfeng Yao",
title = "{Gaussian} fluctuations for linear spectral statistics
of large random covariance matrices",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "3",
pages = "1837--1887",
month = jun,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:58 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1465905021",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Czichowsky:2016:DTP,
author = "Christoph Czichowsky and Walter Schachermayer",
title = "Duality theory for portfolio optimisation under
transaction costs",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "3",
pages = "1888--1941",
month = jun,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:58 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1465905022",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bornemann:2016:NES,
author = "Folkmar Bornemann",
title = "A note on the expansion of the smallest eigenvalue
distribution of the {LUE} at the hard edge",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "3",
pages = "1942--1946",
month = jun,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:58 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1465905023",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Verloop:2016:AOP,
author = "I. M. Verloop",
title = "Asymptotically optimal priority policies for indexable
and nonindexable restless bandits",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "4",
pages = "1947--1995",
month = aug,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:59 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1472745449",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cetin:2016:MNE,
author = "Umut {\c{C}}etin and Albina Danilova",
title = "{Markovian} {Nash} equilibrium in financial markets
with asymmetric information and related
forward--backward systems",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "4",
pages = "1996--2029",
month = aug,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:59 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1472745450",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Corwin:2016:FTL,
author = "Ivan Corwin and Zhipeng Liu and Dong Wang",
title = "Fluctuations of {TASEP} and {LPP} with general initial
data",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "4",
pages = "2030--2082",
month = aug,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:59 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1472745451",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Sabanis:2016:EAV,
author = "Sotirios Sabanis",
title = "{Euler} approximations with varying coefficients: The
case of superlinearly growing diffusion coefficients",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "4",
pages = "2083--2105",
month = aug,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:59 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1472745452",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Torrisi:2016:GAN,
author = "Giovanni Luca Torrisi",
title = "{Gaussian} approximation of nonlinear {Hawkes}
processes",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "4",
pages = "2106--2140",
month = aug,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:59 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1472745453",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Arlotto:2016:BHH,
author = "Alessandro Arlotto and J. Michael Steele",
title = "{Beardwood--Halton--Hammersley} theorem for stationary
ergodic sequences: a counterexample",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "4",
pages = "2141--2168",
month = aug,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:59 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1472745454",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Diehl:2016:PSL,
author = "Joscha Diehl and Peter Friz and Hilmar Mai",
title = "Pathwise stability of likelihood estimators for
diffusions via rough paths",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "4",
pages = "2169--2192",
month = aug,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:59 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1472745455",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Athreya:2016:DGL,
author = "Siva Athreya and Adrian R{\"o}llin",
title = "Dense graph limits under respondent-driven sampling",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "4",
pages = "2193--2210",
month = aug,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:59 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1472745456",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mossel:2016:BPR,
author = "Elchanan Mossel and Joe Neeman and Allan Sly",
title = "Belief propagation, robust reconstruction and optimal
recovery of block models",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "4",
pages = "2211--2256",
month = aug,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:59 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1472745457",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chi:2016:RRM,
author = "Zhiyi Chi",
title = "Random reversible {Markov} matrices with tunable
extremal eigenvalues",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "4",
pages = "2257--2272",
month = aug,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:59 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1472745458",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hobson:2016:MM,
author = "David Hobson",
title = "Mimicking martingales",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "4",
pages = "2273--2303",
month = aug,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:59 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1472745459",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Barraquand:2016:HAE,
author = "Guillaume Barraquand and Ivan Corwin",
title = "The $q$-{Hahn} asymmetric exclusion process",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "4",
pages = "2304--2356",
month = aug,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:59 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1472745460",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Douc:2016:MSA,
author = "Randal Douc and Fran{\c{c}}ois Roueff and Tepmony
Sim",
title = "The maximizing set of the asymptotic normalized
log-likelihood for partially observed {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "4",
pages = "2357--2383",
month = aug,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:59 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1472745461",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fang:2016:PAT,
author = "Xiao Fang and David Siegmund",
title = "{Poisson} approximation for two scan statistics with
rates of convergence",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "4",
pages = "2384--2418",
month = aug,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:59 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1472745462",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Deijfen:2016:WTI,
author = "Maria Deijfen and Remco van der Hofstad",
title = "The winner takes it all",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "4",
pages = "2419--2453",
month = aug,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:59 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1472745463",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jia:2016:CSC,
author = "Chen Jia and Da-Quan Jiang and Min-Ping Qian",
title = "Cycle symmetries and circulation fluctuations for
discrete-time and continuous-time {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "4",
pages = "2454--2493",
month = aug,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:59 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1472745464",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{vanderHofstad:2016:SRP,
author = "Remco van der Hofstad and Mark Holmes and Alexey
Kuznetsov and Wioletta Ruszel",
title = "Strongly reinforced {P{\'o}lya} urns with graph-based
competition",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "4",
pages = "2494--2539",
month = aug,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:59 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1472745465",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{McKeague:2016:CED,
author = "Ian W. McKeague and Bruce Levin",
title = "Convergence of empirical distributions in an
interpretation of quantum mechanics",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "4",
pages = "2540--2555",
month = aug,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:59 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1472745466",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bertoin:2016:SSS,
author = "Jean Bertoin and Igor Kortchemski",
title = "Self-similar scaling limits of {Markov} chains on the
positive integers",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "4",
pages = "2556--2595",
month = aug,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Mon Sep 19 14:23:59 MDT 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1472745467",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Martinsson:2016:UFP,
author = "Anders Martinsson",
title = "Unoriented first-passage percolation on the $n$-cube",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "5",
pages = "2597--2625",
month = oct,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Thu Nov 17 10:13:22 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1476884298",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Goldberg:2016:SOM,
author = "David A. Goldberg",
title = "Second-order {Markov} random fields for independent
sets on the infinite {Cayley} tree",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "5",
pages = "2626--2660",
month = oct,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Thu Nov 17 10:13:22 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1476884299",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Andrieu:2016:ESO,
author = "Christophe Andrieu and Matti Vihola",
title = "Establishing some order amongst exact approximations
of {MCMCs}",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "5",
pages = "2661--2696",
month = oct,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Thu Nov 17 10:13:22 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1476884300",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zhang:2016:SDE,
author = "Xicheng Zhang",
title = "Stochastic differential equations with {Sobolev}
diffusion and singular drift and applications",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "5",
pages = "2697--2732",
month = oct,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Thu Nov 17 10:13:22 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1476884301",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kanzieper:2016:WPL,
author = "Eugene Kanzieper and Mihail Poplavskyi and Carsten
Timm and Roger Tribe and Oleg Zaboronski",
title = "What is the probability that a large random matrix has
no real eigenvalues?",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "5",
pages = "2733--2753",
month = oct,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Thu Nov 17 10:13:22 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1476884302",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bibinger:2016:VEU,
author = "Markus Bibinger and Moritz Jirak and Markus Rei{\ss}",
title = "Volatility estimation under one-sided errors with
applications to limit order books",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "5",
pages = "2754--2790",
month = oct,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Thu Nov 17 10:13:22 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1476884303",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hwang:2016:SPT,
author = "Sung Jin Hwang and Steven B. Damelin and Alfred O.
Hero III",
title = "Shortest path through random points",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "5",
pages = "2791--2823",
month = oct,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Thu Nov 17 10:13:22 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1476884304",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Foxall:2016:CBP,
author = "Eric Foxall",
title = "Critical behaviour of the partner model",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "5",
pages = "2824--2859",
month = oct,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Thu Nov 17 10:13:22 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1476884305",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jaisson:2016:RFD,
author = "Thibault Jaisson and Mathieu Rosenbaum",
title = "Rough fractional diffusions as scaling limits of
nearly unstable heavy tailed {Hawkes} processes",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "5",
pages = "2860--2882",
month = oct,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Thu Nov 17 10:13:22 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1476884306",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cerny:2016:RWT,
author = "Ji{\v{r}}{\'\i} {\v{C}}ern{\'y} and Augusto Teixeira",
title = "Random walks on torus and random interlacements:
Macroscopic coupling and phase transition",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "5",
pages = "2883--2914",
month = oct,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Thu Nov 17 10:13:22 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1476884307",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cappelletti:2016:EIS,
author = "Daniele Cappelletti and Carsten Wiuf",
title = "Elimination of intermediate species in multiscale
stochastic reaction networks",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "5",
pages = "2915--2958",
month = oct,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Thu Nov 17 10:13:22 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1476884308",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Sun:2016:ALU,
author = "Wen Sun and Mathieu Feuillet and Philippe Robert",
title = "Analysis of large unreliable stochastic networks",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "5",
pages = "2959--3000",
month = oct,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Thu Nov 17 10:13:22 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1476884309",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Piiroinen:2016:FKF,
author = "Petteri Piiroinen and Martin Simon",
title = "From {Feynman--Kac} formulae to numerical stochastic
homogenization in electrical impedance tomography",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "5",
pages = "3001--3043",
month = oct,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Thu Nov 17 10:13:22 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1476884310",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Whiteley:2016:PSN,
author = "Nick Whiteley and Anthony Lee",
title = "Perfect sampling for nonhomogeneous {Markov} chains
and hidden {Markov} models",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "5",
pages = "3044--3077",
month = oct,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Thu Nov 17 10:13:22 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1476884311",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Broutin:2016:AOS,
author = "Nicolas Broutin and Luc Devroye and G{\'a}bor Lugosi",
title = "Almost optimal sparsification of random geometric
graphs",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "5",
pages = "3078--3109",
month = oct,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Thu Nov 17 10:13:22 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1476884312",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Arapostathis:2016:EDC,
author = "Ari Arapostathis and Guodong Pang",
title = "Ergodic diffusion control of multiclass multi-pool
networks in the {Halfin--Whitt} regime",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "5",
pages = "3110--3153",
month = oct,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Thu Nov 17 10:13:22 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1476884313",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ekstrom:2016:IFP,
author = "Erik Ekstr{\"o}m and Svante Janson",
title = "The inverse first-passage problem and optimal
stopping",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "5",
pages = "3154--3177",
month = oct,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Thu Nov 17 10:13:22 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1476884314",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dick:2016:DBU,
author = "Josef Dick and Daniel Rudolf and Houying Zhu",
title = "Discrepancy bounds for uniformly ergodic {Markov}
chain quasi-{Monte Carlo}",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "5",
pages = "3178--3205",
month = oct,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Thu Nov 17 10:13:22 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1476884315",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Einarsson:2016:CTB,
author = "Hafsteinn Einarsson and Johannes Lengler and Frank
Mousset and Konstantinos Panagiotou and Angelika
Steger",
title = "Connectivity thresholds for bounded size rules",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "5",
pages = "3206--3250",
month = oct,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Thu Nov 17 10:13:22 MST 2016",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1476884316",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yin:2016:AQE,
author = "Mei Yin and Alessandro Rinaldo and Sukhada Fadnavis",
title = "Asymptotic quantization of exponential random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "6",
pages = "3251--3285",
month = dec,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Feb 17 11:52:36 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1481792585",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bhattacharya:2016:CTM,
author = "Bhaswar B. Bhattacharya",
title = "Collision times in multicolor urn models and
sequential graph coloring with applications to discrete
logarithms",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "6",
pages = "3286--3318",
month = dec,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Feb 17 11:52:36 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1481792586",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cerou:2016:FAA,
author = "Fr{\'e}d{\'e}ric C{\'e}rou and Arnaud Guyader",
title = "Fluctuation analysis of adaptive multilevel
splitting",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "6",
pages = "3319--3380",
month = dec,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Feb 17 11:52:36 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1481792587",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ren:2016:VSF,
author = "Zhenjie Ren",
title = "Viscosity solutions of fully nonlinear elliptic path
dependent partial differential equations",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "6",
pages = "3381--3414",
month = dec,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Feb 17 11:52:36 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1481792588",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Podolskij:2016:EEF,
author = "Mark Podolskij and Nakahiro Yoshida",
title = "{Edgeworth} expansion for functionals of continuous
diffusion processes",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "6",
pages = "3415--3455",
month = dec,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Feb 17 11:52:36 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1481792589",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Durrett:2016:GEP,
author = "Rick Durrett and Wai-Tong (Louis) Fan",
title = "Genealogies in expanding populations",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "6",
pages = "3456--3490",
month = dec,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Feb 17 11:52:36 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1481792590",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Costa:2016:PDM,
author = "Manon Costa",
title = "A piecewise deterministic model for a prey-predator
community",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "6",
pages = "3491--3530",
month = dec,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Feb 17 11:52:36 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1481792591",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bayraktar:2016:AHU,
author = "Erhan Bayraktar and Zhou Zhou",
title = "Arbitrage, hedging and utility maximization using
semi-static trading strategies with {American}
options",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "6",
pages = "3531--3558",
month = dec,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Feb 17 11:52:36 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1481792592",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Brehier:2016:USG,
author = "Charles-Edouard Br{\'e}hier and Maxime Gazeau and
Ludovic Gouden{\`e}ge and Tony Leli{\`e}vre and Mathias
Rousset",
title = "Unbiasedness of some generalized adaptive multilevel
splitting algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "6",
pages = "3559--3601",
month = dec,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Feb 17 11:52:36 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1481792593",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zhang:2016:LAR,
author = "Tusheng Zhang",
title = "Lattice approximations of reflected stochastic partial
differential equations driven by space-time white
noise",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "6",
pages = "3602--3629",
month = dec,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Feb 17 11:52:36 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1481792594",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zhang:2016:CLT,
author = "Li-Xin Zhang",
title = "Central limit theorems of a recursive stochastic
algorithm with applications to adaptive designs",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "6",
pages = "3630--3658",
month = dec,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Feb 17 11:52:36 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1481792595",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Grubel:2016:FCL,
author = "Rudolf Gr{\"u}bel and Zakhar Kabluchko",
title = "A functional central limit theorem for branching
random walks, almost sure weak convergence and
applications to random trees",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "6",
pages = "3659--3698",
month = dec,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Feb 17 11:52:36 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1481792596",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Forde:2016:LTO,
author = "Martin Forde and Rohini Kumar",
title = "Large-time option pricing using the Donsker-Varadhan
{LDP}-correlated stochastic volatility with stochastic
interest rates and jumps",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "6",
pages = "3699--3726",
month = dec,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Feb 17 11:52:36 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1481792597",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Basu:2016:TGR,
author = "Riddhipratim Basu and Alexander E. Holroyd and James
B. Martin and Johan W{\"a}stlund",
title = "Trapping games on random boards",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "6",
pages = "3727--3753",
month = dec,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Feb 17 11:52:36 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1481792598",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Benaim:2016:LVR,
author = "Michel Bena{\"\i}m and Claude Lobry",
title = "{Lotka--Volterra} with randomly fluctuating
environments or ``how switching between beneficial
environments can make survival harder''",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "6",
pages = "3754--3785",
month = dec,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Feb 17 11:52:36 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1481792599",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lee:2016:TWD,
author = "Ji Oon Lee and Kevin Schnelli",
title = "{Tracy--Widom} distribution for the largest eigenvalue
of real sample covariance matrices with general
population",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "6",
pages = "3786--3839",
month = dec,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Feb 17 11:52:36 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1481792600",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lucon:2016:TGN,
author = "Eric Lu{\c{c}}on and Wilhelm Stannat",
title = "Transition from {Gaussian} to non-{Gaussian}
fluctuations for mean-field diffusions in spatial
interaction",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "6",
pages = "3840--3909",
month = dec,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Feb 17 11:52:36 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1481792601",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anonymous:2016:EB,
author = "Anonymous",
title = "Editorial Board",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "6",
pages = "??--??",
month = dec,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Feb 17 11:52:36 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1481792584",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anonymous:2016:TC,
author = "Anonymous",
title = "Table of Contents",
journal = j-ANN-APPL-PROBAB,
volume = "26",
number = "6",
pages = "??--??",
month = dec,
year = "2016",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Feb 17 11:52:36 MST 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1481792583",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Goldstein:2017:GPT,
author = "Larry Goldstein and Ivan Nourdin and Giovanni
Peccati",
title = "{Gaussian} phase transitions and conic intrinsic
volumes: {Steining} the {Steiner} formula",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "1",
pages = "1--47",
month = feb,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:57 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1488790820",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Iyer:2017:ANI,
author = "Srikanth Iyer and Rahul Vaze",
title = "Achieving nonzero information velocity in wireless
networks",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "1",
pages = "48--64",
month = feb,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:57 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1488790821",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Li:2017:PCE,
author = "Yao Li and Lai-Sang Young",
title = "Polynomial convergence to equilibrium for a system of
interacting particles",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "1",
pages = "65--90",
month = feb,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:57 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1488790822",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{vandenBerg:2017:TDV,
author = "Jacob van den Berg and Pierre Nolin",
title = "Two-dimensional volume-frozen percolation: Exceptional
scales",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "1",
pages = "91--108",
month = feb,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:57 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1488790823",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Birkner:2017:ODR,
author = "Matthias Birkner and Rongfeng Sun",
title = "One-dimensional random walks with self-blocking
immigration",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "1",
pages = "109--139",
month = feb,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:57 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1488790824",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Goncalves:2017:NFO,
author = "Patr{\'\i}cia Gon{\c{c}}alves and Claudio Landim and
Aniura Milan{\'e}s",
title = "Nonequilibrium fluctuations of one-dimensional
boundary driven weakly asymmetric exclusion processes",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "1",
pages = "140--177",
month = feb,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:57 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1488790825",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Arguin:2017:MRR,
author = "Louis-Pierre Arguin and David Belius and Adam J.
Harper",
title = "Maxima of a randomized {Riemann} zeta function, and
branching random walks",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "1",
pages = "178--215",
month = feb,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:57 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1488790826",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ley:2017:DBN,
author = "Christophe Ley and Gesine Reinert and Yvik Swan",
title = "Distances between nested densities and a measure of
the impact of the prior in {Bayesian} statistics",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "1",
pages = "216--241",
month = feb,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:57 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1488790827",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ball:2017:EDP,
author = "Frank Ball and Tom Britton and Pieter Trapman",
title = "An epidemic in a dynamic population with importation
of infectives",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "1",
pages = "242--274",
month = feb,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:57 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1488790828",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Blanchet:2017:SSM,
author = "Jose Blanchet and Xinyun Chen and Jing Dong",
title = "$ \epsilon $-Strong simulation for multidimensional
stochastic differential equations via rough path
analysis",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "1",
pages = "275--336",
month = feb,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:17:53 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1488790829",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bhattacharya:2017:ULT,
author = "Bhaswar B. Bhattacharya and Persi Diaconis and Sumit
Mukherjee",
title = "Universal limit theorems in graph coloring problems
with connections to extremal combinatorics",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "1",
pages = "337--394",
month = feb,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:57 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1488790830",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gravner:2017:NSJ,
author = "Janko Gravner and David Sivakoff",
title = "Nucleation scaling in jigsaw percolation",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "1",
pages = "395--438",
month = feb,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:57 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1488790831",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bhattacharya:2017:DSR,
author = "Bhaswar B. Bhattacharya and Sumit Mukherjee",
title = "Degree sequence of random permutation graphs",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "1",
pages = "439--484",
month = feb,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:57 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1488790832",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bank:2017:CDS,
author = "Peter Bank and Helena Kauppila",
title = "Convex duality for stochastic singular control
problems",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "1",
pages = "485--516",
month = feb,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:57 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1488790833",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Antunovic:2017:SEM,
author = "Ton{\'c}i Antunovi{\'c} and Eviatar B. Procaccia",
title = "Stationary {Eden} model on {Cayley} graphs",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "1",
pages = "517--549",
month = feb,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:57 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1488790834",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Braverman:2017:SMS,
author = "Anton Braverman and J. G. Dai",
title = "{Stein}'s method for steady-state diffusion
approximations of {M/Ph/n + M} systems",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "1",
pages = "550--581",
month = feb,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:25:46 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1488790834",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Frieze:2017:LVN,
author = "Alan Frieze and Wesley Pegden",
title = "Looking for vertex number one",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "1",
pages = "582--630",
month = feb,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:57 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1488790836",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pillai:2017:KWS,
author = "Natesh S. Pillai and Aaron Smith",
title = "{Kac}'s walk on $n$-sphere mixes in $ n \log n$
steps",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "1",
pages = "631--650",
month = feb,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:57 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1488790837",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Matzinger:2017:RMS,
author = "Heinrich Matzinger and Angelica Pachon and Serguei
Popov",
title = "Reconstruction of a multidimensional scenery with a
branching random walk",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "2",
pages = "651--685",
month = apr,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:58 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1495764363",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kallblad:2017:OSE,
author = "Sigrid K{\"a}llblad and Xiaolu Tan and Nizar Touzi",
title = "Optimal {Skorokhod} embedding given full marginals and
{Az{\'e}ma--Yor} peacocks",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "2",
pages = "686--719",
month = apr,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:58 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1495764364",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gaunt:2017:CSA,
author = "Robert E. Gaunt and Alastair M. Pickett and Gesine
Reinert",
title = "Chi-square approximation by {Stein}'s method with
application to {Pearson}'s statistic",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "2",
pages = "720--756",
month = apr,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:58 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1495764365",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fischer:2017:CBS,
author = "Markus Fischer",
title = "On the connection between symmetric {$N$}-player games
and mean field games",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "2",
pages = "757--810",
month = apr,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:58 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1495764366",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Watanabe:2017:FLA,
author = "Shun Watanabe and Masahito Hayashi",
title = "Finite-length analysis on tail probability for
{Markov} chain and application to simple hypothesis
testing",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "2",
pages = "811--845",
month = apr,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:58 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1495764367",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bierkens:2017:PDS,
author = "Joris Bierkens and Gareth Roberts",
title = "A piecewise deterministic scaling limit of lifted
{Metropolis--Hastings} in the {Curie-Weiss} model",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "2",
pages = "846--882",
month = apr,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:58 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1495764368",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fricker:2017:EEL,
author = "Christine Fricker and Danielle Tibi",
title = "Equivalence of ensembles for large vehicle-sharing
models",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "2",
pages = "883--916",
month = apr,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:58 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1495764369",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lacoin:2017:RPT,
author = "Hubert Lacoin",
title = "The rounding of the phase transition for disordered
pinning with stretched exponential tails",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "2",
pages = "917--943",
month = apr,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:58 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1495764370",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mourrat:2017:SLC,
author = "Jean-Christophe Mourrat and James Nolen",
title = "Scaling limit of the corrector in stochastic
homogenization",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "2",
pages = "944--959",
month = apr,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:58 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1495764371",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yu:2017:OCU,
author = "Xiang Yu",
title = "Optimal consumption under habit formation in markets
with transaction costs and random endowments",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "2",
pages = "960--1002",
month = apr,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:58 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1495764372",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Johnson:2017:QDP,
author = "Peter Johnson and Goran Peskir",
title = "Quickest detection problems for {Bessel} processes",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "2",
pages = "1003--1056",
month = apr,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:58 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1495764373",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ball:2017:AVG,
author = "Frank Ball and Peter Neal",
title = "The asymptotic variance of the giant component of
configuration model random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "2",
pages = "1057--1092",
month = apr,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:58 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1495764374",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baar:2017:SIB,
author = "Martina Baar and Anton Bovier and Nicolas Champagnat",
title = "From stochastic, individual-based models to the
canonical equation of adaptive dynamics in one step",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "2",
pages = "1093--1170",
month = apr,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:58 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1495764375",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kolodziejek:2017:LTS,
author = "Bartosz Kolodziejek",
title = "Logarithmic tails of sums of products of positive
random variables bounded by one",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "2",
pages = "1171--1189",
month = apr,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:58 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1495764376",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bierme:2017:IPO,
author = "Hermine Bierm{\'e} and Olivier Durieu and Yizao Wang",
title = "Invariance principles for operator-scaling {Gaussian}
random fields",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "2",
pages = "1190--1234",
month = apr,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:58 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1495764377",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Basu:2017:EVM,
author = "Riddhipratim Basu and Allan Sly",
title = "Evolving voter model on dense random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "2",
pages = "1235--1288",
month = apr,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:58 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1495764378",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Belomestny:2017:AOS,
author = "Denis Belomestny and Volker Kr{\"a}tschmer",
title = "Addendum to {``Optimal stopping under model
uncertainty: Randomized stopping times approach''}",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "2",
pages = "1289--1293",
month = apr,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:58 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Belomestny:2016:OSU}.",
URL = "http://projecteuclid.org/euclid.aoap/1495764379",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Leao:2017:CWA,
author = "Dorival Le{\~a}o and Alberto Ohashi",
title = "Corrigendum: {``Weak approximations for Wiener
functionals'' [\booktitle{Ann. Appl. Probab.} (2013)
{\bf 23}, 1660--1691]}",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "2",
pages = "1294--1295",
month = apr,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:58 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Leao:2013:WAW}.",
URL = "http://projecteuclid.org/euclid.aoap/1495764380",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Laruelle:2017:ACR,
author = "Sophie Laruelle and Gilles Pag{\`e}s",
title = "Addendum and corrigendum to {``Randomized urn models
revisited using stochastic approximation''}",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "2",
pages = "1296--1298",
month = apr,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 9 06:42:58 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Laruelle:2013:RUM}.",
URL = "http://projecteuclid.org/euclid.aoap/1495764381",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chen:2017:HLP,
author = "Zhen-Qing Chen and Wai-Tong (Louis) Fan",
title = "Hydrodynamic limits and propagation of chaos for
interacting random walks in domains",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "3",
pages = "1299--1371",
month = jun,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 25 06:39:30 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1500451224",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chetrite:2017:NPW,
author = "Raphael Chetrite and Roland Diel and Matthieu
Lerasle",
title = "The number of potential winners in {Bradley--Terry}
model in random environment",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "3",
pages = "1372--1394",
month = jun,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 25 06:39:30 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1500451225",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Poplavskyi:2017:DLR,
author = "Mihail Poplavskyi and Roger Tribe and Oleg
Zaboronski",
title = "On the distribution of the largest real eigenvalue for
the real {Ginibre} ensemble",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "3",
pages = "1395--1413",
month = jun,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 25 06:39:30 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1500451226",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Czichowsky:2017:POB,
author = "Christoph Czichowsky and Walter Schachermayer",
title = "Portfolio optimisation beyond semimartingales: Shadow
prices and fractional {Brownian} motion",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "3",
pages = "1414--1451",
month = jun,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 25 06:39:30 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1500451227",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Burzoni:2017:MFS,
author = "Matteo Burzoni and Marco Frittelli and Marco Maggis",
title = "Model-free superhedging duality",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "3",
pages = "1452--1477",
month = jun,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 25 06:39:30 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1500451228",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jenkins:2017:ESW,
author = "Paul A. Jenkins and Dario Span{\`o}",
title = "Exact simulation of the {Wright--Fisher} diffusion",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "3",
pages = "1478--1509",
month = jun,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 25 06:39:30 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1500451229",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{He:2017:MES,
author = "Yukun He and Antti Knowles",
title = "Mesoscopic eigenvalue statistics of {Wigner}
matrices",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "3",
pages = "1510--1550",
month = jun,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 25 06:39:30 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1500451234",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Durmus:2017:NCA,
author = "Alain Durmus and {\'E}ric Moulines",
title = "Nonasymptotic convergence analysis for the unadjusted
{Langevin} algorithm",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "3",
pages = "1551--1587",
month = jun,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 25 06:39:30 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1500451235",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chatterjee:2017:MST,
author = "Sourav Chatterjee and Sanchayan Sen",
title = "Minimal spanning trees and {Stein}'s method",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "3",
pages = "1588--1645",
month = jun,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 25 06:39:30 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1500451236",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dinh:2017:SOD,
author = "Vu Dinh and Frederick A. Matsen IV",
title = "The shape of the one-dimensional phylogenetic
likelihood function",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "3",
pages = "1646--1677",
month = jun,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 25 06:39:30 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1500451237",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Last:2017:CFI,
author = "G{\"u}nter Last and Mathew D. Penrose and Sergei
Zuyev",
title = "On the capacity functional of the infinite cluster of
a {Boolean} model",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "3",
pages = "1678--1701",
month = jun,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 25 06:39:30 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1500451238",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bayraktar:2017:RDG,
author = "Erhan Bayraktar and Song Yao",
title = "On the robust {Dynkin} game",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "3",
pages = "1702--1755",
month = jun,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 25 06:39:30 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1500451239",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bovier:2017:ECE,
author = "Anton Bovier and Lisa Hartung",
title = "Extended convergence of the extremal process of
branching {Brownian} motion",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "3",
pages = "1756--1777",
month = jun,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 25 06:39:30 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1500451241",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anthropelos:2017:PCC,
author = "Michail Anthropelos and Scott Robertson and
Konstantinos Spiliopoulos",
title = "The pricing of contingent claims and optimal positions
in asymptotically complete markets",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "3",
pages = "1778--1830",
month = jun,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 25 06:39:30 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1500451244",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Helmes:2017:CIM,
author = "Kurt L. Helmes and Richard H. Stockbridge and Chao
Zhu",
title = "Continuous inventory models of diffusion type:
Long-term average cost criterion",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "3",
pages = "1831--1885",
month = jun,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 25 06:39:30 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1500451245",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Amir:2017:ODL,
author = "Gideon Amir and Omer Angel and Gady Kozma",
title = "One-dimensional long-range diffusion limited
aggregation {II}: The transient case",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "3",
pages = "1886--1922",
month = jun,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 25 06:39:30 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1500451246",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Costantini:2017:WFC,
author = "Cristina Costantini and Pierpaolo {De Blasi} and
Stewart N. Ethier and Matteo Ruggiero and Dario
Span{\`o}",
title = "{Wright--Fisher} construction of the two-parameter
{Poisson--Dirichlet} diffusion",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "3",
pages = "1923--1950",
month = jun,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Aug 25 06:39:30 MDT 2017",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1500451247",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Burdzy:2017:COM,
author = "Krzysztof Burdzy and Tvrtko Tadi{\'c}",
title = "Can one make a laser out of cardboard?",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "4",
pages = "1951--1991",
month = aug,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:49 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1504080023",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lachieze-Rey:2017:NBE,
author = "Rapha{\"e}l Lachi{\`e}ze-Rey and Giovanni Peccati",
title = "New {Berry--Esseen} bounds for functionals of binomial
point processes",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "4",
pages = "1992--2031",
month = aug,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:49 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1504080024",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bobrowski:2017:MPC,
author = "Omer Bobrowski and Matthew Kahle and Primoz Skraba",
title = "Maximally persistent cycles in random geometric
complexes",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "4",
pages = "2032--2060",
month = aug,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:49 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1504080025",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lalley:2017:CPR,
author = "Steven Lalley and Wei Su",
title = "Contact processes on random regular graphs",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "4",
pages = "2061--2097",
month = aug,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:49 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1504080026",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jarai:2017:PTS,
author = "Antal A. J{\'a}rai",
title = "Phase transition in a sequential assignment problem on
graphs",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "4",
pages = "2098--2129",
month = aug,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:49 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1504080027",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dommers:2017:MGD,
author = "S. Dommers and F. den Hollander and O. Jovanovski and
F. R. Nardi",
title = "Metastability for {Glauber} dynamics on random
graphs",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "4",
pages = "2130--2158",
month = aug,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:49 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1504080028",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bou-Rabee:2017:RHM,
author = "Nawaf Bou-Rabee and Jes{\'u}s Mar{\'\i}a Sanz-Serna",
title = "Randomized {Hamiltonian} {Monte} {Carlo}",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "4",
pages = "2159--2194",
month = aug,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:49 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1504080029",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Durmus:2017:FLB,
author = "Alain Durmus and Gareth O. Roberts and Gilles Vilmart
and Konstantinos C. Zygalakis",
title = "Fast {Langevin} based algorithm for {MCMC} in high
dimensions",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "4",
pages = "2195--2237",
month = aug,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:49 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1504080030",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jungel:2017:DBI,
author = "Ansgar J{\"u}ngel and Wen Yue",
title = "Discrete Beckner inequalities via the
{Bochner--Bakry--Emery} approach for {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "4",
pages = "2238--2269",
month = aug,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:49 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1504080032",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Acciaio:2017:SSC,
author = "Beatrice Acciaio and Martin Larsson",
title = "Semi-static completeness and robust pricing by
informed investors",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "4",
pages = "2270--2304",
month = aug,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:49 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1504080033",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chen:2017:CRM,
author = "Guan-Yu Chen and Jui-Ming Hsu and Yuan-Chung Sheu",
title = "The {$ L^2 $}-cutoffs for reversible {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "4",
pages = "2305--2341",
month = aug,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:30:38 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1504080034",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Clement:2017:HOE,
author = "Dombry Cl{\'e}ment and Rabehasaina Landy",
title = "High order expansions for renewal functions and
applications to ruin theory",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "4",
pages = "2342--2382",
month = aug,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:49 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1504080035",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Leobacher:2017:SOM,
author = "Gunther Leobacher and Michaela Sz{\"o}lgyenyi",
title = "A strong order $ 1 / 2 $ method for multidimensional
{SDEs} with discontinuous drift",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "4",
pages = "2383--2418",
month = aug,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:31:59 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See correction \cite{Leobacher:2019:CNS}.",
URL = "https://projecteuclid.org/euclid.aoap/1504080036",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Clement:2017:AKC,
author = "Emmanuelle Cl{\'e}ment and Arnaud Gloter",
title = "An application of the {KMT} construction to the
pathwise weak error in the {Euler} approximation of
one-dimensional diffusion process with linear diffusion
coefficient",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "4",
pages = "2419--2454",
month = aug,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:49 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1504080037",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cai:2017:ALB,
author = "Jiatu Cai and Mathieu Rosenbaum and Peter Tankov",
title = "Asymptotic lower bounds for optimal tracking: a linear
programming approach",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "4",
pages = "2455--2514",
month = aug,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:49 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1504080038",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{ElKaroui:2017:MOR,
author = "Nicole {El Karoui} and St{\'e}phane Loisel and Yahia
Salhi",
title = "Minimax optimality in robust detection of a disorder
time in doubly-stochastic {Poisson} processes",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "4",
pages = "2515--2538",
month = aug,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:49 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1504080039",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dereich:2017:NCR,
author = "Steffen Dereich and C{\'e}cile Mailler and Peter
M{\"o}rters",
title = "Nonextensive condensation in reinforced branching
processes",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "4",
pages = "2539--2568",
month = aug,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:49 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1504080040",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Heydenreich:2017:SSS,
author = "Markus Heydenreich and Tim Hulshof and Joost
Jorritsma",
title = "Structures in supercritical scale-free percolation",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "4",
pages = "2569--2604",
month = aug,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:49 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1504080041",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Etheridge:2017:BBM,
author = "Alison Etheridge and Nic Freeman and Sarah Penington
and Daniel Straulino",
title = "Branching {Brownian} motion and selection in the
spatial {$ \Lambda $}-{Fleming-Viot} process",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "5",
pages = "2605--2645",
month = oct,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1509696030",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Sly:2017:GDC,
author = "Allan Sly and Yumeng Zhang",
title = "The {Glauber} dynamics of colorings on trees is
rapidly mixing throughout the nonreconstruction
regime",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "5",
pages = "2646--2674",
month = oct,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1509696031",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Feige:2017:CSR,
author = "Uriel Feige and Michael Krivelevich and Daniel
Reichman",
title = "Contagious sets in random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "5",
pages = "2675--2697",
month = oct,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1509696032",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hambly:2017:SMV,
author = "Ben Hambly and Sean Ledger",
title = "A stochastic {McKean--Vlasov} equation for absorbing
diffusions on the half-line",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "5",
pages = "2698--2752",
month = oct,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1509696033",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bayer:2017:FLT,
author = "Christian Bayer and Ulrich Horst and Jinniao Qiu",
title = "A functional limit theorem for limit order books with
state dependent price dynamics",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "5",
pages = "2753--2806",
month = oct,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1509696034",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fournier:2017:SPA,
author = "Nicolas Fournier and Benjamin Jourdain",
title = "Stochastic particle approximation of the
{Keller--Segel} equation and two-dimensional
generalization of {Bessel} processes",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "5",
pages = "2807--2861",
month = oct,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1509696035",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Atar:2017:AOC,
author = "Rami Atar and Asaf Cohen",
title = "Asymptotically optimal control for a multiclass
queueing model in the moderate deviation heavy traffic
regime",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "5",
pages = "2862--2906",
month = oct,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1509696036",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Laslier:2017:RLC,
author = "Beno{\^\i}t Laslier and Jean-Fran{\c{c}}ois Laslier",
title = "Reinforcement learning from comparisons: Three
alternatives are enough, two are not",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "5",
pages = "2907--2925",
month = oct,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1509696037",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mossel:2017:DBS,
author = "Elchanan Mossel and Sebastien Roch",
title = "Distance-based species tree estimation under the
coalescent: Information-theoretic trade-off between
number of loci and sequence length",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "5",
pages = "2926--2955",
month = oct,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1509696038",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ghiglietti:2017:CLT,
author = "Andrea Ghiglietti and Anand N. Vidyashankar and
William F. Rosenberger",
title = "Central limit theorem for an adaptive randomly
reinforced urn model",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "5",
pages = "2956--3003",
month = oct,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1509696039",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Benaim:2017:EIM,
author = "Michel Bena{\"\i}m and Florian Bouguet and Bertrand
Cloez",
title = "Ergodicity of inhomogeneous {Markov} chains through
asymptotic pseudotrajectories",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "5",
pages = "3004--3049",
month = oct,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1509696040",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Caravenna:2017:UMR,
author = "Francesco Caravenna and Rongfeng Sun and Nikos
Zygouras",
title = "Universality in marginally relevant disordered
systems",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "5",
pages = "3050--3112",
month = oct,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1509696041",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Doring:2017:FSS,
author = "Leif D{\"o}ring and Achim Klenke and Leonid Mytnik",
title = "Finite system scheme for mutually catalytic branching
with infinite branching rate",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "5",
pages = "3113--3152",
month = oct,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1509696042",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Grigorova:2017:RBW,
author = "Miryana Grigorova and Peter Imkeller and Elias Offen
and Youssef Ouknine and Marie-Claire Quenez",
title = "Reflected {BSDEs} when the obstacle is not
right-continuous and optimal stopping",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "5",
pages = "3153--3188",
month = oct,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1509696043",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dondl:2017:BSB,
author = "Patrick W. Dondl and Michael Scheutzow",
title = "Ballistic and sub-ballistic motion of interfaces in a
field of random obstacles",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "5",
pages = "3189--3200",
month = oct,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1509696044",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Buckdahn:2017:MFS,
author = "Rainer Buckdahn and Juan Li and Jin Ma",
title = "A mean-field stochastic control problem with partial
observations",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "5",
pages = "3201--3245",
month = oct,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1509696045",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bhamidi:2017:EFP,
author = "Shankar Bhamidi and Remco van der Hofstad and Gerard
Hooghiemstra",
title = "Erratum: {``First passage percolation on random graphs
with finite mean degrees'' [\booktitle{Ann. Appl.
