@Preamble{
"\hyphenation{Ur-i-be}" #
"\ifx \undefined \booktitle \def \booktitle #1{{{\em #1}}} \fi" #
"\ifx \undefined \k \let \k = \c \fi" #
"\ifx \undefined \mathbb \def \mathbb #1{{\bf #1}} \fi" #
"\ifx \undefined \mathbf \def \mathbf #1{{\bf #1}} \fi"
}
@String{ack-nhfb = "Nelson H. F. Beebe,
University of Utah,
Department of Mathematics, 110 LCB,
155 S 1400 E RM 233,
Salt Lake City, UT 84112-0090, USA,
Tel: +1 801 581 5254,
FAX: +1 801 585 1640, +1 801 581 4148,
e-mail: \path|beebe@math.utah.edu|,
\path|beebe@acm.org|,
\path|beebe@computer.org| (Internet),
URL: \path|https://www.math.utah.edu/~beebe/|"}
@String{j-ANN-APPL-PROBAB = "Annals of Applied Probability"}
@String{j-INT-STAT-REV = "International Statistical Review =
Revue Internationale de Statistique"}
@String{j-SCIENCE-NEWS = "Science News (Washington, DC)"}
@String{j-TOMACS = "ACM Transactions on Modeling and Computer
Simulation"}
@Article{Duffie:1991:MVH,
author = "Darrell Duffie and Henry R. Richardson",
title = "Mean-Variance Hedging in Continuous Time",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "1",
pages = "1--15",
month = feb,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005978",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dai:1991:SSA,
author = "J. G. Dai and J. M. Harrison",
title = "Steady-State Analysis of {RBM} in a Rectangle:
Numerical Methods and A Queueing Application",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "1",
pages = "16--35",
month = feb,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005979",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Diaconis:1991:GBE,
author = "Persi Diaconis and Daniel Stroock",
title = "Geometric Bounds for Eigenvalues of {Markov} Chains",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "1",
pages = "36--61",
month = feb,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005980",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fill:1991:EBC,
author = "James Allen Fill",
title = "Eigenvalue Bounds on Convergence to Stationarity for
Nonreversible {Markov} Chains, with an Application to
the Exclusion Process",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "1",
pages = "62--87",
month = feb,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005981",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Doney:1991:LSN,
author = "R. A. Doney and George L. O'Brien",
title = "Loud Shot Noise",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "1",
pages = "88--103",
month = feb,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005982",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kella:1991:QSV,
author = "Offer Kella and Ward Whitt",
title = "Queues with Server Vacations and {Levy} Processes with
Secondary Jump Input",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "1",
pages = "104--117",
month = feb,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005983",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Komlos:1991:PTS,
author = "J. Komlos and A. Odlyzko and L. Ozarow and L. A.
Shepp",
title = "On the Properties of a Tree-Structured Server
Process",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "1",
pages = "118--125",
month = feb,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005984",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Goldie:1991:IRT,
author = "Charles M. Goldie",
title = "Implicit Renewal Theory and Tails of Solutions of
Random Equations",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "1",
pages = "126--166",
month = feb,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005985",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lefebvre:1991:FSP,
author = "Mario Lefebvre",
title = "Forcing a Stochastic Process to Stay in or to Leave a
Given Region",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "1",
pages = "167--172",
month = feb,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005986",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Whittle:1991:NNI,
author = "P. Whittle",
title = "Neural Nets and Implicit Inference",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "2",
pages = "173--188",
month = may,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005932",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Durrett:1991:ER,
author = "R. Durrett and C. Neuhauser",
title = "Epidemics with Recovery in {$ D = 2 $}",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "2",
pages = "189--206",
month = may,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005933",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Boland:1991:SOI,
author = "Philip J. Boland and Emad El-Neweihi and Frank
Proschan",
title = "Stochastic Order for Inspection and Repair Policies",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "2",
pages = "207--218",
month = may,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005934",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{OCinneide:1991:PTD,
author = "Colm Art O'Cinneide",
title = "Phase-Type Distributions and Majorization",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "2",
pages = "219--227",
month = may,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005935",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Aldous:1991:AFD,
author = "David Aldous",
title = "Asymptotic Fringe Distributions for General Families
of Random Trees",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "2",
pages = "228--266",
month = may,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005936",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Resnick:1991:RUF,
author = "Sidney I. Resnick and Rishin Roy",
title = "Random {USC} Functions, Max-Stable Processes and
Continuous Choice",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "2",
pages = "267--292",
month = may,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005937",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Vitale:1991:EAR,
author = "Richard A. Vitale",
title = "Expected Absolute Random Determinants and Zonoids",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "2",
pages = "293--300",
month = may,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005938",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Frieze:1991:LLM,
author = "Alan Frieze",
title = "On the Length of the Longest Monotone Subsequence in a
Random Permutation",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "2",
pages = "301--305",
month = may,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005939",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Glaz:1991:TBA,
author = "Joseph Glaz and Joseph I. Naus",
title = "Tight Bounds and Approximations for Scan Statistic
Probabilities for Discrete Data",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "2",
pages = "306--318",
month = may,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:28 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005940",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kelly:1991:LN,
author = "F. P. Kelly",
title = "Loss Networks",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "3",
pages = "319--378",
month = aug,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005872",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kind:1991:DAP,
author = "Paolo Kind and Robert Sh. Liptser and Wolfgang J.
