Table of contents for issues of Annals of Applied Probability

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Volume 1, Number 1, February, 1991
Volume 1, Number 2, May, 1991
Volume 1, Number 3, August, 1991
Volume 1, Number 4, November, 1991
Volume 2, Number 1, February, 1992
Volume 2, Number 2, May, 1992
Volume 2, Number 3, August, 1992
Volume 2, Number 4, November, 1992
Volume 3, Number 1, February, 1993
Volume 3, Number 2, May, 1993
Volume 3, Number 3, August, 1993
Volume 3, Number 4, November, 1993
Volume 4, Number 1, February, 1994
Volume 4, Number 2, May, 1994
Volume 4, Number 3, August, 1994
Volume 4, Number 4, November, 1994
Volume 5, Number 1, February, 1995
Volume 5, Number 2, May, 1995
Volume 5, Number 3, August, 1995
Volume 5, Number 4, November, 1995
Volume 6, Number 1, February, 1996
Volume 6, Number 2, May, 1996
Volume 6, Number 3, August, 1996
Volume 6, Number 4, November, 1996
Volume 7, Number 1, February, 1997
Volume 7, Number 2, May, 1997
Volume 7, Number 3, August, 1997
Volume 7, Number 4, November, 1997
Volume 8, Number 1, February, 1998
Volume 8, Number 2, May, 1998
Volume 8, Number 3, August, 1998
Volume 8, Number 4, November, 1998
Volume 9, Number 1, February, 1999
Volume 9, Number 2, May, 1999
Volume 9, Number 3, August, 1999
Volume 9, Number 4, November, 1999
Volume 10, Number 1, February, 2000
Volume 10, Number 2, May, 2000
Volume 10, Number 3, August, 2000
Volume 10, Number 4, November, 2000
Volume 11, Number 1, February, 2001
Volume 11, Number 2, May, 2001
Volume 11, Number 3, August, 2001
Volume 11, Number 4, November, 2001
Volume 12, Number 1, February, 2002
Volume 12, Number 2, May, 2002
Volume 12, Number 3, August, 2002
Volume 12, Number 4, November, 2002
Volume 13, Number 1, January, 2003
Volume 13, Number 2, May, 2003
Volume 13, Number 3, August, 2003
Volume 13, Number 4, November, 2003
Volume 14, Number 1, February, 2004
Volume 14, Number 2, May, 2004
Volume 14, Number 3, August, 2004
Volume 14, Number 4, November, 2004
Volume 15, Number 1A, February, 2005
Volume 15, Number 1B, February, 2005
Volume 15, Number 2, May, 2005
Volume 15, Number 3, August, 2005
Volume 15, Number 4, November, 2005
Volume 16, Number 1, February, 2006
Volume 16, Number 2, May, 2006
Volume 16, Number 3, August, 2006
Volume 16, Number 4, November, 2006
Volume 17, Number 1, February, 2007
Volume 17, Number 2, April, 2007
Volume 17, Number 3, June, 2007
Volume 17, Number 4, August, 2007
Volume 17, Number 5/6, October, 2007
Volume 18, Number 1, February, 2008
Volume 18, Number 2, April, 2008
Volume 18, Number 3, June, 2008
Volume 18, Number 4, August, 2008
Volume 18, Number 5, October, 2008
Volume 18, Number 6, December, 2008
Volume 19, Number 1, February, 2009
Volume 19, Number 2, April, 2009
Volume 19, Number 3, June, 2009
Volume 19, Number 4, August, 2009
Volume 19, Number 5, October, 2009
Volume 19, Number 6, December, 2009
Volume 20, Number 1, February, 2010
Volume 20, Number 2, April, 2010
Volume 20, Number 3, June, 2010
Volume 20, Number 4, August, 2010
Volume 20, Number 5, October, 2010
Volume 20, Number 6, December, 2010
Volume 21, Number 1, February, 2011
Volume 21, Number 2, April, 2011
Volume 21, Number 3, June, 2011
Volume 21, Number 4, August, 2011
Volume 21, Number 5, October, 2011
Volume 21, Number 6, December, 2011
Volume 22, Number 1, February, 2012
Volume 22, Number 2, April, 2012
Volume 22, Number 3, June, 2012
Volume 22, Number 4, August, 2012
Volume 22, Number 5, October, 2012
Volume 22, Number 6, December, 2012
Volume 23, Number 1, February, 2013
Volume 23, Number 2, April, 2013
Volume 23, Number 3, June, 2013
Volume 23, Number 4, August, 2013
Volume 23, Number 5, October, 2013
Volume 23, Number 6, December, 2013
Volume 24, Number 1, February, 2014
Volume 24, Number 2, April, 2014
Volume 24, Number 3, June, 2014
Volume 24, Number 4, August, 2014
Volume 24, Number 5, October, 2014
Volume 24, Number 6, December, 2014
Volume 25, Number 1, February, 2015
Volume 25, Number 2, April, 2015
Volume 25, Number 3, June, 2015
Volume 25, Number 4, August, 2015
Volume 25, Number 5, October, 2015
Volume 25, Number 6, December, 2015
Volume 26, Number 1, 02, 2016
Volume 26, Number 2, April, 2016
Volume 26, Number 3, June, 2016
Volume 26, Number 4, August, 2016
Volume 26, Number 5, October, 2016
Volume 26, Number 6, December, 2016
Volume 27, Number 1, February, 2017
Volume 27, Number 2, April, 2017
Volume 27, Number 3, June, 2017
Volume 27, Number 4, August, 2017
Volume 27, Number 5, October, 2017
Volume 27, Number 6, December, 2017
Volume 140, Number 19, November 9, 1991
Volume 3, Number 4, October, 1993
Volume 63, Number 2, August, 1995


Annals of Applied Probability
Volume 1, Number 1, February, 1991

             Darrell Duffie and   
            Henry R. Richardson   Mean-Variance Hedging in Continuous Time 1--15
                  J. G. Dai and   
                 J. M. Harrison   Steady-State Analysis of RBM in a
                                  Rectangle: Numerical Methods and A
                                  Queueing Application . . . . . . . . . . 16--35
             Persi Diaconis and   
                 Daniel Stroock   Geometric Bounds for Eigenvalues of
                                  Markov Chains  . . . . . . . . . . . . . 36--61
               James Allen Fill   Eigenvalue Bounds on Convergence to
                                  Stationarity for Nonreversible Markov
                                  Chains, with an Application to the
                                  Exclusion Process  . . . . . . . . . . . 62--87
                R. A. Doney and   
              George L. O'Brien   Loud Shot Noise  . . . . . . . . . . . . 88--103
                Offer Kella and   
                     Ward Whitt   Queues with Server Vacations and Levy
                                  Processes with Secondary Jump Input  . . 104--117
                  J. Komlos and   
                 A. Odlyzko and   
                  L. Ozarow and   
                    L. A. Shepp   On the Properties of a Tree-Structured
                                  Server Process . . . . . . . . . . . . . 118--125
              Charles M. Goldie   Implicit Renewal Theory and Tails of
                                  Solutions of Random Equations  . . . . . 126--166
                 Mario Lefebvre   Forcing a Stochastic Process to Stay in
                                  or to Leave a Given Region . . . . . . . 167--172

Annals of Applied Probability
Volume 1, Number 2, May, 1991

                     P. Whittle   Neural Nets and Implicit Inference . . . 173--188
                 R. Durrett and   
                   C. Neuhauser   Epidemics with Recovery in $ D = 2 $ . . 189--206
           Philip J. Boland and   
            Emad El-Neweihi and   
                 Frank Proschan   Stochastic Order for Inspection and
                                  Repair Policies  . . . . . . . . . . . . 207--218
            Colm Art O'Cinneide   Phase-Type Distributions and
                                  Majorization . . . . . . . . . . . . . . 219--227
                   David Aldous   Asymptotic Fringe Distributions for
                                  General Families of Random Trees . . . . 228--266
          Sidney I. Resnick and   
                     Rishin Roy   Random USC Functions, Max-Stable
                                  Processes and Continuous Choice  . . . . 267--292
              Richard A. Vitale   Expected Absolute Random Determinants
                                  and Zonoids  . . . . . . . . . . . . . . 293--300
                    Alan Frieze   On the Length of the Longest Monotone
                                  Subsequence in a Random Permutation  . . 301--305
                Joseph Glaz and   
                 Joseph I. Naus   Tight Bounds and Approximations for Scan
                                  Statistic Probabilities for Discrete
                                  Data . . . . . . . . . . . . . . . . . . 306--318

Annals of Applied Probability
Volume 1, Number 3, August, 1991

                    F. P. Kelly   Loss Networks  . . . . . . . . . . . . . 319--378
                 Paolo Kind and   
         Robert Sh. Liptser and   
        Wolfgang J. Runggaldier   Diffusion Approximation in Past
                                  Dependent Models and Applications to
                                  Option Pricing . . . . . . . . . . . . . 379--405
           Hosam M. Mahmoud and   
                   R. T. Smythe   On the Distribution of Leaves in Rooted
                                  Subtrees of Recursive Trees  . . . . . . 406--418
              Sidney Browne and   
                    Paul Zipkin   Inventory Models with Continuous,
                                  Stochastic Demands . . . . . . . . . . . 419--435
              J.-P. Crametz and   
                     P. J. Hunt   A Limit Result Respecting Graph
                                  Structure for a Fully Connected Loss
                                  Network with Alternative Routing . . . . 436--444
          Jens Ledet Jensen and   
                  Jesper Moller   Pseudolikelihood for Exponential Family
                                  Models of Spatial Point Processes  . . . 445--461
           George Marsaglia and   
                     Arif Zaman   A New Class of Random Number Generators  462--480

Annals of Applied Probability
Volume 1, Number 4, November, 1991

                  V. Anantharam   A Mean Field Limit for a Lattice
                                  Caricature of Dynamic Routing in Circuit
                                  Switched Networks  . . . . . . . . . . . 481--503
            L. C. G. Rogers and   
                 S. E. Satchell   Estimating Variance From High, Low and
                                  Closing Prices . . . . . . . . . . . . . 504--512
              Samuel Karlin and   
                Ming-Ying Leung   Some Limit Theorems on Distributional
                                  Patterns of Balls in Urns  . . . . . . . 513--538
             Peter Donnelly and   
            Thomas G. Kurtz and   
                   Simon Tavare   On the Functional Central Limit Theorem
                                  for the Ewens Sampling Formula . . . . . 539--545
             Peter W. Glynn and   
                     Ward Whitt   Departures from Many Queues in Series    546--572
              J. D. Biggins and   
       Boris D. Lubachevsky and   
               Adam Shwartz and   
                     Alan Weiss   A Branching Random Walk with a Barrier   573--581
       Clyde D. Hardin, Jr. and   
      Gennady Samorodnitsky and   
                 Murad S. Taqqu   Nonlinear Regression of Stable Random
                                  Variables  . . . . . . . . . . . . . . . 582--612
                  Rong Chen and   
                   Ruey S. Tsay   On the Ergodicity of Tar(1) Processes    613--634


Annals of Applied Probability
Volume 2, Number 1, February, 1992

                    Ravi Myneni   The Pricing of the American Option . . . 1--23
               S. N. Ethier and   
                Thomas G. Kurtz   On the Stationary Distribution of the
                                  Neutral Diffusion Model in Population
                                  Genetics . . . . . . . . . . . . . . . . 24--35
               Chi-Fu Huang and   
                    Henri Pages   Optimal Consumption and Portfolio
                                  Policies with an Infinite Horizon:
                                  Existence and Convergence  . . . . . . . 36--64
                  J. G. Dai and   
                 J. M. Harrison   Reflected Brownian Motion in an Orthant:
                                  Numerical Methods for Steady-State
                                  Analysis . . . . . . . . . . . . . . . . 65--86
                 Gan-Lin Xu and   
               Steven E. Shreve   A Duality Method for Optimal Consumption
                                  and Investment Under Short- Selling
                                  Prohibition. I. General Market
                                  Coefficients . . . . . . . . . . . . . . 87--112
               Florin Avram and   
             Dimitris Bertsimas   The Minimum Spanning Tree Constant in
                                  Geometrical Probability and Under the
                                  Independent Model: A Unified Approach    113--130
                 Douglas Blount   Law of Large Numbers in the Supremum
                                  Norm for a Chemical Reaction with
                                  Diffusion  . . . . . . . . . . . . . . . 131--141
             Francis Comets and   
                  Basilis Gidas   Parameter Estimation for Gibbs
                                  Distributions from Partially Observed
                                  Data . . . . . . . . . . . . . . . . . . 142--170
               Martin Schweizer   Mean-Variance Hedging for General Claims 171--179
             Peter W. Glynn and   
                     Ward Whitt   The Asymptotic Validity of Sequential
                                  Stopping Rules for Stochastic
                                  Simulations  . . . . . . . . . . . . . . 180--198
                Clive R. Loader   Boundary Crossing Probabilities for
                                  Locally Poisson Processes  . . . . . . . 199--228
             J. C. Lagarias and   
                       A. Weiss   The $ 3 x + 1 $ Problem: Two Stochastic
                                  Models . . . . . . . . . . . . . . . . . 229--261

Annals of Applied Probability
Volume 2, Number 2, May, 1992

             J. M. Harrison and   
                 R. J. Williams   Brownian Models of Feedforward Queueing
                                  Networks: Quasireversibility and Product
                                  Form Solutions . . . . . . . . . . . . . 263--293
                 Dave Bayer and   
                 Persi Diaconis   Trailing the Dovetail Shuffle to its
                                  Lair . . . . . . . . . . . . . . . . . . 294--313
                 Gan-Lin Xu and   
               Steven E. Shreve   A Duality Method for Optimal Consumption
                                  and Investment Under Short-Selling
                                  Prohibition. II. Constant Market
                                  Coefficients . . . . . . . . . . . . . . 314--328
                 Amir Dembo and   
                  Samuel Karlin   Poisson Approximations for $r$-Scan
                                  Processes  . . . . . . . . . . . . . . . 329--357
                   Boris Pittel   On Likely Solutions of a Stable Marriage
                                  Problem  . . . . . . . . . . . . . . . . 358--401
                    Luc Devroye   A Study of Trie-Like Structures Under
                                  the Density Model  . . . . . . . . . . . 402--434
                   Lajos Takacs   Random Walk Processes and their
                                  Applications in Order Statistics . . . . 435--459
                  Jihong Ou and   
               Lawrence M. Wein   Performance Bounds for Scheduling
                                  Queueing Networks  . . . . . . . . . . . 460--480
               Simeon M. Berman   The Tail of the Convolution of Densities
                                  and its Application to a Model of
                                  HIV-Latency Time . . . . . . . . . . . . 481--502
                 T. P. Hill and   
                  D. P. Kennedy   Sharp Inequalities for Optimal Stopping
                                  with Rewards Based on Ranks  . . . . . . 503--517

Annals of Applied Probability
Volume 2, Number 3, August, 1992

            Richard Arratia and   
              A. D. Barbour and   
                   Simon Tavare   Poisson Process Approximations for the
                                  Ewens Sampling Formula . . . . . . . . . 519--535
                   Wei-Liem Loh   Stein's Method and Multinomial
                                  Approximation  . . . . . . . . . . . . . 536--554
                 Soren Asmussen   Light Traffic Equivalence in
                                  Single-Server Queues . . . . . . . . . . 555--574
                 M. Bramson and   
                     P. Ney and   
                         J. Tao   The Population Composition of a
                                  Multitype Branching Random Walk  . . . . 575--596
                    Luc Devroye   A Limit Theory for Random Skip Lists . . 597--609
           Arnoldo Frigessi and   
            Chii-Ruey Hwang and   
                 Laurent Younes   Optimal Spectral Structure of Reversible
                                  Stochastic Matrices, Monte Carlo Methods
                                  and the Simulation of Markov Random
                                  Fields . . . . . . . . . . . . . . . . . 610--628
           Ioannis Karatzas and   
                Daniel L. Ocone   The Resolvent of a Degenerate Diffusion
                                  on the Plane, with Application to
                                  Partially Observed Stochastic Control    629--668
                Peter Kotelenez   Fluctuations in a Nonlinear
                                  Reaction-Diffusion Model . . . . . . . . 669--694
             WanSoo T. Rhee and   
               Michel Talagrand   Matching Random Subsets of the Cube with
                                  a Tight Control on One Coordinate  . . . 695--713
                Joseph T. Chang   On Moments of the First Ladder Height of
                                  Random Walks with Small Drift  . . . . . 714--738
                 Soren Asmussen   On Coupling and Weak Convergence to
                                  Stationarity . . . . . . . . . . . . . . 739--751
                S. R. Dalal and   
                  C. L. Mallows   Buying with Exact Confidence . . . . . . 752--765

Annals of Applied Probability
Volume 2, Number 4, November, 1992

             Jaksa Cvitanic and   
               Ioannis Karatzas   Convex Duality in Constrained Portfolio
                                  Optimization . . . . . . . . . . . . . . 767--818
             Richard Holley and   
              Edward C. Waymire   Multifractal Dimensions and Scaling
                                  Exponents for Strongly Bounded Random
                                  Cascades . . . . . . . . . . . . . . . . 819--845
               Michel Talagrand   Matching Random Samples in Many
                                  Dimensions . . . . . . . . . . . . . . . 846--856
              Gregory J. Morrow   Large Deviation Results for a Class of
                                  Markov Chains with Application to an
                                  Infinite Alleles Model of Population
                                  Genetics . . . . . . . . . . . . . . . . 857--905
             Dirk P. Kroese and   
                 Volker Schmidt   A Continuous Polling System with General
                                  Service Times  . . . . . . . . . . . . . 906--927
              P. A. Ferrari and   
                 K. Ravishankar   Shocks in Asymmetric Exclusion Automata  928--941
                 Mark A. Pinsky   Extremal Character of the Lyapunov
                                  Exponent of the Stochastic Harmonic
                                  Oscillator . . . . . . . . . . . . . . . 942--950
                   Odd O. Aalen   Modelling Heterogeneity in Survival
                                  Analysis by the Compound Poisson
                                  Distribution . . . . . . . . . . . . . . 951--972
          Kalvis M. Jansons and   
                L. C. G. Rogers   Decomposing the Branching Brownian Path  973--986
                D. J. Daley and   
                      T. Rolski   Finiteness of Waiting-Time Moments in
                                  General Stationary Single-Server Queues  987--1008
              Bela Bollobas and   
              Graham Brightwell   The Height of a Random Partial Order:
                                  Concentration of Measure . . . . . . . . 1009--1018
             Yoav Benjamini and   
                Abba M. Krieger   Market Share Paradox and Heterogeneous
                                  Chains . . . . . . . . . . . . . . . . . 1019--1023
                  Richard Weber   On the Gittins Index for Multiarmed
                                  Bandits  . . . . . . . . . . . . . . . . 1024--1033


Annals of Applied Probability
Volume 3, Number 1, February, 1993

                  Valerie Isham   Stochastic Models for Epidemics with
                                  Special Reference to AIDS  . . . . . . . 1--27
                    Vien Nguyen   Processing Networks with Parallel and
                                  Sequential Tasks: Heavy Traffic Analysis
                                  and Brownian Limits  . . . . . . . . . . 28--55
            J. van den Berg and   
                      H. Kesten   Inequalities for the Time Constant in
                                  First-Passage Percolation  . . . . . . . 56--80
           Kenneth S. Alexander   A Note on Some Rates of Convergence in
                                  First-Passage Percolation  . . . . . . . 81--90
              A. D. Barbour and   
                P. E. Greenwood   Rates of Poisson Approximation to Finite
                                  Range Random Fields  . . . . . . . . . . 91--102
          Murilo P. Almeida and   
                  Basilis Gidas   A Variational Method for Estimating the
                                  Parameters of MRF from Complete or
                                  Incomplete Data  . . . . . . . . . . . . 103--136
           Pablo A. Ferrari and   
           Arnoldo Frigessi and   
           Roberto H. Schonmann   Convergence of Some Partially Parallel
                                  Gibbs Samplers with Annealing  . . . . . 137--153
                  V. Anantharam   Uniqueness of Stationary Ergodic Fixed
                                  Point for a $ \cdot $ /M/K Node  . . . . 154--172
                Ingemar Kaj and   
                 Paavo Salminen   On a First Passage Problem for Branching
                                  Brownian Motions . . . . . . . . . . . . 173--185
                   Lajos Takacs   On the Distribution of the Integral of
                                  the Absolute Value of the Brownian
                                  Motion . . . . . . . . . . . . . . . . . 186--197
                Gerold Alsmeyer   On the Galton--Watson Predator-Prey
                                  Process  . . . . . . . . . . . . . . . . 198--211
             Marek Capinski and   
               Nigel J. Cutland   The Euler Equation: A Uniform
                                  Nonstandard Construction of a Global
                                  Flow, Invariant Measures and Statistical
                                  Solutions  . . . . . . . . . . . . . . . 212--227
              Kwang Ho Kook and   
             Richard F. Serfozo   Travel and Sojourn Times in Stochastic
                                  Networks . . . . . . . . . . . . . . . . 228--252
              Mathew D. Penrose   On the Spread-Out Limit for Bond and
                                  Continuum Percolation  . . . . . . . . . 253--276

Annals of Applied Probability
Volume 3, Number 2, May, 1993

                   I. Iscoe and   
                D. McDonald and   
                        K. Qian   Capacity of ATM Switches . . . . . . . . 277--295
                   Harry Kesten   On the Speed of Convergence in
                                  First-Passage Percolation  . . . . . . . 296--338
                D. J. Gates and   
                    M. Westcott   Markov Models of Steady Crystal Growth   339--355
                  Bernard Ycart   The Philosophers' Process: An Ergodic
                                  Reversible Nearest Particle System . . . 356--363
       Arthur C. Heinricher and   
         Richard H. Stockbridge   Optimal Control and Replacement with
                                  State-Dependent Failure Rate: Dynamic
                                  Programming  . . . . . . . . . . . . . . 364--379
       Arthur C. Heinricher and   
         Richard H. Stockbridge   Optimal Control and Replacement with
                                  State-Dependent Failure Rate: An
                                  Invariant Measure Approach . . . . . . . 380--402
              Tomasz Luczak and   
                  Joel E. Cohen   Stratigraphy of a Random Acyclic
                                  Directed Graph: The Size of Trophic
                                  Levels in the Cascade Model  . . . . . . 403--420
        Elena V. Krichagina and   
          Sheldon X. C. Lou and   
            Suresh P. Sethi and   
              Michael I. Taksar   Production Control in a Failure-Prone
                                  Manufacturing System: Diffusion
                                  Approximation and Asymptotic Optimality  421--453
          Peter C. Matthews and   
               Andrew L. Rukhin   Asymptotic Distribution of the Normal
                                  Sample Range . . . . . . . . . . . . . . 454--466
                B. Wahlberg and   
                   E. J. Hannan   Parametric Signal Modelling using
                                  Laguerre Filters . . . . . . . . . . . . 467--496
           Richard A. Davis and   
              Sidney I. Resnick   Prediction of Stationary Max-Stable
                                  Processes  . . . . . . . . . . . . . . . 497--525
                Martin Dyer and   
                Alan Frieze and   
                   Boris Pittel   The Average Performance of the Greedy
                                  Matching Algorithm . . . . . . . . . . . 526--552
            Robert J. Adler and   
      Gennady Samorodnitsky and   
                  Tamar Gadrich   The Expected Number of Level Crossings
                                  for Stationary, Harmonisable, Symmetric,
                                  Stable Processes . . . . . . . . . . . . 553--575
                  Michael Hogan   Problems in Certain Two-Factor Term
                                  Structure Models . . . . . . . . . . . . 576--581
                Patrick Jaillet   Cube Versus Torus Models and the
                                  Euclidean Minimum Spanning Tree Constant 582--592
           James Allen Fill and   
                 Robin Pemantle   Percolation, First-Passage Percolation
                                  and Covering Times for Richardson's
                                  Model on the $n$-Cube  . . . . . . . . . 593--629

Annals of Applied Probability
Volume 3, Number 3, August, 1993

                Larry Shepp and   
                 A. N. Shiryaev   The Russian Option: Reduced Regret . . . 631--640
          J. Darrell Duffie and   
            J. Michael Harrison   Arbitrage Pricing of Russian Options and
                                  Perpetual Lookback Options . . . . . . . 641--651
             Jaksa Cvitanic and   
               Ioannis Karatzas   Hedging Contingent Claims with
                                  Constrained Portfolios . . . . . . . . . 652--681
                    Offer Kella   Parallel and Tandem Fluid Networks with
                                  Dependent Levy Inputs  . . . . . . . . . 682--695
             Persi Diaconis and   
           Laurent Saloff-Coste   Comparison Theorems for Reversible
                                  Markov Chains  . . . . . . . . . . . . . 696--730
          Bennett Eisenberg and   
            Gilbert Stengle and   
                 Gilbert Strang   The Asymptotic Probability of a Tie for
                                  First Place  . . . . . . . . . . . . . . 731--745
                Luiz Fontes and   
              Charles M. Newman   First Passage Percolation for Random
                                  Colorings of $ \mathbb {Z}^d $ . . . . . 746--762
          Masakiyo Miyazawa and   
                 Volker Schmidt   On Ladder Height Distributions of
                                  General Risk Processes . . . . . . . . . 763--776
                Fabio Antonelli   Backward-Forward Stochastic Differential
                                  Equations  . . . . . . . . . . . . . . . 777--793
                 WanSoo T. Rhee   A Matching Problem and Subadditive
                                  Euclidean Functionals  . . . . . . . . . 794--801
              E. G. Coffman and   
              E. N. Gilbert and   
                     P. W. Shor   A Selection-Replacement Process on the
                                  Circle . . . . . . . . . . . . . . . . . 802--818
           Jeffrey S. Rosenthal   Rates of Convergence for Data
                                  Augmentation on Finite Sample Spaces . . 819--839
               Keigo Yamada and   
                   Sung Jo Hong   A Limit Theorem for Functionals of Jumps
                                  of Birth and Death Processes under Heavy
                                  Traffic Condition  . . . . . . . . . . . 840--862
             Peter Clifford and   
                       Gang Wei   The Equivalence of the Cox Process with
                                  Squared Radial Ornstein--Uhlenbeck
                                  Intensity and the Death Process in a
                                  Simple Population Model  . . . . . . . . 863--873
               Michael L. Stein   Asymptotic Properties of Centered
                                  Systematic Sampling for Predicting
                                  Integrals of Spatial Processes . . . . . 874--880
            B. Blaszczyszyn and   
                      T. Rolski   Queues in Series in Light Traffic  . . . 881--896
            Chii-Ruey Hwang and   
           Shu-Yin Hwang-Ma and   
                Shuenn-Jyi Sheu   Accelerating Gaussian Diffusions . . . . 897--913
                Paolo Baldi and   
           Arnoldo Frigessi and   
                 Mauro Piccioni   Importance Sampling for Gibbs Random
                                  Fields . . . . . . . . . . . . . . . . . 914--933

Annals of Applied Probability
Volume 3, Number 4, November, 1993

               Robert Fisch and   
              Janko Gravner and   
                David Griffeath   Metastability in the Greenberg--Hastings
                                  Model  . . . . . . . . . . . . . . . . . 935--967
                  J. G. Dai and   
                 J. M. Harrison   The QNET Method for Two-Moment Analysis
                                  of Closed Manufacturing Systems  . . . . 968--1012
               K. D. Glazebrook   Indices for Families of Competing Markov
                                  Decision Processes with Influence  . . . 1013--1032
               Florin Avram and   
             Dimitris Bertsimas   On Central Limit Theorems in Geometrical
                                  Probability  . . . . . . . . . . . . . . 1033--1046
            Richard Durrett and   
               Rinaldo Schinazi   Asymptotic Critical Value for a
                                  Competition Model  . . . . . . . . . . . 1047--1066
             Andreas Greven and   
            Frank den Hollander   A Variational Characterization of the
                                  Speed of a One-Dimensional Self-
                                  Repellent Random Walk  . . . . . . . . . 1067--1099
               M. Talagrand and   
                   J. E. Yukich   The Integrability of the Square
                                  Exponential Transportation Cost  . . . . 1100--1111
    Mathisca C. M. de Gunst and   
             Willem R. van Zwet   A Non-Markovian Model for Cell
                                  Population Growth: Tail Behavior and
                                  Duration of the Growth Process . . . . . 1112--1144
                       A. Joffe   A New Martingale in Branching Random
                                  Walk . . . . . . . . . . . . . . . . . . 1145--1150
            J. Theodore Cox and   
           Alberto Gandolfi and   
          Philip S. Griffin and   
                   Harry Kesten   Greedy Lattice Animals I: Upper Bounds   1151--1169
                   Sungchul Lee   An Inequality for Greedy Lattice Animals 1170--1188
                  David Mannion   Products of $ 2 \times 2 $ Random
                                  Matrices . . . . . . . . . . . . . . . . 1189--1218
             Philippe Chassaing   Optimality of Move-to-Front for
                                  Self-Organizing Data Structures with
                                  Locality of References . . . . . . . . . 1219--1240
             Magdy H. Metry and   
               Allan R. Sampson   Orderings for Positive Dependence on
                                  Multivariate Empirical Distributions . . 1241--1251


Annals of Applied Probability
Volume 4, Number 1, February, 1994

                    Vien Nguyen   The Trouble with Diversity: Fork-Join
                                  Networks with Heterogeneous Customer
                                  Population . . . . . . . . . . . . . . . 1--25
                  J. G. Dai and   
                    Vien Nguyen   On the Convergence of Multiclass
                                  Queueing Networks in Heavy Traffic . . . 26--42
         Dimitris Bertsimas and   
    Ioannis Ch. Paschalidis and   
             John N. Tsitsiklis   Optimization of Multiclass Queueing
                                  Networks: Polyhedral and Nonlinear
                                  Characterizations of Achievable
                                  Performance  . . . . . . . . . . . . . . 43--75
           Alberto Gandolfi and   
                   Harry Kesten   Greedy Lattice Animals II: Linear Growth 76--107
                  Noga Alon and   
              Bela Bollobas and   
          Graham Brightwell and   
                  Svante Janson   Linear Extensions of a Random Partial
                                  Order  . . . . . . . . . . . . . . . . . 108--123
                 S. P. Meyn and   
                        D. Down   Stability of Generalized Jackson
                                  Networks . . . . . . . . . . . . . . . . 124--148
               Sean P. Meyn and   
                  R. L. Tweedie   State-Dependent Criteria for Convergence
                                  of Markov Chains . . . . . . . . . . . . 149--168
                     D. R. Grey   Regular Variation in the Tail Behaviour
                                  of Solutions of Random Difference
                                  Equations  . . . . . . . . . . . . . . . 169--183
                 Harry Cohn and   
                   Peter Jagers   General Branching Processes in Varying
                                  Environment  . . . . . . . . . . . . . . 184--193
             John N. Tsitsiklis   A Short Proof of the Gittins Index
                                  Theorem  . . . . . . . . . . . . . . . . 194--199
            Richard Arratia and   
            Michael S. Waterman   A Phase Transition for the Score in
                                  Matching Random Sequences Allowing
                                  Deletions  . . . . . . . . . . . . . . . 200--225
             M. H. A. Davis and   
                      M. Zervos   A Problem of Singular Stochastic Control
                                  with Discretionary Stopping  . . . . . . 226--240
                 Peter Hall and   
                      Rahul Roy   On the Relationship Between Fractal
                                  Dimension and Fractal Index for
                                  Stationary Stochastic Processes  . . . . 241--253
            L. R. G. Fontes and   
              Charles M. Newman   Correction: ``First Passage Percolation
                                  for Random Colorings of $ \mathbb {Z}^d
                                  $''  . . . . . . . . . . . . . . . . . . 254--254

Annals of Applied Probability
Volume 4, Number 2, May, 1994

           Nicole El Karoui and   
               Ioannis Karatzas   Dynamic Allocation Problems in
                                  Continuous Time  . . . . . . . . . . . . 255--286
                Paul Dupuis and   
                  John Oliensis   An Optimal Control Formulation and
                                  Related Numerical Methods for a Problem
                                  in Shape Reconstruction  . . . . . . . . 287--346
            Salvatore Ingrassia   On the Rate of Convergence of the
                                  Metropolis Algorithm and Gibbs Sampler
                                  by Geometric Bounds  . . . . . . . . . . 347--389
                L. C. G. Rogers   Fluid Models in Queueing Theory and
                                  Wiener--Hopf Factorization of Markov
                                  Chains . . . . . . . . . . . . . . . . . 390--413
                  Maury Bramson   Instability of FIFO Queueing Networks    414--431
                 Amir Dembo and   
              Samuel Karlin and   
                  Ofer Zeitouni   Large Exceedances for Multidimensional
                                  Levy Processes . . . . . . . . . . . . . 432--447
         Elizabeth Schwerer and   
             Jan A. Van Mieghem   Brownian Models of Closed Queueing
                                  Networks: Explicit Solutions for
                                  Balanced Three-Station Systems . . . . . 448--477
                   Tailen Hsing   On the Asymptotic Distribution of the
                                  Area Outside a Random Convex Hull in a
                                  Disk . . . . . . . . . . . . . . . . . . 478--493
                William Finnoff   Law of Large Numbers for a Heterogeneous
                                  System of Stochastic Differential
                                  Equations with Strong Local Interaction
                                  and Economic Applications  . . . . . . . 494--528
                 Roland Perfekt   Extremal Behaviour of Stationary Markov
                                  Chains with Applications . . . . . . . . 529--548
         Jean-Pierre Fouque and   
                   Ely Merzbach   A Limit Theorem for Linear Boundary
                                  Value Problems in Random Media . . . . . 549--569
               Robert W. Keener   Quadrature Routines for Ladder Variables 570--590
             Victor Pestien and   
                S. Ramakrishnan   Asymptotic Behavior of Large
                                  Discrete-Time Cyclic Queueing Networks   591--606
                  V. Anantharam   Correction: ``Uniqueness of Stationary
                                  Ergodic Fixed Point For $ A \cdot / M /
                                  K $ Node'' . . . . . . . . . . . . . . . 607--607

Annals of Applied Probability
Volume 4, Number 3, August, 1994

               S. E. Shreve and   
                    H. M. Soner   Optimal Investment and Consumption with
                                  Transaction Costs  . . . . . . . . . . . 609--692
                  Maury Bramson   Instability of FIFO Queueing Networks
                                  with Quick Service Times . . . . . . . . 693--718
         Gagan L. Choudhury and   
         David M. Lucantoni and   
                     Ward Whitt   Multidimensional Transform Inversion
                                  with Applications to the Transient M/G/1
                                  Queue  . . . . . . . . . . . . . . . . . 719--740
                 WanSoo T. Rhee   Probabilistic Analysis of a Capacitated
                                  Vehicle Routing Problem II . . . . . . . 741--764
                Karl Sigman and   
                   David D. Yao   Finite Moments for Inventory Processes   765--778
                  K. B. Athreya   Large Deviation Rates for Branching
                                  Processes --- I. Single Type Case  . . . 779--790
          Sidney I. Resnick and   
                     Rishin Roy   Superextremal Processes, Max-Stability
                                  and Dynamic Continuous Choice  . . . . . 791--811
                Alan Frieze and   
                Ravi Kannan and   
                    Nick Polson   Sampling from Log-Concave Distributions  812--837
                  Yiming Hu and   
               W. A. Woyczynski   An Extremal Rearrangement Property of
                                  Statistical Solutions of Burgers'
                                  Equation . . . . . . . . . . . . . . . . 838--858
              Ludwig Arnold and   
   Volker Matthias Gundlach and   
                Lloyd Demetrius   Evolutionary Formalism for Products of
                                  Positive Random Matrices . . . . . . . . 859--901
           Kenneth S. Alexander   Rates of Convergence of Means for
                                  Distance-Minimizing Subadditive
                                  Euclidean Functionals  . . . . . . . . . 902--922
               Hosam M. Mahmoud   A Strong Law for the Height of Random
                                  Binary Pyramids  . . . . . . . . . . . . 923--932
             Ronald Meester and   
                      Rahul Roy   Uniqueness of Unbounded Occupied and
                                  Vacant Components in Boolean Models  . . 933--951
                  Maury Bramson   Correction: ``Instability of FIFO
                                  Queueing Networks''  . . . . . . . . . . 952--952

Annals of Applied Probability
Volume 4, Number 4, November, 1994

          Kristian R. Miltersen   An Arbitrage Theory of the Term
                                  Structure of Interest Rates  . . . . . . 953--967
               Simeon M. Berman   Perturbation of Normal Random Vectors by
                                  Nonnormal Translations, and an
                                  Application to HIV Latency Time
                                  Distributions  . . . . . . . . . . . . . 968--980
               Sean P. Meyn and   
                  R. L. Tweedie   Computable Bounds for Geometric
                                  Convergence Rates of Markov Chains . . . 981--1011
    Jean-Dominique Deuschel and   
                Christian Mazza   $ L^2 $ Convergence of Time
                                  Nonhomogeneous Markov Processes: I.
                                  Spectral Estimates . . . . . . . . . . . 1012--1056
                 C. Redmond and   
                   J. E. Yukich   Limit Theorems and Rates of Convergence
                                  for Euclidean Functionals  . . . . . . . 1057--1073
           Kenneth S. Alexander   The Rate of Convergence of the Mean
                                  Length of the Longest Common Subsequence 1074--1082
               J. F. Clouet and   
                   J. P. Fouque   Spreading of a Pulse Travelling in
                                  Random Media . . . . . . . . . . . . . . 1083--1097
              E. G. Coffman and   
              C. L. Mallows and   
                   Bjorn Poonen   Parking Arcs on the Circle with
                                  Applications to One-Dimensional
                                  Communication Networks . . . . . . . . . 1098--1111
          Christine Fricker and   
            Philippe Robert and   
                Ellen Saada and   
                  Danielle Tibi   Analysis of some Networks with
                                  Interaction  . . . . . . . . . . . . . . 1112--1128
              P. A. Ferrari and   
                L. R. G. Fontes   The Net Output Process of a System with
                                  Infinitely many Queues . . . . . . . . . 1129--1144
          William A. Massey and   
                     Ward Whitt   An Analysis of the Modified Offered-Load
                                  Approximation for the Nonstationary
                                  Erlang Loss Model  . . . . . . . . . . . 1145--1160
             Vadim Malyshev and   
                Philippe Robert   Phase Transition in a Load Sharing Loss
                                  Model  . . . . . . . . . . . . . . . . . 1161--1176
               Ma\lgorzata Roos   Stein's Method for Compound Poisson
                                  Approximation: The Local Approach  . . . 1177--1187
           Fima C. Klebaner and   
                  Ofer Zeitouni   The Exit Problem for a Class of
                                  Density-Dependent Branching Systems  . . 1188--1205
                M. P. Quine and   
                    W. Szczotka   Generalisations of the
                                  Bienayme-Galton--Watson Branching
                                  Process via its Representation as an
                                  Embedded Random Walk . . . . . . . . . . 1206--1222
                Joseph T. Chang   Inequalities for the Overshoot . . . . . 1223--1233
               Regis J. Serinko   A Consistent Approach to Least Squares
                                  Estimation of Correlation Dimension in
                                  Weak Bernoulli Dynamical Systems . . . . 1234--1254
                Alan Frieze and   
                Ravi Kannan and   
                    Nick Polson   Correction: ``Sampling from Log-Concave
                                  Distributions''  . . . . . . . . . . . . 1255--1255