Probab.} {\bf 20} (5) (2010) 1907--1965]}",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "5",
pages = "3246--3253",
month = oct,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Bhamidi:2010:FPP}.",
URL = "https://projecteuclid.org/euclid.aoap/1509696046",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Tadic:2017:ABS,
author = "Vladislav B. Tadi{\'c} and Arnaud Doucet",
title = "Asymptotic bias of stochastic gradient search",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "6",
pages = "3255--3304",
month = dec,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1513328701",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Henry-Labordere:2017:USS,
author = "Pierre Henry-Labord{\`e}re and Xiaolu Tan and Nizar
Touzi",
title = "Unbiased simulation of stochastic differential
equations",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "6",
pages = "3305--3341",
month = dec,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1513328702",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pistorius:2017:DDM,
author = "Martijn Pistorius and Mitja Stadje",
title = "On dynamic deviation measures and continuous-time
portfolio optimization",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "6",
pages = "3342--3384",
month = dec,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1513328703",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Moyal:2017:IMQ,
author = "Pascal Moyal and Ohad Perry",
title = "On the instability of matching queues",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "6",
pages = "3385--3434",
month = dec,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1513328704",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Karnam:2017:DAS,
author = "Chandrasekhar Karnam and Jin Ma and Jianfeng Zhang",
title = "Dynamic approaches for some time-inconsistent
optimization problems",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "6",
pages = "3435--3477",
month = dec,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1513328705",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kabluchko:2017:GEE,
author = "Zakhar Kabluchko and Alexander Marynych and Henning
Sulzbach",
title = "General {Edgeworth} expansions with applications to
profiles of random trees",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "6",
pages = "3478--3524",
month = dec,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1513328706",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{DeAngelis:2017:DPF,
author = "Tiziano {De Angelis} and Erik Ekstr{\"o}m",
title = "The dividend problem with a finite horizon",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "6",
pages = "3525--3546",
month = dec,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1513328707",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Franco:2017:LDE,
author = "Tertuliano Franco and Adriana Neumann",
title = "Large deviations for the exclusion process with a slow
bond",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "6",
pages = "3547--3587",
month = dec,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1513328708",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bai:2017:ODI,
author = "Lihua Bai and Jin Ma and Xiaojing Xing",
title = "Optimal dividend and investment problems under
{Sparre--Andersen} model",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "6",
pages = "3588--3632",
month = dec,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1513328709",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lux:2017:IFH,
author = "Thibaut Lux and Antonis Papapantoleon",
title = "Improved {Fr{\'e}chet--Hoeffding} bounds on
$d$-copulas and applications in model-free finance",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "6",
pages = "3633--3671",
month = "12",
year = "2017",
CODEN = "????",
DOI = "https://doi.org/10.1214/17-AAP1292",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:36:33 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
acknowledgement = ack-nhfb,
fjournal = "The Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Nguyen:2017:ALE,
author = "Hoi H. Nguyen",
title = "Asymptotic {Lyapunov} exponents for large random
matrices",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "6",
pages = "3672--3705",
month = dec,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1513328711",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Engelke:2017:RBM,
author = "Sebastian Engelke and Jevgenijs Ivanovs",
title = "Robust bounds in multivariate extremes",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "6",
pages = "3706--3734",
month = dec,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1513328712",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Blummel:2017:FML,
author = "Tilmann Bl{\"u}mmel and Thorsten Rheinl{\"a}nder",
title = "Financial markets with a large trader",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "6",
pages = "3735--3786",
month = dec,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1513328713",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Aletti:2017:SRS,
author = "Giacomo Aletti and Irene Crimaldi and Andrea
Ghiglietti",
title = "Synchronization of reinforced stochastic processes
with a network-based interaction",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "6",
pages = "3787--3844",
month = dec,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1513328714",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jahnel:2017:WRM,
author = "Benedikt Jahnel and Christof K{\"u}lske",
title = "The {Widom--Rowlinson} model under spin flip:
Immediate loss and sharp recovery of quasilocality",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "6",
pages = "3845--3892",
month = dec,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1513328715",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yu:2017:UCC,
author = "Yaming Yu",
title = "On the unique crossing conjecture of {Diaconis} and
{Perlman} on convolutions of gamma random variables",
journal = j-ANN-APPL-PROBAB,
volume = "27",
number = "6",
pages = "3893--3910",
month = dec,
year = "2017",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Sat Jan 13 09:14:50 MST 2018",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1513328716",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Claisse:2018:OCB,
author = "Julien Claisse",
title = "Optimal control of branching diffusion processes: A
finite horizon problem",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "1",
pages = "1--34",
month = feb,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:16 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1520046082",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bhamidi:2018:CPD,
author = "Shankar Bhamidi and Jimmy Jin and Andrew Nobel",
title = "Change point detection in network models: Preferential
attachment and long range dependence",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "1",
pages = "35--78",
month = feb,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:16 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1520046083",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chen:2018:ETC,
author = "Yue Chen and Ana Bu{\v{s}}i{\'c} and Sean Meyn",
title = "Ergodic theory for controlled {Markov} chains with
stationary inputs",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "1",
pages = "79--111",
month = feb,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:16 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1520046084",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{DeAngelis:2018:NET,
author = "Tiziano {De Angelis} and Giorgio Ferrari and John
Moriarty",
title = "{Nash} equilibria of threshold type for two-player
nonzero-sum games of stopping",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "1",
pages = "112--147",
month = feb,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:16 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1520046085",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alt:2018:LIC,
author = "Johannes Alt and L{\'a}szl{\'o} Erd{\H{o}}s and Torben
Kr{\"u}ger",
title = "Local inhomogeneous circular law",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "1",
pages = "148--203",
month = feb,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:16 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1520046086",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Budhiraja:2018:DAC,
author = "Amarjit Budhiraja and Eric Friedlander",
title = "Diffusion approximations for controlled weakly
interacting large finite state systems with
simultaneous jumps",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "1",
pages = "204--249",
month = feb,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:16 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1520046087",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Casanova:2018:DFW,
author = "Adri{\'a}n Gonz{\'a}lez Casanova and Dario Span{\`o}",
title = "Duality and fixation in {$ \Xi $--Wright--Fisher}
processes with frequency-dependent selection",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "1",
pages = "250--284",
month = feb,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:16 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1520046088",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Crane:2018:CLP,
author = "Harry Crane",
title = "Combinatorial {L{\'e}vy} processes",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "1",
pages = "285--339",
month = feb,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:16 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1520046089",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Biskup:2018:EVP,
author = "Marek Biskup and Eviatar B. Procaccia",
title = "Eigenvalue versus perimeter in a shape theorem for
self-interacting random walks",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "1",
pages = "340--377",
month = feb,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:16 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1520046090",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fernholz:2018:VA,
author = "E. Robert Fernholz and Ioannis Karatzas and Johannes
Ruf",
title = "Volatility and arbitrage",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "1",
pages = "378--417",
month = feb,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:16 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1520046091",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Atar:2018:SMM,
author = "Rami Atar and Anup Biswas and Haya Kaspi and Kavita
Ramanan",
title = "A {Skorokhod} map on measure-valued paths with
applications to priority queues",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "1",
pages = "418--481",
month = feb,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:16 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1520046092",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Briand:2018:BMR,
author = "Philippe Briand and Romuald Elie and Ying Hu",
title = "{BSDEs} with mean reflection",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "1",
pages = "482--510",
month = feb,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:16 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1520046093",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jacod:2018:LTI,
author = "Jean Jacod and Viktor Todorov",
title = "Limit theorems for integrated local empirical
characteristic exponents from noisy high-frequency data
with application to volatility and jump activity
estimation",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "1",
pages = "511--576",
month = feb,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:16 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1520046094",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Giacomin:2018:DWT,
author = "Giambattista Giacomin and Hubert Lacoin",
title = "Disorder and wetting transition: The pinned harmonic
crystal in dimension three or larger",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "1",
pages = "577--606",
month = feb,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:16 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1520046095",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fountoulakis:2018:LLN,
author = "Nikolaos Fountoulakis and Tobias M{\"u}ller",
title = "Law of large numbers for the largest component in a
hyperbolic model of complex networks",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "1",
pages = "607--650",
month = feb,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:16 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1520046096",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Berestycki:2018:SMB,
author = "Nathana{\"e}l Berestycki and Lee Zhuo Zhao",
title = "The shape of multidimensional {Brunet--Derrida}
particle systems",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "2",
pages = "651--687",
month = apr,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1523433619",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lipshutz:2018:DDS,
author = "David Lipshutz and Kavita Ramanan",
title = "On directional derivatives of {Skorokhod} maps in
convex polyhedral domains",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "2",
pages = "688--750",
month = apr,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1523433623",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mourrat:2018:SGR,
author = "Jean-Christophe Mourrat and Daniel Valesin",
title = "Spatial {Gibbs} random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "2",
pages = "751--789",
month = apr,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1523433624",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{DelMoral:2018:SUP,
author = "P. {Del Moral} and J. Tugaut",
title = "On the stability and the uniform propagation of chaos
properties of {Ensemble Kalman--Bucy} filters",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "2",
pages = "790--850",
month = apr,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1523433625",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Aghajani:2018:LSA,
author = "Reza Aghajani and Philippe Robert and Wen Sun",
title = "A large scale analysis of unreliable stochastic
networks",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "2",
pages = "851--887",
month = apr,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1523433626",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Qian:2018:RBS,
author = "Zhongmin Qian and Mingyu Xu",
title = "Reflected backward stochastic differential equations
with resistance",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "2",
pages = "888--911",
month = apr,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1523433627",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ivanovs:2018:ZLP,
author = "Jevgenijs Ivanovs",
title = "Zooming in on a {L{\'e}vy} process at its supremum",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "2",
pages = "912--940",
month = apr,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1523433628",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kiwi:2018:SGR,
author = "Marcos Kiwi and Dieter Mitsche",
title = "Spectral gap of random hyperbolic graphs and related
parameters",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "2",
pages = "941--989",
month = apr,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1523433629",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fountoulakis:2018:PTR,
author = "Nikolaos Fountoulakis and Mihyun Kang and Christoph
Koch and Tam{\'a}s Makai",
title = "A phase transition regarding the evolution of
bootstrap processes in inhomogeneous random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "2",
pages = "990--1051",
month = apr,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1523433630",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Angel:2018:STC,
author = "Omer Angel and Brett Kolesnik",
title = "Sharp thresholds for contagious sets in random
graphs",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "2",
pages = "1052--1098",
month = apr,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1523433631",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chatterjee:2018:SSR,
author = "Sourav Chatterjee and Persi Diaconis",
title = "The sample size required in importance sampling",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "2",
pages = "1099--1135",
month = apr,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1523433632",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Xu:2018:UPC,
author = "Liping Xu",
title = "Uniqueness and propagation of chaos for the
{Boltzmann} equation with moderately soft potentials",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "2",
pages = "1136--1189",
month = apr,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1523433633",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Louart:2018:RMA,
author = "Cosme Louart and Zhenyu Liao and Romain Couillet",
title = "A random matrix approach to neural networks",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "2",
pages = "1190--1248",
month = apr,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1523433634",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Turova:2018:PTO,
author = "Tatyana S. Turova",
title = "Phase transitions in the one-dimensional {Coulomb} gas
ensembles",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "2",
pages = "1249--1291",
month = apr,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1523433635",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Guo:2018:RCD,
author = "Heng Guo and Mark Jerrum",
title = "Random cluster dynamics for the {Ising} model is
rapidly mixing",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "2",
pages = "1292--1313",
month = apr,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1523433636",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bernardin:2018:WHO,
author = "C{\'e}dric Bernardin and Patr{\'\i}cia Gon{\c{c}}alves
and Milton Jara",
title = "Weakly harmonic oscillators perturbed by a
conservative noise",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "3",
pages = "1315--1355",
month = jun,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1527840020",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chen:2018:DCS,
author = "Wei-Kuo Chen and Dmitry Panchenko",
title = "Disorder chaos in some diluted spin glass models",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "3",
pages = "1356--1378",
month = jun,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1527840021",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bella:2018:LTE,
author = "Peter Bella and Benjamin Fehrman and Felix Otto",
title = "A {Liouville} theorem for elliptic systems with
degenerate ergodic coefficients",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "3",
pages = "1379--1422",
month = jun,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1527840022",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Battiston:2018:CPF,
author = "Marco Battiston and Stefano Favaro and Daniel M. Roy
and Yee Whye Teh",
title = "A characterization of product-form exchangeable
feature probability functions",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "3",
pages = "1423--1448",
month = jun,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1527840023",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hoze:2018:SCF,
author = "Nathanael Hoze and David Holcman",
title = "Stochastic coagulation-fragmentation processes with a
finite number of particles and applications",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "3",
pages = "1449--1490",
month = jun,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1527840024",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Swart:2018:RRS,
author = "Jan M. Swart",
title = "Rigorous results for the {Stigler--Luckock} model for
the evolution of an order book",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "3",
pages = "1491--1535",
month = jun,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1527840025",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jagannath:2018:MCI,
author = "Aukosh Jagannath and Justin Ko and Subhabrata Sen",
title = "Max $ \kappa $-cut and the inhomogeneous {Potts} spin
glass",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "3",
pages = "1536--1572",
month = jun,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1527840026",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chhita:2018:LDK,
author = "S. Chhita and P. L. Ferrari and H. Spohn",
title = "Limit distributions for {KPZ} growth models with
spatially homogeneous random initial conditions",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "3",
pages = "1573--1603",
month = jun,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1527840027",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Thacker:2018:BAM,
author = "Debleena Thacker and Stanislav Volkov",
title = "Border aggregation model",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "3",
pages = "1604--1633",
month = jun,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1527840028",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bandini:2018:BSO,
author = "Elena Bandini and Andrea Cosso and Marco Fuhrman and
Huy{\^e}n Pham",
title = "Backward {SDEs} for optimal control of partially
observed path-dependent stochastic systems: a control
randomization approach",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "3",
pages = "1634--1678",
month = jun,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1527840029",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ding:2018:NSC,
author = "Xiucai Ding and Fan Yang",
title = "A necessary and sufficient condition for edge
universality at the largest singular values of
covariance matrices",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "3",
pages = "1679--1738",
month = jun,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1527840030",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{vanderHoorn:2018:TDD,
author = "Pim van der Hoorn and Mariana Olvera-Cravioto",
title = "Typical distances in the directed configuration
model",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "3",
pages = "1739--1792",
month = jun,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1527840031",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pitman:2018:OSB,
author = "Jim Pitman and Yuri Yakubovich",
title = "Ordered and size-biased frequencies in {GEM} and
{Gibbs}' models for species sampling",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "3",
pages = "1793--1820",
month = jun,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1527840032",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Agazzi:2018:LDT,
author = "Andrea Agazzi and Amir Dembo and Jean-Pierre Eckmann",
title = "Large deviations theory for {Markov} jump models of
chemical reaction networks",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "3",
pages = "1821--1855",
month = jun,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1527840033",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Blanchard:2018:MPO,
author = "Romain Blanchard and Laurence Carassus",
title = "Multiple-priors optimal investment in discrete time
for unbounded utility function",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "3",
pages = "1856--1892",
month = jun,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1527840034",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hening:2018:CES,
author = "Alexandru Hening and Dang H. Nguyen",
title = "Coexistence and extinction for stochastic {Kolmogorov}
systems",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "3",
pages = "1893--1942",
month = jun,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1527840035",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Deaconu:2018:IBV,
author = "Madalina Deaconu and Samuel Herrmann",
title = "Initial-boundary value problem for the heat equation
--- a stochastic algorithm",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "3",
pages = "1943--1976",
month = jun,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:17 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1527840036",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Avena:2018:MTR,
author = "Luca Avena and Hakan G{\"u}lda{\c{s}} and Remco van
der Hofstad and Frank den Hollander",
title = "Mixing times of random walks on dynamic configuration
models",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "4",
pages = "1977--2002",
month = aug,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1533780265",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Davis:2018:CMC,
author = "Erik Davis and Sunder Sethuraman",
title = "Consistency of modularity clustering on random
geometric graphs",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "4",
pages = "2003--2062",
month = aug,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1533780266",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bjornberg:2018:CPR,
author = "Jakob E. Bj{\"o}rnberg and Daniel Ueltschi",
title = "Critical parameter of random loop model on trees",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "4",
pages = "2063--2082",
month = aug,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1533780267",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Litvak:2018:OSV,
author = "Alexander E. Litvak and Konstantin Tikhomirov",
title = "Order statistics of vectors with dependent
coordinates, and the {Karhunen--Lo{\`e}ve} basis",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "4",
pages = "2083--2104",
month = aug,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1533780268",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rodosthenous:2018:BOC,
author = "Neofytos Rodosthenous and Hongzhong Zhang",
title = "Beating the omega clock: An optimal stopping problem
with random time-horizon under spectrally negative
{L{\'e}vy} models",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "4",
pages = "2105--2140",
month = aug,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1533780269",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Duchamps:2018:MRB,
author = "Jean-Jil Duchamps and Amaury Lambert",
title = "Mutations on a random binary tree with measured
boundary",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "4",
pages = "2141--2187",
month = aug,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1533780270",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Campi:2018:PGM,
author = "Luciano Campi and Markus Fischer",
title = "{$N$}-player games and mean-field games with
absorption",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "4",
pages = "2188--2242",
month = aug,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1533780271",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Leon:2018:HSF,
author = "Jos{\'e} R. Le{\'o}n and Adeline Samson",
title = "Hypoelliptic stochastic {FitzHugh--Nagumo} neuronal
model: Mixing, up-crossing and estimation of the spike
rate",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "4",
pages = "2243--2274",
month = aug,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1533780272",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Roberts:2018:ETC,
author = "Matthew I. Roberts and Bat{\i} {\c{S}}eng{\"u}l",
title = "Exceptional times of the critical dynamical
{Erd{\H{o}}s--R{\'e}nyi} graph",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "4",
pages = "2275--2308",
month = aug,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1533780273",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Deligiannidis:2018:WEA,
author = "George Deligiannidis and Anthony Lee",
title = "Which ergodic averages have finite asymptotic
variance?",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "4",
pages = "2309--2334",
month = aug,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1533780274",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Muller:2018:SST,
author = "Marvin S. M{\"u}ller",
title = "A stochastic {Stefan}-type problem under first-order
boundary conditions",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "4",
pages = "2335--2369",
month = aug,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1533780275",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Benaim:2018:SAQ,
author = "Michel Benaim and Bertrand Cloez and Fabien Panloup",
title = "Stochastic approximation of quasi-stationary
distributions on compact spaces and applications",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "4",
pages = "2370--2416",
month = aug,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1533780276",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Schumacher:2018:GCT,
author = "Christoph Schumacher and Fabian Schwarzenberger and
Ivan Veseli{\'c}",
title = "{Glivenko--Cantelli} theory, {Ornstein--Weiss}
quasi-tilings, and uniform ergodic theorems for
distribution-valued fields over amenable groups",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "4",
pages = "2417--2450",
month = aug,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1533780277",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cuchiero:2018:PJD,
author = "Christa Cuchiero and Martin Larsson and Sara
Svaluto-Ferro",
title = "Polynomial jump-diffusions on the unit simplex",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "4",
pages = "2451--2500",
month = aug,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1533780278",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mangoubi:2018:RMG,
author = "Oren Mangoubi and Aaron Smith",
title = "Rapid mixing of geodesic walks on manifolds with
positive curvature",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "4",
pages = "2501--2543",
month = aug,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1533780279",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lionnet:2018:CQP,
author = "Arnaud Lionnet and Goncalo dos Reis and Lukasz
Szpruch",
title = "Convergence and qualitative properties of modified
explicit schemes for {BSDEs} with polynomial growth",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "4",
pages = "2544--2591",
month = aug,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1533780280",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Forman:2018:UCL,
author = "Noah Forman and Soumik Pal and Douglas Rizzolo and
Matthias Winkel",
title = "Uniform control of local times of spectrally positive
stable processes",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "4",
pages = "2592--2634",
month = aug,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1533780281",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chatterjee:2018:TDA,
author = "Shirshendu Chatterjee and Ofer Zeitouni",
title = "Thresholds for detecting an anomalous path from noisy
environments",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "5",
pages = "2635--2663",
month = oct,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1535443230",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Loeper:2018:OPL,
author = "Gregoire Loeper",
title = "Option pricing with linear market impact and nonlinear
{Black--Scholes} equations",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "5",
pages = "2664--2726",
month = oct,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1535443231",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Sasada:2018:GKF,
author = "Makiko Sasada",
title = "On the {Green--Kubo} formula and the gradient
condition on currents",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "5",
pages = "2727--2739",
month = oct,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1535443232",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hiraoka:2018:LTP,
author = "Yasuaki Hiraoka and Tomoyuki Shirai and Khanh Duy
Trinh",
title = "Limit theorems for persistence diagrams",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "5",
pages = "2740--2780",
month = oct,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1535443233",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Li:2018:MDR,
author = "Xiaoou Li and Jingchen Liu and Jianfeng Lu and Xiang
Zhou",
title = "Moderate deviation for random elliptic {PDE} with
small noise",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "5",
pages = "2781--2813",
month = oct,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1535443234",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Owada:2018:LTB,
author = "Takashi Owada",
title = "Limit theorems for {Betti} numbers of extreme sample
clouds with application to persistence barcodes",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "5",
pages = "2814--2854",
month = oct,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1535443235",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Foondun:2018:ARC,
author = "Mohammud Foondun and Mathew Joseph and Shiu-Tang Li",
title = "An approximation result for a class of stochastic heat
equations with colored noise",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "5",
pages = "2855--2895",
month = oct,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1535443236",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ma:2018:SEG,
author = "Ruibo Ma and Rick Durrett",
title = "A simple evolutionary game arising from the study of
the role of {IGF-II} in pancreatic cancer",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "5",
pages = "2896--2921",
month = oct,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1535443237",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Reygner:2018:ELD,
author = "Julien Reygner",
title = "Equilibrium large deviations for mean-field systems
with translation invariance",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "5",
pages = "2922--2965",
month = oct,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1535443238",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Beskos:2018:AAR,
author = "Alexandros Beskos and Gareth Roberts and Alexandre
Thiery and Natesh Pillai",
title = "Asymptotic analysis of the random walk {Metropolis}
algorithm on ridged densities",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "5",
pages = "2966--3001",
month = oct,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1535443239",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gulikers:2018:IRR,
author = "Lennart Gulikers and Marc Lelarge and Laurent
Massouli{\'e}",
title = "An impossibility result for reconstruction in the
degree-corrected stochastic block model",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "5",
pages = "3002--3027",
month = oct,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1535443240",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bally:2018:RSS,
author = "Vlad Bally and Dan Goreac and Victor Rabiet",
title = "Regularity and stability for the semigroup of jump
diffusions with state-dependent intensity",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "5",
pages = "3028--3074",
month = oct,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1535443241",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Goldsheid:2018:REN,
author = "Ilya Goldsheid and Sasha Sodin",
title = "Real eigenvalues in the non-{Hermitian} {Anderson}
model",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "5",
pages = "3075--3093",
month = oct,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1535443242",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pichler:2018:DFM,
author = "Georg Pichler and Pablo Piantanida and Gerald Matz",
title = "Dictator functions maximize mutual information",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "5",
pages = "3094--3101",
month = oct,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1535443243",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cetin:2018:DTB,
author = "Umut {\c{C}}etin",
title = "Diffusion transformations, {Black--Scholes} equation
and optimal stopping",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "5",
pages = "3102--3151",
month = oct,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1535443244",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bolley:2018:DPC,
author = "Fran{\c{c}}ois Bolley and Djalil Chafa{\"\i} and
Joaqu{\'\i}n Fontbona",
title = "Dynamics of a planar {Coulomb} gas",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "5",
pages = "3152--3183",
month = oct,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1535443245",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Damron:2018:SBF,
author = "Michael Damron and Jack Hanson and Wai-Kit Lam",
title = "The size of the boundary in first-passage
percolation",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "5",
pages = "3184--3214",
month = oct,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1535443246",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Edelsbrunner:2018:RIP,
author = "Herbert Edelsbrunner and Anton Nikitenko",
title = "Random inscribed polytopes have similar radius
functions as {Poisson--Delaunay} mosaics",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "5",
pages = "3215--3238",
month = oct,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1535443247",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cattiaux:2018:SCS,
author = "Patrick Cattiaux and Fanny Delebecque and Laure
P{\'e}d{\`e}ches",
title = "Stochastic {Cucker--Smale} models: Old and new",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "5",
pages = "3239--3286",
month = oct,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1535443248",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Touboul:2018:EPC,
author = "Jonathan Touboul",
title = "Erratum: {``Propagation of chaos in neural fields''
[Ann. Appl. Probab. {\bf 24} (2014) 1298--1328]}",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "5",
pages = "3287--3289",
month = oct,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Touboul:2014:PCN}.",
URL = "http://projecteuclid.org/euclid.aoap/1535443249",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chenavier:2018:CSD,
author = "Nicolas Chenavier and Christian Y. Robert",
title = "Cluster size distributions of extreme values for the
{Poisson--Voronoi} tessellation",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "6",
pages = "3291--3323",
month = dec,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1538985623",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gravner:2018:LBC,
author = "Janko Gravner and Hanbaek Lyu and David Sivakoff",
title = "Limiting behavior of $3$-color excitable media on
arbitrary graphs",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "6",
pages = "3324--3357",
month = dec,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1538985624",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pages:2018:WML,
author = "Gilles Pag{\`e}s and Fabien Panloup",
title = "Weighted multilevel {Langevin} simulation of invariant
measures",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "6",
pages = "3358--3417",
month = dec,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1538985625",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chen:2018:WFD,
author = "Yu-Ting Chen",
title = "{Wright--Fisher} diffusions in stochastic spatial
evolutionary games with death--birth updating",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "6",
pages = "3418--3490",
month = dec,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1538985626",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mendelson:2018:IBS,
author = "Shahar Mendelson and Holger Rauhut and Rachel Ward",
title = "Improved bounds for sparse recovery from subsampled
random convolutions",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "6",
pages = "3491--3527",
month = dec,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1538985627",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Frieze:2018:DLA,
author = "Alan Frieze and Wesley Pegden",
title = "Diffusion limited aggregation on the {Boolean}
lattice",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "6",
pages = "3528--3557",
month = dec,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1538985628",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Federico:2018:VTS,
author = "Salvatore Federico and Fausto Gozzi",
title = "Verification theorems for stochastic optimal control
problems in {Hilbert} spaces by means of a generalized
{Dynkin} formula",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "6",
pages = "3558--3599",
month = dec,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1538985629",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Shneer:2018:SCD,
author = "Seva Shneer and Alexander Stolyar",
title = "Stability conditions for a discrete-time decentralised
medium access algorithm",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "6",
pages = "3600--3628",
month = dec,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1538985630",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Doney:2018:CER,
author = "R. A. Doney and Philip S. Griffin",
title = "{Cram{\'e}r's} estimate for the reflected process
revisited",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "6",
pages = "3629--3651",
month = dec,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1538985631",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ye:2018:JDA,
author = "Heng-Qing Ye and David D. Yao",
title = "Justifying diffusion approximations for multiclass
queueing networks under a moment condition",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "6",
pages = "3652--3697",
month = dec,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1538985632",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Eldan:2018:ERG,
author = "Ronen Eldan and Renan Gross",
title = "Exponential random graphs behave like mixtures of
stochastic block models",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "6",
pages = "3698--3735",
month = dec,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1538985633",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Krishnan:2018:TWF,
author = "Arjun Krishnan and Jeremy Quastel",
title = "{Tracy--Widom} fluctuations for perturbations of the
log-gamma polymer in intermediate disorder",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "6",
pages = "3736--3764",
month = dec,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1538985634",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Li:2018:PCR,
author = "Yao Li",
title = "On the polynomial convergence rate to nonequilibrium
steady states",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "6",
pages = "3765--3812",
month = dec,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1538985635",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{ElEuch:2018:PHR,
author = "Omar {El Euch} and Mathieu Rosenbaum",
title = "Perfect hedging in rough {Heston} models",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "6",
pages = "3813--3856",
month = dec,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1538985636",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gnedin:2018:CSC,
author = "Alexander Gnedin and Alexander Iksanov and Alexander
Marynych and Martin M{\"o}hle",
title = "The collision spectrum of {$ \Lambda $}-coalescents",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "6",
pages = "3857--3883",
month = dec,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1538985637",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dombry:2018:TMS,
author = "Cl{\'e}ment Dombry and Enkelejd Hashorva and Philippe
Soulier",
title = "Tail measure and spectral tail process of regularly
varying time series",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "6",
pages = "3884--3921",
month = dec,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1538985638",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cheek:2018:MFB,
author = "David Cheek and Tibor Antal",
title = "Mutation frequencies in a birth--death branching
process",
journal = j-ANN-APPL-PROBAB,
volume = "28",
number = "6",
pages = "3922--3947",
month = dec,
year = "2018",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1538985639",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bayraktar:2019:RCU,
author = "Erhan Bayraktar and Amarjit Budhiraja and Asaf Cohen",
title = "Rate control under heavy traffic with strategic
servers",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "1",
pages = "1--35",
month = feb,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1544000424",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yilmaz:2019:NHO,
author = "Atilla Yilmaz and Ofer Zeitouni",
title = "Nonconvex homogenization for one-dimensional
controlled random walks in random potential",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "1",
pages = "36--88",
month = feb,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1544000425",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Nadtochiy:2019:PSS,
author = "Sergey Nadtochiy and Mykhaylo Shkolnikov",
title = "Particle systems with singular interaction through
hitting times: Application in systemic risk modeling",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "1",
pages = "89--129",
month = feb,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1544000426",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Crisan:2019:CWS,
author = "Dan Crisan and Eamon McMurray",
title = "Cubature on {Wiener} space for {McKean--Vlasov} {SDEs}
with smooth scalar interaction",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "1",
pages = "130--177",
month = feb,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1544000427",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hefter:2019:LEB,
author = "Mario Hefter and Andr{\'e} Herzwurm and Thomas
M{\"u}ller-Gronbach",
title = "Lower error bounds for strong approximation of scalar
{SDEs} with non-{Lipschitzian} coefficients",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "1",
pages = "178--216",
month = feb,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1544000428",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Burdzy:2019:KGF,
author = "Krzysztof Burdzy and Carl-Erik Gauthier",
title = "{Knudsen} gas in flat tire",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "1",
pages = "217--263",
month = feb,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1544000429",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Muirhead:2019:BAM,
author = "S. Muirhead and R. Pymar and R. S. dos Santos",
title = "The {Bouchaud--Anderson} model with double-exponential
potential",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "1",
pages = "264--325",
month = feb,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1544000430",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Benaim:2019:RSB,
author = "Michel Bena{\"\i}m and Edouard Strickler",
title = "Random switching between vector fields having a common
zero",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "1",
pages = "326--375",
month = feb,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1544000431",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gracar:2019:MSL,
author = "Peter Gracar and Alexandre Stauffer",
title = "Multi-scale {Lipschitz} percolation of increasing
events for {Poisson} random walks",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "1",
pages = "376--433",
month = feb,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1544000432",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Wang:2019:TPQ,
author = "Andi Q. Wang and Martin Kolb and Gareth O. Roberts and
David Steinsaltz",
title = "Theoretical properties of quasi-stationary {Monte
Carlo} methods",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "1",
pages = "434--457",
month = feb,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1544000433",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Xu:2019:ASL,
author = "Lihu Xu",
title = "Approximation of stable law in Wasserstein-1 distance
by {Stein}'s method",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "1",
pages = "458--504",
month = feb,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1544000434",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Peskir:2019:COS,
author = "Goran Peskir",
title = "Continuity of the optimal stopping boundary for
two-dimensional diffusions",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "1",
pages = "505--530",
month = feb,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1544000435",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cox:2019:RHO,
author = "Alexander M. G. Cox and Sam M. Kinsley",
title = "Robust hedging of options on a leveraged exchange
traded fund",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "1",
pages = "531--576",
month = feb,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1544000436",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bartl:2019:EUM,
author = "Daniel Bartl",
title = "Exponential utility maximization under model
uncertainty for unbounded endowments",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "1",
pages = "577--612",
month = feb,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1544000437",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Atar:2019:SSQ,
author = "Rami Atar and Asaf Cohen",
title = "Serve the shortest queue and {Walsh} {Brownian}
motion",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "1",
pages = "613--651",
month = feb,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:19 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1544000438",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Conus:2019:WCR,
author = "Daniel Conus and Arnulf Jentzen and Ryan Kurniawan",
title = "Weak convergence rates of spectral {Galerkin}
approximations for {SPDEs} with nonlinear diffusion
coefficients",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "2",
pages = "653--716",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1548298927",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Figueroa-Lopez:2019:CPD,
author = "Jos{\'e} E. Figueroa-L{\'o}pez and Sveinn
{\'O}lafsson",
title = "Change-point detection for {L{\'e}vy} processes",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "2",
pages = "717--738",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1548298928",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bank:2019:SRF,
author = "Peter Bank and Yan Dolinsky",
title = "Super-replication with fixed transaction costs",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "2",
pages = "739--757",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1548298929",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Liu:2019:FOE,
author = "Yanghui Liu and Samy Tindel",
title = "First-order {Euler} scheme for {SDEs} driven by
fractional {Brownian} motions: The rough case",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "2",
pages = "758--826",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1548298930",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bakhtin:2019:MCA,
author = "Yuri Bakhtin and Zsolt Pajor-Gyulai",
title = "{Malliavin} calculus approach to long exit times from
an unstable equilibrium",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "2",
pages = "827--850",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See erratum \cite{Bakhtin:2022:EMC}.",
URL = "http://projecteuclid.org/euclid.aoap/1548298931",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{De:2019:OMB,
author = "Anindya De and Ryan O'Donnell and Rocco A. Servedio",
title = "Optimal mean-based algorithms for trace
reconstruction",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "2",
pages = "851--874",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1548298932",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Carmona:2019:STS,
author = "Philippe Carmona and Nicolas P{\'e}tr{\'e}lis",
title = "A shape theorem for the scaling limit of the {IPDSAW}
at criticality",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "2",
pages = "875--930",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1548298933",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lachieze-Rey:2019:NAS,
author = "Rapha{\"e}l Lachi{\`e}ze-Rey and Matthias Schulte and
J. E. Yukich",
title = "Normal approximation for stabilizing functionals",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "2",
pages = "931--993",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1548298934",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Aghajani:2019:ESA,
author = "Reza Aghajani and Kavita Ramanan",
title = "Ergodicity of an {SPDE} associated with a many-server
queue",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "2",
pages = "994--1045",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1548298935",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Barbour:2019:CLT,
author = "A. D. Barbour and Adrian R{\"o}llin",
title = "Central limit theorems in the configuration model",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "2",
pages = "1046--1069",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1548298936",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Arapostathis:2019:ELD,
author = "Ari Arapostathis and Guodong Pang and Nikola
Sandri{\'c}",
title = "Ergodicity of a {L{\'e}vy}-driven {SDE} arising from
multiclass many-server queues",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "2",
pages = "1070--1126",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1548298937",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bishop:2019:ODR,
author = "A. N. Bishop and P. {Del Moral} and K. Kamatani and B.
R{\'e}millard",
title = "On one-dimensional {Riccati} diffusions",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "2",
pages = "1127--1187",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1548298938",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Tsukuda:2019:PAE,
author = "Koji Tsukuda",
title = "On {Poisson} approximations for the {Ewens} sampling
formula when the mutation parameter grows with the
sample size",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "2",
pages = "1188--1232",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1548298939",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cruise:2019:CGS,
author = "James R. Cruise and Andrew R. Wade",
title = "The critical greedy server on the integers is
recurrent",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "2",
pages = "1233--1261",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1548298940",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Banerjee:2019:JSQ,
author = "Sayan Banerjee and Debankur Mukherjee",
title = "Join-the-shortest queue diffusion limit in
{Halfin--Whitt} regime: Tail asymptotics and scaling of
extrema",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "2",
pages = "1262--1309",
month = apr,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1548298941",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jin:2019:LLC,
author = "Ke Jin",
title = "The length of the longest common subsequence of two
independent {Mallows} permutations",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "3",
pages = "1311--1355",
month = jun,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1550566832",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jiang:2019:DSC,
author = "Tiefeng Jiang",
title = "Determinant of sample correlation matrix with
application",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "3",
pages = "1356--1397",
month = jun,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1550566833",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Can:2019:ALT,
author = "Van Hao Can",
title = "Annealed limit theorems for the {Ising} model on
random regular graphs",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "3",
pages = "1398--1445",
month = jun,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1550566834",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Davis:2019:AGR,
author = "Erik Davis and Sunder Sethuraman",
title = "Approximating geodesics via random points",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "3",
pages = "1446--1486",
month = jun,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1550566835",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{dosReis:2019:FWL,
author = "Gon{\c{c}}alo dos Reis and William Salkeld and Julian
Tugaut",
title = "{Freidlin--Wentzell} {LDP} in path space for
{McKean--Vlasov} equations and the functional iterated
logarithm law",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "3",
pages = "1487--1540",
month = jun,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1550566836",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Leite:2019:CLA,
author = "Saul C. Leite and Ruth J. Williams",
title = "A constrained {Langevin} approximation for chemical
reaction networks",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "3",
pages = "1541--1608",
month = jun,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1550566837",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bion--Nadal:2019:WTD,
author = "Jocelyne Bion--Nadal and Denis Talay",
title = "On a {Wasserstein}-type distance between solutions to
stochastic differential equations",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "3",
pages = "1609--1639",
month = jun,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1550566838",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chassagneux:2019:NMF,
author = "Jean-Fran{\c{c}}ois Chassagneux and Dan Crisan and
Fran{\c{c}}ois Delarue",
title = "Numerical method for {FBSDEs} of {McKean--Vlasov}
type",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "3",
pages = "1640--1684",
month = jun,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1550566839",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Popier:2019:SOB,
author = "Alexandre Popier and Chao Zhou",
title = "Second-order {BSDE} under monotonicity condition and
liquidation problem under uncertainty",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "3",
pages = "1685--1739",
month = jun,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1550566840",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Budhiraja:2019:SMG,
author = "Amarjit Budhiraja and Debankur Mukherjee and Ruoyu
Wu",
title = "Supermarket model on graphs",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "3",
pages = "1740--1777",
month = jun,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1550566841",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kloeckner:2019:EBE,
author = "Beno{\^\i}t Kloeckner",
title = "Effective {Berry--Esseen} and concentration bounds for
{Markov} chains with a spectral gap",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "3",
pages = "1778--1807",
month = jun,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1550566842",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Blancas:2019:NKC,
author = "Airam Blancas and Tim Rogers and Jason Schweinsberg
and Arno Siri-J{\'e}gousse",
title = "The nested {Kingman} coalescent: Speed of coming down
from infinity",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "3",
pages = "1808--1836",
month = jun,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1550566843",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kortchemski:2019:CCC,
author = "Igor Kortchemski and Lo{\"\i}c Richier",
title = "Condensation in critical {Cauchy}
{Bienaym{\'e}--Galton--Watson} trees",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "3",
pages = "1837--1877",
month = jun,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1550566844",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Berger:2019:ECL,
author = "Quentin Berger and Niccol{\`o} Torri",
title = "Entropy-controlled Last-Passage Percolation",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "3",
pages = "1878--1903",
month = jun,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1550566845",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hobson:2019:LCM,
author = "David G. Hobson and Dominykas Norgilas",
title = "The left-curtain martingale coupling in the presence
of atoms",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "3",
pages = "1904--1928",
month = jun,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1550566846",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bally:2019:UBF,
author = "Vlad Bally",
title = "Upper bounds for the function solution of the
homogeneous {$ 2 D $} {Boltzmann} equation with hard
potential",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "3",
pages = "1929--1961",
month = jun,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 13 09:57:20 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1550566847",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ding:2019:WMN,
author = "Jian Ding and Yuval Peres and Gireeja Ranade and Alex
Zhai",
title = "When multiplicative noise stymies control",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "4",
pages = "1963--1992",
month = aug,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Oct 9 14:24:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1563869034",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cerrai:2019:LDF,
author = "Sandra Cerrai and Nicholas Paskal",
title = "Large deviations for fast transport stochastic {RDEs}
with applications to the exit problem",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "4",
pages = "1993--2032",
month = aug,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Oct 9 14:24:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1563869035",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gangopadhyay:2019:SAR,
author = "Ujan Gangopadhyay and Krishanu Maulik",
title = "Stochastic approximation with random step sizes and
urn models with random replacement matrices having
finite mean",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "4",
pages = "2033--2066",
month = aug,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Oct 9 14:24:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1563869036",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hammond:2019:CPI,
author = "Alan Hammond and Milind Hegde",
title = "Critical point for infinite cycles in a random loop
model on trees",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "4",
pages = "2067--2088",
month = aug,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Oct 9 14:24:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1563869037",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Damron:2019:PTU,
author = "Michael Damron and Janko Gravner and Matthew Junge and
Hanbaek Lyu and David Sivakoff",
title = "Parking on transitive unimodular graphs",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "4",
pages = "2089--2113",
month = aug,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Oct 9 14:24:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1563869038",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Aghajani:2019:HLR,
author = "Reza Aghajani and Kavita Ramanan",
title = "The hydrodynamic limit of a randomized load balancing
network",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "4",
pages = "2114--2174",
month = aug,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Oct 9 14:24:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1563869039",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Champagnat:2019:PAD,
author = "Nicolas Champagnat and Benoit Henry",
title = "A probabilistic approach to {Dirac} concentration in
nonlocal models of adaptation with several resources",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "4",
pages = "2175--2216",
month = aug,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Oct 9 14:24:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1563869040",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hermon:2019:VAS,
author = "Jonathan Hermon and Justin Salez",
title = "A version of {Aldous}' spectral-gap conjecture for the
zero range process",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "4",
pages = "2217--2229",
month = aug,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Oct 9 14:24:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1563869041",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Szpruch:2019:IMP,
author = "Lukasz Szpruch and Shuren Tan and Alvin Tse",
title = "Iterative multilevel particle approximation for
{McKean--Vlasov} {SDEs}",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "4",
pages = "2230--2265",
month = aug,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Oct 9 14:24:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1563869042",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bierkens:2019:EZP,
author = "Joris Bierkens and Gareth O. Roberts and
Pierre-Andr{\'e} Zitt",
title = "Ergodicity of the zigzag process",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "4",
pages = "2266--2301",
month = aug,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Oct 9 14:24:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1563869043",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Doring:2019:SEP,
author = "Leif D{\"o}ring and Lukas Gonon and David J.
Pr{\"o}mel and Oleg Reichmann",
title = "On {Skorokhod} embeddings and {Poisson} equations",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "4",
pages = "2302--2337",
month = aug,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Oct 9 14:24:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1563869044",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hambly:2019:MVE,
author = "Ben Hambly and Sean Ledger and Andreas S{\o}jmark",
title = "A {McKean--Vlasov} equation with positive feedback and
blow-ups",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "4",
pages = "2338--2373",
month = aug,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Oct 9 14:24:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1563869045",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bansaye:2019:ASP,
author = "Vincent Bansaye",
title = "Approximation of stochastic processes by nonexpansive
flows and coming down from infinity",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "4",
pages = "2374--2438",
month = aug,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Oct 9 14:24:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1563869046",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hsu:2019:MTE,
author = "Daniel Hsu and Aryeh Kontorovich and David A. Levin
and Yuval Peres and Csaba Szepesv{\'a}ri and Geoffrey
Wolfer",
title = "Mixing time estimation in reversible {Markov} chains
from a single sample path",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "4",
pages = "2439--2480",
month = aug,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Oct 9 14:24:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1563869047",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Biagini:2019:RFF,
author = "Francesca Biagini and Yinglin Zhang",
title = "Reduced-form framework under model uncertainty",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "4",
pages = "2481--2522",
month = aug,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Oct 9 14:24:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1563869048",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Li:2019:GCS,
author = "Pei-Sen Li and Xu Yang and Xiaowen Zhou",
title = "A general continuous-state nonlinear branching
process",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "4",
pages = "2523--2555",
month = aug,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Oct 9 14:24:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1563869049",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Sun:2019:EIB,
author = "Rongfeng Sun and Jan M. Swart and Jinjiong Yu",
title = "Equilibrium interfaces of biased voter models",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "4",
pages = "2556--2593",
month = aug,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Oct 9 14:24:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1563869050",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Degond:2019:PCT,
author = "P. Degond and M. Pulvirenti",
title = "Propagation of chaos for topological interactions",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "4",
pages = "2594--2612",
month = aug,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Oct 9 14:24:18 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1563869051",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lachieze-Rey:2019:NCN,
author = "Rapha{\"e}l Lachi{\`e}ze-Rey",
title = "Normal convergence of nonlocalised geometric
functionals and shot-noise excursions",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "5",
pages = "2613--2653",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:22 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1571385618",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jacob:2019:MCP,
author = "Emmanuel Jacob and Amitai Linker and Peter
M{\"o}rters",
title = "Metastability of the contact process on fast evolving
scale-free networks",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "5",
pages = "2654--2699",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:22 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1571385619",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Diehl:2019:TLG,
author = "Christina S. Diehl and G{\"o}tz Kersting",
title = "Tree lengths for general {$ \Lambda $}-coalescents and
the asymptotic site frequency spectrum around the
{Bolthausen--Sznitman} coalescent",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "5",
pages = "2700--2743",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:22 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1571385620",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Tameling:2019:EOT,
author = "Carla Tameling and Max Sommerfeld and Axel Munk",
title = "Empirical optimal transport on countable metric
spaces: Distributional limits and statistical
applications",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "5",
pages = "2744--2781",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:22 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1571385621",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Braunsteins:2019:ELH,
author = "Peter Braunsteins and Sophie Hautphenne",
title = "Extinction in lower {Hessenberg} branching processes
with countably many types",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "5",
pages = "2782--2818",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:22 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1571385622",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bayraktar:2019:CRS,
author = "Erhan Bayraktar and Jinniao Qiu",
title = "Controlled reflected {SDEs} and {Neumann} problem for
backward {SPDEs}",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "5",
pages = "2819--2848",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:22 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1571385623",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Monter:2019:DOR,
author = "Sergio A. Almada Monter and Mykhaylo Shkolnikov and
Jiacheng Zhang",
title = "Dynamics of observables in rank-based models and
performance of functionally generated portfolios",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "5",
pages = "2849--2883",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:22 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1571385624",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gorham:2019:MSQ,
author = "Jackson Gorham and Andrew B. Duncan and Sebastian J.
Vollmer and Lester Mackey",
title = "Measuring sample quality with diffusions",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "5",
pages = "2884--2928",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:22 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1571385625",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Sankararaman:2019:IQN,
author = "Abishek Sankararaman and Fran{\c{c}}ois Baccelli and
Sergey Foss",
title = "Interference queueing networks on grids",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "5",
pages = "2929--2987",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:22 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1571385626",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Marshall:2019:AMH,
author = "Nicholas F. Marshall",
title = "Approximating mixed {H{\"o}lder} functions using
random samples",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "5",
pages = "2988--3005",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:22 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1571385627",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hwang:2019:LLT,
author = "Jong Yun Hwang and Ji Oon Lee and Kevin Schnelli",
title = "Local law and {Tracy--Widom} limit for sparse sample
covariance matrices",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "5",
pages = "3006--3036",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:22 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1571385628",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gu:2019:ALW,
author = "Yu Gu and Li-Cheng Tsai",
title = "Another look into the {Wong--Zakai} theorem for
stochastic heat equation",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "5",
pages = "3037--3061",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:22 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1571385629",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Heydecker:2019:PCH,
author = "Daniel Heydecker",
title = "Pathwise convergence of the hard spheres {Kac}
process",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "5",
pages = "3062--3127",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:22 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1571385630",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Huo:2019:ZVM,
author = "Ran Huo and Rick Durrett",
title = "The zealot voter model",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "5",
pages = "3128--3154",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:22 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1571385631",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jaber:2019:AVP,
author = "Eduardo Abi Jaber and Martin Larsson and Sergio
Pulido",
title = "Affine {Volterra} processes",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "5",
pages = "3155--3200",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:22 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1571385632",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Reinert:2019:ASD,
author = "Gesine Reinert and Nathan Ross",
title = "Approximating stationary distributions of fast mixing
{Glauber} dynamics, with applications to exponential
random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "5",
pages = "3201--3229",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:22 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1571385633",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bresler:2019:SMS,
author = "Guy Bresler and Dheeraj Nagaraj",
title = "{Stein}'s method for stationary distributions of
{Markov} chains and application to {Ising} models",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "5",
pages = "3230--3265",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:22 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1571385634",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Leobacher:2019:CNS,
author = "Gunther Leobacher and Michaela Sz{\"o}lgyenyi",
title = "Correction note: {A strong order $ 1 / 2 $ method for
multidimensional SDEs with discontinuous drift}",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "5",
pages = "3266--3269",
month = oct,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:22 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Leobacher:2017:SOM}.",
URL = "https://projecteuclid.org/euclid.aoap/1571385635",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gong:2019:SRS,
author = "Ruoting Gong and Chenchen Mou and Andrzej {\'S}wiech",
title = "Stochastic representations for solutions to parabolic
{Dirichlet} problems for nonlocal {Bellman} equations",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "6",
pages = "3271--3310",
month = dec,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1578366315",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Guo:2019:CMM,
author = "Gaoyue Guo and Jan Ob{\l}{\'o}j",
title = "Computational methods for martingale optimal transport
problems",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "6",
pages = "3311--3347",
month = dec,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1578366316",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Herrmann:2019:RPH,
author = "Sebastian Herrmann and Florian Stebegg",
title = "Robust pricing and hedging around the globe",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "6",
pages = "3348--3386",
month = dec,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1578366317",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Keller-Ressel:2019:APB,
author = "Martin Keller-Ressel and Thorsten Schmidt and Robert
Wardenga",
title = "Affine processes beyond stochastic continuity",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "6",
pages = "3387--3437",
month = dec,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1578366318",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Schlichting:2019:PLS,
author = "Andr{\'e} Schlichting and Martin Slowik",
title = "{Poincar{\'e}} and logarithmic {Sobolev} constants for
metastable {Markov} chains via capacitary
inequalities",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "6",
pages = "3438--3488",
month = dec,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1578366319",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Viens:2019:MAF,
author = "Frederi Viens and Jianfeng Zhang",
title = "A martingale approach for fractional {Brownian}
motions and related path dependent {PDEs}",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "6",
pages = "3489--3540",
month = dec,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1578366320",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bovier:2019:CFV,
author = "Anton Bovier and Loren Coquille and Charline Smadi",
title = "Crossing a fitness valley as a metastable transition
in a stochastic population model",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "6",
pages = "3541--3589",
month = dec,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1578366321",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Todorov:2019:NSV,
author = "Viktor Todorov",
title = "Nonparametric spot volatility from options",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "6",
pages = "3590--3636",
month = dec,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1578366322",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kliem:2019:RMS,
author = "Sandra Kliem",
title = "Right marker speeds of solutions to the {KPP} equation
with noise",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "6",
pages = "3637--3694",
month = dec,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1578366323",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bayraktar:2019:LTG,
author = "Erhan Bayraktar and Jaksa Cvitani{\'c} and Yuchong
Zhang",
title = "Large tournament games",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "6",
pages = "3695--3744",
month = dec,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1578366324",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Broker:2019:LGM,
author = "Yannic Br{\"o}ker and Chiranjib Mukherjee",
title = "Localization of the {Gaussian} multiplicative chaos in
the {Wiener} space and the stochastic heat equation in
strong disorder",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "6",
pages = "3745--3785",
month = dec,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1578366325",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Junnila:2019:DLC,
author = "Janne Junnila and Eero Saksman and Christian Webb",
title = "Decompositions of log-correlated fields with
applications",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "6",
pages = "3786--3820",
month = dec,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1578366326",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fukushima:2019:ZTL,
author = "Ryoki Fukushima and Stefan Junk",
title = "Zero temperature limit for the {Brownian} directed
polymer among {Poissonian} disasters",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "6",
pages = "3821--3860",
month = dec,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1578366327",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Nam:2019:CCA,
author = "Danny Nam and Evita Nestoridi",
title = "Cutoff for the cyclic adjacent transposition shuffle",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "6",
pages = "3861--3892",
month = dec,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1578366328",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bank:2019:CTD,
author = "Peter Bank and Yan Dolinsky",
title = "Continuous-time duality for superreplication with
transient price impact",
journal = j-ANN-APPL-PROBAB,
volume = "29",
number = "6",
pages = "3893--3917",
month = dec,
year = "2019",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1578366329",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Butkovsky:2020:GCE,
author = "Oleg Butkovsky and Alexei Kulik and Michael
Scheutzow",
title = "Generalized couplings and ergodic rates for {SPDEs}
and other {Markov} models",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "1",
pages = "1--39",
month = feb,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1582621218",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Garavaglia:2020:LWC,
author = "Alessandro Garavaglia and Remco van der Hofstad and
Nelly Litvak",
title = "Local weak convergence for {PageRank}",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "1",
pages = "40--79",
month = feb,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib;
https://www.math.utah.edu/pub/tex/bib/pagerank.bib",
URL = "https://projecteuclid.org/euclid.aoap/1582621219",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Banerjee:2020:JSQ,
author = "Sayan Banerjee and Debankur Mukherjee",
title = "{Join-the-Shortest Queue} diffusion limit in
{Halfin--Whitt} regime: Sensitivity on the
heavy-traffic parameter",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "1",
pages = "80--144",
month = feb,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1582621220",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gravner:2020:BPP,
author = "Janko Gravner and David Sivakoff",
title = "Bootstrap percolation on the product of the
two-dimensional lattice with a {Hamming} square",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "1",
pages = "145--174",
month = feb,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1582621221",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mehri:2020:PCS,
author = "Sima Mehri and Michael Scheutzow and Wilhelm Stannat
and Bian Z. Zangeneh",
title = "Propagation of chaos for stochastic spatially
structured neuronal networks with delay driven by jump
diffusions",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "1",
pages = "175--207",
month = feb,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1582621222",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Benjamini:2020:EMF,
author = "Itai Benjamini and Luiz Renato Fontes and Jonathan
Hermon and F{\'a}bio Prates Machado",
title = "On an epidemic model on finite graphs",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "1",
pages = "208--258",
month = feb,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1582621223",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Nutz:2020:CMF,
author = "Marcel Nutz and Jaime {San Martin} and Xiaowei Tan",
title = "Convergence to the mean field game limit: a case
study",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "1",
pages = "259--286",
month = feb,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1582621224",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Feray:2020:CLT,
author = "Valentin F{\'e}ray",
title = "Central limit theorems for patterns in multiset
permutations and set partitions",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "1",
pages = "287--323",
month = feb,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1582621225",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dong:2020:LDP,
author = "Zhao Dong and Jiang-Lun Wu and Rangrang Zhang and
Tusheng Zhang",
title = "Large deviation principles for first-order scalar
conservation laws with stochastic forcing",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "1",
pages = "324--367",
month = feb,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1582621226",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bardenet:2020:MCD,
author = "R{\'e}mi Bardenet and Adrien Hardy",
title = "{Monte Carlo} with determinantal point processes",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "1",
pages = "368--417",
month = feb,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1582621227",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Blanca:2020:RCD,
author = "Antonio Blanca and Reza Gheissari and Eric Vigoda",
title = "Random-cluster dynamics in {$ \mathbb {Z}^2 $}: Rapid
mixing with general boundary conditions",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "1",
pages = "418--459",
month = feb,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1582621228",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baik:2020:LRE,
author = "Jinho Baik and Thomas Bothner",
title = "The largest real eigenvalue in the real {Ginibre}
ensemble and its relation to the {Zakharov--Shabat}
system",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "1",
pages = "460--501",
month = feb,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:23 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1582621229",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Holden:2020:LBT,
author = "Nina Holden and Russell Lyons",
title = "Lower bounds for trace reconstruction",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "2",
pages = "503--525",
month = apr,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:24 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See erratum \cite{Holden:2022:ESL}.",
URL = "https://projecteuclid.org/euclid.aoap/1591603214",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fang:2020:AEM,
author = "Wei Fang and Michael B. Giles",
title = "Adaptive {Euler--Maruyama} method for {SDEs} with
nonglobally {Lipschitz} drift",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "2",
pages = "526--560",
month = apr,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:24 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1591603215",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bierme:2020:MGR,
author = "Hermine Bierm{\'e} and Agn{\`e}s Desolneux",
title = "Mean geometry for {$2$D} random fields: Level
perimeter and level total curvature integrals",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "2",
pages = "561--607",
month = apr,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:24 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1591603216",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anastasiou:2020:BAD,
author = "Andreas Anastasiou and Gesine Reinert",
title = "Bounds for the asymptotic distribution of the
likelihood ratio",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "2",
pages = "608--643",
month = apr,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:24 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1591603217",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ankirchner:2020:OPT,
author = "Stefan Ankirchner and Alexander Fromm and Thomas Kruse
and Alexandre Popier",
title = "Optimal position targeting via decoupling fields",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "2",
pages = "644--672",
month = apr,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:24 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1591603218",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ngo:2020:SIE,
author = "Hoang-Long Ngo and Dai Taguchi",
title = "Semi-implicit {Euler--Maruyama} approximation for
noncolliding particle systems",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "2",
pages = "673--705",
month = apr,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:24 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1591603219",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Caye:2020:TSN,
author = "Thomas Cay{\'e} and Martin Herdegen and Johannes
Muhle-Karbe",
title = "Trading with small nonlinear price impact",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "2",
pages = "706--746",
month = apr,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:24 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1591603220",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mostovyi:2020:OIC,
author = "Oleksii Mostovyi and Mihai S{\^\i}rbu",
title = "Optimal investment and consumption with labor income
in incomplete markets",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "2",
pages = "747--787",
month = apr,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:24 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1591603221",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kistler:2020:OFP,
author = "Nicola Kistler and Adrien Schertzer and Marius A.