Runggaldier",
title = "Diffusion Approximation in Past Dependent Models and
Applications to Option Pricing",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "3",
pages = "379--405",
month = aug,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005873",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mahmoud:1991:DLR,
author = "Hosam M. Mahmoud and R. T. Smythe",
title = "On the Distribution of Leaves in Rooted Subtrees of
Recursive Trees",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "3",
pages = "406--418",
month = aug,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005874",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Browne:1991:IMC,
author = "Sidney Browne and Paul Zipkin",
title = "Inventory Models with Continuous, Stochastic Demands",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "3",
pages = "419--435",
month = aug,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005875",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Crametz:1991:LRR,
author = "J.-P. Crametz and P. J. Hunt",
title = "A Limit Result Respecting Graph Structure for a Fully
Connected Loss Network with Alternative Routing",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "3",
pages = "436--444",
month = aug,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005876",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jensen:1991:PEF,
author = "Jens Ledet Jensen and Jesper Moller",
title = "Pseudolikelihood for Exponential Family Models of
Spatial Point Processes",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "3",
pages = "445--461",
month = aug,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005877",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Marsaglia:1991:NCR,
author = "George Marsaglia and Arif Zaman",
title = "A New Class of Random Number Generators",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "3",
pages = "462--480",
month = aug,
year = "1991",
CODEN = "????",
DOI = "https://doi.org/10.1214/aoap/1177005878",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
MRclass = "65C10",
MRnumber = "92h:65009",
MRreviewer = "Renata Rotondi",
bibdate = "Fri Jun 6 11:35:30 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/bibnet/authors/m/marsaglia-george.bib;
https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib;
https://www.math.utah.edu/pub/tex/bib/fibquart.bib;
https://www.math.utah.edu/pub/tex/bib/prng.bib;
https://www.math.utah.edu/pub/tex/bib/tomacs.bib;
MathSciNet database",
note = "See popular description in \cite{Peterson:1991:NRN}.
See remarks in
\cite{Eichenauer-Herrmann:1995:PNG,Tezuka:1993:LSA}
about the extremely bad lattice structure in high
dimensions of the generators proposed in this paper.",
URL = "http://projecteuclid.org/euclid.aoap/1177005878",
ZMnumber = "0733.65005",
abstract = "We introduce a new class of generators of two types:
add-with-carry and subtract-with-borrow. Related to
lagged-Fibonacci generators, the new class has
interesting underlying theory, astonishingly long
periods and provable uniformity for full sequences.
Among several that we mention, we recommend
particularly promising ones that will generate a
sequence of 2e1751 bits.",
abstract-2 = "We introduce a new class of generators of two types:
add-with-carry and subtract-with-borrow. Related to
lagged-Fibonacci generators, the new class has
interesting underlying theory, astonishingly long
periods and provable uniformity for full sequences.