Annals of Applied Probability
Volume 5, Number 1, February, 1995

           Robert P. Dobrow and   
               James Allen Fill   On the Markov Chain for the Move-to-Root
                                  Rule for Binary Search Trees . . . . . . 1--19
           Robert P. Dobrow and   
               James Allen Fill   Rates of Convergence for the
                                  Move-to-Root Markov Chain for Binary
                                  Search Trees . . . . . . . . . . . . . . 20--36
                I. H. Dinwoodie   A Probability Inequality for the
                                  Occupation Measure of a Reversible
                                  Markov Chain . . . . . . . . . . . . . . 37--43
                 WanSoo T. Rhee   On Rates of Convergence for Common
                                  Subsequences and First Passage Time  . . 44--48
                      J. G. Dai   On Positive Harris Recurrence of
                                  Multiclass Queueing Networks: A Unified
                                  Approach Via Fluid Limit Models  . . . . 49--77
               W. Henderson and   
            C. E. M. Pearce and   
               P. G. Taylor and   
                 N. M. van Dijk   Insensitivity in Discrete-Time
                                  Generalized Semi-Markov Processes
                                  Allowing Multiple Events and
                                  Probabilistic Service Scheduling . . . . 78--96
                   Y. Kogan and   
                 R. Liptser and   
                    M. Shenfild   State-Dependent Benes Buffer Model with
                                  Fast Loading and Output Rates  . . . . . 97--120
               T. Mountford and   
                   B. Prabhakar   On the Weak Convergence of Departures
                                  from an Infinite Series of $ \cdot / M /
                                  1 $ Queues . . . . . . . . . . . . . . . 121--127
                Colin McDiarmid   Minimal Positions in a Branching Random
                                  Walk . . . . . . . . . . . . . . . . . . 128--139
                    A. Bose and   
                         I. Kaj   Diffusion Approximation for an
                                  Age-Structured Population  . . . . . . . 140--157
               Michael L. Stein   Predicting Integrals of Stochastic
                                  Processes  . . . . . . . . . . . . . . . 158--170
              Loren D. Pitt and   
               Raina Robeva and   
                    Dao Yi Wang   An Error Analysis for the Numerical
                                  Calculation of Certain Random Integrals:
                                  Part 1 . . . . . . . . . . . . . . . . . 171--197
                 Shigeo Kusuoka   Limit Theorem on Option Replication Cost
                                  with Transaction Costs . . . . . . . . . 198--221
                   Tobias Povel   On Weak Convergence of Conditional
                                  Survival Measure of One-Dimensional
                                  Brownian Motion with a Drift . . . . . . 222--238
              Murray Rosenblatt   Prediction and Non-Gaussian
                                  Autoregressive Stationary Sequences  . . 239--247
          Joseph M. Francos and   
               A. Zvi Meiri and   
                     Boaz Porat   A Wold-Like Decomposition of
                                  Two-Dimensional Discrete Homogeneous
                                  Random Fields  . . . . . . . . . . . . . 248--260
           Wojciech Niemiro and   
               Piotr Pokarowski   Tail Events of some Nonhomogeneous
                                  Markov Chains  . . . . . . . . . . . . . 261--293
               Thomas M. Sellke   How Many IID Samples Does it Take to See
                                  all the Balls in a Box?  . . . . . . . . 294--309
        Alexander V. Gnedin and   
                 Ulrich Krengel   A Stochastic Game of Optimal Stopping
                                  and Order Selection  . . . . . . . . . . 310--321
            J. Van Den Berg and   
                    A. Gandolfi   A Triangle Inequality for Covariances of
                                  Binary FKG Random Variables  . . . . . . 322--326
                K. S. Alexander   Correction: ``The Rate of Convergence of
                                  the Mean Length of the Longest Common
                                  Subsequence''  . . . . . . . . . . . . . 327--327

Annals of Applied Probability
Volume 5, Number 2, May, 1995

                H. M. Soner and   
               S. E. Shreve and   
                    J. Cvitanic   There is no Nontrivial Hedging Portfolio
                                  for Option Pricing with Transaction
                                  Costs  . . . . . . . . . . . . . . . . . 327--355
             Darrell Duffie and   
                     Jin Ma and   
                  Jiongmin Yong   Black's Consol Rate Conjecture . . . . . 356--382
                   Jiro Akahori   Some Formulae for a New Type of
                                  Path-Dependent Option  . . . . . . . . . 383--388
                Angelos Dassios   The Distribution of the Quantile of a
                                  Brownian Motion with Drift and the
                                  Pricing of Related Path-Dependent
                                  Options  . . . . . . . . . . . . . . . . 389--398
          M. A. H. Dempster and   
                       J. J. Ye   Impulse Control of Piecewise
                                  Deterministic Markov Processes . . . . . 399--423
            Paul Glasserman and   
                 Shing-Gang Kou   Limits of First Passage Times to Rare
                                  Sets in Regenerative Processes . . . . . 424--445
              G. O. Roberts and   
                C. F. Shortland   The Hazard Rate Tangent Approximation
                                  for Boundary Hitting Times . . . . . . . 446--460
                  T. Funaki and   
               D. Surgailis and   
               W. A. Woyczynski   Gibbs--Cox Random Fields and Burgers
                                  Turbulence . . . . . . . . . . . . . . . 461--492
              G. Kallianpur and   
                       J. Xiong   Diffusion Approximation of Nuclear
                                  Space-Valued Stochastic Differential
                                  Equations Driven by Poisson Random
                                  Measures . . . . . . . . . . . . . . . . 493--517
               Klaus Ritter and   
    Grzegorz W. Wasilkowski and   
            Henryk Wozniakowski   Multivariate Integration and
                                  Approximation for Random Fields
                                  Satisfying Sacks--Ylvisaker Conditions   518--540
                 Haya Kaspi and   
                 Avi Mandelbaum   Levy Bandits: Multi-Armed Bandits Driven
                                  by Levy Processes  . . . . . . . . . . . 541--565
              K. B. Athreya and   
             A. N. Vidyashankar   Large Deviation Rates for Branching
                                  Processes. II. The Multitype Case  . . . 566--576

Annals of Applied Probability
Volume 5, Number 3, August, 1995

                Hans Kunsch and   
               Stuart Geman and   
            Athanasios Kehagias   Hidden Markov Random Fields  . . . . . . 577--602
                   Shigeru Mase   Consistency of the Maximum
                                  Pseudo-Likelihood Estimator of
                                  Continuous State Space Gibbsian
                                  Processes  . . . . . . . . . . . . . . . 603--612
              Thomas M. Liggett   Survival of Discrete Time Growth Models,
                                  with Applications to Oriented
                                  Percolation  . . . . . . . . . . . . . . 613--636
                      Hong Chen   Fluid Approximations and Stability of
                                  Multiclass Queueing Networks:
                                  Work-Conserving Disciplines  . . . . . . 637--665
                Carl Graham and   
                 Sylvie Meleard   Dynamic Asymptotic Results for a
                                  Generalized Star-Shaped Loss Network . . 666--680
              E. G. Coffman and   
            A. A. Puhalskii and   
                   M. I. Reiman   Polling Systems with Zero Switchover
                                  Times: A Heavy-Traffic Averaging
                                  Principle  . . . . . . . . . . . . . . . 681--719
                  Valerie Isham   Stochastic Models of Host--Macroparasite
                                  Interaction  . . . . . . . . . . . . . . 720--740
                   Lajos Takacs   On the Local Time of the Brownian Motion 741--756
               P. Embrechts and   
            L. C. G. Rogers and   
                         M. Yor   A Proof of Dassios' Representation of
                                  the $ \alpha $-Quantile of Brownian
                                  Motion with Drift  . . . . . . . . . . . 757--767
                Alan Frieze and   
                Boris G. Pittel   Probabilistic Analysis of an Algorithm
                                  in the Theory of Markets in Indivisible
                                  Goods  . . . . . . . . . . . . . . . . . 768--808
             Jan A. van Mieghem   Dynamic Scheduling with Convex Delay
                                  Costs: The Generalized $ c|m u $ Rule    809--833
          Graham Brightwell and   
              Teunis J. Ott and   
                  Peter Winkler   Target Shooting with Programmed Random
                                  Variables  . . . . . . . . . . . . . . . 834--853
              Sandor Csorgo and   
                  Gordon Simons   Precision Calculation of Distributions
                                  for Trimmed Sums . . . . . . . . . . . . 854--873

Annals of Applied Probability
Volume 5, Number 4, November, 1995

             Soren Asmussen and   
                Peter Glynn and   
                     Jim Pitman   Discretization Error in Simulation of
                                  One-Dimensional Reflecting Brownian
                                  Motion . . . . . . . . . . . . . . . . . 875--896
             Darrell Duffie and   
                    Peter Glynn   Efficient Monte Carlo Simulation of
                                  Security Prices  . . . . . . . . . . . . 897--905
            Shlomo Levental and   
            Antolii V. Skorohod   A Necessary and Sufficient Condition for
                                  Absence of Arbitrage with Tame
                                  Portfolios . . . . . . . . . . . . . . . 906--925
             Freddy Delbaen and   
           Walter Schachermayer   The Existence of Absolutely Continuous
                                  Local Martingale Measures  . . . . . . . 926--945
                   Sean P. Meyn   Transience of Multiclass Queueing
                                  Networks Via Fluid Limit Models  . . . . 946--957
                   Keigo Yamada   Diffusion Approximation for Open
                                  State-Dependent Queueing Networks in the
                                  Heavy Traffic Situation  . . . . . . . . 958--982
               Joseph Abate and   
         Gagan L. Choudhury and   
         David M. Lucantoni and   
                     Ward Whitt   Asymptotic Analysis of Tail
                                  Probabilities Based on the Computation
                                  of Moments . . . . . . . . . . . . . . . 983--1007
                  J. D. Biggins   The Growth and Spread of the General
                                  Branching Random Walk  . . . . . . . . . 1008--1024
            Hyun-Chung Kang and   
           Stephen M. Krone and   
              Claudia Neuhauser   Stepping-Stone Models with Extinction
                                  and Recolonization . . . . . . . . . . . 1025--1060
                 Gesine Reinert   The Asymptotic Evolution of the General
                                  Stochastic Epidemic  . . . . . . . . . . 1061--1086
             Bennett L. Fox and   
                George W. Heine   Probabilistic Search with Overrides  . . 1087--1094
            David J. Barsky and   
               Alberto Gandolfi   A Generalized Maximum Pseudo-Likelihood
                                  Estimator for Noisy Markov Fields  . . . 1095--1125
                Peter Kotelenez   A Stochastic Navier--Stokes Equation for
                                  the Vorticity of a Two-Dimensional Fluid 1126--1160
                Michael Eichler   Empirical Spectral Processes and Their
                                  Applications to Stationary Point
                                  Processes  . . . . . . . . . . . . . . . 1161--1176
           Jean-Claude Fort and   
                   Gilles Pages   On the A.S. Convergence of the Kohonen
                                  Algorithm with a General Neighborhood
                                  Function . . . . . . . . . . . . . . . . 1177--1216
            Nicholas C. Wormald   Differential Equations for Random
                                  Processes and Random Graphs  . . . . . . 1217--1235
                       Yu Zhang   A Limit Theorem for Matching Random
                                  Sequences Allowing Deletions . . . . . . 1236--1240


Annals of Applied Probability
Volume 6, Number 1, February, 1996

             J. M. Harrison and   
                 R. J. Williams   A multiclass closed queueing network
                                  with unconventional heavy traffic
                                  behavior . . . . . . . . . . . . . . . . 1--47
                    Bruce Hajek   Balanced loads in infinite networks  . . 48--75
     António Pacheco and   
                   N. U. Prabhu   A Markovian storage model  . . . . . . . 76--91
          Vadim A. Malyshev and   
             Andrei V. Yakovlev   Condensation in large closed Jackson
                                  networks . . . . . . . . . . . . . . . . 92--115
               Serguei Foss and   
               Günter Last   Stability of polling systems with
                                  exhaustive service policies and
                                  state-dependent routing  . . . . . . . . 116--137
   François Baccelli and   
                 Volker Schmidt   Taylor series expansions for
                                  Poisson-driven $ (\max, +)$-linear
                                  systems  . . . . . . . . . . . . . . . . 138--185
                    Offer Kella   Stability and nonproduct form of
                                  stochastic fluid networks with Lévy
                                  inputs . . . . . . . . . . . . . . . . . 186--199
           Krzysztof Burdzy and   
             Andrzej M\kadrecki   Itô formula for an asymptotically
                                  $4$-stable process . . . . . . . . . . . 200--217
             Robert B. Lund and   
               Sean P. Meyn and   
             Richard L. Tweedie   Computable exponential convergence rates
                                  for stochastically ordered Markov
                                  processes  . . . . . . . . . . . . . . . 218--237
                 Peter Olofsson   Branching processes with local
                                  dependencies . . . . . . . . . . . . . . 238--268
                      O. Benois   Large deviations for the occupation
                                  times of independent particle systems    269--296
               Hsien-Kuei Hwang   Large deviations for combinatorial
                                  distributions. I. Central limit theorems 297--319

Annals of Applied Probability
Volume 6, Number 2, May, 1996

                I. Karatzas and   
                      S. G. Kou   On the pricing of contingent claims
                                  under constraints  . . . . . . . . . . . 321--369
         Jak\vsa Cvitani\'c and   
                         Jin Ma   Hedging options for a large investor and
                                  forward-backward SDE's . . . . . . . . . 370--398
               John S. Sadowsky   On Monte Carlo estimation of large
                                  deviations probabilities . . . . . . . . 399--422
                Chuanshu Ji and   
                  Lynne Seymour   A consistent model selection procedure
                                  for Markov random fields based on
                                  penalized pseudolikelihood . . . . . . . 423--443
              George S. Fishman   Coordinate selection rules for Gibbs
                                  sampling . . . . . . . . . . . . . . . . 444--465
           Kenneth S. Alexander   The RSW theorem for continuum
                                  percolation and the CLT for Euclidean
                                  minimal spanning trees . . . . . . . . . 466--494
               Harry Kesten and   
                   Sungchul Lee   The central limit theorem for weighted
                                  minimal spanning trees on random points  495--527
              Mathew D. Penrose   Continuum percolation and Euclidean
                                  minimal spanning trees in high
                                  dimensions . . . . . . . . . . . . . . . 528--544
           Timothy C. Brown and   
                   Darryl Greig   Poisson approximation for point
                                  processes via monotone couplings . . . . 545--560
               Yi-Ching Yao and   
                  Gordon Simons   A large-dimensional independent and
                                  identically distributed property for
                                  nearest neighbor counts in Poisson
                                  processes  . . . . . . . . . . . . . . . 561--571
             WanSoo T. Rhee and   
               Michel Talagrand   Packing random intervals . . . . . . . . 572--576
              P. A. Ferrari and   
                  H. Kesten and   
             S. Martínez   $R$-positivity, quasi-stationary
                                  distributions and ratio limit theorems
                                  for a class of probabilistic automata    577--616
          Dmitrii S. Silvestrov   Recurrence relations for generalized
                                  hitting times for semi-Markov processes  617--649
                   Q. Zhang and   
                         G. Yin   A central limit theorem for singularly
                                  perturbed nonstationary finite state
                                  Markov chains  . . . . . . . . . . . . . 650--670
               Tailen Hsing and   
      Jürg Hüsler and   
              Rolf-Dieter Reiss   The extremes of a triangular array of
                                  normal random variables  . . . . . . . . 671--686
        Peter Kirschenhofer and   
               Helmut Prodinger   The number of winners in a discrete
                                  geometrically distributed sample . . . . 687--694

Annals of Applied Probability
Volume 6, Number 3, August, 1996

                P. Diaconis and   
                L. Saloff-Coste   Logarithmic Sobolev inequalities for
                                  finite Markov chains . . . . . . . . . . 695--750
                      J. G. Dai   A fluid limit model criterion for
                                  instability of multiclass queueing
                                  networks . . . . . . . . . . . . . . . . 751--757
                      Hong Chen   A sufficient condition for the positive
                                  recurrence of a semimartingale
                                  reflecting Brownian motion in an orthant 758--765
                   Mogens Bladt   The variance constant for the actual
                                  waiting time of the $ P H / P H / 1 $
                                  queue  . . . . . . . . . . . . . . . . . 766--777
              Raphaël Cerf   A new genetic algorithm  . . . . . . . . 778--817
             Mireille Bossy and   
                    Denis Talay   Convergence rate for the approximation
                                  of the limit law of weakly interacting
                                  particles: application to the Burgers
                                  equation . . . . . . . . . . . . . . . . 818--861
        Alexander V. Gnedin and   
                 Ulrich Krengel   Optimal selection problems based on
                                  exchangeable trials  . . . . . . . . . . 862--882
                  Damian Clancy   Strong approximations for mobile
                                  population epidemic models . . . . . . . 883--895
                     Harry Cohn   On the asymptotic patterns of
                                  supercritical branching processes in
                                  varying environments . . . . . . . . . . 896--902
                   L. Holst and   
                M. P. Quine and   
                    J. Robinson   A general stochastic model for
                                  nucleation and linear growth . . . . . . 903--921
            Gerold Alsmeyer and   
                Uwe Rösler   The bisexual Galton--Watson process with
                                  promiscuous mating: extinction
                                  probabilities in the supercritical case  922--939
                Jim Douglas and   
                     Jin Ma and   
                 Philip Protter   Numerical methods for forward-backward
                                  stochastic differential equations  . . . 940--968
   Claudia Klöppelberg and   
                 Thomas Mikosch   Gaussian limit fields for the integrated
                                  periodogram  . . . . . . . . . . . . . . 969--991
               Simeon M. Berman   Rank inversions in scoring multipart
                                  examinations . . . . . . . . . . . . . . 992--1005
                   J. E. Yukich   Ergodic theorems for some classical
                                  problems in combinatorial optimization   1006--1023
       Michael N. Katehakis and   
              Uriel G. Rothblum   Finite state multi-armed bandit
                                  problems: sensitive-discount,
                                  average-reward and average-overtaking
                                  optimality . . . . . . . . . . . . . . . 1024--1034
            Lajos Takács   On a generalization of the arc-sine law  1035--1040
                Angelos Dassios   Sample quantiles of stochastic processes
                                  with stationary and independent
                                  increments . . . . . . . . . . . . . . . 1041--1043

Annals of Applied Probability
Volume 6, Number 4, November, 1996

              A. D. Barbour and   
       J. A. P. Heesterbeek and   
               C. J. Luchsinger   Thresholds and initial growth rates in a
                                  model of parasitic infection . . . . . . 1045--1074
             Darrell Duffie and   
              Mark Schroder and   
                 Costis Skiadas   Recursive valuation of defaultable
                                  securities and the timing of resolution
                                  of uncertainty . . . . . . . . . . . . . 1075--1090
              Mihael Perman and   
                 Jon A. Wellner   On the distribution of Brownian areas    1091--1111
                  Laurent Miclo   Sur les probl\`emes de sortie discrets
                                  inhomog\`enes  . . . . . . . . . . . . . 1112--1156
             Paul D. Feigin and   
             Marie F. Kratz and   
              Sidney I. Resnick   Parameter estimation for moving averages
                                  with positive innovations  . . . . . . . 1157--1190
           Richard A. Davis and   
              Sidney I. Resnick   Limit theory for bilinear processes with
                                  heavy-tailed noise . . . . . . . . . . . 1191--1210
       Andrzej Kwieci\'nski and   
                 Ryszard Szekli   Some monotonicity and dependence
                                  properties of self-exciting point
                                  processes  . . . . . . . . . . . . . . . 1211--1231
           Robert M. Burton and   
               William G. Faris   A self-organizing cluster process  . . . 1232--1247
                   S. N. Ethier   A gambling system and a Markov chain . . 1248--1259
           James Allen Fill and   
           Hosam M. Mahmoud and   
           Wojciech Szpankowski   On the distribution for the duration of
                                  a randomized leader election algorithm   1260--1283
                Janice Lent and   
               Hosam M. Mahmoud   On tree-growing search strategies  . . . 1284--1302


Annals of Applied Probability
Volume 7, Number 1, February, 1997

            Rinaldo B. Schinazi   Predator-prey and host-parasite spatial
                                  stochastic models  . . . . . . . . . . . 1--9
               Rick Durrett and   
              Claudia Neuhauser   Coexistence results for some competition
                                  models . . . . . . . . . . . . . . . . . 10--45
                 Frank Ball and   
             Denis Mollison and   
         Gianpaolo Scalia-Tomba   Epidemics with two levels of mixing  . . 46--89
                 Philip O'Neill   An epidemic model with removal-dependent
                                  infection rate . . . . . . . . . . . . . 90--109
                  A. Gelman and   
                W. R. Gilks and   
                  G. O. Roberts   Weak convergence and optimal scaling of
                                  random walk Metropolis algorithms  . . . 110--120
                    H. Schmidli   An extension to the renewal theorem and
                                  an application to risk theory  . . . . . 121--133
                 N. G. Bean and   
                  L. Bright and   
                G. Latouche and   
            C. E. M. Pearce and   
              P. K. Pollett and   
                   P. G. Taylor   The quasi-stationary behavior of
                                  quasi-birth-and-death processes  . . . . 134--155
                   Jean Bertoin   Exponential decay and ergodicity of
                                  completely asymmetric Lévy processes in a
                                  finite interval  . . . . . . . . . . . . 156--169
           Mark D. Rothmann and   
                 Ralph P. Russo   A law of large numbers on randomly
                                  deleted sets . . . . . . . . . . . . . . 170--182
              A. Ruci\'nski and   
                  N. C. Wormald   Random graph processes with maximum
                                  degree $2$ . . . . . . . . . . . . . . . 183--199
            S. A. Molchanov and   
               D. Surgailis and   
               W. A. Woyczynski   The large-scale structure of the
                                  universe and quasi-Voronoi tessellation
                                  of shock fronts in forced Burgers
                                  turbulence in $ \mathbb {R}^d $  . . . . 200--228
          Tomasz Komorowski and   
            George Papanicolaou   Motion in a Gaussian incompressible flow 229--264
     René A. Carmona and   
                         Lin Xu   Homogenization for time-dependent
                                  two-dimensional incompressible Gaussian
                                  flows  . . . . . . . . . . . . . . . . . 265--279

Annals of Applied Probability
Volume 7, Number 2, May, 1997

                   Peter Jagers   Coupling and population dependence in
                                  branching processes  . . . . . . . . . . 281--298
              Kenneth Lange and   
           Terence P. Speed and   
                    Hongyu Zhao   The Poisson-skip model of crossing-over  299--313
               W. Böhm and   
                  S. G. Mohanty   On the Karlin--McGregor theorem and
                                  applications . . . . . . . . . . . . . . 314--325
            Eric V. Denardo and   
         Eugene A. Feinberg and   
                    Offer Kella   Stochastic monotonicity for stationary
                                  recurrence times of first passage
                                  heights  . . . . . . . . . . . . . . . . 326--339
              Mathew D. Penrose   The longest edge of the random minimal
                                  spanning tree  . . . . . . . . . . . . . 340--361
      Anatolii A. Puhalskii and   
                     Ward Whitt   Functional large deviation principles
                                  for first-passage-time processes . . . . 362--381
                      L. Flatto   The waiting time distribution for the
                                  random order service $ M / M / 1 $ queue 382--409
            Shlomo Levental and   
           Anatolii V. Skorohod   On the possibility of hedging options in
                                  the presence of transaction costs  . . . 410--443
                   Erich Berger   An almost sure invariance principle for
                                  stochastic approximation procedures in
                                  linear filtering theory  . . . . . . . . 444--459
               Robert Adler and   
          Gennady Samorodnitsky   Level crossings of absolutely continuous
                                  stationary symmetric $ \alpha $-stable
                                  processes  . . . . . . . . . . . . . . . 460--493
      A. C. Pedroso de Lima and   
                  Pranab K. Sen   A matrix-valued counting process with
                                  first-order interactive intensities  . . 494--507
                    Xu-Feng Niu   Extreme value theory for a class of
                                  nonstationary time series with
                                  applications . . . . . . . . . . . . . . 508--522
             Philippe Chassaing   Determining the majority: the biased
                                  case . . . . . . . . . . . . . . . . . . 523--544
                 Francis Comets   Detecting phase transition for Gibbs
                                  measures . . . . . . . . . . . . . . . . 545--563

Annals of Applied Probability
Volume 7, Number 3, August, 1997

              Maury Bramson and   
              Claudia Neuhauser   Coexistence for a catalytic surface
                                  reaction model . . . . . . . . . . . . . 565--614
              Janko Gravner and   
                David Griffeath   Multitype threshold growth: convergence
                                  to Poisson--Voronoi tessellations  . . . 615--647
                 Peter Hall and   
                  Marc Raimondo   Approximating a line thrown at random
                                  onto a grid  . . . . . . . . . . . . . . 648--665
                A. G. Pakes and   
                 V. T. Stefanov   Explicit distributional results in
                                  pattern formation  . . . . . . . . . . . 666--678
           Catherine Bouton and   
                 Gilles Pag\`es   About the multidimensional competitive
                                  learning vector quantization algorithm
                                  with constant gain . . . . . . . . . . . 679--710
                James M. Calvin   Average performance of a class of
                                  adaptive algorithms for global
                                  optimization . . . . . . . . . . . . . . 711--730
            Paul Glasserman and   
                    Yashan Wang   Counterexamples in importance sampling
                                  for large deviations probabilities . . . 731--746
        J. Michael Harrison and   
             Jan A. Van Mieghem   Dynamic control of Brownian networks:
                                  state space collapse and equivalent
                                  workload formulations  . . . . . . . . . 747--771
              Owen Dafydd Jones   On the convergence of multitype
                                  branching processes with varying
                                  environments . . . . . . . . . . . . . . 772--801
                 S. N. Chiu and   
                    M. P. Quine   Central limit theory for the number of
                                  seeds in a growth model in $ \mathbb
                                  {R}^d $ with inhomogeneous Poisson
                                  arrivals . . . . . . . . . . . . . . . . 802--814
                   Yi-Ching Yao   On independence of $k$-record processes:
                                  Ignatov's theorem revisited  . . . . . . 815--821
                    David Assaf   Estimating the state of a noisy
                                  continuous time Markov chain when
                                  dynamic sampling is feasible . . . . . . 822--836

Annals of Applied Probability
Volume 7, Number 4, November, 1997

                Wolfgang Stadje   Asymptotic behavior of some interactive
                                  population flow models . . . . . . . . . 837--854
     Timo Seppäläinen   A scaling limit for queues in series . . 855--872
                 N. G. Bean and   
              R. J. Gibbens and   
                     S. Zachary   Dynamic and equilibrium behavior of
                                  controlled loss networks . . . . . . . . 873--885
     Timo Seppäläinen   Increasing sequences of independent
                                  points on the planar lattice . . . . . . 886--898
                      Aihua Xia   On using the first difference in the
                                  Stein--Chen method . . . . . . . . . . . 899--916
            M. L. Kleptsina and   
             R. Sh. Liptser and   
              A. P. Serebrovski   Nonlinear filtering problem with
                                  contamination  . . . . . . . . . . . . . 917--934
            Larry Goldstein and   
                 Gesine Reinert   Stein's method and the zero bias
                                  transformation with application to
                                  simple random sampling . . . . . . . . . 935--952
          Clive W. Anderson and   
            Stuart G. Coles and   
          Jürg Hüsler   Maxima of Poisson-like variables and
                                  related triangular arrays  . . . . . . . 953--971
             Mina Ossiander and   
                 Ed Waymire and   
                     Qing Zhang   Some width function asymptotics for
                                  weighted trees . . . . . . . . . . . . . 972--995
                   Sungchul Lee   The central limit theorem for Euclidean
                                  minimal spanning trees I . . . . . . . . 996--1020
                David Heath and   
             Sidney Resnick and   
          Gennady Samorodnitsky   Patterns of buffer overflow in a class
                                  of queues with long memory in the input
                                  stream . . . . . . . . . . . . . . . . . 1021--1057
                 P. J. Hunt and   
                     C. N. Laws   Optimization via trunk reservation in
                                  single resource loss systems under heavy
                                  traffic  . . . . . . . . . . . . . . . . 1058--1079
               Yosef Rinott and   
                 Vladimir Rotar   On coupling constructions and rates in
                                  the CLT for dependent summands with
                                  applications to the antivoter model and
                                  weighted $U$-statistics  . . . . . . . . 1080--1105
              Thomas Mathew and   
         Kenneth Nordström   Inequalities for the probability content
                                  of a rotated ellipse and related
                                  stochastic domination results  . . . . . 1106--1117
           David Márquez   Convergence rates for annealing
                                  diffusion processes  . . . . . . . . . . 1118--1139


Annals of Applied Probability
Volume 8, Number 1, February, 1998

                   Luke Tierney   A note on Metropolis--Hastings kernels
                                  for general state spaces . . . . . . . . 1--9
              Mariane Pelletier   Weak convergence rates for stochastic
                                  approximation with application to
                                  multiple targets and simulated annealing 10--44
             Murat Alanyali and   
                    Bruce Hajek   On large deviations of Markov processes
                                  with discontinuous statistics  . . . . . 45--66
             Murat Alanyali and   
                    Bruce Hajek   On large deviations in load sharing
                                  networks . . . . . . . . . . . . . . . . 67--97
               A. J. Ganesh and   
                 Neil O'Connell   The linear geodesic property is not
                                  generally preserved by a FIFO queue  . . 98--111
              Russell Lyons and   
                  Kevin Zumbrun   Normality of tree-growing search
                                  strategies . . . . . . . . . . . . . . . 112--130
               James Allen Fill   An interruptible algorithm for perfect
                                  sampling via Markov chains . . . . . . . 131--162
               Hsien-Kuei Hwang   Large deviations of combinatorial
                                  distributions. II. Local limit theorems  163--181
                  F. Papangelou   Elliptic and other functions in the
                                  large deviations behavior of the
                                  Wright--Fisher process . . . . . . . . . 182--192
                David G. Hobson   Volatility misspecification, option
                                  pricing and superreplication via
                                  coupling . . . . . . . . . . . . . . . . 193--205
               Damien Lamberton   Error estimates for the binomial
                                  approximation of American put options    206--233
       Roberto H. Schonmann and   
               Nelson I. Tanaka   Lack of monotonicity in ferromagnetic
                                  Ising model phase diagrams . . . . . . . 234--245
            Martin P. W. Zerner   Directional decay of the Green's
                                  function for a random nonnegative
                                  potential on $ \mathbb {Z}^d $ . . . . . 246--280
                 Ali A. Sadeghi   Asymptotic behavior of self-organizing
                                  maps with nonuniform stimuli
                                  distribution . . . . . . . . . . . . . . 281--299
           Fima C. Klebaner and   
               Justin Lazar and   
                  Ofer Zeitouni   On the quasi-stationary distribution for
                                  some randomly perturbed transformations
                                  of an interval . . . . . . . . . . . . . 300--315

Annals of Applied Probability
Volume 8, Number 2, May, 1998

       Geoffrey R. Grimmett and   
        Rinaldo B. Schinazi and   
                J. van den Berg   Dependent random graphs and spatial
                                  epidemics  . . . . . . . . . . . . . . . 317--336
                  M. Beguin and   
                    L. Gray and   
                       B. Ycart   The load transfer model  . . . . . . . . 337--353
          Sòren Asmussen   Subexponential asymptotics for
                                  stochastic processes: extremal behavior,
                                  stationary distributions and first
                                  passage probabilities  . . . . . . . . . 354--374
             Olivier Catoni and   
              Cécile Cot   Piecewise constant triangular cooling
                                  schedules for generalized simulated
                                  annealing algorithms . . . . . . . . . . 375--396
          Gareth O. Roberts and   
           Jeffrey S. Rosenthal   Two convergence properties of hybrid
                                  samplers . . . . . . . . . . . . . . . . 397--407
                   Seokhoon Yun   The extremal index of a higher-order
                                  stationary Markov chain  . . . . . . . . 408--437
                   P. Del Moral   Measure-valued processes and interacting
                                  particle systems. Application to
                                  nonlinear filtering problems . . . . . . 438--495
                L. Decreusefond   Perturbation analysis and Malliavin
                                  calculus . . . . . . . . . . . . . . . . 496--523
         Zbigniew Palmowski and   
                  Tomasz Rolski   The superposition of alternating on-off
                                  flows and a fluid model  . . . . . . . . 524--540
              Kuo-Hwa Chang and   
         Richard F. Serfozo and   
           W\ladys\law Szczotka   Treelike queueing networks: asymptotic
                                  stationarity and heavy traffic . . . . . 541--568
             Avi Mandelbaum and   
                   Gennady Pats   State-dependent stochastic networks.
                                  Part I. Approximations and applications
                                  with continuous diffusion limits . . . . 569--646
        Peter Kirschenhofer and   
               Helmut Prodinger   Addendum: ``The number of winners in a
                                  discrete geometrically distributed
                                  sample'' . . . . . . . . . . . . . . . . 647--647

Annals of Applied Probability
Volume 8, Number 3, August, 1998

              Guillaume Gaudron   Scaling laws and convergence for the
                                  advection-diffusion equation . . . . . . 649--663
              F. Jay Breidt and   
               Richard A. Davis   Extremes of stochastic volatility models 664--675
               Hyungsok Ahn and   
                Mohit Dayal and   
               Eric Grannan and   
                   Glen Swindle   Option replication with transaction
                                  costs: general diffusion limits  . . . . 676--707
           Krzysztof Burdzy and   
             Davar Khoshnevisan   Brownian motion in a Brownian crack  . . 708--748
               Moshe Pollak and   
                 Benjamin Yakir   A new representation for a
                                  renewal-theoretic constant appearing in
                                  asymptotic approximations of large
                                  deviations . . . . . . . . . . . . . . . 749--774
        Vygantas Paulauskas and   
            Svetlozar T. Rachev   Cointegrated processes with infinite
                                  variance innovations . . . . . . . . . . 775--792
         Richard F. Serfozo and   
                    Bingyi Yang   Markov network processes with string
                                  transitions  . . . . . . . . . . . . . . 793--821
            J. Michael Harrison   Heavy traffic analysis of a system with
                                  parallel servers: asymptotic optimality
                                  of discrete-review policies  . . . . . . 822--848
                  Pascal Lezaud   Chernoff-type bound for finite Markov
                                  chains . . . . . . . . . . . . . . . . . 849--867
         M. Ross Leadbetter and   
      Holger Rootzén and   
                Laurens de Haan   On the distribution of tail array sums
                                  for strongly mixing stationary sequences 868--885
               Zhi-Dong Bai and   
           Chern-Ching Chao and   
           Hsien-Kuei Hwang and   
                   Wen-Qi Liang   On the variance of the number of maxima
                                  in random vectors and its applications   886--895
           Tzuu-Shuh Chiang and   
                 Yunshyong Chow   On the problem of exit from cycles for
                                  simulated annealing processes--a
                                  backward equation approach . . . . . . . 896--916
            L. R. G. Fontes and   
                   M. Isopi and   
              Y. Kohayakawa and   
                       P. Picco   The spectral gap of the REM under
                                  Metropolis dynamics  . . . . . . . . . . 917--943
           Alexander E. Holroyd   Existence and uniqueness of infinite
                                  components in generic rigidity
                                  percolation  . . . . . . . . . . . . . . 944--973

Annals of Applied Probability
Volume 8, Number 4, November, 1998

                  Shui Feng and   
                  Fred M. Hoppe   Large deviation principles for some
                                  random combinatorial structures in
                                  population genetics and Brownian motion  975--994
             N. G. Duffield and   
                       W. Whitt   Large deviations of inverse processes
                                  with nonlinear scalings  . . . . . . . . 995--1026
         Dimitris Bertsimas and   
    Ioannis Ch. Paschalidis and   
             John N. Tsitsiklis   On the large deviations behavior of
                                  acyclic networks of $ G / G / 1 $ queues 1027--1069
                Paul Dupuis and   
                 Kavita Ramanan   Large deviation properties of data
                                  streams that share a buffer  . . . . . . 1070--1129
          William A. Massey and   
                     Ward Whitt   Uniform acceleration expansions for
                                  Markov chains with time-varying rates    1130--1155
             Sidney Resnick and   
            Catalin St\uaric\ua   Tail index estimation for dependent data 1156--1183
              J. R. Koehler and   
            A. A. Puhalskii and   
                       B. Simon   Estimating functions evaluated by
                                  simulation: a Bayesian/analytic approach 1184--1215
             Matthias Löwe   On the storage capacity of Hopfield
                                  models with correlated patterns  . . . . 1216--1250
                    Mihai Ciucu   No-feedback card guessing for dovetail
                                  shuffles . . . . . . . . . . . . . . . . 1251--1269
                 Haya Kaspi and   
             Avishai Mandelbaum   Multi-armed bandits in discrete and
                                  continuous time  . . . . . . . . . . . . 1270--1290
          Gareth O. Roberts and   
           Jeffrey S. Rosenthal   On convergence rates of Gibbs samplers
                                  for uniform distributions  . . . . . . . 1291--1302
                  Amine Asselah   Nonreversible stationary measures for
                                  exchange processes . . . . . . . . . . . 1303--1311
       Ananda P. N. Weerasinghe   Singular optimal strategies for
                                  investment with transaction costs  . . . 1312--1330
          Håkan Andersson   Limit theorems for a random graph
                                  epidemic model . . . . . . . . . . . . . 1331--1349


Annals of Applied Probability
Volume 9, Number 1, February, 1999

               Jason Fulman and   
            Elizabeth L. Wilmer   Comparing eigenvalue bounds for Markov
                                  chains: when does Poincaré beat Cheeger?  1--13
                Alan Frieze and   
                    Ravi Kannan   Log-Sobolev inequalities and sampling
                                  from log-concave distributions . . . . . 14--26
                   J. E. Yukich   Asymptotics for the length of a minimal
                                  triangulation on a random sample . . . . 27--45
            E. Iglói and   
                     Gy. Terdik   Bilinear stochastic systems with
                                  fractional Brownian motion input . . . . 46--77
                James R. Norris   Smoluchowski's coagulation equation:
                                  uniqueness, nonuniqueness and a
                                  hydrodynamic limit for the stochastic
                                  coalescent . . . . . . . . . . . . . . . 78--109
                 D. R. McDonald   Asymptotics of first passage times for
                                  random walk in an orthant  . . . . . . . 110--145
       Lajos Horváth and   
                    Qi-Man Shao   Limit theorems for quadratic forms with
                                  applications to Whittle's estimate . . . 146--187
           Ioannis Karatzas and   
            William D. Sudderth   Control and stopping of a diffusion
                                  process on an interval . . . . . . . . . 188--196
             Brian D. Jones and   
            Boris G. Pittel and   
             Joseph S. Verducci   Tree and forest weights and their
                                  application to nonuniform random graphs  197--215
           Michel Bena\"\im and   
               Morris W. Hirsch   Stochastic approximation algorithms with
                                  constant step size whose average is
                                  cooperative  . . . . . . . . . . . . . . 216--241
               Michael L. Stein   Predicting random fields with increasing
                                  dense observations . . . . . . . . . . . 242--273

Annals of Applied Probability
Volume 9, Number 2, May, 1999

               P. Del Moral and   
                    A. Guionnet   Central limit theorem for nonlinear
                                  filtering and interacting particle
                                  systems  . . . . . . . . . . . . . . . . 275--297
          Klaus Fleischmann and   
                   Achim Klenke   Smooth density field of catalytic
                                  super-Brownian motion  . . . . . . . . . 298--318
            J. Theodore Cox and   
            Rinaldo B. Schinazi   A stochastic spatial process to model
                                  the persistence of sickle-cell disease   319--330
               Stephen M. Krone   The two-stage contact process  . . . . . 331--351
                David Heath and   
             Sidney Resnick and   
          Gennady Samorodnitsky   How system performance is affected by
                                  the interplay of averages in a fluid
                                  queue with long range dependence induced
                                  by heavy tails . . . . . . . . . . . . . 352--375
               S. Borovkova and   
                  R. Burton and   
                     H. Dehling   Consistency of the Takens estimator for
                                  the correlation dimension  . . . . . . . 376--390
             Keith Baggerly and   
                 Dennis Cox and   
              Craig Kollman and   
                    Rick Picard   Adaptive importance sampling on discrete
                                  Markov chains  . . . . . . . . . . . . . 391--412
                 Amir Dembo and   
           Ioannis Kontoyiannis   The asymptotics of waiting times between
                                  stationary processes, allowing
                                  distortion . . . . . . . . . . . . . . . 413--429
        Predrag R. Jelenkovi\'c   Asymptotic approximation of the
                                  move-to-front search cost distribution
                                  and least-recently used caching fault
                                  probabilities  . . . . . . . . . . . . . 430--464
         Marianne Månsson   Poisson approximation in connection with
                                  clustering of random points  . . . . . . 465--492
            L. C. G. Rogers and   
                        O. Zane   Saddlepoint approximations to option
                                  prices . . . . . . . . . . . . . . . . . 493--503
                   Terence Chan   Pricing contingent claims on stocks
                                  driven by Lévy processes  . . . . . . . . 504--528
             Robert Bättig   Completeness of securities market
                                  models--an operator point of view  . . . 529--566
                   Rick Durrett   Robert Bättig 1968--1997  . . . . . . . . ??