Schmidt",
title = "Oriented first passage percolation in the mean field
limit, 2. {The} extremal process",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "2",
pages = "788--811",
month = apr,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:24 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1591603222",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yan:2020:NLD,
author = "Jun Yan",
title = "Nonlinear large deviations: Beyond the hypercube",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "2",
pages = "812--846",
month = apr,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:24 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1591603223",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dolera:2020:BET,
author = "Emanuele Dolera and Stefano Favaro",
title = "A {Berry--Esseen} theorem for {Pitman}'s $ \alpha
$-diversity",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "2",
pages = "847--869",
month = apr,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:24 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1591603224",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gamarnik:2020:LBQ,
author = "David Gamarnik and John N. Tsitsiklis and Martin
Zubeldia",
title = "A lower bound on the queueing delay in resource
constrained load balancing",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "2",
pages = "870--901",
month = apr,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:24 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1591603225",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hermon:2020:SNM,
author = "Jonathan Hermon and Ben Morris and Chuan Qin and Allan
Sly",
title = "The social network model on infinite graphs",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "2",
pages = "902--935",
month = apr,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:24 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1591603226",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Wu:2020:VSP,
author = "Cong Wu and Jianfeng Zhang",
title = "Viscosity solutions to parabolic master equations and
{McKean--Vlasov} {SDEs} with closed-loop controls",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "2",
pages = "936--986",
month = apr,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:24 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1591603227",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Shapira:2020:KCM,
author = "Assaf Shapira",
title = "Kinetically constrained models with random
constraints",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "2",
pages = "987--1006",
month = apr,
year = "2020",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Tue Jul 14 17:01:24 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/euclid.aoap/1591603228",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{DeAngelis:2020:GRV,
author = "T. {De Angelis} and G. Peskir",
title = "Global {$ C^1 $} regularity of the value function in
optimal stopping problems",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "3",
pages = "1007--1031",
month = jun,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1517",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G40; 60J25; 60H30; 35R35; 35J15; 35K10",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-3/Global-C1-regularity-of-the-value-function-in-optimal-stopping/10.1214/19-AAP1517.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "free boundary problem; optimal stopping problem;
regularity of a boundary point; regularity of a
stochastic flow; regularity of the value function;
smooth fit; strong Markov/Feller process",
}
@Article{Ernst:2020:ORT,
author = "P. A. Ernst and G. Peskir and Q. Zhou",
title = "Optimal real-time detection of a drifting {Brownian}
coordinate",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "3",
pages = "1032--1065",
month = jun,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1522",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G40; 60J65; 60H30; 35J15; 45G10; 62C10",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-3/Optimal-real-time-detection-of-a-drifting-Brownian-coordinate/10.1214/19-AAP1522.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Brownian motion; elliptic partial differential
equation; free-boundary problem; nonlinear Fredholm
integral equation; nonmonotone boundary; Optimal
detection; Optimal stopping; sequential testing; smooth
fit; the change-of-variable formula with local time on
surfaces",
}
@Article{Abbe:2020:IPB,
author = "Emmanuel Abbe and Enric Boix-Adser{\`a}",
title = "An information-percolation bound for spin
synchronization on general graphs",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "3",
pages = "1066--1090",
month = jun,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1523",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "62B10; 60K35; 94A12",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-3/An-information-percolation-bound-for-spin-synchronization-on-general-graphs/10.1214/19-AAP1523.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "bond percolation; Community detection; information
theory; spiked Wigner models; stochastic block models;
synchronization",
}
@Article{Bezborodov:2020:SGP,
author = "Viktor Bezborodov and Luca {Di Persio} and Tyll
Krueger and Pasha Tkachov",
title = "Spatial growth processes with long range dispersion:
Microscopics, mesoscopics and discrepancy in spread
rate",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "3",
pages = "1091--1129",
month = jun,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1524",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60J80",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-3/Spatial-growth-processes-with-long-range-dispersion--Microscopics-mesoscopics/10.1214/19-AAP1524.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Branching random walk; mesoscopic equation; shape
theorem; speed of propagation; stochastic growth mode",
}
@Article{Ascione:2020:ETO,
author = "Giacomo Ascione and Enrica Pirozzi and Bruno Toaldo",
title = "On the exit time from open sets of some semi-{Markov}
processes",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "3",
pages = "1130--1163",
month = jun,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1525",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K15; 60G40; 60G51",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-3/On-the-exit-time-from-open-sets-of-some-semi/10.1214/19-AAP1525.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Exit time; Gauss--Markov processes; Leaky
Integrate-and-Fire models; Semi-Markov processes;
Subordinators; Time-changed processes",
}
@Article{Barrera:2020:TSR,
author = "Gerardo Barrera and Milton Jara",
title = "Thermalisation for small random perturbations of
dynamical systems",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "3",
pages = "1164--1208",
month = jun,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1526",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60G60; 60F17; 35R60",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-3/Thermalisation-for-small-random-perturbations-of-dynamical-systems/10.1214/19-AAP1526.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Brownian motion; cut-off phenomenon; Hartman-Grobman
theorem; hyperbolic fixed point; perturbed dynamical
systems; Stochastic differential equations;
Thermalisation; total variation distance",
}
@Article{Bou-Rabee:2020:CCH,
author = "Nawaf Bou-Rabee and Andreas Eberle and Raphael
Zimmer",
title = "Coupling and convergence for {Hamiltonian Monte
Carlo}",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "3",
pages = "1209--1250",
month = jun,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1528",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J05; 65P10; 65C05",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-3/Coupling-and-convergence-for-Hamiltonian-Monte-Carlo/10.1214/19-AAP1528.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Convergence to equilibrium; coupling; geometric
integration; Hamiltonian Monte Carlo; hybrid Monte
Carlo; Markov chain Monte Carlo; Metropolis--Hastings",
}
@Article{Ettinger:2020:IFP,
author = "Boris Ettinger and Alexandru Hening and Tak Kwong
Wong",
title = "The inverse first passage time problem for killed
{Brownian} motion",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "3",
pages = "1251--1275",
month = jun,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1529",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "35K58; 60J70; 91G40; 91G80",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-3/The-inverse-first-passage-time-problem-for-killed-Brownian-motion/10.1214/19-AAP1529.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Brownian motion; discontinuous killing; Feynman--Kac
formula; Inverse first passage problem; killed
diffusion; parabolic partial differential equations",
}
@Article{Wang:2020:TII,
author = "Neng-Yi Wang and Liming Wu",
title = "Transport-information inequalities for {Markov}
chains",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "3",
pages = "1276--1320",
month = jun,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1530",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60E15; 60F10; 60J05",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-3/Transport-information-inequalities-for-Markov-chains/10.1214/19-AAP1530.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "concentration inequality; Donsker-Varadhan
information; Transport-information inequality",
}
@Article{Backhoff-Veraguas:2020:NSS,
author = "Julio Backhoff-Veraguas and Daniel Lacker and Ludovic
Tangpi",
title = "Nonexponential {Sanov} and {Schilder} theorems on
{Wiener} space: {BSDEs}, {Schr{\"o}dinger} problems and
control",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "3",
pages = "1321--1367",
month = jun,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1531",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F10; 60H30; 93E03",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-3/Nonexponential-Sanov-and-Schilder-theorems-on-Wiener-space--BSDEs/10.1214/19-AAP1531.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "large deviations; Wiener space; Sanov theorem;
Schilder theorem; nonexponential; BSDE; Schr{\"o}dinger
problem; Stochastic control",
}
@Article{Harris:2020:CSC,
author = "Simon C. Harris and Samuel G. G. Johnston and Matthew
I. Roberts",
title = "The coalescent structure of continuous-time
{Galton--Watson} trees",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "3",
pages = "1368--1414",
month = jun,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1532",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J80; 60G09",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-3/The-coalescent-structure-of-continuous-time-GaltonWatson-trees/10.1214/19-AAP1532.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Coalescent; Galton--Watson tree; genealogy; Spine",
}
@Article{Possamai:2020:ZSP,
author = "Dylan Possama{\"\i} and Nizar Touzi and Jianfeng
Zhang",
title = "Zero-sum path-dependent stochastic differential games
in weak formulation",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "3",
pages = "1415--1457",
month = jun,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1533",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "35D40; 35K10; 60H10; 60H30",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-3/Zero-sum-path-dependent-stochastic-differential-games-in-weak-formulation/10.1214/19-AAP1533.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "second-order backward SDEs; Stochastic differential
games; Viscosity solutions of path-dependent PDEs",
}
@Article{Muller:2020:OCC,
author = "Tobias M{\"u}ller and Mathew D. Penrose",
title = "Optimal {Cheeger} cuts and bisections of random
geometric graphs",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "3",
pages = "1458--1483",
month = jun,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1534",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "05C80; 60D05; 62H30",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-3/Optimal-Cheeger-cuts-and-bisections-of-random-geometric-graphs/10.1214/19-AAP1534.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Cheeger constant; conductance; Random geometric
graph",
}
@Article{Betz:2020:RPM,
author = "Volker Betz and Helge Sch{\"a}fer and Dirk Zeindler",
title = "Random permutations without macroscopic cycles",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "3",
pages = "1484--1505",
month = jun,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1538",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F17; 60F05; 60C05",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-3/Random-permutations-without-macroscopic-cycles/10.1214/19-AAP1538.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Cycle structure; cycle weights; Functional limit
theorem; limit shape; random permutation",
}
@Article{Dupuis:2020:SAR,
author = "Paul Dupuis and Markos A. Katsoulakis and Yannis
Pantazis and Luc Rey-Bellet",
title = "Sensitivity analysis for rare events based on
{R{\'e}nyi} divergence",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "4",
pages = "1507--1533",
month = aug,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1468",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F10; 94A17",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-4/Sensitivity-analysis-for-rare-events-based-on-R%c3%a9nyi-divergence/10.1214/19-AAP1468.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "large deviation; Rare event; risk sensitive
functional; R{\'e}nyi divergence; score function;
sensitivity analysis; uncertainty quantification;
variational representation",
}
@Article{Majka:2020:NBS,
author = "Mateusz B. Majka and Aleksandar Mijatovi{\'c} and
Lukasz Szpruch",
title = "Nonasymptotic bounds for sampling algorithms without
log-concavity",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "4",
pages = "1534--1581",
month = aug,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1535",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65C05; 65C30; 65C40; 60J22; 62H12; 60H10",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-4/Nonasymptotic-bounds-for-sampling-algorithms-without-log-concavity/10.1214/19-AAP1535.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "coupling; Euler schemes; Langevin Monte Carlo; Markov
chain Monte Carlo; multi-level Monte Carlo; sampling",
}
@Article{Barnes:2020:HLP,
author = "Clayton L. Barnes",
title = "Hydrodynamic limit and propagation of chaos for
{Brownian} particles reflecting from a {Newtonian}
barrier",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "4",
pages = "1582--1613",
month = aug,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1536",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60J55",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-4/Hydrodynamic-limit-and-propagation-of-chaos-for-Brownian-particles-reflecting/10.1214/19-AAP1536.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "60; 82; Brownian motion; free boundary problems;
Hydrodynamic limit; propagation of chaos; Reflected
diffusions; Skorohod maps",
}
@Article{Blondel:2020:RWR,
author = "Oriane Blondel and Marcelo R. Hil{\'a}rio and Renato
S. dos Santos and Vladas Sidoravicius and Augusto
Teixeira",
title = "Random walk on random walks: Low densities",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "4",
pages = "1614--1641",
month = aug,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1537",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F15; 60K35; 60K37; 82B41; 82C22; 82C44",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-4/Random-walk-on-random-walks-Low-densities/10.1214/19-AAP1537.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Dynamic random environment; functional central limit
theorem; large deviation bound; Random walk;
Regeneration times; renormalisation; Strong law of
large numbers",
}
@Article{Song:2020:HDL,
author = "Jian Song and Jianfeng Yao and Wangjun Yuan",
title = "High-dimensional limits of eigenvalue distributions
for general {Wishart} process",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "4",
pages = "1642--1668",
month = aug,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1539",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H15; 60F05",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-4/High-dimensional-limits-of-eigenvalue-distributions-for-general-Wishart-process/10.1214/19-AAP1539.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Dyson Brownian motion; eigenvalue distribution;
generalized Wishart process; high-dimensional limit;
squared Bessel particle system; Wishart process",
}
@Article{Nutz:2020:COS,
author = "Marcel Nutz and Yuchong Zhang",
title = "Conditional optimal stopping: a time-inconsistent
optimization",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "4",
pages = "1669--1692",
month = aug,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1540",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G40; 93E20; 91A13; 91A15",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-4/Conditional-optimal-stopping-A-time-inconsistent-optimization/10.1214/19-AAP1540.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Conditional optimal stopping; Equilibrium;
time-inconsistency",
}
@Article{Lacker:2020:CCL,
author = "Daniel Lacker",
title = "On the convergence of closed-loop {Nash} equilibria to
the mean field game limit",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "4",
pages = "1693--1761",
month = aug,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1541",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H30; 93E20; 91A06",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-4/On-the-convergence-of-closed-loop-Nash-equilibria-to-the/10.1214/19-AAP1541.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "closed-loop controls; McKean--Vlasov equations; Mean
field games; relaxed controls; Stochastic differential
games",
}
@Article{Borggaard:2020:BCF,
author = "Jeff Borggaard and Nathan Glatt-Holtz and Justin
Krometis",
title = "On {Bayesian} consistency for flows observed through a
passive scalar",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "4",
pages = "1762--1783",
month = aug,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1542",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "62G20; 65N21; 76R05",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-4/On-Bayesian-consistency-for-flows-observed-through-a-passive-scalar/10.1214/19-AAP1542.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Bayesian consistency; Bayesian statistical inversion;
passive scalars",
}
@Article{Seeger:2020:ASV,
author = "Benjamin Seeger",
title = "Approximation schemes for viscosity solutions of fully
nonlinear stochastic partial differential equations",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "4",
pages = "1784--1823",
month = aug,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1543",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65M12; 65M06; 60H15; 35R60; 35K55; 35D40",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-4/Approximation-schemes-for-viscosity-solutions-of-fully-nonlinear-stochastic-partial/10.1214/19-AAP1543.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "error estimates; finite difference schemes; monotone
schemes; splitting formulae; Stochastic viscosity
solutions",
}
@Article{Ben-Hamou:2020:TCT,
author = "Anna Ben-Hamou",
title = "A threshold for cutoff in two-community random
graphs",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "4",
pages = "1824--1846",
month = aug,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1544",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J10; 05C80; 05C81",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-4/A-threshold-for-cutoff-in-two-community-random-graphs/10.1214/19-AAP1544.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "bottleneck; Cutoff; Mixing times; Nonbacktracking
random walk; Random graphs",
}
@Article{Labbe:2020:MTC,
author = "Cyril Labb{\'e} and Hubert Lacoin",
title = "Mixing time and cutoff for the weakly asymmetric
simple exclusion process",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "4",
pages = "1847--1883",
month = aug,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1545",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J27; 37A25; 82C22",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-4/Mixing-time-and-cutoff-for-the-weakly-asymmetric-simple-exclusion/10.1214/19-AAP1545.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Cutoff; Exclusion process; mixing time; WASEP",
}
@Article{Briand:2020:PSN,
author = "Philippe Briand and Paul-{\'E}ric Chaudru de Raynal
and Arnaud Guillin and C{\'e}line Labart",
title = "Particles systems and numerical schemes for mean
reflected stochastic differential equations",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "4",
pages = "1884--1909",
month = aug,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1546",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H10",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-4/Particles-systems-and-numerical-schemes-for-mean-reflected-stochastic-differential/10.1214/19-AAP1546.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "McKean--Vlasov SDE; mean-reflected; Particle system",
}
@Article{Jagannath:2020:STT,
author = "Aukosh Jagannath and Patrick Lopatto and L{\'e}o
Miolane",
title = "Statistical thresholds for tensor {PCA}",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "4",
pages = "1910--1933",
month = aug,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1547",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "62F05; 62F10; 82D30; 82B26",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-4/Statistical-thresholds-for-tensor-PCA/10.1214/19-AAP1547.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "BBP transition; Principal Component Analysis;
spherical spin glasses; spiked matrix; spiked tensor;
Tensor principal component analysis",
}
@Article{Carinci:2020:EFT,
author = "Gioia Carinci and Cristian Giardin{\`a} and Frank
Redig",
title = "Exact formulas for two interacting particles and
applications in particle systems with duality",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "4",
pages = "1934--1970",
month = aug,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1548",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "82C22; 60K35",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-4/Exact-formulas-for-two-interacting-particles-and-applications-in-particle/10.1214/19-AAP1548.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Condensation; Duality; inclusion process; interacting
particle systems",
}
@Article{Podolskij:2020:EEE,
author = "Mark Podolskij and Bezirgen Veliyev and Nakahiro
Yoshida",
title = "{Edgeworth} expansion for {Euler} approximation of
continuous diffusion processes",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "4",
pages = "1971--2003",
month = aug,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1549",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05; 60H10; 65C30",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-4/Edgeworth-expansion-for-Euler-approximation-of-continuous-diffusion-processes/10.1214/19-AAP1549.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Diffusion processes; Edgeworth expansion; Euler
scheme; limit theorems",
}
@Article{Banerjee:2020:PDD,
author = "Sayan Banerjee and Amarjit Budhiraja",
title = "Parameter and dimension dependence of convergence
rates to stationarity for reflecting {Brownian}
motions",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "5",
pages = "2005--2029",
month = oct,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1550",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J60; 60H10; 60J55; 60K25",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-5/Parameter-and-dimension-dependence-of-convergence-rates-to-stationarity-for/10.1214/19-AAP1550.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "atlas model; coupling; heavy traffic; Local time;
reflected Brownian motion; relaxation time; Wasserstein
distance",
}
@Article{Poisat:2020:LTS,
author = "Julien Poisat and Fran{\c{c}}ois Simenhaus",
title = "A limit theorem for the survival probability of a
simple random walk among power-law renewal obstacles",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "5",
pages = "2030--2068",
month = oct,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1551",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K37; 60K35",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-5/A-limit-theorem-for-the-survival-probability-of-a-simple/10.1214/19-AAP1551.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "FKG inequalities; Parabolic Anderson model; polymers
in random environments; Random walks in random
obstacles; Ray-Knight theorems; Survival probability",
}
@Article{Durmus:2020:GEB,
author = "Alain Durmus and Arnaud Guillin and Pierre
Monmarch{\'e}",
title = "Geometric ergodicity of the {Bouncy Particle
Sampler}",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "5",
pages = "2069--2098",
month = oct,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1552",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J22; 65C40",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-5/Geometric-ergodicity-of-the-Bouncy-Particle-Sampler/10.1214/19-AAP1552.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Bouncy particle sampler; coupling; geometric
ergodicity; MCMC; simulated annealing",
}
@Article{Junnila:2020:IMC,
author = "Janne Junnila and Eero Saksman and Christian Webb",
title = "Imaginary multiplicative chaos: Moments, regularity
and connections to the {Ising} model",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "5",
pages = "2099--2164",
month = oct,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1553",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G20; 82B20",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-5/Imaginary-multiplicative-chaos--Moments-regularity-and-connections-to-the/10.1214/19-AAP1553.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Imaginary multiplicative chaos; sine-Gordon model;
XOR-Ising model",
}
@Article{Friesen:2020:SEE,
author = "Martin Friesen and Peng Jin and Barbara R{\"u}diger",
title = "Stochastic equation and exponential ergodicity in
{Wasserstein} distances for affine processes",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "5",
pages = "2165--2195",
month = oct,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1554",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "37A25; 60H10; 60J25",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-5/Stochastic-equation-and-exponential-ergodicity-in-Wasserstein-distances-for-affine/10.1214/19-AAP1554.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Affine process; coupling; ergodicity; Stochastic
differential equation; Wasserstein distance",
}
@Article{Borga:2020:SPT,
author = "Jacopo Borga and Erik Slivken",
title = "Square permutations are typically rectangular",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "5",
pages = "2196--2233",
month = oct,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1555",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60C05; 05A05",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-5/Square-permutations-are-typically-rectangular/10.1214/19-AAP1555.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Local and scaling limits; permutation patterns;
permutons",
}
@Article{Mourrat:2020:HJE,
author = "J.-C. Mourrat",
title = "{Hamilton--Jacobi} equations for finite-rank matrix
inference",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "5",
pages = "2234--2260",
month = oct,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1556",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "82B44; 82D30",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-5/HamiltonJacobi-equations-for-finite-rank-matrix-inference/10.1214/19-AAP1556.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Hamilton--Jacobi equation; Spin glass; statistical
inference",
}
@Article{Ahlberg:2020:TTR,
author = "Daniel Ahlberg and Maria Deijfen and Christopher
Hoffman",
title = "The two-type {Richardson} model in the half-plane",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "5",
pages = "2261--2273",
month = oct,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1557",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-5/The-two-type-Richardson-model-in-the-half-plane/10.1214/19-AAP1557.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Busemann function; Coexistence; competing growth;
First-passage percolation; Richardson's model",
}
@Article{Allan:2020:PSC,
author = "Andrew L. Allan and Samuel N. Cohen",
title = "Pathwise stochastic control with applications to
robust filtering",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "5",
pages = "2274--2310",
month = oct,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/19-AAP1558",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H99; 93E20; 93E11",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-5/Pathwise-stochastic-control-with-applications-to-robust-filtering/10.1214/19-AAP1558.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "parameter uncertainty; rough HJB equation; Rough
paths; Stochastic control; stochastic filtering",
}
@Article{Hutzenthaler:2020:PCM,
author = "Martin Hutzenthaler and Daniel Pieper",
title = "Propagation of chaos and the many-demes limit for
weakly interacting diffusions in the sparse regime",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "5",
pages = "2311--2354",
month = oct,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1559",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60J70; 92D25",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-5/Propagation-of-chaos-and-the-many-demes-limit-for-weakly/10.1214/20-AAP1559.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "altruistic defense; Excursion measure; Interacting
diffusions; many-demes limit; mean-field approximation;
Measure-valued processes; propagation of chaos; tree of
excursions",
}
@Article{Coghi:2020:PMV,
author = "Michele Coghi and Jean-Dominique Deuschel and Peter K.
Friz and Mario Maurelli",
title = "Pathwise {McKean--Vlasov} theory with additive noise",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "5",
pages = "2355--2392",
month = oct,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1560",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F10; 60G09; 60H10; 60F05; 60F15; 60J50",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-5/Pathwise-McKeanVlasov-theory-with-additive-noise/10.1214/20-AAP1560.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Additive Noise; central limit theorem; jump-processes;
large deviations; McKean--Vlasov; mean-field",
}
@Article{Mailler:2020:SAN,
author = "C{\'e}cile Mailler and Denis Villemonais",
title = "Stochastic approximation on noncompact measure spaces
and application to measure-valued {P{\'o}lya}
processes",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "5",
pages = "2393--2438",
month = oct,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1561",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "62L20; 60J25; 60J80",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-5/Stochastic-approximation-on-noncompact-measure-spaces-and-application-to-measure/10.1214/20-AAP1561.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "infinitely-many colors P{\'o}lya urns; Markov
processes; Quasi-stationary distributions; stochastic
approximation",
}
@Article{Cohen-Alloro:2020:REE,
author = "Omri Cohen-Alloro and Ron Peled",
title = "Rarity of extremal edges in random surfaces and other
theoretical applications of cluster algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "5",
pages = "2439--2464",
month = oct,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1562",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "82B05; 82B20; 82B41",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-5/Rarity-of-extremal-edges-in-random-surfaces-and-other-theoretical/10.1214/20-AAP1562.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "cluster algorithms; extremal gradients; Random
surfaces; Swendsen--Wang algorithm; Wolff algorithm",
}
@Article{Dean:2020:FLD,
author = "Justin Dean and Ayalvadi Ganesh and Edward Crane",
title = "Functional large deviations for {Cox} processes and",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "5",
pages = "2465--2490",
month = oct,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1563",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F10; 60G55; 60G57; 60K25",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-5/Functional-large-deviations-for-Cox-processes-and-mathitCox-G-infty/10.1214/20-AAP1563.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "chemical reaction networks; infinite-server queues;
large deviations; Point processes; Random measures",
}
@Article{Han:2020:ATS,
author = "Ruijian Han and Rougang Ye and Chunxi Tan and Kani
Chen",
title = "Asymptotic theory of sparse {Bradley--Terry} model",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "5",
pages = "2491--2515",
month = oct,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1564",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05; 62E20; 62F12; 62J15",
bibdate = "Thu May 20 16:59:54 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-5/Asymptotic-theory-of-sparse-BradleyTerry-model/10.1214/20-AAP1564.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "asymptotic normality; Bradley-Terry model; maximum
likelihood estimation; Sparsity; uniform consistency",
}
@Article{Bayraktar:2020:AOC,
author = "Erhan Bayraktar and Ibrahim Ekren and Yili Zhang",
title = "On the asymptotic optimality of the comb strategy for
prediction with expert advice",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "6",
pages = "2517--2546",
month = dec,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1565",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "68T05; 35L02; 35J60",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-6/On-the-asymptotic-optimality-of-the-comb-strategy-for-prediction/10.1214/20-AAP1565.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "asymptotic expansion; expert advice framework; machine
learning; reflected Brownian motion; regret
minimization; system of hyperbolic equations",
}
@Article{Breit:2020:MSS,
author = "Dominic Breit and Eduard Feireisl and Martina
Hofmanov{\'a}",
title = "{Markov} selection for the stochastic compressible
{Navier--Stokes} system",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "6",
pages = "2547--2572",
month = dec,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1566",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H15; 60H30; 35Q30; 76M35; 76N10",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-6/Markov-selection-for-the-stochastic-compressible-NavierStokes-system/10.1214/20-AAP1566.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "compressible Navier--Stokes system; Markov selection;
martingale solution; stochastic forcing",
}
@Article{Horton:2020:SMN,
author = "Emma Horton and Andreas E. Kyprianou and Denis
Villemonais",
title = "Stochastic methods for the neutron transport equation
I: Linear semigroup asymptotics",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "6",
pages = "2573--2612",
month = dec,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1567",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "82D75; 60J80; 60J75; 60J99",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-6/Stochastic-methods-for-the-neutron-transport-equation-I--Linear/10.1214/20-AAP1567.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Branching Markov process; Neutron transport equation;
Perron--Frobenius decomposition; Principal eigenvalue;
semigroup theory",
}
@Article{Arnaudon:2020:SOA,
author = "M. Arnaudon and P. {Del Moral}",
title = "A second order analysis of {McKean--Vlasov}
semigroups",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "6",
pages = "2613--2664",
month = dec,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1568",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65C35; 82C80; 58J65; 47J20",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-6/A-second-order-analysis-of-McKeanVlasov-semigroups/10.1214/20-AAP1568.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Bismut-Elworthy-Li formulae; contraction inequalities;
gradient flows; logarithmic norms; mean field particle
systems; Nonlinear diffusions; Taylor expansions;
variational equations; Wasserstein distance",
}
@Article{Fromm:2020:UMD,
author = "Alexander Fromm and Peter Imkeller",
title = "Utility maximization via decoupling fields",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "6",
pages = "2665--2694",
month = dec,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1569",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "93E20; 49J55; 60H30; 60H99",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-6/Utility-maximization-via-decoupling-fields/10.1214/20-AAP1569.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "decoupling field; forward backward stochastic
differential equation; optimal stochastic control",
}
@Article{Bazhba:2020:SPL,
author = "Mihail Bazhba and Jose Blanchet and Chang-Han Rhee and
Bert Zwart",
title = "Sample path large deviations for {L{\'e}vy} processes
and random walks with {Weibull} increments",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "6",
pages = "2695--2739",
month = dec,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1570",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F10; 60G17",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-6/Sample-path-large-deviations-for-L%c3%a9vy-processes-and-random-walks/10.1214/20-AAP1570.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "heavy tails; L{\'e}vy processes; Random walks; sample
path large deviations",
}
@Article{Ait-Sahalia:2020:TDS,
author = "Yacine A{\"\i}t-Sahalia and Jean Jacod",
title = "From tick data to semimartingales",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "6",
pages = "2740--2768",
month = dec,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1571",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "62F12; 62M05; 60H10; 60J60",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-6/From-tick-data-to-semimartingales/10.1214/20-AAP1571.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "continuous time; convergence; high frequency; jumps;
L{\'e}vy process; scaling; Semimartingale; stochastic
volatility",
}
@Article{Landon:2020:AMC,
author = "Benjamin Landon and Philippe Sosoe",
title = "Applications of mesoscopic {CLTs} in random matrix
theory",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "6",
pages = "2769--2795",
month = dec,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1572",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-6/Applications-of-mesoscopic-CLTs-in-random-matrix-theory/10.1214/20-AAP1572.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "mesoscopic linear statistics; Random matrix theory;
Universality",
}
@Article{Peres:2020:HFI,
author = "Yuval Peres and Mikl{\'o}s Z. R{\'a}cz and Allan Sly
and Izabella Stuhl",
title = "How fragile are information cascades?",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "6",
pages = "2796--2814",
month = dec,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1573",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "91A26; 60C05",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-6/How-fragile-are-information-cascades/10.1214/20-AAP1573.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "asymptotic learning; fragility; information cascades;
optimal learning rate; Sequential decision making",
}
@Article{Harris:2020:SMN,
author = "Simon C. Harris and Emma Horton and Andreas E.
Kyprianou",
title = "Stochastic methods for the neutron transport equation
{II}: Almost sure growth",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "6",
pages = "2815--2845",
month = dec,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1574",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "82D75; 60J80; 60J75; 60J99",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-6/Stochastic-methods-for-the-neutron-transport-equation-II--Almost/10.1214/20-AAP1574.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Neutron transport equation; Perron--Frobenius
decomposition; Principal eigenvalue; semigroup theory",
}
@Article{He:2020:BEF,
author = "Yukun He",
title = "Bulk eigenvalue fluctuations of sparse random
matrices",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "6",
pages = "2846--2879",
month = dec,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1575",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "05C80; 15B52; 60B20; 05C50",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-6/Bulk-eigenvalue-fluctuations-of-sparse-random-matrices/10.1214/20-AAP1575.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "CLT; random matrices; sparse Erd{\H{o}}s-R{\'e}nyi
graphs",
}
@Article{Lopes:2020:ETW,
author = "Fabio Lopes and Malwina Luczak",
title = "Extinction time for the weaker of two competing {SIS}
epidemics",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "6",
pages = "2880--2922",
month = dec,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1576",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J27; 92D30",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-6/Extinction-time-for-the-weaker-of-two-competing-SIS-epidemics/10.1214/20-AAP1576.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "competing SIS epidemics; near-critical epidemic;
Stochastic SIS logistic epidemic; time to extinction",
}
@Article{Bank:2020:MIF,
author = "Peter Bank and David Besslich",
title = "Modelling information flows by {Meyer}-$ \sigma
$-fields in the singular stochastic control problem of
irreversible investment",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "6",
pages = "2923--2962",
month = dec,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1577",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-6/Modelling-information-flows-by-Meyer-sigma--fields-in-the/10.1214/20-AAP1577.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Meyer-; Stochastic control",
}
@Article{Buijsrogge:2020:SAR,
author = "Anne Buijsrogge and Paul Dupuis and Michael Snarski",
title = "Splitting algorithms for rare event simulation over
long time intervals",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "6",
pages = "2963--2998",
month = dec,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1578",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65C05; 60F10; 60G99",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-6/Splitting-algorithms-for-rare-event-simulation-over-long-time-intervals/10.1214/20-AAP1578.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "large deviations; metastable points; Monte Carlo
methods; restart; Splitting algorithms",
}
@Article{Dyszewski:2020:HMR,
author = "Piotr Dyszewski and Thomas Mikosch",
title = "Homogeneous mappings of regularly varying vectors",
journal = j-ANN-APPL-PROBAB,
volume = "30",
number = "6",
pages = "2999--3026",
month = dec,
year = "2020",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1579",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60E05; 62G20",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-30/issue-6/Homogeneous-mappings-of-regularly-varying-vectors/10.1214/20-AAP1579.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Breiman lemma; multivariate regular variation;
Products of random matrices; random difference
equation",
}
@Article{Altmeyer:2021:NEL,
author = "Randolf Altmeyer and Markus Rei{\ss}",
title = "Nonparametric estimation for linear {SPDEs} from local
measurements",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "1",
pages = "1--38",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1581",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H15; 60F05; 62G05; 35J15",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-1/Nonparametric-estimation-for-linear-SPDEs-from-local-measurements/10.1214/20-AAP1581.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Feynman--Kac; Fourth moment theorem; Gaussian process;
localised scaling limits; nonparametric estimation",
}
@Article{Hu:2021:CNS,
author = "Yaozhong Hu and Yanghui Liu and David Nualart",
title = "{Crank--Nicolson} scheme for stochastic differential
equations driven by fractional {Brownian} motions",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "1",
pages = "39--83",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1582",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F17; 60H10; 60H35; 65C30",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-1/CrankNicolson-scheme-for-stochastic-differential-equations-driven-by-fractional-Brownian/10.1214/20-AAP1582.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Crank--Nicolson scheme; degenerate equations; exact
rate; fractional Brownian motion; Fractional calculus;
Lie bracket; Limiting distribution; Malliavin calculus;
Stochastic differential equations; strong convergence",
}
@Article{Hermon:2021:IPH,
author = "Jonathan Hermon and Justin Salez",
title = "The interchange process on high-dimensional products",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "1",
pages = "84--98",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1583",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J10; 60J27; 60J15; 60K35; 60B15",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-1/The-interchange-process-on-high-dimensional-products/10.1214/20-AAP1583.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "comparison of Dirichlet forms; interchange process;
Mixing times; product graphs",
}
@Article{Erhard:2021:SBR,
author = "Dirk Erhard and Tertuliano Franco and Diogo S. da
Silva",
title = "The slow bond random walk and the snapping out
{Brownian} motion",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "1",
pages = "99--127",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1584",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F17; 60F05; 60J65; 60J27",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-1/The-slow-bond-random-walk-and-the-snapping-out-Brownian/10.1214/20-AAP1584.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "functional central limit theorem; Local time; Slow
bond random walk; snapping out Brownian motion",
}
@Article{Last:2021:RCM,
author = "G{\"u}nter Last and Franz Nestmann and Matthias
Schulte",
title = "The random connection model and functions of
edge-marked {Poisson} processes: Second order
properties and normal approximation",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "1",
pages = "128--168",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1585",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05; 60D05; 05C80; 60G55",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-1/The-random-connection-model-and-functions-of-edge-marked-Poisson/10.1214/20-AAP1585.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "central limit theorem; component count; covariance
structure; edge marking; Gilbert graph; Poisson
process; random connection model; Random geometric
graph",
}
@Article{Bramson:2021:MVP,
author = "Maury Bramson and Lawrence F. Gray",
title = "The majority vote process and other consensus
processes on trees",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "1",
pages = "169--198",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1586",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 82C22",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-1/The-majority-vote-process-and-other-consensus-processes-on-trees/10.1214/20-AAP1586.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "consensus processes; Convergence to equilibrium;
equilibria; Majority vote processes; trees",
}
@Article{Hirsch:2021:AWP,
author = "Christian Hirsch and Mark Holmes and Victor
Kleptsyn",
title = "Absence of {WARM} percolation in the very strong
reinforcement regime",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "1",
pages = "199--217",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1587",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60K37",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-1/Absence-of-WARM-percolation-in-the-very-strong-reinforcement-regime/10.1214/20-AAP1587.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "coupling; percolation; Poisson point process;
P{\'o}lya's urn; Reinforcement",
}
@Article{Gravner:2021:PBP,
author = "Janko Gravner and Alexander E. Holroyd and David
Sivakoff",
title = "Polluted bootstrap percolation in three dimensions",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "1",
pages = "218--246",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1588",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 82B43",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-1/Polluted-bootstrap-percolation-in-three-dimensions/10.1214/20-AAP1588.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Bootstrap percolation; cellular automaton; critical
scaling",
}
@Article{Shao:2021:CTM,
author = "Qi-Man Shao and Mengchen Zhang and Zhuo-Song Zhang",
title = "{Cram{\'e}r}-type moderate deviation theorems for
nonnormal approximation",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "1",
pages = "247--283",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1589",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F10; 60F05",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-1/Cram%c3%a9r-type-moderate-deviation-theorems-for-nonnormal-approximation/10.1214/20-AAP1589.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Curie-Weiss model; imitative monomer-dimer mean-field
model; Moderate deviation; nonnormal approximation;
Stein's method",
}
@Article{Ferrari:2021:FAC,
author = "Patrik L. Ferrari and B{\'a}lint Vet{\H{o}}",
title = "Fluctuations of the {Arctic} curve in the tilings of
the {Aztec} diamond on restricted domains",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "1",
pages = "284--320",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1590",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B20; 60G55",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-1/Fluctuations-of-the-arctic-curve-in-the-tilings-of-the/10.1214/20-AAP1590.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Airy process; Aztec diamond; hard-edge tacnode
process; random tiling",
}
@Article{Lagarias:2021:BLM,
author = "Jeffrey C. Lagarias and Brad Rodgers",
title = "Band-limited mimicry of point processes by point
processes supported on a lattice",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "1",
pages = "351--376",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1592",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G55; 44A60; 94A20",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-1/Band-limited-mimicry-of-point-processes-by-point-processes-supported/10.1214/20-AAP1592.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Point processes; realizability; sampling and
interpolation",
}
@Article{Dario:2021:OCE,
author = "Paul Dario",
title = "Optimal corrector estimates on percolation cluster",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "1",
pages = "377--431",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1593",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "35B27; 60K37; 60K35",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-1/Optimal-corrector-estimates-on-percolation-cluster/10.1214/20-AAP1593.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Stochastic homogenization; Supercritical percolation",
}
@Article{Tomasevic:2021:NMV,
author = "Milica Tomasevi{\'c}",
title = "A new {McKean--Vlasov} stochastic interpretation of
the parabolic-parabolic {Keller--Segel} model: The
two-dimensional case",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "1",
pages = "432--459",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1594",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H30; 60H10; 35K55",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-1/A-new-McKeanVlasov-stochastic-interpretation-of-the-parabolic-parabolic-KellerSegel/10.1214/20-AAP1594.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Keller--Segel system; singular McKean--Vlasov
nonlinear stochastic differential equation",
}
@Article{Sun:2021:ISL,
author = "Jingrui Sun and Jie Xiong and Jiongmin Yong",
title = "Indefinite stochastic linear-quadratic optimal control
problems with random coefficients: Closed-loop
representation of open-loop optimal controls",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "1",
pages = "460--499",
month = feb,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1595",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "49N10; 93E20; 49N35; 49K45",
bibdate = "Thu May 20 16:59:55 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-1/Indefinite-stochastic-linear-quadratic-optimal-control-problems-with-random-coefficients/10.1214/20-AAP1595.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "closed-loop representation; open-loop optimal control;
random coefficient; Stochastic linear-quadratic optimal
control problem; stochastic Riccati equation; value
flow",
}
@Article{vanderHofstad:2021:OSS,
author = "Remco van der Hofstad and Johan S. H. van Leeuwaarden
and Clara Stegehuis",
title = "Optimal subgraph structures in scale-free
configuration models",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "2",
pages = "501--537",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1580",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "05C80; 05C82",
bibdate = "Thu May 20 16:59:56 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-2/Optimal-subgraph-structures-in-scale-free-configuration-models/10.1214/20-AAP1580.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "configuration model; motifs; Random graphs;
subgraphs",
}
@Article{Heiny:2021:PPC,
author = "Johannes Heiny and Thomas Mikosch and Jorge Yslas",
title = "Point process convergence for the off-diagonal entries
of sample covariance matrices",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "2",
pages = "538--560",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1597",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G70; 60B20; 60G50; 60F10; 62F05",
bibdate = "Thu May 20 16:59:56 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-2/Point-process-convergence-for-the-off-diagonal-entries-of-sample/10.1214/20-AAP1597.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Extreme value theory; Gumbel distribution; maximum
entry; precise large deviations; Sample covariance
matrix",
}
@Article{Lucon:2021:PIN,
author = "Eric Lu{\c{c}}on and Christophe Poquet",
title = "Periodicity induced by noise and interaction in the
kinetic mean-field {FitzHugh--Nagumo} model",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "2",
pages = "561--593",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1598",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 35K55; 35Q84; 37N25; 82C26; 82C31; 92B20",
bibdate = "Thu May 20 16:59:56 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-2/Periodicity-induced-by-noise-and-interaction-in-the-kinetic-mean/10.1214/20-AAP1598.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "excitable systems; FitzHugh--Nagumo model;
McKean--Vlasov process; mean-field systems;
noise-induced dynamics; nonlinear Fokker--Planck
equation; slow-fast dynamics; Wasserstein distance",
}
@Article{Bakhtin:2021:LET,
author = "Yuri Bakhtin and Hong-Bin Chen",
title = "Long exit times near a repelling equilibrium",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "2",
pages = "594--624",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1599",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H07; 60H10; 60J60",
bibdate = "Thu May 20 16:59:56 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-2/Long-exit-times-near-a-repelling-equilibrium/10.1214/20-AAP1599.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Exit problem; Malliavin calculus; polynomial decay;
unstable equilibrium; Vanishing noise limit",
}
@Article{Gan:2021:SMP,
author = "Han L. Gan and Nathan Ross",
title = "{Stein}'s method for the {Poisson--Dirichlet}
distribution and the {Ewens} sampling formula, with
applications to {Wright--Fisher} models",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "2",
pages = "625--667",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1600",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "92D25; 60F05; 60B10; 60J25",
bibdate = "Thu May 20 16:59:56 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-2/Steins-method-for-the-PoissonDirichlet-distribution-and-the-Ewens-sampling/10.1214/20-AAP1600.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Dirichlet process; Ewens sampling formula;
Poisson--Dirichlet approximation; Stein's method;
Wright--Fisher process",
}
@Article{Chleboun:2021:CSP,
author = "Paul Chleboun and Aaron Smith",
title = "Cutoff for the square plaquette model on a critical
length scale",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "2",
pages = "668--702",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1601",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J27; 60J20",
bibdate = "Thu May 20 16:59:56 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-2/Cutoff-for-the-square-plaquette-model-on-a-critical-length/10.1214/20-AAP1601.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Cutoff phenomenon; Glass transition; Markov chain;
mixing time; plaquette model; spectral gap",
}
@Article{Wang:2021:REM,
author = "Andi Q. Wang and Murray Pollock and Gareth O. Roberts
and David Steinsaltz",
title = "Regeneration-enriched {Markov} processes with
application to {Monte Carlo}",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "2",
pages = "703--735",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1602",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J40; 60J22; 60J25; 65C05",
bibdate = "Thu May 20 16:59:56 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-2/Regeneration-enriched-Markov-processes-with-application-to-Monte-Carlo/10.1214/20-AAP1602.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Coupling from the past; inhomogeneous Poisson process;
Markov chain Monte Carlo; regenerative Markov process;
Right process",
}
@Article{Hofmanova:2021:RPN,
author = "Martina Hofmanov{\'a} and James-Michael Leahy and
Torstein Nilssen",
title = "On a rough perturbation of the {Navier--Stokes} system
and its vorticity formulation",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "2",
pages = "736--777",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1603",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H15; 76D05; 47J30; 60H05; 35A15",
bibdate = "Thu May 20 16:59:56 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-2/On-a-rough-perturbation-of-the-NavierStokes-system-and-its/10.1214/20-AAP1603.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Navier--Stokes system; Rough paths; stochastic PDEs;
variational method",
}
@Article{Lyberopoulos:2021:CME,
author = "Demetrios P. Lyberopoulos and Nikolaos D. Macheras",
title = "A characterization of martingale-equivalent mixed
compound {Poisson} processes",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "2",
pages = "778--805",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1604",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "91B30; 60G44; 60G51; 60G55; 28A50",
bibdate = "Thu May 20 16:59:56 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-2/A-characterization-of-martingale-equivalent-mixed-compound-Poisson-processes/10.1214/20-AAP1604.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "martingale; martingale-equivalent measures; Mixed
compound Poisson process; premium calculation
principle; regular conditional probability",
}
@Article{Natarovskii:2021:QSG,
author = "Viacheslav Natarovskii and Daniel Rudolf and Bj{\"o}rn
Sprungk",
title = "Quantitative spectral gap estimate and {Wasserstein}
contraction of simple slice sampling",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "2",
pages = "806--825",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1605",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65C40; 60J22; 62D99; 65C05",
bibdate = "Thu May 20 16:59:56 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-2/Quantitative-spectral-gap-estimate-and-Wasserstein-contraction-of-simple-slice/10.1214/20-AAP1605.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "slice sampling; spectral gap; Wasserstein
contraction",
}
@Article{Lambert:2021:CPH,
author = "Amaury Lambert and Ver{\'o}nica Mir{\'o} Pina and
Emmanuel Schertzer",
title = "Chromosome painting: How recombination mixes ancestral
colors",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "2",
pages = "826--864",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1606",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B12; 05A18; 60G55; 60J25; 60K35; 92D10; 92D20",
bibdate = "Thu May 20 16:59:56 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-2/Chromosome-painting-How-recombination-mixes-ancestral-colors/10.1214/20-AAP1606.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "ancestral recombination graph; coagulation;
experimental evolution; fragmentation; partition-valued
process; recombination",
}
@Article{Diaconis:2021:GRE,
author = "Persi Diaconis and Kelsey Houston-Edwards and Laurent
Saloff-Coste",
title = "{Gambler}'s ruin estimates on finite inner uniform
domains",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "2",
pages = "865--895",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1607",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J10",