Among several that we mention, we recommend
particularly promising ones that will generate a
sequence of $2^{1751}$ bits, or a sequence of
$2^{1376}$ 32-bit integers, or a sequence of $2^{931}$
reals with 24-bit fractions--all using simple computer
arithmetic (subtraction) and a few memory locations.",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
keywords = "add with carry generator; lagged Fibonacci generator;
Monte Carlo methods; numerical examples; random number
generators; subtract-with-borrow generators; very long
period sequences",
xxCODEN = "????",
ZMclass = "*65C10 Random number generation 65C05 Monte Carlo
methods",
ZMreviewer = "M. Cugiani (Milano)",
}
@Article{Anantharam:1991:MFL,
author = "V. Anantharam",
title = "A Mean Field Limit for a Lattice Caricature of Dynamic
Routing in Circuit Switched Networks",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "4",
pages = "481--503",
month = nov,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005834",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rogers:1991:EVH,
author = "L. C. G. Rogers and S. E. Satchell",
title = "Estimating Variance From High, Low and Closing
Prices",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "4",
pages = "504--512",
month = nov,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005835",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Karlin:1991:SLT,
author = "Samuel Karlin and Ming-Ying Leung",
title = "Some Limit Theorems on Distributional Patterns of
Balls in Urns",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "4",
pages = "513--538",
month = nov,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005836",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Donnelly:1991:FCL,
author = "Peter Donnelly and Thomas G. Kurtz and Simon Tavare",
title = "On the Functional Central Limit Theorem for the
{Ewens} Sampling Formula",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "4",
pages = "539--545",
month = nov,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005837",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Glynn:1991:DMQ,
author = "Peter W. Glynn and Ward Whitt",
title = "Departures from Many Queues in Series",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "4",
pages = "546--572",
month = nov,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005838",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Biggins:1991:BRW,
author = "J. D. Biggins and Boris D. Lubachevsky and Adam
Shwartz and Alan Weiss",
title = "A Branching Random Walk with a Barrier",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "4",
pages = "573--581",
month = nov,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005839",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hardin:1991:NRS,
author = "Clyde D. {Hardin, Jr.} and Gennady Samorodnitsky and
Murad S. Taqqu",
title = "Nonlinear Regression of Stable Random Variables",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "4",
pages = "582--612",
month = nov,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005840",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chen:1991:ETP,
author = "Rong Chen and Ruey S. Tsay",
title = "On the Ergodicity of Tar(1) Processes",
journal = j-ANN-APPL-PROBAB,
volume = "1",
number = "4",
pages = "613--634",
month = nov,
year = "1991",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005841",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Myneni:1992:PAO,
author = "Ravi Myneni",
title = "The Pricing of the {American} Option",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "1--23",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005768",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ethier:1992:SDN,
author = "S. N. Ethier and Thomas G. Kurtz",
title = "On the Stationary Distribution of the Neutral
Diffusion Model in Population Genetics",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "24--35",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005769",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Huang:1992:OCP,
author = "Chi-Fu Huang and Henri Pages",
title = "Optimal Consumption and Portfolio Policies with an
Infinite Horizon: Existence and Convergence",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "36--64",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005770",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dai:1992:RBM,
author = "J. G. Dai and J. M. Harrison",
title = "Reflected {Brownian} Motion in an Orthant: Numerical
Methods for Steady-State Analysis",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "65--86",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005771",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Xu:1992:DMOa,
author = "Gan-Lin Xu and Steven E. Shreve",
title = "A Duality Method for Optimal Consumption and
Investment Under Short- Selling Prohibition. {I}.
{General} Market Coefficients",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "87--112",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005772",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Avram:1992:MST,
author = "Florin Avram and Dimitris Bertsimas",
title = "The Minimum Spanning Tree Constant in Geometrical
Probability and Under the Independent Model: a Unified
Approach",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "113--130",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005773",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Blount:1992:LLN,
author = "Douglas Blount",
title = "Law of Large Numbers in the Supremum Norm for a
Chemical Reaction with Diffusion",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "131--141",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005774",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Comets:1992:PEG,
author = "Francis Comets and Basilis Gidas",
title = "Parameter Estimation for {Gibbs} Distributions from
Partially Observed Data",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "142--170",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005775",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Schweizer:1992:MVH,
author = "Martin Schweizer",
title = "Mean-Variance Hedging for General Claims",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "171--179",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005776",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Glynn:1992:AVS,
author = "Peter W. Glynn and Ward Whitt",
title = "The Asymptotic Validity of Sequential Stopping Rules
for Stochastic Simulations",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "180--198",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005777",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Loader:1992:BCP,
author = "Clive R. Loader",
title = "Boundary Crossing Probabilities for Locally {Poisson}
Processes",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "199--228",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005778",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lagarias:1992:PTS,
author = "J. C. Lagarias and A. Weiss",
title = "The $ 3 x + 1 $ Problem: Two Stochastic Models",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "1",
pages = "229--261",
month = feb,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib;
https://www.math.utah.edu/pub/tex/bib/benfords-law.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005779",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Harrison:1992:BMF,
author = "J. M. Harrison and R. J. Williams",
title = "{Brownian} Models of Feedforward Queueing Networks:
Quasireversibility and Product Form Solutions",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "2",
pages = "263--293",
month = may,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005704",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bayer:1992:TDS,
author = "Dave Bayer and Persi Diaconis",
title = "Trailing the Dovetail Shuffle to its Lair",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "2",
pages = "294--313",
month = may,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005705",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Xu:1992:DMOb,
author = "Gan-Lin Xu and Steven E. Shreve",
title = "A Duality Method for Optimal Consumption and
Investment Under Short-Selling Prohibition. {II}.