Annals of Applied Probability
Volume 9, Number 3, August, 1999

            R. C. Griffiths and   
            Simon Tavaré   The ages of mutations in gene trees  . . 567--590
           Albert Fannjiang and   
              Tomasz Komorowski   Turbulent diffusion in Markovian flows   591--610
              Mark Freidlin and   
                 Matthias Weber   A remark on random perturbations of the
                                  nonlinear pendulum . . . . . . . . . . . 611--628
         Davar Khoshnevisan and   
                Thomas M. Lewis   Stochastic calculus for Brownian motion
                                  on a Brownian fracture . . . . . . . . . 629--667
               Marek Biskup and   
            Frank den Hollander   A heteropolymer near a linear interface  668--687
           Marek Capi\'nski and   
               Nigel J. Cutland   Stochastic Euler equations on the torus  688--705
                    Didier Piau   Large deviations and Young measures for
                                  a Poissonian model of biphased material  706--718
            Elizabeth A. Brooks   Probabilistic methods for a linear
                                  reaction-hyperbolic system with constant
                                  coefficients . . . . . . . . . . . . . . 719--731
             G. N. Milstein and   
                M. V. Tretyakov   Simulation of a space-time bounded
                                  diffusion  . . . . . . . . . . . . . . . 732--779
               Abraham J. Wyner   More on recurrence and waiting times . . 780--796
             Sidney Resnick and   
      Gennady Samorodnitsky and   
                       Fang Xue   How misleading can sample ACFs of stable
                                  MAs be? (Very!)  . . . . . . . . . . . . 797--817
                  Maury Bramson   A stable queueing network with unstable
                                  fluid model  . . . . . . . . . . . . . . 818--853
               J. B. Martin and   
                   Yu. M. Suhov   Fast Jackson networks  . . . . . . . . . 854--870
         Wendell H. Fleming and   
                Shuenn-Jyi Sheu   Optimal long term growth rate of
                                  expected utility of wealth . . . . . . . 871--903
                 D. Kramkov and   
               W. Schachermayer   The asymptotic elasticity of utility
                                  functions and optimal investment in
                                  incomplete markets . . . . . . . . . . . 904--950

Annals of Applied Probability
Volume 9, Number 4, November, 1999

              Rabi Bhattacharya   Multiscale diffusion processes with
                                  periodic coefficients and an application
                                  to solute transport in porous media  . . 951--1020
                    Jin Cao and   
                  Keith Worsley   The geometry of correlation fields with
                                  an application to functional
                                  connectivity of the brain  . . . . . . . 1021--1057
                  L. Coutin and   
                L. Decreusefond   Abstract nonlinear filtering theory in
                                  the presence of fractional Brownian
                                  motion . . . . . . . . . . . . . . . . . 1058--1090
             Peter Donnelly and   
                Thomas G. Kurtz   Genealogical processes for Fleming--Viot
                                  models with selection and recombination  1091--1148
       Olle Häggström   Positive correlations in the fuzzy Potts
                                  model  . . . . . . . . . . . . . . . . . 1149--1159
                   Peter Jagers   Branching processes with dependence but
                                  homogeneous growth . . . . . . . . . . . 1160--1174
                    Deli Li and   
                   T. D. Rogers   Asymptotic behavior for iterated
                                  functions of random variables  . . . . . 1175--1201
                Neal Madras and   
                 Mauro Piccioni   Importance sampling for families of
                                  distributions  . . . . . . . . . . . . . 1202--1225
          Claudia Neuhauser and   
              Stephen W. Pacala   An explicitly spatial version of the
                                  Lotka--Volterra model with interspecific
                                  competition  . . . . . . . . . . . . . . 1226--1259
                   Boris Pittel   Normal convergence problem? Two moments
                                  and a recurrence may be the clues  . . . 1260--1302
         Jak\vsa Cvitani\'c and   
                 Gennady Spivak   Maximizing the probability of a perfect
                                  hedge  . . . . . . . . . . . . . . . . . 1303--1328
                Richard Durrett   Correction: ``Robert Bättig 1968--1997''  ??
                      Anonymous   Volume Index, \booktitleAnn. Appl.
                                  Probab., vol. 9 (1999) . . . . . . . . . iii--vii


Annals of Applied Probability
Volume 10, Number 1, February, 2000

                Robert J. Adler   On excursion sets, tube formulas and
                                  maxima of random fields  . . . . . . . . 1--74
            J. Michael Harrison   Brownian models of open processing
                                  networks: canonical representation of
                                  workload . . . . . . . . . . . . . . . . 75--103
                Carl Graham and   
                 Neil O'Connell   Large deviations at equilibrium for a
                                  large star-shaped loss network . . . . . 104--122
              A. D. Barbour and   
               S. N. Ethier and   
                R. C. Griffiths   A transition function expansion for a
                                  diffusion model with selection . . . . . 123--162
                    Anne Perrut   Hydrodynamic limits for a two-species
                                  reaction-diffusion process . . . . . . . 163--191
   Jürgen Gärtner and   
            Wolfgang König   Moment asymptotics for the continuous
                                  parabolic Anderson model . . . . . . . . 192--217
              Quansheng Liu and   
                  Alain Rouault   Limit Theorems for Mandelbrot's
                                  Multiplicative Cascades  . . . . . . . . 218--239
         E. G. Coffman, Jr. and   
             Leopold Flatto and   
           Predrag Jelenkovi\'c   Interval packing: the vacant interval
                                  distribution . . . . . . . . . . . . . . 240--257
       Yuliy M. Baryshnikov and   
            Alexander V. Gnedin   Sequential selection of an increasing
                                  sequence from a multidimensional random
                                  sample . . . . . . . . . . . . . . . . . 258--267
                   Esa Nummelin   On the existence and convergence of
                                  price equilibria for random economies    268--282
                    Nizar Touzi   Optimal insurance demand under marked
                                  point processes shocks . . . . . . . . . 283--312
        Stéphane Jaffard   On lacunary wavelet series . . . . . . . 313--329

Annals of Applied Probability
Volume 10, Number 2, May, 2000

            Richard Arratia and   
              A. D. Barbour and   
            Simon Tavaré   The number of components in a
                                  logarithmic combinatorial structure  . . 331--361
           Krzysztof Burdzy and   
             Wilfrid S. Kendall   Efficient Markovian couplings: examples
                                  and counterexamples  . . . . . . . . . . 362--409
              William Evans and   
              Claire Kenyon and   
                Yuval Peres and   
            Leonard J. Schulman   Broadcasting on trees and the Ising
                                  model  . . . . . . . . . . . . . . . . . 410--433
               Nicolas Fournier   Existence and regularity study for
                                  two-dimensional Kac equation without
                                  cutoff by a probabilistic approach . . . 434--462
                    G. Last and   
                R. Schassberger   On stationary stochastic flows and Palm
                                  probabilities of surface processes . . . 463--492
   Sophie Mézi\`ares and   
               Bernard Roynette   Study of a Brownian impulse  . . . . . . 493--516
              Mathew D. Penrose   Vertex ordering and partitioning
                                  problems for random spatial graphs . . . 517--538
                 WanSoo T. Rhee   Order of decay of the wasted space for a
                                  stochastic packing problem . . . . . . . 539--548
                G. Badowski and   
                     G. Yin and   
                       Q. Zhang   Asymptotic properties of a singularly
                                  perturbed Markov chain with inclusion of
                                  transient states . . . . . . . . . . . . 549--572
              Torkel Erhardsson   Compound Poisson approximation for
                                  counts of rare patterns in Markov chains
                                  and extreme sojourns in birth-death
                                  chains . . . . . . . . . . . . . . . . . 573--591
                 Charles Knessl   Asymptotic expansions for a stochastic
                                  model of queue storage . . . . . . . . . 592--615
            Norbert Hofmann and   
Thomas Müller-Gronbach and   
                   Klaus Ritter   Step size control for the uniform
                                  approximation of systems of stochastic
                                  differential equations with additive
                                  noise  . . . . . . . . . . . . . . . . . 616--633
                 Gianluca Fusai   Corridor options and arc-sine law  . . . 634--663
              Per Aslak Mykland   Conservative delta hedging . . . . . . . 664--683

Annals of Applied Probability
Volume 10, Number 3, August, 2000

             Bruno Bouchard and   
                    Nizar Touzi   Explicit solution to the multivariate
                                  super-replication problem under
                                  transaction costs  . . . . . . . . . . . 685--708
              Chingfer Chen and   
                  Samuel Karlin   $r$-scan statistics of a marker array in
                                  multiple sequences derived from a common
                                  progenitor . . . . . . . . . . . . . . . 709--725
             Persi Diaconis and   
               Susan Holmes and   
                Radford M. Neal   Analysis of a nonreversible Markov chain
                                  sampler  . . . . . . . . . . . . . . . . 726--752
             Sidney Resnick and   
          Holger Rootzén   Self-similar communication models and
                                  very heavy tails . . . . . . . . . . . . 753--778
   François Baccelli and   
                      Dohy Hong   Analytic expansions of max-plus Lyapunov
                                  exponents  . . . . . . . . . . . . . . . 779--827
                  Hong Chen and   
                   Xinyang Shen   Strong approximations for multiclass
                                  feedforward queueing networks  . . . . . 828--876
           K. D. Glazebrook and   
                D. J. Wilkinson   Index-based policies for discounted
                                  multi-armed bandits on parallel machines 877--896
          Constantinos Maglaras   Discrete-review policies for scheduling
                                  stochastic networks: trajectory tracking
                                  and fluid-scale asymptotic optimality    897--929
                    Sunil Kumar   Two-server closed networks in heavy
                                  traffic: diffusion limits and asymptotic
                                  optimality . . . . . . . . . . . . . . . 930--961
         Irina Ignatiouk-Robert   Large deviations of Jackson networks . . 962--1001
            Liudas Giraitis and   
          Peter M. Robinson and   
              Donatas Surgailis   A model for long memory conditional
                                  heteroscedasticity . . . . . . . . . . . 1002--1024
             Thomas Mikosch and   
          Gennady Samorodnitsky   The supremum of a negative drift random
                                  walk with dependent heavy-tailed steps   1025--1064

Annals of Applied Probability
Volume 10, Number 4, November, 2000

            Nicole Bäuerle   Asymptotic optimality of tracking
                                  policies in stochastic networks  . . . . 1065--1083
             Peter W. Glynn and   
                 Assaf J. Zeevi   On the maximum workload of a queue fed
                                  by fractional Brownian motion  . . . . . 1084--1099
           Albert Fannjiang and   
              Tomasz Komorowski   Fractional Brownian motions in a limit
                                  of turbulent transport . . . . . . . . . 1100--1120
          Klaus Fleischmann and   
                   Achim Klenke   The biodiversity of catalytic
                                  super-Brownian motion  . . . . . . . . . 1121--1136
       Michael V. Boutsikas and   
              Markos V. Koutras   A bound for the distribution of the sum
                                  of discrete associated or negatively
                                  associated random variables  . . . . . . 1137--1150
           C. A. O'Cinneide and   
               A. V. Pokrovskii   Nonuniform random transformations  . . . 1151--1181
             Lincoln Chayes and   
           Roberto H. Schonmann   Mixed percolation as a bridge between
                                  site and bond percolation  . . . . . . . 1182--1196
   Sylvie Méléard   A trajectorial proof of the vortex
                                  method for the two-dimensional
                                  Navier--Stokes equation  . . . . . . . . 1197--1211
         Luiz Renato Fontes and   
             Pierre Mathieu and   
                   Pierre Picco   On the averaged dynamics of the random
                                  field Curie--Weiss model . . . . . . . . 1212--1245
                 M. Huebner and   
                    S. Lototsky   Asymptotic analysis of a kernel
                                  estimator for parabolic SPDE's with
                                  time-dependent coefficients  . . . . . . 1246--1258
                  F. Papangelou   The large deviations of a multi-allele
                                  Wright--Fisher process mapped on the
                                  sphere . . . . . . . . . . . . . . . . . 1259--1273
                   Holger Drees   Weighted approximations of tail
                                  processes for $ \beta $-mixing random
                                  variables  . . . . . . . . . . . . . . . 1274--1301
               Steven P. Lalley   On the rate of mixing for $p$-shuffles   1302--1321


Annals of Applied Probability
Volume 11, Number 1, February, 2001

             Kavita Ramanan and   
           Alexander L. Stolyar   Largest Weighted Delay First Scheduling:
                                  Large Deviations and Optimality  . . . . 1--48
              Maury Bramson and   
                      J. G. Dai   Heavy Traffic Limits for Some Queueing
                                  Networks . . . . . . . . . . . . . . . . 49--90
               Anton Bovier and   
                 David M. Mason   Extreme Value Behavior in the Hopfield
                                  Model  . . . . . . . . . . . . . . . . . 91--120
              Maury Bramson and   
               Joel L. Lebowitz   Spatial Structure in Low Dimensions for
                                  Diffusion Limited Two-Particle Reactions 121--181
           Andrew J. Heunis and   
              Vladimir M. Lucic   On Uniqueness of Solutions for the
                                  Stochastic Differential Equations of
                                  Nonlinear Filtering  . . . . . . . . . . 182--209
           Huyên Pham and   
            Marie-Claire Quenez   Optimal Portfolio in Partially Observed
                                  Stochastic Volatility Models . . . . . . 210--238
             Kate Duckworth and   
                  Mihail Zervos   A Model for Investment Decisions with
                                  Switching Costs  . . . . . . . . . . . . 239--260
          Fr\`ed\`eric Gosselin   Aysmptotic Behavior of Absorbing Markov
                                  Chains Conditional on Nonabsorption for
                                  Applications in Conservation Biology . . 261--284
                Elchanan Mossel   Reconstruction on Trees: Beating the
                                  Second Eigenvalue  . . . . . . . . . . . 285--300

Annals of Applied Probability
Volume 11, Number 2, May, 2001

                    Vlada Limic   A LIFO queue in heavy traffic  . . . . . 301--331
          Bogdan Doytchinov and   
              John Lehoczky and   
                  Steven Shreve   Real-time queues in heavy traffic with
                                  earliest-deadline-first queue discipline 332--378
               Damon J. Wischik   Sample path large deviations for queues
                                  with many inputs . . . . . . . . . . . . 379--404
                  Tom Mountford   An extension of a result of Andjel . . . 405--418
                Steven N. Evans   Stochastic billiards on general tables   419--437
             J. N. Corcoran and   
                  R. L. Tweedie   Perfect sampling of ergodic Harris
                                  chains . . . . . . . . . . . . . . . . . 438--451
            Ralph Neininger and   
        Ludger Rüschendorf   Limit laws for partial match queries in
                                  quadtrees  . . . . . . . . . . . . . . . 452--469
              Magnus Wiktorsson   Joint characteristic function and
                                  simultaneous simulation of iterated Itô
                                  integrals for multiple independent
                                  Brownian motions . . . . . . . . . . . . 470--487
            Robert J. Adler and   
             Georgios Skoulakis   Superprocesses over a stochastic flow    488--543
                 Matthias Weber   On occupation time functionals for
                                  diffusion processes and birth-and-death
                                  processes on graphs  . . . . . . . . . . 544--567

Annals of Applied Probability
Volume 11, Number 3, August, 2001

                R. D. Foley and   
                 D. R. McDonald   Join the shortest queue: stability and
                                  exact asymptotics  . . . . . . . . . . . 569--607
                 S. L. Bell and   
                 R. J. Williams   Dynamic scheduling of a system with two
                                  parallel servers in heavy traffic with
                                  resource pooling: asymptotic optimality
                                  of a threshold policy  . . . . . . . . . 608--649
                James B. Martin   Point processes in fast Jackson networks 650--663
               N. El Karoui and   
                    S. Peng and   
                   M. C. Quenez   A dynamic maximum principle for the
                                  optimization of recursive utilities
                                  under constraints  . . . . . . . . . . . 664--693
           Walter Schachermayer   Optimal investment in incomplete markets
                                  when wealth may become negative  . . . . 694--734
               Andrius Jankunas   Optimal contingent claims  . . . . . . . 735--749
                 Peter Bank and   
                   Frank Riedel   Optimal consumption choice with
                                  intertemporal substitution . . . . . . . 750--788
       István Berkes and   
           Lajos Horváth   Strong approximation of the empirical
                                  process of GARCH sequences . . . . . . . 789--809
               Ronald Fagin and   
             Anna R. Karlin and   
              Jon Kleinberg and   
         Prabhakar Raghavan and   
        Sridhar Rajagopalan and   
           Ronitt Rubinfeld and   
                Madhu Sudan and   
                 Andrew Tomkins   Random walks with ``back buttons'' . . . 810--862
          Yuliy Baryshnikov and   
               Alexander Gnedin   Counting intervals in the packing
                                  process  . . . . . . . . . . . . . . . . 863--877
            Peter Mansfield and   
        Svetlozar T. Rachev and   
          Gennady Samorodnitsky   Long strange segments of a stochastic
                                  process  . . . . . . . . . . . . . . . . 878--921
               Annie Millet and   
              Pierre-Luc Morien   On a nonlinear stochastic wave equation
                                  in the plane: existence and uniqueness
                                  of the solution  . . . . . . . . . . . . 922--951
          R. Z. Khasminskii and   
                 F. C. Klebaner   Long term behavior of solutions of the
                                  Lotka--Volterra system under small
                                  random perturbations . . . . . . . . . . 952--963
              A. D. Barbour and   
               O. Chryssaphinou   Compound Poisson approximation: a user's
                                  guide  . . . . . . . . . . . . . . . . . 964--1002
                 Matthias Weber   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] . . . . . . . . . . 1003--1003

Annals of Applied Probability
Volume 11, Number 4, November, 2001

          Mathew D. Penrose and   
                   J. E. Yukich   Central Limit Theorems for Some Graphs
                                  in Computational Geometry  . . . . . . . 1005--1041
           Brigitte Chauvin and   
             Michael Drmota and   
            Jean Jabbour-Hattab   The Profile of Binary Search Trees . . . 1042--1062
           Alexander E. Holroyd   Rigidity Percolation and Boundary
                                  Conditions . . . . . . . . . . . . . . . 1063--1078
               Achim Klenke and   
          Remco Van Der Hofstad   Self-Attractive Random Plymers . . . . . 1079--1115
          Raúl Gouet and   
         F. Javier López   Saturation in a Makovian Parking Process 1116--1136
             Andreas Eibeck and   
                Wolfgang Wagner   Stochastic Particle Approximations for
                                  Smoluchoski's Coagualtion Equation . . . 1137--1165
                   L. Miclo and   
                   P. Del Moral   Genealogies and Increasing Propagation
                                  of Chaos For Feynman--Kac and Genetic
                                  Models . . . . . . . . . . . . . . . . . 1166--1198
             Carl J. Nuzman and   
                H. Vincent Poor   Reproducing Kernel Hilbert Space Methods
                                  for wide-sense self-similar Processes    1199--1219
             Milan Borkovec and   
       Claudia Klüppelberg   The Tail of the Stationary Distribution
                                  of an Autoregressive Process with $ {\rm
                                  Arch}(1) $ Errors  . . . . . . . . . . . 1220--1241
                       Xia Chen   Exact Convergence Rates For The
                                  Distribution of Particles in Branching
                                  Random Walks . . . . . . . . . . . . . . 1242--1262
             F. C. Klebaner and   
                     R. Liptser   Asymptotic Analysis and Extinction in a
                                  Stochastic Lotka--Volterra Model . . . . 1263--1291
         Irina Ignatiouk-Robert   Sample Path Large Deviations and
                                  Convergence Parameters . . . . . . . . . 1292--1329
            Christian Mazza and   
                    Didier Piau   Dubins-freedman Processes and RC Filters 1330--1352
          Griselda Deelstra and   
           Huyên Pham and   
                    Nizar Touzi   Dual Formulation of the Utility
                                  Maximization Problem Under Transaction
                                  Costs  . . . . . . . . . . . . . . . . . 1353--1383
         Dimitris Bertsimas and   
             David Gamarnik and   
             John N. Tsitsiklis   Performance of Multiclass Markovian
                                  Queueing Networks Via Piecewise Linear
                                  Lyapunov Functions . . . . . . . . . . . 1384--1428


Annals of Applied Probability
Volume 12, Number 1, February, 2002

               Stan Zachary and   
                   Ilze Ziedins   A Refinement of the Hunt--Kurtz Theory
                                  of Large Loss Networks, with an
                                  Application to Virtual Partitioning  . . 1--22
             Thomas Mikosch and   
             Sidney Resnick and   
      Holger Rootzén and   
                 Alwin Stegeman   Is Network Traffic Appriximated by
                                  Stable Lévy Motion or Fractional Brownian
                                  Motion?  . . . . . . . . . . . . . . . . 23--68
          Michael Braverman and   
             Thomas Mikosch and   
          Gennady Samorodnitsky   Tail Probabilities of Subadditive
                                  Functionals of Lévy Processes . . . . . . 69--100
                 Paul Joyce and   
           Stephen M. Krone and   
                Thomas G. Kurtz   Gaussian Limits Associated with the
                                  Poisson--Dirichlet Distribution and the
                                  Ewens Sampling Formula . . . . . . . . . 101--124
            Gerold Alsmeyer and   
                Uwe Rösler   Asexual Versus Promiscuous Bisexual
                                  Galton--Watson Processes: The Extinction
                                  Probability Ratio  . . . . . . . . . . . 125--142
               Huyên Pham   Minimizing Shortfall Risk and
                                  Applications to Finance and Insurance
                                  Problems . . . . . . . . . . . . . . . . 143--172
                Hideo Nagai and   
                     Shige Peng   Risk-Sensitive Dynamic Portfolio
                                  Optimization with Partial Information on
                                  Infinite Time Horizon  . . . . . . . . . 173--195
                B. Jourdain and   
                     C. Martini   Approximation of American Put Prices by
                                  European Prices via an Embedding Method  196--223
     Sòren F. Jarner and   
              Gareth O. Roberts   Polynomial Convergence Rates of Markov
                                  Chains . . . . . . . . . . . . . . . . . 224--247
        Olivier François   Global Optimization with
                                  Exploration/Selection Algorithms and
                                  Simulated Annealing  . . . . . . . . . . 248--271
          Mathew D. Penrose and   
                   J. E. Yukich   Limit Theory for Random Sequential
                                  Packing and Deposition . . . . . . . . . 272--301
                     Jin Ma and   
             Philip Protter and   
    Jaime San Martín and   
                 Soledad Torres   Numberical Method for Backward
                                  Stochastic Differential Equations  . . . 302--316
                  Fergal Toomey   Large Deviations of Products of Random
                                  Topical Operators  . . . . . . . . . . . 317--333
                    B. Jourdain   Probabilistic Characteristics Method for
                                  a One-Dimensional Inviscid Scalar
                                  Conservation Law . . . . . . . . . . . . 334--360
                   Pao-Liu Chow   Stochastic Wave Equations with
                                  Polynomial Nonlinearity  . . . . . . . . 361--381
                J. F. Collamore   Importance Sampling Techniques for the
                                  Multidimensional Ruin Problem for
                                  General Markov Additive Sequences of
                                  Random Vectors . . . . . . . . . . . . . 382--421

Annals of Applied Probability
Volume 12, Number 2, May, 2002

            Fabio Antonelli and   
            Arturo Kohatsu-Higa   Rate of convergence of a particle method
                                  to the solution of the McKean--Vlasov
                                  equation . . . . . . . . . . . . . . . . 423--476
                      Lian Shen   Asymptotic properties of certain
                                  anisotropic walks in random media  . . . 477--510
              Mike Cranston and   
              Michael Scheutzow   Dispersion rates under finite mode
                                  Kolmogorov flows analysis  . . . . . . . 511--532
             O. S. M. Alves and   
              F. P. Machado and   
                   S. Yu. Popov   The shape theorem for the frog model . . 533--546
                   Jean Bertoin   Eternal solutions to Smoluchowski's
                                  coagulation equation with additive
                                  kernel and their probabilistic
                                  interpretations  . . . . . . . . . . . . 547--564
             Federico Camia and   
           Emilio De Santis and   
              Charles M. Newman   Clusters and recurrence in the
                                  two-dimensional zero-temperature
                                  stochastic Ising model . . . . . . . . . 565--580
                Neal Madras and   
                   Dana Randall   Markov chain decomposition for
                                  convergence rate analysis  . . . . . . . 581--606
  Stéphane Boucheron and   
             Fabrice Gamboa and   
       Christian Léonard   Bins and balls; Large deviations of the
                                  empirical occupancy process  . . . . . . 607--636
              Mark N. Grote and   
               Terence P. Speed   Approximate Ewens formulae for symmetric
                                  overdominance selection  . . . . . . . . 637--663
    Thomas Müller-Gronbach   The optimal uniform approximation of
                                  systems of stochastic differential
                                  equations  . . . . . . . . . . . . . . . 664--690
                     M. P. Owen   Utility based optimal hedging in
                                  incomplete markets . . . . . . . . . . . 691--709
          Damir Filipovi\'c and   
                  Jerzy Zabczyk   Markovian term structure models in
                                  discrete time  . . . . . . . . . . . . . 710--729
              W. H. Fleming and   
                     S. J. Sheu   Risk-sensitive control and an optimal
                                  investment model II  . . . . . . . . . . 730--767
          Akimichi Takemura and   
                 Satoshi Kuriki   On the equivalence of the tube and Euler
                                  characteristic methods for the
                                  distribution of the maximum of Gaussian
                                  fields over piecewise smooth domains . . 768--796

Annals of Applied Probability
Volume 12, Number 3, August, 2002

       H. Christian Gromoll and   
              Amber L. Puha and   
               Ruth J. Williams   The fluid limit of a heavily loaded
                                  processor sharing queue  . . . . . . . . 797--859
Jean-François Dantzer and   
                Philippe Robert   Fluid limits of string valued Markov
                                  processes  . . . . . . . . . . . . . . . 860--889
             Hanspeter Schmidli   On minimizing the ruin probability by
                                  investment and reinsurance . . . . . . . 890--907
               Bojan Basrak and   
           Richard A. Davis and   
                 Thomas Mikosch   A characterization of multivariate
                                  regular variation  . . . . . . . . . . . 908--920
             Francis Comets and   
   Roberto Fernández and   
               Pablo A. Ferrari   Processes with long memory: Regenerative
                                  construction and perfect simulation  . . 921--943
            B. Gail Ivanoff and   
                   Ely Merzbach   Random censoring in set-indexed survival
                                  analysis . . . . . . . . . . . . . . . . 944--971
                David Assaf and   
            Larry Goldstein and   
              Ester Samuel-Cahn   Ratio prophet inequalities when the
                                  mortal has several choices . . . . . . . 972--984
                Jonathan Jordan   Almost sure convergence for iterated
                                  functions of independent random
                                  variables  . . . . . . . . . . . . . . . 985--1000
                    R. Marchand   Strict inequalities for the time
                                  constant in first passage percolation    1001--1038
       Michael A. Kouritzin and   
                   Hongwei Long   Convergence of Markov chain
                                  approximations to stochastic
                                  reaction-diffusion equations . . . . . . 1039--1070
                Paolo Baldi and   
              Lucia Caramellino   Asymptotics of hitting probabilities for
                                  general one-dimensional pinned
                                  diffusions . . . . . . . . . . . . . . . 1071--1095
                   A. Budhiraja   On invariant measures of discrete time
                                  filters in the correlated signal-noise
                                  case . . . . . . . . . . . . . . . . . . 1096--1113
               Jean B. Lasserre   Bounds on measures satisfying moment
                                  conditions . . . . . . . . . . . . . . . 1114--1137

Annals of Applied Probability
Volume 12, Number 4, November, 2002

                 K. P. Choi and   
                      Aihua Xia   Approximating the number of successes in
                                  independent trials: Binomial versus
                                  Poisson  . . . . . . . . . . . . . . . . 1139--1148
                  Z. D. Bai and   
                 Feifang Hu and   
                   Li-Xin Zhang   Gaussian approximation theorems for urn
                                  models and their applications  . . . . . 1149--1173
              Michel Denuit and   
             Alfred Müller   Smooth generators of integral stochastic
                                  orders . . . . . . . . . . . . . . . . . 1174--1184
                Eilon Solan and   
                Nicolas Vieille   Uniform value in recursive games . . . . 1185--1201
            F. Thomas Bruss and   
             Thomas S. Ferguson   High-risk and competitive investment
                                  models . . . . . . . . . . . . . . . . . 1202--1226
                  Paolo Guasoni   Optimal investment with transaction
                                  costs and without semimartingales  . . . 1227--1246
                Jostein Paulsen   On Cramér-like asymptotics for risk
                                  processes with stochastic return on
                                  investments  . . . . . . . . . . . . . . 1247--1260
       Svetlana Boyarchenko and   
          Sergei Levendorski\ui   Barrier options and touch-and-out
                                  options under regular Lévy processes of
                                  exponential type . . . . . . . . . . . . 1261--1298
            Steven N. Evans and   
               David Steinsaltz   Estimating some features of $ N K $
                                  fitness landscapes . . . . . . . . . . . 1299--1321
         Matthias Löwe and   
             Heinrich Matzinger   Scenery reconstruction in two dimensions
                                  with many colors . . . . . . . . . . . . 1322--1347
            J. Theodore Cox and   
                Richard Durrett   The stepping stone model: New formulas
                                  expose old myths . . . . . . . . . . . . 1348--1377
                     Saul Jacka   Avoiding the origin: A finite-fuel
                                  stochastic control problem . . . . . . . 1378--1389
                     Jin Ma and   
                 Jianfeng Zhang   Representation theorems for backward
                                  stochastic differential equations  . . . 1390--1418
              Nils Berglund and   
                  Barbara Gentz   A sample-paths approach to noise-induced
                                  synchronization: Stochastic resonance in
                                  a double-well potential  . . . . . . . . 1419--1470
                  Akihiko Inoue   Asymptotic behavior for partial
                                  autocorrelation functions of fractional
                                  ARIMA processes  . . . . . . . . . . . . 1471--1491
                       L. Miclo   About relaxation time of finite
                                  generalized Metropolis algorithms  . . . 1492--1515
                      Anonymous   Volume Index, \booktitleAnn. Appl.
                                  Probab., vol. 12 (2002)  . . . . . . . . iii--ix


Annals of Applied Probability
Volume 13, Number 1, January, 2003

             Paul Embrechts and   
          Gennady Samorodnitsky   Ruin problem and how fast stochastic
                                  processes  . . . . . . . . . . . . . . . 1--36
               Serguei Foss and   
                   Stan Zachary   The maximum on a random time interval of
                                  a random walk with long-tailed
                                  increments and negative drift  . . . . . 37--53
                Lukasz Kruk and   
              John Lehoczky and   
              Steven Shreve and   
                 Shu-Ngai Yeung   Multiple-input heavy-traffic real-time
                                  queues . . . . . . . . . . . . . . . . . 54--99
             Kavita Ramanan and   
               Martin I. Reiman   Fluid and heavy traffic diffusion limits
                                  for a generalized processor sharing
                                  model  . . . . . . . . . . . . . . . . . 100--139
                Denis Talay and   
               Olivier Vaillant   A stochastic particle method with random
                                  weights for the computation of
                                  statistical solutions of McKean--Vlasov
                                  equations  . . . . . . . . . . . . . . . 140--180
                 Paul Joyce and   
           Stephen M. Krone and   
                Thomas G. Kurtz   When can one detect overdominant
                                  selection in the infinite-alleles model? 181--212
      Vladimir Koltchinskii and   
          Dmitriy Panchenko and   
                Fernando Lozano   Bounding the generalization error of
                                  convex combinations of classifiers:
                                  balancing the dimensionality and the
                                  margins  . . . . . . . . . . . . . . . . 213--252
           Hosam M. Mahmoud and   
                Ralph Neininger   Distribution of distances in random
                                  binary search trees  . . . . . . . . . . 253--276
          Mathew D. Penrose and   
                   J. E. Yukich   Weak laws of large numbers in geometric
                                  probability  . . . . . . . . . . . . . . 277--303
            I. Kontoyiannis and   
                     S. P. Meyn   Spectral theory and limit theorems for
                                  geometrically ergodic Markov processes   304--362
               Xianping Guo and   
Onésimo Hernández-Lerma   Continuous-time controlled Markov chains 363--388
       István Berkes and   
           Lajos Horváth   Correction: ``Strong approximation of
                                  the empirical process of GARCH
                                  sequences''  . . . . . . . . . . . . . . 389--389
            Michael J. Harrison   Correction: ``Brownian models of open
                                  processing networks: canonical
                                  representation of workload'' . . . . . . 390--393

Annals of Applied Probability
Volume 13, Number 2, May, 2003

             Hock Peng Chan and   
                  Tze Leung Lai   Saddlepoint approximations and nonlinear
                                  boundary crossing probabilities of
                                  Markov random walks  . . . . . . . . . . 395--429
                  Ken Duffy and   
              John T. Lewis and   
              Wayne G. Sullivan   Logarithmic asymptotics for the supremum
                                  of a stochastic process  . . . . . . . . 430--445
            Ayalvadi Ganesh and   
             Neil O'Connell and   
               Balaji Prabhakar   Invariant rate functions for
                                  discrete-time queues . . . . . . . . . . 446--474
                  P. E. Ney and   
             A. N. Vidyashankar   Harmonic moments and large deviation
                                  rates for supercritical branching
                                  processes  . . . . . . . . . . . . . . . 475--489
                 Harry Cohn and   
                      Qiao Wang   Multitype branching limit behavior . . . 490--500
            J. Theodore Cox and   
                   Achim Klenke   Rescaled interacting diffusions converge
                                  to super Brownian motion . . . . . . . . 501--514
  Hél\`ene Guérin   Solving Landau equation for some soft
                                  potentials through a probabilistic
                                  approach . . . . . . . . . . . . . . . . 515--539
                Florent Malrieu   Convergence to equilibrium for granular
                                  media equations and their Euler schemes  540--560
          Christine Fricker and   
            Philippe Robert and   
                  Danielle Tibi   A degenerate central limit theorem for
                                  single resource loss systems . . . . . . 561--575
       Predrag Jelenkovi\'c and   
           Petar Mom\vcilovi\'c   Asymptotic loss probability in a finite
                                  buffer fluid queue with hetergeneous
                                  heavy-tailed on--off processes . . . . . 576--603
                 Mu-Fa Chen and   
                  Ying-Zhe Wang   Algebraic convergence of Markov chains   604--627
               Guy Latouche and   
         Marie-Ange Remiche and   
                   Peter Taylor   Transient Markov arrival processes . . . 628--640
       István Berkes and   
           Lajos Horváth   Asymptotic results for long memory LARCH
                                  sequences  . . . . . . . . . . . . . . . 641--668
                    Alan Stacey   Partial immunization processes . . . . . 669--690
              Pietro Caputo and   
               Fabio Martinelli   Relaxation time of anisotropic simple
                                  exclusion processes and quantum
                                  Heisenberg models  . . . . . . . . . . . 691--721
                Lorna Booth and   
             Jehoshua Bruck and   
      Massimo Franceschetti and   
                 Ronald Meester   Covering algorithms, continuum
                                  percolation and the geometry of wireless
                                  networks . . . . . . . . . . . . . . . . 722--741
        Paulius Jakub\.enas and   
            Shlomo Levental and   
                 Micha\l Ryznar   The super-replication problem via
                                  probabilistic methods  . . . . . . . . . 742--773
                Thomas Goll and   
                    Jan Kallsen   A complete explicit solution to the
                                  log-optimal portfolio problem  . . . . . 774--799
           Damien Lamberton and   
     Stéphane Villeneuve   Critical price near maturity for an
                                  American option on a dividend-paying
                                  stock  . . . . . . . . . . . . . . . . . 800--815
               Theodore Cox and   
                Richard Durrett   Correction: ``The stepping stone model:
                                  new formulas expose old myths''  . . . . 816--816

Annals of Applied Probability
Volume 13, Number 3, August, 2003

            Elchanan Mossel and   
                    Yuval Peres   Information flow on trees  . . . . . . . 817--844
             Andreas Eibeck and   
                Wolfgang Wagner   Stochastic interacting particle systems
                                  and nonlinear kinetic equations  . . . . 845--889
              Svante Janson and   
                     Johan Tysk   Volatility time and properties of option
                                  prices . . . . . . . . . . . . . . . . . 890--913
             Naoto Kunitomo and   
              Akihiko Takahashi   On validity of the asymptotic expansion
                                  approach in contingent claim analysis    914--952
            Jerome Detemple and   
                  Shui Feng and   
                   Weidong Tian   The valuation of American call options
                                  on the minimum of two dividend-paying
                                  assets . . . . . . . . . . . . . . . . . 953--983
                  D. Duffie and   
             D. Filipovi\'c and   
               W. Schachermayer   Affine processes and applications in
                                  finance  . . . . . . . . . . . . . . . . 984--1053
                   J. Gaier and   
                P. Grandits and   
               W. Schachermayer   Asymptotic ruin probabilities and
                                  optimal investment . . . . . . . . . . . 1054--1076
            A. E. Kyprianou and   
                M. R. Pistorius   Perpetual options and Canadization
                                  through fluctuation theory . . . . . . . 1077--1098
            S. Pergamenshchikov   Limit theorem for Leland's strategy  . . 1099--1118
            J. Michael Harrison   A broader view of Brownian networks  . . 1119--1150
           Alexander L. Stolyar   Control of end-to-end delay tails in a
                                  multiclass network: LWDF discipline
                                  optimality . . . . . . . . . . . . . . . 1151--1206
             Aimé Lachal   Some probability distributions in
                                  modeling DNA replication . . . . . . . . 1207--1230

Annals of Applied Probability
Volume 13, Number 4, November, 2003

            David S. Leslie and   
                  E. J. Collins   Convergent multiple-timescales
                                  reinforcement learning algorithms in
                                  normal form games  . . . . . . . . . . . 1231--1251
            F. Thomas Bruss and   
             Rudolf Grübel   On the multiplicity of the maximum in a
                                  discrete random sample . . . . . . . . . 1252--1263
               P. Chassaing and   
             J. F. Marckert and   
                         M. Yor   A stochastically quasi-optimal search
                                  algorithm for the maximum of the simple
                                  random walk  . . . . . . . . . . . . . . 1264--1295
             Halina Frydman and   
                   Peter Lakner   Maximum likelihood estimation of hidden
                                  Markov processes . . . . . . . . . . . . 1296--1312
              I. A. Kurkova and   
                    Y. M. Suhov   Malyshev's theory and JS-queues.
                                  Asymptotics of stationary probabilities  1313--1354
             Sidney Resnick and   
          Gennady Samorodnitsky   Limits of on/off hierarchical product
                                  models for data transmission . . . . . . 1355--1398
              I. M. MacPhee and   
                M. V. Menshikov   Critical random walks on two-dimensional
                                  complexes with applications to polling
                                  systems  . . . . . . . . . . . . . . . . 1399--1422
           Alexander Gajrat and   
               Arie Hordijk and   
                      Ad Ridder   Large-deviations analysis of the fluid
                                  approximation for a controllable tandem
                                  queue  . . . . . . . . . . . . . . . . . 1423--1448
          Landy Rabehasaina and   
                 Bruno Sericola   Stability analysis of second-order fluid
                                  flow models in a stationary ergodic
                                  environment  . . . . . . . . . . . . . . 1449--1473
                 Murat Alanyali   Asymptotically exact analysis of a loss
                                  network with channel continuity  . . . . 1474--1493
                    Irene Klein   Free lunch for large financial markets
                                  with continuous price processes  . . . . 1494--1503
                 D. Kramkov and   
               W. Schachermayer   Necessary and sufficient conditions in
                                  the problem of optimal investment in
                                  incomplete markets . . . . . . . . . . . 1504--1516
             Luis H. R. Alvarez   On the properties of $r$-excessive
                                  mappings for a class of diffusions . . . 1517--1533
          A. Bienvenüe and   
               J. Bérard   Sharp asymptotic results for simplified
                                  mutation-selection algorithms  . . . . . 1534--1568
              Amine Asselah and   
               Fabienne Castell   Existence of quasi-stationary measures
                                  for asymmetric attractive particle
                                  systems on $ \mathbb {Z}^d $ . . . . . . 1569--1590
                 Fuqing Gao and   
                 Jeremy Quastel   Exponential decay of entropy in the
                                  random transposition and
                                  Bernoulli--Laplace models  . . . . . . . 1591--1600
             Yunshyong Chow and   
                       Yu Zhang   Large deviations in first-passage
                                  percolation  . . . . . . . . . . . . . . 1601--1614
             J. Hüsler and   
               V. Piterbarg and   
                   O. Seleznjev   On convergence of the uniform norms for
                                  Gaussian processes and linear
                                  approximation problems . . . . . . . . . 1615--1653
                      Anonymous   Volume Index, \booktitleAnn. Appl.
                                  Probab., vol. 13 (2003)  . . . . . . . . iii--x