bibdate = "Thu May 20 16:59:56 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-2/Gamblers-ruin-estimates-on-finite-inner-uniform-domains/10.1214/20-AAP1607.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Gambler's ruin; Harnack inequality; Markov chains",
}
@Article{Friz:2021:PAR,
author = "P. K. Friz and P. Gassiat and P. Pigato",
title = "Precise asymptotics: Robust stochastic volatility
models",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "2",
pages = "896--940",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1608",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60L30; 60L90; 91G20; 60H30; 60F10; 60G22; 60G18",
bibdate = "Thu May 20 16:59:56 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-2/Precise-asymptotics-Robust-stochastic-volatility-models/10.1214/20-AAP1608.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "European option pricing; Regularity structures; Rough
paths; Rough volatility; small-time asymptotics",
}
@Article{Castiel:2021:IIL,
author = "Eyal Castiel and Sem Borst and Laurent Miclo and
Florian Simatos and Phil Whiting",
title = "Induced idleness leads to deterministic heavy traffic
limits for queue-based random-access algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "2",
pages = "941--971",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1609",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K25; 60K35",
bibdate = "Thu May 20 16:59:56 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-2/Induced-idleness-leads-to-deterministic-heavy-traffic-limits-for-queue/10.1214/20-AAP1609.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "CSMA algorithms; state space collapse; stochastic
averaging principle",
}
@Article{Vogrinc:2021:COS,
author = "Jure Vogrinc and Wilfrid S. Kendall",
title = "Counterexamples for optimal scaling of
{Metropolis--Hastings} chains with rough target
densities",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "2",
pages = "972--1019",
month = apr,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1612",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J22; 65C05; 60F05",
bibdate = "Thu May 20 16:59:56 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-2/Counterexamples-for-optimal-scaling-of-MetropolisHastings-chains-with-rough-target/10.1214/20-AAP1612.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Anomalous optimal scaling; expected square jump
distance; fractional Brownian motion; Markov chain
Monte Carlo; Metropolis--Hastings; Metropolis-adjusted
Langevin algorithm; Random walk Metropolis",
}
@Article{Du:2021:VEA,
author = "Qiming Du and Arnaud Guyader",
title = "Variance estimation in adaptive sequential {Monte
Carlo}",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "3",
pages = "1021--1060",
month = jun,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1611",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "47D08; 65C35; 60J80; 65C05",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-3/Variance-estimation-in-adaptive-sequential-Monte-Carlo/10.1214/20-AAP1611.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "central limit theorem; Feynman--Kac semigroups;
interacting particle systems; sequential Monte Carlo;
variance estimation",
}
@Article{Atar:2021:RBO,
author = "Rami Atar and Amarjit Budhiraja and Paul Dupuis and
Ruoyu Wu",
title = "Robust bounds and optimization at the large deviations
scale for queueing models via {R{\'e}nyi} divergence",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "3",
pages = "1061--1099",
month = jun,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1613",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F10; 60K25; 94A17",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-3/Robust-bounds-and-optimization-at-the-large-deviations-scale-for/10.1214/20-AAP1613.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "large deviations scale; Queueing; Risk-sensitive
control; robust bounds",
}
@Article{Szpruch:2021:AMS,
author = "Lukasz Szpruch and Alvin Tse",
title = "Antithetic multilevel sampling method for nonlinear
functionals of measure",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "3",
pages = "1100--1139",
month = jun,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1614",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H10; 65C35; 60K35",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-3/Antithetic-multilevel-sampling-method-for-nonlinear-functionals-of-measure/10.1214/20-AAP1614.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "antithetic multi-level Monte Carlo estimator;
McKean--Vlasov SDEs; propagation of chaos; Wasserstein
calculus",
}
@Article{Bender:2021:SRA,
author = "Christian Bender and Nikolaus Schweizer",
title = "``{Regression} anytime'' with brute-force {SVD}
truncation",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "3",
pages = "1140--1179",
month = jun,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1615",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65C05; 60H35; 62G08; 90C39",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-3/Regression-anytime-with-brute-force-SVD-truncation/10.1214/20-AAP1615.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "BSDEs; dynamic programming; least-squares Monte Carlo;
Monte Carlo simulation; quantitative finance;
regression later; Statistical learning",
}
@Article{Chen:2021:RCM,
author = "Xin Chen and Takashi Kumagai and Jian Wang",
title = "Random conductance models with stable-like jumps:
Quenched invariance principle",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "3",
pages = "1180--1231",
month = jun,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1616",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G51; 60G52; 60J25; 60J75",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-3/Random-conductance-models-with-stable-like-jumps--Quenched-invariance/10.1214/20-AAP1616.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "long range jump; quenched invariance principle; Random
conductance model; stable-like process",
}
@Article{Guo:2021:PDO,
author = "Ivan Guo and Gr{\'e}goire Loeper",
title = "Path dependent optimal transport and model calibration
on exotic derivatives",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "3",
pages = "1232--1263",
month = jun,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1617",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H30; 91G80; 93E20",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-3/Path-dependent-optimal-transport-and-model-calibration-on-exotic-derivatives/10.1214/20-AAP1617.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Optimal transport; path dependent PDE; volatility
calibration",
}
@Article{Kroshnin:2021:SIB,
author = "Alexey Kroshnin and Vladimir Spokoiny and Alexandra
Suvorikova",
title = "Statistical inference for {Bures--Wasserstein}
barycenters",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "3",
pages = "1264--1298",
month = jun,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1618",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-3/Statistical-inference-for-BuresWasserstein-barycenters/10.1214/20-AAP1618.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Bures-Wasserstein barycenter; central limit theorem;
Concentration; Hermitian operators; Wasserstein
barycenter",
}
@Article{Caillerie:2021:DAK,
author = "Nils Caillerie and Julien Vovelle",
title = "Diffusion-approximation for a kinetic equation with
perturbed velocity redistribution process",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "3",
pages = "1299--1335",
month = jun,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1619",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "35R60; 35Q20; 60H15; 35B40",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-3/Diffusion-approximation-for-a-kinetic-equation-with-perturbed-velocity-redistribution/10.1214/20-AAP1619.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "diffusion-approximation; Kinetic equation",
}
@Article{Rockner:2021:CST,
author = "Michael R{\"o}ckner and Huanyu Yang and Rongchan Zhu",
title = "Conservative stochastic two-dimensional
{Cahn--Hilliard} equation",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "3",
pages = "1336--1375",
month = jun,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1620",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H15; 82C28",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-3/Conservative-stochastic-two-dimensional-CahnHilliard-equation/10.1214/20-AAP1620.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Dirichlet forms; Nonlinear stochastic PDE; space-time
white noise; Stochastic quantization problem; Wick
power",
}
@Article{Bielecki:2021:SSF,
author = "Tomasz R. Bielecki and Jacek Jakubowski and Monique
Jeanblanc and Mariusz Nieweg{\l}owski",
title = "Semimartingales and shrinkage of filtration",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "3",
pages = "1376--1402",
month = jun,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1621",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G99; 60H99",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-3/Semimartingales-and-shrinkage-of-filtration/10.1214/20-AAP1621.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Filtration shrinkage; optional projection;
Semimartingale; semimartingale characteristics; special
semimartingale",
}
@Article{Olvera-Cravioto:2021:PBU,
author = "Mariana Olvera-Cravioto",
title = "{PageRank's} behavior under degree correlations",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "3",
pages = "1403--1442",
month = jun,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1623",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "05C80; 60J80; 41A60; 60B10",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib;
https://www.math.utah.edu/pub/tex/bib/pagerank.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-3/PageRanks-behavior-under-degree-correlations/10.1214/20-AAP1623.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "complex networks; degree-correlations; Directed random
graphs; distributional fixed-point equations; PageRank;
power laws; ranking algorithms; Weighted branching
processes",
}
@Article{McVinish:2021:FAS,
author = "Ross McVinish and Liam Hodgkinson",
title = "Fast approximate simulation of finite long-range spin
systems",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "3",
pages = "1443--1473",
month = jun,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1624",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H35; 60K35; 65C99",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-3/Fast-approximate-simulation-of-finite-long-range-spin-systems/10.1214/20-AAP1624.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "error analysis; mean-field models; rate of
convergence; simulation; Spin system; Tau-leaping",
}
@Article{Gamarnik:2021:CPF,
author = "David Gamarnik and Eren C. Kizildag",
title = "Computing the partition function of the
{Sherrington--Kirkpatrick} model is hard on average",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "3",
pages = "1474--1504",
month = jun,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1625",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60C05; 68Q87; 82D30; 82B44; 68Q25",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-3/Computing-the-partition-function-of-the-SherringtonKirkpatrick-model-is-hard/10.1214/20-AAP1625.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "average-case hardness; computational complexity; list
decoding; Partition function; Sherrington--Kirkpatrick
model; Spin glasses; statistical physics",
}
@Article{Matoussi:2021:CSS,
author = "Anis Matoussi and Dylan Possama{\"\i} and Chao Zhou",
title = "Corrigendum for {``Second-order reflected backward
stochastic differential equations'' and ``Second-order
BSDEs with general reflection and game options under
uncertainty''}",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "3",
pages = "1505--1522",
month = jun,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1622",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H10; 60H30",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-3/Corrigendum-for-Second-order-reflected-backward-stochastic-differential-equations-and/10.1214/20-AAP1622.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "2BSDEs; reflections; Skorokhod condition",
}
@Article{Janson:2021:PAV,
author = "Svante Janson and Lutz Warnke",
title = "Preferential attachment without vertex growth:
Emergence of the giant component",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "4",
pages = "1523--1547",
month = aug,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1610",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "05C80; 60C05; 90B15",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-4/Preferential-attachment-without-vertex-growth--Emergence-of-the-giant/10.1214/20-AAP1610.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Giant component; phase transition; preferential
attachment; random graph; random graph process",
}
@Article{Bhattacharya:2021:ADB,
author = "Bhaswar B. Bhattacharya and Somabha Mukherjee and
Sumit Mukherjee",
title = "Asymptotic distribution of {Bernoulli} quadratic
forms",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "4",
pages = "1548--1597",
month = aug,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1626",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60C05; 60F05; 05D99; 60H05; 05C80",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-4/Asymptotic-distribution-of-Bernoulli-quadratic-forms/10.1214/20-AAP1626.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "combinatorial probability; limit theorems; moment
phenomena; Poisson approximation; Random quadratic
forms",
}
@Article{Calka:2021:CHP,
author = "Pierre Calka and J. E. Yukich",
title = "Convex hulls of perturbed random point sets",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "4",
pages = "1598--1632",
month = aug,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1627",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05; 60D05",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-4/Convex-hulls-of-perturbed-random-point-sets/10.1214/20-AAP1627.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "central limit theorems; convex hulls; k-face
functional; Random polytopes; variance asymptotics",
}
@Article{Qin:2021:LSS,
author = "Qian Qin and James P. Hobert",
title = "On the limitations of single-step drift and
minorization in {Markov} chain convergence analysis",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "4",
pages = "1633--1659",
month = aug,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1628",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J05",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-4/On-the-limitations-of-single-step-drift-and-minorization-in/10.1214/20-AAP1628.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "convergence rate; coupling; geometric ergodicity;
high-dimensional inference; optimal bound; quantitative
bound; renewal theory",
}
@Article{Fang:2021:HDC,
author = "Xiao Fang and Yuta Koike",
title = "High-dimensional central limit theorems by {Stein}'s
method",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "4",
pages = "1660--1686",
month = aug,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1629",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05; 62E17",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-4/High-dimensional-central-limit-theorems-by-Steins-method/10.1214/20-AAP1629.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "central limit theorem; Exchangeable pairs; high
dimensions; local dependence; multiple Wiener-It{\^o}
integrals; nonlinear statistic; Stein kernel; Stein's
method",
}
@Article{Cao:2021:CLT,
author = "Sky Cao",
title = "Central limit theorems for combinatorial optimization
problems on sparse {Erd{\H{o}}s--R{\'e}nyi} graphs",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "4",
pages = "1687--1723",
month = aug,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1630",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05; 90C27; 82B44",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-4/Central-limit-theorems-for-combinatorial-optimization-problems-on-sparse-Erd%c5%91sR%c3%a9nyi/10.1214/20-AAP1630.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "central limit theorem; Combinatorial optimization;
endogeny; Erd{\H{o}}s-R{\'e}nyi graph; generalized
perturbative approach; long-range independence; maximum
weight matching; Minimum matching; optimal edge cover;
replica symmetry; Stein's method",
}
@Article{Athreya:2021:GVS,
author = "Siva Athreya and Frank den Hollander and Adrian
R{\"o}llin",
title = "Graphon-valued stochastic processes from population
genetics",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "4",
pages = "1724--1745",
month = aug,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1631",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "05C80; 60J68; 60K35",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-4/Graphon-valued-stochastic-processes-from-population-genetics/10.1214/20-AAP1631.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Fisher-Wright diffusion; Fleming-Viot diffusion;
graphon dynamics; graphons; Moran model; Skorohod
topology; subgraph densities",
}
@Article{Bate:2021:COS,
author = "Michael E. Bate and Stephen B. Connor and Oliver
Matheau-Raven",
title = "Cutoff for a one-sided transposition shuffle",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "4",
pages = "1746--1773",
month = aug,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1632",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J10; 20C30",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-4/Cutoff-for-a-one-sided-transposition-shuffle/10.1214/20-AAP1632.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "coupon collecting; Cutoff phenomenon; mixing time;
representation theory; Young tableaux",
}
@Article{Schapira:2021:LSV,
author = "Bruno Schapira",
title = "Localization on 5 sites for vertex reinforced random
walks: Towards a characterization",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "4",
pages = "1774--1786",
month = aug,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1633",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-4/Localization-on-5-sites-for-vertex-reinforced-random-walks/10.1214/20-AAP1633.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Self-interacting random walks; vertex reinforced
random walk",
}
@Article{Kardaras:2021:ERM,
author = "Constantinos Kardaras and Scott Robertson",
title = "Ergodic robust maximization of asymptotic growth",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "4",
pages = "1787--1819",
month = aug,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1634",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G44; 60G46; 60H05",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-4/Ergodic-robust-maximization-of-asymptotic-growth/10.1214/20-AAP1634.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "long horizon; model uncertainty; robust growth;
Stochastic Portfolio Theory",
}
@Article{Champagnat:2021:SAE,
author = "Nicolas Champagnat and Sylvie M{\'e}l{\'e}ard and Viet
Chi Tran",
title = "Stochastic analysis of emergence of evolutionary
cyclic behavior in population dynamics with transfer",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "4",
pages = "1820--1867",
month = aug,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1635",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "92D25; 92D15; 60J80; 60K35; 60F99",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-4/Stochastic-analysis-of-emergence-of-evolutionary-cyclic-behavior-in-population/10.1214/20-AAP1635.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "bacterial conjugation; branching processes with
immigration; coupling; Horizontal gene transfer; large
population approximation; logistic competition; long
time behavior; stochastic individual-based models",
}
@Article{Chen:2021:PTRa,
author = "Wei-Kuo Chen and Madeline Handschy and Gilad Lerman",
title = "Phase transition in random tensors with multiple
independent spikes",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "4",
pages = "1868--1913",
month = aug,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1636",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "62F05; 62F10; 82D30; 82B26",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-4/Phase-transition-in-random-tensors-with-multiple-independent-spikes/10.1214/20-AAP1636.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "BBP transition; Parisi formula; Principal Component
Analysis; spiked matrix; spiked tensor; Spin glass",
}
@Article{Li:2021:GCT,
author = "Jia Li and Congshan Zhang and Yunxiao Liu",
title = "{Glivenko-Cantelli} theorems for integrated
functionals of stochastic processes",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "4",
pages = "1914--1943",
month = aug,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1637",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F17; 60G44; 60G57; 62G05",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-4/GlivenkoCantelli-theorems-for-integrated-functionals-of-stochastic-processes/10.1214/20-AAP1637.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Glivenko-Cantelli; high-frequency data; microstructure
noise; occupation measure; spot volatility",
}
@Article{Gnewuch:2021:DBC,
author = "Michael Gnewuch and Nils Hebbinghaus",
title = "Discrepancy bounds for a class of negatively dependent
random points including {Latin} hypercube samples",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "4",
pages = "1944--1965",
month = aug,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1638",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "11K38; 68Q87; 65D30; 65C05; 62D05; 60C05; 65Y20",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-4/Discrepancy-bounds-for-a-class-of-negatively-dependent-random-points/10.1214/20-AAP1638.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Latin hypercube sampling; Negatively dependent random
variables; padding by Monte Carlo; pre-asymptotic
bounds; quasi-Monte Carlo Sampling; Star discrepancy",
}
@Article{Bernardin:2021:DCK,
author = "C. Bernardin and T. Funaki and S. Sethuraman",
title = "Derivation of coupled {KPZ-Burgers} equation from
multi-species zero-range processes",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "4",
pages = "1966--2017",
month = aug,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1639",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 82C22; 60H15; 60G60; 60F17",
bibdate = "Wed Apr 6 07:46:07 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-4/Derivation-of-coupled-KPZ-Burgers-equation-from-multi-species-zero/10.1214/20-AAP1639.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Burgers; coupled; field; Fluctuation; Interacting;
KPZ; multi-species; nonlinear fluctuating
hydrodynamics; Particle system; weakly asymmetric;
Zero-range",
}
@Article{Mangoubi:2021:MHM,
author = "Oren Mangoubi and Aaron Smith",
title = "Mixing of {Hamiltonian Monte Carlo} on strongly
log-concave distributions: Continuous dynamics",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "5",
pages = "2019--2045",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1640",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J05; 65C40; 60J20; 68W20",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-5/Mixing-of-Hamiltonian-Monte-Carlo-on-strongly-log-concave-distributions/10.1214/20-AAP1640.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Hamiltonian Monte Carlo (HMC); Markov chain Monte
Carlo (MCMC); momentum; strong convexity",
}
@Article{Foutel-Rodier:2021:ECU,
author = "F{\'e}lix Foutel-Rodier and Amaury Lambert and
Emmanuel Schertzer",
title = "Exchangeable coalescents, ultrametric spaces, nested
interval-partitions: A unifying approach",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "5",
pages = "2046--2090",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1641",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G09; 60J35; 60C05; 54E70",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-5/Exchangeable-coalescents-ultrametric-spaces-nested-interval-partitions--A-unifying/10.1214/20-AAP1641.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "$\Lambda$-coalescents; Combs; compositions; flow of
bridges; Gromov-weak topology; metric measure spaces;
nested compositions",
}
@Article{Ball:2021:CLT,
author = "Frank Ball",
title = "Central limit theorems for {SIR} epidemics and
percolation on configuration model random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "5",
pages = "2091--2142",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1642",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 92D30; 05C80; 60F05; 60J27; 91D30",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-5/Central-limit-theorems-for-SIR-epidemics-and-percolation-on-configuration/10.1214/20-AAP1642.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Bond and site percolation; central limit theorem;
configuration model; density dependent population
process; random graph; SIR epidemic; size of epidemic",
}
@Article{Jaramillo:2021:AFL,
author = "Arturo Jaramillo and Ivan Nourdin and Giovanni
Peccati",
title = "Approximation of fractional local times: Zero energy
and derivatives",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "5",
pages = "2143--2191",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1643",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G22; 60H07; 60J55; 60F17",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-5/Approximation-of-fractional-local-times-Zero-energy-and-derivatives/10.1214/20-AAP1643.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "derivatives of the local time; fractional Brownian
motion; Functional limit theorems; high-frequency
observations; Malliavin calculus",
}
@Article{Broman:2021:FCP,
author = "Erik I. Broman and Olof Elias and Filipe Mussini and
Johan Tykesson",
title = "The fractal cylinder process: Existence and
connectivity phase transitions",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "5",
pages = "2192--2243",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1644",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 82B43; 28A80",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-5/The-fractal-cylinder-process-Existence-and-connectivity-phase-transitions/10.1214/20-AAP1644.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "fractal percolation; Poisson cylinder model; Random
fractals",
}
@Article{Jaber:2021:LQC,
author = "Eduardo Abi Jaber and Enzo Miller and Huy{\^e}n Pham",
title = "Linear-quadratic control for a class of stochastic
{Volterra} equations: Solvability and approximation",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "5",
pages = "2244--2274",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1645",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "93E20; 49N10; 60G22; 60H20",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-5/Linear-quadratic-control-for-a-class-of-stochastic-Volterra-equations/10.1214/20-AAP1645.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "linear-quadratic control; Riccati equations in Banach
space; Stochastic Volterra equations",
}
@Article{Hermon:2021:EDE,
author = "Jonathan Hermon and Justin Salez",
title = "Entropy dissipation estimates for inhomogeneous
zero-range processes",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "5",
pages = "2275--2283",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1646",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60J27",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-5/Entropy-dissipation-estimates-for-inhomogeneous-zero-range-processes/10.1214/20-AAP1646.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "entropy dissipation; modified logarithmic Sobolev
inequalities; Zero-range dynamics",
}
@Article{Henning:2021:CLG,
author = "Florian Henning and Christof K{\"u}lske",
title = "Coexistence of localized {Gibbs} measures and
delocalized gradient {Gibbs} measures on trees",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "5",
pages = "2284--2310",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1647",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "82B26; 60K35",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-5/Coexistence-of-localized-Gibbs-measures-and-delocalized-gradient-Gibbs-measures/10.1214/20-AAP1647.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "boundary law; delocalization; Gibbs measures; gradient
Gibbs measures; heavy tails; Localization; regular
tree",
}
@Article{Marinucci:2021:NUF,
author = "Domenico Marinucci and Maurizia Rossi and Anna
Vidotto",
title = "Non-universal fluctuations of the empirical measure
for isotropic stationary fields on {$ \mathbb {S}^2
\times \mathbb {R} $}",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "5",
pages = "2311--2349",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1648",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G60; 60F05; 60D05; 33C55",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-5/Non-universal-fluctuations-of-the-empirical-measure-for-isotropic-stationary/10.1214/20-AAP1648.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Berry's cancellation; central and noncentral limit
theorems; empirical measure; Sphere-cross-time random
fields",
}
@Article{Henry-Labordere:2021:BDR,
author = "Pierre Henry-Labord{\`e}re and Nizar Touzi",
title = "Branching diffusion representation for nonlinear
{Cauchy} problems and {Monte Carlo} approximation",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "5",
pages = "2350--2375",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1649",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "35A99; 35C15; 60J85; 65C05",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-5/Branching-diffusion-representation-for-nonlinear-Cauchy-problems-and-Monte-Carlo/10.1214/20-AAP1649.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "branching processes; Duhamel formula; nonlinear
initial value partial differential equations",
}
@Article{Budhiraja:2021:MSA,
author = "Amarjit Budhiraja and Eric Friedlander and Ruoyu Wu",
title = "Many-server asymptotics for join-the-shortest-queue:
Large deviations and rare events",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "5",
pages = "2376--2419",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1650",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F10; 90B15; 91B70; 60J75; 34H05",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-5/Many-server-asymptotics-for-join-the-shortest-queue--Large/10.1214/20-AAP1650.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "calculus of variations; diminishing rates;
discontinuous statistics; golden ratio;
infinite-dimensional Skorokhod problem; JSQ;
jump-Markov processes in infinite dimensions; large
deviations; load balancing",
}
@Article{HellouindeMenibus:2021:ABO,
author = "Benjamin {Hellouin de Menibus} and Yvan {Le Borgne}",
title = "Asymptotic behaviour of the one-dimensional
``rock--paper--scissors'' cyclic cellular automaton",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "5",
pages = "2420--2440",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1651",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J10; 37B15; 37A50; 60J70; 92D25",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-5/Asymptotic-behaviour-of-the-one-dimensional-rockpaperscissors-cyclic-cellular-automaton/10.1214/20-AAP1651.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "cellular automata; Cyclic dominance; heteroclinic
cycle; Population dynamics; Random walk",
}
@Article{Jourdain:2021:CMD,
author = "Benjamin Jourdain and Tony Leli{\`e}vre and
Pierre-Andr{\'e} Zitt",
title = "Convergence of metadynamics: Discussion of the
adiabatic hypothesis",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "5",
pages = "2441--2477",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1652",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J22; 65C40; 82C80",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-5/Convergence-of-metadynamics-Discussion-of-the-adiabatic-hypothesis/10.1214/20-AAP1652.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Adaptive biasing dynamics; metadynamics; Ray-Knight
representation; self-repelling diffusions",
}
@Article{Andrieu:2021:HPD,
author = "Christophe Andrieu and Alain Durmus and Nikolas
N{\"u}sken and Julien Roussel",
title = "Hypocoercivity of piecewise deterministic {Markov}
process-{Monte Carlo}",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "5",
pages = "2478--2517",
month = oct,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1653",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J22; 60J25; 65C40",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-5/Hypocoercivity-of-piecewise-deterministic-Markov-process-Monte-Carlo/10.1214/20-AAP1653.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "geometric convergence; Hypoellipticity; PDMCMC",
}
@Article{Peigne:2021:RTD,
author = "Marc Peign{\'e} and Wolfgang Woess",
title = "Recurrence of two-dimensional queueing processes, and
random walk exit times from the quadrant",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "6",
pages = "2519--2537",
month = dec,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1654",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G50; 37H05; 60K25",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-6/Recurrence-of-two-dimensional-queueing-processes-and-random-walk-exit/10.1214/20-AAP1654.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "exit times; Lindley process; Queueing theory; random
walk in the quadrant; recurrence",
}
@Article{Dianetti:2021:SMF,
author = "Jodi Dianetti and Giorgio Ferrari and Markus Fischer
and Max Nendel",
title = "Submodular mean field games: Existence and
approximation of solutions",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "6",
pages = "2538--2566",
month = dec,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1655",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "93E20; 91A15; 06B23; 49J45",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-6/Submodular-mean-field-games-Existence-and-approximation-of-solutions/10.1214/20-AAP1655.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "complete lattice; first order stochastic dominance;
Mean field games; submodular cost function; Tarski's
fixed point theorem",
}
@Article{Bobkov:2021:SFA,
author = "Sergey G. Bobkov and Michel Ledoux",
title = "A simple {Fourier} analytic proof of the {AKT} optimal
matching theorem",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "6",
pages = "2567--2584",
month = dec,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1656",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60D05; 49Q22; 62G30; 60H15; 58J35; 49J55",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-6/A-simple-Fourier-analytic-proof-of-the-AKT-optimal-matching/10.1214/20-AAP1656.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Ajtai-Koml{\'o}s-Tusn{\'a}dy theorem; empirical
measure; Fourier analysis; heat kernel smoothing;
optimal matching",
}
@Article{Aurzada:2021:BCI,
author = "Frank Aurzada and Volker Betz and Mikhail Lifshits",
title = "Breaking a chain of interacting {Brownian} particles",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "6",
pages = "2585--2611",
month = dec,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1658",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60G15; 60H10; 60J70",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-6/Breaking-a-chain-of-interacting-Brownian-particles/10.1214/20-AAP1658.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Interacting Brownian particles; Ornstein--Uhlenbeck
processes; Stochastic differential equation",
}
@Article{Deligiannidis:2021:RHM,
author = "George Deligiannidis and Daniel Paulin and Alexandre
Bouchard-C{\^o}t{\'e} and Arnaud Doucet",
title = "Randomized {Hamiltonian Monte Carlo} as scaling limit
of the bouncy particle sampler and dimension-free
convergence rates",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "6",
pages = "2612--2662",
month = dec,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1659",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65C05; 60F17; 60J25",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-6/Randomized-Hamiltonian-Monte-Carlo-as-scaling-limit-of-the-bouncy/10.1214/20-AAP1659.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Bouncy particle sampler; coupling; hypocoercivity;
Randomized Hamiltonian Monte Carlo; weak convergence",
}
@Article{Moharrami:2021:PMP,
author = "Mehrdad Moharrami and Cristopher Moore and Jiaming
Xu",
title = "The planted matching problem: Phase transitions and
exact results",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "6",
pages = "2663--2720",
month = dec,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1660",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "90C27; 68Q87; 05C80; 62F15; 05C70; 82B26",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-6/The-planted-matching-problem-Phase-transitions-and-exact-results/10.1214/20-AAP1660.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Combinatorial optimization; Local weak convergence;
message-passing algorithms; Phase transitions; planted
problems; Random graphs",
}
@Article{Mitsche:2021:LTC,
author = "Dieter Mitsche and Mathew D. Penrose",
title = "Limit theory of combinatorial optimization for random
geometric graphs",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "6",
pages = "2721--2771",
month = dec,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1661",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "05C80; 60D05; 60F15; 90C27; 60G55",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-6/Limit-theory-of-combinatorial-optimization-for-random-geometric-graphs/10.1214/20-AAP1661.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "clique-covering number; dense limit; domination
number; independence number; minimum-weight matching;
Random geometric graph; sphere packing; subadditivity;
thermodynamic limit; Traveling salesman problem",
}
@Article{Davies:2021:RTT,
author = "Sami Davies and Mikl{\'o}s Z. R{\'a}cz and Cyrus
Rashtchian",
title = "Reconstructing trees from traces",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "6",
pages = "2772--2810",
month = dec,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1662",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60C05; 68Q32; 30C80",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-6/Reconstructing-trees-from-traces/10.1214/21-AAP1662.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "deletion channel; Littlewood polynomials; Trace
reconstruction; tree trace reconstruction",
}
@Article{Bierkens:2021:LDE,
author = "Joris Bierkens and Pierre Nyquist and Mikola C.
Schlottke",
title = "Large deviations for the empirical measure of the
zig-zag process",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "6",
pages = "2811--2843",
month = dec,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1663",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F10; 60J25",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-6/Large-deviations-for-the-empirical-measure-of-the-zig-zag/10.1214/21-AAP1663.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "empirical measure; large deviations; Piecewise
deterministic Markov process; zig-zag process",
}
@Article{Graham:2021:RPL,
author = "Carl Graham",
title = "Regenerative properties of the linear {Hawkes} process
with unbounded memory",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "6",
pages = "2844--2863",
month = dec,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1664",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G55; 60K05; 62M09; 44A10",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-6/Regenerative-properties-of-the-linear-Hawkes-process-with-unbounded-memory/10.1214/21-AAP1664.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "infinite-server queues; Laplace transforms; long-time
asymptotics; Poisson cluster processes; regenerative
processes",
}
@Article{Dembo:2021:ULL,
author = "Amir Dembo and Eyal Lubetzky and Ofer Zeitouni",
title = "Universality for {Langevin}-like spin glass dynamics",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "6",
pages = "2864--2880",
month = dec,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1665",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60F10; 60H10; 82C31; 82C44",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-6/Universality-for-Langevin-like-spin-glass-dynamics/10.1214/21-AAP1665.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Interacting random processes; Langevin dynamics; SDEs;
Universality",
}
@Article{Chen:2021:PTRb,
author = "Louis H. Y. Chen and Adrian R{\"o}llin and Aihua Xia",
title = "Palm theory, random measures and {Stein} couplings",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "6",
pages = "2881--2923",
month = dec,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1666",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05; 60G55; 60G57",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-6/Palm-theory-random-measures-and-Stein-couplings/10.1214/21-AAP1666.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Normal approximation; Palm distribution; random
measure; Stein coupling; Stein's method; Stochastic
geometry",
}
@Article{Jaber:2021:WST,
author = "Eduardo Abi Jaber and Christa Cuchiero and Martin
Larsson and Sergio Pulido",
title = "A weak solution theory for stochastic {Volterra}
equations of convolution type",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "6",
pages = "2924--2952",
month = dec,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1667",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H20; 60H05; 60G22; 60G17",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-6/A-weak-solution-theory-for-stochastic-Volterra-equations-of-convolution/10.1214/21-AAP1667.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Martingale problem; nonlinear Hawkes processes;
stochastic convolution equations; Stochastic Volterra
equations",
}
@Article{Cai:2021:AAE,
author = "T. Tony Cai and Tiefeng Jiang and Xiaoou Li",
title = "Asymptotic analysis for extreme eigenvalues of
principal minors of random matrices",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "6",
pages = "2953--2990",
month = dec,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1668",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B20; 60F99; 60K35",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-6/Asymptotic-analysis-for-extreme-eigenvalues-of-principal-minors-of-random/10.1214/21-AAP1668.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Extremal eigenvalues; maximum of random variables;
minimum of random variables; Random matrix",
}
@Article{Ernst:2021:ABO,
author = "Philip A. Ernst and Sandro Franceschi",
title = "Asymptotic behavior of the occupancy density for
obliquely reflected {Brownian} motion in a half-plane
and {Martin} boundary",
journal = j-ANN-APPL-PROBAB,
volume = "31",
number = "6",
pages = "2991--3016",
month = dec,
year = "2021",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1681",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J60; 60K25; 30D05; 90B22",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-31/issue-6/Asymptotic-behavior-of-the-occupancy-density-for-obliquely-reflected-Brownian/10.1214/21-AAP1681.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "exact asymptotics; Green's function; Laplace
transform; Martin boundary; obliquely reflected
Brownian motion in a half-plane; Occupancy density;
saddle-point method; stationary distribution",
}
@Article{Amendola:2022:CIM,
author = "Carlos Am{\'e}ndola and Claudia Kl{\"u}ppelberg and
Steffen Lauritzen and Ngoc M. Tran",
title = "Conditional independence in max-linear {Bayesian}
networks",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "1",
pages = "1--45",
month = feb,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1670",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "62H22; 60G70; 14T90; 62R01",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-1/Conditional-independence-in-max-linear-Bayesian-networks/10.1214/21-AAP1670.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Bayesian network; Conditional independence;
d-separation; Directed acyclic graph; faithfulness;
hitting scenario; Markov properties; max-linear model;
Tropical geometry",
}
@Article{Bandyopadhyay:2022:NAP,
author = "Antar Bandyopadhyay and Debleena Thacker",
title = "A new approach to {P{\'o}lya} urn schemes and its
infinite color generalization",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "1",
pages = "46--79",
month = feb,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1671",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05; 60F10; 60G50",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-1/A-new-approach-to-P%c3%b3lya-urn-schemes-and-its-infinite/10.1214/21-AAP1671.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "branching Markov chains; color count statistics;
infinite color urn; Random recursive trees; random
replacement matrices; reinforcement processes;
representation theorem; urn models",
}
@Article{Horst:2022:PLU,
author = "Ulrich Horst and Xiaonyu Xia and Chao Zhou",
title = "Portfolio liquidation under factor uncertainty",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "1",
pages = "80--123",
month = feb,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1672",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "93E20; 91B70; 60H30",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-1/Portfolio-liquidation-under-factor-uncertainty/10.1214/21-AAP1672.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "portfolio liquidation; singular terminal value;
Stochastic control; superlinear growth gradient;
uncertainty",
}
@Article{Qin:2022:WBM,
author = "Qian Qin and James P. Hobert",
title = "{Wasserstein}-based methods for convergence complexity
analysis of {MCMC} with applications",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "1",
pages = "124--166",
month = feb,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1673",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J05",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-1/Wasserstein-based-methods-for-convergence-complexity-analysis-of-MCMC-with/10.1214/21-AAP1673.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "coupling; drift condition; geometric ergodicity; High
dimensional inference; minorization condition; random
mapping",
}
@Article{Lerouvillois:2022:HLI,
author = "Vincent Lerouvillois and Fabio Toninelli",
title = "Hydrodynamic limit for a {$2$D} interlaced particle
process",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "1",
pages = "167--190",
month = feb,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1674",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 82B20",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-1/Hydrodynamic-limit-for-a-2D-interlaced-particle-process/10.1214/21-AAP1674.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Hydrodynamic limit; stochastic growth processes",
}
@Article{Dombry:2022:HRV,
author = "Cl{\'e}ment Dombry and Charles Tillier and Olivier
Wintenberger",
title = "Hidden regular variation for point processes and the
single\slash multiple large point heuristic",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "1",
pages = "191--234",
month = feb,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1675",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G70",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-1/Hidden-regular-variation-for-point-processes-and-the-single-multiple/10.1214/21-AAP1675.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "hidden regular variation; point process; regular
variation; Risk theory",
}
@Article{Casanova:2022:SCW,
author = "Adri{\'a}n Gonz{\'a}lez Casanova and Ver{\'o}nica
Mir{\'o} Pina and Arno Siri-J{\'e}gousse",
title = "The symmetric coalescent and {Wright--Fisher} models
with bottlenecks",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "1",
pages = "235--268",
month = feb,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1676",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60J80",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-1/The-symmetric-coalescent-and-WrightFisher-models-with-bottlenecks/10.1214/21-AAP1676.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "$ \Xi $-coalescent; bottlenecks; coalescent processes;
convergence in measure; moment duality; Population
genetics; Skorokhod topology; symmetric coalescent",
}
@Article{Lacoin:2022:URS,
author = "Hubert Lacoin",
title = "A universality result for subcritical complex
{Gaussian} multiplicative chaos",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "1",
pages = "269--293",
month = feb,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1677",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F99; 60G15; 82B99",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-1/A-universality-result-for-subcritical-complex-Gaussian-multiplicative-chaos/10.1214/21-AAP1677.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Gaussian multiplicative chaos; log-correlated fields;
random distributions",
}
@Article{Kramkov:2022:OTP,
author = "Dmitry Kramkov and Yan Xu",
title = "An optimal transport problem with backward martingale
constraints motivated by insider trading",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "1",
pages = "294--326",
month = feb,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1678",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G42; 91B24; 91B52",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-1/An-optimal-transport-problem-with-backward-martingale-constraints-motivated-by/10.1214/21-AAP1678.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Fitzpatrick function; Kyle equilibrium; Martingale
optimal transport; maximal monotone set",
}
@Article{Morina:2022:BFD,
author = "Giulio Morina and Krzysztof Latuszy{\'n}ski and Piotr
Nayar and Alex Wendland",
title = "From the {Bernoulli} factory to a dice enterprise via
perfect sampling of {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "1",
pages = "327--359",
month = feb,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1679",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-1/From-the-Bernoulli-factory-to-a-dice-enterprise-via-perfect/10.1214/21-AAP1679.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "60-08; Bernoulli factory; Log-concavity; Markov chain;
perfect simulation; rational function",
}
@Article{Coppini:2022:LTD,
author = "Fabio Coppini",
title = "Long time dynamics for interacting oscillators on
graphs",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "1",
pages = "360--391",
month = feb,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1680",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "82C20; 60K35; 82C31; 82C44",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-1/Long-time-dynamics-for-interacting-oscillators-on-graphs/10.1214/21-AAP1680.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "cut-norm; Grothendieck's inequality; Interacting
oscillators; Long time dynamics; Random graphs;
self-normalized processes; Stochastic partial
differential equations",
}
@Article{Butez:2022:EPT,
author = "Raphael Butez and David Garc{\'\i}a-Zelada",
title = "Extremal particles of two-dimensional {Coulomb} gases
and random polynomials on a positive background",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "1",
pages = "392--425",
month = feb,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1682",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G55; 82B21; 60F05; 60K35; 30C15",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-1/Extremal-particles-of-two-dimensional-Coulomb-gases-and-random-polynomials/10.1214/21-AAP1682.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Bergman kernel; Coulomb gas; determinantal point
process; Gibbs measure; Interacting particle system;
random polynomial",
}
@Article{Hu:2022:CSL,
author = "Ying Hu and Xiaomin Shi and Zuo Quan Xu",
title = "Constrained stochastic {LQ} control with regime
switching and application to portfolio selection",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "1",
pages = "426--460",
month = feb,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1684",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "93E20; 60H30; 91G10",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-1/Constrained-stochastic-LQ-control-with-regime-switching-and-application-to/10.1214/21-AAP1684.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Constrained stochastic LQ control; existence; extended
stochastic Riccati equation; mean-variance portfolio
selection; regime switching; uniqueness",
}
@Article{McGoff:2022:GPC,
author = "Kevin McGoff and Sayan Mukherjee and Andrew B. Nobel",
title = "{Gibbs} posterior convergence and the thermodynamic
formalism",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "1",
pages = "461--496",
month = feb,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1685",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "62M09; 37D35",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-1/Gibbs-posterior-convergence-and-the-thermodynamic-formalism/10.1214/21-AAP1685.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Bayesian posterior consistency; Gibbs measure; Gibbs
posterior principle; Thermodynamic formalism",
}
@Article{Addario-Berry:2022:BRR,
author = "Louigi Addario-Berry and Luc Devroye and G{\'a}bor
Lugosi and Vasiliki Velona",
title = "Broadcasting on random recursive trees",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "1",
pages = "497--528",
month = feb,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1686",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60C05; 68Q32",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-1/Broadcasting-on-random-recursive-trees/10.1214/21-AAP1686.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Broadcasting problem; preferential attachment; Random
trees; uniform attachment",
}
@Article{Backhoff:2022:EPA,
author = "Julio Backhoff and Daniel Bartl and Mathias
Beiglb{\"o}ck and Johannes Wiesel",
title = "Estimating processes in adapted {Wasserstein}
distance",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "1",
pages = "529--550",
month = feb,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1687",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G42; 90C46; 58E30",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-1/Estimating-processes-in-adapted-Wasserstein-distance/10.1214/21-AAP1687.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "adapted weak topology; empirical measure; nested
distance; Wasserstein distance",
}
@Article{Dobler:2022:FCS,
author = "Christian D{\"o}bler and Miko{\l}aj J. Kasprzak and
Giovanni Peccati",
title = "Functional convergence of sequential {$U$}-processes
with size-dependent kernels",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "1",
pages = "551--601",
month = feb,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1688",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F17; 62G20; 60D05",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-1/Functional-convergence-of-sequential-U-processes-with-size-dependent-kernels/10.1214/21-AAP1688.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Asymptotic properties of estimators; contractions;
Functional limit theorems; Hoeffding decompositions;
product formulae; Random geometric graphs; Stein's
method; U-statistics",
}
@Article{Fang:2022:NEB,
author = "Xiao Fang and Yuta Koike",
title = "New error bounds in multivariate normal approximations
via exchangeable pairs with applications to {Wishart}
matrices and fourth moment theorems",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "1",
pages = "602--631",
month = feb,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1690",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05; 62E17",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-1/New-error-bounds-in-multivariate-normal-approximations-via-exchangeable-pairs/10.1214/21-AAP1690.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "central limit theorem; Exchangeable pairs; Fourth
moment theorem; Stein's method; Wishart matrix",
}
@Article{Foucart:2022:PTC,
author = "Cl{\'e}ment Foucart",
title = "A phase transition in the coming down from infinity of
simple exchangeable fragmentation-coagulation
processes",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "1",
pages = "632--664",
month = feb,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1691",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J25; 60J50; 60J80; 60J90; 60G09",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-1/A-phase-transition-in-the-coming-down-from-infinity-of/10.1214/21-AAP1691.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "boundary behavior; Coalescence; coming down from
infinity; coupling; exchangeability; fragmentation;
partition-valued processes",
}
@Article{Baldasso:2022:LDI,
author = "Rangel Baldasso and Alan Pereira and Guilherme Reis",
title = "Large deviations for interacting diffusions with
path-dependent {McKean--Vlasov} limit",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "1",
pages = "665--695",
month = feb,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1692",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F10; 35R60",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-1/Large-deviations-for-interacting-diffusions-with-path-dependent-McKeanVlasov-limit/10.1214/21-AAP1692.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "McKean--Vlasov diffusions; Path-dependent SDEs",
}
@Article{Bhattacharjee:2022:LDS,
author = "Chinmoy Bhattacharjee and Matthias Schulte",
title = "Large degrees in scale-free inhomogeneous random
graphs",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "1",
pages = "696--720",
month = feb,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1693",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G70; 05C80; 60F05; 05C82; 60G55",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-1/Large-degrees-in-scale-free-inhomogeneous-random-graphs/10.1214/21-AAP1693.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Hill estimator; maximum degree; Poisson process
convergence; Random graphs",
}
@Article{Backhoff-Veraguas:2022:SMO,
author = "J. Backhoff-Veraguas and G. Pammer",
title = "Stability of martingale optimal transport and weak
optimal transport",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "1",
pages = "721--752",
month = feb,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1694",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G42; 60B10; 60E15; 49Q22",
bibdate = "Wed Apr 6 07:46:08 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-1/Stability-of-martingale-optimal-transport-and-weak-optimal-transport/10.1214/21-AAP1694.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "causal transport; martingale transport; robust
finance; stability; weak adapted topology; weak
transport",
}
@Article{Bufetov:2022:ATA,
author = "Alexey Bufetov and Vadim Gorin and Dan Romik",
title = "Absorbing time asymptotics in the oriented swap
process",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "2",
pages = "753--763",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1695",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "82C22",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-2/Absorbing-time-asymptotics-in-the-oriented-swap-process/10.1214/21-AAP1695.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Interacting particle system; Last passage percolation;
Oriented swap process; Totally asymmetric simple
exclusion process",
}
@Article{Bernou:2022:CAC,
author = "Armand Bernou and Nicolas Fournier",
title = "A coupling approach for the convergence to equilibrium
for a collisionless gas",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "2",
pages = "764--811",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1696",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J25; 82C40",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-2/A-coupling-approach-for-the-convergence-to-equilibrium-for-a/10.1214/21-AAP1696.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "collisionless gas; coupling; Long-time behaviour;
Markov process; Stochastic billiards; subexponential
convergence to equilibrium",
}
@Article{Baxendale:2022:RCF,
author = "Peter Baxendale and Ting-Kam Leonard Wong",
title = "Random concave functions",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "2",
pages = "812--852",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1697",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60D05; 60G55; 62P05; 62G99",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-2/Random-concave-functions/10.1214/21-AAP1697.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Concave function; Extreme value theory; Optimal
transport; Poisson point process; Stochastic Portfolio
Theory; universal portfolio",
}
@Article{Christensen:2022:AOE,
author = "S{\"o}ren Christensen and Jan Kallsen and Matthias
Lenga",
title = "Are {American} options {European} after all?",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "2",
pages = "853--892",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1698",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G40; 91G20; 46A20",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-2/Are-American-options-European-after-all/10.1214/21-AAP1698.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "cheapest dominating European option; Duality; embedded
American option; free boundary problem; Optimal
stopping; representable American option",
}
@Article{Hening:2022:CDT,
author = "Alexandru Hening and Dang H. Nguyen and Sebastian J.