{Constant} Market Coefficients",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "2",
pages = "314--328",
month = may,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005706",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dembo:1992:PAS,
author = "Amir Dembo and Samuel Karlin",
title = "{Poisson} Approximations for $r$-Scan Processes",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "2",
pages = "329--357",
month = may,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005707",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pittel:1992:LSS,
author = "Boris Pittel",
title = "On Likely Solutions of a Stable Marriage Problem",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "2",
pages = "358--401",
month = may,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005708",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Devroye:1992:STL,
author = "Luc Devroye",
title = "A Study of Trie-Like Structures Under the Density
Model",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "2",
pages = "402--434",
month = may,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005709",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Takacs:1992:RWP,
author = "Lajos Takacs",
title = "Random Walk Processes and their Applications in Order
Statistics",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "2",
pages = "435--459",
month = may,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005710",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ou:1992:PBS,
author = "Jihong Ou and Lawrence M. Wein",
title = "Performance Bounds for Scheduling Queueing Networks",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "2",
pages = "460--480",
month = may,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005711",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Berman:1992:TCD,
author = "Simeon M. Berman",
title = "The Tail of the Convolution of Densities and its
Application to a Model of {HIV}-Latency Time",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "2",
pages = "481--502",
month = may,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005712",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hill:1992:SIO,
author = "T. P. Hill and D. P. Kennedy",
title = "Sharp Inequalities for Optimal Stopping with Rewards
Based on Ranks",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "2",
pages = "503--517",
month = may,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:36 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005713",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Arratia:1992:PPA,
author = "Richard Arratia and A. D. Barbour and Simon Tavare",
title = "{Poisson} Process Approximations for the {Ewens}
Sampling Formula",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "519--535",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005647",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Loh:1992:SMM,
author = "Wei-Liem Loh",
title = "{Stein}'s Method and Multinomial Approximation",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "536--554",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005648",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Asmussen:1992:LTE,
author = "Soren Asmussen",
title = "Light Traffic Equivalence in Single-Server Queues",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "555--574",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005649",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bramson:1992:PCM,
author = "M. Bramson and P. Ney and J. Tao",
title = "The Population Composition of a Multitype Branching
Random Walk",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "575--596",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005650",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Devroye:1992:LTR,
author = "Luc Devroye",
title = "A Limit Theory for Random Skip Lists",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "597--609",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005651",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Frigessi:1992:OSS,
author = "Arnoldo Frigessi and Chii-Ruey Hwang and Laurent
Younes",
title = "Optimal Spectral Structure of Reversible Stochastic
Matrices, {Monte Carlo} Methods and the Simulation of
{Markov} Random Fields",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "610--628",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005652",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Karatzas:1992:RDD,
author = "Ioannis Karatzas and Daniel L. Ocone",
title = "The Resolvent of a Degenerate Diffusion on the Plane,
with Application to Partially Observed Stochastic
Control",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "629--668",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005653",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kotelenez:1992:FNR,
author = "Peter Kotelenez",
title = "Fluctuations in a Nonlinear Reaction-Diffusion Model",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "669--694",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005654",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rhee:1992:MRS,
author = "WanSoo T. Rhee and Michel Talagrand",
title = "Matching Random Subsets of the Cube with a Tight
Control on One Coordinate",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "695--713",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005655",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chang:1992:MFL,
author = "Joseph T. Chang",
title = "On Moments of the First Ladder Height of Random Walks
with Small Drift",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "714--738",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005656",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Asmussen:1992:CWC,
author = "Soren Asmussen",
title = "On Coupling and Weak Convergence to Stationarity",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "739--751",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005657",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dalal:1992:BEC,
author = "S. R. Dalal and C. L. Mallows",
title = "Buying with Exact Confidence",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "3",
pages = "752--765",