Annals of Applied Probability
Volume 14, Number 1, February, 2004

           Alexander L. Stolyar   MaxWeight scheduling in a generalized
                                  switch: State space collapse and
                                  workload minimization in heavy traffic   1--53
            Tsachy Weissman and   
                    Neri Merhav   Universal prediction of random binary
                                  sequences in a noisy environment . . . . 54--89
          Fabrice Guillemin and   
            Philippe Robert and   
                     Bert Zwart   AIMD algorithms and exponential
                                  functionals  . . . . . . . . . . . . . . 90--117
                  Pierre Cohort   Limit theorems for random normalized
                                  distortion . . . . . . . . . . . . . . . 118--143
   François Le Gland and   
                  Nadia Oudjane   Stability and uniform approximation of
                                  nonlinear filters using the Hilbert
                                  metric and application to particle
                                  filters  . . . . . . . . . . . . . . . . 144--187
                A. M. Etheridge   Survival and extinction in a locally
                                  regulated population . . . . . . . . . . 188--214
                   F. Avram and   
            A. E. Kyprianou and   
                M. R. Pistorius   Exit problems for spectrally negative
                                  Lévy processes and applications to
                                  (Canadized) Russian options  . . . . . . 215--238
Károly Böröczky and   
              Matthias Reitzner   Approximation of smooth convex bodies by
                                  random circumscribed polytopes . . . . . 239--273
             David Bruce Wilson   Mixing times of lozenge tiling and card
                                  shuffling Markov chains  . . . . . . . . 274--325
                  J. G. Dai and   
          John J. Hasenbein and   
             John H. Vande Vate   Stability and instability of a
                                  two-station queueing network . . . . . . 326--377
            Ralph Neininger and   
        Ludger Rüschendorf   A general limit theorem for recursive
                                  algorithms and combinatorial structures  378--418
           Wilhelm Huisinga and   
                  Sean Meyn and   
          Christof Schütte   Phase transitions and metastability in
                                  Markovian and molecular systems  . . . . 419--458
                 Jianfeng Zhang   A numerical scheme for BSDEs . . . . . . 459--488
       Vladimir S. Korolyuk and   
               Nikolaos Limnios   Average and diffusion approximation of
                                  stochastic evolutionary systems in an
                                  asymptotic split state space . . . . . . 489--516

Annals of Applied Probability
Volume 14, Number 2, May, 2004

              Amber L. Puha and   
               Ruth J. Williams   Invariant states and rates of
                                  convergence for a critical fluid model
                                  of a processor sharing queue . . . . . . 517--554
           H. Christian Gromoll   Diffusion approximation for a processor
                                  sharing queue in heavy traffic . . . . . 555--611
   François Baccelli and   
                   Serguei Foss   Moments and tails in monotone-separable
                                  stochastic networks  . . . . . . . . . . 612--650
             Marie F. Kratz and   
                   Pierre Picco   A representation of Gibbs measure for
                                  the random energy model  . . . . . . . . 651--677
                B. Bouchard and   
                   N. Touzi and   
                      A. Zeghal   Dual formulation of the utility
                                  maximization problem: The case of
                                  nonsmooth utility  . . . . . . . . . . . 678--717
            Alois Panholzer and   
               Helmut Prodinger   Spanning tree size in random binary
                                  search trees . . . . . . . . . . . . . . 718--733
                     Mark Huber   Perfect sampling using bounding chains   734--753
               N. H. Barton and   
            A. M. Etheridge and   
                    A. K. Sturm   Coalescence in a random background . . . 754--785
                 Mario Lefebvre   A homing problem for diffusion processes
                                  with control-dependent variance  . . . . 786--795
             Vijay R. Konda and   
             John N. Tsitsiklis   Convergence rate of linear
                                  two-time-scale stochastic approximation  796--819
             J. M. P. Albin and   
          Gennady Samorodnitsky   On overload in a storage model, with a
                                  self-similar and infinitely divisible
                                  input  . . . . . . . . . . . . . . . . . 820--844
           Julien Hugonnier and   
                 Dmitry Kramkov   Optimal investment with random
                                  endowments in incomplete markets . . . . 845--864
                  Tiefeng Jiang   The asymptotic distributions of the
                                  largest entries of sample correlation
                                  matrices . . . . . . . . . . . . . . . . 865--880
               Nelly Litvak and   
             Willem R. van Zwet   On the minimal travel time needed to
                                  collect n items on a circle  . . . . . . 881--902
                 Bert Zwart and   
                  Sem Borst and   
                 Michel Mandjes   Exact asymptotics for fluid queues fed
                                  by multiple heavy-tailed on--off flows   903--957
      Carlos A. León and   
         François Perron   Optimal Hoeffding bounds for discrete
                                  reversible Markov chains . . . . . . . . 958--970
   Claudia Klüppelberg and   
      Serguei Pergamenchtchikov   The tail of the stationary distribution
                                  of a random coefficient AR (q) model . . 971--1005
           Franck Delcoigne and   
          Arnaud de La Fortelle   Large deviations problems for star
                                  networks: The min policy . . . . . . . . 1006--1028
              Masakiyo Miyazawa   Hitting probabilities in a Markov
                                  additive process with linear movements
                                  and upward jumps: Applications to risk
                                  and queueing processes . . . . . . . . . 1029--1054

Annals of Applied Probability
Volume 14, Number 3, August, 2004

                F. P. Kelly and   
                 R. J. Williams   Fluid model for a network operating
                                  under a fair bandwidth-sharing policy    1055--1083
                  Rami Atar and   
             Avi Mandelbaum and   
               Martin I. Reiman   Scheduling a multi class queue with many
                                  exponential servers: asymptotic
                                  optimality in heavy traffic  . . . . . . 1084--1134
               Peter E. Ney and   
          Anand N. Vidyashankar   Local limit theory and large deviations
                                  for supercritical Branching processes    1135--1166
          Umut Çetin and   
              Robert Jarrow and   
             Philip Protter and   
Yìldìray Yìldìrìm   Modeling credit risk with partial
                                  information  . . . . . . . . . . . . . . 1167--1178
               Holger Drees and   
               Ana Ferreira and   
                Laurens de Haan   On maximum likelihood estimation of the
                                  extreme value index  . . . . . . . . . . 1179--1201
                  Cheng-Der Fuh   Uniform Markov renewal theory and ruin
                                  probabilities in Markov random walks . . 1202--1241
        Sreela Gangopadhyay and   
                  Rahul Roy and   
                   Anish Sarkar   Random oriented trees: A model of
                                  drainage networks  . . . . . . . . . . . 1242--1266
               Rene Carmona and   
              Michael Tehranchi   A characterization of hedging portfolios
                                  for interest rate contingent claims  . . 1267--1294
            James P. Hobert and   
            Christian P. Robert   A mixture representation of $ \pi $ with
                                  applications in Markov chain Monte Carlo
                                  and perfect sampling . . . . . . . . . . 1295--1305
               \Lukasz Kruk and   
              John Lehoczky and   
              Steven Shreve and   
                 Shu-Ngai Yeung   Earliest-deadline-first service in
                                  heavy-traffic acyclic networks . . . . . 1306--1352
                Randal Douc and   
              Gersende Fort and   
              Eric Moulines and   
               Philippe Soulier   Practical drift conditions for
                                  subgeometric rates of convergence  . . . 1353--1377
             Miljenko Huzak and   
              Mihael Perman and   
           Hrvoje \vSiki\'c and   
              Zoran Vondra\vcek   Ruin probabilities and decompositions
                                  for general perturbed risk processes . . 1378--1397
               Alexander Schied   On the Neyman--Pearson problem for
                                  law-invariant risk measures and robust
                                  utility functionals  . . . . . . . . . . 1398--1423
           Damien Lamberton and   
             Gilles Pag\`es and   
                Pierre Tarr\`es   When can the two-armed bandit algorithm
                                  be trusted?  . . . . . . . . . . . . . . 1424--1454
           Michel Bena\"\im and   
     Sebastian J. Schreiber and   
                Pierre Tarr\`es   Generalized URN models of evolutionary
                                  processes  . . . . . . . . . . . . . . . 1455--1478
       Laird Arnault Breyer and   
             Mauro Piccioni and   
               Sergio Scarlatti   Optimal scaling of MaLa for nonlinear
                                  regression . . . . . . . . . . . . . . . 1479--1505
          Arne Lòkka and   
      Bernt Òksendal and   
                   Frank Proske   Stochastic partial differential
                                  equations driven by Lévy space-time white
                                  noise  . . . . . . . . . . . . . . . . . 1506--1528
             R. Dante DeBlassie   Iterated Brownian motion in an open set  1529--1558
           Shmuel Friedland and   
                Brian Rider and   
                  Ofer Zeitouni   Concentration of permanent estimators
                                  for certain large matrices . . . . . . . 1559--1576
            Ilie Grigorescu and   
                   Min Kang and   
     Timo Seppäläinen   Behavior dominated by slow particles in
                                  a disordered asymmetric exclusion
                                  process  . . . . . . . . . . . . . . . . 1577--1602
               Jean B. Lasserre   Bounds on measures satisfying moment
                                  conditions . . . . . . . . . . . . . . . 1603--1603

Annals of Applied Probability
Volume 14, Number 4, November, 2004

    Thomas Müller-Gronbach   Optimal pointwise approximation of SDEs
                                  based on Brownian motion at discrete
                                  points . . . . . . . . . . . . . . . . . 1605--1642
                    R. Douc and   
                E. Moulines and   
           Jeffrey S. Rosenthal   Quantitative bounds on convergence of
                                  time-inhomogeneous Markov chains . . . . 1643--1665
          Tomasz Komorowski and   
                 Grzegorz Krupa   On stationarity of Lagrangian
                                  observations of passive tracer velocity
                                  in a compressible environment  . . . . . 1666--1697
              Garud Iyengar and   
                    Karl Sigman   Exponential penalty function control of
                                  loss networks  . . . . . . . . . . . . . 1698--1740
                Mark Jerrum and   
               Jung-Bae Son and   
              Prasad Tetali and   
                    Eric Vigoda   Elementary bounds on Poincaré and
                                  log-Sobolev constants for decomposable
                                  Markov chains  . . . . . . . . . . . . . 1741--1765
   Claudia Klüppelberg and   
       Andreas E. Kyprianou and   
                 Ross A. Maller   Ruin probabilities and overshoots for
                                  general Lévy insurance risk processes . . 1766--1801
          Rabi Bhattacharya and   
                 Mukul Majumdar   Stability in distribution of randomly
                                  perturbed quadratic maps as Markov
                                  processes  . . . . . . . . . . . . . . . 1802--1809
              Tahir Choulli and   
             Michael Taksar and   
                    Xun Yu Zhou   Interplay between dividend rate and
                                  business constraints for a financial
                                  corporation  . . . . . . . . . . . . . . 1810--1837
      Dmitrii S. Silvestrov and   
               Jozef L. Teugels   Limit theorems for mixed max--sum
                                  processes with renewal stopping  . . . . 1838--1868
              Paul Balister and   
Béla Bollobás and   
                   Mark Walters   Continuum percolation with steps in an
                                  annulus  . . . . . . . . . . . . . . . . 1869--1879
           Nicolas Fournier and   
   Sylvie Méléard   A microscopic probabilistic description
                                  of a locally regulated population and
                                  macroscopic approximations . . . . . . . 1880--1919
          Daren B. H. Cline and   
                 Huay-min H. Pu   Stability and the Lyapounov exponent of
                                  threshold AR--ARCH Models  . . . . . . . 1920--1949
                Larry Goldstein   Normal approximation for hierarchical
                                  structures . . . . . . . . . . . . . . . 1950--1969
               Sara Biagini and   
                Marco Frittelli   On the super replication price of
                                  unbounded claims . . . . . . . . . . . . 1970--1991
                      Zhiyi Chi   Limit laws of estimators for critical
                                  multi-type Galton--Watson processes  . . 1992--2015
                 J. M. P. Albin   On sampling of stationary increment
                                  processes  . . . . . . . . . . . . . . . 2016--2037
            Pavel Chigansky and   
                 Robert Liptser   Stability of nonlinear filters in
                                  nonmixing case . . . . . . . . . . . . . 2038--2056
               D. P. Kroese and   
       W. R. W. Scheinhardt and   
                   P. G. Taylor   Spectral properties of the tandem
                                  Jackson network, seen as a
                                  quasi-birth-and-death process  . . . . . 2057--2089
            Paul Glasserman and   
                         Bin Yu   Number of paths versus number of basis
                                  functions in American option pricing . . 2090--2119
                    Lea Popovic   Asymptotic genealogy of a critical
                                  branching process  . . . . . . . . . . . 2120--2148
                     Ali Lazrak   Generalized stochastic differential
                                  utility and preference for information   2149--2175
           Robert C. Dalang and   
                  M.-O. Hongler   The right time to sell a stock whose
                                  price is driven by Markovian noise . . . 2176--2201


Annals of Applied Probability
Volume 15, Number 1A, February, 2005

                Paul Dupuis and   
                       Hui Wang   Dynamic importance sampling for
                                  uniformly recurrent Markov chains  . . . 1--38
            Samuel Herrmann and   
                 Peter Imkeller   The exit problem for diffusions with
                                  time-periodic drift and stochastic
                                  resonance  . . . . . . . . . . . . . . . 39--68
              Sanjeev Arora and   
                    Ravi Kannan   Learning mixtures of separated
                                  nonspherical Gaussians . . . . . . . . . 69--92
              \cSerban Nacu and   
                    Yuval Peres   Fast simulation of new coins from old    93--115
                   Eva Strasser   Characterization of arbitrage-free
                                  markets  . . . . . . . . . . . . . . . . 116--124
           R. W. R. Darling and   
                   J. R. Norris   Structure of large random hypergraphs    125--152
                      Zhiyi Chi   Large deviations for template matching
                                  between point processes  . . . . . . . . 153--174
     Rolando Cavazos-Cadena and   
Daniel Hernández-Hernández   A characterization of the optimal
                                  risk-sensitive average cost in finite
                                  controlled Markov chains . . . . . . . . 175--212
            Yu. Baryshnikov and   
                   J. E. Yukich   Gaussian limits for random measures in
                                  geometric probability  . . . . . . . . . 213--253
         Jean-Marc Aza\"\is and   
                 Mario Wschebor   On the distribution of the maximum of a
                                  Gaussian field with d parameters . . . . 254--278
         Rudolf Grübel and   
           Nikol\vce Stefanoski   Mixed Poisson approximation of node
                                  depth distributions in random binary
                                  search trees . . . . . . . . . . . . . . 279--297
              Olivier Garet and   
         Régine Marchand   Coexistence in two-type first-passage
                                  percolation models . . . . . . . . . . . 298--330
                  Baris Ata and   
                    Sunil Kumar   Heavy traffic analysis of open
                                  processing networks with complete
                                  resource pooling: Asymptotic optimality
                                  of discrete review policies  . . . . . . 331--391
                Lothar Heinrich   Large deviations of the empirical volume
                                  fraction for stationary Poisson grain
                                  models . . . . . . . . . . . . . . . . . 392--420
                 Zach Dietz and   
              Sunder Sethuraman   Large deviations for a class of
                                  nonhomogeneous Markov chains . . . . . . 421--486
                Pavel V. Gapeev   The disorder problem for compound
                                  Poisson processes with exponential jumps 487--499
                 Bert Zwart and   
                  Sem Borst and   
             Krzystof D\kebicki   Subexponential asymptotics of hybrid
                                  fluid and ruin models  . . . . . . . . . 500--517

Annals of Applied Probability
Volume 15, Number 1B, February, 2005

            Robert D. Foley and   
              David R. McDonald   Large deviations of a modified Jackson
                                  network: Stability and rough asymptotics 519--541
            Robert D. Foley and   
              David R. McDonald   Bridges and networks: Exact asymptotics  542--586
                    R. Douc and   
                 A. Guillin and   
                       J. Najim   Moderate deviations for particle
                                  filtering  . . . . . . . . . . . . . . . 587--614
            Dominic Schuhmacher   Upper bounds for spatial point process
                                  approximations . . . . . . . . . . . . . 615--651
            Richard Arratia and   
              Thomas M. Liggett   How likely is an i.i.d. degree sequence
                                  to be graphical? . . . . . . . . . . . . 652--670
          Iljana Zähle and   
            J. Theodore Cox and   
                Richard Durrett   The stepping stone model. II:
                                  Genealogies and the infinite sites model 671--699
             Peter H. Baxendale   Renewal theory and computable
                                  convergence rates for geometrically
                                  ergodic Markov chains  . . . . . . . . . 700--738
            Christopher Hoffman   Coexistence for Richardson type
                                  competing spatial growth models  . . . . 739--747
            Gordan \vZitkovi\'c   Utility maximization with a stochastic
                                  clock and an unbounded random endowment  748--777
             Heinrich Matzinger   Reconstructing a two-color scenery by
                                  observing it along a simple random walk
                                  path . . . . . . . . . . . . . . . . . . 778--819
                      Rami Atar   A diffusion model of scheduling control
                                  in queueing systems with many servers    820--852
          Mathew D. Penrose and   
                  Aidan Sudbury   Exact and approximate results for
                                  deposition and annihilation processes on
                                  graphs . . . . . . . . . . . . . . . . . 853--889
       István Berkes and   
       Lajos Horváth and   
                 Piotr Kokoszka   Near-integrated GARCH sequences  . . . . 890--913
               Zhi-Dong Bai and   
                     Feifang Hu   Asymptotics in randomized urn models . . 914--940
           Pierre Del Moral and   
                    Samy Tindel   A Berry--Esseen theorem for Feynman--Kac
                                  and interacting particle models  . . . . 941--962
           Erwin Bolthausen and   
          Giambattista Giacomin   Periodic copolymers at selective
                                  interfaces: A large deviations approach  963--983
            Rinaldo B. Schinazi   Mass extinctions: an alternative to the
                                  Allee effect . . . . . . . . . . . . . . 984--991
      Beno\^\ite de Saporta and   
                  Jian-Feng Yao   Tail of a linear diffusion with Markov
                                  switching  . . . . . . . . . . . . . . . 992--1018
                Lorens A. Imhof   The long-run behavior of the stochastic
                                  replicator dynamics  . . . . . . . . . . 1019--1045

Annals of Applied Probability
Volume 15, Number 2, May, 2005

            David J. Aldous and   
            Antar Bandyopadhyay   A survey of max-type recursive
                                  distributional equations . . . . . . . . 1047--1110
              Dirk Becherer and   
               Martin Schweizer   Classical solutions to
                                  reaction--diffusion systems for hedging
                                  problems with interacting Itô and point
                                  processes  . . . . . . . . . . . . . . . 1111--1144
                Bari\cs Ata and   
             J. M. Harrison and   
                    L. A. Shepp   Drift rate control of a Brownian
                                  processing system  . . . . . . . . . . . 1145--1160
    Gérard Ben Arous and   
   Ji\vrí \vCerný   Bouchaud's model exhibits two different
                                  aging regimes in dimension one . . . . . 1161--1192
             Michel Mandjes and   
             Miranda van Uitert   Sample-path large deviations for tandem
                                  and priority queues with Gaussian inputs 1193--1226
           Thomas Mountford and   
             Hervé Guiol   The motion of a second class particle
                                  for the TASEP starting from a decreasing
                                  shock profile  . . . . . . . . . . . . . 1227--1259
               Ivar Ekeland and   
                    Erik Taflin   A theory of bond portfolios  . . . . . . 1260--1305
              A. D. Barbour and   
                    A. Pugliese   Asymptotic behavior of a metapopulation
                                  model  . . . . . . . . . . . . . . . . . 1306--1338
                Paul Dupuis and   
                       Hui Wang   On the convergence from discrete to
                                  continuous time in an optimal stopping
                                  problem  . . . . . . . . . . . . . . . . 1339--1366
Miklós Rásonyi and   
                Lukasz Stettner   On utility maximization in discrete-time
                                  financial market models  . . . . . . . . 1367--1395
                  Daniel Egloff   Monte Carlo algorithms for optimal
                                  stopping and statistical learning  . . . 1396--1432
            Chii-Ruey Hwang and   
           Shu-Yin Hwang-Ma and   
                Shuenn-Jyi Sheu   Accelerating diffusions  . . . . . . . . 1433--1444
                R. A. Doney and   
                   R. A. Maller   Cramér's estimate for a reflected Lévy
                                  process  . . . . . . . . . . . . . . . . 1445--1450
 Mireille Bousquet-Mélou   Walks in the quarter plane: Kreweras'
                                  algebraic model  . . . . . . . . . . . . 1451--1491
                 Hock Peng Chan   Summation test for gap penalties and
                                  strong law of the local alignment score  1492--1505
                 Amaury Lambert   The branching process with logistic
                                  growth . . . . . . . . . . . . . . . . . 1506--1535
       Costas A. Christophi and   
               Hosam M. Mahmoud   The oscillatory distribution of
                                  distances in random tries  . . . . . . . 1536--1564
                    G. Fort and   
                  G. O. Roberts   Subgeometric ergodicity of strong Markov
                                  processes  . . . . . . . . . . . . . . . 1565--1589

Annals of Applied Probability
Volume 15, Number 3, August, 2005

         Jason Schweinsberg and   
                   Rick Durrett   Random partitions approximating the
                                  coalescence of lineages during a
                                  selective sweep  . . . . . . . . . . . . 1591--1651
             David Gamarnik and   
              John J. Hasenbein   Instability in stochastic and fluid
                                  queueing networks  . . . . . . . . . . . 1652--1690
                    Ying Hu and   
             Peter Imkeller and   
           Matthias Müller   Utility maximization in incomplete
                                  markets  . . . . . . . . . . . . . . . . 1691--1712
          Patrick Cheridito and   
          Damir Filipovi\'c and   
                       Marc Yor   Equivalent and absolutely continuous
                                  measure changes for jump-diffusion
                                  processes  . . . . . . . . . . . . . . . 1713--1732
          Malwina J. Luczak and   
                Colin McDiarmid   On the power of two choices: Balls and
                                  bins in continuous time  . . . . . . . . 1733--1764
            Fabrice Baudoin and   
                Josef Teichmann   Hypoellipticity in infinite dimensions
                                  and an application in interest rate
                                  theory . . . . . . . . . . . . . . . . . 1765--1777
              Serik Sagitov and   
                   Peter Jagers   The coalescent effective size of
                                  age-structured populations . . . . . . . 1778--1797
                 Jianfeng Zhang   Representation of solutions to BSDEs
                                  associated with a degenerate FSDE  . . . 1798--1831
               G. J. Morrow and   
                       Y. Zhang   The sizes of the pioneering, lowest
                                  crossing and pivotal sites in critical
                                  percolation on the triangular lattice    1832--1886
          Amarjit Budhiraja and   
            Arka Prasanna Ghosh   A large deviations approach to
                                  asymptotically optimal control of
                                  crisscross network in heavy traffic  . . 1887--1935
               Serguei Foss and   
         Zbigniew Palmowski and   
                   Stan Zachary   The probability of exceeding a high
                                  boundary on a random time interval for a
                                  heavy-tailed random walk . . . . . . . . 1936--1957
   Bénédicte Haas   Equilibrium for fragmentation with
                                  immigration  . . . . . . . . . . . . . . 1958--1996
               Anton Bovier and   
          Alessandra Faggionato   Spectral characterization of aging: The
                                  REM-like trap model  . . . . . . . . . . 1997--2037
          Malwina J. Luczak and   
                   James Norris   Strong approximation for the supermarket
                                  model  . . . . . . . . . . . . . . . . . 2038--2061
                   L. Alili and   
                A. E. Kyprianou   Some remarks on first passage of Lévy
                                  processes, the American put and pasting
                                  principles . . . . . . . . . . . . . . . 2062--2080
                Wolfgang Wagner   Explosion phenomena in stochastic
                                  coagulation--fragmentation models  . . . 2081--2112
              Michael Mania and   
               Martin Schweizer   Dynamic exponential utility indifference
                                  valuation  . . . . . . . . . . . . . . . 2113--2143
                 Carlos M. Mora   Numerical solution of conservative
                                  finite-dimensional stochastic Schrödinger
                                  equations  . . . . . . . . . . . . . . . 2144--2171
             Emmanuel Gobet and   
        Jean-Philippe Lemor and   
                   Xavier Warin   A regression-based Monte Carlo method to
                                  solve backward stochastic differential
                                  equations  . . . . . . . . . . . . . . . 2172--2202
           Richard S. Ellis and   
              Peter T. Otto and   
                 Hugo Touchette   Analysis of phase transitions in the
                                  mean-field Blume--Emery--Griffiths model 2203--2254

Annals of Applied Probability
Volume 15, Number 4, November, 2005

             J. M. Harrison and   
                 R. J. Williams   Workload reduction of a generalized
                                  Brownian network . . . . . . . . . . . . 2255--2295
           Adrian D. Banner and   
            Robert Fernholz and   
               Ioannis Karatzas   Atlas models of equity markets . . . . . 2296--2330
        Françoise P\`ene   Rate of convergence in the
                                  multidimensional central limit theorem
                                  for stationary processes. Application to
                                  the Knudsen gas and to the Sinai
                                  billiard . . . . . . . . . . . . . . . . 2331--2392
             Bruno Bouchard and   
               Huyên Pham   Optimal consumption in discrete-time
                                  financial models with industrial
                                  investment opportunities and nonlinear
                                  returns  . . . . . . . . . . . . . . . . 2393--2421
          Alexandros Beskos and   
              Gareth O. Roberts   Exact simulation of diffusions . . . . . 2422--2444
           Han\`ene Mohamed and   
                Philippe Robert   A probabilistic analysis of some tree
                                  algorithms . . . . . . . . . . . . . . . 2445--2471
          Patrick Cheridito and   
              H. Mete Soner and   
                    Nizar Touzi   Small time path behavior of double
                                  stochastic integrals and applications to
                                  stochastic control . . . . . . . . . . . 2472--2495
           Pierre Del Moral and   
               Josselin Garnier   Genealogical particle analysis of rare
                                  events . . . . . . . . . . . . . . . . . 2496--2534
                Ashish Goel and   
                Sanatan Rai and   
         Bhaskar Krishnamachari   Monotone properties of random geometric
                                  graphs have sharp thresholds . . . . . . 2535--2552
                    Didier Piau   Invariance principle for the coverage
                                  rate of genomic physical mappings  . . . 2553--2574
             Bruno Bouchard and   
           Nicole El Karoui and   
                    Nizar Touzi   Maturity randomization for stochastic
                                  control problems . . . . . . . . . . . . 2575--2605
                      Rami Atar   Scheduling control for queueing systems
                                  with many servers: Asymptotic optimality
                                  in heavy traffic . . . . . . . . . . . . 2606--2650
                Henrik Hult and   
             Filip Lindskog and   
             Thomas Mikosch and   
          Gennady Samorodnitsky   Functional large deviations for
                                  multivariate regularly varying random
                                  walks  . . . . . . . . . . . . . . . . . 2651--2680
                  Ahmed Kebaier   Statistical Romberg extrapolation: A new
                                  variance reduction method and
                                  applications to option pricing . . . . . 2681--2705
                     Liqing Yan   Asymptotic error for the Milstein scheme
                                  for SDEs driven by continuous
                                  semimartingales  . . . . . . . . . . . . 2706--2738
       Michael A. Kouritzin and   
                        Wei Sun   Rates for branching particle
                                  approximations of continuous-discrete
                                  filters  . . . . . . . . . . . . . . . . 2739--2772
                M. De Donno and   
                    M. Pratelli   A theory of stochastic integration for
                                  bond markets . . . . . . . . . . . . . . 2773--2791


Annals of Applied Probability
Volume 16, Number 1, February, 2006

           Erwin Bolthausen and   
                 Nicola Kistler   On a nonhierarchical version of the
                                  generalized random energy model  . . . . 1--14
           Niels Richard Hansen   The maximum of a random walk reflected
                                  at a general barrier . . . . . . . . . . 15--29
                    Sharad Goel   Analysis of top to bottom- k shuffles    30--55
             David Gamarnik and   
                    Assaf Zeevi   Validity of heavy traffic steady-state
                                  approximations in generalized Jackson
                                  networks . . . . . . . . . . . . . . . . 56--90
                R. A. Doney and   
                A. E. Kyprianou   Overshoots and undershoots of Lévy
                                  processes  . . . . . . . . . . . . . . . 91--106
              Antoine Lejay and   
                Miguel Martinez   A scheme for simulating one-dimensional
                                  diffusion processes with discontinuous
                                  coefficients . . . . . . . . . . . . . . 107--139
    François Delarue and   
        Stéphane Menozzi   A forward--backward stochastic algorithm
                                  for quasi-linear PDEs  . . . . . . . . . 140--184
                Martin Dyer and   
        Leslie Ann Goldberg and   
                    Mark Jerrum   Systematic scan for sampling colorings   185--230
                 Johan Jonasson   The overhand shuffle mixes in $ \Theta
                                  (n^2 \log n) $ steps . . . . . . . . . . 231--243
             D. R. McDonald and   
                     J. Reynier   Mean field convergence of a model of
                                  multiple TCP connections through a
                                  buffer implementing RED  . . . . . . . . 244--294
         Oleksiy Khorunzhiy and   
              Werner Kirsch and   
              Peter Müller   Lifshitz tails for spectra of
                                  Erd\Hos--Rényi random graphs  . . . . . . 295--309
                   Sean P. Meyn   Large deviation asymptotics and control
                                  variates for simulating large functions  310--339
                Li-X. Zhang and   
                 Feifang Hu and   
                Siu Hung Cheung   Asymptotic theorems of sequential
                                  estimation-adjusted urn models . . . . . 340--369
   Rainer Siegmund-Schultze and   
                Wolfgang Wagner   Induced gelation in a two-site spatial
                                  coagulation model  . . . . . . . . . . . 370--402
                L. Belhadji and   
                    N. Lanchier   Individual versus cluster recoveries
                                  within a spatially structured population 403--422
                    Deli Li and   
                Andrew Rosalsky   Some strong limit theorems for the
                                  largest entries of sample correlation
                                  matrices . . . . . . . . . . . . . . . . 423--447
                N. Lanchier and   
                   C. Neuhauser   Stochastic spatial models of
                                  host-pathogen and host-mutualist
                                  interactions I . . . . . . . . . . . . . 448--474

Annals of Applied Probability
Volume 16, Number 2, May, 2006

                 Peter Neal and   
                 Gareth Roberts   Optimal scaling for partially updating
                                  MCMC algorithms  . . . . . . . . . . . . 475--515
               \Lukasz Kruk and   
              John Lehoczky and   
                  Steven Shreve   Accuracy of state space collapse for
                                  earliest-deadline-first queues . . . . . 516--561
           Donald A. Dawson and   
                      Shui Feng   Asymptotic behavior of the
                                  Poisson--Dirichlet distribution for
                                  large mutation rate  . . . . . . . . . . 562--582
            Elchanan Mossel and   
          Sébastien Roch   Learning nonsingular phylogenies and
                                  hidden Markov models . . . . . . . . . . 583--614
                     Ben Morris   The mixing time for simple exclusion . . 615--635
       Kenneth S. Alexander and   
            Vladas Sidoravicius   Pinning of polymers and interfaces by
                                  random potentials  . . . . . . . . . . . 636--669
        Jean-Rene Chazottes and   
                Frank Redig and   
              Evgeny Verbitskiy   On approximate pattern matching for a
                                  class of Gibbs random fields . . . . . . 670--684
           Alison Etheridge and   
         Peter Pfaffelhuber and   
              Anton Wakolbinger   An approximate sampling formula under
                                  genetic hitchhiking  . . . . . . . . . . 685--729
               Xianping Guo and   
                  Ulrich Rieder   Average optimality for continuous-time
                                  Markov decision processes in Polish
                                  spaces . . . . . . . . . . . . . . . . . 730--756
                   Pao-Liu Chow   Asymptotics of solutions to semilinear
                                  stochastic wave equations  . . . . . . . 757--789
            Peter Brockwell and   
       Erdenebaatar Chadraa and   
              Alexander Lindner   Continuous-time GARCH processes  . . . . 790--826
              Laurent Denis and   
                 Claude Martini   A theoretical framework for the pricing
                                  of contingent claims in the presence of
                                  model uncertainty  . . . . . . . . . . . 827--852
          Friedrich Hubalek and   
                Jan Kallsen and   
                Leszek Krawczyk   Variance-optimal hedging for processes
                                  with stationary independent increments   853--885
                Luc Devroye and   
               Hsien-Kuei Hwang   Width and mode of the profile for some
                                  random trees of logarithmic height . . . 886--918
            Lothar Heinrich and   
            Hendrik Schmidt and   
                 Volker Schmidt   Central limit theorems for Poisson
                                  hyperplane tessellations . . . . . . . . 919--950
              Jose Blanchet and   
                    Peter Glynn   Complete corrected diffusion
                                  approximations for the maximum of a
                                  random walk  . . . . . . . . . . . . . . 951--983
                     Yuri Kifer   Error estimates for binomial
                                  approximations of game options . . . . . 984--1033
                 Johan Jonasson   Biased random-to-top shuffling . . . . . 1034--1058

Annals of Applied Probability
Volume 16, Number 3, August, 2006

               E. D. Andjel and   
            M. V. Menshikov and   
                    V. V. Sisko   Positive recurrence of processes
                                  associated to crystal growth models  . . 1059--1085
                Laurent Goergen   Limit velocity and zero--one laws for
                                  diffusions in random environment . . . . 1086--1123
  Emmanuelle Clément and   
        Arturo Kohatsu-Higa and   
               Damien Lamberton   A duality approach for the weak
                                  approximation of stochastic differential
                                  equations  . . . . . . . . . . . . . . . 1124--1154
              Benjamin Chan and   
                Richard Durrett   A new coexistence result for competing
                                  contact processes  . . . . . . . . . . . 1155--1165
                     Peter Neal   Multitype randomized Reed--Frost
                                  epidemics and epidemics upon random
                                  graphs . . . . . . . . . . . . . . . . . 1166--1189
            Erhan Bayraktar and   
              Savas Dayanik and   
               Ioannis Karatzas   Adaptive Poisson disorder problem  . . . 1190--1261
           Niels Richard Hansen   Local alignment of Markov chains . . . . 1262--1296
            Thomas P. Hayes and   
                    Eric Vigoda   Coupling with the stationary
                                  distribution and improved sampling for
                                  colorings and independent sets . . . . . 1297--1318
  Thorsten Rheinländer and   
                 Gallus Steiger   The minimal entropy martingale measure
                                  for general Barndorff--Nielsen/Shephard
                                  models . . . . . . . . . . . . . . . . . 1319--1351
             Dmitry Kramkov and   
                 Mihai S\^\irbu   On the two-times differentiability of
                                  the value functions in the problem of
                                  optimal investment in incomplete markets 1352--1384
                N. Lanchier and   
                   C. Neuhauser   A spatially explicit model for
                                  competition among specialists and
                                  generalists in a heterogeneous
                                  environment  . . . . . . . . . . . . . . 1385--1410
           Victor F. Araman and   
                 Peter W. Glynn   Tail asymptotics for the maximum of
                                  perturbed random walk  . . . . . . . . . 1411--1431
                Serge Cohen and   
          Gennady Samorodnitsky   Random rewards, fractional Brownian
                                  local times and stable self-similar
                                  processes  . . . . . . . . . . . . . . . 1432--1461
         Christophe Andrieu and   
           Éric Moulines   On the ergodicity properties of some
                                  adaptive MCMC algorithms . . . . . . . . 1462--1505
                N. Cancrini and   
                  P. Caputo and   
                  F. Martinelli   Relaxation time of $L$-reversal chains
                                  and other chromosome shuffles  . . . . . 1506--1527
                  Brad Luen and   
             Kavita Ramanan and   
                   Ilze Ziedins   Nonmonotonicity of phase transitions in
                                  a loss network with controls . . . . . . 1528--1562
                M. A. Steel and   
           L. A. Székely   On the variational distance of two trees 1563--1575
          Erik Ekström and   
            Stephane Villeneuve   On the value of optimal stopping games   1576--1596
Mireille Bousquet-Mélou and   
                  Svante Janson   The density of the ISE and local limit
                                  laws for embedded trees  . . . . . . . . 1597--1632
         Jak\vsa Cvitani\'c and   
             Robert Liptser and   
                Boris Rozovskii   A filtering approach to tracking
                                  volatility from prices observed at
                                  random times . . . . . . . . . . . . . . 1633--1652
         Mario V. Wüthrich   A heteropolymer in a medium with random
                                  droplets . . . . . . . . . . . . . . . . 1653--1670
        Abdelkader Mokkadem and   
              Mariane Pelletier   Convergence rate and averaging of
                                  nonlinear two-time-scale stochastic
                                  approximation algorithms . . . . . . . . 1671--1702
            J. Michael Harrison   Correction: ``Brownian models of open
                                  processing networks: canonical
                                  representation of workload'' . . . . . . 1703--1732

Annals of Applied Probability
Volume 16, Number 4, November, 2006

                   Rui Dong and   
      Christina Goldschmidt and   
                James B. Martin   Coagulation--fragmentation duality,
                                  Poisson--Dirichlet distributions and
                                  random recursive trees . . . . . . . . . 1733--1750
                     Xun Li and   
                    Xun Yu Zhou   Continuous-time mean-variance
                                  efficiency: the $ 80 \% $ rule . . . . . 1751--1763
                  Rami Atar and   
             Avi Mandelbaum and   
               Gennady Shaikhet   Queueing systems with many servers: Null
                                  controllability in heavy traffic . . . . 1764--1804
               Fred Kochman and   
                      Jim Reeds   A simple proof of Kaijser's unique
                                  ergodicity result for hidden Markov $
                                  \alpha $-chains  . . . . . . . . . . . . 1805--1815
              I. M. MacPhee and   
            M. V. Menshikov and   
                   S. Popov and   
                      S. Volkov   Periodicity in the transient regime of
                                  exhaustive polling systems . . . . . . . 1816--1850
            Samuel Herrmann and   
             Peter Imkeller and   
                Dierk Peithmann   Transition times and stochastic
                                  resonance for multidimensional
                                  diffusions with time periodic drift: A
                                  large deviations approach  . . . . . . . 1851--1892
                  Kurt Majewski   Sample path large deviations for
                                  multiclass feedforward queueing networks
                                  in critical loading  . . . . . . . . . . 1893--1924
                 Karen Ball and   
            Thomas G. Kurtz and   
                Lea Popovic and   
                   Greg Rempala   Asymptotic analysis of multiscale
                                  approximations to reaction networks  . . 1925--1961
          Amarjit Budhiraja and   
            Arka Prasanna Ghosh   Diffusion approximations for controlled
                                  stochastic networks: An asymptotic bound
                                  for the value function . . . . . . . . . 1962--2006
             Nelson Antunes and   
          Christine Fricker and   
            Philippe Robert and   
                  Danielle Tibi   Analysis of loss networks with routing   2007--2026
                  Dirk Becherer   Bounded solutions to backward SDEs with
                                  jumps for utility optimization and
                                  indifference hedging . . . . . . . . . . 2027--2054
                    Irene Klein   Market free lunch and large financial
                                  markets  . . . . . . . . . . . . . . . . 2055--2077
                    Didier Piau   Harmonic continuous-time branching
                                  moments  . . . . . . . . . . . . . . . . 2078--2097
             Persi Diaconis and   
           Laurent Saloff-Coste   Separation cut-offs for birth and death
                                  chains . . . . . . . . . . . . . . . . . 2098--2122
          Gareth O. Roberts and   
           Jeffrey S. Rosenthal   Harris recurrence of
                                  Metropolis-within-Gibbs and
                                  trans-dimensional Markov chains  . . . . 2123--2139
             Dmitry Kramkov and   
                 Mihai S\^\irbu   Sensitivity analysis of utility-based
                                  prices and risk-tolerance wealth
                                  processes  . . . . . . . . . . . . . . . 2140--2194
         Michael G. B. Blum and   
    Olivier François and   
                  Svante Janson   The mean, variance and limiting
                                  distribution of two statistics sensitive
                                  to phylogenetic tree balance . . . . . . 2195--2214
            Elchanan Mossel and   
                    Eric Vigoda   Limitations of Markov chain Monte Carlo
                                  algorithms for Bayesian inference of
                                  phylogeny  . . . . . . . . . . . . . . . 2215--2234
          Amarjit Budhiraja and   
                     Kevin Ross   Existence of optimal controls for
                                  singular control problems with state
                                  constraints  . . . . . . . . . . . . . . 2235--2255
           Youssef Sa\"\idi and   
         Jean-Michel Zako\"\ian   Stationarity and geometric ergodicity of
                                  a class of nonlinear ARCH models . . . . 2256--2271
                  P. E. Ney and   
          Anand N. Vidyashankar   Corrections and acknowledgment for
                                  ``Local limit theory and large
                                  deviations for supercritical branching
                                  processes''  . . . . . . . . . . . . . . 2272--2272
                     Yuri Kifer   Error estimates for binomial
                                  approximations of game options . . . . . 2273--2275