Schreiber",
title = "A classification of the dynamics of three-dimensional
stochastic ecological systems",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "2",
pages = "893--931",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1699",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "92D25; 37H15; 60H10; 60J60",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-2/A-classification-of-the-dynamics-of-three-dimensional-stochastic-ecological/10.1214/21-AAP1699.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "ergodicity; Kolmogorov system; Lotka--Volterra;
Lyapunov exponent; random environmental fluctuations",
}
@Article{Conforti:2022:PAC,
author = "Giovanni Conforti",
title = "A probabilistic approach to convex",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "2",
pages = "932--973",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1700",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J80; 60K35",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-2/A-probabilistic-approach-to-convex-%cf%95-entropy-decay-for-Markov/10.1214/21-AAP1700.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Beckner inequalities; convexity of the entropy;
coupling; Glauber dynamics; hardcore models; Markov
chains; Modified logarithmic Sobolev inequality",
}
@Article{Beffara:2022:LGR,
author = "Vincent Beffara and Sunil Chhita and Kurt Johansson",
title = "Local geometry of the rough-smooth interface in the
two-periodic {Aztec} diamond",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "2",
pages = "974--1017",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1701",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G55; 82B20; 60K35",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-2/Local-geometry-of-the-rough-smooth-interface-in-the-two/10.1214/21-AAP1701.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Airy kernel point process; Domino tilings;
two-periodic Aztec diamond",
}
@Article{Blanca:2022:EDS,
author = "Antonio Blanca and Pietro Caputo and Daniel Parisi and
Alistair Sinclair and Eric Vigoda",
title = "Entropy decay in the {Swendsen--Wang} dynamics on {$
\mathbb {Z}^d $}",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "2",
pages = "1018--1057",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1702",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J10; 82B20; 68Q87",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-2/Entropy-decay-in-the-SwendsenWang-dynamics-on-Zd/10.1214/21-AAP1702.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Log-Sobolev; mixing time; Potts model;
Swendsen--Wang",
}
@Article{Racz:2022:CRG,
author = "Mikl{\'o}s Z. R{\'a}cz and Anirudh Sridhar",
title = "Correlated randomly growing graphs",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "2",
pages = "1058--1111",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1703",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60C05; 05C80",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-2/Correlated-randomly-growing-graphs/10.1214/21-AAP1703.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "correlated random graphs; influence of the seed;
preferential attachment; Random graphs; randomly
growing graphs; uniform attachment",
}
@Article{Bhamidi:2022:REA,
author = "Shankar Bhamidi and Amarjit Budhiraja and Paul Dupuis
and Ruoyu Wu",
title = "Rare event asymptotics for exploration processes for
random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "2",
pages = "1112--1178",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1704",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F10; 60C05; 05C80; 90B15",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-2/Rare-event-asymptotics-for-exploration-processes-for-random-graphs/10.1214/21-AAP1704.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "branching processes; calculus of variations problems;
configuration model; diminishing rates; Euler--Lagrange
equations; Exploration process; Giant component; large
deviation principle; Poisson random measures; Random
graphs; singular dynamics; sparse regime; Variational
representations",
}
@Article{Duerinckx:2022:SLH,
author = "Mitia Duerinckx and Julian Fischer and Antoine
Gloria",
title = "Scaling limit of the homogenization commutator for
{Gaussian} coefficient fields",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "2",
pages = "1179--1209",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1705",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B12; 35B27; 60H07; 60F05; 60H25",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-2/Scaling-limit-of-the-homogenization-commutator-for-Gaussian-coefficient-fields/10.1214/21-AAP1705.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Fluctuations; linear elliptic PDE; quantitative CLT;
random coefficient field; Stochastic homogenization",
}
@Article{Forien:2022:HEM,
author = "Rapha{\"e}l Forien and {\'E}tienne Pardoux",
title = "Household epidemic models and {McKean--Vlasov}
{Poisson} driven stochastic differential equations",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "2",
pages = "1210--1233",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1706",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60F17; 92D30",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-2/Household-epidemic-models-and-McKeanVlasov--Poisson-driven-stochastic-differential-equations/10.1214/21-AAP1706.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Household epidemic model; interacting Markov jump
processes; McKean--Vlasov equations",
}
@Article{Adler:2022:STD,
author = "Mark Adler and Kurt Johansson and Pierre van
Moerbeke",
title = "A singular {Toeplitz} determinant and the discrete
tacnode kernel for skew-Aztec rectangles",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "2",
pages = "1234--1294",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1708",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G60; 60G65; 35Q53; 60G10; 35Q58",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-2/A-singular-Toeplitz-determinant-and-the-discrete-tacnode-kernel-for/10.1214/21-AAP1708.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Domino tilings; singular Toeplitz determinants;
Skew-Aztec rectangles; the discrete tacnode kernel",
}
@Article{Bukh:2022:PWC,
author = "Boris Bukh and Christopher Cox",
title = "Periodic words, common subsequences and frogs",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "2",
pages = "1295--1332",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1709",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J10",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-2/Periodic-words-common-subsequences-and-frogs/10.1214/21-AAP1709.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Chv{\'a}tal-Sankoff constants; common subsequences;
words",
}
@Article{Lu:2022:E,
author = "Jianfeng Lu and Lihan Wang",
title = "On explicit {$ L^2 $}-convergence rate estimate for
piecewise deterministic {Markov} processes in {MCMC}
algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "2",
pages = "1333--1361",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1710",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J22; 60J25; 65C40",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-2/On-explicit-L2-convergence-rate-estimate-for-piecewise-deterministic-Markov/10.1214/21-AAP1710.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "convergence rate; hypocoercivity; Piecewise
deterministic Markov process; Poincar{\'e}-type
inequality",
}
@Article{Olesker-Taylor:2022:MLN,
author = "Sam Olesker-Taylor",
title = "Metastability in loss networks with dynamic
alternative routing",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "2",
pages = "1362--1399",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1711",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K20; 60K25; 60K30; 90B15; 90B18; 90B22",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-2/Metastability-in-loss-networks-with-dynamic-alternative-routing/10.1214/21-AAP1711.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "dynamic alternative routing; Loss network;
metastability; Mixing times",
}
@Article{Nutz:2022:DOT,
author = "Marcel Nutz and Ruodu Wang",
title = "The directional optimal transport",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "2",
pages = "1400--1420",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1712",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "49N05; 62G10; 93E20",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-2/The-directional-optimal-transport/10.1214/21-AAP1712.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "monotone treatment effect; Optimal transport;
submodular reward",
}
@Article{Motte:2022:MFM,
author = "M{\'e}d{\'e}ric Motte and Huy{\^e}n Pham",
title = "Mean-field {Markov} decision processes with common
noise and open-loop controls",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "2",
pages = "1421--1458",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1713",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "90C40; 49L20",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-2/Mean-field-Markov-decision-processes-with-common-noise-and-open/10.1214/21-AAP1713.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "conditional propagation of chaos; Markov decision
process; mean-field; measurable coupling; randomized
control",
}
@Article{Han:2022:BEB,
author = "Qiyang Han and Kengo Kato",
title = "{Berry--Esseen} bounds for {Chernoff}-type nonstandard
asymptotics in isotonic regression",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "2",
pages = "1459--1498",
month = apr,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1716",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60E15; 62G05",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-2/BerryEsseen-bounds-for-Chernoff-type-nonstandard-asymptotics-in-isotonic-regression/10.1214/21-AAP1716.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "anti-concentration; Berry--Esseen bound; Chernoff's
distribution; empirical process; Nonstandard
asymptotics",
}
@Article{Cordero:2022:GSM,
author = "Fernando Cordero and Sebastian Hummel and Emmanuel
Schertzer",
title = "General selection models: {Bernstein} duality and
minimal ancestral structures",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "3",
pages = "1499--1556",
month = jun,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1683",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 92D15; 60G99; 60J25; 60J27",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-3/General-selection-models-Bernstein-duality-and-minimal-ancestral-structures/10.1214/21-AAP1683.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "absorption probability; ancestral selection graph;
branching-coalescing system; coming down from infinity;
Duality; frequency-dependent selection;
{$\Lambda$}--Wright--Fisher process",
}
@Article{Bai:2022:CRT,
author = "Tianyi Bai and Yijun Wan",
title = "Capacity of the range of tree-indexed random walk",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "3",
pages = "1557--1589",
month = jun,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1689",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J80; 60J65",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-3/Capacity-of-the-range-of-tree-indexed-random-walk/10.1214/21-AAP1689.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Branching random walk; capacity of the range;
Galton--Watson tree",
}
@Article{Guillin:2022:UPL,
author = "Arnaud Guillin and Wei Liu and Liming Wu and Chaoen
Zhang",
title = "Uniform {Poincar{\'e}} and logarithmic {Sobolev}
inequalities for mean field particle systems",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "3",
pages = "1590--1614",
month = jun,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1707",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "26D10; 60G10",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-3/Uniform-Poincar%c3%a9-and-logarithmic-Sobolev-inequalities-for-mean-field-particle/10.1214/21-AAP1707.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Logarithmic Sobolev inequality; McKean--Vlasov
equation; mean field particle models; Poincar{\'e}
inequality",
}
@Article{Pang:2022:FLT,
author = "Guodong Pang and {\'E}tienne Pardoux",
title = "Functional limit theorems for non-{Markovian} epidemic
models",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "3",
pages = "1615--1665",
month = jun,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1717",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "92D30; 60F17",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-3/Functional-limit-theorems-for-non-Markovian-epidemic-models/10.1214/21-AAP1717.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "functional central limit theorems; functional law of
large numbers; general infectious periods;
Non-Markovian epidemic models; Poisson random measure
representations",
}
@Article{Yasodharan:2022:LDM,
author = "Sarath Yasodharan and Rajesh Sundaresan",
title = "Large deviations of mean-field interacting particle
systems in a fast varying environment",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "3",
pages = "1666--1704",
month = jun,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1718",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F10; 60K37; 60K35; 60J75",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-3/Large-deviations-of-mean-field-interacting-particle-systems-in-a/10.1214/21-AAP1718.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "averaging principle; large deviations; Mean-field
interaction; metastability; time scale separation",
}
@Article{Bouchard:2022:UDF,
author = "Bruno Bouchard and Xiaolu Tan",
title = "Understanding the dual formulation for the hedging of
path-dependent options with price impact",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "3",
pages = "1705--1733",
month = jun,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1719",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "49N15; 91G20; 49N60",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-3/Understanding-the-dual-formulation-for-the-hedging-of-path-dependent/10.1214/21-AAP1719.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Dupire derivative; Market impact; second order BSDEs",
}
@Article{Adhikari:2022:SDR,
author = "Kartick Adhikari and Robert J. Adler and Omer
Bobrowski and Ron Rosenthal",
title = "On the spectrum of dense random geometric graphs",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "3",
pages = "1734--1773",
month = jun,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1720",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60D05; 05C80; 47G10",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-3/On-the-spectrum-of-dense-random-geometric-graphs/10.1214/21-AAP1720.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "homological connectivity; Random geometric graphs;
spectral measure",
}
@Article{DeAngelis:2022:VNM,
author = "Tiziano {De Angelis} and Nikita Merkulov and Jan
Palczewski",
title = "On the value of non-{Markovian} {Dynkin} games with
partial and asymmetric information",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "3",
pages = "1774--1813",
month = jun,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1721",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "91A27; 91A55; 91A15; 60G07; 60G40",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-3/On-the-value-of-non-Markovian-Dynkin-games-with-partial/10.1214/21-AAP1721.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "asymmetric information; Non-Markovian Dynkin games;
Optimal stopping; partial information; predictable-jump
processes; randomised stopping times; regular
processes",
}
@Article{Curato:2022:CLT,
author = "Imma Valentina Curato and Robert Stelzer and Bennet
Str{\"o}h",
title = "Central limit theorems for stationary random fields
under weak dependence with application to ambit and
mixed moving average fields",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "3",
pages = "1814--1861",
month = jun,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1722",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G10; 60G57; 60G60; 62M40; 62F10; 62M30",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-3/Central-limit-theorems-for-stationary-random-fields-under-weak-dependence/10.1214/21-AAP1722.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "ambit fields; CARMA fields; central limit theorems;
mixed moving average fields; stationary random fields;
Weak dependence",
}
@Article{Fu:2022:ABC,
author = "Yingjia Fu and Ruth J. Williams",
title = "Asymptotic behavior of a critical fluid model for
bandwidth sharing with general file size
distributions",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "3",
pages = "1862--1901",
month = jun,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1723",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F99; 60K30; 90B10; 60J25; 60K25; 90B18",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-3/Asymptotic-behavior-of-a-critical-fluid-model-for-bandwidth-sharing/10.1214/21-AAP1723.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "$ \alpha $-fair bandwidth sharing; asymptotic
behavior; critical fluid model; general file size
distribution; Lyapunov function; measure-valued fluid
model; transport equation",
}
@Article{Kallblad:2022:DPA,
author = "Sigrid K{\"a}llblad",
title = "A dynamic programming approach to
distribution-constrained optimal stopping",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "3",
pages = "1902--1928",
month = jun,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1724",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G40; 60G57; 49L20; 62L15; 49Q20; 93E20; 58E25;
91A15; 28B20; 60J25; 06A06",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-3/A-dynamic-programming-approach-to-distribution-constrained-optimal-stopping/10.1214/21-AAP1724.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Distribution-constrained optimal stopping; dynamic
programming principle; measurable selection;
measure-valued martingales; Optimal transport",
}
@Article{Chassagneux:2022:WQP,
author = "Jean-Fran{\c{c}}ois Chassagneux and Lukasz Szpruch and
Alvin Tse",
title = "Weak quantitative propagation of chaos via
differential calculus on the space of measures",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "3",
pages = "1929--1969",
month = jun,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1725",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65C35; 60H35",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-3/Weak-quantitative-propagation-of-chaos-via-differential-calculus-on-the/10.1214/21-AAP1725.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "error expansion; master equation; Particle system;
propagation of chaos",
}
@Article{BenAlaya:2022:CLT,
author = "Mohamed {Ben Alaya} and Ahmed Kebaier and Thi Bao Tram
Ngo",
title = "Central limit theorem for the antithetic multilevel
{Monte Carlo} method",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "3",
pages = "1970--2027",
month = jun,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1726",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05; 62F12; 65C05; 60H35",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-3/Central-limit-theorem-for-the-antithetic-multilevel-Monte-Carlo-method/10.1214/21-AAP1726.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Functional limit theorems; Milstein scheme; multilevel
Monte Carlo methods",
}
@Article{Mukherjee:2022:CLT,
author = "Chiranjib Mukherjee",
title = "Central limit theorem for {Gibbs} measures on path
spaces including long range and singular interactions
and homogenization of the stochastic heat equation",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "3",
pages = "2028--2062",
month = jun,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1727",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05; 60J65; 60H15; 60H30; 60J55",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-3/Central-limit-theorem-for-Gibbs-measures-on-path-spaces-including/10.1214/21-AAP1727.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Gibbs measures; Nelson model; Fr{\"o}hlich polaron;
singular interactions; central limit theorem;
long-range correlations; Stochastic heat equation;
Homogenization; annealed central limit theorem",
}
@Article{Helmuth:2022:CDH,
author = "Tyler Helmuth and Will Perkins and Samantha Petti",
title = "Correlation decay for hard spheres via {Markov}
chains",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "3",
pages = "2063--2082",
month = jun,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1728",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "82B21; 60J05",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-3/Correlation-decay-for-hard-spheres-via-Markov-chains/10.1214/21-AAP1728.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "correlation decay; Hard sphere model; Markov chains",
}
@Article{Bhamidi:2022:NEF,
author = "Shankar Bhamidi and Amarjit Budhiraja and Miheer
Dewaskar",
title = "Near equilibrium fluctuations for supermarket models
with growing choices",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "3",
pages = "2083--2138",
month = jun,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1729",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "90B15; 60F17; 90B22; 60C05",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-3/Near-equilibrium-fluctuations-for-supermarket-models-with-growing-choices/10.1214/21-AAP1729.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "diffusion approximations; fluid limits; Functional
limit theorems; Halfin-Whitt; heavy traffic;
join-the-shortest-queue; load balancing; Power of
Choice; Reflected diffusions; Skorohod problem",
}
@Article{Hager:2022:MC,
author = "Paul Hager and Eyal Neuman",
title = "The multiplicative chaos of {$ H = 0 $} fractional
{Brownian} fields",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "3",
pages = "2139--2179",
month = jun,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1730",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G15; 60G57; 60G60; 60G18",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-3/The-multiplicative-chaos-of-H0-fractional-Brownian-fields/10.1214/21-AAP1730.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "fractional Brownian fields; Gaussian multiplicative
chaos; Log-correlated Gaussian fields; multifractal
random walk; Rough volatility",
}
@Article{Banerjee:2022:RFA,
author = "Sayan Banerjee and Shankar Bhamidi",
title = "Root finding algorithms and persistence of {Jordan}
centrality in growing random trees",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "3",
pages = "2180--2210",
month = jun,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1731",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "05C80; 05C85; 60J80; 60J85",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-3/Root-finding-algorithms-and-persistence-of-Jordan-centrality-in-growing/10.1214/21-AAP1731.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "centrality measures; continuous time branching
processes; Jordan centrality; Malthusian rate of
growth; Random trees; recursive distributional
equations; stable age distribution theory; temporal
networks",
}
@Article{Forman:2022:TPF,
author = "Noah Forman and Douglas Rizzolo and Quan Shi and
Matthias Winkel",
title = "A two-parameter family of measure-valued diffusions
with {Poisson--Dirichlet} stationary distributions",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "3",
pages = "2211--2253",
month = jun,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1732",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J68; 60J60; 60J80; 60G18; 60G52; 60G55",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-3/A-two-parameter-family-of-measure-valued-diffusions-with-PoissonDirichlet/10.1214/21-AAP1732.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Excursion theory; Fleming-Viot process;
infinitely-many-neutral-alleles model;
Poisson--Dirichlet distribution; Stable process",
}
@Article{Kolokoltsov:2022:QMF,
author = "Vassili N. Kolokoltsov",
title = "Quantum mean-field games",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "3",
pages = "2254--2288",
month = jun,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1733",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "91A15; 81Q93; 91A06; 93E11; 93E20",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-3/Quantum-mean-field-games/10.1214/21-AAP1733.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Quantum dynamic games; Mean field games; quantum
control; quantum filtering; Belavkin equation;
nonlinear stochastic Schr{\"o}dinger equation; quantum
interacting particles; controlled diffusion on
Riemannian manifolds; Hamilton--Jacobi--Bellman
equation on manifolds; Mild solutions",
}
@Article{Cardaliaguet:2022:FOM,
author = "Pierre Cardaliaguet and Panagiotis E. Souganidis",
title = "On first order mean field game systems with a common
noise",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "3",
pages = "2289--2326",
month = jun,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1734",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "49N80; 60H15; 49L25",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-3/On-first-order-mean-field-game-systems-with-a-common/10.1214/21-AAP1734.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Backward stochastic partial differential equations;
common noise; maximum principle; Mean field games",
}
@Article{Dhara:2022:LDU,
author = "Souvik Dhara and Subhabrata Sen",
title = "Large deviation for uniform graphs with given
degrees",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "3",
pages = "2327--2353",
month = jun,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1745",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60C05; 05C80",
bibdate = "Tue Jun 14 11:44:54 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-3/Large-deviation-for-uniform-graphs-with-given-degrees/10.1214/21-AAP1745.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "degree contraints; graphons; large deviation; uniform
random graphs",
}
@Article{Bo:2022:RSC,
author = "Lijun Bo and Huafu Liao and Xiang Yu",
title = "Risk-sensitive credit portfolio optimization under
partial information and contagion risk",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "4",
pages = "2355--2399",
month = aug,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1735",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H10; 91G40; 93E11",
bibdate = "Wed Mar 22 16:13:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-4/Risk-sensitive-credit-portfolio-optimization-under-partial-information-and-contagion/10.1214/21-AAP1735.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "BSDE with jumps; default contagion; martingale
representation theorem; partial observations;
Risk-sensitive control; uniqueness of the solution",
}
@Article{Baake:2022:LDD,
author = "Ellen Baake and Fernando Cordero and Sebastian
Hummel",
title = "Lines of descent in the deterministic
mutation-selection model with pairwise interaction",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "4",
pages = "2400--2447",
month = aug,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1736",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "92D15; 60J80; 60J28; 49K15; 05C80",
bibdate = "Wed Mar 22 16:13:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-4/Lines-of-descent-in-the-deterministic-mutationselection-model-with-pairwise/10.1214/21-AAP1736.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "bifurcations; branching systems; Duality;
Mutation-selection equation; pruned trees",
}
@Article{Broutin:2022:LMI,
author = "Nicolas Broutin and Thomas Duquesne and Minmin Wang",
title = "Limits of multiplicative inhomogeneous random graphs
and {L{\'e}vy} trees: The continuum graphs",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "4",
pages = "2448--2503",
month = aug,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1737",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60C05; 05C80; 60J80",
bibdate = "Wed Mar 22 16:13:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-4/Limits-of-multiplicative-inhomogeneous-random-graphs-and-L%c3%a9vy-trees/10.1214/21-AAP1737.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "branching process; L{\'e}vy tree; multiplicative
coalescent; random graph",
}
@Article{Addario-Berry:2022:BBB,
author = "Louigi Addario-Berry and Jessica Lin and Thomas
Tendron",
title = "Barycentric {Brownian} bees",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "4",
pages = "2504--2539",
month = aug,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1738",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60J70; 60J65; 82C22",
bibdate = "Wed Mar 22 16:13:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-4/Barycentric-Brownian-bees/10.1214/21-AAP1738.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Branching Brownian motion; Brownian bees;
Brunet-Derrida particle systems; Harris recurrence;
invariance principle",
}
@Article{Chen:2022:HJE,
author = "Hong-Bin Chen",
title = "{Hamilton--Jacobi} equations for nonsymmetric matrix
inference",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "4",
pages = "2540--2567",
month = aug,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1739",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "82B44; 82D30",
bibdate = "Wed Mar 22 16:13:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-4/HamiltonJacobi-equations-for-nonsymmetric-matrix-inference/10.1214/21-AAP1739.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Free energy; Hamilton--Jacobi equation; nonsymmetric
matrix; statistical inference",
}
@Article{Flandoli:2022:GWP,
author = "Franco Flandoli and Martina Hofmanov{\'a} and Dejun
Luo and Torstein Nilssen",
title = "Global well-posedness of the {$3$D} {Navier--Stokes}
equations perturbed by a deterministic vector field",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "4",
pages = "2568--2586",
month = aug,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1740",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "35Q30; 60H50; 60H20",
bibdate = "Wed Mar 22 16:13:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-4/Global-well-posedness-of-the-3D-NavierStokes-equations-perturbed-by/10.1214/21-AAP1740.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "3D Navier--Stokes equations; Regularization by noise;
vorticity form; well-posedness; Wong-Zakai principle",
}
@Article{Banerjee:2022:HTS,
author = "Sayan Banerjee and Amarjit Budhiraja and Amber L.
Puha",
title = "Heavy traffic scaling limits for shortest remaining
processing time queues with heavy tailed processing
time distributions",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "4",
pages = "2587--2651",
month = aug,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1741",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K25; 60F17; 60G57; 60G60; 68M20",
bibdate = "Wed Mar 22 16:13:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-4/Heavy-traffic-scaling-limits-for-shortest-remaining-processing-time-queues/10.1214/21-AAP1741.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "derivative of the Skorohod map; functional central
limit theorem; heavy tails; heavy traffic; intertwined
SRPT queues; measure valued processes; Queueing; Random
field; regular variation; shortest remaining processing
time; state space collapse; synchronization
phenomenon",
}
@Article{Ernst:2022:QRT,
author = "Philip A. Ernst and Goran Peskir",
title = "Quickest real-time detection of a {Brownian}
coordinate drift",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "4",
pages = "2652--2670",
month = aug,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1742",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G40; 60J65; 60H30; 35J15; 45G10; 62C10",
bibdate = "Wed Mar 22 16:13:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-4/Quickest-real-time-detection-of-a-Brownian-coordinate-drift/10.1214/21-AAP1742.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Brownian motion; elliptic partial differential
equation; free-boundary problem; nonlinear Fredholm
integral equation; Optimal stopping; quickest
detection; smooth fit; the change-of-variable formula
with local time on surfaces",
}
@Article{Collevecchio:2022:VRJ,
author = "Andrea Collevecchio and Tuan-Minh Nguyen and Stanislav
Volkov",
title = "Vertex-reinforced jump process on the integers with
nonlinear reinforcement",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "4",
pages = "2671--2705",
month = aug,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1743",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G17; 60K35; 60G20",
bibdate = "Wed Mar 22 16:13:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-4/Vertex-reinforced-jump-process-on-the-integers-with-nonlinear-reinforcement/10.1214/21-AAP1743.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Localization; Random processes with reinforcement;
self-interacting processes; Vertex-reinforced jump
processes",
}
@Article{Crawford:2022:ECC,
author = "Nicholas Crawford and Ron Rosenthal",
title = "Eigenvector correlations in the complex {Ginibre}
ensemble",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "4",
pages = "2706--2754",
month = aug,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1746",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B20; 60F99",
bibdate = "Wed Mar 22 16:13:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-4/Eigenvector-correlations-in-the-complex-Ginibre-ensemble/10.1214/21-AAP1746.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "82B4; Correlations; eigenvectors; NonHermitian random
matrices",
}
@Article{Gu:2022:EAS,
author = "Chenlin Gu",
title = "An efficient algorithm for solving elliptic problems
on percolation clusters",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "4",
pages = "2755--2810",
month = aug,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1748",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "35B27; 60K35; 60K37; 65N15; 82B43",
bibdate = "Wed Mar 22 16:13:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-4/An-efficient-algorithm-for-solving-elliptic-problems-on-percolation-clusters/10.1214/21-AAP1748.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "numerical algorithm; percolation; Stochastic
homogenization",
}
@Article{Burdzy:2022:SFP,
author = "Krzysztof Burdzy and Bartosz Ko{\l}odziejek and Tvrtko
Tadi{\'c}",
title = "Stochastic fixed-point equation and local dependence
measure",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "4",
pages = "2811--2840",
month = aug,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1749",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G10; 37M10; 60J05",
bibdate = "Wed Mar 22 16:13:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-4/Stochastic-fixed-point-equation-and-local-dependence-measure/10.1214/21-AAP1749.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Fleming-Viot-type process; iterated random sequence;
stochastic fixed-point equation; tail estimates",
}
@Article{Hartarsky:2022:CBS,
author = "Ivailo Hartarsky and Fabio Martinelli and Cristina
Toninelli",
title = "Coalescing and branching simple symmetric exclusion
process",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "4",
pages = "2841--2859",
month = aug,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1750",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60J80; 60J90; 82C20",
bibdate = "Wed Mar 22 16:13:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-4/Coalescing-and-branching-simple-symmetric-exclusion-process/10.1214/21-AAP1750.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Biased voter model; Branching and coalescence;
Kinetically constrained models; logarithmic Sobolev
constant; mixing time; simple exclusion",
}
@Article{Fountoulakis:2022:DMR,
author = "Nikolaos Fountoulakis and Tejas Iyer and C{\'e}cile
Mailler and Henning Sulzbach",
title = "Dynamical models for random simplicial complexes",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "4",
pages = "2860--2913",
month = aug,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1752",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "90B15; 60J20; 05C80",
bibdate = "Wed Mar 22 16:13:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-4/Dynamical-models-for-random-simplicial-complexes/10.1214/21-AAP1752.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "complex networks; measure valued P{\'o}lya processes;
preferential attachment; P{\'o}lya urns; Random
recursive trees; random simplicial complexes;
scale-free",
}
@Article{Chen:2022:CRW,
author = "Yu-Ting Chen",
title = "Convergences of the rescaled {Whittaker} stochastic
differential equations and independent sums",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "4",
pages = "2914--2966",
month = aug,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1753",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J27; 60K35; 60F05",
bibdate = "Wed Mar 22 16:13:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-4/Convergences-of-the-rescaled-Whittaker-stochastic-differential-equations-and-independent/10.1214/21-AAP1753.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "additive stochastic heat equation; normal
approximations; Poisson approximations; pure death
processes; surface growth models",
}
@Article{Fan:2022:TWE,
author = "Zhou Fan and Iain M. Johnstone",
title = "{Tracy-Widom} at each edge of real covariance and
{MANOVA} estimators",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "4",
pages = "2967--3003",
month = aug,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1754",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B20",
bibdate = "Wed Mar 22 16:13:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-4/TracyWidom-at-each-edge-of-real-covariance-and-MANOVA-estimators/10.1214/21-AAP1754.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "linear mixed models; Random matrix theory; Tracy-Widom
hypothesis tests",
}
@Article{Guo:2022:MDR,
author = "Chengkun Guo and Si Tang and Ningxi Wei",
title = "On the minimal drift for recurrence in the frog model
on $d$-ary trees",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "4",
pages = "3004--3026",
month = aug,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1755",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60J80; 60J10",
bibdate = "Wed Mar 22 16:13:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-4/On-the-minimal-drift-for-recurrence-in-the-frog-model/10.1214/21-AAP1755.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "frog model; generating function; recurrence;
recursion",
}
@Article{Pain:2022:CTH,
author = "Michel Pain and Delphin S{\'e}nizergues",
title = "Correction terms for the height of weighted recursive
trees",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "4",
pages = "3027--3059",
month = aug,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1756",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J80; 05C05; 60G70",
bibdate = "Wed Mar 22 16:13:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-4/Correction-terms-for-the-height-of-weighted-recursive-trees/10.1214/21-AAP1756.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "asymptotic height; Random trees; weighted recursive
trees",
}
@Article{Banerjee:2022:PAD,
author = "Sayan Banerjee and Mariana Olvera-Cravioto",
title = "{PageRank} asymptotics on directed preferential
attachment networks",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "4",
pages = "3060--3084",
month = aug,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1757",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "05C80; 60J80; 68P10; 41A60; 60B10",
bibdate = "Wed Mar 22 16:13:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib;
https://www.math.utah.edu/pub/tex/bib/pagerank.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-4/PageRank-asymptotics-on-directed-preferential-attachment-networks/10.1214/21-AAP1757.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "complex networks; continuous time branching processes;
directed preferential attachment; Local weak limits;
PageRank; power laws",
}
@Article{Lachieze-Rey:2022:QTS,
author = "Rapha{\"e}l Lachi{\`e}ze-Rey and Giovanni Peccati and
Xiaochuan Yang",
title = "Quantitative two-scale stabilization on the {Poisson}
space",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "4",
pages = "3085--3145",
month = aug,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1768",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05; 60H07; 60G55; 60D05; 60G60",
bibdate = "Wed Mar 22 16:13:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-4/Quantitative-two-scale-stabilization-on-the-Poisson-space/10.1214/21-AAP1768.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "central limit theorem; convex distance; Excursions;
Kolmogorov distance; Malliavin calculus; Mehler's
formula; Minimal spanning tree; On-line nearest
neighbour graph; Poisson process; Random geometric
graphs; Shot noise random fields; stabilization;
Stein's method; Stochastic geometry; Wasserstein
distance",
}
@Article{Bartl:2022:MCM,
author = "Daniel Bartl and Shahar Mendelson",
title = "On {Monte-Carlo} methods in convex stochastic
optimization",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "4",
pages = "3146--3198",
month = aug,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1781",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "90C15; 90B50; 62J02",
bibdate = "Wed Mar 22 16:13:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-4/On-Monte-Carlo-methods-in-convex-stochastic-optimization/10.1214/22-AAP1781.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "finite sample / nonasymptotic concentration
inequality; sample-path optimization; stochastic
counterpart method; stochastic optimization",
}
@Article{Bakhtin:2022:EMC,
author = "Yuri Bakhtin and Hong-Bin Chen and Zsolt
Pajor-Gyulai",
title = "Erratum: {Malliavin} calculus approach to long exit
times from an unstable equilibrium",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "4",
pages = "3199--3200",
month = aug,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1751",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Wed Mar 22 16:13:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Bakhtin:2019:MCA}.",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-4/Erratum--Malliavin-calculus-approach-to-long-exit-times-from/10.1214/21-AAP1751.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Exit problem; Malliavin calculus; polynomial decay;
unstable equilibrium; Vanishing noise limit",
}
@Article{Holden:2022:ESL,
author = "Nina Holden and Russell Lyons",
title = "Erratum to {Lower bounds for trace reconstruction}",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "4",
pages = "3201--3203",
month = aug,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1827",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "62C20; 68Q25; 51K99; 68W40; 68Q87; 60K30",
bibdate = "Wed Mar 22 16:13:27 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Holden:2020:LBT}.",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-4/Erratum-to-Lower-bounds-for-trace-reconstruction/10.1214/22-AAP1827.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "deletion channel; sample complexity; Strings",
}
@Article{Noack:2022:CMF,
author = "Christian Noack and Philippe Sosoe",
title = "Central moments of the free energy of the stationary
{O'Connell--Yor} polymer",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "5",
pages = "3205--3228",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1744",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "82D60; 60K35",
bibdate = "Wed Mar 22 16:13:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-5/Central-moments-of-the-free-energy-of-the-stationary-OConnellYor/10.1214/21-AAP1744.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Cumulants; Directed polymer; polymer in random
environment; semidiscrete polymer",
}
@Article{Eichinger:2022:MAT,
author = "Katharina Eichinger and Manuel V. Gnann and Christian
Kuehn",
title = "Multiscale analysis for traveling-pulse solutions to
the stochastic {FitzHugh--Nagumo} equations",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "5",
pages = "3229--3282",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1759",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "35C07; 35K57; 35Q92; 35R60; 60H15",
bibdate = "Wed Mar 22 16:13:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-5/Multiscale-analysis-for-traveling-pulse-solutions-to-the-stochastic-FitzHughNagumo/10.1214/21-AAP1759.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "FitzHugh--Nagumo equations; pulse; stability;
Stochastic reaction-diffusion equations; Traveling
waves",
}
@Article{Kumar:2022:WPT,
author = "Chaman Kumar and Neelima and Christoph Reisinger and
Wolfgang Stockinger",
title = "Well-posedness and tamed schemes for {McKean--Vlasov}
equations with common noise",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "5",
pages = "3283--3330",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1760",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65C30; 60H35; 65C05; 65C35",
bibdate = "Wed Mar 22 16:13:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-5/Well-posedness-and-tamed-schemes-for-McKeanVlasov-equations-with-common/10.1214/21-AAP1760.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "common noise; McKean--Vlasov SDEs; mean-field
stochastic 3/2 model; mean-field stochastic double well
dynamics with multiplicative noise; Particle system;
super-linear coefficients; tamed numerical schemes",
}
@Article{Berger:2022:GSH,
author = "Noam Berger and Eviatar B. Procaccia and Amanda
Turner",
title = "Growth of stationary {Hastings--Levitov}",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "5",
pages = "3331--3360",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1761",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60D05",
bibdate = "Wed Mar 22 16:13:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-5/Growth-of-stationary-HastingsLevitov/10.1214/21-AAP1761.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Aggregation processes; DLA; Hastings-Levitov",
}
@Article{Bierkens:2022:HDS,
author = "Joris Bierkens and Kengo Kamatani and Gareth O.
Roberts",
title = "High-dimensional scaling limits of piecewise
deterministic sampling algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "5",
pages = "3361--3407",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1762",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05; 65C05",
bibdate = "Wed Mar 22 16:13:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-5/High-dimensional-scaling-limits-of-piecewise-deterministic-sampling-algorithms/10.1214/21-AAP1762.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "exponential ergodicity; Gaussian process; Markov chain
Monte Carlo; Piecewise deterministic Markov processes;
weak convergence",
}
@Article{Lacoin:2022:MEB,
author = "Hubert Lacoin and Shangjie Yang",
title = "Metastability for expanding bubbles on a sticky
substrate",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "5",
pages = "3408--3449",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1763",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 82C20; 82C24",
bibdate = "Wed Mar 22 16:13:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-5/Metastability-for-expanding-bubbles-on-a-sticky-substrate/10.1214/21-AAP1763.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Markov chains; metastability; Partition function;
spectral gap",
}
@Article{Yao:2022:EDL,
author = "Jianfeng Yao and Wangjun Yuan",
title = "On eigenvalue distributions of large autocovariance
matrices",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "5",
pages = "3450--3491",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1764",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B20; 15B52",
bibdate = "Wed Mar 22 16:13:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-5/On-eigenvalue-distributions-of-large-autocovariance-matrices/10.1214/21-AAP1764.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "eigenvalue distribution; Girko's Hermitization
principle; Large autocovariance matrix; least singular
value",
}
@Article{Escauriaza:2022:RES,
author = "Luis Escauriaza and Daniel C. Schwarz and Hao Xing",
title = "Radner equilibrium and systems of quadratic {BSDEs}
with discontinuous generators",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "5",
pages = "3492--3536",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1765",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H30; 60J25; 60G44; 91B51",
bibdate = "Wed Mar 22 16:13:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-5/Radner-equilibrium-and-systems-of-quadratic-BSDEs-with-discontinuous-generators/10.1214/21-AAP1765.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Backward stochastic differential equations; backward
uniqueness; discontinuous generator; general
equilibrium; quadratic nonlinearities; systems of
BSDEs; unique continuation",
}
@Article{Maillard:2022:IFC,
author = "Pascal Maillard and Elliot Paquette",
title = "Interval fragmentations with choice: Equidistribution
and the evolution of tagged fragments",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "5",
pages = "3537--3571",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1766",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F15; 47D06",
bibdate = "Wed Mar 22 16:13:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-5/Interval-fragmentations-with-choice--Equidistribution-and-the-evolution-of/10.1214/21-AAP1766.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "ergodicity; Growth-fragmentation equation; Interval
fragmentation; Markov process",
}
@Article{Monoyios:2022:DOC,
author = "Michael Monoyios",
title = "Duality for optimal consumption under no unbounded
profit with bounded risk",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "5",
pages = "3572--3613",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1767",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "91G10; 49J55; 49K45",
bibdate = "Wed Mar 22 16:13:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-5/Duality-for-optimal-consumption-under-no-unbounded-profit-with-bounded/10.1214/21-AAP1767.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Duality; supermartingale deflator; utility from
consumption",
}
@Article{Bufetov:2022:SFT,
author = "Alexey Bufetov and Patrik L. Ferrari",
title = "Shock fluctuations in {TASEP} under a variety of time
scalings",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "5",
pages = "3614--3644",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1769",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35",
bibdate = "Wed Mar 22 16:13:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-5/Shock-fluctuations-in-TASEP-under-a-variety-of-time-scalings/10.1214/21-AAP1769.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Asymmetric exclusion process; KPZ universality class;
Second class particle",
}
@Article{Fang:2022:CCS,
author = "Rongjuan Fang and Zenghu Li",
title = "Construction of continuous-state branching processes
in varying environments",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "5",
pages = "3645--3673",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1770",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J80; 60H20",
bibdate = "Wed Mar 22 16:13:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-5/Construction-of-continuous-state-branching-processes-in-varying-environments/10.1214/21-AAP1770.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "branching process; continuous-state; cumulant
semigroup; Gaussian white noise; Poisson random
measure; stochastic integral equations; varying
environments",
}
@Article{Campi:2022:MFG,
author = "Luciano Campi and Tiziano {De Angelis} and Maddalena
Ghio and Giulia Livieri",
title = "Mean-field games of finite-fuel capacity expansion
with singular controls",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "5",
pages = "3674--3717",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1771",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "91A15; 91A16; 93E20; 60G40; 35R35",
bibdate = "Wed Mar 22 16:13:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-5/Mean-field-games-of-finite-fuel-capacity-expansion-with-singular/10.1214/21-AAP1771.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "capacity expansion; free boundary problems; goodwill
problem; Lipschitz free boundary; mean-field games;
Nash equilibria; Optimal stopping; singular controls;
Skorokhod reflection problem",
}
@Article{Coja-Oghlan:2022:BPR,
author = "Amin Coja-Oghlan and Noela M{\"u}ller and Jean B.
Ravelomanana",
title = "Belief propagation on the random $k$-{SAT} model",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "5",
pages = "3718--3796",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1772",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "68Q87; 60C05",
bibdate = "Wed Mar 22 16:13:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-5/Belief-propagation-on-the-random-k-SAT-model/10.1214/21-AAP1772.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "belief propagation; k-SAT; phase transition; replica
symmetry breaking",
}
@Article{Junge:2022:PSA,
author = "Matthew Junge and Hanbaek Lyu",
title = "The phase structure of asymmetric ballistic
annihilation",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "5",
pages = "3797--3816",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1773",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35",
bibdate = "Wed Mar 22 16:13:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-5/The-phase-structure-of-asymmetric-ballistic-annihilation/10.1214/21-AAP1773.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Interacting particle system; phase transition",
}
@Article{Penda:2022:CLT,
author = "S. Val{\`e}re Bitseki Penda and Jean-Fran{\c{c}}ois
Delmas",
title = "Central limit theorem for bifurcating {Markov} chains
under pointwise ergodic conditions",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "5",
pages = "3817--3849",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1774",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J05; 60F05; 60J80",
bibdate = "Wed Mar 22 16:13:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-5/Central-limit-theorem-for-bifurcating-Markov-chains-under-pointwise-ergodic/10.1214/21-AAP1774.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Bifurcating Markov chains; binary trees; central limit
theorem; tree indexed Markov chain",
}
@Article{Ehrlacher:2022:AFB,
author = "Virginie Ehrlacher and Tony Leli{\`e}vre and Pierre
Monmarch{\'e}",
title = "Adaptive force biasing algorithms: New convergence
results and tensor approximations of the bias",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "5",
pages = "3850--3888",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1775",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65C05; 65N12",
bibdate = "Wed Mar 22 16:13:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-5/Adaptive-force-biasing-algorithms--New-convergence-results-and-tensor/10.1214/21-AAP1775.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Free energy; importance sampling; molecular dynamics;
Monte Carlo methods; tensor",
}
@Article{Kious:2022:FGG,
author = "Daniel Kious and C{\'e}cile Mailler and Bruno
Schapira",
title = "Finding geodesics on graphs using reinforcement
learning",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "5",
pages = "3889--3929",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1777",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "05C81; 62L20; 60K35",
bibdate = "Wed Mar 22 16:13:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-5/Finding-geodesics-on-graphs-using-reinforcement-learning/10.1214/21-AAP1777.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "generalised P{\'o}lya urns; linear reinforcement; path
formation; random walks on graphs; reinforcement
learning",
}
@Article{Galeati:2022:RMS,
author = "Lucio Galeati and Fabian A. Harang",
title = "Regularization of multiplicative {SDEs} through
additive noise",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "5",
pages = "3930--3963",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1778",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "34F05; 60H10; 37H10",
bibdate = "Wed Mar 22 16:13:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-5/Regularization-of-multiplicative-SDEs-through-additive-noise/10.1214/21-AAP1778.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Multiplicative noise; Regularization by noise; rough
path theory; Stochastic differential equations; Young
integration",
}
@Article{Li:2022:SFS,
author = "Xue-Mei Li and Julian Sieber",
title = "Slow-fast systems with fractional environment and
dynamics",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "5",
pages = "3964--4003",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1779",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G22; 60H10; 37A25",
bibdate = "Wed Mar 22 16:13:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-5/Slow-fast-systems-with-fractional-environment-and-dynamics/10.1214/22-AAP1779.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "averaging; fractional Brownian motion; quenched
ergodic theorem; Rate of convergence to equilibrium;
slow-fast system",
}
@Article{Fredes:2022:CPM,
author = "Luis Fredes and Amitai Linker and Daniel Remenik",
title = "Coexistence for a population model with forest fire
epidemics",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "5",
pages = "4004--4037",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1780",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 92D25; 37N25",
bibdate = "Wed Mar 22 16:13:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-5/Coexistence-for-a-population-model-with-forest-fire-epidemics/10.1214/22-AAP1780.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Coexistence; forest fires; interacting particle
systems; random regular graph; survival",
}
@Article{Jain:2022:FMO,
author = "Vishesh Jain and Natesh S. Pillai and Ashwin Sah and
Mehtaab Sawhney and Aaron Smith",
title = "Fast and memory-optimal dimension reduction using
{Kac}'s walk",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "5",
pages = "4038--4064",
month = oct,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1784",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J05; 68W20",
bibdate = "Wed Mar 22 16:13:28 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-5/Fast-and-memory-optimal-dimension-reduction-using-Kacs-walk/10.1214/22-AAP1784.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Johnson--Lindenstrauss lemma; Kac walk; restricted
isometry property",
}
@Article{Carmona:2022:CAM,
author = "Ren{\'e} Carmona and Mathieu Lauri{\`e}re",
title = "Convergence analysis of machine learning algorithms
for the numerical solution of mean field control and
games: {II}-the finite horizon case",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "6",
pages = "4065--4105",
month = dec,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1715",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H10; 65C30; 91A13",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-6/Convergence-analysis-of-machine-learning-algorithms-for-the-numerical-solution/10.1214/21-AAP1715.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "forward-backward SDE; machine learning;
McKean--Vlasov; mean field control; Mean field games;
numerical approximation",
}
@Article{Arapostathis:2022:RSC,
author = "Ari Arapostathis and Anup Biswas",
title = "Risk-sensitive control for a class of diffusions with
jumps",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "6",
pages = "4106--4142",
month = dec,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1758",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "35P30; 60J60; 37J25; 35Q93",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-6/Risk-sensitive-control-for-a-class-of-diffusions-with-jumps/10.1214/21-AAP1758.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "exit rates; Principal eigenvalue; semilinear
integro-differential equations; stochastic
representation",
}
@Article{Bencheikh:2022:WSE,
author = "Oumaima Bencheikh and Benjamin Jourdain",
title = "Weak and strong error analysis for mean-field
rank-based particle approximations of one-dimensional
viscous scalar conservation laws",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "6",
pages = "4143--4185",
month = dec,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1776",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65C35; 65C30",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-6/Weak-and-strong-error-analysis-for-mean-field-rank-based/10.1214/21-AAP1776.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Mean-field interaction; propagation of chaos;
rank-based model; weak error analysis",
}
@Article{Clark:2022:CMD,
author = "Jeremy Thane Clark",
title = "Continuum models of directed polymers on disordered
diamond fractals in the critical case",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "6",
pages = "4186--4250",
month = dec,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1783",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F17; 60K37; 60G57; 82B44; 60J80",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-6/Continuum-models-of-directed-polymers-on-disordered-diamond-fractals-in/10.1214/22-AAP1783.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "critical scaling window; diamond hierarchical lattice;
Directed polymer in a random environment; random path
measures",
}
@Article{Mueller:2022:SPM,
author = "Carl Mueller and Eyal Neuman",
title = "Scaling properties of a moving polymer",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "6",
pages = "4251--4278",
month = dec,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1785",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H15; 82D60",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-6/Scaling-properties-of-a-moving-polymer/10.1214/22-AAP1785.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "heat equation; Polymer; scaling; Stochastic partial
differential equations; White noise",
}
@Article{Borst:2022:CTB,
author = "Sem Borst and Frank den Hollander and Francesca Romana
Nardi and Siamak Taati",
title = "Crossover times in bipartite networks with activity
constraints and time-varying switching rates",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "6",
pages = "4279--4314",
month = dec,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1787",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K25; 60K30; 60K35; 90B15; 90B18",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-6/Crossover-times-in-bipartite-networks-with-activity-constraints-and-time/10.1214/22-AAP1787.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "metastability; switching protocols; Wireless
random-access networks",
}
@Article{Bao:2022:CMS,
author = "Zhigang Bao and Yukun He",
title = "On {Cram{\'e}r--von Mises} statistic for the spectral
distribution of random matrices",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "6",
pages = "4315--4355",
month = dec,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1788",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B20; 62G20",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-6/On-Cram%c3%a9rvon-Mises-statistic-for-the-spectral-distribution-of-random/10.1214/22-AAP1788.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Cram{\'e}r-von Mises statistic; Empirical spectral
distribution; goodness-of-fit statistic; random
matrices",
}
@Article{Jorritsma:2022:DEG,
author = "Joost Jorritsma and J{\'u}lia Komj{\'a}thy",
title = "Distance evolutions in growing preferential attachment
graphs",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "6",
pages = "4356--4397",
month = dec,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1789",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "05C80; 05C82; 60C05",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-6/Distance-evolutions-in-growing-preferential-attachment-graphs/10.1214/22-AAP1789.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Evolution of graphs; First-passage percolation;
preferential attachment; weighted-distance evolution",
}
@Article{Borga:2022:QLL,
author = "Jacopo Borga and Benedetta Cavalli",
title = "Quenched law of large numbers and quenched central
limit theorem for multiplayer leagues with ergodic
strengths",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "6",
pages = "4398--4425",
month = dec,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1790",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05; 60G50; 60K35",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-6/Quenched-law-of-large-numbers-and-quenched-central-limit-theorem/10.1214/22-AAP1790.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Interacting random processes; Invariance principles;
modelization; multiplayer competitions; sums of
dependent and nonstationary random variables",
}
@Article{Disanto:2022:DUT,
author = "Filippo Disanto and Michael Fuchs and Ariel R.