month = aug,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:38 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005658",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cvitanic:1992:CDC,
author = "Jaksa Cvitanic and Ioannis Karatzas",
title = "Convex Duality in Constrained Portfolio Optimization",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "767--818",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005576",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Holley:1992:MDS,
author = "Richard Holley and Edward C. Waymire",
title = "Multifractal Dimensions and Scaling Exponents for
Strongly Bounded Random Cascades",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "819--845",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005577",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Talagrand:1992:MRS,
author = "Michel Talagrand",
title = "Matching Random Samples in Many Dimensions",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "846--856",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005578",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Morrow:1992:LDR,
author = "Gregory J. Morrow",
title = "Large Deviation Results for a Class of {Markov} Chains
with Application to an Infinite Alleles Model of
Population Genetics",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "857--905",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005579",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kroese:1992:CPS,
author = "Dirk P. Kroese and Volker Schmidt",
title = "A Continuous Polling System with General Service
Times",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "906--927",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005580",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ferrari:1992:SAE,
author = "P. A. Ferrari and K. Ravishankar",
title = "Shocks in Asymmetric Exclusion Automata",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "928--941",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005581",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pinsky:1992:ECL,
author = "Mark A. Pinsky",
title = "Extremal Character of the {Lyapunov} Exponent of the
Stochastic Harmonic Oscillator",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "942--950",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005582",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Aalen:1992:MHS,
author = "Odd O. Aalen",
title = "Modelling Heterogeneity in Survival Analysis by the
Compound {Poisson} Distribution",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "951--972",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005583",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jansons:1992:DBB,
author = "Kalvis M. Jansons and L. C. G. Rogers",
title = "Decomposing the Branching {Brownian} Path",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "973--986",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005584",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Daley:1992:FWT,
author = "D. J. Daley and T. Rolski",
title = "Finiteness of Waiting-Time Moments in General
Stationary Single-Server Queues",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "987--1008",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005585",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bollobas:1992:HRP,
author = "Bela Bollobas and Graham Brightwell",
title = "The Height of a Random Partial Order: Concentration of
Measure",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "1009--1018",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005586",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Benjamini:1992:MSP,
author = "Yoav Benjamini and Abba M. Krieger",
title = "Market Share Paradox and Heterogeneous Chains",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "1019--1023",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005587",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Weber:1992:GIM,
author = "Richard Weber",
title = "On the {Gittins} Index for Multiarmed Bandits",
journal = j-ANN-APPL-PROBAB,
volume = "2",
number = "4",
pages = "1024--1033",
month = nov,
year = "1992",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005588",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Isham:1993:SME,
author = "Valerie Isham",
title = "Stochastic Models for Epidemics with Special Reference
to {AIDS}",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "1--27",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005505",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Nguyen:1993:PNP,
author = "Vien Nguyen",
title = "Processing Networks with Parallel and Sequential
Tasks: Heavy Traffic Analysis and {Brownian} Limits",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "28--55",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005506",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{vandenBerg:1993:ITC,
author = "J. van den Berg and H. Kesten",
title = "Inequalities for the Time Constant in First-Passage
Percolation",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "56--80",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005507",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alexander:1993:NSR,
author = "Kenneth S. Alexander",
title = "A Note on Some Rates of Convergence in First-Passage
Percolation",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "81--90",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005508",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Barbour:1993:RPA,
author = "A. D. Barbour and P. E. Greenwood",
title = "Rates of {Poisson} Approximation to Finite Range
Random Fields",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "91--102",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005509",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Almeida:1993:VME,
author = "Murilo P. Almeida and Basilis Gidas",
title = "A Variational Method for Estimating the Parameters of
{MRF} from Complete or Incomplete Data",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "103--136",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005510",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ferrari:1993:CSP,
author = "Pablo A. Ferrari and Arnoldo Frigessi and Roberto H.