Annals of Applied Probability
Volume 17, Number 1, February, 2007

            Richard Durrett and   
                  Deena Schmidt   Waiting for regulatory sequences to
                                  appear . . . . . . . . . . . . . . . . . 1--32
                 Vlad Bally and   
      Marie-Pierre Bavouzet and   
               Marouen Messaoud   Integration by parts formula for locally
                                  smooth laws and applications to
                                  sensitivity computations . . . . . . . . 33--66
          Stephen G. Walker and   
    Spyridon J. Hatjispyros and   
            Theodoros Nicoleris   A Fleming--Viot process and Bayesian
                                  nonparametrics . . . . . . . . . . . . . 67--80
                  Z. D. Bai and   
            Jack W. Silverstein   On the signal-to-interference ratio of
                                  CDMA systems in wireless communications  81--101
         Nicolas Champagnat and   
                 Amaury Lambert   Evolution of discrete populations and
                                  the canonical diffusion of adaptive
                                  dynamics . . . . . . . . . . . . . . . . 102--155
               Florin Avram and   
         Zbigniew Palmowski and   
           Martijn R. Pistorius   On the optimal dividend problem for a
                                  spectrally negative Lévy process  . . . . 156--180
             Guang-Ming Pan and   
                Mei-Hui Guo and   
                      Wang Zhou   Asymptotic distributions of the
                                  signal-to-interference ratios of LMMSE
                                  detection in multiuser communications    181--206
                 George Yin and   
                   Hanqin Zhang   Singularly perturbed Markov chains:
                                  Limit results and applications . . . . . 207--229
             Ralph P. Russo and   
     Nariankadu D. Shyamalkumar   Reading policies for joins: An
                                  asymptotic analysis  . . . . . . . . . . 230--264
           Matthew O. Jones and   
             Richard F. Serfozo   Poisson limits of sums of point
                                  processes and a particle-survivor model  265--283
               Yongtao Guan and   
               Stephen M. Krone   Small-world MCMC and convergence to
                                  multi-modal distributions: From slow
                                  mixing to fast mixing  . . . . . . . . . 284--304
          Francois Baccelli and   
              Charles Bordenave   The radial spanning tree of a Poisson
                                  point process  . . . . . . . . . . . . . 305--359
            Abba M. Krieger and   
               Moshe Pollak and   
              Ester Samuel-Cahn   Select sets: Rank and file . . . . . . . 360--385
             Darrell Duffie and   
                     Yeneng Sun   Existence of independent random matching 386--419

Annals of Applied Probability
Volume 17, Number 2, April, 2007

        A. J. E. M. Janssen and   
       J. S. H. van Leeuwaarden   On Lerch's transcendent and the Gaussian
                                  random walk  . . . . . . . . . . . . . . 421--439
             Hock Peng Chan and   
                  Tze Leung Lai   Efficient importance sampling for Monte
                                  Carlo evaluation of exceedance
                                  probabilities  . . . . . . . . . . . . . 440--473
            M. Hutzenthaler and   
                 A. Wakolbinger   Ergodic behavior of locally regulated
                                  branching populations  . . . . . . . . . 474--501
              Jean Mairesse and   
Frédéric Mathéus   Randomly growing braid on three strands
                                  and the manta ray  . . . . . . . . . . . 502--536
         Janet E. Heffernan and   
              Sidney I. Resnick   Limit laws for random vectors with an
                                  extreme component  . . . . . . . . . . . 537--571
         Alexander Roitershtein   One-dimensional linear recursions with
                                  Markov-dependent coefficients  . . . . . 572--608
                     Y. Git and   
               J. W. Harris and   
                   S. C. Harris   Exponential growth rates in a typed
                                  branching diffusion  . . . . . . . . . . 609--653
              Anna Ja\'skiewicz   Average optimality for risk-sensitive
                                  control with general state space . . . . 654--675
            Florian Dennert and   
             Rudolf Grübel   Renewals for exponentially increasing
                                  lifetimes, with an application to
                                  digital search trees . . . . . . . . . . 676--687
            Pavel Chigansky and   
               Ramon van Handel   Model robustness of finite state
                                  nonlinear filtering over the infinite
                                  time horizon . . . . . . . . . . . . . . 688--715
                 Saul Jacka and   
            Abdelkarem Berkaoui   On the density of properly maximal
                                  claims in financial markets with
                                  transaction costs  . . . . . . . . . . . 716--740
                    W. Kang and   
                 R. J. Williams   An invariance principle for
                                  semimartingale reflecting Brownian
                                  motions in domains with piecewise smooth
                                  boundaries . . . . . . . . . . . . . . . 741--779

Annals of Applied Probability
Volume 17, Number 3, June, 2007

          Stephen B. Connor and   
             Wilfrid S. Kendall   Perfect simulation for a class of
                                  positive recurrent Markov chains . . . . 781--808
       Laurent Massoulié   Structural properties of proportional
                                  fairness: Stability and insensitivity    809--839
                        Feng Yu   Stationary distributions of a model of
                                  sympatric speciation . . . . . . . . . . 840--874
               Walid Hachem and   
          Philippe Loubaton and   
                    Jamal Najim   Deterministic equivalents for certain
                                  functionals of large random matrices . . 875--930
            Thomas P. Hayes and   
              Alistair Sinclair   A general lower bound for mixing of
                                  single-site dynamics on graphs . . . . . 931--952
             Craig A. Tracy and   
                   Harold Widom   Nonintersecting Brownian excursions  . . 953--979
      Konstantin Mischaikow and   
                  Thomas Wanner   Probabilistic validation of homology
                                  computations for nodal domains . . . . . 980--1018
                      Zhiyi Chi   Uniform convergence of exact large
                                  deviations for renewal reward processes  1019--1048
       H. Christian Gromoll and   
                   \Lukasz Kruk   Heavy traffic limit for a processor
                                  sharing queue with soft deadlines  . . . 1049--1101
            Eddy Mayer-Wolf and   
                    Moshe Zakai   Some relations between mutual
                                  information and estimation error in
                                  Wiener space . . . . . . . . . . . . . . 1102--1116

Annals of Applied Probability
Volume 17, Number 4, August, 2007

          Daniela Bertacchi and   
              Gustavo Posta and   
                    Fabio Zucca   Ecological equilibrium for restrained
                                  branching random walks . . . . . . . . . 1117--1137
              Daniel Egloff and   
             Michael Kohler and   
              Nebojsa Todorovic   A dynamic look-ahead Monte Carlo
                                  algorithm for pricing Bermudan options   1138--1171
                   Rui Dong and   
           Alexander Gnedin and   
                     Jim Pitman   Exchangeable partitions derived from
                                  Markovian coalescents  . . . . . . . . . 1172--1201
               Vladislav Kargin   A large deviation inequality for vector
                                  functions on finite reversible Markov
                                  Chains . . . . . . . . . . . . . . . . . 1202--1221
         Myl\`ene Bédard   Weak convergence of Metropolis
                                  algorithms for non-i.i.d. target
                                  distributions  . . . . . . . . . . . . . 1222--1244
            Dariusz Buraczewski   On invariant measures of stochastic
                                  recursions in a critical case  . . . . . 1245--1272
Jean-Baptiste Gouéré   Shape of territories in some competing
                                  growth models  . . . . . . . . . . . . . 1273--1305
                Paul Dupuis and   
            Ali Devin Sezer and   
                       Hui Wang   Dynamic importance sampling for queueing
                                  networks . . . . . . . . . . . . . . . . 1306--1346
                   Glenn Merlet   A central limit theorem for stochastic
                                  recursive sequences of topical operators 1347--1361
        Francesco Caravenna and   
      Giambattista Giacomin and   
               Lorenzo Zambotti   A renewal theory approach to periodic
                                  copolymers with adsorption . . . . . . . 1362--1398
               Romuald Elie and   
       Jean-David Fermanian and   
                    Nizar Touzi   Kernel estimation of Greek weights by
                                  parameter randomization  . . . . . . . . 1399--1423
        Nayantara Bhatnagar and   
              Pietro Caputo and   
              Prasad Tetali and   
                    Eric Vigoda   Analysis of top-swap shuffling for
                                  genome rearrangements  . . . . . . . . . 1424--1445

Annals of Applied Probability
Volume 17, Number 5/6, October, 2007

               Iain MacPhee and   
          Mikhail Menshikov and   
           Dimitri Petritis and   
                  Serguei Popov   A Markov chain model of a polling system
                                  with parameter regeneration  . . . . . . 1447--1473
               Jochen Blath and   
           Alison Etheridge and   
                  Mark Meredith   Coexistence in locally regulated
                                  competing populations and survival of
                                  branching annihilating random walk . . . 1474--1507
                        Feng Yu   Stationary distribution for dioecious
                                  branching particle systems with rapid
                                  stirring . . . . . . . . . . . . . . . . 1508--1537
                   Julien Guyon   Limit theorems for bifurcating Markov
                                  chains. Application to the detection of
                                  cellular aging . . . . . . . . . . . . . 1538--1569
                      Shui Feng   Large deviations associated with
                                  Poisson--Dirichlet distribution and
                                  Ewens sampling formula . . . . . . . . . 1570--1595
             Adrian Röllin   Translated Poisson approximation using
                                  exchangeable pair couplings  . . . . . . 1596--1614
          Monique Jeanblanc and   
       Susanne Klöppel and   
                Yoshio Miyahara   Minimal $ f^q$-martingale measures for
                                  exponential Lévy processes  . . . . . . . 1615--1638
              Maria Deijfen and   
       Olle Häggström   The two-type Richardson model with
                                  unbounded initial configurations . . . . 1639--1656
                  M. Hairer and   
               A. M. Stuart and   
                        J. Voss   Analysis of SPDEs arising in path
                                  sampling part II: The nonlinear case . . 1657--1706
              Pietro Caputo and   
          Alessandra Faggionato   Isoperimetric inequalities and mixing
                                  time for a random walk on a random point
                                  process  . . . . . . . . . . . . . . . . 1707--1744
                  Rami Atar and   
          Amarjit Budhiraja and   
               Ruth J. Williams   HJB equations for certain singularly
                                  controlled diffusions  . . . . . . . . . 1745--1776
           Matthias Birkner and   
           Andrej Depperschmidt   Survival and complete convergence for a
                                  spatial branching system with local
                                  regulation . . . . . . . . . . . . . . . 1777--1807
          Stephen B. Connor and   
             Wilfrid S. Kendall   Perfect simulation for a class of
                                  positive recurrent Markov chains . . . . 1808--1810


Annals of Applied Probability
Volume 18, Number 1, February, 2008

           Conrad J. Burden and   
      Miriam R. Kantorovitz and   
                Susan R. Wilson   Approximate word matches between two
                                  random sequences . . . . . . . . . . . . 1--21
             Kavita Ramanan and   
               Martin I. Reiman   The heavy traffic limit of an unbalanced
                                  generalized processor sharing model  . . 22--58
                 Anja Sturm and   
                      Jan Swart   Voter models with heterozygosity
                                  selection  . . . . . . . . . . . . . . . 59--99
                  Aidan Sudbury   The expected duration of random
                                  sequential adsorption  . . . . . . . . . 100--108
    Aernout C. D. van Enter and   
           Christof Külske   Nonexistence of random gradient Gibbs
                                  measures in continuous interface models
                                  in d =2  . . . . . . . . . . . . . . . . 109--119
                    Xin Guo and   
                       Yan Zeng   Intensity process and compensator: A new
                                  filtration expansion approach and the
                                  Jeulin--Yor theorem  . . . . . . . . . . 120--142
           Christian Bender and   
                 Jianfeng Zhang   Time discretization and Markovian
                                  iteration for coupled FBSDEs . . . . . . 143--177
           Arnaud Debussche and   
                   Eric Gautier   Small noise asymptotic of the timing
                                  jitter in soliton transmission . . . . . 178--208
  Jean-François Marckert   The lineage process in Galton--Watson
                                  trees and globally centered discrete
                                  snakes . . . . . . . . . . . . . . . . . 209--244
                     Long Jiang   Convexity, translation invariance and
                                  subadditivity for $g$-expectations and
                                  related risk measures  . . . . . . . . . 245--258
                Sergiu Hart and   
               Yosef Rinott and   
                 Benjamin Weiss   Evolutionarily stable strategies of
                                  random games, and the vertices of random
                                  polygons . . . . . . . . . . . . . . . . 259--287
             Michael Drmota and   
              Svante Janson and   
                Ralph Neininger   A functional limit theorem for the
                                  profile of search trees  . . . . . . . . 288--333
            Richard Durrett and   
                 Mateo Restrepo   One-dimensional stepping stone models,
                                  sardine genetics and Brownian local time 334--358

Annals of Applied Probability
Volume 18, Number 2, April, 2008

                Moez Draief and   
            Ayalvadi Ganesh and   
       Laurent Massoulié   Thresholds for virus spread on networks  359--378
                 Fabien Panloup   Recursive computation of the invariant
                                  measure of a stochastic differential
                                  equation driven by a Lévy process . . . . 379--426
             Harald Luschgy and   
                 Gilles Pag\`es   Functional quantization rate and mean
                                  regularity of processes with an
                                  application to Lévy processes . . . . . . 427--469
                 Alexei Onatski   The Tracy--Widom limit for the largest
                                  eigenvalues of singular complex Wishart
                                  matrices . . . . . . . . . . . . . . . . 470--490
              Paolo Guasoni and   
Miklós Rásonyi and   
           Walter Schachermayer   Consistent price systems and
                                  face-lifting pricing under transaction
                                  costs  . . . . . . . . . . . . . . . . . 491--520
          Lancelot F. James and   
              Antonio Lijoi and   
             Igor Prünster   Distributions of linear functionals of
                                  two parameter Poisson--Dirichlet random
                                  measures . . . . . . . . . . . . . . . . 521--551
              Savas Dayanik and   
            H. Vincent Poor and   
                 Semih O. Sezer   Multisource Bayesian sequential change
                                  detection  . . . . . . . . . . . . . . . 552--590
             Carlos M. Mora and   
              Rolando Rebolledo   Basic properties of nonlinear stochastic
                                  Schrödinger equations driven by Brownian
                                  motions  . . . . . . . . . . . . . . . . 591--619
               Johannes Leitner   Convex pricing by a generalized entropy
                                  penalty  . . . . . . . . . . . . . . . . 620--631
            Rainer Buckdahn and   
                     Jin Ma and   
               Catherine Rainer   Stochastic control problems for systems
                                  driven by normal martingales . . . . . . 632--663
              Gersende Fort and   
                  Sean Meyn and   
              Eric Moulines and   
                Pierre Priouret   The ODE method for stability of
                                  skip-free Markov chains with
                                  applications to MCMC . . . . . . . . . . 664--707
              Charles Bordenave   Navigation on a Poisson point process    708--746
            J. Theodore Cox and   
               Edwin A. Perkins   Renormalization of the two-dimensional
                                  Lotka--Volterra model  . . . . . . . . . 747--812
            L. C. G. Rogers and   
                    Fanyin Zhou   Estimating correlation from high, low,
                                  opening and closing prices . . . . . . . 813--823

Annals of Applied Probability
Volume 18, Number 3, June, 2008

             Mark Braverman and   
               Omid Etesami and   
                Elchanan Mossel   Mafia: A theoretical study of players
                                  and coalitions in a partial information
                                  environment  . . . . . . . . . . . . . . 825--846
    Ludger Rüschendorf and   
              Mikhail A. Urusov   On a class of optimal stopping problems
                                  for diffusions with discontinuous
                                  coefficients . . . . . . . . . . . . . . 847--878
             \Lukasz Delong and   
       Claudia Klüppelberg   Optimal investment and consumption in a
                                  Black--Scholes market with Lévy-driven
                                  stochastic coefficients  . . . . . . . . 879--908
              Janko Gravner and   
           Alexander E. Holroyd   Slow convergence in bootstrap
                                  percolation  . . . . . . . . . . . . . . 909--928
               Sara Biagini and   
                Marco Frittelli   A unified framework for utility
                                  maximization problems: An Orlicz space
                                  approach . . . . . . . . . . . . . . . . 929--966
                Vincent Bansaye   Proliferating parasites in dividing
                                  cells: Kimmel's branching model
                                  revisited  . . . . . . . . . . . . . . . 967--996
Jean-François Delmas and   
Jean-Stéphane Dhersin and   
             Arno Siri-Jegousse   Asymptotic results on the length of
                                  coalescent trees . . . . . . . . . . . . 997--1025
          Vladislav V. Vysotsky   Clustering in a stochastic model of
                                  one-dimensional gas  . . . . . . . . . . 1026--1058
                Sofia Aberg and   
               Igor Rychlik and   
             M. Ross Leadbetter   Palm distributions of wave
                                  characteristics in encountering seas . . 1059--1084
              Svante Janson and   
              Malwina J. Luczak   Asymptotic normality of the $k$-core in
                                  random graphs  . . . . . . . . . . . . . 1085--1137
          Carenne Ludeña   $ L^p $-variations for multifractal
                                  fractional random walks  . . . . . . . . 1138--1163
            Vathana Ly Vath and   
           Huyên Pham and   
     Stéphane Villeneuve   A mixed singular/switching control
                                  problem for a dividend policy with
                                  reversible technology investment . . . . 1164--1200
          Gareth O. Roberts and   
           Jeffrey S. Rosenthal   Variance bounding Markov chains  . . . . 1201--1214
                 Omer Angel and   
                Yuval Peres and   
                David B. Wilson   Card shuffling and Diophantine
                                  approximation  . . . . . . . . . . . . . 1215--1231
                  G. M. Pan and   
                        W. Zhou   Central limit theorem for
                                  signal-to-interference ratio of reduced
                                  rank linear receiver . . . . . . . . . . 1232--1270
               Yan Dolinsky and   
                     Yuri Kifer   Error estimates for binomial
                                  approximations of game options . . . . . 1271--1277

Annals of Applied Probability
Volume 18, Number 4, August, 2008

                  Tim D. Austin   The emergence of the deterministic
                                  Hodgkin--Huxley equations as a limit
                                  from the underlying stochastic
                                  ion-channel mechanism  . . . . . . . . . 1279--1325
                  David Coupier   Two sufficient conditions for Poisson
                                  approximations in the ferromagnetic
                                  Ising model  . . . . . . . . . . . . . . 1326--1350
              Jose Blanchet and   
                    Peter Glynn   Efficient rare-event simulation for the
                                  maximum of heavy-tailed random walks . . 1351--1378
            Samuel Herrmann and   
             Peter Imkeller and   
                Dierk Peithmann   Large deviations and a Kramers' type law
                                  for self-stabilizing diffusions  . . . . 1379--1423
                   Nabil Kahale   Analytic crossing probabilities for
                                  certain barriers by Brownian motion  . . 1424--1440
                 David Windisch   On the disconnection of a discrete
                                  cylinder by a biased random walk . . . . 1441--1490
       Ioannis Kontoyiannis and   
                   Sean P. Meyn   Computable exponential bounds for
                                  screened estimation and simulation . . . 1491--1518
              Antonio Lijoi and   
         Igor Prünster and   
              Stephen G. Walker   Bayesian nonparametric estimators
                                  derived from conditional Gibbs
                                  structures . . . . . . . . . . . . . . . 1519--1547
                      Rami Atar   Central limit theorem for a many-server
                                  queue with random service rates  . . . . 1548--1568
          Fabio Lucio Toninelli   Disordered pinning models and
                                  copolymers: Beyond annealed bounds . . . 1569--1587
        Peter Eichelsbacher and   
                 Gesine Reinert   Stein's method for discrete Gibbs
                                  measures . . . . . . . . . . . . . . . . 1588--1618
                  Nobuo Yoshida   Central limit theorem for branching
                                  random walks in random environment . . . 1619--1635
                   B. G. Pittel   On the largest component of a random
                                  graph with a subpower-law degree
                                  sequence in a subcritical phase  . . . . 1636--1650
                  Svante Janson   The largest component in a subcritical
                                  random graph with a power law degree
                                  distribution . . . . . . . . . . . . . . 1651--1668

Annals of Applied Probability
Volume 18, Number 5, October, 2008

                  R. L. Loeffen   On optimality of the barrier strategy in
                                  de Finetti's dividend problem for
                                  spectrally negative Lévy processes  . . . 1669--1680
            Vicky Henderson and   
                   David Hobson   An explicit solution for an optimal
                                  stopping/optimal control problem which
                                  models an asset sale . . . . . . . . . . 1681--1705
          Benjamin Jourdain and   
                Florent Malrieu   Propagation of chaos and Poincaré
                                  inequalities for a system of particles
                                  interacting through their cdf  . . . . . 1706--1736
               Yan Dolinsky and   
                     Yuri Kifer   Binomial approximations of shortfall
                                  risk for game options  . . . . . . . . . 1737--1770
                 Oskar Sandberg   Neighbor selection and hitting
                                  probability in small-world graphs  . . . 1771--1793
                  Shui Feng and   
                     Fuqing Gao   Moderate deviations for
                                  Poisson--Dirichlet distribution  . . . . 1794--1824
               Alexander Cherny   Brownian moving averages have
                                  conditional full support . . . . . . . . 1825--1830
                    Ou Zhao and   
              Michael Woodroofe   On martingale approximations . . . . . . 1831--1847
              Bernard Bercu and   
             Abderrahmen Touati   Exponential inequalities for
                                  self-normalized martingales with
                                  applications . . . . . . . . . . . . . . 1848--1869
               A. M. G. Cox and   
               David Hobson and   
              Jan Ob\lój   Pathwise inequalities for local time:
                                  Applications to Skorokhod embeddings and
                                  optimal stopping . . . . . . . . . . . . 1870--1896
                      Allan Sly   Uniqueness thresholds on trees versus
                                  graphs . . . . . . . . . . . . . . . . . 1897--1909
           Giovanni Peccati and   
             Igor Prünster   Linear and quadratic functionals of
                                  random hazard rates: An asymptotic
                                  analysis . . . . . . . . . . . . . . . . 1910--1943
            Christopher Hoffman   Geodesics in first passage percolation   1944--1969
      Gusztáv Morvai and   
                 Benjamin Weiss   On universal estimates for binary
                                  renewal processes  . . . . . . . . . . . 1970--1992
                 Amir Dembo and   
               Andrea Montanari   Finite size scaling for the core of
                                  large random hypergraphs . . . . . . . . 1993--2040
Stéphane Crépey and   
                  Anis Matoussi   Reflected and doubly reflected BSDEs
                                  with jumps: A priori estimates and
                                  comparison . . . . . . . . . . . . . . . 2041--2069

Annals of Applied Probability
Volume 18, Number 6, December, 2008

               Walid Hachem and   
          Philippe Loubaton and   
                    Jamal Najim   A CLT for information-theoretic
                                  statistics of Gram random matrices with
                                  a given variance profile . . . . . . . . 2071--2130
               Iain MacPhee and   
          Mikhail Menshikov and   
           Dimitri Petritis and   
                  Serguei Popov   Polling systems with parameter
                                  regeneration, the general case . . . . . 2131--2155
       Laurent Decreusefond and   
                   Pascal Moyal   A functional central limit theorem for
                                  the M/GI/$ \infty $ queue  . . . . . . . 2156--2178
                 Soumik Pal and   
                     Jim Pitman   One-dimensional Brownian particle
                                  systems with rank-dependent drifts . . . 2179--2207
              A. D. Barbour and   
                   M. J. Luczak   Laws of large numbers for epidemic
                                  models with countably many types . . . . 2208--2238
                  J. G. Dai and   
                      Wuqin Lin   Asymptotic optimality of maximum
                                  pressure policies in stochastic
                                  processing networks  . . . . . . . . . . 2239--2299
Jean-Baptiste Gouéré and   
         Régine Marchand   Continuous first-passage percolation and
                                  continuous greedy paths model: Linear
                                  growth . . . . . . . . . . . . . . . . . 2300--2319
              Ester Gabetta and   
              Eugenio Regazzini   Central limit theorem for the solution
                                  of the Kac equation  . . . . . . . . . . 2320--2336
               Wei-Dong Liu and   
               Zhengyan Lin and   
                    Qi-Man Shao   The asymptotic distribution and
                                  Berry--Esseen bound of a new test for
                                  independence in high dimension with an
                                  application to stochastic optimization   2337--2366
          Amarjit Budhiraja and   
                     Kevin Ross   Optimal stopping and free boundary
                                  characterizations for some Brownian
                                  control problems . . . . . . . . . . . . 2367--2391
                 Daniel Remenik   The contact process in a dynamic random
                                  environment  . . . . . . . . . . . . . . 2392--2420
               Florin Avram and   
         Zbigniew Palmowski and   
           Martijn R. Pistorius   Exit problem of a two-dimensional risk
                                  process from the quadrant: Exact and
                                  asymptotic results . . . . . . . . . . . 2421--2449
      Remco van der Hofstad and   
         Peter Mörters and   
                 Nadia Sidorova   Weak and almost sure limits for the
                                  parabolic Anderson model with heavy
                                  tailed potentials  . . . . . . . . . . . 2450--2494
         Tomasz R. Bielecki and   
          Monique Jeanblanc and   
                Marek Rutkowski   Pricing and trading credit default swaps
                                  in a hazard process model  . . . . . . . 2495--2529


Annals of Applied Probability
Volume 19, Number 1, February, 2009

         Andrei Y. Yakovlev and   
               Nikolay M. Yanev   Relative frequencies in multitype
                                  branching processes  . . . . . . . . . . 1--14
               Rick Durrett and   
                    Lea Popovic   Degenerate diffusions arising from gene
                                  duplication models . . . . . . . . . . . 15--48
             Boris Buchmann and   
                 Ngai Hang Chan   Integrated functionals of normal and
                                  fractional processes . . . . . . . . . . 49--70
                Martin Dyer and   
        Leslie Ann Goldberg and   
                    Mark Jerrum   Matrix norms and rapid mixing for spin
                                  systems  . . . . . . . . . . . . . . . . 71--107
               S. N. Lahiri and   
                         S. Sun   A Berry--Esseen theorem for sample
                                  quantiles under weak dependence  . . . . 108--126
              Mark Craddock and   
                Kelly A. Lennox   The calculation of expectations for
                                  classes of diffusion processes by Lie
                                  symmetry methods . . . . . . . . . . . . 127--157
            Yu. Baryshnikov and   
          Mathew D. Penrose and   
                   J. E. Yukich   Gaussian limits for generalized spacings 158--185
            Emanuele Dolera and   
              Ester Gabetta and   
              Eugenio Regazzini   Reaching the best possible rate of
                                  convergence to equilibrium for solutions
                                  of Kac's equation via central limit
                                  theorem  . . . . . . . . . . . . . . . . 186--209
            Martin Jacobsen and   
             Thomas Mikosch and   
             Jan Rosi\'nski and   
          Gennady Samorodnitsky   Inverse problems for regular variation
                                  of linear filters, a cancellation
                                  property for $ \sigma $-finite measures
                                  and identification of stable laws  . . . 210--242
       H. Christian Gromoll and   
               Ruth J. Williams   Fluid limits for networks with bandwidth
                                  sharing and general document size
                                  distributions  . . . . . . . . . . . . . 243--280
           Pablo A. Ferrari and   
            James B. Martin and   
         Leandro P. R. Pimentel   A phase transition for competition
                                  interfaces . . . . . . . . . . . . . . . 281--317
           Josselin Garnier and   
              Knut Sòlna   Coupled paraxial wave equations in
                                  random media in the white-noise regime   318--346
              Paolo Dai Pra and   
    Wolfgang J. Runggaldier and   
              Elena Sartori and   
                  Marco Tolotti   Large portfolio losses: A dynamic
                                  contagion model  . . . . . . . . . . . . 347--394
                Lars Holden and   
               Ragnar Hauge and   
                   Marit Holden   Adaptive independent
                                  Metropolis--Hastings . . . . . . . . . . 395--413
           Daniele D'Angeli and   
                  Alfredo Donno   Crested products of Markov chains  . . . 414--453
               Augusto Teixeira   On the uniqueness of the infinite
                                  cluster of the vacant set of random
                                  interlacements . . . . . . . . . . . . . 454--466
              Eric Clarkson and   
                J. L. Denny and   
                    Larry Shepp   ROC and the bounds on tail probabilities
                                  via theorems of Dubins and F. Riesz  . . 467--476

Annals of Applied Probability
Volume 19, Number 2, April, 2009

                   Rick Durrett   Coexistence in stochastic spatial models 477--496
             Benjamin T. Graham   Rate of relaxation for a mean-field
                                  zero-range process . . . . . . . . . . . 497--520
                  Rami Atar and   
               Gennady Shaikhet   Critically loaded queueing models that
                                  are throughput suboptimal  . . . . . . . 521--555
      Yacine A\"\it-Sahalia and   
           Julio Cacho-Diaz and   
                     T. R. Hurd   Portfolio choice with jumps: A
                                  closed-form solution . . . . . . . . . . 556--584
             Yannis G. Yatracos   The asymptotic distribution of a
                                  cluster-index for i.i.d. normal random
                                  variables  . . . . . . . . . . . . . . . 585--595
           Robert A. Jarrow and   
             Philip Protter and   
                 Hasanjan Sayit   No arbitrage without semimartingales . . 596--616
            Dawn B. Woodard and   
         Scott C. Schmidler and   
                     Mark Huber   Conditions for rapid mixing of parallel
                                  and simulated tempering on multimodal
                                  distributions  . . . . . . . . . . . . . 617--640
                  Olivier Garet   Capacitive flows on a 2D random net  . . 641--660
        Taral Guldahl Seierstad   A central limit theorem via differential
                                  equations  . . . . . . . . . . . . . . . 661--675
               Rick Durrett and   
              Deena Schmidt and   
             Jason Schweinsberg   A waiting time problem arising from the
                                  study of multi-stage carcinogenesis  . . 676--718
          Matthias Heveling and   
              Matthias Reitzner   Poisson--Voronoi approximation . . . . . 719--736
              Kshitij Khare and   
                       Hua Zhou   Rates of convergence of some
                                  multivariate Markov chains with
                                  polynomial eigenfunctions  . . . . . . . 737--777
           Pierre Del Moral and   
Frédéric Patras and   
            Sylvain Rubenthaler   Tree based functional expansions for
                                  Feynman--Kac particle models . . . . . . 778--825
                M. Cranston and   
                D. Gauthier and   
                T. S. Mountford   On large deviation regimes for random
                                  media models . . . . . . . . . . . . . . 826--862

Annals of Applied Probability
Volume 19, Number 3, June, 2009

          Alexandros Beskos and   
             Gareth Roberts and   
                  Andrew Stuart   Optimal scalings for local
                                  Metropolis--Hastings chains on
                                  nonproduct targets in high dimensions    863--898
                  Sandra Cerrai   A Khasminskii type averaging principle
                                  for stochastic reaction--diffusion
                                  equations  . . . . . . . . . . . . . . . 899--948
               Jose H. Blanchet   Efficient importance sampling for binary
                                  contingency tables . . . . . . . . . . . 949--982
            Jacques du Toit and   
                   Goran Peskir   Selling a stock at the ultimate maximum  983--1014
                Isaac Meilijson   On the adjustment coefficient, drawdowns
                                  and Lundberg-type bounds for random walk 1015--1025
            Hideyuki Tanaka and   
            Arturo Kohatsu-Higa   An operator approach for Markov chain
                                  weak approximations with an application
                                  to infinite activity Lévy driven SDEs . . 1026--1062
               Guangyue Han and   
                   Brian Marcus   Asymptotics of input-constrained binary
                                  symmetric channel capacity . . . . . . . 1063--1091
       Louigi Addario-Berry and   
            Nicolas Broutin and   
            Gábor Lugosi   Effective resistance of random trees . . 1092--1107
             David M. Mason and   
               Wolfgang Polonik   Asymptotic normality of plug-in level
                                  set estimates  . . . . . . . . . . . . . 1108--1142
                  John Mayberry   Gaussian perturbations of circle maps: A
                                  spectral approach  . . . . . . . . . . . 1143--1171
               Ramon van Handel   Uniform observability of hidden Markov
                                  models and filter stability for unstable
                                  signals  . . . . . . . . . . . . . . . . 1172--1199
     Roberto Imbuzeiro Oliveira   On the convergence to equilibrium of
                                  Kac's random walk on matrices  . . . . . 1200--1231
             Andreas Greven and   
                Lea Popovic and   
                   Anita Winter   Genealogy of catalytic branching models  1232--1272

Annals of Applied Probability
Volume 19, Number 4, August, 2009

                 Robin Pemantle   Search cost for a nearly optimal path in
                                  a binary tree  . . . . . . . . . . . . . 1273--1291
Jean-Baptiste Gouéré   Subcritical regimes in some models of
                                  continuum percolation  . . . . . . . . . 1292--1318
             Cristina Zucca and   
                Laura Sacerdote   On the inverse first-passage-time
                                  problem for a Wiener process . . . . . . 1319--1346
             Josef Hofbauer and   
                Lorens A. Imhof   Time averages, recurrence and transience
                                  in the stochastic replicator dynamics    1347--1368
          Erik Ekström and   
                     Johan Tysk   Bubbles, convexity and the
                                  Black--Scholes equation  . . . . . . . . 1369--1384
             Michel Mandjes and   
               Ilkka Norros and   
                    Peter Glynn   On convergence to stationarity of
                                  fractional Brownian storage  . . . . . . 1385--1403
           Jeffrey F. Collamore   Random recurrence equations and ruin in
                                  a Markov-dependent stochastic economic
                                  environment  . . . . . . . . . . . . . . 1404--1458
                  P. Caputo and   
                  A. Faggionato   Diffusivity in one-dimensional
                                  generalized Mott variable-range hopping
                                  models . . . . . . . . . . . . . . . . . 1459--1494
                 Yuping Liu and   
                         Jin Ma   Optimal reinsurance/investment problems
                                  for general insurance models . . . . . . 1495--1528
                    Wei Biao Wu   Recursive estimation of time-average
                                  variance constants . . . . . . . . . . . 1529--1552
                 Alberto Ohashi   Fractional term structure models:
                                  No-arbitrage and consistency . . . . . . 1553--1580
                  P. Collet and   
                C. Giardina and   
                       F. Redig   Matching with shift for one-dimensional
                                  Gibbs measures . . . . . . . . . . . . . 1581--1602
    Alexander Goldenshluger and   
                    Assaf Zeevi   Woodroofe's one-armed bandit problem
                                  revisited  . . . . . . . . . . . . . . . 1603--1633
        Alexander V. Gnedin and   
       Alexander M. Iksanov and   
           Pavlo Negadajlov and   
                Uwe Rösler   The Bernoulli sieve revisited  . . . . . 1634--1655
               Rick Durrett and   
                 Daniel Remenik   Chaos in a spatial epidemic model  . . . 1656--1685

Annals of Applied Probability
Volume 19, Number 5, October, 2009

          Benjamin Jourdain and   
     Jérôme Lelong   Robust adaptive importance sampling for
                                  normal random vectors  . . . . . . . . . 1687--1718
                 W. N. Kang and   
                F. P. Kelly and   
                  N. H. Lee and   
                 R. J. Williams   State space collapse and diffusion
                                  approximation for a network operating
                                  under a fair bandwidth sharing policy    1719--1780
             Rudolf Grübel   On the silhouette of binary search trees 1781--1802
        Francesco Caravenna and   
 Nicolas Pétrélis   A polymer in a multi-interface medium    1803--1839
                  Jan Rataj and   
            Evgeny Spodarev and   
            Daniel Meschenmoser   Approximations of the Wiener sausage and
                                  its curvature measures . . . . . . . . . 1840--1859
                 Marie Albenque   A note on the enumeration of directed
                                  animals via gas considerations . . . . . 1860--1879
                N. Lanchier and   
                   C. Neuhauser   Spatially explicit non-Mendelian diploid
                                  model  . . . . . . . . . . . . . . . . . 1880--1920
                    B. Chan and   
                 R. Durrett and   
                    N. Lanchier   Coexistence for a multitype contact
                                  process with seasons . . . . . . . . . . 1921--1943
             Ernst Eberlein and   
      Antonis Papapantoleon and   
             Albert N. Shiryaev   Esscher transform and the duality
                                  principle for multidimensional
                                  semimartingales  . . . . . . . . . . . . 1944--1971
               Codina Cotar and   
                    Vlada Limic   Attraction time for strongly reinforced
                                  walks  . . . . . . . . . . . . . . . . . 1972--2007
             David Gamarnik and   
                   Dmitriy Katz   On deciding stability of multiclass
                                  queueing networks under buffer priority
                                  scheduling policies  . . . . . . . . . . 2008--2037

Annals of Applied Probability
Volume 19, Number 6, December, 2009

                   Pao-Liu Chow   Nonlinear stochastic wave equations:
                                  Blow-up of second moments in $ L^2
                                  $-norm . . . . . . . . . . . . . . . . . 2039--2046
             Irmingard Eder and   
       Claudia Klüppelberg   The first passage event for sums of
                                  dependent Lévy processes with
                                  applications to insurance risk . . . . . 2047--2079
           Pawe\l Hitczenko and   
              Jacek Weso\lowski   Perpetuities with thin tails revisited   2080--2101
                Hernan Awad and   
                    Peter Glynn   Conditional limit theorems for regulated
                                  fractional Brownian motion . . . . . . . 2102--2136
              Rishi Talreja and   
                     Ward Whitt   Heavy-traffic limits for waiting times
                                  in many-server queues with abandonment   2137--2175
            Gordan \vZitkovi\'c   A dual characterization of
                                  self-generation and exponential forward
                                  performances . . . . . . . . . . . . . . 2176--2210
                      Josh Reed   The G / GI / N queue in the
                                  Halfin--Whitt regime . . . . . . . . . . 2211--2269
                Milton Jara and   
          Tomasz Komorowski and   
                   Stefano Olla   Limit theorems for additive functionals
                                  of a Markov chain  . . . . . . . . . . . 2270--2300
                   N. S. Walton   Proportional fairness and its
                                  relationship with multi-class queueing
                                  networks . . . . . . . . . . . . . . . . 2301--2333
                Carl Graham and   
                Philippe Robert   Interacting multi-class transmissions in
                                  large stochastic networks  . . . . . . . 2334--2361
           Noureddine El Karoui   Concentration of measure and spectra of
                                  random matrices: Applications to
                                  correlation matrices, elliptical
                                  distributions and beyond . . . . . . . . 2362--2405