Paningbatan and Noah A. Rosenberg",
title = "The distributions under two species-tree models of the
number of root ancestral configurations for matching
gene trees and species trees",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "6",
pages = "4426--4458",
month = dec,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1791",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60C05; 92D15; 05A15; 05A16; 05C05; 92B10",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-6/The-distributions-under-two-species-tree-models-of-the-number/10.1214/22-AAP1791.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "analytic combinatorics; gene trees; Lognormal
distribution; Phylogenetics; Riccati equation; species
trees",
}
@Article{Finn:2022:CCF,
author = "Thomas Finn and Alexandre Stauffer",
title = "Coexistence in competing first passage percolation
with conversion",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "6",
pages = "4459--4480",
month = dec,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1792",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60K37",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-6/Coexistence-in-competing-first-passage-percolation-with-conversion/10.1214/22-AAP1792.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Coexistence; first passage percolation; Random
growth",
}
@Article{Dumaz:2022:SAO,
author = "Laure Dumaz and Cyril Labb{\'e}",
title = "The stochastic {Airy} operator at large temperature",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "6",
pages = "4481--4534",
month = dec,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1793",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H25; 60J60; 35P20",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-6/The-stochastic-Airy-operator-at-large-temperature/10.1214/22-AAP1793.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "beta ensemble; diffusion; Localization; Riccati
transform; Stochastic Airy operator",
}
@Article{Basdevant:2022:FOB,
author = "Anne-Laure Basdevant and Jean-Baptiste Gou{\'e}r{\'e}
and Marie Th{\'e}ret",
title = "First-order behavior of the time constant in
{Bernoulli} first-passage percolation",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "6",
pages = "4535--4567",
month = dec,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1795",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 82B43",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-6/First-order-behavior-of-the-time-constant-in-Bernoulli-first/10.1214/22-AAP1795.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Bernoulli random variables; First-passage
percolation",
}
@Article{Horst:2022:MSV,
author = "Ulrich Horst and Wei Xu",
title = "The microstructure of stochastic volatility models
with self-exciting jump dynamics",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "6",
pages = "4568--4610",
month = dec,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1796",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F17; 60G52; 91G99",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-6/The-microstructure-of-stochastic-volatility-models-with-self-exciting-jump/10.1214/22-AAP1796.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "affine model; branching process; Hawkes process;
self-exciting jumps; stochastic volatility",
}
@Article{Piatnitski:2022:LDM,
author = "Andrey Piatnitski and Sergey Pirogov and Elena
Zhizhina",
title = "Large deviations for {Markov} jump processes in
periodic and locally periodic environments",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "6",
pages = "4611--4641",
month = dec,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1797",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F10; 60J76; 47A10",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-6/Large-deviations-for-Markov-jump-processes-in-periodic-and-locally/10.1214/22-AAP1797.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "jump Markov processes; large deviations; locally
periodic microstructure; spectral properties of
convolution type operators",
}
@Article{Alberts:2022:DRS,
author = "Tom Alberts and Raoul Normand",
title = "Dimension results for the spectral measure of the
circular $ \beta $ ensembles",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "6",
pages = "4642--4680",
month = dec,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1798",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B20; 15B52; 60F10",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-6/Dimension-results-for-the-spectral-measure-of-the-circular-%ce%b2/10.1214/22-AAP1798.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "circular-$ \beta $ ensemble; Hausdorff dimension;
random matrices; spectral measure",
}
@Article{Hill:2022:STE,
author = "Max Hill and Brandon Legried and Sebastien Roch",
title = "Species tree estimation under joint modeling of
coalescence and duplication: Sample complexity of
quartet methods",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "6",
pages = "4681--4705",
month = dec,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1799",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "92D15",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-6/Species-tree-estimation-under-joint-modeling-of-coalescence-and-duplication/10.1214/22-AAP1799.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "gene duplication and loss; incomplete lineage sorting;
Phylogenetics; statistical consistency",
}
@Article{Owada:2022:CPD,
author = "Takashi Owada",
title = "Convergence of persistence diagram in the sparse
regime",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "6",
pages = "4706--4736",
month = dec,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1800",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05; 60F15; 55U10; 60G55",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-6/Convergence-of-persistence-diagram-in-the-sparse-regime/10.1214/22-AAP1800.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "persistence diagram; persistent Betti number;
Persistent homology; stochastic topology",
}
@Article{Louart:2022:CMR,
author = "Cosme Louart and Romain Couillet",
title = "A concentration of measure and random matrix approach
to large-dimensional robust statistics",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "6",
pages = "4737--4762",
month = dec,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1801",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B20; 62F35",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-6/A-concentration-of-measure-and-random-matrix-approach-to-large/10.1214/22-AAP1801.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "concentration of measure; Random matrix theory; robust
estimation",
}
@Article{Yin:2022:PEE,
author = "Yanqing Yin and Yanyuan Ma",
title = "Properties of eigenvalues and eigenvectors of
large-dimensional sample correlation matrices",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "6",
pages = "4763--4802",
month = dec,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1802",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "62H10; 60F05",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-6/Properties-of-eigenvalues-and-eigenvectors-of-large-dimensional-sample-correlation/10.1214/22-AAP1802.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "eigenvalue distribution; eigenvector; Haar
distribution; high dimension correlation matrix; Random
matrix theory",
}
@Article{Hu:2022:AOB,
author = "Yue Hu and Jing Dong and Ohad Perry",
title = "Asymptotic optimality of the binomial-exhaustive
policy for polling systems with large switchover
times",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "6",
pages = "4803--4848",
month = dec,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1803",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K25; 60F17; 90B15; 37A50",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-6/Asymptotic-optimality-of-the-binomial-exhaustive-policy-for-polling-systems/10.1214/22-AAP1803.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "asymptotic optimality; fluid-control problem; hybrid
dynamical system; Polling system",
}
@Article{Georgiou:2022:DDN,
author = "Nicholas Georgiou and Andrew R. Wade",
title = "Deposition, diffusion, and nucleation on an interval",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "6",
pages = "4849--4892",
month = dec,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1804",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60J25; 60J65; 60J70; 82C22; 82D80",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-6/Deposition-diffusion-and-nucleation-on-an-interval/10.1214/22-AAP1804.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "adsorption; Aggregation; diffusion; epitaxy; interval
splitting; nucleation; submonolayer growth; thin film
deposition",
}
@Article{Fan:2022:IRP,
author = "Wai-Tong Louis Fan and Brandon Legried and Sebastien
Roch",
title = "An impossibility result for phylogeny reconstruction
from $k$-mer counts",
journal = j-ANN-APPL-PROBAB,
volume = "32",
number = "6",
pages = "4893--4913",
month = dec,
year = "2022",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1805",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J25; 60J80; 62B10; 62M05",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-6/An-impossibility-result-for-phylogeny-reconstruction-from-k-mer-counts/10.1214/22-AAP1805.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "information-theoretic bounds; k-mer; Markov models on
trees; Phylogenetics; statsitical consistency",
}
@Article{Miller:2023:LSB,
author = "Luke Miller and Helmut H. Pitters",
title = "Large-scale behaviour and hydrodynamic limit of beta
coalescents",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "1",
pages = "1--27",
month = feb,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1782",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F99; 60K35",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-1/Large-scale-behaviour-and-hydrodynamic-limit-of-beta-coalescents/10.1214/22-AAP1782.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Bell polynomials; coalescent processes; Hydrodynamic
limit; Law of Large Numbers",
}
@Article{Gonon:2023:ABR,
author = "Lukas Gonon and Lyudmila Grigoryeva and Juan-Pablo
Ortega",
title = "Approximation bounds for random neural networks and
reservoir systems",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "1",
pages = "28--69",
month = feb,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1806",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H25; 41A30; 93E35",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-1/Approximation-bounds-for-random-neural-networks-and-reservoir-systems/10.1214/22-AAP1806.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "60-08; Approximation error; echo state networks;
neural networks; random function approximation;
reservoir computing",
}
@Article{Wang:2023:CWD,
author = "Feng-Yu Wang",
title = "Convergence in {Wasserstein} distance for empirical
measures of semilinear {SPDEs}",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "1",
pages = "70--84",
month = feb,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1807",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H15; 60F99",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-1/Convergence-in-Wasserstein-distance-for-empirical-measures-of-semilinear-SPDEs/10.1214/22-AAP1807.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "convergence rate; empirical measure; semilinear SPDE;
Wasserstein distance",
}
@Article{Ayyer:2023:SCH,
author = "Arvind Ayyer and Shubham Sinha",
title = "The size of $t$-cores and hook lengths of random cells
in random partitions",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "1",
pages = "85--106",
month = feb,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1809",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B10; 60C05; 05A15; 05A17; 05E10; 11P82",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-1/The-size-of-t-cores-and-hook-lengths-of-random/10.1214/22-AAP1809.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "abacus; gamma distribution; hook length; t-core;
t-quotient; uniformly random cell; uniformly random
partition",
}
@Article{Gravner:2023:TCP,
author = "Janko Gravner and Brett Kolesnik",
title = "Transitive closure in a polluted environment",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "1",
pages = "107--126",
month = feb,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1810",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 05C80",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-1/Transitive-closure-in-a-polluted-environment/10.1214/22-AAP1810.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Bootstrap percolation; Catalan percolation; Jigsaw
percolation; phase transition; random graph; transitive
closure",
}
@Article{Bar:2023:IPI,
author = "Michael B{\"a}r and Jetlir Duraj and Vitali Wachtel",
title = "Invariance principles for integrated random walks
conditioned to stay positive",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "1",
pages = "127--160",
month = feb,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1811",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G50; 60G40; 60F17",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-1/Invariance-principles-for-integrated-random-walks-conditioned-to-stay-positive/10.1214/22-AAP1811.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "H-transform; invariance principle; Kolmogorov
diffusion; Random walk harmonic function",
}
@Article{Alsmeyer:2023:ALI,
author = "Gerold Alsmeyer and Sara Brofferio and Dariusz
Buraczewski",
title = "Asymptotically linear iterated function systems on the
real line",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "1",
pages = "161--199",
month = feb,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1812",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H25; 60F15; 60K15",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-1/Asymptotically-linear-iterated-function-systems-on-the-real-line/10.1214/22-AAP1812.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "asymptotically linear; iterated function system;
Markov renewal theory; stationary distribution; tail
behavior",
}
@Article{Landim:2023:NSD,
author = "Claudio Landim and Carlos G. Pacheco and Sunder
Sethuraman and Jianfei Xue",
title = "On a nonlinear {SPDE} derived from a hydrodynamic
limit in a {Sinai}-type random environment",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "1",
pages = "200--237",
month = feb,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1813",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60K37; 60L50",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-1/On-a-nonlinear-SPDE-derived-from-a-hydrodynamic-limit-in/10.1214/22-AAP1813.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "annealed; Brox diffusion; hydrodynamic; inhomogeneous;
Interacting particle system; quasilinear; quenched;
regularization; Sinai random environment; SPDE;
Zero-range",
}
@Article{Bayer:2023:OSS,
author = "Christian Bayer and Paul P. Hager and Sebastian Riedel
and John Schoenmakers",
title = "Optimal stopping with signatures",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "1",
pages = "238--273",
month = feb,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1814",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60L10; 60L20; 60G40; 91G60",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-1/Optimal-stopping-with-signatures/10.1214/22-AAP1814.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "deep learning; fractional Brownian motion; Optimal
stopping; Rough paths; signature",
}
@Article{Kaushansky:2023:CTS,
author = "Vadim Kaushansky and Christoph Reisinger and Mykhaylo
Shkolnikov and Zhuo Qun Song",
title = "Convergence of a time-stepping scheme to the free
boundary in the supercooled {Stefan} problem",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "1",
pages = "274--298",
month = feb,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1815",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "80A22; 35B44; 65N20; 60H30",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-1/Convergence-of-a-time-stepping-scheme-to-the-free-boundary/10.1214/22-AAP1815.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "blow-ups; free boundary; global Skorokhod M1
convergence; local convergence rates; particle
approximation; physical solutions; probabilistic
solutions; supercooled Stefan problem; time-stepping
scheme",
}
@Article{Foo:2023:SPM,
author = "Jasmine Foo and Einar Bjarki Gunnarsson and Kevin
Leder and Kathleen Storey",
title = "Spread of premalignant mutant clones and cancer
initiation in multilayered tissue",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "1",
pages = "299--343",
month = feb,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1816",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G50; 60J27; 60K35; 92B05; 92C50; 92D25",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-1/Spread-of-premalignant-mutant-clones-and-cancer-initiation-in-multilayered/10.1214/22-AAP1816.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Biased voter model; branching coalescing random walks;
evolutionary dynamics; field cancerization; Spatial
cancer models",
}
@Article{Lehmann:2023:DEB,
author = "Tobias Lehmann",
title = "{Darwinian} evolution as {Brownian} motion on the
simplex: a geometric perspective on stochastic
replicator dynamics",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "1",
pages = "344--375",
month = feb,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1817",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J60; 60J70; 91A22; 92D25; 51E26",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-1/Darwinian-evolution-as-Brownian-motion-on-the-simplex--A/10.1214/22-AAP1817.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "62-07; Aitchison geometry; Brownian motion; Dirichlet
distribution; Fokker--Planck equation; invariant
measure; random fitness landscape; replicator dynamics;
rvolutionary stable strategy; Wasserstein contraction",
}
@Article{Banerjee:2023:DFL,
author = "Sayan Banerjee and Brendan Brown",
title = "Dimension-free local convergence and perturbations for
reflected {Brownian} motions",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "1",
pages = "376--416",
month = feb,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1818",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J60; 60J55; 60K37; 37A25",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-1/Dimension-free-local-convergence-and-perturbations-for-reflected-Brownian-motions/10.1214/22-AAP1818.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "atlas model; coupling; Derivative process; Diffusion
processes; dimension-free convergence; reflected
Brownian motion; Wasserstein distance; weighted
distance",
}
@Article{Bernardin:2023:SCL,
author = "C{\'e}dric Bernardin and Rapha{\"e}l Chetrite and Reda
Chhaibi and Joseph Najnudel and Cl{\'e}ment
Pellegrini",
title = "Spiking and collapsing in large noise limits of
{SDEs}",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "1",
pages = "417--446",
month = feb,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1819",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F99; 60G60; 81P15",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-1/Spiking-and-collapsing-in-large-noise-limits-of-SDEs/10.1214/22-AAP1819.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "large noise limits; Limit theorems for stochastic
processes; quantum collapse; quantum measurement; spike
process",
}
@Article{Cipolloni:2023:FCL,
author = "Giorgio Cipolloni and L{\'a}szl{\'o} Erd{\H{o}}s and
Dominik Schr{\"o}der",
title = "Functional central limit theorems for {Wigner}
matrices",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "1",
pages = "447--489",
month = feb,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1820",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B20; 15B52",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-1/Functional-central-limit-theorems-for-Wigner-matrices/10.1214/22-AAP1820.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "eigenfunction thermalization hypothesis;
multiresolvent local law; multiscale Gaussian
fluctuation; Quantum unique ergodicity",
}
@Article{Viveros:2023:DPV,
author = "Roberto Viveros",
title = "Directed polymer for very heavy tailed random walks",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "1",
pages = "490--506",
month = feb,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1821",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "82D60",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-1/Directed-polymer-for-very-heavy-tailed-random-walks/10.1214/22-AAP1821.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "heavy tail; Polymer model; Random walk",
}
@Article{Schulte:2023:RMN,
author = "Matthias Schulte and J. E. Yukich",
title = "Rates of multivariate normal approximation for
statistics in geometric probability",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "1",
pages = "507--548",
month = feb,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1822",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60D05; 60F05",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-1/Rates-of-multivariate-normal-approximation-for-statistics-in-geometric-probability/10.1214/22-AAP1822.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Multivariate normal approximation; multivariate
statistics in geometric probability; random Euclidean
graphs; stabilization; Stochastic geometry",
}
@Article{Lambert:2023:SAG,
author = "Gaultier Lambert and Elliot Paquette",
title = "Strong approximation of {Gaussian} $ \beta $ ensemble
characteristic polynomials: The hyperbolic regime",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "1",
pages = "549--612",
month = feb,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1823",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B20; 37H15",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-1/Strong-approximation-of-Gaussian-%ce%b2-ensemble-characteristic-polynomials--The/10.1214/22-AAP1823.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Gaussian $ \beta $-ensembles; Gaussian multiplicative
chaos; Product of random matrices",
}
@Article{Tremblay:2023:EEN,
author = "Nicolas Tremblay and Simon Barthelm{\'e} and
Konstantin Usevich and Pierre-Olivier Amblard",
title = "Extended {$L$}-ensembles: a new representation for
determinantal point processes",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "1",
pages = "613--640",
month = feb,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1824",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G55",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-1/Extended-L-ensembles--A-new-representation-for-determinantal-point/10.1214/22-AAP1824.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "determinantal point process; L-ensemble",
}
@Article{Olesker-Taylor:2023:CRD,
author = "Sam Olesker-Taylor",
title = "Cutoff for rewiring dynamics on perfect matchings",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "1",
pages = "641--676",
month = feb,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1825",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B15; 60C05; 60J10; 60J90",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-1/Cutoff-for-rewiring-dynamics-on-perfect-matchings/10.1214/22-AAP1825.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "coalescence-fragmentation; conjugacy-invariant random
walks; Cutoff; mixing time; perfect matchings; Random
transpositions; Random walks",
}
@Article{Schnelli:2023:CRT,
author = "Kevin Schnelli and Yuanyuan Xu",
title = "Convergence rate to the {Tracy--Widom} laws for the
largest eigenvalue of sample covariance matrices",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "1",
pages = "677--725",
month = feb,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1826",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B20; 62H10",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-1/Convergence-rate-to-the-TracyWidom-laws-for-the-largest-eigenvalue/10.1214/22-AAP1826.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "rate of convergence; Sample covariance matrix;
Tracy-Widom law",
}
@Article{Pages:2023:ULA,
author = "Gilles Pag{\`e}s and Fabien Panloup",
title = "Unadjusted {Langevin} algorithm with multiplicative
noise: Total variation and {Wasserstein} bounds",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "1",
pages = "726--779",
month = feb,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1828",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65C05; 37M25; 60F05; 62L10; 65C40",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-1/Unadjusted-Langevin-algorithm-with-multiplicative-noise--Total-variation-and/10.1214/22-AAP1828.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "93E3; Ergodic diffusion; Euler scheme with decreasing
step; Invariant distribution; L1-Wasserstein distance;
Malliavin calculus; Multiplicative noise; total
variation distance; Unadjusted Langevin Algorithm; weak
error",
}
@Article{Nguyen:2023:SAD,
author = "Nhu Nguyen and George Yin",
title = "Stochastic approximation with discontinuous dynamics,
differential inclusions, and applications",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "1",
pages = "780--823",
month = feb,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1829",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "62L20; 60H10; 60J60; 34A60",
bibdate = "Wed Mar 22 16:13:29 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-1/Stochastic-approximation-with-discontinuous-dynamics-differential-inclusions-and-applications/10.1214/22-AAP1829.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "convergence; Differential inclusion; rate of
convergence; stochastic approximation; stochastic
differential inclusion; stochastic subgradient
descent",
}
@Article{Chen:2023:OBN,
author = "Louis H. Y. Chen and L{\^e} V{\u{a}}n Th{\`a}nh",
title = "Optimal bounds in normal approximation for many
interacting worlds",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "2",
pages = "625--642",
month = apr,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/21-AAP1747",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05; 81Q65",
bibdate = "Wed Mar 22 16:13:30 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-2/Optimal-bounds-in-normal-approximation-for-many-interacting-worlds/10.1214/21-AAP1747.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "harmonic oscillator; many interacting worlds; Normal
approximation; Stein's method",
}
@Article{Lacker:2023:LWC,
author = "Daniel Lacker and Kavita Ramanan and Ruoyu Wu",
title = "Local weak convergence for sparse networks of
interacting processes",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "2",
pages = "643--688",
month = apr,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1830",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60J05; 60J60; 60J80; 60F17; 60B10; 82C22",
bibdate = "Wed Mar 22 16:13:30 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-2/Local-weak-convergence-for-sparse-networks-of-interacting-processes/10.1214/22-AAP1830.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "configuration model; discrete-time Markov chains;
Erd{\H{o}}s-R{\'e}nyi graphs; Gibbs measures;
Interacting diffusions; Local weak convergence; Markov
random fields; mean-field limits; nonlinear Markov
processes; Probabilistic cellular automata; Random
graphs; sparse graphs; unimodularity",
}
@Article{Qiu:2023:SDG,
author = "Jinniao Qiu and Jing Zhang",
title = "Stochastic differential games with random coefficients
and stochastic {Hamilton--Jacobi--Bellman--Isaacs}
equations",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "2",
pages = "689--730",
month = apr,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1831",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "49L12; 49L20; 49L25; 93E20; 35D40; 60H15",
bibdate = "Wed Mar 22 16:13:30 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-2/Stochastic-differential-games-with-random-coefficients-and-stochastic-HamiltonJacobiBellmanIsaacs-equations/10.1214/22-AAP1831.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "backward stochastic partial differential equation;
stochastic differential game; Stochastic
Hamilton--Jacobi--Bellman--Isaacs equation; viscosity
solution",
}
@Article{Foss:2023:PAP,
author = "Sergey Foss and Takis Konstantopoulos and Artem
Pyatkin",
title = "Probabilistic and analytical properties of the last
passage percolation constant in a weighted random
directed graph",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "2",
pages = "731--753",
month = apr,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1832",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 05C80; 60K05",
bibdate = "Wed Mar 22 16:13:30 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-2/Probabilistic-and-analytical-properties-of-the-last-passage-percolation-constant/10.1214/22-AAP1832.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "critical point; Last-passage percolation; maximal
path; random graph; Regenerative structure; skeleton
point",
}
@Article{Rosenzweig:2023:GTM,
author = "Matthew Rosenzweig and Sylvia Serfaty",
title = "Global-in-time mean-field convergence for singular
{Riesz}-type diffusive flows",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "2",
pages = "754--798",
month = apr,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1833",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "35Q70; 35Q35; 60H30",
bibdate = "Wed Mar 22 16:13:30 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-2/Global-in-time-mean-field-convergence-for-singular-Riesz-type/10.1214/22-AAP1833.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "McKean--Vlasov; Mean-field limit; Riesz potentials;
uniform-in-time convergence",
}
@Article{Alimohammadi:2023:SIS,
author = "Yeganeh Alimohammadi and Persi Diaconis and Mohammad
Roghani and Amin Saberi",
title = "Sequential importance sampling for estimating
expectations over the space of perfect matchings",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "2",
pages = "799--833",
month = apr,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1834",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65C05; 05B15",
bibdate = "Wed Mar 22 16:13:30 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-2/Sequential-importance-sampling-for-estimating-expectations-over-the-space-of/10.1214/22-AAP1834.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "card guessing experiment; dense bipartite graph;
KL-divergence; Latin squares; perfect matching;
sequential importance sampling; Stochastic block
model",
}
@Article{Claisse:2023:MFG,
author = "Julien Claisse and Zhenjie Ren and Xiaolu Tan",
title = "Mean field games with branching",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "2",
pages = "834--875",
month = apr,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1835",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J80; 91A13; 93E20",
bibdate = "Wed Mar 22 16:13:30 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-2/Mean-field-games-with-branching/10.1214/22-AAP1835.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "branching diffusion process; Mean field games; relaxed
control",
}
@Article{Przykucki:2023:PI,
author = "Micha{\l} Przykucki and Alexander Roberts and Alex
Scott",
title = "Parking on the integers",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "2",
pages = "876--901",
month = apr,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1836",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 82C22; 82B26",
bibdate = "Wed Mar 22 16:13:30 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-2/Parking-on-the-integers/10.1214/22-AAP1836.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Cayley graphs; parking problems; Random walks",
}
@Article{Muller-Gronbach:2023:SLE,
author = "Thomas M{\"u}ller-Gronbach and Larisa Yaroslavtseva",
title = "Sharp lower error bounds for strong approximation of
{SDEs} with discontinuous drift coefficient by coupling
of noise",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "2",
pages = "902--935",
month = apr,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1837",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65C30; 60H35; 60H10",
bibdate = "Wed Mar 22 16:13:30 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-2/Sharp-lower-error-bounds-for-strong-approximation-of-SDEs-with/10.1214/22-AAP1837.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Discontinuous drift coefficient; lower error bounds;
Stochastic differential equations; strong
approximation",
}
@Article{Quattropani:2023:MAP,
author = "Matteo Quattropani and Federico Sau",
title = "Mixing of the averaging process and its discrete dual
on finite-dimensional geometries",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "2",
pages = "936--971",
month = apr,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1838",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J25; 60J27; 37A25; 82C22",
bibdate = "Wed Mar 22 16:13:30 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-2/Mixing-of-the-averaging-process-and-its-discrete-dual-on/10.1214/22-AAP1838.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Averaging process; dualities and intertwinings; Mixing
times; Nash inequality",
}
@Article{Gantert:2023:MTS,
author = "Nina Gantert and Evita Nestoridi and Dominik Schmid",
title = "Mixing times for the simple exclusion process with
open boundaries",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "2",
pages = "972--1012",
month = apr,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1839",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60J27; 82C22",
bibdate = "Wed Mar 22 16:13:30 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-2/Mixing-times-for-the-simple-exclusion-process-with-open-boundaries/10.1214/22-AAP1839.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "coupling; Exclusion process; Mixing times; second
class particles",
}
@Article{Grama:2023:KST,
author = "Ion Grama and Quansheng Liu and Erwan Pin",
title = "A {Kesten}-Stigum type theorem for a supercritical
multitype branching process in a random environment",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "2",
pages = "1013--1051",
month = apr,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1840",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J80; 60K37; 60J85",
bibdate = "Wed Mar 22 16:13:30 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-2/A-KestenStigum-type-theorem-for-a-supercritical-multitype-branching-process/10.1214/22-AAP1840.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Kesten-Stigum theorem; martingale; Multitype branching
processes; Products of random matrices; random
environment",
}
@Article{Breden:2023:CAP,
author = "Maxime Breden and Maximilian Engel",
title = "Computer-assisted proof of shear-induced chaos in
stochastically perturbed {Hopf} systems",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "2",
pages = "1052--1094",
month = apr,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1841",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "35P99; 37M25; 37H15; 60J99",
bibdate = "Wed Mar 22 16:13:30 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-2/Computer-assisted-proof-of-shear-induced-chaos-in-stochastically-perturbed/10.1214/22-AAP1841.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "37-04; homotopy method; Kolmogorov operators; Lyapunov
exponents; quasi-ergodic distribution",
}
@Article{Benaych-Georges:2023:OCS,
author = "Florent Benaych-Georges and Jean-Philippe Bouchaud and
Marc Potters",
title = "Optimal cleaning for singular values of
cross-covariance matrices",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "2",
pages = "1095--1126",
month = apr,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1842",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B20; 62G05; 15B52",
bibdate = "Wed Mar 22 16:13:30 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-2/Optimal-cleaning-for-singular-values-of-cross-covariance-matrices/10.1214/22-AAP1842.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "cross-covariance matrices; random matrices;
rotationally invariant estimator",
}
@Article{DelMoral:2023:TAO,
author = "Pierre {Del Moral} and Emma Horton",
title = "A theoretical analysis of one-dimensional discrete
generation ensemble {Kalman} particle filters",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "2",
pages = "1127--1172",
month = apr,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1843",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G35; 60K35; 65C35; 60F05; 60J10; 39A30; 65L07;
93D23",
bibdate = "Wed Mar 22 16:13:30 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-2/A-theoretical-analysis-of-one-dimensional-discrete-generation-ensemble-Kalman/10.1214/22-AAP1843.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Ensemble Kalman filter; Exponential stability;
Feynman--Kac formulae; noncentral $ \chi $-square;
rational difference equations; stochastic perturbation
theorems; stochastic Riccati difference equation;
uniform estimates with respect to the time horizon",
}
@Article{Dario:2023:CTL,
author = "Paul Dario",
title = "Convergence to the thermodynamic limit for
random-field random surfaces",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "2",
pages = "1173--1195",
month = apr,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1844",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "82B24; 82B44; 82C41",
bibdate = "Wed Mar 22 16:13:30 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-2/Convergence-to-the-thermodynamic-limit-for-random-field-random-surfaces/10.1214/22-AAP1844.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Disordered systems; Random surfaces",
}
@Article{Hernandez:2023:MMG,
author = "Camilo Hern{\'a}ndez and Dylan Possama{\"\i}",
title = "Me, myself and {I}: a general theory of
non-{Markovian} time-inconsistent stochastic control
for sophisticated agents",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "2",
pages = "1196--1258",
month = apr,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1845",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H10; 60H30; 60G07",
bibdate = "Wed Mar 22 16:13:30 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-2/Me-myself-and-I--A-general-theory-of-non/10.1214/22-AAP1845.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Backward stochastic differential equations; consistent
planning; Mean-variance; nonexponential discounting;
Time inconsistency",
}
@Article{Yang:2023:CRM,
author = "Jun Yang and Jeffrey S. Rosenthal",
title = "Complexity results for {MCMC} derived from
quantitative bounds",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "2",
pages = "1259--1300",
month = apr,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1846",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J20; 60J22; 65C05",
bibdate = "Wed Mar 22 16:13:30 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-2/Complexity-results-for-MCMC-derived-from-quantitative-bounds/10.1214/22-AAP1846.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "convergence complexity; drift and minorization; high
dimensions; Markov chain Monte Carlo; mixing time",
}
@Article{Hermon:2023:MLS,
author = "Jonathan Hermon and Justin Salez",
title = "Modified log-{Sobolev} inequalities for
strong-{Rayleigh} measures",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "2",
pages = "1301--1314",
month = apr,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1847",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J10; 60J45",
bibdate = "Wed Mar 22 16:13:30 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-2/Modified-log-Sobolev-inequalities-for-strong-Rayleigh-measures/10.1214/22-AAP1847.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Modified log-Sobolev inequalities; Negative
dependence; stochastic covering",
}
@Article{Kim:2023:MBB,
author = "Yujin H. Kim and Eyal Lubetzky and Ofer Zeitouni",
title = "The maximum of branching {Brownian} motion in",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "2",
pages = "1315--1368",
month = apr,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1848",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J65; 60J70; 60J80",
bibdate = "Wed Mar 22 16:13:30 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-2/The-maximum-of-branching-Brownian-motion-in-Rd/10.1214/22-AAP1848.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Bessel process; Branching Brownian motion; Extremal
process; Log-correlated field",
}
@Article{Christensen:2023:NLI,
author = "S{\"o}ren Christensen and Claudia Strauch",
title = "Nonparametric learning for impulse control
problems-Exploration vs. exploitation",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "2",
pages = "1369--1387",
month = apr,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1849",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "68T05; 93E20; 62M05; 60J60",
bibdate = "Wed Mar 22 16:13:30 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-2/Nonparametric-learning-for-impulse-control-problemsExploration-vs-exploitation/10.1214/22-AAP1849.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Diffusion processes; exploration vs. exploitation;
Faustmann problem; nonparametric statistics; optimal
harvesting problem; reinforcement learning; stochastic
impulse control",
}
@Article{Cuchiero:2023:PMS,
author = "Christa Cuchiero and Stefan Rigger and Sara
Svaluto-Ferro",
title = "Propagation of minimality in the supercooled {Stefan}
problem",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "2",
pages = "1388--1418",
month = apr,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1850",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H30; 60K35; 35Q84",
bibdate = "Wed Mar 22 16:13:30 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-2/Propagation-of-minimality-in-the-supercooled-Stefan-problem/10.1214/22-AAP1850.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "McKean--Vlasov equations; propagation of chaos;
singular interactions; supercooled Stefan problem;
systemic risk",
}
@Article{Chen:2023:PAF,
author = "Peng Chen and Qi-Man Shao and Lihu Xu",
title = "A probability approximation framework: {Markov}
process approach",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "2",
pages = "1419--1459",
month = apr,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1853",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05; 60H07; 60J20",
bibdate = "Wed Mar 22 16:13:30 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-2/A-probability-approximation-framework-Markov-process-approach/10.1214/22-AAP1853.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Euler--Maruyama (EM) discretization; It{\^o}'s
formula; Markov process; Normal approximation; online
stochastic gradient descent; probability approximation;
Stable process; Stochastic differential equation;
Wasserstein-1 distance",
}
@Article{Anonymous:2023:TCa,
author = "Anonymous",
title = "Table of Contents",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "3",
pages = "??--??",
month = jun,
year = "2023",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 13 11:42:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-3/Table-of-Contents/aap333c1.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
}
@Article{Anonymous:2023:EBa,
author = "Anonymous",
title = "Editorial Board",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "3",
pages = "??--??",
month = jun,
year = "2023",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 13 11:42:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-3/Editorial-Board/aap333p1.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
}
@Article{Isohatala:2023:DAM,
author = "Jukka Isoh{\"a}t{\"a}l{\"a} and William B. Haskell",
title = "A dynamic analytic method for risk-aware controlled martingale problems",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "3",
pages = "1661--1700",
month = jun,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1794",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "93E20; 60J25; 60J35; 90C30",
bibdate = "Fri Oct 13 11:42:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-3/A-dynamic-analytic-method-for-risk-aware-controlled-martingale-problems/10.1214/22-AAP1794.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "forward equation; Martingale problems; nonlinear programming; optimal control; Stochastic processes",
}
@Article{Damron:2023:UTC,
author = "Michael Damron and Jack Hanson and Wai-Kit Lam",
title = "Universality of the time constant for {2D} critical first-passage percolation",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "3",
pages = "1701--1731",
month = jun,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1808",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 82B43",
bibdate = "Fri Oct 13 11:42:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-3/Universality-of-the-time-constant-for-2D-critical-first-passage/10.1214/22-AAP1808.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "First-passage percolation; Time constant; Universality",
}
@Article{Tran:2023:MFZ,
author = "Hong Quan Tran",
title = "The mean-field zero-range process with unbounded monotone rates: Mixing time, cutoff, and {Poincar{\'e}} constant",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "3",
pages = "1732--1757",
month = jun,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1851",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "37A25; 60J27; 60K35; 82C22",
bibdate = "Fri Oct 13 11:42:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-3/The-mean-field-zero-range-process-with-unbounded-monotone-rates/10.1214/22-AAP1851.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "Cutoff phenomenon; mixing time; Poincar{\'e} constant; Zero-range process",
}
@Article{Heydecker:2023:LDK,
author = "Daniel Heydecker",
title = "Large deviations of {Kac}'s conservative particle system and energy nonconserving solutions to the {Boltzmann} equation: a counterexample to the predicted rate function",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "3",
pages = "1758--1826",
month = jun,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1852",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "35Q20; 60F10; 00X00; 82C22; 82C26",
bibdate = "Fri Oct 13 11:42:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-3/Large-deviations-of-Kacs-conservative-particle-system-and-energy-nonconserving/10.1214/22-AAP1852.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "Boltzmann equation; Kac process; large deviations",
}
@Article{Hosseini:2023:SGE,
author = "Bamdad Hosseini and James E. Johndrow",
title = "Spectral gaps and error estimates for infinite-dimensional {Metropolis--Hastings} with non-{Gaussian} priors",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "3",
pages = "1827--1873",
month = jun,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1854",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65C05; 60J05; 62G99; 62M40",
bibdate = "Fri Oct 13 11:42:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-3/Spectral-gaps-and-error-estimates-for-infinite-dimensional-MetropolisHastings-with/10.1214/22-AAP1854.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "Bayesian inverse problem; Markov chain Monte Carlo; non-Gaussian; spectral gap; weak Harris' theorem",
}
@Article{Dirksen:2023:ROB,
author = "Sjoerd Dirksen and Shahar Mendelson",
title = "Robust one-bit compressed sensing with partial circulant matrices",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "3",
pages = "1874--1903",
month = jun,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1855",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B20; 94A12",
bibdate = "Fri Oct 13 11:42:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-3/Robust-one-bit-compressed-sensing-with-partial-circulant-matrices/10.1214/22-AAP1855.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "compressed sensing; Empirical processes; generic chaining; quantization; random circulant matrices",
}
@Article{Leimkuhler:2023:SRW,
author = "Benedict Leimkuhler and Akash Sharma and Michael V. Tretyakov",
title = "Simplest random walk for approximating {Robin} boundary value problems and ergodic limits of reflected diffusions",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "3",
pages = "1904--1960",
month = jun,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1856",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H35; 65C30; 60H10; 37H10",
bibdate = "Fri Oct 13 11:42:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-3/Simplest-random-walk-for-approximating-Robin-boundary-value-problems-and/10.1214/22-AAP1856.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "ergodic limits; Neumann boundary value problem; reflected Brownian dynamics; reflected stochastic differential equations; sampling from distributions with compact support; sampling on manifold; stochastic gradient system in bounded domains; weak approximation",
}
@Article{Deb:2023:FMF,
author = "Nabarun Deb and Sumit Mukherjee",
title = "Fluctuations in mean-field {Ising} models",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "3",
pages = "1961--2003",
month = jun,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1857",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "82B20; 82B26",
bibdate = "Fri Oct 13 11:42:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-3/Fluctuations-in-mean-field-Ising-models/10.1214/22-AAP1857.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "Berry--Esseen bound; Ising model; mean-field; Partition function; regular graphs",
}
@Article{Buckdahn:2023:GCM,
author = "Rainer Buckdahn and Juan Li and Jin Ma",
title = "A general conditional {McKean--Vlasov} stochastic differential equation",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "3",
pages = "2004--2023",
month = jun,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1858",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H07; 60H15; 60H30; 35R60; 34F05",
bibdate = "Fri Oct 13 11:42:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-3/A-general-conditional-McKeanVlasov-stochastic-differential-equation/10.1214/22-AAP1858.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "Conditional McKean--Vlasov SDEs; Kantorovich-Rubinstein's duality; Weak solution",
}
@Article{Goldschmidt:2023:SLC,
author = "Christina Goldschmidt and Robin Stephenson",
title = "The scaling limit of a critical random directed graph",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "3",
pages = "2024--2065",
month = jun,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1859",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60C05; 05C80; 60F05",
bibdate = "Fri Oct 13 11:42:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-3/The-scaling-limit-of-a-critical-random-directed-graph/10.1214/22-AAP1859.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "phase transition; Random directed graph; Scaling limit",
}
@Article{Guo:2023:SLM,
author = "Shuchen Guo and Dejun Luo",
title = "Scaling limit of moderately interacting particle systems with singular interaction and environmental noise",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "3",
pages = "2066--2102",
month = jun,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1860",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60H30; 35Q84",
bibdate = "Fri Oct 13 11:42:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-3/Scaling-limit-of-moderately-interacting-particle-systems-with-singular-interaction/10.1214/22-AAP1860.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "Entropy; environmental noise; Interacting particle system; moderate interaction; semigroup method",
}
@Article{Cosco:2023:VFL,
author = "Cl{\'e}ment Cosco and Shuta Nakajima",
title = "A variational formula for large deviations in first-passage percolation under tail estimates",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "3",
pages = "2103--2135",
month = jun,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1861",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K37; 60K35; 82A51; 82D30",
bibdate = "Fri Oct 13 11:42:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-3/A-variational-formula-for-large-deviations-in-first-passage-percolation/10.1214/22-AAP1861.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "Eden growth model; First-passage percolation; large deviations",
}
@Article{Bonnier:2023:ATH,
author = "Patric Bonnier and Chong Liu and Harald Oberhauser",
title = "Adapted topologies and higher rank signatures",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "3",
pages = "2136--2175",
month = jun,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1862",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G07; 60L10",
bibdate = "Fri Oct 13 11:42:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-3/Adapted-topologies-and-higher-rank-signatures/10.1214/22-AAP1862.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "Adapted topologies; extended weak convergence; signatures",
}
@Article{Clement:2023:HTV,
author = "Emmanuelle Cl{\'e}ment",
title = "{Hellinger} and total variation distance in approximating {L{\'e}vy} driven {SDEs}",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "3",
pages = "2176--2209",
month = jun,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1863",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H10; 60G51; 60B10; 60H07",
bibdate = "Fri Oct 13 11:42:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-3/Hellinger-and-total-variation-distance-in-approximating-L%c3%a9vy-driven-SDEs/10.1214/22-AAP1863.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "Hellinger distance; L{\'e}vy process; Stable process; Stochastic differential equation; Total variation",
}
@Article{Bazaes:2023:QAL,
author = "Rodrigo Bazaes and Chiranjib Mukherjee and Alejandro F. Ram{\'\i}rez and Santiago Saglietti",
title = "Quenched and averaged large deviations for random walks in random environments: The impact of disorder",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "3",
pages = "2210--2246",
month = jun,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1864",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K37; 60F10; 82C41",
bibdate = "Fri Oct 13 11:42:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-3/Quenched-and-averaged-large-deviations-for-random-walks-in-random/10.1214/22-AAP1864.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "Disorder; Disordered media; large deviations; quenched and averaged rate functions; random walks in random environment; random walks in random scenery",
}
@Article{Chenavier:2023:BDD,
author = "Nicolas Chenavier and David Coupier and Arnaud Rousselle",
title = "The bi-dimensional {Directed IDLA} forest",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "3",
pages = "2247--2290",
month = jun,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1865",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 05C80; 82C24; 82B41; 60G50",
bibdate = "Fri Oct 13 11:42:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-3/The-bi-dimensional-Directed-IDLA-forest/10.1214/22-AAP1865.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "Cluster growth; internal diffusion limited aggregation; random trees and forests; Random walks; shape theorems",
}
@Article{Dareiotis:2023:QCT,
author = "Konstantinos Dareiotis and M{\'a}t{\'e} Gerencs{\'e}r and Khoa L{\^e}",
title = "Quantifying a convergence theorem of {Gy{\"o}ngy} and {Krylov}",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "3",
pages = "2291--2323",
month = jun,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1867",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H10; 60H35; 60H50",
bibdate = "Fri Oct 13 11:42:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-3/Quantifying-a-convergence-theorem-of-Gy%c3%b6ngy-and-Krylov/10.1214/22-AAP1867.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "Euler--Maruyama scheme; rate of convergence; regularisation by noise; Stochastic differential equations; strong approximation",
}
@Article{Genovese:2023:MFR,
author = "Giuseppe Genovese",
title = "Minimax formula for the replica symmetric free energy of deep restricted {Boltzmann} machines",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "3",
pages = "2324--2341",
month = jun,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1868",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "82B44; 60G15",
bibdate = "Fri Oct 13 11:42:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-3/Minimax-formula-for-the-replica-symmetric-free-energy-of-deep/10.1214/22-AAP1868.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "replica symmetry; restricted Boltzmann machines",
}
@Article{Cerny:2023:BTF,
author = "Jir{\'\i} Cern{\'y} and Alexander Drewitz and Lars Schmitz",
title = "{(Un-)bounded} transition fronts for the parabolic {Anderson} model and the randomized F-{KPP} equation",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "3",
pages = "2342--2373",
month = jun,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1869",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "35A18; 35B40; 60K37; 60J80; 60H15",
bibdate = "Fri Oct 13 11:42:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-3/Un-bounded-transition-fronts-for-the-parabolic-Anderson-model-and/10.1214/22-AAP1869.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "F-KPP equation; Parabolic Anderson model; tightness; transition front; Traveling waves",
}
@Article{Chernozhukov:2023:NOC,
author = "Victor Chernozhukov and Denis Chetverikov and Yuta Koike",
title = "Nearly optimal central limit theorem and bootstrap approximations in high dimensions",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "3",
pages = "2374--2425",
month = jun,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1870",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05; 62E17",
bibdate = "Fri Oct 13 11:42:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-3/Nearly-optimal-central-limit-theorem-and-bootstrap-approximations-in-high/10.1214/22-AAP1870.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "Berry--Esseen bound; bootstrap limit theorems; central limit theorem; high dimensions; smoothing inequalities",
}
@Article{Klimek:2023:SFV,
author = "Aleksander Klimek and Tommaso Cornelis Rosati",
title = "The spatial {$ \Lambda $-Fleming--Viot} process in a random environment",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "3",
pages = "2426--2492",
month = jun,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1871",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "35R60; 60F05; 60J68; 60G51; 60J70; 92D15",
bibdate = "Fri Oct 13 11:42:06 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-3/The-spatial-%ce%9b-FlemingViot-process-in-a-random-environment/10.1214/22-AAP1871.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "Anderson Hamiltonian; scaling limits; Schauder estimates; Spatial Lambda-Fleming-Viot model; Super-Brownian motion; super-processes",
}
@Article{Anonymous:2023:TCb,
author = "Anonymous",
title = "Table of Contents",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "4",
pages = "??--??",
month = aug,
year = "2023",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 13 11:42:07 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/Table-of-Contents/aap334c1.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
}
@Article{Anonymous:2023:EBb,
author = "Anonymous",
title = "Editorial Board",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "4",
pages = "??--??",
month = aug,
year = "2023",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 13 11:42:07 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/Editorial-Board/aap334p1.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
}
@Article{Djehiche:2023:MFR,
author = "Boualem Djehiche and Romuald Elie and Said Hamad{\`e}ne",
title = "Mean-field reflected backward stochastic differential equations",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "4",
pages = "2493--2518",
month = aug,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/20-AAP1657",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H10; 60H07; 49N90",
bibdate = "Fri Oct 13 11:42:07 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/Mean-field-reflected-backward-stochastic-differential-equations/10.1214/20-AAP1657.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "Backward SDEs; mean-field; Penalization; Snell envelope",
}
@Article{Wu:2023:TCU,
author = "Yihong Wu and Jiaming Xu and Sophie H. Yu",
title = "Testing correlation of unlabeled random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "4",
pages = "2519--2558",
month = aug,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1786",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "62H15; 05C80; 05C60; 68Q87; 05C30",
bibdate = "Fri Oct 13 11:42:07 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/Testing-correlation-of-unlabeled-random-graphs/10.1214/22-AAP1786.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "conditional second moment method; cycle decomposition; Erd{\H{o}}s-R{\'e}nyi graphs; Graph matching; Hypothesis testing; unlabeled graphs",
}
@Article{Fehrman:2023:LSR,
author = "Benjamin Fehrman",
title = "Large-scale regularity in stochastic homogenization with divergence-free drift",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "4",
pages = "2559--2599",
month = aug,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1872",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "35B27; 35B53; 60F17; 76M50; 35B65; 60H25",
bibdate = "Fri Oct 13 11:42:07 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/Large-scale-regularity-in-stochastic-homogenization-with-divergence-free-drift/10.1214/22-AAP1872.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "large-scale regularity; Liouville theorem; Stochastic homogenization",
}
@Article{Shen:2023:SAP,
author = "Hao Shen and Rongchan Zhu and Xiangchan Zhu",
title = "An {SPDE} approach to perturbation theory of {$ \Phi_2^4 $}: Asymptoticity and short distance behavior",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "4",
pages = "2600--2642",
month = aug,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1873",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H15; 35R60",
bibdate = "Fri Oct 13 11:42:07 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/An-SPDE-approach-to-perturbation-theory-of-%ce%a624--Asymptoticity/10.1214/22-AAP1873.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "space-time white noise; Stochastic quantization",
}
@Article{Qiu:2023:TFE,
author = "Jiaze Qiu and Subhabrata Sen",
title = "The {TAP} free energy for high-dimensional linear regression",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "4",
pages = "2643--2680",
month = aug,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1874",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F99; 62C10; 82B44",
bibdate = "Fri Oct 13 11:42:07 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/The-TAP-free-energy-for-high-dimensional-linear-regression/10.1214/22-AAP1874.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "Linear regression; Spin glasses; TAP approximation",
}
@Article{Lacker:2023:CLC,
author = "Daniel Lacker and Luc {Le Flem}",
title = "Closed-loop convergence for mean field games with common noise",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "4",
pages = "2681--2733",
month = aug,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1876",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "49N80; 93E20; 91A06",
bibdate = "Fri Oct 13 11:42:07 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/Closed-loop-convergence-for-mean-field-games-with-common-noise/10.1214/22-AAP1876.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "approximate Nash equilibrium; convergence problem; mean field game; stochastic differential game",
}
@Article{Chen:2023:WPW,
author = "Yong Chen and Jinqiao Duan and Hongjun Gao",
title = "Well-posedness and wave-breaking for the stochastic rotation-two-component {Camassa--Holm} system",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "4",
pages = "2734--2785",
month = aug,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1877",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H15; 35L05; 35L70",
bibdate = "Fri Oct 13 11:42:07 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/Well-posedness-and-wave-breaking-for-the-stochastic-rotation-two/10.1214/22-AAP1877.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "Bourgain space; global existence; regularization; Stochastic rotation-two-component Camassa--Holm system; wave-breaking",
}
@Article{Feng:2023:UAL,
author = "Xinwei Feng and Ying Hu and Jianhui Huang",
title = "A unified approach to linear-quadratic-{Gaussian} mean-field team: Homogeneity, heterogeneity and quasi-exchangeability",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "4",
pages = "2786--2823",
month = aug,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1878",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H10; 91A12; 60H30; 91A25",
bibdate = "Fri Oct 13 11:42:07 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/A-unified-approach-to-linear-quadratic-Gaussian-mean-field-team/10.1214/22-AAP1878.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "Continuum heterogeneity; exchangeability; homogeneity; input constraints; mean-field team; partial decentralized information; weak duality",
}
@Article{Djete:2023:MFG,
author = "Mao Fabrice Djete",
title = "Mean field games of controls: On the convergence of {Nash} equilibria",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "4",
pages = "2824--2862",
month = aug,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1879",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 13 11:42:07 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/Mean-field-games-of-controls--On-the-convergence-of/10.1214/22-AAP1879.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "60G; 60H; convergence of Nash equilibria; Mean field game of controls",
}
@Article{Cosso:2023:OCP,
author = "Andrea Cosso and Fausto Gozzi and Idris Kharroubi and Huy{\^e}n Pham and Mauro Rosestolato",
title = "Optimal control of path-dependent {McKean--Vlasov SDEs} in infinite-dimension",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "4",
pages = "2863--2918",
month = aug,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1880",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "93E20; 60K35; 49L25",
bibdate = "Fri Oct 13 11:42:07 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/Optimal-control-of-path-dependent-McKeanVlasov-SDEs-in-infinite-dimension/10.1214/22-AAP1880.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "dynamic programming principle; functional It{\^o} calculus; Master Bellman equation; Path-dependent McKean--Vlasov SDEs in Hilbert space; pathwise measure derivative; viscosity solutions",
}
@Article{Banerjee:2023:FBC,
author = "Sayan Banerjee and Shankar Bhamidi and Iain Carmichael",
title = "Fluctuation bounds for continuous time branching processes and evolution of growing trees with a change point",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "4",
pages = "2919--2980",
month = aug,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1881",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60C05; 05C80",
bibdate = "Fri Oct 13 11:42:07 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/Fluctuation-bounds-for-continuous-time-branching-processes-and-evolution-of/10.1214/22-AAP1881.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "change point detection; continuous time branching processes; inhomogeneous branching processes; Malthusian rate of growth; random networks; stable age distribution theory; temporal networks",
}
@Article{Ding:2023:LLM,
author = "Xiucai Ding and Hong Chang Ji",
title = "Local laws for multiplication of random matrices",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "4",
pages = "2981--3009",
month = aug,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1882",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "46L54; 60B20; 15B52",
bibdate = "Fri Oct 13 11:42:07 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/Local-laws-for-multiplication-of-random-matrices/10.1214/22-AAP1882.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "edge statistics; free multiplicative convolution; random matrices; subordination functions",
}
@Article{Henning:2023:EGG,
author = "Florian Henning and Christof K{\"u}lske",
title = "Existence of gradient {Gibbs} measures on regular trees which are not translation invariant",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "4",
pages = "3010--3038",
month = aug,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1883",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "82B26; 60K35",
bibdate = "Fri Oct 13 11:42:07 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/Existence-of-gradient-Gibbs-measures-on-regular-trees-which-are/10.1214/22-AAP1883.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "boundary law; Gibbs measures; gradient Gibbs measures; heavy tails; regular tree; stable manifold theorem",
}
@Article{Caragea:2023:NNA,
author = "Andrei Caragea and Philipp Petersen and Felix Voigtlaender",
title = "Neural network approximation and estimation of classifiers with classification boundary in a {Barron} class",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "4",
pages = "3039--3079",
month = aug,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1884",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "68T07; 41A25; 41A46; 42B35",
bibdate = "Fri Oct 13 11:42:07 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/Neural-network-approximation-and-estimation-of-classifiers-with-classification-boundary/10.1214/22-AAP1884.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "approximation; Barron spaces; Deep neural networks; empirical risk minimization; ReLU neural networks",
}
@Article{Bello:2023:CCA,
author = "Jason Bello and David J. Sivakoff",
title = "Cyclic cellular automata and {Greenberg--Hastings} models on regular trees",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "4",
pages = "3080--3097",
month = aug,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1885",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 37B15",
bibdate = "Fri Oct 13 11:42:07 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/Cyclic-cellular-automata-and-GreenbergHastings-models-on-regular-trees/10.1214/22-AAP1885.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "Cyclic cellular automaton; fixation; Fluctuation; Greenberg-Hastings model; percolation; phase transition; regular trees",
}
@Article{Erdos:2023:RCD,
author = "L{\'a}szl{\'o} Erd{\H{o}}s and Torben Kr{\"u}ger and David Renfrew",
title = "Randomly coupled differential equations with elliptic correlations",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "4",
pages = "3098--3144",
month = aug,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1886",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B20; 15B52",
bibdate = "Fri Oct 13 11:42:07 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/Randomly-coupled-differential-equations-with-elliptic-correlations/10.1214/22-AAP1886.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "matrix Dyson equation (MDE); Non-Hermitian random matrix; partially symmetric correlation; time evolution of neural networks",
}
@Article{Hilario:2023:PTP,
author = "Marcelo R. Hil{\'a}rio and Marcos S{\'a} and Remy Sanchis and Augusto Teixeira",
title = "Phase transition for percolation on a randomly stretched square lattice",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "4",
pages = "3145--3168",
month = aug,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1887",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60K37; 82B44",
bibdate = "Fri Oct 13 11:42:07 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/Phase-transition-for-percolation-on-a-randomly-stretched-square-lattice/10.1214/22-AAP1887.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "multiscale analysis; percolation on disordered media; phase transition",
}
@Article{Peltola:2023:CPM,
author = "Eveliina Peltola and Hao Wu",
title = "Crossing probabilities of multiple {Ising} interfaces",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "4",
pages = "3169--3206",
month = aug,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1888",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "82B20; 60J67; 60K35",
bibdate = "Fri Oct 13 11:42:07 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/Crossing-probabilities-of-multiple-Ising-interfaces/10.1214/22-AAP1888.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "conformal field theory; correlation function; Crossing probability; Ising model; Partition function; Schramm-Loewner evolution",
}
@Article{Rollin:2023:DMV,
author = "Adrian R{\"o}llin and Zhuo-Song Zhang",
title = "Dense multigraphon-valued stochastic processes and edge-changing dynamics in the configuration model",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "4",
pages = "3207--3239",
month = aug,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1889",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "05C08; 60F05; 60G07",
bibdate = "Fri Oct 13 11:42:07 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/Dense-multigraphon-valued-stochastic-processes-and-edge-changing-dynamics-in/10.1214/22-AAP1889.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "configuration random multigraph model; dense multigraph sequences; edge-reconnection model; graphons",
}
@Article{Charlier:2023:GFP,
author = "Christophe Charlier and Philippe Moreillon",
title = "On the generating function of the {Pearcey} process",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "4",
pages = "3240--3277",
month = aug,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1890",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "41A60; 60B20; 30E25",
bibdate = "Fri Oct 13 11:42:07 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/On-the-generating-function-of-the-Pearcey-process/10.1214/22-AAP1890.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "generating function asymptotics; Hamiltonian; Pearcey point process; Riemann--Hilbert problems",
}
@Article{Braunsteins:2023:SPL,
author = "Peter Braunsteins and Frank den Hollander and Michel Mandjes",
title = "A sample-path large deviation principle for dynamic {Erd{\H{o}}s--R{\'e}nyi} random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "4",
pages = "3278--3320",
month = aug,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1892",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "05C80; 60C05; 60F10",
bibdate = "Fri Oct 13 11:42:07 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/A-sample-path-large-deviation-principle-for-dynamic-Erd%c5%91sR%c3%a9nyi-random/10.1214/22-AAP1892.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/; http://www.jstor.org/journals/10505164.html",
keywords = "Dynamic random graphs; graphon dynamics; optimal path; Sample-path large deviations",
}
@Article{Anonymous:2023:TCc,
author = "Anonymous",
title = "Table of Contents",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "??--??",
month = oct,
year = "2023",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/Table-of-Contents/aap335c1.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anonymous:2023:EBc,
author = "Anonymous",
title = "Editorial Board",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "??--??",
month = oct,
year = "2023",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/Editorial-Board/aap335p1.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chazottes:2023:GCB,
author = "Jean-Ren{\'e} Chazottes and Sandro Gallo and Daniel Y.