Schonmann",
title = "Convergence of Some Partially Parallel {Gibbs}
Samplers with Annealing",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "137--153",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005511",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anantharam:1993:USE,
author = "V. Anantharam",
title = "Uniqueness of Stationary Ergodic Fixed Point for a {$
\cdot $ /M/K} Node",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "154--172",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See correction \cite{Anantharam:1994:CUS}.",
URL = "http://projecteuclid.org/euclid.aoap/1177005512",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kaj:1993:FPP,
author = "Ingemar Kaj and Paavo Salminen",
title = "On a First Passage Problem for Branching {Brownian}
Motions",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "173--185",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005513",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Takacs:1993:DIA,
author = "Lajos Takacs",
title = "On the Distribution of the Integral of the Absolute
Value of the {Brownian} Motion",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "186--197",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005514",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alsmeyer:1993:GWP,
author = "Gerold Alsmeyer",
title = "On the {Galton--Watson} Predator-Prey Process",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "198--211",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005515",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Capinski:1993:EEU,
author = "Marek Capinski and Nigel J. Cutland",
title = "The {Euler} Equation: a Uniform Nonstandard
Construction of a Global Flow, Invariant Measures and
Statistical Solutions",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "212--227",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005516",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kook:1993:TST,
author = "Kwang Ho Kook and Richard F. Serfozo",
title = "Travel and Sojourn Times in Stochastic Networks",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "228--252",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005517",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Penrose:1993:SLB,
author = "Mathew D. Penrose",
title = "On the Spread-Out Limit for Bond and Continuum
Percolation",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "1",
pages = "253--276",
month = feb,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:42 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005518",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Iscoe:1993:CAS,
author = "I. Iscoe and D. McDonald and K. Qian",
title = "Capacity of {ATM} Switches",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "277--295",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005425",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kesten:1993:SCF,
author = "Harry Kesten",
title = "On the Speed of Convergence in First-Passage
Percolation",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "296--338",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005426",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gates:1993:MMS,
author = "D. J. Gates and M. Westcott",
title = "{Markov} Models of Steady Crystal Growth",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "339--355",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005427",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ycart:1993:PPE,
author = "Bernard Ycart",
title = "The Philosophers' Process: An Ergodic Reversible
Nearest Particle System",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "356--363",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005428",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Heinricher:1993:OCRa,
author = "Arthur C. Heinricher and Richard H. Stockbridge",
title = "Optimal Control and Replacement with State-Dependent
Failure Rate: Dynamic Programming",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "364--379",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005429",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Heinricher:1993:OCRb,
author = "Arthur C. Heinricher and Richard H. Stockbridge",
title = "Optimal Control and Replacement with State-Dependent
Failure Rate: An Invariant Measure Approach",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "380--402",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005430",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Luczak:1993:SRA,
author = "Tomasz Luczak and Joel E. Cohen",
title = "Stratigraphy of a Random Acyclic Directed Graph: The
Size of Trophic Levels in the Cascade Model",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "403--420",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005431",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Krichagina:1993:PCF,
author = "Elena V. Krichagina and Sheldon X. C. Lou and Suresh
P. Sethi and Michael I. Taksar",
title = "Production Control in a Failure-Prone Manufacturing
System: Diffusion Approximation and Asymptotic
Optimality",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "421--453",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005432",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Matthews:1993:ADN,
author = "Peter C. Matthews and Andrew L. Rukhin",
title = "Asymptotic Distribution of the Normal Sample Range",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "454--466",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005433",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Wahlberg:1993:PSM,
author = "B. Wahlberg and E. J. Hannan",
title = "Parametric Signal Modelling using {Laguerre} Filters",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "467--496",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005434",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Davis:1993:PSM,
author = "Richard A. Davis and Sidney I. Resnick",
title = "Prediction of Stationary Max-Stable Processes",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "497--525",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005435",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dyer:1993:APG,
author = "Martin Dyer and Alan Frieze and Boris Pittel",
title = "The Average Performance of the Greedy Matching
Algorithm",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "526--552",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005436",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Adler:1993:ENL,
author = "Robert J. Adler and Gennady Samorodnitsky and Tamar
Gadrich",
title = "The Expected Number of Level Crossings for Stationary,
Harmonisable, Symmetric, Stable Processes",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "553--575",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005437",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hogan:1993:PCT,
author = "Michael Hogan",
title = "Problems in Certain Two-Factor Term Structure Models",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "576--581",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005438",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jaillet:1993:CVT,
author = "Patrick Jaillet",
title = "Cube Versus Torus Models and the {Euclidean} Minimum
Spanning Tree Constant",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "582--592",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005439",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fill:1993:PFP,
author = "James Allen Fill and Robin Pemantle",
title = "Percolation, First-Passage Percolation and Covering
Times for {Richardson}'s Model on the $n$-Cube",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "2",
pages = "593--629",
month = may,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:44 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005440",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Shepp:1993:ROR,
author = "Larry Shepp and A. N. Shiryaev",
title = "The {Russian} Option: Reduced Regret",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "631--640",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005355",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Duffie:1993:APR,
author = "J. Darrell Duffie and J. Michael Harrison",
title = "Arbitrage Pricing of {Russian} Options and Perpetual