Annals of Applied Probability
Volume 20, Number 1, February, 2010

            Steven N. Evans and   
                 Peter L. Ralph   Dynamics of the time to the most recent
                                  common ancestor in a large branching
                                  population . . . . . . . . . . . . . . . 1--25
           Han\`ene Mohamed and   
                Philippe Robert   Dynamic tree algorithms  . . . . . . . . 26--51
               Hiroaki Hata and   
                Hideo Nagai and   
                Shuenn-Jyi Sheu   Asymptotics of the probability
                                  minimizing a ``down-side'' risk  . . . . 52--89
           André Goldman   The Palm measure and the Voronoi
                                  tessellation for the Ginibre process . . 90--128
      Anatolii A. Puhalskii and   
                   Josh E. Reed   On many-server queues in heavy traffic   129--195
               Manuel S. Santos   Consistency properties of a
                                  simulation-based estimator for dynamic
                                  processes  . . . . . . . . . . . . . . . 196--213
               Guodong Pang and   
                     Ward Whitt   Continuity of a queueing integral
                                  representation in the $ M_1 $ topology   214--237
            Steven N. Evans and   
            Bernd Sturmfels and   
                 Caroline Uhler   Commuting birth-and-death processes  . . 238--266
            Samuel N. Cohen and   
              Robert J. Elliott   Comparisons for backward stochastic
                                  differential equations on Markov chains
                                  and related no-arbitrage conditions  . . 267--311
            Florian Simatos and   
                  Danielle Tibi   Spatial homogenization in a stochastic
                                  network with mobility  . . . . . . . . . 312--355
       Kenneth S. Alexander and   
                 Nikos Zygouras   Equality of critical points for polymer
                                  depinning transitions with loop exponent
                                  one  . . . . . . . . . . . . . . . . . . 356--366

Annals of Applied Probability
Volume 20, Number 2, April, 2010

                Offer Kella and   
                       Marc Yor   A new formula for some linear stochastic
                                  equations with applications  . . . . . . 367--381
   Bénédicte Haas   Asymptotic behavior of solutions of the
                                  fragmentation equation with shattering:
                                  An approach via self-similar Markov
                                  processes  . . . . . . . . . . . . . . . 382--429
            Emanuele Dolera and   
              Eugenio Regazzini   The role of the central limit theorem in
                                  discovering sharp rates of convergence
                                  to equilibrium for the solution of the
                                  Kac equation . . . . . . . . . . . . . . 430--461
                      Ron Peled   On rough isometries of Poisson processes
                                  on the line  . . . . . . . . . . . . . . 462--494
              Jeong Han Kim and   
            Ravi Montenegro and   
                Yuval Peres and   
                  Prasad Tetali   A Birthday Paradox for Markov chains
                                  with an optimal bound for collision in
                                  the Pollard Rho algorithm for discrete
                                  logarithm  . . . . . . . . . . . . . . . 495--521
            A. E. Kyprianou and   
                J. C. Pardo and   
                      V. Rivero   Exact and asymptotic $n$-tuple laws at
                                  first and last passage . . . . . . . . . 522--564
                 Amir Dembo and   
               Andrea Montanari   Ising models on locally tree-like graphs 565--592
           Pierre Del Moral and   
                  Arnaud Doucet   Interacting Markov chain Monte Carlo
                                  methods for solving nonlinear
                                  measure-valued equations . . . . . . . . 593--639
            B. Gail Ivanoff and   
                   Ely Merzbach   Optimal detection of a change-set in a
                                  spatial Poisson process  . . . . . . . . 640--659
  Inés Armendáriz   Brownian coagulation and a version of
                                  Smoluchowski's equation on the circle    660--695
            Larry Goldstein and   
              Mathew D. Penrose   Normal approximation for coverage models
                                  over binomial point processes  . . . . . 696--721
            Javiera Barrera and   
        Joaquín Fontbona   The limiting move-to-front search-cost
                                  in law of large numbers asymptotic
                                  regimes  . . . . . . . . . . . . . . . . 722--752
              Maury Bramson and   
                  J. G. Dai and   
                 J. M. Harrison   Positive recurrence of reflecting
                                  Brownian motion in three dimensions  . . 753--783

Annals of Applied Probability
Volume 20, Number 3, June, 2010

                J. Theodore Cox   Intermediate range migration in the
                                  two-dimensional stepping stone model . . 785--805
                  David Coupier   Geography of local configurations  . . . 806--840
         Yves F. Atchadé   A cautionary tale on the efficiency of
                                  some adaptive Monte Carlo schemes  . . . 841--868
           Martin T. Barlow and   
                  Xinghua Zheng   The random conductance model with Cauchy
                                  tails  . . . . . . . . . . . . . . . . . 869--889
               Vladislav Kargin   Products of random matrices: Dimension
                                  and growth in norm . . . . . . . . . . . 890--906
               Eva-Maria Schopp   A functional limit theorem for the
                                  profile of $b$-ary trees . . . . . . . . 907--950
            Tomoyuki Ichiba and   
               Ioannis Karatzas   On collisions of Brownian particles  . . 951--977
                    Feng Yu and   
           Alison Etheridge and   
            Charles Cuthbertson   Asymptotic behavior of the rate of
                                  adaptation . . . . . . . . . . . . . . . 978--1004
            Paul A. Jenkins and   
                    Yun S. Song   An asymptotic sampling formula for the
                                  coalescent with Recombination  . . . . . 1005--1028
            Vincent Lemaire and   
                 Gilles Pag\`es   Unconstrained recursive importance
                                  sampling . . . . . . . . . . . . . . . . 1029--1067
      Konstantin Mischaikow and   
                  Thomas Wanner   Topology-guided sampling of
                                  nonhomogeneous random processes  . . . . 1068--1097
               S. N. Ethier and   
                     Jiyeon Lee   A Markovian slot machine and Parrondo's
                                  paradox  . . . . . . . . . . . . . . . . 1098--1125
                  Maury Bramson   Network stability under max--min fair
                                  bandwidth sharing  . . . . . . . . . . . 1126--1176
           Pawe\l Hitczenko and   
              Jacek Weso\lowski   Perpetuities with thin tails revisited   1177--1177

Annals of Applied Probability
Volume 20, Number 4, August, 2010

            Daniel Fernholz and   
               Ioannis Karatzas   On optimal arbitrage . . . . . . . . . . 1179--1204
              Julien Barral and   
                  Xiong Jin and   
           Beno\^\it Mandelbrot   Uniform convergence for complex $ [0, 1]
                                  $-martingales  . . . . . . . . . . . . . 1205--1218
              Julien Barral and   
                  Xiong Jin and   
           Beno\^\it Mandelbrot   Convergence of complex multiplicative
                                  cascades . . . . . . . . . . . . . . . . 1219--1252
                Pablo Azcue and   
                     Nora Muler   Optimal investment policy and dividend
                                  payment strategy in an insurance company 1253--1302
              Lancelot F. James   Lamperti-type laws . . . . . . . . . . . 1303--1340
                 J. Kallsen and   
                 J. Muhle-Karbe   On using shadow prices in portfolio
                                  optimization with transaction costs  . . 1341--1358
    Panayotis Mertikopoulos and   
              Aris L. Moustakas   The emergence of rational behavior in
                                  the presence of stochastic perturbations 1359--1388
           Madalina Deaconu and   
                  Antoine Lejay   Simulation of diffusions by means of
                                  importance sampling paradigm . . . . . . 1389--1424
                 Jean Jacod and   
                 Viktor Todorov   Do price and volatility jump together?   1425--1469
                  Noga Alon and   
         Ori Gurel-Gurevich and   
                  Eyal Lubetzky   Choice-memory tradeoff in allocations    1470--1511
             \Lukasz Delong and   
                 Peter Imkeller   Backward stochastic differential
                                  equations with time delayed
                                  generators---results and counterexamples 1512--1536
               Semih Onur Sezer   On the Wiener disorder problem . . . . . 1537--1566

Annals of Applied Probability
Volume 20, Number 5, October, 2010

              F. Baumdicker and   
                 W. R. Hess and   
                P. Pfaffelhuber   The diversity of a distributed genome in
                                  bacterial populations  . . . . . . . . . 1567--1606
      Beno\^\ite de Saporta and   
     François Dufour and   
                 Karen Gonzalez   Numerical method for optimal stopping of
                                  piecewise deterministic Markov processes 1607--1637
                Randal Douc and   
          Elisabeth Gassiat and   
            Benoit Landelle and   
                  Eric Moulines   Forgetting of the initial distribution
                                  for nonergodic Hidden Markov Chains  . . 1638--1662
                  Amei Amei and   
                 Stanley Sawyer   A time-dependent Poisson random field
                                  model for polymorphism within and
                                  between two related biological species   1663--1696
          Constantinos Kardaras   Numéraire-invariant preferences in
                                  financial modeling . . . . . . . . . . . 1697--1728
             Emmanuel Bacry and   
              Arnaud Gloter and   
              Marc Hoffmann and   
      Jean François Muzy   Multifractal analysis in a mixed
                                  asymptotic framework . . . . . . . . . . 1729--1760
                    J. Fontbona   Stochastic vortex method for forced
                                  three-dimensional Navier--Stokes
                                  equations and pathwise convergence rate  1761--1800
               Alexey Kuznetsov   Wiener--Hopf factorization and
                                  distribution of extrema for a family of
                                  Lévy processes  . . . . . . . . . . . . . 1801--1830
            L. Saloff-Coste and   
        J. Zúñiga   Time inhomogeneous Markov chains with
                                  wave-like behavior . . . . . . . . . . . 1831--1853
                  J. G. Dai and   
               Shuangchi He and   
                   Tolga Tezcan   Many-server diffusion limits for G / Ph
                                  / n + GI queues  . . . . . . . . . . . . 1854--1890
                   Yan Dolinsky   Applications of weak convergence for
                                  hedging of game options  . . . . . . . . 1891--1906
            Shankar Bhamidi and   
      Remco van der Hofstad and   
            Gerard Hooghiemstra   First passage percolation on random
                                  graphs with finite mean degrees  . . . . 1907--1965

Annals of Applied Probability
Volume 20, Number 6, December, 2010

                   Jean Bertoin   Asymptotic regimes for the partition
                                  into colonies of a branching process
                                  with emigration  . . . . . . . . . . . . 1967--1988
      Kwabena Doku-Amponsah and   
             Peter Mörters   Large deviation principles for empirical
                                  measures of colored random graphs  . . . 1989--2021
               Yves Elskens and   
                Etienne Pardoux   Diffusion limit for many particles in a
                                  periodic stochastic acceleration field   2022--2039
          Charles Bordenave and   
          Giovanni Luca Torrisi   Load optimization in a planar network    2040--2085
                   Xue Ding and   
                  Tiefeng Jiang   Spectral distributions of adjacency and
                                  Laplacian matrices of random graphs  . . 2086--2117
           Richard S. Ellis and   
            Jonathan Machta and   
             Peter Tak-Hun Otto   Asymptotic behavior of the finite-size
                                  magnetization as a function of the speed
                                  of approach to criticality . . . . . . . 2118--2161
                 J. Kallsen and   
                 J. Muhle-Karbe   Utility maximization in models with
                                  conditionally independent increments . . 2162--2177
               Eero Saksman and   
                   Matti Vihola   On the ergodicity of the adaptive
                                  Metropolis algorithm on unbounded
                                  domains  . . . . . . . . . . . . . . . . 2178--2203
               Weining Kang and   
                 Kavita Ramanan   Fluid limits of many-server queues with
                                  reneging . . . . . . . . . . . . . . . . 2204--2260
            Abba M. Krieger and   
               Moshe Pollak and   
              Ester Samuel-Cahn   Extreme(ly) mean(ingful): Sequential
                                  formation of a quality group . . . . . . 2261--2294
               Zakhar Kabluchko   Stationary systems of Gaussian processes 2295--2317
            Pavel Chigansky and   
               Ramon van Handel   A complete solution to Blackwell's
                                  unique ergodicity problem for hidden
                                  Markov chains  . . . . . . . . . . . . . 2318--2345
                Vlada Limic and   
               Stanislav Volkov   VRRW on complete-like graphs: Almost
                                  sure behavior  . . . . . . . . . . . . . 2346--2388


Annals of Applied Probability
Volume 21, Number 1, February, 2011

           Brigitte Chauvin and   
           Nicolas Pouyanne and   
                   Reda Sahnoun   Limit distributions for large Pólya urns  1--32
                 Haya Kaspi and   
                 Kavita Ramanan   Law of large numbers limits for
                                  many-server queues . . . . . . . . . . . 33--114
               Renaud Marty and   
              Knut Sòlna   A general framework for waves in random
                                  media with long-range correlations . . . 115--139
Ole Eiler Barndorff-Nielsen and   
                 Robert Stelzer   Multivariate supOU processes . . . . . . 140--182
     Thilanka Appuhamillage and   
             Vrushali Bokil and   
            Enrique Thomann and   
             Edward Waymire and   
                     Brian Wood   Occupation and local times for skew
                                  Brownian motion with applications to
                                  dispersion across an interface . . . . . 183--214
               Denis Belomestny   On the rates of convergence of
                                  simulation-based optimization algorithms
                                  for optimal stopping problems  . . . . . 215--239
            Benjamin Graham and   
              Geoffrey Grimmett   Sharp thresholds for the random-cluster
                                  and Ising models . . . . . . . . . . . . 240--265
                    Erik Taflin   Generalized integrands and bond
                                  portfolios: Pitfalls and counter
                                  examples . . . . . . . . . . . . . . . . 266--282
                Steffen Dereich   Multilevel Monte Carlo algorithms for
                                  Lévy-driven SDEs with Gaussian correction 283--311
                Volker Betz and   
            Daniel Ueltschi and   
                   Yvan Velenik   Random permutations with cycle weights   312--331
          Erik Ekström and   
                     Johan Tysk   Boundary conditions for the
                                  single-factor term structure equation    332--350
               Makoto Nakashima   Almost sure central limit theorem for
                                  branching random walks in random
                                  environment  . . . . . . . . . . . . . . 351--373
                J. van den Berg   Sharpness of the percolation transition
                                  in the two-dimensional contact process   374--395

Annals of Applied Probability
Volume 21, Number 2, April, 2011

           Christa Cuchiero and   
          Damir Filipovi\'c and   
        Eberhard Mayerhofer and   
                Josef Teichmann   Affine processes on positive
                                  semidefinite matrices  . . . . . . . . . 397--463
          Sourav Chatterjee and   
                    Qi-Man Shao   Nonnormal approximation by Stein's
                                  method of exchangeable pairs with
                                  application to the Curie--Weiss model    464--483
               \Lukasz Kruk and   
              John Lehoczky and   
             Kavita Ramanan and   
                  Steven Shreve   Heavy traffic analysis for EDF queues
                                  with reneging  . . . . . . . . . . . . . 484--545
             Viktor Todorov and   
                 George Tauchen   Limit theorems for power variations of
                                  pure-jump processes with application to
                                  activity estimation  . . . . . . . . . . 546--588
                 Stefan Gerhold   The Longstaff--Schwartz algorithm for
                                  Lévy models: Results on fast and slow
                                  convergence  . . . . . . . . . . . . . . 589--608
            Tomoyuki Ichiba and   
     Vassilios Papathanakos and   
              Adrian Banner and   
           Ioannis Karatzas and   
                Robert Fernholz   Hybrid Atlas models  . . . . . . . . . . 609--644
    Mariana Olvera-Cravioto and   
              Jose Blanchet and   
                    Peter Glynn   On the transition from heavy traffic to
                                  heavy tails for the M/G/1 queue: The
                                  regularly varying case . . . . . . . . . 645--668
              Martin Hairer and   
           Andrew M. Stuart and   
                    Jochen Voss   Sampling conditioned hypoelliptic
                                  diffusions . . . . . . . . . . . . . . . 669--698
               Rick Durrett and   
                  John Mayberry   Traveling waves of selective sweeps  . . 699--744
               Jiheng Zhang and   
                  J. G. Dai and   
                     Bert Zwart   Diffusion limits of limited processor
                                  sharing queues . . . . . . . . . . . . . 745--799

Annals of Applied Probability
Volume 21, Number 3, June, 2011

             Wilfrid S. Kendall   Geodesics and flows in a Poissonian city 801--842
                 Sami Assaf and   
             Persi Diaconis and   
               K. Soundararajan   A rule of thumb for riffle shuffling . . 843--875
        Kevin D. Glazebrook and   
             David J. Hodge and   
                Chris Kirkbride   General notions of indexability for
                                  queueing control and asset management    876--907
             Arnulf Jentzen and   
              Peter Kloeden and   
                   Georg Winkel   Efficient simulation of nonlinear
                                  parabolic SPDEs with additive noise  . . 908--950
                  Maury Bramson   A positive recurrent reflecting Brownian
                                  motion with divergent fluid path . . . . 951--986
    Constantinos Daskalakis and   
      Alexandros G. Dimakis and   
                Elchanan Mossel   Connectivity and equilibrium in random
                                  games  . . . . . . . . . . . . . . . . . 987--1016
           Pierre Del Moral and   
                   Emmanuel Rio   Concentration inequalities for mean
                                  field particle models  . . . . . . . . . 1017--1052
       József Balogh and   
Béla Bollobás and   
        Michael Krivelevich and   
         Tobias Müller and   
                   Mark Walters   Hamilton cycles in random geometric
                                  graphs . . . . . . . . . . . . . . . . . 1053--1072
        Andrea Collevecchio and   
                    Tom Schmitz   Bounds on the speed and on regeneration
                                  times for certain processes on regular
                                  trees  . . . . . . . . . . . . . . . . . 1073--1101
          Erik Ekström and   
                   David Hobson   Recovering a time-homogeneous stock
                                  price process from perpetual option
                                  prices . . . . . . . . . . . . . . . . . 1102--1135
          Beno\^\it Collins and   
                    Ion Nechita   Gaussianization and eigenvalue
                                  statistics for random quantum channels
                                  (III)  . . . . . . . . . . . . . . . . . 1136--1179
                     Soumik Pal   Analysis of market weights under
                                  volatility-stabilized market models  . . 1180--1213

Annals of Applied Probability
Volume 21, Number 4, August, 2011

               D. Bertacchi and   
                N. Lanchier and   
                       F. Zucca   Contact and voter processes on the
                                  infinite percolation cluster as models
                                  of host-symbiont interactions  . . . . . 1215--1252
                Tobias Kuna and   
           Joel L. Lebowitz and   
                Eugene R. Speer   Necessary and sufficient conditions for
                                  realizability of point processes . . . . 1253--1281
               Stefano De Marco   Smoothness and asymptotic estimates of
                                  densities for SDEs with locally smooth
                                  coefficients and applications to square
                                  root-type diffusions . . . . . . . . . . 1282--1321
                Arash Fahim and   
                Nizar Touzi and   
                   Xavier Warin   A probabilistic numerical method for
                                  fully nonlinear parabolic PDEs . . . . . 1322--1364
       Magdalena Kobylanski and   
        Marie-Claire Quenez and   
       Elisabeth Rouy-Mironescu   Optimal multiple stopping time problem   1365--1399
          Sourav Chatterjee and   
             Persi Diaconis and   
                      Allan Sly   Random graphs with a given degree
                                  sequence . . . . . . . . . . . . . . . . 1400--1435
               Masaaki Fukasawa   Discretization error of stochastic
                                  integrals  . . . . . . . . . . . . . . . 1436--1465
           Peter Constantin and   
                    Gautam Iyer   A stochastic-Lagrangian approach to the
                                  Navier--Stokes equations in domains with
                                  boundary . . . . . . . . . . . . . . . . 1466--1492
          Graham Brightwell and   
                 Malwina Luczak   Order-invariant measures on causal sets  1493--1536
               Giacomo Como and   
                  Fabio Fagnani   Scaling limits for continuous opinion
                                  dynamics systems . . . . . . . . . . . . 1537--1567
                  Maury Bramson   Stability of join the shortest queue
                                  networks . . . . . . . . . . . . . . . . 1568--1625

Annals of Applied Probability
Volume 21, Number 5, October, 2011

          Lancelot F. James and   
                  Zhiyuan Zhang   Quantile clocks  . . . . . . . . . . . . 1627--1662
                 Xinfu Chen and   
                  Lan Cheng and   
                John Chadam and   
                 David Saunders   Existence and uniqueness of solutions to
                                  the inverse boundary crossing problem
                                  for diffusions . . . . . . . . . . . . . 1663--1693
          Yashodhan Kanoria and   
               Andrea Montanari   Majority dynamics on trees and the
                                  dynamic cavity method  . . . . . . . . . 1694--1748
              J. Berestycki and   
               S. C. Harris and   
                A. E. Kyprianou   Traveling waves and homogeneous
                                  fragmentation  . . . . . . . . . . . . . 1749--1794
                 Saul Jacka and   
                 Jon Warren and   
                Peter Windridge   Minimizing the time to a decision  . . . 1795--1826
            Yutaka Terasawa and   
                  Nobuo Yoshida   Stochastic power law fluids: Existence
                                  and uniqueness of weak solutions . . . . 1827--1859
                  G. M. Pan and   
                        W. Zhou   Central limit theorem for Hotelling's $
                                  T^2 $ statistic under large dimension    1860--1910
            Mykhaylo Shkolnikov   Competing particle systems evolving by
                                  interacting Lévy processes  . . . . . . . 1911--1932
                  Adrien Richou   Numerical simulation of BSDEs with
                                  drivers of quadratic growth  . . . . . . 1933--1964
             Andreas Faller and   
        Ludger Rüschendorf   On approximative solutions of
                                  multistopping problems . . . . . . . . . 1965--1993
                  Z. D. Bai and   
                  H. X. Liu and   
                     W. K. Wong   Asymptotic properties of eigenmatrices
                                  of a large sample covariance matrix  . . 1994--2015
               Xianping Guo and   
                   Xinyuan Song   Discounted continuous-time constrained
                                  Markov decision processes in Polish
                                  spaces . . . . . . . . . . . . . . . . . 2016--2049
     Thilanka Appuhamillage and   
             Vrushali Bokil and   
            Enrique Thomann and   
             Edward Waymire and   
                     Brian Wood   Corrections: ``Occupation and local
                                  times for skew Brownian motion with
                                  applications to dispersion across an
                                  interface''  . . . . . . . . . . . . . . 2050--2051

Annals of Applied Probability
Volume 21, Number 6, December, 2011

           Krzysztof Burdzy and   
             Zhen-Qing Chen and   
                     Soumik Pal   Archimedes' principle for Brownian
                                  liquid . . . . . . . . . . . . . . . . . 2053--2074
          Raphaël Cerf and   
            Marie Théret   Upper large deviations for the maximal
                                  flow through a domain of $ \mathbb {R} $
                                  $^d$ in first passage percolation  . . . 2075--2108
                Randal Douc and   
   Aurélien Garivier and   
              Eric Moulines and   
                   Jimmy Olsson   Sequential Monte Carlo smoothing for
                                  general state space hidden Markov models 2109--2145
            Shankar Bhamidi and   
                Guy Bresler and   
                      Allan Sly   Mixing time of exponential random graphs 2146--2170
               A. Kuznetsov and   
            A. E. Kyprianou and   
                J. C. Pardo and   
                  K. van Schaik   A Wiener--Hopf Monte Carlo simulation
                                  technique for Lévy processes  . . . . . . 2171--2190
            Daniel Fernholz and   
               Ioannis Karatzas   Optimal arbitrage under model
                                  uncertainty  . . . . . . . . . . . . . . 2191--2225
          David F. Anderson and   
              Arnab Ganguly and   
                Thomas G. Kurtz   Error analysis of tau-leap simulation
                                  methods  . . . . . . . . . . . . . . . . 2226--2262
            Vincent Bansaye and   
Jean-François Delmas and   
          Laurence Marsalle and   
                  Viet Chi Tran   Limit theorems for Markov processes
                                  indexed by continuous time
                                  Galton--Watson trees . . . . . . . . . . 2263--2314
             Hock Peng Chan and   
                  Tze Leung Lai   A sequential Monte Carlo approach to
                                  computing tail probabilities in
                                  stochastic models  . . . . . . . . . . . 2315--2342
          Boris N. Oreshkin and   
                 Mark J. Coates   Analysis of error propagation in
                                  particle filters with approximation  . . 2343--2378
                Yaozhong Hu and   
              David Nualart and   
                  Xiaoming Song   Malliavin calculus for backward
                                  stochastic differential equations and
                                  application to numerical solutions . . . 2379--2423
              David Barbato and   
            Franco Flandoli and   
             Francesco Morandin   Anomalous dissipation in a stochastic
                                  inviscid dyadic model  . . . . . . . . . 2424--2446
      Shirshendu Chatterjee and   
                   Rick Durrett   Asymptotic behavior of Aldous' gossip
                                  process  . . . . . . . . . . . . . . . . 2447--2482


Annals of Applied Probability
Volume 22, Number 1, February, 2012

             Antoine Gloria and   
                     Felix Otto   An optimal error estimate in stochastic
                                  homogenization of discrete elliptic
                                  equations  . . . . . . . . . . . . . . . 1--28
            Shankar Bhamidi and   
          Remco van der Hofstad   Weak disorder asymptotics in the
                                  stochastic mean-field model of distance  29--69
              Devavrat Shah and   
                  Damon Wischik   Switched networks with maximum weight
                                  policies: Fluid approximation and
                                  multiplicative state space collapse  . . 70--127
              Devavrat Shah and   
                    Jinwoo Shin   Randomized scheduling algorithm for
                                  queueing networks  . . . . . . . . . . . 128--171
                 Thomas Knispel   Asymptotics of robust utility
                                  maximization . . . . . . . . . . . . . . 172--212
        Jocelyne Bion-Nadal and   
                Magali Kervarec   Risk measuring under model uncertainty   213--238
              Paolo Guasoni and   
                Scott Robertson   Portfolios and risk premia for the long
                                  run  . . . . . . . . . . . . . . . . . . 239--284
             Peter Imkeller and   
   Anthony Réveillac and   
                   Anja Richter   Differentiability of quadratic BSDEs
                                  generated by continuous martingales  . . 285--336
               Zakhar Kabluchko   Distribution of levels in
                                  high-dimensional random landscapes . . . 337--362
                    Marcel Nutz   The Bellman equation for power utility
                                  maximization with semimartingales  . . . 363--406
                  Baris Ata and   
                   Itai Gurvich   On optimality gaps in the Halfin--Whitt
                                  regime . . . . . . . . . . . . . . . . . 407--455

Annals of Applied Probability
Volume 22, Number 2, April, 2012

            Pierre Tarr\`es and   
           Pierre Vandekerkhove   On ergodic two-armed bandits . . . . . . 457--476
               Weining Kang and   
                 Kavita Ramanan   Asymptotic approximations for stationary
                                  distributions of many-server queues with
                                  abandonment  . . . . . . . . . . . . . . 477--521
                   David Belius   Cover levels and random interlacements   522--540
       Laurent Decreusefond and   
Jean-Stéphane Dhersin and   
               Pascal Moyal and   
                  Viet Chi Tran   Large graph limit for an SIR process in
                                  random network with heterogeneous
                                  connectivity . . . . . . . . . . . . . . 541--575
            Paul A. Jenkins and   
                    Yun S. Song   Padé approximants and exact two-locus
                                  sampling distributions . . . . . . . . . 576--607
                    Hideo Nagai   Downside risk minimization via a large
                                  deviations approach  . . . . . . . . . . 608--669
                Davide Borrello   On the role of Allee effect and mass
                                  migration in survival and extinction of
                                  a species  . . . . . . . . . . . . . . . 670--701
                 D. Denisov and   
                    S. Foss and   
             T. Konstantopoulos   Limit theorems for a random directed
                                  slab graph . . . . . . . . . . . . . . . 702--733
          Amarjit Budhiraja and   
                  Arka P. Ghosh   Controlled stochastic networks in heavy
                                  traffic: Convergence of value functions  734--791
               Nelly Litvak and   
                Philippe Robert   A scaling analysis of a cat and mouse
                                  Markov chain . . . . . . . . . . . . . . 792--826
                    Ankit Gupta   Stochastic model for cell polarity . . . 827--859
               Nicolas Lanchier   The Axelrod model for the dissemination
                                  of culture revisited . . . . . . . . . . 860--880

Annals of Applied Probability
Volume 22, Number 3, June, 2012

      Jonathan C. Mattingly and   
           Natesh S. Pillai and   
               Andrew M. Stuart   Diffusion limits of the random walk
                                  Metropolis algorithm in high dimensions  881--930
       Louigi Addario-Berry and   
            Simon Griffiths and   
                   Ross J. Kang   Invasion percolation on the
                                  Poisson-weighted infinite tree . . . . . 931--970
  Jean-Francois Chassagneux and   
               Romuald Elie and   
                Idris Kharroubi   Discrete-time approximation of
                                  multidimensional BSDEs with oblique
                                  reflections  . . . . . . . . . . . . . . 971--1007
              Kojiro Oshima and   
            Josef Teichmann and   
             Dejan Velu\vs\vcek   A new extrapolation method for weak
                                  approximation schemes with applications  1008--1045
           Jüri Lember and   
         Heinrich Matzinger and   
                  Felipe Torres   The rate of the convergence of the mean
                                  score in random sequence comparison  . . 1046--1058
             Gilles Pag\`es and   
                 Fabien Panloup   Ergodic approximation of the
                                  distribution of a stationary diffusion:
                                  Rate of convergence  . . . . . . . . . . 1059--1100
               A. Kuznetsov and   
            A. E. Kyprianou and   
                    J. C. Pardo   Meromorphic Lévy processes and their
                                  fluctuation identities . . . . . . . . . 1101--1135
           Fabio Martinelli and   
              Alistair Sinclair   Mixing time for the solid-on-solid model 1136--1166
            Robert J. Adler and   
           Jose H. Blanchet and   
                   Jingchen Liu   Efficient Monte Carlo for high
                                  excursions of Gaussian random fields . . 1167--1214
                  Nobuo Yoshida   Stochastic shear thickening fluids:
                                  Strong convergence of the Galerkin
                                  approximation and the energy equality    1215--1242
       Mamadou Cissé and   
               Pierre Patie and   
           Etienne Tanré   Optimal stopping problems for some
                                  Markov processes . . . . . . . . . . . . 1243--1265
           Philip Matchett Wood   Universality and the circular law for
                                  sparse random matrices . . . . . . . . . 1266--1300

Annals of Applied Probability
Volume 22, Number 4, August, 2012

                C. Litterer and   
                       T. Lyons   High order recombination and an
                                  application to cubature on Wiener space  1301--1327
  Nathanaël Berestycki and   
                  Richard Pymar   Effect of scale on long-range random
                                  graphs and chromosomal inversions  . . . 1328--1361
              Olivier Garet and   
         Régine Marchand   Asymptotic shape for the contact process
                                  in random environment  . . . . . . . . . 1362--1410
          Philip S. Griffin and   
                 Ross A. Maller   Path decomposition of ruinous behavior
                                  for a general Lévy insurance risk process 1411--1449
             Oliver Riordan and   
                    Lutz Warnke   Achlioptas process phase transitions are
                                  continuous . . . . . . . . . . . . . . . 1450--1464
            Erhan Bayraktar and   
               Yu-Jui Huang and   
                  Qingshuo Song   Outperforming the market portfolio with
                                  a given probability  . . . . . . . . . . 1465--1494
           Xin Thomson Tong and   
               Ramon van Handel   Ergodicity and stability of the
                                  conditional distributions of
                                  nondegenerate Markov chains  . . . . . . 1495--1540
                   Jin Feng and   
         Jean-Pierre Fouque and   
                   Rohini Kumar   Small-time asymptotics for fast
                                  mean-reverting stochastic volatility
                                  models . . . . . . . . . . . . . . . . . 1541--1575
      Constantinos Kardaras and   
                Scott Robertson   Robust maximization of asymptotic growth 1576--1610
        Martin Hutzenthaler and   
             Arnulf Jentzen and   
               Peter E. Kloeden   Strong convergence of an explicit
                                  numerical method for SDEs with
                                  nonglobally Lipschitz continuous
                                  coefficients . . . . . . . . . . . . . . 1611--1641
             Itai Benjamini and   
                Yury Makarychev   Balanced allocation: Memory performance
                                  tradeoffs  . . . . . . . . . . . . . . . 1642--1649
               Codina Cotar and   
           Christof Külske   Existence of random gradient states  . . 1650--1692
        Louis-Pierre Arguin and   
               Anton Bovier and   
                 Nicola Kistler   Poissonian statistics in the extremal
                                  process of branching Brownian motion . . 1693--1711
                 Yunjiang Jiang   Total variation bound for Kac's random
                                  walk . . . . . . . . . . . . . . . . . . 1712--1727
       Anne-Laure Basdevant and   
                   Arvind Singh   Continuous-time vertex reinforced jump
                                  processes on Galton--Watson trees  . . . 1728--1743

Annals of Applied Probability
Volume 22, Number 5, October, 2012

            Nicolas Broutin and   
               Cecilia Holmgren   The total path length of split trees . . 1745--1777
                  J. D. Biggins   Spreading speeds in reducible multitype
                                  branching random walk  . . . . . . . . . 1778--1821
                   A. Crudu and   
               A. Debussche and   
                  A. Muller and   
                   O. Radulescu   Convergence of stochastic gene networks
                                  to hybrid piecewise deterministic
                                  processes  . . . . . . . . . . . . . . . 1822--1859
         Marat V. Burnashev and   
              Aslan Tchamkerten   Tracking a random walk first-passage
                                  time through noisy observations  . . . . 1860--1879
                 Peter Neal and   
             Gareth Roberts and   
                  Wai Kong Yuen   Optimal scaling of random walk
                                  Metropolis algorithms with discontinuous
                                  target densities . . . . . . . . . . . . 1880--1927
          Federico Bassetti and   
                  Lucia Ladelli   Self-similar solutions in
                                  one-dimensional kinetic models: A
                                  probabilistic view . . . . . . . . . . . 1928--1961
          Iain M. Johnstone and   
                    Zongming Ma   Fast approach to the Tracy--Widom law at
                                  the edge of GOE and GUE  . . . . . . . . 1962--1988
              Svante Janson and   
             Tomasz \Luczak and   
             Tatyana Turova and   
                 Thomas Vallier   Bootstrap percolation on the random
                                  graph $ G_{n, p} $ . . . . . . . . . . . 1989--2047
           Srikanth K. Iyer and   
               Debleena Thacker   Nonuniform random geometric graphs with
                                  location-dependent radii . . . . . . . . 2048--2066
               Christian Bender   Simple arbitrage . . . . . . . . . . . . 2067--2085
             Götz Kersting   The asymptotic distribution of the
                                  length of Beta-coalescent trees  . . . . 2086--2107
            P. Pfaffelhuber and   
                P. R. Staab and   
                 A. Wakolbinger   Muller's ratchet with compensatory
                                  mutations  . . . . . . . . . . . . . . . 2108--2132
           Michel Bena\"\im and   
                  Mathieu Faure   Stochastic approximation, cooperative
                                  dynamics and supermodular games  . . . . 2133--2164

Annals of Applied Probability
Volume 22, Number 6, December, 2012

            A. M. Etheridge and   
                A. Véber   The spatial $ \Lambda $-Fleming--Viot
                                  process on a large torus: Genealogies in
                                  the presence of recombination  . . . . . 2165--2209
              Prasad Tetali and   
               Juan C. Vera and   
                Eric Vigoda and   
                     Linji Yang   Phase transition for the mixing time of
                                  the Glauber dynamics for coloring
                                  regular trees  . . . . . . . . . . . . . 2210--2239
      Hermine Biermé and   
              Agn\`es Desolneux   Crossings of smooth shot noise processes 2240--2281
           Thierry Bodineau and   
                 Maxime Lagouge   Large deviations of the empirical
                                  currents for a boundary-driven reaction
                                  diffusion model  . . . . . . . . . . . . 2282--2319
           Natesh S. Pillai and   
           Andrew M. Stuart and   
     Alexandre H. Thiéry   Optimal scaling and diffusion limits for
                                  the Langevin algorithm in high
                                  dimensions . . . . . . . . . . . . . . . 2320--2356
          Geoffrey Decrouez and   
              Owen Dafydd Jones   A class of multifractal processes
                                  constructed using an embedded branching
                                  process  . . . . . . . . . . . . . . . . 2357--2387
          Monique Jeanblanc and   
              Michael Mania and   
          Marina Santacroce and   
               Martin Schweizer   Mean-variance hedging via stochastic
                                  control and BSDEs for general
                                  semimartingales  . . . . . . . . . . . . 2388--2428
            Elchanan Mossel and   
                 Sebastien Roch   Phylogenetic mixtures: Concentration of
                                  measure in the large-tree limit  . . . . 2429--2459
               A. de Bouard and   
                      M. Gazeau   A diffusion approximation theorem for a
                                  nonlinear PDE with application to random
                                  birefringent optical fibers  . . . . . . 2460--2504
                  Xicheng Zhang   Stochastic functional differential
                                  equations driven by Lévy processes and
                                  quasi-linear partial
                                  integro-differential equations . . . . . 2505--2538
    Christian Houdré and   
                   Zsolt Talata   On the rate of approximation in
                                  finite-alphabet longest increasing
                                  subsequence problems . . . . . . . . . . 2539--2559
       Andrej Depperschmidt and   
             Andreas Greven and   
             Peter Pfaffelhuber   Tree-valued Fleming--Viot dynamics with
                                  mutation and selection . . . . . . . . . 2560--2615


Annals of Applied Probability
Volume 23, Number 1, February, 2013

            Lorenzo Bertini and   
      Alessandra Faggionato and   
               Davide Gabrielli   Large deviation principles for
                                  nongradient weakly asymmetric stochastic
                                  lattice gases  . . . . . . . . . . . . . 1--65
   Krzysztof \Latuszy\'nski and   
          Gareth O. Roberts and   
           Jeffrey S. Rosenthal   Adaptive Gibbs samplers and related MCMC
                                  methods  . . . . . . . . . . . . . . . . 66--98
             Amaury Lambert and   
                    Lea Popovic   The coalescent point process of
                                  branching trees  . . . . . . . . . . . . 99--144
                 Haya Kaspi and   
                 Kavita Ramanan   SPDE limits of many-server queues  . . . 145--229
                   Rick Durrett   Population genetics of neutral mutations
                                  in exponentially growing cancer cell
                                  populations  . . . . . . . . . . . . . . 230--250
                Zuo Quan Xu and   
                    Xun Yu Zhou   Optimal stopping under probability
                                  distortion . . . . . . . . . . . . . . . 251--282
       Louigi Addario-Berry and   
                     Kevin Ford   Poisson--Dirichlet branching random
                                  walks  . . . . . . . . . . . . . . . . . 283--307
              H. Mete Soner and   
                Nizar Touzi and   
                 Jianfeng Zhang   Dual formulation of second order target
                                  problems . . . . . . . . . . . . . . . . 308--347
               Kay Giesecke and   
  Konstantinos Spiliopoulos and   
              Richard B. Sowers   Default clustering in large portfolios:
                                  Typical events . . . . . . . . . . . . . 348--385
            Matteo Ruggiero and   
          Stephen G. Walker and   
                 Stefano Favaro   Alpha-diversity processes and normalized
                                  inverse-Gaussian diffusions  . . . . . . 386--425

Annals of Applied Probability
Volume 23, Number 2, April, 2013

             Bruno Bouchard and   
                    Erik Taflin   No-arbitrage of second kind in countable
                                  markets with proportional transaction
                                  costs  . . . . . . . . . . . . . . . . . 427--454
                  Ying Jiao and   
            Idris Kharroubi and   
               Huyên Pham   Optimal investment under multiple
                                  defaults risk: A BSDE-decomposition
                                  approach . . . . . . . . . . . . . . . . 455--491
                Po-Shen Loh and   
                  Eyal Lubetzky   Stochastic coalescence in logarithmic
                                  time . . . . . . . . . . . . . . . . . . 492--528
               Hye-Won Kang and   
                Thomas G. Kurtz   Separation of time-scales and model
                                  reduction for stochastic reaction
                                  networks . . . . . . . . . . . . . . . . 529--583
                 Adam J. Harper   Bounds on the suprema of Gaussian
                                  processes, and omega results for the sum
                                  of a random multiplicative function  . . 584--616
                Larry Goldstein   A Berry--Esseen bound with applications
                                  to vertex degree counts in the
                                  Erd\Hos--Rényi random graph . . . . . . . 617--636
                   Yu-Ting Chen   Sharp benefit-to-cost rules for the
                                  evolution of cooperation on regular
                                  graphs . . . . . . . . . . . . . . . . . 637--664
              Kasper Larsen and   
            Gordan \vZitkovi\'c   On utility maximization under convex
                                  portfolio constraints  . . . . . . . . . 665--692
    Constantinos Daskalakis and   
                 Sebastien Roch   Alignment-free phylogenetic
                                  reconstruction: Sample complexity via a
                                  branching process analysis . . . . . . . 693--721
               Jihyeok Choi and   
              Sunder Sethuraman   Large deviations for the degree
                                  structure in preferential attachment
                                  schemes  . . . . . . . . . . . . . . . . 722--763
       Christoph Czichowsky and   
               Martin Schweizer   Cone-constrained continuous-time
                                  Markowitz problems . . . . . . . . . . . 764--810
              Kshitij Khare and   
             Nabanita Mukherjee   Convergence analysis of some
                                  multivariate Markov chains using
                                  stochastic monotonicity  . . . . . . . . 811--833
              Carl Lindberg and   
          Holger Rootzén   Error distributions for random grid
                                  approximations of multidimensional
                                  stochastic integrals . . . . . . . . . . 834--857