Takahashi",
title = "{Gaussian} concentration bounds for stochastic chains
of unbounded memory",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "3321--3350",
month = oct,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1893",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60E15; 60G10",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/Gaussian-concentration-bounds-for-stochastic-chains-of-unbounded-memory/10.1214/22-AAP1893.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "categorical time series; Chains of infinite order;
Concentration inequalities; d\=-distance;
Dvoretzky-Kiefer-Wolfowitz-type inequality; Empirical
distribution; g-measures; Markovian approximation;
maximal coupling",
}
@Article{Alfonsi:2023:CBM,
author = "Aur{\'e}lien Alfonsi and Vlad Bally",
title = "Construction of {Boltzmann} and {McKean--Vlasov} type
flows (the sewing lemma approach)",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "3351--3386",
month = oct,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1894",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "35Q20; 35Q83; 76P05; 60H20",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/Construction-of-Boltzmann-and-McKeanVlasov-type-flows-the-sewing-lemma/10.1214/22-AAP1894.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Boltzmann equation; Enskog equation; Interacting
particle system; McKean--Vlasov equation; sewing
lemma",
}
@Article{Lehmkuehler:2023:TCE,
author = "Matthis Lehmkuehler",
title = "The trunks of {CLE(4)} explorations",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "3387--3417",
month = oct,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1895",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J67; 60J55; 60G51; 60H10",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/The-trunks-of-CLE4-explorations/10.1214/22-AAP1895.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Bessel processes; CLE percolations; GFF level lines;
SLE",
}
@Article{Ararat:2023:SVB,
author = "{\c{C}}agin Ararat and Jin Ma and Wenqian Wu",
title = "Set-valued backward stochastic differential
equations",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "3418--3448",
month = oct,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1896",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H05; 60H10; 28B20; 60G44; 47H04",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/Set-valued-backward-stochastic-differential-equations/10.1214/22-AAP1896.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "convex compact set; Hukuhara difference; integrably
bounded set-valued process; Picard iteration;
set-valued backward stochastic differential equation;
Set-valued stochastic analysis; Set-valued stochastic
integral",
}
@Article{Kasprzak:2023:VVS,
author = "Miko{\l}aj J. Kasprzak and Giovanni Peccati",
title = "Vector-valued statistics of binomial processes:
{Berry--Esseen} bounds in the convex distance",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "3449--3492",
month = oct,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1897",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B10; 60F05; 60D05; 60E05; 60E15",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/Vector-valued-statistics-of-binomial-processes--BerryEsseen-bounds-in/10.1214/22-AAP1897.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Binomial process; Boolean model; convex distance;
Stein's method",
}
@Article{Shapira:2023:HLK,
author = "Assaf Shapira",
title = "Hydrodynamic limit for the {Kob--Andersen} model",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "3493--3519",
month = oct,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1898",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "82C22; 60J27",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/Hydrodynamic-limit-for-the-KobAndersen-model/10.1214/22-AAP1898.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "kinetically constrained lattice gas; Kinetically
constrained models",
}
@Article{Hermon:2023:GRC,
author = "Jonathan Hermon and Sam Olesker-Taylor",
title = "Geometry of random {Cayley} graphs of {Abelian}
groups",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "3520--3562",
month = oct,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1899",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "05C12; 05C48; 05C80; 60B15; 60K37",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/Geometry-of-random-Cayley-graphs-of-Abelian-groups/10.1214/22-AAP1899.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "diameter; random Cayley graphs; relaxation time;
spectral gap; typical distance",
}
@Article{Erny:2023:SEB,
author = "Xavier Erny and Eva L{\"o}cherbach and Dasha
Loukianova",
title = "Strong error bounds for the convergence to its mean
field limit for systems of interacting neurons in a
diffusive scaling",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "3563--3586",
month = oct,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1900",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J76; 60K35; 60G55; 60G09; 60G09",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/Strong-error-bounds-for-the-convergence-to-its-mean-field/10.1214/22-AAP1900.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "conditional propagation of chaos; exchangeability; KMT
coupling; mean field interaction",
}
@Article{Bayraktar:2023:GMF,
author = "Erhan Bayraktar and Suman Chakraborty and Ruoyu Wu",
title = "Graphon mean field systems",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "3587--3619",
month = oct,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1901",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J60; 05C80; 60K35",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/Graphon-mean-field-systems/10.1214/22-AAP1901.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "graphon particle systems; graphons; heterogeneous
interaction; mean field interaction; networks;
percolation",
}
@Article{Anagnostakis:2023:GDP,
author = "Alexis Anagnostakis and Antoine Lejay and Denis
Villemonais",
title = "General diffusion processes as limit of time-space
{Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "3620--3651",
month = oct,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1902",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F17; 60J60; 60J10",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/General-diffusion-processes-as-limit-of-time-space-Markov-chains/10.1214/22-AAP1902.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Donsker's invariance principle; Markov chain
approximation; Random walk; singular diffusion; skew;
Slow reflection; sticky; Wasserstein distance",
}
@Article{Zhang:2023:SNS,
author = "Deng Zhang",
title = "Stochastic nonlinear {Schr{\"o}dinger} equations in
the defocusing mass and energy critical cases",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "3652--3705",
month = oct,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1903",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H15; 35Q55; 35J10",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/Stochastic-nonlinear-Schr%c3%b6dinger-equations-in-the-defocusing-mass-and-energy/10.1214/22-AAP1903.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Critical space; global well-posedness; scattering;
stochastic nonlinear Schr{\"o}dinger equations; Support
theorem",
}
@Article{Popovic:2023:SMV,
author = "Lea Popovic and Amandine V{\'e}ber",
title = "A spatial measure-valued model for chemical reaction
networks in heterogeneous systems",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "3706--3754",
month = oct,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1904",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J27; 60F17; 92C45; 80A30",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/A-spatial-measure-valued-model-for-chemical-reaction-networks-in/10.1214/22-AAP1904.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Chemical reaction network; measure valued process;
multiscale process; Piecewise deterministic Markov
process; Reaction-diffusion process; scaling limits",
}
@Article{Kortchemski:2023:LDL,
author = "Igor Kortchemski and Cyril Marzouk",
title = "Large deviation local limit theorems and limits of
biconditioned planar maps",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "3755--3802",
month = oct,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1906",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05; 60F17; 05C80; 60D05; 05C05",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/Large-deviation-local-limit-theorems-and-limits-of-biconditioned-planar/10.1214/22-AAP1906.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "conditioned random walks; Local limit theorems; Random
maps; Random trees",
}
@Article{Bayraktar:2023:PBC,
author = "Erhan Bayraktar and Shuoqing Deng and Dominykas
Norgilas",
title = "A potential-based construction of the increasing
supermartingale coupling",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "3803--3834",
month = oct,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1907",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G42; 49N05",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/A-potential-based-construction-of-the-increasing-supermartingale-coupling/10.1214/22-AAP1907.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Couplings; Optimal transport; Supermartingales",
}
@Article{Barbour:2023:SMG,
author = "A. D. Barbour and Nathan Ross and Guangqu Zheng",
title = "{Stein}'s method, {Gaussian} processes and {Palm}
measures, with applications to queueing",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "3835--3871",
month = oct,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1908",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G15; 60G55; 60K25; 60F25",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/Steins-method-Gaussian-processes-and-Palm-measures-with-applications-to/10.1214/22-AAP1908.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Gaussian processes; GI/GI/$\infty$ queue; Palm
measure; Stein's method",
}
@Article{Hu:2023:MFS,
author = "Yaozhong Hu and Michael A. Kouritzin and Panqiu Xia
and Jiayu Zheng",
title = "On mean-field super-{Brownian} motions",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "3872--3915",
month = oct,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1909",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H15; 60J68",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/On-mean-field-super-Brownian-motions/10.1214/22-AAP1909.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Branching particle systems; mean-field stochastic
partial differential equation; moment conditions;
moment differentiability; moment formula;
Super-Brownian motion",
}
@Article{Gheissari:2023:LTI,
author = "Reza Gheissari and Alistair Sinclair",
title = "Low-temperature {Ising} dynamics with random
initializations",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "3916--3957",
month = oct,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1911",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J10; 82C20; 60K35",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/Low-temperature-Ising-dynamics-with-random-initializations/10.1214/22-AAP1911.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Ising model; Markov chains; metastability; Mixing
times",
}
@Article{Onaran:2023:FCL,
author = "Efe Onaran and Omer Bobrowski and Robert J. Adler",
title = "Functional central limit theorems for local statistics
of spatial birth-death processes in the thermodynamic
regime",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "3958--3986",
month = oct,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1912",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G55; 60F05; 60D05; 05C80",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/Functional-central-limit-theorems-for-local-statistics-of-spatial-birthdeath/10.1214/22-AAP1912.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "functional central limit theorems; Ornstein--Uhlenbeck
process; Random geometric graphs; spatial birth-death
process",
}
@Article{Leme:2023:MBF,
author = "Renato Paes Leme and Jon Schneider",
title = "Multiparameter {Bernoulli} factories",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "3987--4007",
month = oct,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1913",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/Multiparameter-Bernoulli-factories/10.1214/22-AAP1913.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "60-08; Bernoulli factory; exact sampling",
}
@Article{Hirsch:2023:LDP,
author = "Christian Hirsch and Takashi Owada",
title = "Large deviation principle for geometric and
topological functionals and associated point
processes",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "4008--4043",
month = oct,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1914",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F10; 60D05; 60G55; 55U10",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/Large-deviation-principle-for-geometric-and-topological-functionals-and-associated/10.1214/22-AAP1914.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "large deviation principle; Morse critical point;
persistent Betti number; point process; Stochastic
geometry; stochastic topology",
}
@Article{Croydon:2023:ASR,
author = "David A. Croydon and Ryoki Fukushima and Stefan Junk",
title = "Anomalous scaling regime for one-dimensional {Mott}
variable-range hopping",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "4044--4090",
month = oct,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1915",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K37; 60F17; 60G52; 60J27; 82A41; 82D30",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/Anomalous-scaling-regime-for-one-dimensional-Mott-variable-range-hopping/10.1214/22-AAP1915.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "bi-generalized diffusion process; Bouchaud trap model;
Disordered media; Mott variable-range hopping; Random
walk in random environment; sub-diffusivity",
}
@Article{Last:2023:DCG,
author = "G{\"u}nter Last and Moritz Otto",
title = "Disagreement coupling of {Gibbs} processes with an
application to {Poisson} approximation",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "4091--4126",
month = oct,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1916",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G55; 60D05; 60K35",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/Disagreement-coupling-of-Gibbs-processes-with-an-application-to-Poisson/10.1214/22-AAP1916.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Disagreement coupling; empty space probabilities;
Gibbs process; Papangelou intensity; Poisson
approximation; Poisson embedding; Poisson thinning",
}
@Article{Tanana:2023:UMR,
author = "Anastasiya Tanana",
title = "Utility maximization with ratchet and drawdown
constraints on consumption in incomplete semimartingale
markets",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "5",
pages = "4127--4162",
month = oct,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1918",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "93E20; 91G80; 91B08",
bibdate = "Fri Oct 11 17:28:47 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-5/Utility-maximization-with-ratchet-and-drawdown-constraints-on-consumption-in/10.1214/22-AAP1918.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "convex duality; drawdown constraint on consumption;
incomplete markets; ratcheting of consumption; running
maximum; utility maximization",
}
@Article{Anonymous:2023:TCd,
author = "Anonymous",
title = "Table of Contents",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/Table-of-Contents/aap336ac1.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anonymous:2023:EBd,
author = "Anonymous",
title = "Editorial Board",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/Editorial-Board/aap336ap1.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jara:2023:SHE,
author = "Milton Jara and Claudio Landim",
title = "The stochastic heat equation as the limit of a
stirring dynamics perturbed by a voter model",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1866",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 82C22",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/The-stochastic-heat-equation-as-the-limit-of-a-stirring/10.1214/22-AAP1866.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "fluctuation field; interacting particle systems;
relative entropy method; Stochastic heat equation",
}
@Article{Johnston:2023:MC,
author = "Samuel G. G. Johnston and Andreas Kyprianou and Tim
Rogers",
title = "Multitype {$ \Lambda $}-coalescents",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1891",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G09; 60J99",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/Multitype-%ce%9b-coalescents/10.1214/22-AAP1891.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "$\Lambda$-coalescent; coming down from infinity;
consistency; exchangeability",
}
@Article{Bose:2023:KBM,
author = "Shreya Bose and Ibrahim Ekren",
title = "{Kyle}-Back models with risk aversion and
non-{Gaussian} beliefs",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1905",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H30; 60J60; 91B44",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/KyleBack-models-with-risk-aversion-and-non-Gaussian-beliefs/10.1214/22-AAP1905.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Kyle's model with risk averse informed trader; Markov
bridges; Optimal transport; quasilinear partial
differential equations",
}
@Article{Han:2023:CUH,
author = "Qiyang Han and Tiefeng Jiang and Yandi Shen",
title = "Contiguity under high-dimensional {Gaussianity} with
applications to covariance testing",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1917",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F17; 62E17",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/Contiguity-under-high-dimensional-Gaussianity-with-applications-to-covariance-testing/10.1214/22-AAP1917.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "contiguity; covariance test; Poincar{\'e}
inequalities; power analysis",
}
@Article{Melbourne:2023:DCL,
author = "James Melbourne and Gerardo Palafox-Castillo",
title = "A discrete complement of {Lyapunov}'s inequality and
its information theoretic consequences",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1919",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "94A15; 62B10",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/A-discrete-complement-of-Lyapunovs-inequality-and-its-information-theoretic/10.1214/22-AAP1919.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "concentration of information; Log-concave sequences;
reverse Lyapunov; R{\'e}nyi entropy",
}
@Article{Liggett:2023:ODC,
author = "Thomas M. Liggett and Wenpin Tang",
title = "One-dependent colorings of the star graph",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1920",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60C05; 05C15; 82B27",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/One-dependent-colorings-of-the-star-graph/10.1214/22-AAP1920.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Hard-core processes; one-dependent processes; random
colorings; star graph",
}
@Article{Analytis:2023:RBR,
author = "Pantelis P. Analytis and Alexandros Gelastopoulos and
Hrvoje Stojic",
title = "Ranking-based rich-get-richer processes",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1921",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J05; 60J20",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/Ranking-based-rich-get-richer-processes/10.1214/22-AAP1921.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Markov process; P{\'o}lya urn; ranking;
rich-get-richer",
}
@Article{Delon:2023:GWB,
author = "Julie Delon and Nathael Gozlan and Alexandre {Saint
Dizier}",
title = "Generalized {Wasserstein} barycenters between
probability measures living on different subspaces",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1922",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60A10; 49J40; 49K21; 49N15",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/Generalized-Wasserstein-barycenters-between-probability-measures-living-on-different-subspaces/10.1214/22-AAP1922.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "multimarginal optimal transport; Optimal transport;
Wasserstein barycenter; Wasserstein distance",
}
@Article{DelMoral:2023:SPS,
author = "Pierre {Del Moral} and Emma Horton and Ajay Jasra",
title = "On the stability of positive semigroups",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1923",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "47D08; 47D06; 47D07; 47H07; 47B65; 37A30; 37M25;
60J25",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/On-the-stability-of-positive-semigroups/10.1214/22-AAP1923.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Boltzmann-Gibbs transformations; contraction
inequalities; Dobrushin's ergodic coefficient;
Foster-Lyapunov conditions; positive semigroups;
spectral theorems",
}
@Article{Liu:2023:FCO,
author = "Yating Liu and Gilles Pag{\`e}s",
title = "Functional convex order for the scaled
{McKean--Vlasov} processes",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1924",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G65; 60H35; 60G99",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/Functional-convex-order-for-the-scaled-McKeanVlasov-processes/10.1214/22-AAP1924.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Convergence rate of the Euler scheme; diffusion
process; functional convex order; McKean--Vlasov
equation; mean field control; Mean field games",
}
@Article{Blancas:2023:EGB,
author = "Airam Blancas and Stephan Gufler and Sandra Kliem and
Viet Chi Tran and Anton Wakolbinger",
title = "Evolving genealogies for branching populations under
selection and competition",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1925",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J80; 60K35; 92D10",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/Evolving-genealogies-for-branching-populations-under-selection-and-competition/10.1214/22-AAP1925.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Birth-death particle system; density-dependent
competition; fluctuating population size; genealogy;
Lookdown process; selection; selective lookdown space;
tree-valued processes",
}
@Article{Jahnel:2023:DGV,
author = "Benedikt Jahnel and Jonas K{\"o}ppl",
title = "Dynamical {Gibbs} variational principles for
irreversible interacting particle systems with
applications to attractor properties",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1926",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "82C20; 60K35",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/Dynamical-Gibbs-variational-principles-for-irreversible-interacting-particle-systems-with/10.1214/22-AAP1926.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "attractor property; Gibbs measures; Gibbs variational
principle; interacting particle systems; omega-limit
set; relative-entropy density; relative-entropy
production; time-reversed dynamics",
}
@Article{Conforti:2023:CRC,
author = "Giovanni Conforti",
title = "Coupling by reflection for controlled diffusion
processes: Turnpike property and large time behavior of
{Hamilton--Jacobi--Bellman} equations",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1927",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H10; 60J60; 35B40; 93E20",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/Coupling-by-reflection-for-controlled-diffusion-processes--Turnpike-property/10.1214/22-AAP1927.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "coupling by reflection; Hamilton--Jacobi equations;
Stochastic control; turnpike property",
}
@Article{Wiesel:2023:CMO,
author = "Johannes Wiesel",
title = "Continuity of the martingale optimal transport problem
on the real line",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1928",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G42; 60G46; 91G80",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/Continuity-of-the-martingale-optimal-transport-problem-on-the-real/10.1214/22-AAP1928.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "causal transport; martingale transport; robust
finance; stability; weak adapted topology",
}
@Article{Vasdekis:2023:SZZ,
author = "G. Vasdekis and G. O. Roberts",
title = "Speed up Zig-Zag",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1930",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J25; 65C05; 60F05",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/Speed-up-Zig-Zag/10.1214/23-AAP1930.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "central limit theorem; exponential ergodicity; Markov
chain Monte Carlo; Piecewise deterministic Markov
process",
}
@Article{Liu:2023:CTM,
author = "Song-Hao Liu and Zhuo-Song Zhang",
title = "{Cram{\'e}r}-type moderate deviations under local
dependence",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1931",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F10; 60F05",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/Cram%c3%a9r-type-moderate-deviations-under-local-dependence/10.1214/23-AAP1931.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "combinatorial central limit theorem; Cram{\'e}r-type
moderate deviation; local dependence; Stein identity;
Stein's method",
}
@Article{Hanin:2023:RNN,
author = "Boris Hanin",
title = "Random neural networks in the infinite width limit as
{Gaussian} processes",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1933",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "68T07; 60G15",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/Random-neural-networks-in-the-infinite-width-limit-as-Gaussian/10.1214/23-AAP1933.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Gaussian processes; limit theorems; neural networks",
}
@Article{Johnston:2023:CSU,
author = "Samuel G. G. Johnston and Amaury Lambert",
title = "The coalescent structure of uniform and {Poisson}
samples from multitype branching processes",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1934",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G09; 60J80; 60G55",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/The-coalescent-structure-of-uniform-and-Poisson-samples-from-multitype/10.1214/23-AAP1934.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "$\Lambda$-coalescents; Coalescent process;
Continuous-state branching process; poissonization;
uniform sampling",
}
@Article{Lehec:2023:LMC,
author = "Joseph Lehec",
title = "The {Langevin Monte Carlo} algorithm in the non-smooth
log-concave case",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1935",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "62D05; 68W20; 65C05; 52A23",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/The-Langevin-Monte-Carlo-algorithm-in-the-non-smooth-log/10.1214/23-AAP1935.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "convexity; Markov chain Monte Carlo; Statistical
sampling",
}
@Article{Vechambre:2023:CAL,
author = "Gr{\'e}goire V{\'e}chambre",
title = "Combinatorics of ancestral lines for a
{Wright--Fisher} diffusion with selection in a
{L{\'e}vy} environment",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1936",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "82C22; 92D15; 60J25; 60J27",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/Combinatorics-of-ancestral-lines-for-a-WrightFisher-diffusion-with-selection/10.1214/23-AAP1936.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "ancestral selection graph; Duality; Moran model;
random environment; Wright--Fisher diffusion",
}
@Article{Feireisl:2023:CSC,
author = "Eduard Feireisl and M{\'a}ria
Luk{\'a}cov{\'a}-Medvidov{\'a}",
title = "Convergence of a stochastic collocation finite volume
method for the compressible {Navier--Stokes} system",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1937",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "37H10; 35Q35; 35B44; 76D06; 60H30; 76M35",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/Convergence-of-a-stochastic-collocation-finite-volume-method-for-the/10.1214/23-AAP1937.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "finite volume method; multielement probabilistic
collocation method; random compressible Navier--Stokes
system; Random solution; Stochastic collocation",
}
@Article{Bai:2023:CLC,
author = "Tianyi Bai and Yueyun Hu",
title = "Convergence in law for the capacity of the range of a
critical branching random walk",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1938",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J80; 60J65",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/Convergence-in-law-for-the-capacity-of-the-range-of/10.1214/23-AAP1938.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Branching random walk; capacity of the range;
Galton--Watson tree; integrated super-Brownian
excursion",
}
@Article{Puhalskii:2023:ESM,
author = "Anatolii A. Puhalskii and Josh E. Reed",
title = "Erratum to {``On many-server queues in heavy
traffic''}",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6A",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1875",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Puhalskii:2010:MSQ}.",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6A/Erratum-to-On-many-server-queues-in-heavy-traffic/10.1214/22-AAP1875.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anonymous:2023:TCe,
author = "Anonymous",
title = "Table of Contents",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6B",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6B/Table-of-Contents/aap336bc1.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anonymous:2023:EBe,
author = "Anonymous",
title = "Editorial Board",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6B",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6B/Editorial-Board/aap336bp1.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Blanca:2023:SPR,
author = "Antonio Blanca and Reza Gheissari",
title = "Sampling from {Potts} on random graphs of unbounded
degree via random-cluster dynamics",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6B",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1939",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J10; 82C43; 60K35",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6B/Sampling-from-Potts-on-random-graphs-of-unbounded-degree-via/10.1214/23-AAP1939.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Markov chains; Potts model; Random graphs;
Random-cluster model",
}
@Article{Feng:2023:BET,
author = "Renjie Feng and Gang Tian and Dongyi Wei",
title = "The {Berry--Esseen} theorem for circular $ \beta
$-ensemble",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6B",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1940",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B20",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6B/The-BerryEsseen-theorem-for-circular-%ce%b2-ensemble/10.1214/23-AAP1940.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Berry--Esseen theorem; C $\beta$ E; linear statistics;
normality; Sine $\beta$ process",
}
@Article{Fukasawa:2023:LDD,
author = "Masaaki Fukasawa and Takuto Ugai",
title = "Limit distributions for the discretization error of
stochastic {Volterra} equations with fractional
kernel",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6B",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1941",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H20; 60F17",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6B/Limit-distributions-for-the-discretization-error-of-stochastic-Volterra-equations/10.1214/23-AAP1941.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "central limit theorem; stable convergence; stochastic
fractional differential equation; Stochastic Volterra
integral equation",
}
@Article{Li:2023:REE,
author = "Yiting Li",
title = "Rigidity of eigenvalues for $ \beta $ ensemble in
multi-cut regime",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6B",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1943",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B20; 15B52; 82B44",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6B/Rigidity-of-eigenvalues-for-%ce%b2-ensemble-in-multi-cut-regime/10.1214/23-AAP1943.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "$\beta$ ensemble; log-gas; rigidity of eigenvalues",
}
@Article{Doukhan:2023:SEP,
author = "Paul Doukhan and Michael H. Neumann and Lionel
Truquet",
title = "Stationarity and ergodic properties for some
observation-driven models in random environments",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6B",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1944",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K37; 62M10; 60J05",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6B/Stationarity-and-ergodic-properties-for-some-observation-driven-models-in/10.1214/23-AAP1944.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Markov chains; random environment; time series",
}
@Article{Bao:2023:QCL,
author = "Zhigang Bao and Yukun He",
title = "Quantitative {CLT} for linear eigenvalue statistics of
{Wigner} matrices",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6B",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1945",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B20; 60F05",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6B/Quantitative-CLT-for-linear-eigenvalue-statistics-of-Wigner-matrices/10.1214/23-AAP1945.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "CLT; convergence rate; Kolmogorov--Smirnov distance;
Linear eigenvalue statistics; Wigner matrix",
}
@Article{He:2023:CGB,
author = "Jimmy He and Andrea Ottolini",
title = "Card guessing and the birthday problem for sampling
without replacement",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6B",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1946",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60C05",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6B/Card-guessing-and-the-birthday-problem-for-sampling-without-replacement/10.1214/23-AAP1946.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "birthday problem; Card guessing game",
}
@Article{Bansaye:2023:GFI,
author = "Vincent Bansaye and Chenlin Gu and Linglong Yuan",
title = "A growth-fragmentation-isolation process on random
recursive trees and contact tracing",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6B",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1947",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J27; 60J85; 60J80",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6B/A-growth-fragmentation-isolation-process-on-random-recursive-trees-and/10.1214/23-AAP1947.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "branching process; contact tracing; Epidemic;
Kesten-Stigum theorem; many-to-two formula;
nonconservative semigroup; Random recursive tree;
Strong law of large numbers",
}
@Article{Glatt-Holtz:2023:ARM,
author = "Nathan Glatt-Holtz and Justin Krometis and Cecilia
Mondaini",
title = "On the accept-reject mechanism for
{Metropolis--Hastings} algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6B",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1948",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65P10; 65C05",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6B/On-the-acceptreject-mechanism-for-MetropolisHastings-algorithms/10.1214/23-AAP1948.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Hamiltonian Monte Carlo; Markov chain Monte Carlo
(MCMC) algorithms; Metropolis--Hastings algorithms;
sampling on abstract state spaces; surrogate trajectory
methods",
}
@Article{Carmona:2023:MFM,
author = "Ren{\'e} Carmona and Mathieu Lauri{\`e}re and Zongjun
Tan",
title = "Model-free mean-field reinforcement learning:
Mean-field {MDP} and mean-field {$Q$}-learning",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6B",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1949",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65M12; 65M99; 93E20; 93E25",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6B/Model-free-mean-field-reinforcement-learning--Mean-field-MDP/10.1214/23-AAP1949.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "McKean--Vlasov control; mean field Markov decision
processes; Mean field reinforcement learning",
}
@Article{Beiglbock:2023:SWM,
author = "Mathias Beiglb{\"o}ck and Benjamin Jourdain and
William Margheriti and Gudmund Pammer",
title = "Stability of the weak martingale optimal transport
problem",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6B",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1950",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "49Q22; 60G42; 91G80",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6B/Stability-of-the-weak-martingale-optimal-transport-problem/10.1214/23-AAP1950.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Convex order; martingale couplings; Martingale optimal
transport; robust finance; stability; VIX futures; weak
optimal transport",
}
@Article{Doring:2023:SOM,
author = "Leif D{\"o}ring and Lukas Trottner",
title = "Stability of overshoots of {Markov} additive
processes",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6B",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1951",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J25; 37A25; 62M05",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6B/Stability-of-overshoots-of-Markov-additive-processes/10.1214/23-AAP1951.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Markov additive process; Mixing; stability of Markov
processes",
}
@Article{daCosta:2023:SBM,
author = "Conrado da Costa and Mikhail V. Menshikov and Andrew
R. Wade",
title = "Stochastic billiards with {Markovian} reflections in
generalized parabolic domains",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6B",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1952",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J05; 60J25; 60K35; 60K50",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6B/Stochastic-billiards-with-Markovian-reflections-in-generalized-parabolic-domains/10.1214/23-AAP1952.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "half-strip; Horn-shaped domain; Markov reflection;
nonhomogeneous random walk; recurrence classification;
Stochastic billiards",
}
@Article{Gamarnik:2023:AOR,
author = "David Gamarnik and Eren C. Kizildag",
title = "Algorithmic obstructions in the random number
partitioning problem",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6B",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1953",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60C05; 68Q87; 68Q25; 82B44; 82D30",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6B/Algorithmic-obstructions-in-the-random-number-partitioning-problem/10.1214/23-AAP1953.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "average-case hardness; computational complexity;
Discrepancy; free energy wells; Moment method; number
partitioning; optimization landscape; overlap gap
property; Randomized controlled trials; statistical
physics",
}
@Article{Zhou:2023:VSS,
author = "Jianjun Zhou",
title = "Viscosity solutions to second order path-dependent
{Hamilton--Jacobi--Bellman} equations and
applications",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6B",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1954",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "93E20; 60H30; 49L20; 49L25",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6B/Viscosity-solutions-to-second-order-path-dependent-HamiltonJacobiBellman-equations-and/10.1214/23-AAP1954.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "backward stochastic Hamilton--Jacobi--Bellman
equations; optimal control; Path-dependent
Hamilton--Jacobi--Bellman equations; path-dependent
stochastic differential equations; viscosity
solutions",
}
@Article{Cai:2023:RDC,
author = "Xing Shi Cai and Pietro Caputo and Guillem Perarnau
and Matteo Quattropani",
title = "Rankings in directed configuration models with heavy
tailed in-degrees",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6B",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1955",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "05C80; 05C81; 05C82; 60J10",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6B/Rankings-in-directed-configuration-models-with-heavy-tailed-in-degrees/10.1214/23-AAP1955.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "directed configuration model; mixing time; PageRank;
power-law distributions; Random walks; stationary
distribution",
}
@Article{Mueller:2023:ERS,
author = "Carl Mueller and Eyal Neuman",
title = "The effective radius of self repelling elastic
manifolds",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6B",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1956",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G60; 60G15",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6B/The-effective-radius-of-self-repelling-elastic-manifolds/10.1214/23-AAP1956.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "elastic manifold; Gaussian free field; self-avoiding",
}
@Article{Coghi:2023:RMV,
author = "Michele Coghi and Torstein Nilssen and Nikolas
N{\"u}sken and Sebastian Reich",
title = "Rough {McKean--Vlasov} dynamics for robust ensemble
{Kalman} filtering",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6B",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1957",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G35; 60L90; 60H35; 62M20; 60H10; 60L20; 60F99;
60G17; 60G57",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6B/Rough-McKeanVlasov-dynamics-for-robust-ensemble-Kalman-filtering/10.1214/23-AAP1957.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Kalman filter; McKean--Vlasov equations; Rough paths",
}
@Article{BenArous:2023:LRM,
author = "G{\'e}rard {Ben Arous} and Daniel Zhengyu Huang and
Jiaoyang Huang",
title = "Long random matrices and tensor unfolding",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6B",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1958",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B20; 62H25",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6B/Long-random-matrices-and-tensor-unfolding/10.1214/23-AAP1958.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "random matrices; Tensor PCA",
}
@Article{Bouchard:2023:AVS,
author = "Bruno Bouchard and Gr{\'e}goire Loeper and Xiaolu
Tan",
title = "Approximate viscosity solutions of path-dependent
{PDEs} and {Dupire}'s vertical differentiability",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6B",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1960",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "35D40; 35A01; 35B51; 35B65",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6B/Approximate-viscosity-solutions-of-path-dependent-PDEs-and-Dupires-vertical/10.1214/23-AAP1960.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "60; Comparison; existence; path-dependent PDEs;
regularity; viscosity solutions",
}
@Article{Gurvich:2023:EDM,
author = "Itai Gurvich",
title = "Erratum: Diffusion models and steady-state
approximations for exponentially ergodic {Markovian}
queues",
journal = j-ANN-APPL-PROBAB,
volume = "33",
number = "6B",
pages = "??--??",
month = dec,
year = "2023",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2004",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-6B/Erratum--Diffusion-models-and-steady-state-approximations-for-exponentially/10.1214/23-AAP2004.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anonymous:2024:TCa,
author = "Anonymous",
title = "Table of Contents",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1A",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1A/Table-of-Contents/aap341ac1.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anonymous:2024:EBa,
author = "Anonymous",
title = "Editorial Board",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1A",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1A/Editorial-Board/aap341ap1.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Deb:2024:DSS,
author = "Nabarun Deb and Rajarshi Mukherjee and Sumit Mukherjee
and Ming Yuan",
title = "Detecting structured signals in {Ising} models",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1A",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1929",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "62G10; 62G20; 62C20",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1A/Detecting-structured-signals-in-Ising-models/10.1214/23-AAP1929.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "correlation decay; Ising model; signal detection;
structured sparsity",
}
@Article{Flammant:2024:DSF,
author = "Lucas Flammant",
title = "The directed spanning forest in the hyperbolic space",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1A",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1932",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60D05; 60K35; 82B21",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1A/The-directed-spanning-forest-in-the-hyperbolic-space/10.1214/23-AAP1932.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "continuum percolation; Directed spanning forest;
Hyperbolic space; Mass transport principle; Poisson
point processes; random geometric tree; Stochastic
geometry",
}
@Article{Kifer:2024:SDA,
author = "Yuri Kifer",
title = "Strong diffusion approximation in averaging and value
computation in {Dynkin}'s games",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1A",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1959",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "34C29; 60F15; 60G40",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1A/Strong-diffusion-approximation-in-averaging-and-value-computation-in-Dynkins/10.1214/23-AAP1959.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "$\varphi$-mixing; averaging; diffusion approximation;
Dynkin game",
}
@Article{Zhang:2024:CPS,
author = "Xiaolong Zhang and Xicheng Zhang",
title = "{Cauchy} problem of stochastic kinetic equations",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1A",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1961",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H15; 35R60",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1A/Cauchy-problem-of-stochastic-kinetic-equations/10.1214/23-AAP1961.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Anisotropic Besov spaces; filtering problem;
It{\^o}-Wentzell's formula; Stochastic kinetic
equations",
}
@Article{Seddik:2024:WRT,
author = "Mohamed El Amine Seddik and Maxime Guillaud and Romain
Couillet",
title = "When random tensors meet random matrices",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1A",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1962",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B20; 15B52",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1A/When-random-tensors-meet-random-matrices/10.1214/23-AAP1962.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Random matrix theory; random tensor theory; spiked
models",
}
@Article{Wolfer:2024:IER,
author = "Geoffrey Wolfer and Aryeh Kontorovich",
title = "Improved estimation of relaxation time in
nonreversible {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1A",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1963",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J10; 62M05; 62M99",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1A/Improved-estimation-of-relaxation-time-in-nonreversible-Markov-chains/10.1214/23-AAP1963.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "empirical confidence interval; ergodic Markov chain;
mixing time; pseudo-spectral gap",
}
@Article{Birkner:2024:JFL,
author = "Matthias Birkner and Iulia Dahmer and Christina S.