Lookback Options",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "641--651",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005356",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cvitanic:1993:HCC,
author = "Jaksa Cvitanic and Ioannis Karatzas",
title = "Hedging Contingent Claims with Constrained
Portfolios",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "652--681",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005357",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kella:1993:PTF,
author = "Offer Kella",
title = "Parallel and Tandem Fluid Networks with Dependent
{Levy} Inputs",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "682--695",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005358",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Diaconis:1993:CTR,
author = "Persi Diaconis and Laurent Saloff-Coste",
title = "Comparison Theorems for Reversible {Markov} Chains",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "696--730",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005359",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Eisenberg:1993:APT,
author = "Bennett Eisenberg and Gilbert Stengle and Gilbert
Strang",
title = "The Asymptotic Probability of a {Tie} for First
Place",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "731--745",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005360",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fontes:1993:FPP,
author = "Luiz Fontes and Charles M. Newman",
title = "First Passage Percolation for Random Colorings of {$
\mathbb {Z}^d $}",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "746--762",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See correction \cite{Fontes:1994:CFP}.",
URL = "http://projecteuclid.org/euclid.aoap/1177005361",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Miyazawa:1993:LHD,
author = "Masakiyo Miyazawa and Volker Schmidt",
title = "On Ladder Height Distributions of General Risk
Processes",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "763--776",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005362",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Antonelli:1993:BFS,
author = "Fabio Antonelli",
title = "Backward-Forward Stochastic Differential Equations",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "777--793",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005363",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rhee:1993:MPS,
author = "WanSoo T. Rhee",
title = "A Matching Problem and Subadditive {Euclidean}
Functionals",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "794--801",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005364",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Coffman:1993:SRP,
author = "E. G. Coffman and E. N. Gilbert and P. W. Shor",
title = "A Selection-Replacement Process on the Circle",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "802--818",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005365",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rosenthal:1993:RCD,
author = "Jeffrey S. Rosenthal",
title = "Rates of Convergence for Data Augmentation on Finite
Sample Spaces",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "819--839",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005366",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yamada:1993:LTF,
author = "Keigo Yamada and Sung Jo Hong",
title = "A Limit Theorem for Functionals of Jumps of Birth and
Death Processes under Heavy Traffic Condition",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "840--862",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005367",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Clifford:1993:ECP,
author = "Peter Clifford and Gang Wei",
title = "The Equivalence of the {Cox} Process with Squared
Radial {Ornstein--Uhlenbeck} Intensity and the Death
Process in a Simple Population Model",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "863--873",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005368",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Stein:1993:APC,
author = "Michael L. Stein",
title = "Asymptotic Properties of Centered Systematic Sampling
for Predicting Integrals of Spatial Processes",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "874--880",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005369",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Blaszczyszyn:1993:QSL,
author = "B. Blaszczyszyn and T. Rolski",
title = "Queues in Series in Light Traffic",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "881--896",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005370",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hwang:1993:AGD,
author = "Chii-Ruey Hwang and Shu-Yin Hwang-Ma and Shuenn-Jyi
Sheu",
title = "Accelerating {Gaussian} Diffusions",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "897--913",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005371",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baldi:1993:ISG,
author = "Paolo Baldi and Arnoldo Frigessi and Mauro Piccioni",
title = "Importance Sampling for {Gibbs} Random Fields",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "3",
pages = "914--933",
month = aug,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005372",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fisch:1993:MGH,
author = "Robert Fisch and Janko Gravner and David Griffeath",
title = "Metastability in the {Greenberg--Hastings} Model",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "935--967",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005268",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dai:1993:QMT,
author = "J. G. Dai and J. M. Harrison",
title = "The {QNET} Method for Two-Moment Analysis of Closed
Manufacturing Systems",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "968--1012",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005269",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Glazebrook:1993:IFC,
author = "K. D. Glazebrook",
title = "Indices for Families of Competing {Markov} Decision
Processes with Influence",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1013--1032",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005270",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Avram:1993:CLT,
author = "Florin Avram and Dimitris Bertsimas",
title = "On Central Limit Theorems in Geometrical Probability",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1033--1046",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005271",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Durrett:1993:ACV,
author = "Richard Durrett and Rinaldo Schinazi",
title = "Asymptotic Critical Value for a Competition Model",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1047--1066",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005272",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Greven:1993:VCS,
author = "Andreas Greven and Frank den Hollander",
title = "A Variational Characterization of the Speed of a
One-Dimensional Self- Repellent Random Walk",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1067--1099",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005273",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Talagrand:1993:ISE,
author = "M. Talagrand and J. E. Yukich",
title = "The Integrability of the Square Exponential
Transportation Cost",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1100--1111",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005274",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{deGunst:1993:NMM,
author = "Mathisca C. M. de Gunst and Willem R. van Zwet",
title = "A Non-{Markovian} Model for {Cell} Population Growth:
Tail Behavior and Duration of the Growth Process",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1112--1144",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005275",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Joffe:1993:NMB,
author = "A. Joffe",
title = "A New Martingale in Branching Random Walk",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1145--1150",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005276",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cox:1993:GLA,
author = "J. Theodore Cox and Alberto Gandolfi and Philip S.