Annals of Applied Probability
Volume 23, Number 3, June, 2013

        Alexander M. G. Cox and   
                    Jiajie Wang   Root's barrier: Construction, optimality
                                  and applications to variance options . . 859--894
          Kristoffer Glover and   
               Hardy Hulley and   
                   Goran Peskir   Three-dimensional Brownian motion and
                                  the golden ratio rule  . . . . . . . . . 895--922
           Augusto Teixeira and   
                 Johan Tykesson   Random interlacements and amenability    923--956
               M. J. Luczak and   
                   J. R. Norris   Averaging over fast variables in the
                                  fluid limit for Markov chains:
                                  Application to the supermarket model
                                  with memory  . . . . . . . . . . . . . . 957--986
         Christopher Hughes and   
            Joseph Najnudel and   
          Ashkan Nikeghbali and   
                  Dirk Zeindler   Random permutation matrices under the
                                  generalized Ewens measure  . . . . . . . 987--1024
      Abdelkoddousse Ahdida and   
        Aurélien Alfonsi   Exact and high-order discretization
                                  schemes for Wishart processes and their
                                  affine extensions  . . . . . . . . . . . 1025--1073
             Michael Damron and   
                Michael Hochman   Examples of nonpolygonal limit shapes in
                                  i.i.d. first-passage percolation and
                                  infinite coexistence in spatial growth
                                  models . . . . . . . . . . . . . . . . . 1074--1085
        René Carmona and   
    François Delarue and   
    Gilles-Edouard Espinosa and   
                    Nizar Touzi   Singular forward--backward stochastic
                                  differential equations and emissions
                                  derivatives  . . . . . . . . . . . . . . 1086--1128
               James Allen Fill   Distributional convergence for the
                                  number of symbol comparisons used by
                                  QuickSort  . . . . . . . . . . . . . . . 1129--1147
    Nathanaël Enriquez and   
           Christophe Sabot and   
           Laurent Tournier and   
                  Olivier Zindy   Quenched limits for the fluctuations of
                                  transient random walks in random
                                  environment on $ \mathbb {Z} $ . . . . . 1148--1187
         Erol A. Peköz and   
         Adrian Röllin and   
                    Nathan Ross   Degree asymptotics with rates for
                                  preferential attachment random graphs    1188--1218
        Andrea Collevecchio and   
               Codina Cotar and   
                  Marco LiCalzi   On a preferential attachment and
                                  generalized Pólya's urn model . . . . . . 1219--1253
            Mindaugas Bloznelis   Degree and clustering coefficient in
                                  sparse random intersection graphs  . . . 1254--1289

Annals of Applied Probability
Volume 23, Number 4, August, 2013

               A. B. Dieker and   
                    Xuefeng Gao   Positive recurrence of piecewise
                                  Ornstein--Uhlenbeck processes and common
                                  quadratic Lyapunov functions . . . . . . 1291--1317
             John Musacchio and   
                   Jean Walrand   Fluid limits to analyze long-term flow
                                  rates of a stochastic network with
                                  ingress discarding . . . . . . . . . . . 1318--1354
          Constantinos Kardaras   On the closure in the Emery topology of
                                  semimartingale wealth-process sets . . . 1355--1376
                  Michael Kelly   Upper bound on the rate of adaptation in
                                  an asexual population  . . . . . . . . . 1377--1408
            Sophie Laruelle and   
                 Gilles Pag\`es   Randomized urn models revisited using
                                  stochastic approximation . . . . . . . . 1409--1436
                Jasmine Foo and   
                    Kevin Leder   Dynamics of cancer recurrence  . . . . . 1437--1468
               Jean Bertoin and   
        Grégory Miermont   The cut-tree of large Galton--Watson
                                  trees and the Brownian CRT . . . . . . . 1469--1493
                 B. Acciaio and   
          M. Beiglböck and   
                 F. Penkner and   
           W. Schachermayer and   
                       J. Temme   A trajectorial interpretation of Doob's
                                  martingale inequalities  . . . . . . . . 1494--1505
              Philip S. Griffin   Convolution equivalent Lévy processes and
                                  first passage times  . . . . . . . . . . 1506--1543
             Antoine Gloria and   
        Jean-Christophe Mourrat   Quantitative version of the
                                  Kipnis--Varadhan theorem and Monte Carlo
                                  approximation of homogenized
                                  coefficients . . . . . . . . . . . . . . 1544--1583
             Gerard Brunick and   
                  Steven Shreve   Mimicking an Itô process by a solution of
                                  a stochastic differential equation . . . 1584--1628
                  A. Galves and   
               N. L. Garcia and   
         E. Löcherbach and   
                     E. Orlandi   Kalikow-type decomposition for
                                  multicolor infinite range particle
                                  systems  . . . . . . . . . . . . . . . . 1629--1659
        Dorival Leão and   
                 Alberto Ohashi   Weak approximations for Wiener
                                  functionals  . . . . . . . . . . . . . . 1660--1691
             Persi Diaconis and   
               Jason Fulman and   
                   Susan Holmes   Analysis of casino shelf shuffling
                                  machines . . . . . . . . . . . . . . . . 1692--1720

Annals of Applied Probability
Volume 23, Number 5, October, 2013

             Stefano Favaro and   
              Antonio Lijoi and   
             Igor Prünster   Conditional formulae for Gibbs-type
                                  exchangeable random partitions . . . . . 1721--1754
                    Marcel Nutz   Random $G$-expectations  . . . . . . . . 1755--1777
           James Allen Fill and   
                     Jonas Kahn   Comparison inequalities and
                                  fastest-mixing Markov chains . . . . . . 1778--1816
            Erhan Bayraktar and   
                   Yu-Jui Huang   Robust maximization of asymptotic growth
                                  under covariance uncertainty . . . . . . 1817--1840
              Maury Bramson and   
                      Yi Lu and   
               Balaji Prabhakar   Decay of tails at equilibrium for FIFO
                                  join the shortest queue networks . . . . 1841--1878
             David Gamarnik and   
              David A. Goldberg   On the rate of convergence to
                                  stationarity of the M/M/N queue in the
                                  Halfin--Whitt regime . . . . . . . . . . 1879--1912
        Martin Hutzenthaler and   
             Arnulf Jentzen and   
               Peter E. Kloeden   Divergence of the multilevel Monte Carlo
                                  Euler method for nonlinear stochastic
                                  differential equations . . . . . . . . . 1913--1966
              F. Martinelli and   
                   C. Toninelli   Kinetically constrained spin models on
                                  trees  . . . . . . . . . . . . . . . . . 1967--1987
               Denis Belomestny   Solving optimal stopping problems via
                                  empirical dual optimization  . . . . . . 1988--2019
               David Hobson and   
                 Martin Klimmek   Maximizing functionals of the maximum in
                                  the Skorokhod embedding problem and an
                                  application to variance swaps  . . . . . 2020--2052
          Amarjit Budhiraja and   
               Dominik Reinhold   Near critical catalyst reactant
                                  branching processes with controlled
                                  immigration  . . . . . . . . . . . . . . 2053--2098
       Alexander L. Stolyar and   
                 Elena Yudovina   Systems with large flexible server
                                  pools: Instability of ``natural'' load
                                  balancing  . . . . . . . . . . . . . . . 2099--2138
                  D. Crisan and   
                   J. Diehl and   
                 P. K. Friz and   
                  H. Oberhauser   Robust filtering: Correlated noise and
                                  multidimensional observation . . . . . . 2139--2160

Annals of Applied Probability
Volume 23, Number 6, December, 2013

          Mathew D. Penrose and   
                   J. E. Yukich   Limit theory for point processes in
                                  manifolds  . . . . . . . . . . . . . . . 2161--2211
                   Yan Dolinsky   Hedging of game options with the
                                  presence of transaction costs  . . . . . 2212--2237
                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   Sticky central limit theorems on open
                                  books  . . . . . . . . . . . . . . . . . 2238--2258
           Madalina Deaconu and   
                Samuel Herrmann   Hitting time for Bessel processes---walk
                                  on moving spheres algorithm (WoMS) . . . 2259--2289
             Peter Imkeller and   
       N. Sri Namachchivaya and   
          Nicolas Perkowski and   
                 Hoong C. Yeong   Dimensional reduction in nonlinear
                                  filtering: A homogenization approach . . 2290--2326
                     Curdin Ott   Optimal stopping problems for the
                                  maximum process with upper and lower
                                  caps . . . . . . . . . . . . . . . . . . 2327--2356
             Amaury Lambert and   
            Florian Simatos and   
                     Bert Zwart   Scaling limits via excursion theory:
                                  Interplay between Crump--Mode--Jagers
                                  branching processes and
                                  processor-sharing queues . . . . . . . . 2357--2381
             David Gamarnik and   
              David A. Goldberg   Steady-state GI/G/n queue in the
                                  Halfin--Whitt regime . . . . . . . . . . 2382--2419
              Anis Matoussi and   
             Dylan Possamai and   
                      Chao Zhou   Second order reflected backward
                                  stochastic differential equations  . . . 2420--2457
              Charles Radin and   
                        Mei Yin   Phase transitions in exponential random
                                  graphs . . . . . . . . . . . . . . . . . 2458--2471
               Alexander Schied   A control problem with fuel constraint
                                  and Dawson--Watanabe superprocesses  . . 2472--2499
                  Nick Whiteley   Stability properties of some particle
                                  filters  . . . . . . . . . . . . . . . . 2500--2537
           Nicolas Lanchier and   
            Stylianos Scarlatos   Fixation in the one-dimensional Axelrod
                                  model  . . . . . . . . . . . . . . . . . 2538--2559
            Nicolas Broutin and   
            Ralph Neininger and   
               Henning Sulzbach   A limit process for partial match
                                  queries in random quadtrees and $2$-D
                                  trees  . . . . . . . . . . . . . . . . . 2560--2603


Annals of Applied Probability
Volume 24, Number 1, February, 2014

             Boris Ettinger and   
            Steven N. Evans and   
               Alexandru Hening   Killed Brownian motion with a prescribed
                                  lifetime distribution and models of
                                  default  . . . . . . . . . . . . . . . . 1--33
            Pierre E. Jacob and   
                 Robin J. Ryder   The Wang--Landau algorithm reaches the
                                  flat histogram criterion in finite time  34--53
                  Sergio Pulido   The fundamental theorem of asset
                                  pricing, the hedging problem and maximal
                                  claims in financial markets with short
                                  sales prohibitions . . . . . . . . . . . 54--75
                    D. Shah and   
           J. N. Tsitsiklis and   
                       Y. Zhong   Qualitative properties of $ \alpha
                                  $-fair policies in bandwidth-sharing
                                  networks . . . . . . . . . . . . . . . . 76--113
                    Aaron Smith   A Gibbs sampler on the $n$-simplex . . . 114--130
          Gareth O. Roberts and   
           Jeffrey S. Rosenthal   Minimising MCMC variance via diffusion
                                  limits, with an application to simulated
                                  tempering  . . . . . . . . . . . . . . . 131--149
            J. Theodore Cox and   
               Edwin A. Perkins   A complete convergence theorem for voter
                                  model perturbations  . . . . . . . . . . 150--197
                Sergey Foss and   
            James B. Martin and   
                Philipp Schmidt   Long-range last-passage percolation on
                                  the line . . . . . . . . . . . . . . . . 198--234
  S. Val\`ere Bitseki Penda and   
          Hac\`ene Djellout and   
                 Arnaud Guillin   Deviation inequalities, moderate
                                  deviations and some limit theorems for
                                  bifurcating Markov chains with
                                  application  . . . . . . . . . . . . . . 235--291
           Michel Bena\"\im and   
  Stéphane Le Borgne and   
            Florent Malrieu and   
       Pierre-André Zitt   On the stability of planar randomly
                                  switched systems . . . . . . . . . . . . 292--311
                A. Galichon and   
       P. Henry-Labord\`ere and   
                       N. Touzi   A stochastic control approach to
                                  no-arbitrage bounds given marginals,
                                  with an application to lookback options  312--336
                 Andreas Eberle   Error bounds for Metropolis--Hastings
                                  algorithms applied to perturbations of
                                  Gaussian measures in high dimensions . . 337--377
                  Yunan Liu and   
                     Ward Whitt   Many-server heavy-traffic limit for
                                  queues with time-varying parameters  . . 378--421
              Pierre Collet and   
             Florencia Leonardi   Loss of memory of hidden Markov models
                                  and Lyapunov exponents . . . . . . . . . 422--446
              Antonio Lijoi and   
         Igor Prünster and   
              Stephen G. Walker   A note on ``Bayesian nonparametric
                                  estimators derived from conditional
                                  Gibbs structures'' . . . . . . . . . . . 447--448

Annals of Applied Probability
Volume 24, Number 2, April, 2014

          Julien Berestycki and   
  Nathanaël Berestycki and   
                    Vlada Limic   A small-time coupling between $ \Lambda
                                  $-coalescents and branching processes    449--475
              A. Faggionato and   
                 C. Roberto and   
                   C. Toninelli   Universality for one-dimensional
                                  hierarchical coalescence processes with
                                  double and triple merges . . . . . . . . 476--525
                 Oleg Butkovsky   Subgeometric rates of convergence of
                                  Markov processes in the Wasserstein
                                  metric . . . . . . . . . . . . . . . . . 526--552
              Mathieu Faure and   
         Sebastian J. Schreiber   Quasi-stationary distributions for
                                  randomly perturbed dynamical systems . . 553--598
       Kenneth S. Alexander and   
                 Nikos Zygouras   Path properties of the disordered
                                  pinning model in the delocalized regime  599--615
                 Ennio Fedrizzi   Stability of solitons under rapidly
                                  oscillating random perturbations of the
                                  initial conditions . . . . . . . . . . . 616--651
                 Dan Crisan and   
       Konstantinos Manolarakis   Second order discretization of backward
                                  SDEs and simulation with the cubature
                                  method . . . . . . . . . . . . . . . . . 652--678
Jean-François Chassagneux and   
                     Dan Crisan   Runge--Kutta schemes for backward
                                  stochastic differential equations  . . . 679--720
               Hye-Won Kang and   
            Thomas G. Kurtz and   
                    Lea Popovic   Central limit theorems and diffusion
                                  approximations for multiscale Markov
                                  chain models . . . . . . . . . . . . . . 721--759
                  Rami Atar and   
                   Itai Gurvich   Scheduling parallel servers in the
                                  nondegenerate slowdown diffusion regime:
                                  Asymptotic optimality results  . . . . . 760--810
     Rafael Mendoza-Arriaga and   
                 Vadim Linetsky   Time-changed CIR default intensities
                                  with two-sided mean-reverting jumps  . . 811--856
            L. R. G. Fontes and   
                 R. J. Gava and   
                     V. Gayrard   The $K$-process on a tree as a scaling
                                  limit of the GREM-like trap model  . . . 857--897

Annals of Applied Probability
Volume 24, Number 3, June, 2014

             Bruno Bouchard and   
             Ludovic Moreau and   
                    Marcel Nutz   Stochastic target games with controlled
                                  loss . . . . . . . . . . . . . . . . . . 899--934
           Natesh S. Pillai and   
                        Jun Yin   Universality of covariance matrices  . . 935--1001
          Mathieu Rosenbaum and   
                   Peter Tankov   Asymptotically optimal discretization of
                                  hedging strategies with jumps  . . . . . 1002--1048
                 A. Alfonsi and   
                B. Jourdain and   
                A. Kohatsu-Higa   Pathwise optimal transport bounds
                                  between a one-dimensional diffusion and
                                  its Euler scheme . . . . . . . . . . . . 1049--1080
              Frank G. Ball and   
              David J. Sirl and   
                 Pieter Trapman   Epidemics on random intersection graphs  1081--1128
            Philippe Briand and   
           Céline Labart   Simulation of BSDEs by Wiener chaos
                                  expansion  . . . . . . . . . . . . . . . 1129--1171
             Alexei Borodin and   
                    Ivan Corwin   Moments and Lyapunov exponents for the
                                  parabolic Anderson model . . . . . . . . 1172--1198
                 Baisuo Jin and   
                  Chen Wang and   
                  Z. D. Bai and   
           K. Krishnan Nair and   
                Matthew Harding   Limiting spectral distribution of a
                                  symmetrized auto-cross covariance matrix 1199--1225
          John K. McSweeney and   
                    Lea Popovic   Stochastically-induced bistability in
                                  chemical reaction systems  . . . . . . . 1226--1268
             Rudolf Grübel   Search trees: Metric aspects and strong
                                  limit theorems . . . . . . . . . . . . . 1269--1297
               Jonathan Touboul   Propagation of chaos in neural fields    1298--1328

Annals of Applied Probability
Volume 24, Number 4, August, 2014

               Weining Kang and   
                 Kavita Ramanan   Characterization of stationary
                                  distributions of reflected diffusions    1329--1374
              Peter Hegarty and   
              Anders Martinsson   On the existence of accessible paths in
                                  various models of fitness landscapes . . 1375--1395
          Alexandros Beskos and   
                 Dan Crisan and   
                     Ajay Jasra   On the stability of sequential Monte
                                  Carlo methods in high dimensions . . . . 1396--1445
        Louis-Pierre Arguin and   
                  Olivier Zindy   Poisson--Dirichlet statistics for the
                                  extremes of a log-correlated Gaussian
                                  field  . . . . . . . . . . . . . . . . . 1446--1481
                 Soumik Pal and   
            Mykhaylo Shkolnikov   Concentration of measure for Brownian
                                  particle systems interacting through
                                  their ranks  . . . . . . . . . . . . . . 1482--1508
                    Libo Li and   
                Marek Rutkowski   Progressive enlargements of filtrations
                                  with pseudo-honest times . . . . . . . . 1509--1553
              Sigurd Assing and   
                 Saul Jacka and   
                  Adriana Ocejo   Monotonicity of the value function for a
                                  two-dimensional optimal stopping problem 1554--1584
           Michael B. Giles and   
                 Lukasz Szpruch   Antithetic multilevel Monte Carlo
                                  estimation for multi-dimensional SDEs
                                  without Lévy area simulation  . . . . . . 1585--1620
                Brian Rider and   
        Christopher D. Sinclair   Extremal laws for the real Ginibre
                                  ensemble . . . . . . . . . . . . . . . . 1621--1651
             Emmanuel Gobet and   
                 Nicolas Landon   Almost sure optimal hedging strategy . . 1652--1690
               Jingchen Liu and   
                     Gongjun Xu   On the conditional distributions and the
                                  efficient simulations of exponential
                                  integrals of Gaussian random fields  . . 1691--1738
                 Martin Larsson   Filtration shrinkage, strict local
                                  martingales and the Föllmer measure . . . 1739--1766

Annals of Applied Probability
Volume 24, Number 5, October, 2014

                Randal Douc and   
              Eric Moulines and   
                   Jimmy Olsson   Long-term stability of sequential Monte
                                  Carlo methods under verifiable
                                  conditions . . . . . . . . . . . . . . . 1767--1802
                     Xiaolu Tan   Discrete-time probabilistic
                                  approximation of path-dependent
                                  stochastic control problems  . . . . . . 1803--1834
                 Ben Morris and   
               Weiyang Ning and   
                    Yuval Peres   Mixing time of the card-cyclic-to-random
                                  shuffle  . . . . . . . . . . . . . . . . 1835--1849
             Viktor Todorov and   
                 George Tauchen   Limit theorems for the empirical
                                  distribution function of scaled
                                  increments of Itô semimartingales at high
                                  frequencies  . . . . . . . . . . . . . . 1850--1888
               Oren Louidor and   
                Ran Tessler and   
     Alexander Vandenberg-Rodes   The Williams--Bjerknes model on regular
                                  trees  . . . . . . . . . . . . . . . . . 1889--1917
               A. B. Dieker and   
                         X. Gao   Sensitivity analysis for diffusion
                                  processes constrained to an orthant  . . 1918--1945
          Eric Luçon and   
                Wilhelm Stannat   Mean field limit for disordered
                                  diffusions with singular interactions    1946--1993
            Christian Bayer and   
              John Schoenmakers   Simulation of forward-reverse stochastic
                                  representations for conditional
                                  diffusions . . . . . . . . . . . . . . . 1994--2032
                  Rami Atar and   
                    Anup Biswas   Control of the multiclass $ {G / G / 1}
                                  $ queue in the moderate deviation regime 2033--2069
            Pascal Maillard and   
                  Ofer Zeitouni   Performance of the Metropolis algorithm
                                  on a disordered tree: The Einstein
                                  relation . . . . . . . . . . . . . . . . 2070--2090
               Joel Spencer and   
                Madhu Sudan and   
                       Kuang Xu   Queuing with future information  . . . . 2091--2142
       Jeffrey F. Collamore and   
               Guoqing Diao and   
          Anand N. Vidyashankar   Rare event simulation for processes
                                  generated via stochastic fixed point
                                  equations  . . . . . . . . . . . . . . . 2143--2175
   Erdinç Akyildirim and   
               Yan Dolinsky and   
                  H. Mete Soner   Approximating stochastic volatility by
                                  recombinant trees  . . . . . . . . . . . 2176--2205

Annals of Applied Probability
Volume 24, Number 6, December, 2014

                    D. Shah and   
               N. S. Walton and   
                       Y. Zhong   Optimal queue-size scaling in switched
                                  networks . . . . . . . . . . . . . . . . 2207--2245
        Michel Broniatowski and   
                  Virgile Caron   Long runs under a conditional limit
                                  distribution . . . . . . . . . . . . . . 2246--2296
       Louigi Addario-Berry and   
            Nicolas Broutin and   
               Cecilia Holmgren   Cutting down trees with a Markov
                                  chainsaw . . . . . . . . . . . . . . . . 2297--2339
                   Goran Peskir   Quickest detection of a hidden target
                                  and extremal surfaces  . . . . . . . . . 2340--2370
           Djalil Chafa\"\i and   
             Nathael Gozlan and   
       Pierre-André Zitt   First-order global asymptotics for
                                  confined particles with singular pair
                                  repulsion  . . . . . . . . . . . . . . . 2371--2413
        Mustafa Khandwawala and   
              Rajesh Sundaresan   Belief propagation for optimal edge
                                  cover in the random complete graph . . . 2414--2454
              Martin Hairer and   
           Andrew M. Stuart and   
           Sebastian J. Vollmer   Spectral gaps for a Metropolis--Hastings
                                  algorithm in infinite dimensions . . . . 2455--2490
             Mark Podolskij and   
          Christian Schmidt and   
              Johanna F. Ziegel   Limit theorems for nondegenerate
                                  $U$-statistics of continuous
                                  semimartingales  . . . . . . . . . . . . 2491--2526
                   Itai Gurvich   Diffusion models and steady-state
                                  approximations for exponentially ergodic
                                  Markovian queues . . . . . . . . . . . . 2527--2559
                  Adrien Joseph   The component sizes of a critical random
                                  graph with given degree sequence . . . . 2560--2594
            Benedikt Jahnel and   
           Christof Külske   A class of nonergodic interacting
                                  particle systems with unique invariant
                                  measure  . . . . . . . . . . . . . . . . 2595--2643


Annals of Applied Probability
Volume 25, Number 1, February, 2015

         Christophe Andrieu and   
       Vladislav B. Tadi\'c and   
                   Matti Vihola   On the stability of some controlled
                                  Markov chains and its applications to
                                  stochastic approximation with Markovian
                                  dynamic  . . . . . . . . . . . . . . . . 1--45
 Daniel Hernandez-Hernandez and   
            Robert S. Simon and   
                  Mihail Zervos   A zero-sum game between a singular
                                  stochastic controller and a
                                  discretionary stopper  . . . . . . . . . 46--80
               Jean Bertoin and   
    Gerónimo Uribe Bravo   Supercritical percolation on large
                                  scale-free random trees  . . . . . . . . 81--103
            Richard Durrett and   
                Stephen Moseley   Spatial Moran models I. Stochastic
                                  tunneling in the neutral case  . . . . . 104--115
       Raphael Lachieze-Rey and   
                 Ilya Molchanov   Regularity conditions in the
                                  realisability problem with applications
                                  to point processes and random closed
                                  sets . . . . . . . . . . . . . . . . . . 116--149
                Giorgio Ferrari   On an integral equation for the
                                  free-boundary of stochastic,
                                  irreversible investment problems . . . . 150--176
                   J. E. Yukich   Surface order scaling in stochastic
                                  geometry . . . . . . . . . . . . . . . . 177--210
          Mohamed Ben Alaya and   
                  Ahmed Kebaier   Central limit theorem for the multilevel
                                  Monte Carlo Euler method . . . . . . . . 211--234
              Matthew Lorig and   
         Stefano Pagliarani and   
                Andrea Pascucci   A family of density expansions for
                                  Lévy-type processes . . . . . . . . . . . 235--267
          Sebastian Müller   Interacting growth processes and
                                  invariant percolation  . . . . . . . . . 268--286
              Janko Gravner and   
        Christopher Hoffman and   
             James Pfeiffer and   
                 David Sivakoff   Bootstrap percolation on the Hamming
                                  torus  . . . . . . . . . . . . . . . . . 287--323
            F. Thomas Bruss and   
                Mitia Duerinckx   Resource dependent branching processes
                                  and the envelope of societies  . . . . . 324--372
          Antonio Auffinger and   
             Michael Damron and   
                    Jack Hanson   Limiting geodesics for first-passage
                                  percolation on subsets of $ \mathbb
                                  {Z}^2 $  . . . . . . . . . . . . . . . . 373--405
               Gennady Shaikhet   Necessary condition for null
                                  controllability in many-server heavy
                                  traffic  . . . . . . . . . . . . . . . . 406--428

Annals of Applied Probability
Volume 25, Number 2, April, 2015

          Constantinos Kardaras   On the stochastic behaviour of optional
                                  processes up to random times . . . . . . 429--464
                     Raghu Meka   A polynomial time approximation scheme
                                  for computing the supremum of Gaussian
                                  processes  . . . . . . . . . . . . . . . 465--476
          Mohammed Abdullah and   
               Colin Cooper and   
                    Moez Draief   Viral processes by random walks on
                                  random regular graphs  . . . . . . . . . 477--522
             Patrizia Berti and   
             Irene Crimaldi and   
              Luca Pratelli and   
                    Pietro Rigo   Central limit theorems for an Indian
                                  buffet model with random weights . . . . 523--547
                  Lingjiong Zhu   Large deviations for Markovian nonlinear
                                  Hawkes processes . . . . . . . . . . . . 548--581
                       P. Moyal   A generalized backward scheme for
                                  solving nonmonotonic stochastic
                                  recursions . . . . . . . . . . . . . . . 582--599
           Thibault Jaisson and   
              Mathieu Rosenbaum   Limit theorems for nearly unstable
                                  Hawkes processes . . . . . . . . . . . . 600--631
             Emmanuel Jacob and   
             Peter Mörters   Spatial preferential attachment
                                  networks: Power laws and clustering
                                  coefficients . . . . . . . . . . . . . . 632--662
        Antar Bandyopadhyay and   
              Farkhondeh Sajadi   On the expected total number of
                                  infections for virus spread on a finite
                                  network  . . . . . . . . . . . . . . . . 663--674
                Gautam Iyer and   
             Nicholas Leger and   
                 Robert L. Pego   Limit theorems for Smoluchowski dynamics
                                  associated with critical
                                  continuous-state branching processes . . 675--713
       Martin Keller-Ressel and   
            Eberhard Mayerhofer   Exponential moments of affine processes  714--752
              Mohsen Bayati and   
               Marc Lelarge and   
               Andrea Montanari   Universality in polytope phase
                                  transitions and message passing
                                  algorithms . . . . . . . . . . . . . . . 753--822
             Bruno Bouchard and   
                    Marcel Nutz   Arbitrage and duality in nondominated
                                  discrete-time models . . . . . . . . . . 823--859
               Nicolas Fournier   Finiteness of entropy for the
                                  homogeneous Boltzmann equation with
                                  measure initial condition  . . . . . . . 860--897
               Marek Biskup and   
             Thomas Richthammer   Gibbs measures on permutations over
                                  one-dimensional discrete point sets  . . 898--929
              Sabine Jansen and   
        Wolfgang König and   
                  Bernd Metzger   Large deviations for cluster size
                                  distributions in a continuous classical
                                  many-body system . . . . . . . . . . . . 930--973
                     Mark Huber   Approximation algorithms for the
                                  normalizing constant of Gibbs
                                  distributions  . . . . . . . . . . . . . 974--985
Camilo Andrés García Trillos   A decreasing step method for strongly
                                  oscillating stochastic models  . . . . . 986--1029
         Christophe Andrieu and   
                   Matti Vihola   Convergence properties of
                                  pseudo-marginal Markov chain Monte Carlo
                                  algorithms . . . . . . . . . . . . . . . 1030--1077

Annals of Applied Probability
Volume 25, Number 3, June, 2015

                 Oriane Blondel   Tracer diffusion at low temperature in
                                  kinetically constrained models . . . . . 1079--1107
                    N. Lanchier   Evolutionary games on the lattice:
                                  Payoffs affecting birth and death rates  1108--1154
Miklós Z. Rácz and   
            Mykhaylo Shkolnikov   Multidimensional sticky Brownian motions
                                  as limits of exclusion processes . . . . 1155--1188
        René Carmona and   
                  Daniel Lacker   A probabilistic weak formulation of mean
                                  field games and applications . . . . . . 1189--1231
               Sunil Chhita and   
             Kurt Johansson and   
                 Benjamin Young   Asymptotic domino statistics in the
                                  Aztec diamond  . . . . . . . . . . . . . 1232--1278
          Malwina J. Luczak and   
                Colin McDiarmid   Balanced routing of random calls . . . . 1279--1324
               Iulia Dahmer and   
             Götz Kersting   The internal branch lengths of the
                                  Kingman coalescent . . . . . . . . . . . 1325--1348
          Patrik L. Ferrari and   
              Herbert Spohn and   
                   Thomas Weiss   Scaling limit for Brownian motions with
                                  one-sided collisions . . . . . . . . . . 1349--1382
                       Xiang Yu   Utility maximization with addictive
                                  consumption habit formation in
                                  incomplete semimartingale markets  . . . 1383--1419
                  Josh Reed and   
                  Rishi Talreja   Distribution-valued heavy-traffic limits
                                  for the $ G / G I / \infty $ queue . . . 1420--1474
           Robert C. Dalang and   
             Albert N. Shiryaev   A quickest detection problem with an
                                  observation cost . . . . . . . . . . . . 1475--1512
                      Zhiyi Chi   Strong renewal theorems with infinite
                                  mean beyond local large deviations . . . 1513--1539
                 Wenjie Guo and   
             Jianfeng Zhang and   
                       Jia Zhuo   A monotone scheme for high-dimensional
                                  fully nonlinear PDEs . . . . . . . . . . 1540--1580
                 Yunjiang Jiang   Mixing time of Metropolis chain based on
                                  random transposition walk converging to
                                  multivariate Ewens distribution  . . . . 1581--1615
                 Anja Sturm and   
                   Jan M. Swart   A particle system with cooperative
                                  branching and coalescence  . . . . . . . 1616--1649
              Pietro Caputo and   
           Fabio Martinelli and   
          Alistair Sinclair and   
             Alexandre Stauffer   Random lattice triangulations: Structure
                                  and algorithms . . . . . . . . . . . . . 1650--1685
                Hamed Amini and   
                   Marc Lelarge   The diameter of weighted random graphs   1686--1727

Annals of Applied Probability
Volume 25, Number 4, August, 2015

                Sara Billey and   
           Krzysztof Burdzy and   
                 Soumik Pal and   
                 Bruce E. Sagan   On meteors, earthworms and WIMPs . . . . 1729--1779
            Shankar Bhamidi and   
              Jesse Goodman and   
      Remco van der Hofstad and   
   Júlia Komjáthy   Degree distribution of shortest path
                                  trees and bias of network sampling
                                  algorithms . . . . . . . . . . . . . . . 1780--1826
      Constantinos Kardaras and   
          Dörte Kreher and   
              Ashkan Nikeghbali   Strict local martingales and bubbles . . 1827--1867
                   F. Avram and   
               Z. Palmowski and   
                M. R. Pistorius   On Gerber--Shiu functions and optimal
                                  dividend distribution for a Lévy risk
                                  process in the presence of a penalty
                                  function . . . . . . . . . . . . . . . . 1868--1935
              Raphaël Cerf   Critical population and error threshold
                                  on the sharp peak landscape for the
                                  Wright--Fisher model . . . . . . . . . . 1936--1992
          Daniela Bertacchi and   
                    Fabio Zucca   Branching random walks and multi-type
                                  contact-processes on the percolation
                                  cluster of $ \mathbb {Z}^d $ . . . . . . 1993--2012
        Charles D. Brummitt and   
      Shirshendu Chatterjee and   
              Partha S. Dey and   
                 David Sivakoff   Jigsaw percolation: What social networks
                                  can collaboratively solve a puzzle?  . . 2013--2038
               Paul Gassiat and   
     Aleksandar Mijatovi\'c and   
              Harald Oberhauser   An integral equation for Root's barrier
                                  and the generation of Brownian
                                  increments . . . . . . . . . . . . . . . 2039--2065
              Paolo Guasoni and   
   Miklós Rásonyi   Hedging, arbitrage and optimality with
                                  superlinear frictions  . . . . . . . . . 2066--2095
    François Delarue and   
               James Inglis and   
        Sylvain Rubenthaler and   
           Etienne Tanré   Global solvability of a networked
                                  integrate-and-fire model of
                                  McKean--Vlasov type  . . . . . . . . . . 2096--2133
              Marco Fuhrman and   
               Huyên Pham   Randomized and backward SDE
                                  representation for optimal control of
                                  non-Markovian SDEs . . . . . . . . . . . 2134--2167
                     Jin Ma and   
                    Zhen Wu and   
                Detao Zhang and   
                 Jianfeng Zhang   On well-posedness of forward-backward
                                  SDEs --- a unified approach  . . . . . . 2168--2214
       Daphné Dieuleveut   The vertex-cut-tree of Galton--Watson
                                  trees converging to a stable tree  . . . 2215--2262
          Benjamin Jourdain and   
            Tony Leli\`evre and   
              Blazej Miasojedow   Optimal scaling for the transient phase
                                  of the random walk Metropolis algorithm:
                                  The mean-field limit . . . . . . . . . . 2263--2300
            Idris Kharroubi and   
    Nicolas Langrené and   
               Huyên Pham   Discrete time approximation of fully
                                  nonlinear HJB equations via BSDEs with
                                  nonpositive jumps  . . . . . . . . . . . 2301--2338
             Alexei Borodin and   
             Alexey Bufetov and   
              Grigori Olshanski   Limit shapes for growing extreme
                                  characters of $ U(\infty) $  . . . . . . 2339--2381

Annals of Applied Probability
Volume 25, Number 5, October, 2015

             M. H. A. Davis and   
                M. R. Pistorius   Explicit solution of an inverse
                                  first-passage time problem for Lévy
                                  processes and counterparty credit risk   2383--2415
             Alexandre Stauffer   Space-time percolation and detection by
                                  mobile nodes . . . . . . . . . . . . . . 2416--2461
            Shankar Bhamidi and   
          J. Michael Steele and   
                   Tauhid Zaman   Twitter event networks and the Superstar
                                  model  . . . . . . . . . . . . . . . . . 2462--2502
                Marcel Nutz and   
                 Jianfeng Zhang   Optimal stopping under adverse nonlinear
                                  expectation and related games  . . . . . 2503--2534
          Dylan Possama\"\i and   
                     Xiaolu Tan   Weak approximation of second-order BSDEs 2535--2562
             Arnaud Lionnet and   
    Gonçalo dos Reis and   
                 Lukasz Szpruch   Time discretization of FBSDE with
                                  polynomial growth drivers and
                                  reaction-diffusion PDEs  . . . . . . . . 2563--2625
            Philippe Robert and   
          Amandine Véber   A stochastic analysis of resource
                                  sharing with logarithmic weights . . . . 2626--2670
            Attila Herczegh and   
                  Vilmos Prokaj   Shadow price in the power utility case   2671--2707
                 Peter Bank and   
                 Dmitry Kramkov   A model for a large investor trading at
                                  market indifference prices. II:
                                  Continuous-time case . . . . . . . . . . 2708--2742
           Morteza Ibrahimi and   
               Yash Kanoria and   
               Matt Kraning and   
               Andrea Montanari   The set of solutions of random XORSAT
                                  formulae . . . . . . . . . . . . . . . . 2743--2808
         Patrick Rebeschini and   
               Ramon van Handel   Can local particle filters beat the
                                  curse of dimensionality? . . . . . . . . 2809--2866
            Nabil Kazi-Tani and   
          Dylan Possama\"\i and   
                      Chao Zhou   Second-order BSDEs with jumps:
                                  Formulation and uniqueness . . . . . . . 2867--2908
                Paul Dupuis and   
  Konstantinos Spiliopoulos and   
                     Xiang Zhou   Escaping from an attractor: Importance
                                  sampling and rest points I . . . . . . . 2909--2958
             Nicos Georgiou and   
              Mathew Joseph and   
         Davar Khoshnevisan and   
                Shang-Yuan Shiu   Semi-discrete semi-linear parabolic
                                  SPDEs  . . . . . . . . . . . . . . . . . 2959--3006
          Olivier Hénard   The fixation line in the $ \Lambda
                                  $-coalescent . . . . . . . . . . . . . . 3007--3032

Annals of Applied Probability
Volume 25, Number 6, December, 2015

                     Huiling Le   A diffusion process associated with
                                  Fréchet means . . . . . . . . . . . . . . 3033--3046
                Annika Lang and   
               Christoph Schwab   Isotropic Gaussian random fields on the
                                  sphere: Regularity, fast simulation and
                                  stochastic partial differential
                                  equations  . . . . . . . . . . . . . . . 3047--3094
                 Vlad Bally and   
            Arturo Kohatsu-Higa   A probabilistic interpretation of the
                                  parametrix method  . . . . . . . . . . . 3095--3138
                  Idan Perl and   
                  Arnab Sen and   
                    Ariel Yadin   Extinction window of mean field
                                  branching annihilating random walk . . . 3139--3161
         Peter Pfaffelhuber and   
                    Lea Popovic   Scaling limits of spatial compartment
                                  models for chemical reaction networks    3162--3208
              Jose Blanchet and   
                    Xinyun Chen   Steady-state simulation of reflected
                                  Brownian motion and related stochastic
                                  networks . . . . . . . . . . . . . . . . 3209--3250
            Erhan Bayraktar and   
               Sergey Nadtochiy   Weak reflection principle for Lévy
                                  processes  . . . . . . . . . . . . . . . 3251--3294
         Tobias Müller and   
               Reto Spöhel   A geometric Achlioptas process . . . . . 3295--3337
             D. Yogeshwaran and   
                Robert J. Adler   On the topology of random complexes
                                  built over stationary point processes    3338--3380
                  Amber L. Puha   Diffusion limits for shortest remaining
                                  processing time queues under nonstandard
                                  spatial scaling  . . . . . . . . . . . . 3381--3404
            Hongzhong Zhang and   
      Neofytos Rodosthenous and   
            Olympia Hadjiliadis   Robustness of the $N$-CUSUM stopping
                                  rule in a Wiener disorder problem  . . . 3405--3433
               Rick Durrett and   
                     Yuan Zhang   Coexistence of grass, saplings and trees
                                  in the Staver--Levin forest model  . . . 3434--3464
           Nicolas Verzelen and   
               Ery Arias-Castro   Community detection in sparse random
                                  networks . . . . . . . . . . . . . . . . 3465--3510
           Ari Arapostathis and   
                Anup Biswas and   
                   Guodong Pang   Ergodic control of multi-class $ M / M /
                                  N + M $ queues in the Halfin--Whitt
                                  regime . . . . . . . . . . . . . . . . . 3511--3570
Sreenivasa Rao Jammalamadaka and   
                  Svante Janson   Asymptotic distribution of the maximum
                                  interpoint distance in a sample of
                                  random vectors with a spherically
                                  symmetric distribution . . . . . . . . . 3571--3591
              Radu V. Craiu and   
              Lawrence Gray and   
    Krzysztof Latuszy\'nski and   
                Neal Madras and   
          Gareth O. Roberts and   
           Jeffrey S. Rosenthal   Stability of adversarial Markov chains,
                                  with an application to adaptive MCMC
                                  algorithms . . . . . . . . . . . . . . . 3592--3623
                  Chen Wang and   
                 Baisuo Jin and   
                  Z. D. Bai and   
           K. Krishnan Nair and   
                Matthew Harding   Strong limit of the extreme eigenvalues
                                  of a symmetrized auto-cross covariance
                                  matrix . . . . . . . . . . . . . . . . . 3624--3683