Diehl and G{\"o}tz Kersting",
title = "The joint fluctuations of the lengths of the {$ {\rm
Beta}(2 - \alpha, \alpha) $}-coalescents",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1A",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1964",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J90; 60F05; 60E07",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1A/The-joint-fluctuations-of-the-lengths-of-the-Beta2%ce%b1%ce%b1-coalescents/10.1214/23-AAP1964.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "asymptotic distribution; Coalescent; internal branch
lengths; Stable law",
}
@Article{Friesen:2024:VSR,
author = "Martin Friesen and Peng Jin",
title = "{Volterra} square-root process: Stationarity and
regularity of the law",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1A",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1965",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G22; 45D05; 91G20",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1A/Volterra-square-root-process--Stationarity-and-regularity-of-the/10.1214/23-AAP1965.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Absolute continuity; affine Volterra processes;
limiting distributions; mean-reversion; square-root
process; Volterra integral equations",
}
@Article{Jackson:2024:QPS,
author = "Joe Jackson",
title = "On quasilinear parabolic systems and {FBSDEs} of
quadratic growth",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1A",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1966",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H30; 60H07",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1A/On-quasilinear-parabolic-systems-and-FBSDEs-of-quadratic-growth/10.1214/23-AAP1966.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Quadratic FBSDE; quasilinear parabolic systems;
H{\"o}lder estimate; Gradient estimate",
}
@Article{Lacoin:2024:MTA,
author = "Hubert Lacoin and Shangjie Yang",
title = "Mixing time for the asymmetric simple exclusion
process in a random environment",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1A",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1967",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K37; 60J27",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1A/Mixing-time-for-the-asymmetric-simple-exclusion-process-in-a/10.1214/23-AAP1967.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "interacting particle systems; Markov chain mixing
time; random environment",
}
@Article{Lavenant:2024:TMT,
author = "Hugo Lavenant and Stephen Zhang and Young-Heon Kim and
Geoffrey Schiebinger",
title = "Toward a mathematical theory of trajectory inference",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1A",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1969",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "62M20; 62G99; 49M29; 92C15; 49Q22",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1A/Toward-a-mathematical-theory-of-trajectory-inference/10.1214/23-AAP1969.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Convex optimization; developmental biology; Optimal
transport; single-cell RNA-sequencing; Stochastic
processes; Trajectory inference",
}
@Article{Deligiannidis:2024:QUS,
author = "George Deligiannidis and Valentin de Bortoli and
Arnaud Doucet",
title = "Quantitative uniform stability of the iterative
proportional fitting procedure",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1A",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1970",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "49Q22",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1A/Quantitative-uniform-stability-of-the-iterative-proportional-fitting-procedure/10.1214/23-AAP1970.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Entropy regularized optimal transport; Schr{\"o}dinger
bridge; iterative proportional fitting procedure;
Sinkhorn algorithm; particle filtering; 60-08",
}
@Article{Bresler:2024:MMM,
author = "Guy Bresler and Dheeraj Nagaraj and Eshaan Nichani",
title = "Metastable mixing of {Markov} chains: Efficiently
sampling low temperature exponential random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1A",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1971",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J10; 68Q87",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1A/Metastable-mixing-of-Markov-chains--Efficiently-sampling-low-temperature/10.1214/23-AAP1971.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "efficient sampling; exponential random graphs; Glauber
dynamics; Markov chain",
}
@Article{Besancon:2024:DLL,
author = "Eustache Besan{\c{c}}on and Laure Coutin and Laurent
Decreusefond and Pascal Moyal",
title = "Diffusive limits of {Lipschitz} functionals of
{Poisson} measures",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1A",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1972",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F17",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1A/Diffusive-limits-of-Lipschitz-functionals-of-Poisson-measures/10.1214/23-AAP1972.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Approximation diffusion; CTMC; Hawkes processes;
Stein's method",
}
@Article{Cass:2024:WSK,
author = "Thomas Cass and Terry Lyons and Xingcheng Xu",
title = "Weighted signature kernels",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1A",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1973",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60L10",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1A/Weighted-signature-kernels/10.1214/23-AAP1973.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "contour integration; expected signatures; Gaussian
quadrature; general signature kernels; hyperbolic
development; kernel methods; The signature",
}
@Article{Ferrari:2024:TTC,
author = "Patrik Ferrari and Alessandra Occelli",
title = "Time-time covariance for last passage percolation in
half-space",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1A",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1974",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 82C22; 82B43",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1A/Time-time-covariance-for-last-passage-percolation-in-half-space/10.1214/23-AAP1974.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "half-space models; KPZ universality class; Last
passage percolation; time-time correlations",
}
@Article{Eckstein:2024:CMA,
author = "Stephan Eckstein and Gudmund Pammer",
title = "Computational methods for adapted optimal transport",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1A",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1975",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "90C15; 49N05",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1A/Computational-methods-for-adapted-optimal-transport/10.1214/23-AAP1975.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Adapted optimal transport; algorithm; causal optimal
transport; entropic regularization; regularization;
Sinkhorn's algorithm; stability",
}
@Article{Bou-Rabee:2024:STE,
author = "Ahmed Bou-Rabee",
title = "A shape theorem for exploding sandpiles",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1A",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1976",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60K37",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1A/A-shape-theorem-for-exploding-sandpiles/10.1214/23-AAP1976.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Abelian sandpile; Bootstrap percolation; discrete
Laplacian; discrete reaction-diffusion; Growth model",
}
@Article{Sun:2024:PLD,
author = "Wen Sun",
title = "Pathwise large deviations for the pure jump $k$-nary
interacting particle systems",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1A",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1977",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F10; 60K35; 60J76; 60G57",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1A/Pathwise-large-deviations-for-the-pure-jump-k-nary-interacting/10.1214/23-AAP1977.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "large deviation; coupling; martingale measure;
Measure-valued Markov process; Boltzmann collision;
Smoluchowski's coagulation; Becker-D{\"o}ring
coagulation and fragmentation",
}
@Article{Feldheim:2024:LTB,
author = "Ohad Noy Feldheim and Ori Gurel-Gurevich and Jiange
Li",
title = "Long-term balanced allocation via thinning",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1A",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1978",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60C05; 68Q87; 68W20",
bibdate = "Fri Oct 11 17:28:48 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1A/Long-term-balanced-allocation-via-thinning/10.1214/23-AAP1978.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Balls-and-bins; load balancing; two-choice;
two-thinning",
}
@Article{Anonymous:2024:TCb,
author = "Anonymous",
title = "Table of Contents",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1B",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1B/Table-of-Contents/aap341bc1.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anonymous:2024:EBb,
author = "Anonymous",
title = "Editorial Board",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1B",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1B/Editorial-Board/aap341bp1.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Budhiraja:2024:SFC,
author = "Amarjit Budhiraja and Dane Johnson",
title = "Simple form control policies for resource sharing
networks with {HGI} performance",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1B",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1979",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K20; 68M20; 90B36; 60J70",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1B/Simple-form-control-policies-for-resource-sharing-networks-with-HGI/10.1214/23-AAP1979.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "asymptotic optimality; Brownian control problems;
diffusion approximations; dynamic control; heavy
traffic; internet flows; Reflected Brownian motions;
resource sharing networks; Stochastic processing
networks",
}
@Article{Bayraktar:2024:OSE,
author = "Erhan Bayraktar and Song Yao",
title = "Optimal stopping with expectation constraints",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1B",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1980",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G40; 49L20; 93E20; 60G44",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1B/Optimal-stopping-with-expectation-constraints/10.1214/23-AAP1980.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "dynamic programming principle; enlarged canonical
space; martingale-problem formulation; measurable
selection; Optimal stopping with expectation
constraints; Polish space of stopping times; regular
conditional probability distribution",
}
@Article{Bruckerhoff:2024:SB,
author = "Martin Br{\"u}ckerhoff and Martin Huesmann",
title = "Shadows and barriers",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1B",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1981",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G40; 60G42; 60J45",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1B/Shadows-and-barriers/10.1214/23-AAP1981.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "interpolation; Martingale optimal transport; potential
theory; shadows; Skorokhod embedding",
}
@Article{Hutchcroft:2024:CTP,
author = "Tom Hutchcroft",
title = "The critical two-point function for long-range
percolation on the hierarchical lattice",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1B",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1982",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 82B43; 82B27",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1B/The-critical-two-point-function-for-long-range-percolation-on/10.1214/23-AAP1982.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Critical exponents; Critical phenomena; percolation;
phase transition; renormalization group",
}
@Article{Pal:2024:DBE,
author = "Soumik Pal",
title = "On the difference between entropic cost and the
optimal transport cost",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1B",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1983",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "46N10; 60J25; 60F10; 94A17",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1B/On-the-difference-between-entropic-cost-and-the-optimal-transport/10.1214/23-AAP1983.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Optimal transport; entropic regularization;
Schr{\"o}dinger problem; Stochastic Portfolio Theory",
}
@Article{Atar:2024:PSS,
author = "Rami Atar and Eyal Castiel and Martin I. Reiman",
title = "Parallel server systems under an extended heavy
traffic condition: a lower bound",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1B",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1984",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K25; 90B22; 68M20; 49K45; 60F17; 93E20; 49K15",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1B/Parallel-server-systems-under-an-extended-heavy-traffic-condition/10.1214/23-AAP1984.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Brownian control problem; diffusion limits;
Hamilton--Jacobi--Bellman equation; heavy traffic;
Parallel server systems; strict complementary
slackness",
}
@Article{Ertel:2024:AEK,
author = "Sebastian W. Ertel and Wilhelm Stannat",
title = "Analysis of the ensemble {Kalman--Bucy} filter for
correlated observation noise",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1B",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1985",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G35; 65C20; 93E11",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1B/Analysis-of-the-ensemble-KalmanBucy-filter-for-correlated-observation-noise/10.1214/23-AAP1985.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "constant gain approximation; correlated noise;
Ensemble Kalman--Bucy filter; Kalman gain; local
Lipschitz; McKean--Vlasov; mean-field representation;
propagation of chaos; well-posedness",
}
@Article{Manole:2024:SCR,
author = "Tudor Manole and Jonathan Niles-Weed",
title = "Sharp convergence rates for empirical optimal
transport with smooth costs",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1B",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1986",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F25; 62G05",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1B/Sharp-convergence-rates-for-empirical-optimal-transport-with-smooth-costs/10.1214/23-AAP1986.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "empirical measure; minimax bound; Optimal transport;
Wasserstein distance",
}
@Article{Dimitrov:2024:OPA,
author = "Evgeni Dimitrov and Anushka Murthy",
title = "One-point asymptotics for half-flat {ASEP}",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1B",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1987",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 82B20",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1B/One-point-asymptotics-for-half-flat-ASEP/10.1214/23-AAP1987.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Asymmetric simple exclusion process;
Kardar-Parisi-Zhang universality class",
}
@Article{Khoshnevisan:2024:VSH,
author = "Davar Khoshnevisan and Kunwoo Kim and Carl Mueller",
title = "On the valleys of the stochastic heat equation",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1B",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1988",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H15; 35R60; 35K05",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1B/On-the-valleys-of-the-stochastic-heat-equation/10.1214/23-AAP1988.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "dissipation; Parabolic Anderson model; The stochastic
heat equation; valleys",
}
@Article{Mathews:2024:FSC,
author = "Joseph Mathews and Scott C. Schmidler",
title = "Finite sample complexity of sequential {Monte Carlo}
estimators on multimodal target distributions",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1B",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1989",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65C05; 60J22; 65C40",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1B/Finite-sample-complexity-of-sequential-Monte-Carlo-estimators-on-multimodal/10.1214/23-AAP1989.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "finite sample bounds; multimodal distributions;
sequential Monte Carlo",
}
@Article{Goldenshluger:2024:SPN,
author = "Alexander Goldenshluger and Royi Jacobovic",
title = "{Smoluchowski} processes and nonparametric estimation
of functionals of particle displacement distributions
from count data",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1B",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1990",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K99; 62M09; 62G05",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1B/Smoluchowski-processes-and-nonparametric-estimation-of-functionals-of-particle-displacement/10.1214/23-AAP1990.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "covariance function; generating functions; kernel
estimators; nonparametric estimation; Smoluchowski
processes; Stationary processes",
}
@Article{Caballero:2024:RFB,
author = "Maria Emilia Caballero and Adri{\'a}n Gonz{\'a}lez
Casanova and Jos{\'e}-Luis P{\'e}rez",
title = "The relative frequency between two continuous-state
branching processes with immigration and their
genealogy",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1B",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1991",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J90; 60J80; 92D15",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1B/The-relative-frequency-between-two-continuous-state-branching-processes-with/10.1214/23-AAP1991.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "$\Lambda$-asymmetric frequency processes;
$\Lambda$-coalescents; Continuous-state branching
processes with immigration; moment duality",
}
@Article{Qin:2024:STC,
author = "Qian Qin and Guanyang Wang",
title = "Spectral telescope: Convergence rate bounds for
random-scan {Gibbs} samplers based on a hierarchical
structure",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1B",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1992",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J05",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1B/Spectral-telescope--Convergence-rate-bounds-for-random-scan-Gibbs/10.1214/23-AAP1992.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Glauber dynamics; influence matrix; mixing time;
recursive algorithm; spectral gap; spectral
independence",
}
@Article{Hundrieser:2024:LDS,
author = "Shayan Hundrieser and Marcel Klatt and Axel Munk",
title = "Limit distributions and sensitivity analysis for
empirical entropic optimal transport on countable
spaces",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1B",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1995",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B12; 60F05; 62E20; 90C06; 90C25; 90C31",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1B/Limit-distributions-and-sensitivity-analysis-for-empirical-entropic-optimal-transport/10.1214/23-AAP1995.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "bootstrap; central limit theorem; countable spaces;
entropy regularization; Optimal transport; sensitivity
analysis",
}
@Article{Kuntz:2024:DCS,
author = "Juan Kuntz and Francesca R. Crucinio and Adam M.
Johansen",
title = "The divide-and-conquer sequential {Monte Carlo}
algorithm: Theoretical properties and limit theorems",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1B",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1996",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65C05; 60F05; 60F15; 62F15; 68W15",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1B/The-divide-and-conquer-sequential-Monte-Carlo-algorithm--Theoretical/10.1214/23-AAP1996.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Bayesian inference; central limit theorem; distributed
computing; interacting particle systems; product-form
estimators; Strong law of large numbers",
}
@Article{Erignoux:2024:MHF,
author = "Cl{\'e}ment Erignoux and Marielle Simon and Linjie
Zhao",
title = "Mapping hydrodynamics for the facilitated exclusion
and zero-range processes",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1B",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1997",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "35R35; 60J27; 60K35",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1B/Mapping-hydrodynamics-for-the-facilitated-exclusion-and-zero-range-processes/10.1214/23-AAP1997.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "facilitated microscopic dynamics; Hydrodynamic limit;
Stefan problem",
}
@Article{Kramkov:2024:BMT,
author = "Dmitry Kramkov and Mihai S{\^\i}rbu",
title = "Backward martingale transport and {Fitzpatrick}
functions in pseudo-{Euclidean} spaces",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1B",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1998",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G42; 91B24; 91B52",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1B/Backward-martingale-transport-and-Fitzpatrick-functions-in-pseudo-Euclidean-spaces/10.1214/23-AAP1998.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Fitzpatrick function; Martingale optimal transport;
pseudo-Euclidean space",
}
@Article{Bayraktar:2024:MVE,
author = "Erhan Bayraktar and Gaoyue Guo and Wenpin Tang and
Yuming Paul Zhang",
title = "{McKean--Vlasov} equations involving hitting times:
Blow-ups and global solvability",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1B",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1999",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "35K61; 60H30",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1B/McKeanVlasov-equations-involving-hitting-times--Blow-ups-and-global/10.1214/23-AAP1999.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "blow-ups; Comparison principle; Entropy;
Fokker--Planck equations; generalized solution; hitting
times; McKean--Vlasov equations; self-similar solution;
Stefan problem",
}
@Article{Erdos:2024:ESQ,
author = "L{\'a}szl{\'o} Erd{\H{o}}s and Benjamin McKenna",
title = "Extremal statistics of quadratic forms of {GOE/GUE}
eigenvectors",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1B",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2000",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B20; 15B52; 60G70; 60B15; 81Q50",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1B/Extremal-statistics-of-quadratic-forms-of-GOEGUE-eigenvectors/10.1214/23-AAP2000.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Extreme value statistics; Gaussian Orthogonal
Ensemble; Gaussian unitary ensemble; Gram--Schmidt;
Gumbel distribution; Haar measure; Weibull
distribution",
}
@Article{Jourdain:2024:CRE,
author = "Benjamin Jourdain and St{\'e}phane Menozzi",
title = "Convergence rate of the {Euler--Maruyama} scheme
applied to diffusion processes with",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "1B",
pages = "??--??",
month = feb,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2006",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H35; 60H10; 65C30; 65C05",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-1B/Convergence-rate-of-the-EulerMaruyama-scheme-applied-to-diffusion-processes/10.1214/23-AAP2006.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Diffusion processes; Euler scheme; Singular drift;
weak error analysis",
}
@Article{Anonymous:2024:TCc,
author = "Anonymous",
title = "Table of Contents",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "2",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-2/Table-of-Contents/aap342c1.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anonymous:2024:EBc,
author = "Anonymous",
title = "Editorial Board",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "2",
pages = "??--??",
month = apr,
year = "2024",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-2/Editorial-Board/aap342p1.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Izyurov:2024:ECC,
author = "Konstantin Izyurov and Antti Kemppainen and Petri
Tuisku",
title = "Energy correlations in the critical {Ising} model on a
torus",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "2",
pages = "1699--1729",
month = apr,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1968",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "82B20; 82B27",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-2/Energy-correlations-in-the-critical-Ising-model-on-a-torus/10.1214/23-AAP1968.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Critical phenomena; discrete holomorphicity; Ising
model",
}
@Article{Gassiat:2024:NPF,
author = "Paul Gassiat and Benjamin Seeger",
title = "The {Neumann} problem for fully nonlinear {SPDE}",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "2",
pages = "1730--1788",
month = apr,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2001",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H15; 35R60; 35D40; 35K55; 35K93",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-2/The-Neumann-problem-for-fully-nonlinear-SPDE/10.1214/23-AAP2001.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Mean curvature flow; Neumann boundary conditions;
Stochastic viscosity solutions",
}
@Article{Schiavo:2024:SLR,
author = "Lorenzo Dello Schiavo and Lorenzo Portinale and
Federico Sau",
title = "Scaling limits of random walks, harmonic profiles, and
stationary nonequilibrium states in {Lipschitz}
domains",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "2",
pages = "1789--1845",
month = apr,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2007",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60F17; 35B30; 35K05; 35K20",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-2/Scaling-limits-of-random-walks-harmonic-profiles-and-stationary-nonequilibrium/10.1214/23-AAP2007.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Hydrodynamic limit; hydrostatic limit; Lipschitz
domain; stationary nonequilibrium fluctuations;
stationary nonequilibrium states; Symmetric exclusion
process; symmetric inclusion process",
}
@Article{Andres:2024:FPP,
author = "Sebastian Andres and Alexis Pr{\'e}vost",
title = "First passage percolation with long-range correlations
and applications to random {Schr{\"o}dinger}
operators",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "2",
pages = "1846--1895",
month = apr,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2008",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60K37; 39A12; 82B43; 60J35; 82C41",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-2/First-passage-percolation-with-long-range-correlations-and-applications-to/10.1214/23-AAP2008.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "first passage percolation; Green kernel; long-range
correlations; Random conductance model; shape theorem",
}
@Article{Wang:2024:DSL,
author = "Zhichao Wang and Yizhe Zhu",
title = "Deformed semicircle law and concentration of nonlinear
random matrices for ultra-wide neural networks",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "2",
pages = "1896--1947",
month = apr,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2010",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B20; 68T07; 62J07",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-2/Deformed-semicircle-law-and-concentration-of-nonlinear-random-matrices-for/10.1214/23-AAP2010.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "neural networks; neural tangent kernel; random feature
regression; Random matrix theory",
}
@Article{Ziliotto:2024:MCA,
author = "Bruno Ziliotto",
title = "Mertens conjectures in absorbing games with incomplete
information",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "2",
pages = "1948--1986",
month = apr,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2011",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "91A15; 60G42",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-2/Mertens-conjectures-in-absorbing-games-with-incomplete-information/10.1214/23-AAP2011.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Martingale approximation; Mertens' conjectures;
Stochastic games with incomplete information",
}
@Article{Cox:2024:CMV,
author = "Alexander M. G. Cox and Sigrid K{\"a}llblad and Martin
Larsson and Sara Svaluto-Ferro",
title = "Controlled measure-valued martingales: a viscosity
solution approach",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "2",
pages = "1987--2035",
month = apr,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2012",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "93E20; 49L25; 60G57; 58J65; 60G48; 58C20; 91G20;
91A27",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-2/Controlled-measure-valued-martingales-A-viscosity-solution-approach/10.1214/23-AAP2012.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "It{\^o}'s formula; measure-valued martingales;
stochastic optimal control; viscosity solutions",
}
@Article{Arman:2024:LTU,
author = "Andrii Arman and Pu Gao and Nicholas Wormald",
title = "Linear-time uniform generation of random sparse
contingency tables with specified marginals",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "2",
pages = "2036--2064",
month = apr,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2013",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "68Q87; 68W20; 68W40; 60B20; 62H17; 68W25",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-2/Linear-time-uniform-generation-of-random-sparse-contingency-tables-with/10.1214/23-AAP2013.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Contingency tables; Randomized generation algorithms;
rejection sampling",
}
@Article{Fang:2024:LDC,
author = "Xiao Fang and Yuta Koike",
title = "Large-dimensional central limit theorem with
fourth-moment error bounds on convex sets and balls",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "2",
pages = "2065--2106",
month = apr,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2014",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05; 62E17",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-2/Large-dimensional-central-limit-theorem-with-fourth-moment-error-bounds/10.1214/23-AAP2014.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Berry--Esseen bound; bootstrap; central limit theorem;
large dimensions; Stein's method",
}
@Article{Davydov:2024:PCP,
author = "Michel Davydov",
title = "Propagation of chaos and {Poisson} hypothesis for
replica mean-field models of intensity-based neural
networks",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "2",
pages = "2107--2135",
month = apr,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2015",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60G55",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-2/Propagation-of-chaos-and-Poisson-hypothesis-for-replica-mean-field/10.1214/23-AAP2015.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "intensity-based model; mean-field theory; neural
network; point process; Poisson approximation; Poisson
hypothesis; replica model",
}
@Article{Hong:2024:MVS,
author = "Wei Hong and Shanshan Hu and Wei Liu",
title = "{McKean--Vlasov SDE} and {SPDE} with locally monotone
coefficients",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "2",
pages = "2136--2189",
month = apr,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2016",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H10; 60F10",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-2/McKeanVlasov-SDE-and-SPDE-with-locally-monotone-coefficients/10.1214/23-AAP2016.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "distribution dependence; large deviation principle;
McKean--Vlasov equation; SPDE; well-posedness",
}
@Article{Alon:2024:RMF,
author = "Noga Alon and Dor Elboim and Allan Sly",
title = "On a random model of forgetting",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "2",
pages = "2190--2207",
month = apr,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2018",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J05",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-2/On-a-random-model-of-forgetting/10.1214/23-AAP2018.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Memory process",
}
@Article{Benth:2024:FCL,
author = "Fred Espen Benth and Dennis Schroers and Almut E. D.
Veraart",
title = "A feasible central limit theorem for realised
covariation of {SPDEs} in the context of functional
data",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "2",
pages = "2208--2242",
month = apr,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2019",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "62E20; 46N30; 60H15",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-2/A-feasible-central-limit-theorem-for-realised-covariation-of-SPDEs/10.1214/23-AAP2019.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "C0-semigroups; central limit theorem; functional data;
high-frequency estimation; Hilbert--Schmidt operators;
Power variations; SPDE; Volatility",
}
@Article{Monmarche:2024:EAH,
author = "Pierre Monmarch{\'e}",
title = "An entropic approach for {Hamiltonian Monte Carlo}:
The idealized case",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "2",
pages = "2243--2293",
month = apr,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2021",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65C05; 65C40",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-2/An-entropic-approach-for-Hamiltonian-Monte-Carlo--The-idealized/10.1214/23-AAP2021.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Langevin diffusion; modified entropy; Monte Carlo;
splitting scheme",
}
@Article{Peca-Medlin:2024:DNP,
author = "John Peca-Medlin",
title = "Distribution of the number of pivots needed using
{Gaussian} elimination with partial pivoting on random
matrices",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "2",
pages = "2294--2325",
month = apr,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2023",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B20; 15A23; 65F99",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-2/Distribution-of-the-number-of-pivots-needed-using-Gaussian-elimination/10.1214/23-AAP2023.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "butterfly matrices; Gaussian elimination; numerical
linear algebra; partial pivoting; Stirling numbers of
the first kind; Universality",
}
@Article{Biswas:2024:EMT,
author = "Sani Biswas and Chaman Kumar and Neelima and
Gon{\c{c}}alo dos Reis and Christoph Reisinger",
title = "An explicit {Milstein}-type scheme for interacting
particle systems and {McKean--Vlasov SDEs} with common
noise and non-differentiable drift coefficients",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "2",
pages = "2326--2363",
month = apr,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2024",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65C30; 60H35; 65C05; 65C35",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-2/An-explicit-Milstein-type-scheme-for-interacting-particle-systems-and/10.1214/23-AAP2024.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "bistability; common noise; drift randomisation;
McKean--Vlasov equations; Milstein scheme;
nondifferentiable drift; stochastic interacting
particle systems",
}
@Article{Kim:2024:SPF,
author = "Inwon C. Kim and Young-Heon Kim",
title = "The {Stefan} problem and free targets of optimal
{Brownian} martingale transport",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "2",
pages = "2364--2414",
month = apr,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2026",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-2/The-Stefan-problem-and-free-targets-of-optimal-Brownian-martingale/10.1214/23-AAP2026.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "35; 49; 60; 80; free boundary; Optimal transport;
Stefan problem; stopping times; supercooled Stefan
problem",
}
@Article{Nachmias:2024:WMS,
author = "Asaf Nachmias and Pengfei Tang",
title = "The wired minimal spanning forest on the
{Poisson}-weighted infinite tree",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "2",
pages = "2415--2446",
month = apr,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2027",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60C05; 60G55",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-2/The-wired-minimal-spanning-forest-on-the-Poisson-weighted-infinite/10.1214/23-AAP2027.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Local limit; Minimal spanning tree; Poisson-weighted
infinite tree; Spectral dimension; wired minimal
spanning forest",
}
@Article{Goldfeld:2024:LDT,
author = "Ziv Goldfeld and Kengo Kato and Sloan Nietert and
Gabriel Rioux",
title = "Limit distribution theory for smooth $p$-{Wasserstein}
distances",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "2",
pages = "2447--2487",
month = apr,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2028",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05; 62E20; 62G09",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-2/Limit-distribution-theory-for-smooth-p-Wasserstein-distances/10.1214/23-AAP2028.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Dual Sobolev space; Functional Delta Method; Gaussian
smoothing; Limit distribution theory; Wasserstein
distance",
}
@Article{Bruned:2024:CSD,
author = "Yvain Bruned and Usama Nadeem",
title = "Convergence of space-discretised {gKPZ} via regularity
structures",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "2",
pages = "2488--2538",
month = apr,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2029",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60L30; 60L90; 60H15",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-2/Convergence-of-space-discretised-gKPZ-via-regularity-structures/10.1214/23-AAP2029.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "discrete models; generalised KPZ equation; Regularity
structures; Stochastic pde",
}
@Article{Anonymous:2024:TCd,
author = "Anonymous",
title = "Table of Contents",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "3",
pages = "??--??",
month = jun,
year = "2024",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-3/Table-of-Contents/aap343c1.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anonymous:2024:EBd,
author = "Anonymous",
title = "Editorial Board",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "3",
pages = "??--??",
month = jun,
year = "2024",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-3/Editorial-Board/aap343p1.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Wang:2024:QUL,
author = "Haoyu Wang",
title = "Quantitative universality for the largest eigenvalue
of sample covariance matrices",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "3",
pages = "2539--2565",
month = jun,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/22-AAP1910",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B20; 15B52",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-3/Quantitative-universality-for-the-largest-eigenvalue-of-sample-covariance-matrices/10.1214/22-AAP1910.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Dyson Brownian motion; Sample covariance matrix;
Tracy-Widom distribution; Universality",
}
@Article{Kardaras:2024:SIR,
author = "Constantinos Kardaras",
title = "Stochastic integration with respect to arbitrary
collections of continuous semimartingales and
applications to mathematical finance",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "3",
pages = "2566--2599",
month = jun,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP1942",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H05; 91G10",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-3/Stochastic-integration-with-respect-to-arbitrary-collections-of-continuous-semimartingales/10.1214/23-AAP1942.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Continuous semimartingales; fundamental theorem;
Infinite-dimensional stochastic integration;
mathematical finance",
}
@Article{Chong:2024:SIR,
author = "Carsten H. Chong and Marc Hoffmann and Yanghui Liu and
Mathieu Rosenbaum and Gr{\'e}goire Szymanski",
title = "Statistical inference for rough volatility: Central
limit theorems",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "3",
pages = "2600--2649",
month = jun,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2002",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "62G15; 62G20; 62M09; 60F05; 62P20",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-3/Statistical-inference-for-rough-volatility-Central-limit-theorems/10.1214/23-AAP2002.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "central limit theorem; fractional Brownian motion;
Hurst parameter; nonparametric estimation; Rough
volatility; spot volatility; volatility of volatility",
}
@Article{Xu:2024:DAS,
author = "Wei Xu",
title = "Diffusion approximations for self-excited systems with
applications to general branching processes",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "3",
pages = "2650--2713",
month = jun,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2005",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F17; 60G55; 60J80; 62P10",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-3/Diffusion-approximations-for-self-excited-systems-with-applications-to-general/10.1214/23-AAP2005.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Crump-Mode-Jagers branching process; marked Hawkes
point measure; multi-type continuous-sate branching
process; population structure; Scaling limit; shot
noise process; state space collapse",
}
@Article{Legried:2024:PSA,
author = "Brandon Legried and Sebastien Roch",
title = "Pairwise sequence alignment at arbitrarily large
evolutionary distance",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "3",
pages = "2714--2732",
month = jun,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2009",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 92D15",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-3/Pairwise-sequence-alignment-at-arbitrarily-large-evolutionary-distance/10.1214/23-AAP2009.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "branching processes; reconstruction",
}
@Article{Xu:2024:SVE,
author = "Wei Xu",
title = "Stochastic {Volterra} equations for the local times of
spectrally positive stable processes",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "3",
pages = "2733--2798",
month = jun,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2017",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G52; 60J55; 60H20; 60G22; 60F17; 60G55",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-3/Stochastic-Volterra-equations-for-the-local-times-of-spectrally-positive/10.1214/23-AAP2017.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "heavy tail; Laplace functional; Local time; marked
Hawkes point measure; Poisson random measure;
Ray-Knight theorem; Stable process; Stochastic Volterra
equation",
}
@Article{Ganassali:2024:CDT,
author = "Luca Ganassali and Marc Lelarge and Laurent
Massouli{\'e}",
title = "Correlation detection in trees for planted graph
alignment",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "3",
pages = "2799--2843",
month = jun,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2020",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "05C80; 05C85; 62F03",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-3/Correlation-detection-in-trees-for-planted-graph-alignment/10.1214/23-AAP2020.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "graph alignment; Graph matching; Hypothesis testing;
Inference in random graphs",
}
@Article{Drewitz:2024:GGW,
author = "Alexander Drewitz and Gioele Gallo and Alexis
Pr{\'e}vost",
title = "Generating {Galton--Watson} trees using random walks
and percolation for the {Gaussian} free field",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "3",
pages = "2844--2884",
month = jun,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2022",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60G15; 60G60; 82B43",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-3/Generating-GaltonWatson-trees-using-random-walks-and-percolation-for-the/10.1214/23-AAP2022.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cook:2024:TSS,
author = "Nicholas A. Cook and Amir Dembo",
title = "Typical structure of sparse exponential random graph
models",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "3",
pages = "2885--2939",
month = jun,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2025",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F10; 05C80; 60C05; 82B26",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-3/Typical-structure-of-sparse-exponential-random-graph-models/10.1214/23-AAP2025.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Brascamp; Erd{\H{o}}s; Gibbs measures; homomorphism
counts; large deviations; Lieb inequality; R{\'e}nyi
graphs; upper tails; variational problems",
}
@Article{Itkin:2024:OMH,
author = "David Itkin and Martin Larsson",
title = "Open markets and hybrid {Jacobi} processes",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "3",
pages = "2940--2985",
month = jun,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2030",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G44; 60J60; 91G15; 60J46",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-3/Open-markets-and-hybrid-Jacobi-processes/10.1214/23-AAP2030.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "boundary attainment; Dirichlet forms; growth
optimality; open markets; Poisson--Dirichlet
distribution; robust finance; Stochastic Portfolio
Theory",
}
@Article{Biskup:2024:AOC,
author = "Marek Biskup and Andrew Krieger",
title = "Arithmetic oscillations of the chemical distance in
long-range percolation on {$ \mathbb {Z}^d $}",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "3",
pages = "2986--3017",
month = jun,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2031",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 82B43; 05C12; 05C82",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-3/Arithmetic-oscillations-of-the-chemical-distance-in-long-range-percolation/10.1214/23-AAP2031.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "asymptotic; graph-theoretical distance; Long range
percolation",
}
@Article{Gundlach:2024:IPP,
author = "Rowel G{\"u}ndlach and Remco van der Hofstad",
title = "Invasion percolation on power-law branching
processes",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "3",
pages = "3018--3092",
month = jun,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2032",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J80; 60K35; 05C80",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-3/Invasion-percolation-on-power-law-branching-processes/10.1214/23-AAP2032.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "branching process tree; Invasion percolation;
power-law offspring distribution; volume growth",
}
@Article{Cotsakis:2024:SAV,
author = "Ryan Cotsakis and Elena {Di Bernardino} and C{\'e}line
Duval",
title = "Surface area and volume of excursion sets observed on
point cloud based polytopic tessellations",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "3",
pages = "3093--3124",
month = jun,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2033",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "62R30; 62M40; 60G60; 62H11",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-3/Surface-area-and-volume-of-excursion-sets-observed-on-point/10.1214/23-AAP2033.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "bias correction; Crofton formula; Crossing
probabilities; Excursion sets; Lipschitz-Killing
curvatures; surface area; Voronoi tessellations",
}
@Article{Prodhomme:2024:LPA,
author = "Adrien Prodhomme and Edouard Strickler",
title = "Large population asymptotics for a multitype
stochastic {SIS} epidemic model in randomly switching
environment",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "3",
pages = "3125--3180",
month = jun,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2035",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J25; 60J80; 37H15; 92D30",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-3/Large-population-asymptotics-for-a-multitype-stochastic-SIS-epidemic-model/10.1214/23-AAP2035.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Birth-and-death process; Epidemiological model;
extinction; large population; Lyapunov exponent;
Piecewise deterministic Markov process;
quasi-stationary distribution; SIS; stochastic
persistence",
}
@Article{Kazeykina:2024:EUM,
author = "Anna Kazeykina and Zhenjie Ren and Xiaolu Tan and
Junjian Yang",
title = "Ergodicity of the underdamped mean-field {Langevin}
dynamics",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "3",
pages = "3181--3226",
month = jun,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2036",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "37M25; 60H10; 60H30; 60J60",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-3/Ergodicity-of-the-underdamped-mean-field-Langevin-dynamics/10.1214/23-AAP2036.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "coupling; ergodicity; GAN; Underdamped mean-field
Langevin dynamics",
}
@Article{Chakrabarty:2024:CLD,
author = "Arijit Chakrabarty and Gennady Samorodnitsky",
title = "Clustering of large deviations in moving average
processes: The short memory regime",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "3",
pages = "3227--3250",
month = jun,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2037",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F10",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-3/Clustering-of-large-deviations-in-moving-average-processes--The/10.1214/23-AAP2037.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "clustering; infinite moving average; large
deviations",
}
@Article{Stannat:2024:NSC,
author = "Wilhelm Stannat and Lukas Wessels",
title = "Necessary and sufficient conditions for optimal
control of semilinear stochastic partial differential
equations",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "3",
pages = "3251--3287",
month = jun,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2038",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "93E20; 49K45; 60H15; 49L20",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-3/Necessary-and-sufficient-conditions-for-optimal-control-of-semilinear-stochastic/10.1214/23-AAP2038.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "dynamic programming; Hamilton--Jacobi--Bellman
equation; Pontryagin maximum principle; stochastic
maximum principle; stochastic optimal control;
verification theorem",
}
@Article{Bernstein:2024:MLT,
author = "Daniel Irving Bernstein and Sean Dewar and Steven J.
Gortler and Anthony Nixon and Meera Sitharam and Louis
Theran",
title = "Maximum likelihood thresholds via graph rigidity",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "3",
pages = "3288--3319",
month = jun,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2039",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "62H12; 52C25; 90C25",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-3/Maximum-likelihood-thresholds-via-graph-rigidity/10.1214/23-AAP2039.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Algebraic statistics; combinatorial rigidity; Gaussian
graphical models; maximum likelihood threshold; number
of observations",
}
@Article{Hasenpflug:2024:WCR,
author = "Mareike Hasenpflug and Daniel Rudolf and Bj{\"o}rn
Sprungk",
title = "{Wasserstein} convergence rates of increasingly
concentrating probability measures",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "3",
pages = "3320--3347",
month = jun,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2040",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B10; 58C99",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-3/Wasserstein-convergence-rates-of-increasingly-concentrating-probability-measures/10.1214/23-AAP2040.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "coupling construction; Wasserstein distance",
}
@Article{Roberts:2024:MRC,
author = "Asher Roberts",
title = "The multivariate rate of convergence for {Selberg}'s
central limit theorem",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "3",
pages = "3348--3369",
month = jun,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2042",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "11M06; 60F05",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-3/The-multivariate-rate-of-convergence-for-Selbergs-central-limit-theorem/10.1214/23-AAP2042.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "central limit theorem; Riemann zeta function",
}
@Article{Last:2024:CCF,
author = "G{\"u}nter Last and Mathew D. Penrose and Sergei
Zuyev",
title = "Corrections: On the capacity functional of the
infinite cluster of a {Boolean} model",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "3",
pages = "3370--3374",
month = jun,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/23-AAP2043",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60D05",
bibdate = "Fri Oct 11 17:28:49 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-3/Corrections--On-the-capacity-functional-of-the-infinite-cluster/10.1214/23-AAP2043.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Boolean model; Capacity functional; continuum
percolation; infinite cluster; Margulis-Russo-type
formula; percolation function; Reimer inequality",
}
@Article{Anonymous:2024:TCe,
author = "Anonymous",
title = "Table of Contents",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "??--??",
month = oct,
year = "2024",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/Table-of-Contents/aap345c1.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anonymous:2024:EBe,
author = "Anonymous",
title = "Editorial Board",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "??--??",
month = oct,
year = "2024",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/Editorial-Board/aap345p1.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Li:2024:SPT,
author = "Liping Li and Wenjie Sun",
title = "On a stiff problem in two-dimensional space",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "4193--4236",
month = oct,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-AAP2063",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J46; 31C25; 60J60",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/On-a-stiff-problem-in-two-dimensional-space/10.1214/24-AAP2063.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "boundary conditions; Dirichlet forms; Mosco
convergence; Stiff problems",
}
@Article{Talbi:2024:FPO,
author = "Mehdi Talbi and Nizar Touzi and Jianfeng Zhang",
title = "From finite population optimal stopping to mean field
optimal stopping",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "4237--4267",
month = oct,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-AAP2064",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G40; 35Q89; 49N80; 49L25; 65K15",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/From-finite-population-optimal-stopping-to-mean-field-optimal-stopping/10.1214/24-AAP2064.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Mean field optimal stopping; obstacle problems;
propagation of chaos; viscosity solutions",
}
@Article{Hocquet:2024:QRE,
author = "Antoine Hocquet and Alexandra Neamtu",
title = "Quasilinear rough evolution equations",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "4268--4309",
month = oct,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-AAP2065",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60L50; 60L20; 60H15",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/Quasilinear-rough-evolution-equations/10.1214/24-AAP2065.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "60XXX; controlled rough paths;
Landau--Lifshitz--Gilbert equation; Quasilinear
evolution equations",
}
@Article{Qin:2024:ATC,
author = "Qian Qin",
title = "Analysis of two-component {Gibbs} samplers using the
theory of two projections",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "4310--4341",
month = oct,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-AAP2066",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60J05",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/Analysis-of-two-component-Gibbs-samplers-using-the-theory-of/10.1214/24-AAP2066.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "asymptotic variance; convergence rate; Markov
operator; matrix representation; MCMC",
}
@Article{Jacod:2024:SJR,
author = "Jean Jacod and Huidi Lin and Viktor Todorov",
title = "Systematic jump risk",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "4342--4386",
month = oct,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-AAP2068",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05; 60J76; 62G20; 62M09",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/Systematic-jump-risk/10.1214/24-AAP2068.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "dynamic factor models; high-dimensional analysis;
high-frequency data; It{\^o} semimartingale;
nonparametric inference; stable convergence; systematic
risk",
}
@Article{Denisov:2024:HMM,
author = "Denis Denisov and Vitali Wachtel",
title = "Harmonic measure in a multidimensional gambler's
problem",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "4387--4407",
month = oct,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-AAP2069",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60G50; 60F17; 60G40; 60J45",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/Harmonic-measure-in-a-multidimensional-gamblers-problem/10.1214/24-AAP2069.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Brownian motion; first-passage time; Moving boundary;
overshoot; Random walk",
}
@Article{Ball:2024:SEP,
author = "Frank Ball and David Sirl and Pieter Trapman",
title = "{SIR} epidemics in populations with large
sub-communities",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "4408--4454",
month = oct,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-AAP2070",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "92D30; 60F99; 60K99",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/SIR-epidemics-in-populations-with-large-sub-communities/10.1214/24-AAP2070.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Basic reproduction number; branching process; central
limit theorem; coupling; embedded process; final size;
Stochastic epidemic; weak convergence",
}
@Article{Sethi:2024:MMG,
author = "Deven Sethi and David Siska",
title = "The modified {MSA}, a gradient flow and convergence",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "4455--4492",
month = oct,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-AAP2071",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "93E20; 60H30; 37N40; 65K99",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/The-modified-MSA-a-gradient-flow-and-convergence/10.1214/24-AAP2071.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "convergence; Gradient flow; iterative methods;
Stochastic control",
}
@Article{Baker:2024:STP,
author = "Graeme Baker and Mykhaylo Shkolnikov",
title = "A singular two-phase {Stefan} problem and particles
interacting through their hitting times",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "4493--4512",
month = oct,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-AAP2072",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "82C22; 60H30; 35K10; 35K60; 91G80",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/A-singular-two-phase-Stefan-problem-and-particles-interacting-through/10.1214/24-AAP2072.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "free boundary problems; interacting particle systems;
mean-field models; singular interactions; Stefan
problems; systemic risk",
}
@Article{Erhard:2024:SPC,
author = "Dirk Erhard and Guilherme Reis",
title = "Stochastic processes with competing reinforcements",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "4513--4553",
month = oct,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-AAP2073",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60K37; 60G50",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/Stochastic-processes-with-competing-reinforcements/10.1214/24-AAP2073.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "ant random walk; Reinforced random walk",
}
@Article{Pymar:2024:ABN,
author = "Richard Pymar and Nicol{\'a}s Rivera",
title = "Asymptotic behaviour of the noisy voter model density
process",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "4554--4594",
month = oct,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-AAP2074",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60J10",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/Asymptotic-behaviour-of-the-noisy-voter-model-density-process/10.1214/24-AAP2074.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "interacting particle systems; voter model",
}
@Article{Thuan:2024:ASI,
author = "Nguyen Tran Thuan",
title = "Approximation of stochastic integrals with jumps via
weighted {BMO} approach",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "4595--4634",
month = oct,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-AAP2075",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H05; 91G20; 60H07; 60G51",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/Approximation-of-stochastic-integrals-with-jumps-via-weighted-BMO-approach/10.1214/24-AAP2075.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Approximation of stochastic integral; convergence
rate; L{\'e}vy process; Semimartingale; weighted
bounded mean oscillation",
}
@Article{Banderier:2024:PTC,
author = "Cyril Banderier and Markus Kuba and Michael Wallner",
title = "Phase transitions of composition schemes:
{Mittag-Leffler} and mixed {Poisson} distributions",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "4635--4693",
month = oct,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-AAP2076",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60C05; 60E07; 60G50; 05A15",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/Phase-transitions-of-composition-schemes--Mittag-Leffler-and-mixed/10.1214/24-AAP2076.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "analytic combinatorics; Boltzmann distributions;
critical composition schemes; generating functions;
Mittag-Leffler distributions; mixed Poisson
distributions; Singularity analysis; Stable laws",
}
@Article{Alon:2024:ID,
author = "Noga Alon and Benjamin Gunby and Xiaoyu He and Eran
Shmaya and Eilon Solan",
title = "Identifying the deviator",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "4694--4708",
month = oct,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-AAP2077",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "91A35; 62C05; 62F07",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/Identifying-the-deviator/10.1214/24-AAP2077.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "detecting deviations; multiplayer games; Random walk;
Zero-sum games",
}
@Article{Zhou:2024:VSS,
author = "Jianjun Zhou",
title = "Viscosity solutions to second order elliptic
{Hamilton--Jacobi--Bellman} equations with infinite
delay",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "4709--4757",
month = oct,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-AAP2078",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "35D40; 49L20; 49L25; 60H30; 93C23; 93E20",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/Viscosity-solutions-to-second-order-elliptic-Hamilton--JacobiBellman-equations-with/10.1214/24-AAP2078.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "infinite delay; optimal control; Second order elliptic
Hamilton--Jacobi--Bellman equations; Stochastic
differential equations; viscosity solutions",
}
@Article{Imkeller:2024:DQF,
author = "Peter Imkeller and Rhoss Likibi Pellat and Olivier
Menoukeu-Pamen",
title = "Differentiability of quadratic forward-backward {SDEs}
with rough drift",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "4758--4798",
month = oct,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-AAP2079",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60H10; 60H07; 65C30",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/Differentiability-of-quadratic-forward-backward-SDEs-with-rough-drift/10.1214/24-AAP2079.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "BMO martingales; Malliavin calculus; Quadratic
forward-backward SDEs; rough drift; Stochastic flows",
}
@Article{Acciaio:2024:CAE,
author = "Beatrice Acciaio and Songyan Hou",
title = "Convergence of adapted empirical measures on {$
\mathbb {R}^d $}",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "4799--4835",
month = oct,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-AAP2082",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60B10; 62G30; 49Q22",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/Convergence-of-adapted-empirical-measures-on-Rd/10.1214/24-AAP2082.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "adapted Wasserstein distance; convergence rate;
empirical measure",
}
@Article{Giles:2024:MPB,
author = "Michael B. Giles and Abdul-Lateef Haji-Ali",
title = "Multilevel path branching for digital options",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "4836--4862",
month = oct,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-AAP2083",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65C05; 65C30; 65B99; 60J85",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/Multilevel-path-branching-for-digital-options/10.1214/24-AAP2083.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "branching processes; computational complexity; Monte
Carlo; multilevel; path splitting",
}
@Article{Bianchi:2024:LTE,
author = "Alessandra Bianchi and Francesca Collet and Elena
Magnanini",
title = "Limit theorems for exponential random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "4863--4898",
month = oct,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-AAP2084",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60F05; 60F15; 05C80; 60F10; 60B10",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/Limit-theorems-for-exponential-random-graphs/10.1214/24-AAP2084.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "exponential random graphs; large deviations;
mean-field approximation; phase transition; standard
and nonstandard limit theorems; Yang-Lee theorem",
}
@Article{Kim:2024:SGS,
author = "Seonwoo Kim and Federico Sau",
title = "Spectral gap of the symmetric inclusion process",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "4899--4920",
month = oct,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-AAP2085",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "60K35; 60J27; 05C50",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/Spectral-gap-of-the-symmetric-inclusion-process/10.1214/24-AAP2085.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "Brownian energy process; interacting particle systems;
spectral gap; symmetric inclusion process; unbounded
conservative spin systems",
}
@Article{Donoho:2024:IRD,
author = "David L. Donoho and Alon Kipnis",
title = "The impossibility region for detecting sparse mixtures
using the higher criticism",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "4921--4939",
month = oct,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-AAP2086",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "62G10; 62H17; 62G30; 62H15",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/The-impossibility-region-for-detecting-sparse-mixtures-using-the-higher/10.1214/24-AAP2086.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "empirical process; higher criticism; multiple testing;
phase transition",
}
@Article{Avena:2024:MCC,
author = "Luca Avena and Federico Capannoli and Rajat Subhra
Hazra and Matteo Quattropani",
title = "Meeting, coalescence and consensus time on random
directed graphs",
journal = j-ANN-APPL-PROBAB,
volume = "34",
number = "5",
pages = "4940--4997",
month = oct,
year = "2024",
CODEN = "????",
DOI = "https://doi.org/10.1214/24-AAP2087",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "05C80; 05C82; 82C22",
bibdate = "Fri Oct 11 17:28:50 MDT 2024",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "https://projecteuclid.org/journals/annals-of-applied-probability/volume-34/issue-5/Meeting-coalescence-and-consensus-time-on-random-directed-graphs/10.1214/24-AAP2087.full",
acknowledgement = ack-nhfb,
ajournal = "Ann. Appl. Probab.",
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "coalescent random walks; meeting times; random
directed graphs; voter model",
}
@Article{Peterson:1991:NRN,
author = "Ivars Peterson",
title = "Numbers at Random: Number theory supplies a superior
random-number generator",
journal = j-SCIENCE-NEWS,
volume = "140",
number = "19",
pages = "300--301",
day = "9",
month = nov,
year = "1991",
CODEN = "SCNEBK",
ISSN = "0036-8423 (print), 1943-0930 (electronic)",
ISSN-L = "0036-8423",
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https://www.math.utah.edu/pub/tex/bib/prng.bib",
URL = "http://www.jstor.org/stable/3975915",
acknowledgement = ack-nhfb,
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journal-URL = "http://www.jstor.org/journals/00368423.html;
http://www.sciencenews.org/view/archives;
http://www3.interscience.wiley.com/journal/122396840/home",
remark = "This is a sketchy popular account of the
add-with-carry and subtract-with-borrow Fibonacci-based
generators presented in \cite{Marsaglia:1991:NCR}. Such
generators can easily be constructed to have enormous
periods, such as $ 10^{500} $.",
}
@Article{Tezuka:1993:LSA,
author = "Shu Tezuka and Pierre L'Ecuyer and Raymond Couture",
title = "On the lattice structure of the add-with-carry and
subtract-with-borrow random number generators",
journal = j-TOMACS,
volume = "3",
number = "4",
pages = "315--331",
month = oct,
year = "1993",
CODEN = "ATMCEZ",
DOI = "https://doi.org/10.1145/159737.159749",
ISSN = "1049-3301 (print), 1558-1195 (electronic)",
ISSN-L = "1049-3301",
MRclass = "65C10",
MRnumber = "1302042",
bibdate = "Thu Aug 7 12:05:27 MDT 2003",
bibsource = "http://www.acm.org/pubs/contents/journals/tomacs/;
https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib;
https://www.math.utah.edu/pub/tex/bib/prng.bib;
https://www.math.utah.edu/pub/tex/bib/tomacs.bib",
note = "See remark in \cite[page
248]{Eichenauer-Herrmann:1995:PNG}, and
\cite{Marsaglia:1991:NCR} for the original work
analyzed in this paper.",
acknowledgement = ack-nhfb,
fjournal = "ACM Transactions on Modeling and Computer Simulation",
journal-URL = "http://portal.acm.org/browse_dl.cfm?&idx=J781",
}
@Article{Eichenauer-Herrmann:1995:PNG,
author = "J{\"u}rgen Eichenauer-Herrmann",
title = "Pseudorandom Number Generation by Nonlinear Methods",
journal = j-INT-STAT-REV,
volume = "63",
number = "2",
pages = "247--255",
month = aug,
year = "1995",
CODEN = "ISTRDP",
DOI = "https://doi.org/10.2307/1403620",
ISSN = "0306-7734 (print), 1751-5823 (electronic)",
ISSN-L = "0306-7734",
bibdate = "Wed Jun 18 06:10:15 MDT 2014",
bibsource = "http://www.jstor.org/stable/i261147;
https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib;
https://www.math.utah.edu/pub/tex/bib/fibquart.bib;
https://www.math.utah.edu/pub/tex/bib/intstatrev.bib;
https://www.math.utah.edu/pub/tex/bib/prng.bib;
https://www.math.utah.edu/pub/tex/bib/tomacs.bib",
URL = "http://www.jstor.org/stable/1403620",
acknowledgement = ack-nhfb,
fjournal = "International Statistical Review / Revue
Internationale de Statistique",
journal-URL = "http://www.jstor.org/journals/03067734.html",
remark-1 = "From the middle of page 248: ``Recently, Marsaglia \&
Zaman \cite{Marsaglia:1991:NCR} introduced the class of
add-with-carry and subtract-with- borrow pseudorandom
number generators which can produce very long periods.
However, it is shown in \cite{Tezuka:1993:LSA} that up
to a small truncation error these generators are
equivalent to certain linear congruential generators
with extremely bad lattice structure in high
dimensions.''",
remark-2 = "From page 250: ``This behaviour of the discrepancy
$D(s)$ in dimensions $s \geq (d + 1)$ is a severe
drawback of the nonlinear congruential method, at least
if the degree $d$ of the underlying permutation
polynomial $g$ is small.'' [Here, $s$ is the length of
a sequence of consecutive pseudorandom numbers from the
inversive congruential generator; thus, such generators
are undesirable unless parameters are chosen such that
$d$ is larger that $s$.]",
}