Annals of Applied Probability
Volume 26, Number 1, 02, 2016

   Pierre Henry-Labord\`ere and   
          Jan Ob\lój and   
               Peter Spoida and   
                    Nizar Touzi   The maximum maximum of a martingale with
                                  given $ \mathbf {n} $ marginals  . . . . 1--44
                 James A. Duffy   A uniform law for convergence to the
                                  local times of linear fractional stable
                                  motions  . . . . . . . . . . . . . . . . 45--72
                 Daniel Hug and   
           Günter Last and   
               Matthias Schulte   Second-order properties and central
                                  limit theorems for geometric functionals
                                  of Boolean models  . . . . . . . . . . . 73--135
            Steffen Dereich and   
                    Sangmeng Li   Multilevel Monte Carlo for Lévy-driven
                                  SDEs: Central limit theorems for
                                  adaptive Euler schemes . . . . . . . . . 136--185
                   Han Feng and   
                   David Hobson   Gambling in contests with random initial
                                  law  . . . . . . . . . . . . . . . . . . 186--215
           Sylvain Delattre and   
           Nicolas Fournier and   
                  Marc Hoffmann   Hawkes processes on large networks . . . 216--261
Jean-François Chassagneux and   
                  Adrien Richou   Numerical simulation of quadratic BSDEs  262--304
          Venkat Anantharam and   
                   Justin Salez   The densest subgraph problem in sparse
                                  random graphs  . . . . . . . . . . . . . 305--327
            Daniel Hackmann and   
               Alexey Kuznetsov   Approximating Lévy processes with
                                  completely monotone jumps  . . . . . . . 328--359
              Philip S. Griffin   Sample path behavior of a Lévy insurance
                                  risk process approaching ruin, under the
                                  Cramér--Lundberg and convolution
                                  equivalent conditions  . . . . . . . . . 360--401
               Hugo Gimbert and   
Jérôme Renault and   
              Sylvain Sorin and   
               Xavier Venel and   
               Wieslaw Zielonka   On values of repeated games with signals 402--424
                    David Kelly   Rough path recursions and diffusion
                                  approximations . . . . . . . . . . . . . 425--461
         Domenico Marinucci and   
              Sreekar Vadlamani   High-frequency asymptotics for
                                  Lipschitz-Killing curvatures of
                                  excursion sets on the sphere . . . . . . 462--506
            Janosch Ortmann and   
             Jeremy Quastel and   
                 Daniel Remenik   Exact formulas for random growth with
                                  half-flat initial data . . . . . . . . . 507--548
           Jason Cantarella and   
             Clayton Shonkwiler   The symplectic geometry of closed
                                  equilateral random walks in $3$-space    549--596
            Hariharan Narayanan   Randomized interior point methods for
                                  sampling and optimization  . . . . . . . 597--641

Annals of Applied Probability
Volume 26, Number 2, April, 2016

             Thomas Madaule and   
         Rémi Rhodes and   
                 Vincent Vargas   Glassy phase and freezing of
                                  log-correlated Gaussian potentials . . . 643--690
                    Harry Crane   Dynamic random networks and their graph
                                  limits . . . . . . . . . . . . . . . . . 691--721
                  Dan Cheng and   
                     Yimin Xiao   The mean Euler characteristic and
                                  excursion probability of Gaussian random
                                  fields with stationary increments  . . . 722--759
               R. Fernandez and   
                   F. Manzo and   
                F. R. Nardi and   
                E. Scoppola and   
                      J. Sohier   Conditioned, quasi-stationary,
                                  restricted measures and escape from
                                  metastable states  . . . . . . . . . . . 760--793
             Dmitry Kramkov and   
                  Sergio Pulido   A system of quadratic BSDEs arising in a
                                  price impact model . . . . . . . . . . . 794--817
          Akihiko Takahashi and   
               Toshihiro Yamada   A weak approximation with asymptotic
                                  expansion and multidimensional Malliavin
                                  weights  . . . . . . . . . . . . . . . . 818--856
               Jochen Blath and   
Adrián González Casanova and   
                 Noemi Kurt and   
          Maite Wilke-Berenguer   A new coalescent for seed-bank models    857--891
             Roberto Cortez and   
               Joaquin Fontbona   Quantitative propagation of chaos for
                                  generalized Kac particle systems . . . . 892--916
            J. Theodore Cox and   
                Yuval Peres and   
               Jeffrey E. Steif   Cutoff for the noisy voter model . . . . 917--932
                  Noufel Frikha   Multi-level stochastic approximation
                                  algorithms . . . . . . . . . . . . . . . 933--985
              Mathew D. Penrose   Connectivity of soft random geometric
                                  graphs . . . . . . . . . . . . . . . . . 986--1028
                   James Norris   A consistency estimate for Kac's model
                                  of elastic collisions in a dilute gas    1029--1081
            Erhan Bayraktar and   
                       Jiaqi Li   Stochastic Perron for stochastic target
                                  games  . . . . . . . . . . . . . . . . . 1082--1110
          Alexandros Beskos and   
                 Ajay Jasra and   
             Nikolas Kantas and   
               Alexandre Thiery   On the convergence of adaptive
                                  sequential Monte Carlo methods . . . . . 1111--1146
                Yaozhong Hu and   
                Yanghui Liu and   
                  David Nualart   Rate of convergence and asymptotic error
                                  distribution of Euler approximation
                                  schemes for fractional diffusions  . . . 1147--1207
 Sébastien Choukroun and   
                   Andrea Cosso   Backward SDE representation for
                                  stochastic control problems with
                                  nondominated controlled intensity  . . . 1208--1259
           Denis Belomestny and   
         Volker Krätschmer   Optimal stopping under model
                                  uncertainty: Randomized stopping times
                                  approach . . . . . . . . . . . . . . . . 1260--1295

Annals of Applied Probability
Volume 26, Number 3, June, 2016

                Eric Foxall and   
           Roderick Edwards and   
           P. van den Driessche   Social contact processes and the partner
                                  model  . . . . . . . . . . . . . . . . . 1297--1328
           Ioannis Karatzas and   
               Andrey Sarantsev   Diverse market models of competing
                                  Brownian particles with splits and
                                  mergers  . . . . . . . . . . . . . . . . 1329--1361
               Victor Bapst and   
           Amin Coja-Oghlan and   
          Felicia Raßmann   A positive temperature phase transition
                                  in random hypergraph $2$-coloring  . . . 1362--1406
              Michele Coghi and   
                Franco Flandoli   Propagation of chaos for interacting
                                  particles subject to environmental noise 1407--1442
            Giulia Di Nunno and   
                  Tusheng Zhang   Approximations of stochastic partial
                                  differential equations . . . . . . . . . 1443--1466
         Scott N. Armstrong and   
                  Ofer Zeitouni   Local asymptotics for controlled
                                  martingales  . . . . . . . . . . . . . . 1467--1494
           Marianne Clausel and   
Jean-François Coeurjolly and   
     Jérôme Lelong   Stein estimation of the intensity of a
                                  spatial homogeneous Poisson point
                                  process  . . . . . . . . . . . . . . . . 1495--1534
        René Carmona and   
                    Xiuneng Zhu   A probabilistic approach to mean field
                                  games with major and minor players . . . 1535--1580
           Patrick Cattiaux and   
 José R. León and   
       Clémentine Prieur   Estimation for stochastic damping
                                  Hamiltonian systems under partial
                                  observation. III. Diffusion term . . . . 1581--1619
        Christopher Hoffman and   
             Tobias Johnson and   
                  Matthew Junge   From transience to recurrence with
                                  Poisson tree frogs . . . . . . . . . . . 1620--1635
             Paul Embrechts and   
              Marius Hofert and   
                     Ruodu Wang   Bernoulli and tail-dependence
                                  compatibility  . . . . . . . . . . . . . 1636--1658
               Alan Edelman and   
                A. Guionnet and   
         S. Péché   Beyond universality in random matrix
                                  theory . . . . . . . . . . . . . . . . . 1659--1697
                 Peter Bank and   
               Yan Dolinsky and   
               Selim Gökay   Super-replication with nonlinear
                                  transaction costs and volatility
                                  uncertainty  . . . . . . . . . . . . . . 1698--1726
                  Antoine Lejay   The snapping out Brownian motion . . . . 1727--1742
          Fulvia Confortola and   
              Marco Fuhrman and   
                     Jean Jacod   Backward stochastic differential
                                  equation driven by a marked point
                                  process: An elementary approach with an
                                  application to optimal control . . . . . 1743--1773
                  Max Fathi and   
                       Jan Maas   Entropic Ricci curvature bounds for
                                  discrete interacting systems . . . . . . 1774--1806
                  Rahul Roy and   
              Kumarjit Saha and   
                   Anish Sarkar   Hack's law in a drainage network model:
                                  A Brownian web approach  . . . . . . . . 1807--1836
                Jamal Najim and   
                   Jianfeng Yao   Gaussian fluctuations for linear
                                  spectral statistics of large random
                                  covariance matrices  . . . . . . . . . . 1837--1887
       Christoph Czichowsky and   
           Walter Schachermayer   Duality theory for portfolio
                                  optimisation under transaction costs . . 1888--1941
              Folkmar Bornemann   A note on the expansion of the smallest
                                  eigenvalue distribution of the LUE at
                                  the hard edge  . . . . . . . . . . . . . 1942--1946

Annals of Applied Probability
Volume 26, Number 4, August, 2016

                  I. M. Verloop   Asymptotically optimal priority policies
                                  for indexable and nonindexable restless
                                  bandits  . . . . . . . . . . . . . . . . 1947--1995
          Umut Çetin and   
                Albina Danilova   Markovian Nash equilibrium in financial
                                  markets with asymmetric information and
                                  related forward--backward systems  . . . 1996--2029
                Ivan Corwin and   
                Zhipeng Liu and   
                      Dong Wang   Fluctuations of TASEP and LPP with
                                  general initial data . . . . . . . . . . 2030--2082
               Sotirios Sabanis   Euler approximations with varying
                                  coefficients: The case of superlinearly
                                  growing diffusion coefficients . . . . . 2083--2105
          Giovanni Luca Torrisi   Gaussian approximation of nonlinear
                                  Hawkes processes . . . . . . . . . . . . 2106--2140
         Alessandro Arlotto and   
              J. Michael Steele   Beardwood--Halton--Hammersley theorem
                                  for stationary ergodic sequences: A
                                  counterexample . . . . . . . . . . . . . 2141--2168
               Joscha Diehl and   
                 Peter Friz and   
                     Hilmar Mai   Pathwise stability of likelihood
                                  estimators for diffusions via rough
                                  paths  . . . . . . . . . . . . . . . . . 2169--2192
               Siva Athreya and   
             Adrian Röllin   Dense graph limits under
                                  respondent-driven sampling . . . . . . . 2193--2210
            Elchanan Mossel and   
                 Joe Neeman and   
                      Allan Sly   Belief propagation, robust
                                  reconstruction and optimal recovery of
                                  block models . . . . . . . . . . . . . . 2211--2256
                      Zhiyi Chi   Random reversible Markov matrices with
                                  tunable extremal eigenvalues . . . . . . 2257--2272
                   David Hobson   Mimicking martingales  . . . . . . . . . 2273--2303
       Guillaume Barraquand and   
                    Ivan Corwin   The $q$-Hahn asymmetric exclusion
                                  process  . . . . . . . . . . . . . . . . 2304--2356
                Randal Douc and   
     François Roueff and   
                    Tepmony Sim   The maximizing set of the asymptotic
                                  normalized log-likelihood for partially
                                  observed Markov chains . . . . . . . . . 2357--2383
                  Xiao Fang and   
                 David Siegmund   Poisson approximation for two scan
                                  statistics with rates of convergence . . 2384--2418
              Maria Deijfen and   
          Remco van der Hofstad   The winner takes it all  . . . . . . . . 2419--2453
                   Chen Jia and   
              Da-Quan Jiang and   
                  Min-Ping Qian   Cycle symmetries and circulation
                                  fluctuations for discrete-time and
                                  continuous-time Markov chains  . . . . . 2454--2493
      Remco van der Hofstad and   
                Mark Holmes and   
           Alexey Kuznetsov and   
                Wioletta Ruszel   Strongly reinforced Pólya urns with
                                  graph-based competition  . . . . . . . . 2494--2539
            Ian W. McKeague and   
                    Bruce Levin   Convergence of empirical distributions
                                  in an interpretation of quantum
                                  mechanics  . . . . . . . . . . . . . . . 2540--2555
               Jean Bertoin and   
               Igor Kortchemski   Self-similar scaling limits of Markov
                                  chains on the positive integers  . . . . 2556--2595

Annals of Applied Probability
Volume 26, Number 5, October, 2016

              Anders Martinsson   Unoriented first-passage percolation on
                                  the $n$-cube . . . . . . . . . . . . . . 2597--2625
              David A. Goldberg   Second-order Markov random fields for
                                  independent sets on the infinite Cayley
                                  tree . . . . . . . . . . . . . . . . . . 2626--2660
         Christophe Andrieu and   
                   Matti Vihola   Establishing some order amongst exact
                                  approximations of MCMCs  . . . . . . . . 2661--2696
                  Xicheng Zhang   Stochastic differential equations with
                                  Sobolev diffusion and singular drift and
                                  applications . . . . . . . . . . . . . . 2697--2732
           Eugene Kanzieper and   
          Mihail Poplavskyi and   
               Carsten Timm and   
                Roger Tribe and   
                Oleg Zaboronski   What is the probability that a large
                                  random matrix has no real eigenvalues?   2733--2753
            Markus Bibinger and   
               Moritz Jirak and   
              Markus Reiß   Volatility estimation under one-sided
                                  errors with applications to limit order
                                  books  . . . . . . . . . . . . . . . . . 2754--2790
             Sung Jin Hwang and   
          Steven B. Damelin and   
             Alfred O. Hero III   Shortest path through random points  . . 2791--2823
                    Eric Foxall   Critical behaviour of the partner model  2824--2859
           Thibault Jaisson and   
              Mathieu Rosenbaum   Rough fractional diffusions as scaling
                                  limits of nearly unstable heavy tailed
                                  Hawkes processes . . . . . . . . . . . . 2860--2882
Ji\vrí \vCerný and   
               Augusto Teixeira   Random walks on torus and random
                                  interlacements: Macroscopic coupling and
                                  phase transition . . . . . . . . . . . . 2883--2914
        Daniele Cappelletti and   
                   Carsten Wiuf   Elimination of intermediate species in
                                  multiscale stochastic reaction networks  2915--2958
                    Wen Sun and   
           Mathieu Feuillet and   
                Philippe Robert   Analysis of large unreliable stochastic
                                  networks . . . . . . . . . . . . . . . . 2959--3000
          Petteri Piiroinen and   
                   Martin Simon   From Feynman--Kac formulae to numerical
                                  stochastic homogenization in electrical
                                  impedance tomography . . . . . . . . . . 3001--3043
              Nick Whiteley and   
                    Anthony Lee   Perfect sampling for nonhomogeneous
                                  Markov chains and hidden Markov models   3044--3077
            Nicolas Broutin and   
                Luc Devroye and   
            Gábor Lugosi   Almost optimal sparsification of random
                                  geometric graphs . . . . . . . . . . . . 3078--3109
           Ari Arapostathis and   
                   Guodong Pang   Ergodic diffusion control of multiclass
                                  multi-pool networks in the Halfin--Whitt
                                  regime . . . . . . . . . . . . . . . . . 3110--3153
          Erik Ekström and   
                  Svante Janson   The inverse first-passage problem and
                                  optimal stopping . . . . . . . . . . . . 3154--3177
                 Josef Dick and   
              Daniel Rudolf and   
                    Houying Zhu   Discrepancy bounds for uniformly ergodic
                                  Markov chain quasi-Monte Carlo . . . . . 3178--3205
        Hafsteinn Einarsson and   
           Johannes Lengler and   
              Frank Mousset and   
    Konstantinos Panagiotou and   
                Angelika Steger   Connectivity thresholds for bounded size
                                  rules  . . . . . . . . . . . . . . . . . 3206--3250

Annals of Applied Probability
Volume 26, Number 6, December, 2016

                    Mei Yin and   
         Alessandro Rinaldo and   
               Sukhada Fadnavis   Asymptotic quantization of exponential
                                  random graphs  . . . . . . . . . . . . . 3251--3285
        Bhaswar B. Bhattacharya   Collision times in multicolor urn models
                                  and sequential graph coloring with
                                  applications to discrete logarithms  . . 3286--3318
Frédéric Cérou and   
                 Arnaud Guyader   Fluctuation analysis of adaptive
                                  multilevel splitting . . . . . . . . . . 3319--3380
                    Zhenjie Ren   Viscosity solutions of fully nonlinear
                                  elliptic path dependent partial
                                  differential equations . . . . . . . . . 3381--3414
             Mark Podolskij and   
               Nakahiro Yoshida   Edgeworth expansion for functionals of
                                  continuous diffusion processes . . . . . 3415--3455
               Rick Durrett and   
           Wai-Tong (Louis) Fan   Genealogies in expanding populations . . 3456--3490
                    Manon Costa   A piecewise deterministic model for a
                                  prey-predator community  . . . . . . . . 3491--3530
            Erhan Bayraktar and   
                      Zhou Zhou   Arbitrage, hedging and utility
                                  maximization using semi-static trading
                                  strategies with American options . . . . 3531--3558
Charles-Edouard Bréhier and   
              Maxime Gazeau and   
        Ludovic Gouden\`ege and   
            Tony Leli\`evre and   
                Mathias Rousset   Unbiasedness of some generalized
                                  adaptive multilevel splitting algorithms 3559--3601
                  Tusheng Zhang   Lattice approximations of reflected
                                  stochastic partial differential
                                  equations driven by space-time white
                                  noise  . . . . . . . . . . . . . . . . . 3602--3629
                   Li-Xin Zhang   Central limit theorems of a recursive
                                  stochastic algorithm with applications
                                  to adaptive designs  . . . . . . . . . . 3630--3658
         Rudolf Grübel and   
               Zakhar Kabluchko   A functional central limit theorem for
                                  branching random walks, almost sure weak
                                  convergence and applications to random
                                  trees  . . . . . . . . . . . . . . . . . 3659--3698
               Martin Forde and   
                   Rohini Kumar   Large-time option pricing using the
                                  Donsker-Varadhan LDP-correlated
                                  stochastic volatility with stochastic
                                  interest rates and jumps . . . . . . . . 3699--3726
          Riddhipratim Basu and   
       Alexander E. Holroyd and   
            James B. Martin and   
            Johan Wästlund   Trapping games on random boards  . . . . 3727--3753
           Michel Bena\"\im and   
                   Claude Lobry   Lotka--Volterra with randomly
                                  fluctuating environments or ``how
                                  switching between beneficial
                                  environments can make survival harder''  3754--3785
                 Ji Oon Lee and   
                 Kevin Schnelli   Tracy--Widom distribution for the
                                  largest eigenvalue of real sample
                                  covariance matrices with general
                                  population . . . . . . . . . . . . . . . 3786--3839
          Eric Luçon and   
                Wilhelm Stannat   Transition from Gaussian to non-Gaussian
                                  fluctuations for mean-field diffusions
                                  in spatial interaction . . . . . . . . . 3840--3909
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??


Annals of Applied Probability
Volume 27, Number 1, February, 2017

            Larry Goldstein and   
               Ivan Nourdin and   
               Giovanni Peccati   Gaussian phase transitions and conic
                                  intrinsic volumes: Steining the Steiner
                                  formula  . . . . . . . . . . . . . . . . 1--47
              Srikanth Iyer and   
                     Rahul Vaze   Achieving nonzero information velocity
                                  in wireless networks . . . . . . . . . . 48--64
                     Yao Li and   
                 Lai-Sang Young   Polynomial convergence to equilibrium
                                  for a system of interacting particles    65--90
         Jacob van den Berg and   
                   Pierre Nolin   Two-dimensional volume-frozen
                                  percolation: Exceptional scales  . . . . 91--108
           Matthias Birkner and   
                   Rongfeng Sun   One-dimensional random walks with
                                  self-blocking immigration  . . . . . . . 109--139
Patrícia Gonçalves and   
             Claudio Landim and   
          Aniura Milanés   Nonequilibrium fluctuations of
                                  one-dimensional boundary driven weakly
                                  asymmetric exclusion processes . . . . . 140--177
        Louis-Pierre Arguin and   
               David Belius and   
                 Adam J. Harper   Maxima of a randomized Riemann zeta
                                  function, and branching random walks . . 178--215
             Christophe Ley and   
             Gesine Reinert and   
                      Yvik Swan   Distances between nested densities and a
                                  measure of the impact of the prior in
                                  Bayesian statistics  . . . . . . . . . . 216--241
                 Frank Ball and   
                Tom Britton and   
                 Pieter Trapman   An epidemic in a dynamic population with
                                  importation of infectives  . . . . . . . 242--274
              Jose Blanchet and   
                Xinyun Chen and   
                      Jing Dong   $ \epsilon $-Strong simulation for
                                  multidimensional stochastic differential
                                  equations via rough path analysis  . . . 275--336
    Bhaswar B. Bhattacharya and   
             Persi Diaconis and   
                Sumit Mukherjee   Universal limit theorems in graph
                                  coloring problems with connections to
                                  extremal combinatorics . . . . . . . . . 337--394
              Janko Gravner and   
                 David Sivakoff   Nucleation scaling in jigsaw percolation 395--438
    Bhaswar B. Bhattacharya and   
                Sumit Mukherjee   Degree sequence of random permutation
                                  graphs . . . . . . . . . . . . . . . . . 439--484
                 Peter Bank and   
                Helena Kauppila   Convex duality for stochastic singular
                                  control problems . . . . . . . . . . . . 485--516
        Ton\'ci Antunovi\'c and   
           Eviatar B. Procaccia   Stationary Eden model on Cayley graphs   517--549
            Anton Braverman and   
                      J. G. Dai   Stein's method for steady-state
                                  diffusion approximations of M/Ph/n + M
                                  systems  . . . . . . . . . . . . . . . . 550--581
                Alan Frieze and   
                  Wesley Pegden   Looking for vertex number one  . . . . . 582--630
           Natesh S. Pillai and   
                    Aaron Smith   Kac's walk on $n$-sphere mixes in $ n
                                  \log n$ steps  . . . . . . . . . . . . . 631--650

Annals of Applied Probability
Volume 27, Number 2, April, 2017

         Heinrich Matzinger and   
            Angelica Pachon and   
                  Serguei Popov   Reconstruction of a multidimensional
                                  scenery with a branching random walk . . 651--685
       Sigrid Källblad and   
                 Xiaolu Tan and   
                    Nizar Touzi   Optimal Skorokhod embedding given full
                                  marginals and Azéma--Yor peacocks . . . . 686--719
            Robert E. Gaunt and   
        Alastair M. Pickett and   
                 Gesine Reinert   Chi-square approximation by Stein's
                                  method with application to Pearson's
                                  statistic  . . . . . . . . . . . . . . . 720--756
                 Markus Fischer   On the connection between symmetric
                                  $N$-player games and mean field games    757--810
              Shun Watanabe and   
               Masahito Hayashi   Finite-length analysis on tail
                                  probability for Markov chain and
                                  application to simple hypothesis testing 811--845
             Joris Bierkens and   
                 Gareth Roberts   A piecewise deterministic scaling limit
                                  of lifted Metropolis--Hastings in the
                                  Curie-Weiss model  . . . . . . . . . . . 846--882
          Christine Fricker and   
                  Danielle Tibi   Equivalence of ensembles for large
                                  vehicle-sharing models . . . . . . . . . 883--916
                  Hubert Lacoin   The rounding of the phase transition for
                                  disordered pinning with stretched
                                  exponential tails  . . . . . . . . . . . 917--943
    Jean-Christophe Mourrat and   
                    James Nolen   Scaling limit of the corrector in
                                  stochastic homogenization  . . . . . . . 944--959
                       Xiang Yu   Optimal consumption under habit
                                  formation in markets with transaction
                                  costs and random endowments  . . . . . . 960--1002
              Peter Johnson and   
                   Goran Peskir   Quickest detection problems for Bessel
                                  processes  . . . . . . . . . . . . . . . 1003--1056
                 Frank Ball and   
                     Peter Neal   The asymptotic variance of the giant
                                  component of configuration model random
                                  graphs . . . . . . . . . . . . . . . . . 1057--1092
               Martina Baar and   
               Anton Bovier and   
             Nicolas Champagnat   From stochastic, individual-based models
                                  to the canonical equation of adaptive
                                  dynamics in one step . . . . . . . . . . 1093--1170
            Bartosz Kolodziejek   Logarithmic tails of sums of products of
                                  positive random variables bounded by one 1171--1189
      Hermine Biermé and   
             Olivier Durieu and   
                     Yizao Wang   Invariance principles for
                                  operator-scaling Gaussian random fields  1190--1234
          Riddhipratim Basu and   
                      Allan Sly   Evolving voter model on dense random
                                  graphs . . . . . . . . . . . . . . . . . 1235--1288
           Denis Belomestny and   
         Volker Krätschmer   Addendum to ``Optimal stopping under
                                  model uncertainty: Randomized stopping
                                  times approach'' . . . . . . . . . . . . 1289--1293
        Dorival Leão and   
                 Alberto Ohashi   Corrigendum: ``Weak approximations for
                                  Wiener functionals'' [\booktitleAnn.
                                  Appl. Probab. (2013) \bf 23, 1660--1691] 1294--1295
            Sophie Laruelle and   
                 Gilles Pag\`es   Addendum and corrigendum to ``Randomized
                                  urn models revisited using stochastic
                                  approximation''  . . . . . . . . . . . . 1296--1298

Annals of Applied Probability
Volume 27, Number 3, June, 2017

             Zhen-Qing Chen and   
           Wai-Tong (Louis) Fan   Hydrodynamic limits and propagation of
                                  chaos for interacting random walks in
                                  domains  . . . . . . . . . . . . . . . . 1299--1371
           Raphael Chetrite and   
                Roland Diel and   
               Matthieu Lerasle   The number of potential winners in
                                  Bradley--Terry model in random
                                  environment  . . . . . . . . . . . . . . 1372--1394
          Mihail Poplavskyi and   
                Roger Tribe and   
                Oleg Zaboronski   On the distribution of the largest real
                                  eigenvalue for the real Ginibre ensemble 1395--1413
       Christoph Czichowsky and   
           Walter Schachermayer   Portfolio optimisation beyond
                                  semimartingales: Shadow prices and
                                  fractional Brownian motion . . . . . . . 1414--1451
             Matteo Burzoni and   
            Marco Frittelli and   
                   Marco Maggis   Model-free superhedging duality  . . . . 1452--1477
            Paul A. Jenkins and   
                  Dario Span\`o   Exact simulation of the Wright--Fisher
                                  diffusion  . . . . . . . . . . . . . . . 1478--1509
                   Yukun He and   
                  Antti Knowles   Mesoscopic eigenvalue statistics of
                                  Wigner matrices  . . . . . . . . . . . . 1510--1550
               Alain Durmus and   
           Éric Moulines   Nonasymptotic convergence analysis for
                                  the unadjusted Langevin algorithm  . . . 1551--1587
          Sourav Chatterjee and   
                  Sanchayan Sen   Minimal spanning trees and Stein's
                                  method . . . . . . . . . . . . . . . . . 1588--1645
                    Vu Dinh and   
         Frederick A. Matsen IV   The shape of the one-dimensional
                                  phylogenetic likelihood function . . . . 1646--1677
           Günter Last and   
          Mathew D. Penrose and   
                   Sergei Zuyev   On the capacity functional of the
                                  infinite cluster of a Boolean model  . . 1678--1701
            Erhan Bayraktar and   
                       Song Yao   On the robust Dynkin game  . . . . . . . 1702--1755
               Anton Bovier and   
                   Lisa Hartung   Extended convergence of the extremal
                                  process of branching Brownian motion . . 1756--1777
        Michail Anthropelos and   
            Scott Robertson and   
      Konstantinos Spiliopoulos   The pricing of contingent claims and
                                  optimal positions in asymptotically
                                  complete markets . . . . . . . . . . . . 1778--1830
             Kurt L. Helmes and   
     Richard H. Stockbridge and   
                       Chao Zhu   Continuous inventory models of diffusion
                                  type: Long-term average cost criterion   1831--1885
                Gideon Amir and   
                 Omer Angel and   
                     Gady Kozma   One-dimensional long-range diffusion
                                  limited aggregation II: The transient
                                  case . . . . . . . . . . . . . . . . . . 1886--1922
        Cristina Costantini and   
         Pierpaolo De Blasi and   
          Stewart N. Ethier and   
            Matteo Ruggiero and   
                  Dario Span\`o   Wright--Fisher construction of the
                                  two-parameter Poisson--Dirichlet
                                  diffusion  . . . . . . . . . . . . . . . 1923--1950

Annals of Applied Probability
Volume 27, Number 4, August, 2017

           Krzysztof Burdzy and   
                 Tvrtko Tadi\'c   Can one make a laser out of cardboard?   1951--1991
Raphaël Lachi\`eze-Rey and   
               Giovanni Peccati   New Berry--Esseen bounds for functionals
                                  of binomial point processes  . . . . . . 1992--2031
             Omer Bobrowski and   
              Matthew Kahle and   
                  Primoz Skraba   Maximally persistent cycles in random
                                  geometric complexes  . . . . . . . . . . 2032--2060
              Steven Lalley and   
                         Wei Su   Contact processes on random regular
                                  graphs . . . . . . . . . . . . . . . . . 2061--2097
          Antal A. Járai   Phase transition in a sequential
                                  assignment problem on graphs . . . . . . 2098--2129
                 S. Dommers and   
           F. den Hollander and   
              O. Jovanovski and   
                    F. R. Nardi   Metastability for Glauber dynamics on
                                  random graphs  . . . . . . . . . . . . . 2130--2158
            Nawaf Bou-Rabee and   
Jesús María Sanz-Serna   Randomized Hamiltonian Monte Carlo . . . 2159--2194
               Alain Durmus and   
          Gareth O. Roberts and   
             Gilles Vilmart and   
      Konstantinos C. Zygalakis   Fast Langevin based algorithm for MCMC
                                  in high dimensions . . . . . . . . . . . 2195--2237
         Ansgar Jüngel and   
                        Wen Yue   Discrete Beckner inequalities via the
                                  Bochner-Bakry-Emery approach for Markov
                                  chains . . . . . . . . . . . . . . . . . 2238--2269
           Beatrice Acciaio and   
                 Martin Larsson   Semi-static completeness and robust
                                  pricing by informed investors  . . . . . 2270--2304
               Guan-Yu Chen and   
               Jui-Ming Hsu and   
                Yuan-Chung Sheu   The $ L^2 $-cutoffs for reversible
                                  Markov chains  . . . . . . . . . . . . . 2305--2341
      Dombry Clément and   
              Rabehasaina Landy   High order expansions for renewal
                                  functions and applications to ruin
                                  theory . . . . . . . . . . . . . . . . . 2342--2382
          Gunther Leobacher and   
       Michaela Szölgyenyi   A strong order $ 1 / 2 $ method for
                                  multidimensional SDEs with discontinuous
                                  drift  . . . . . . . . . . . . . . . . . 2383--2418
  Emmanuelle Clément and   
                  Arnaud Gloter   An application of the KMT construction
                                  to the pathwise weak error in the Euler
                                  approximation of one-dimensional
                                  diffusion process with linear diffusion
                                  coefficient  . . . . . . . . . . . . . . 2419--2454
                  Jiatu Cai and   
          Mathieu Rosenbaum and   
                   Peter Tankov   Asymptotic lower bounds for optimal
                                  tracking: A linear programming approach  2455--2514
           Nicole El Karoui and   
     Stéphane Loisel and   
                    Yahia Salhi   Minimax optimality in robust detection
                                  of a disorder time in doubly-stochastic
                                  Poisson processes  . . . . . . . . . . . 2515--2538
            Steffen Dereich and   
      Cécile Mailler and   
             Peter Mörters   Nonextensive condensation in reinforced
                                  branching processes  . . . . . . . . . . 2539--2568
         Markus Heydenreich and   
                Tim Hulshof and   
                Joost Jorritsma   Structures in supercritical scale-free
                                  percolation  . . . . . . . . . . . . . . 2569--2604

Annals of Applied Probability
Volume 27, Number 5, October, 2017

           Alison Etheridge and   
                Nic Freeman and   
            Sarah Penington and   
               Daniel Straulino   Branching Brownian motion and selection
                                  in the spatial $ \Lambda $-Fleming-Viot
                                  process  . . . . . . . . . . . . . . . . 2605--2645
                  Allan Sly and   
                   Yumeng Zhang   The Glauber dynamics of colorings on
                                  trees is rapidly mixing throughout the
                                  nonreconstruction regime . . . . . . . . 2646--2674
                Uriel Feige and   
        Michael Krivelevich and   
                Daniel Reichman   Contagious sets in random graphs . . . . 2675--2697
                 Ben Hambly and   
                    Sean Ledger   A stochastic McKean--Vlasov equation for
                                  absorbing diffusions on the half-line    2698--2752
            Christian Bayer and   
               Ulrich Horst and   
                    Jinniao Qiu   A functional limit theorem for limit
                                  order books with state dependent price
                                  dynamics . . . . . . . . . . . . . . . . 2753--2806
           Nicolas Fournier and   
              Benjamin Jourdain   Stochastic particle approximation of the
                                  Keller--Segel equation and
                                  two-dimensional generalization of Bessel
                                  processes  . . . . . . . . . . . . . . . 2807--2861
                  Rami Atar and   
                     Asaf Cohen   Asymptotically optimal control for a
                                  multiclass queueing model in the
                                  moderate deviation heavy traffic regime  2862--2906
          Beno\^\it Laslier and   
   Jean-François Laslier   Reinforcement learning from comparisons:
                                  Three alternatives are enough, two are
                                  not  . . . . . . . . . . . . . . . . . . 2907--2925
            Elchanan Mossel and   
                 Sebastien Roch   Distance-based species tree estimation
                                  under the coalescent:
                                  Information-theoretic trade-off between
                                  number of loci and sequence length . . . 2926--2955
          Andrea Ghiglietti and   
      Anand N. Vidyashankar and   
         William F. Rosenberger   Central limit theorem for an adaptive
                                  randomly reinforced urn model  . . . . . 2956--3003
           Michel Bena\"\im and   
            Florian Bouguet and   
                 Bertrand Cloez   Ergodicity of inhomogeneous Markov
                                  chains through asymptotic
                                  pseudotrajectories . . . . . . . . . . . 3004--3049
        Francesco Caravenna and   
               Rongfeng Sun and   
                 Nikos Zygouras   Universality in marginally relevant
                                  disordered systems . . . . . . . . . . . 3050--3112
           Leif Döring and   
               Achim Klenke and   
                  Leonid Mytnik   Finite system scheme for mutually
                                  catalytic branching with infinite
                                  branching rate . . . . . . . . . . . . . 3113--3152
          Miryana Grigorova and   
             Peter Imkeller and   
                Elias Offen and   
            Youssef Ouknine and   
            Marie-Claire Quenez   Reflected BSDEs when the obstacle is not
                                  right-continuous and optimal stopping    3153--3188
           Patrick W. Dondl and   
              Michael Scheutzow   Ballistic and sub-ballistic motion of
                                  interfaces in a field of random
                                  obstacles  . . . . . . . . . . . . . . . 3189--3200
            Rainer Buckdahn and   
                    Juan Li and   
                         Jin Ma   A mean-field stochastic control problem
                                  with partial observations  . . . . . . . 3201--3245
            Shankar Bhamidi and   
      Remco van der Hofstad and   
            Gerard Hooghiemstra   Erratum: ``First passage percolation on
                                  random graphs with finite mean degrees''
                                  [\booktitleAnn. Appl. Probab. \bf 20 (5)
                                  (2010) 1907--1965] . . . . . . . . . . . 3246--3253

Annals of Applied Probability
Volume 27, Number 6, December, 2017

       Vladislav B. Tadi\'c and   
                  Arnaud Doucet   Asymptotic bias of stochastic gradient
                                  search . . . . . . . . . . . . . . . . . 3255--3304
   Pierre Henry-Labord\`ere and   
                 Xiaolu Tan and   
                    Nizar Touzi   Unbiased simulation of stochastic
                                  differential equations . . . . . . . . . 3305--3341
          Martijn Pistorius and   
                   Mitja Stadje   On dynamic deviation measures and
                                  continuous-time portfolio optimization   3342--3384
               Pascal Moyal and   
                     Ohad Perry   On the instability of matching queues    3385--3434
       Chandrasekhar Karnam and   
                     Jin Ma and   
                 Jianfeng Zhang   Dynamic approaches for some
                                  time-inconsistent optimization problems  3435--3477
           Zakhar Kabluchko and   
         Alexander Marynych and   
               Henning Sulzbach   General Edgeworth expansions with
                                  applications to profiles of random trees 3478--3524
         Tiziano De Angelis and   
              Erik Ekström   The dividend problem with a finite
                                  horizon  . . . . . . . . . . . . . . . . 3525--3546
          Tertuliano Franco and   
                Adriana Neumann   Large deviations for the exclusion
                                  process with a slow bond . . . . . . . . 3547--3587
                  Lihua Bai and   
                     Jin Ma and   
                  Xiaojing Xing   Optimal dividend and investment problems
                                  under Sparre--Andersen model . . . . . . 3588--3632
                Thibaut Lux and   
          Antonis Papapantoleon   Improved Fréchet--Hoeffding bounds on
                                  $d$-copulas and applications in
                                  model-free finance . . . . . . . . . . . 3633--3671
                  Hoi H. Nguyen   Asymptotic Lyapunov exponents for large
                                  random matrices  . . . . . . . . . . . . 3672--3705
          Sebastian Engelke and   
              Jevgenijs Ivanovs   Robust bounds in multivariate extremes   3706--3734
       Tilmann Blümmel and   
      Thorsten Rheinländer   Financial markets with a large trader    3735--3786
             Giacomo Aletti and   
             Irene Crimaldi and   
              Andrea Ghiglietti   Synchronization of reinforced stochastic
                                  processes with a network-based
                                  interaction  . . . . . . . . . . . . . . 3787--3844
            Benedikt Jahnel and   
           Christof Külske   The Widom--Rowlinson model under spin
                                  flip: Immediate loss and sharp recovery
                                  of quasilocality . . . . . . . . . . . . 3845--3892
                      Yaming Yu   On the unique crossing conjecture of
                                  Diaconis and Perlman on convolutions of
                                  gamma random variables . . . . . . . . . 3893--3910


Science News (Washington, DC)
Volume 140, Number 19, November 9, 1991

                 Ivars Peterson   Numbers at Random: Number theory
                                  supplies a superior random-number
                                  generator  . . . . . . . . . . . . . . . 300--301


ACM Transactions on Modeling and Computer Simulation
Volume 3, Number 4, October, 1993

                 Shu Tezuka and   
            Pierre L'Ecuyer and   
                Raymond Couture   On the lattice structure of the
                                  add-with-carry and subtract-with-borrow
                                  random number generators . . . . . . . . 315--331


International Statistical Review = Revue Internationale de Statistique
Volume 63, Number 2, August, 1995

Jürgen Eichenauer-Herrmann   Pseudorandom Number Generation by
                                  Nonlinear Methods  . . . . . . . . . . . 247--255