Griffin and Harry Kesten",
title = "Greedy Lattice Animals I: Upper Bounds",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1151--1169",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005277",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lee:1993:IGL,
author = "Sungchul Lee",
title = "An Inequality for Greedy Lattice Animals",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1170--1188",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005278",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mannion:1993:PRM,
author = "David Mannion",
title = "Products of $ 2 \times 2 $ Random Matrices",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1189--1218",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005279",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chassaing:1993:OMF,
author = "Philippe Chassaing",
title = "Optimality of Move-to-Front for Self-Organizing Data
Structures with Locality of References",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1219--1240",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005280",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Metry:1993:OPD,
author = "Magdy H. Metry and Allan R. Sampson",
title = "Orderings for Positive Dependence on Multivariate
Empirical Distributions",
journal = j-ANN-APPL-PROBAB,
volume = "3",
number = "4",
pages = "1241--1251",
month = nov,
year = "1993",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005281",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Nguyen:1994:TDF,
author = "Vien Nguyen",
title = "The Trouble with Diversity: Fork-Join Networks with
Heterogeneous Customer Population",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "1--25",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005198",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dai:1994:CMQ,
author = "J. G. Dai and Vien Nguyen",
title = "On the Convergence of Multiclass Queueing Networks in
Heavy Traffic",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "26--42",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005199",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bertsimas:1994:OMQ,
author = "Dimitris Bertsimas and Ioannis Ch. Paschalidis and
John N. Tsitsiklis",
title = "Optimization of Multiclass Queueing Networks:
Polyhedral and Nonlinear Characterizations of
Achievable Performance",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "43--75",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005200",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gandolfi:1994:GLA,
author = "Alberto Gandolfi and Harry Kesten",
title = "Greedy Lattice Animals {II}: Linear Growth",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "76--107",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005201",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alon:1994:LER,
author = "Noga Alon and Bela Bollobas and Graham Brightwell and
Svante Janson",
title = "Linear Extensions of a Random Partial Order",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "108--123",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005202",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Meyn:1994:SGJ,
author = "S. P. Meyn and D. Down",
title = "Stability of Generalized {Jackson} Networks",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "124--148",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005203",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Meyn:1994:SDC,
author = "Sean P. Meyn and R. L. Tweedie",
title = "State-Dependent Criteria for Convergence of {Markov}
Chains",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "149--168",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005204",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Grey:1994:RVT,
author = "D. R. Grey",
title = "Regular Variation in the Tail Behaviour of Solutions
of Random Difference Equations",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "169--183",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005205",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cohn:1994:GBP,
author = "Harry Cohn and Peter Jagers",
title = "General Branching Processes in Varying Environment",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "184--193",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005206",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Tsitsiklis:1994:SPG,
author = "John N. Tsitsiklis",
title = "A Short Proof of the {Gittins Index Theorem}",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "194--199",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005207",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Arratia:1994:PTS,
author = "Richard Arratia and Michael S. Waterman",
title = "A Phase Transition for the Score in Matching Random
Sequences Allowing Deletions",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "200--225",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005208",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Davis:1994:PSS,
author = "M. H. A. Davis and M. Zervos",
title = "A Problem of Singular Stochastic Control with
Discretionary Stopping",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "226--240",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005209",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hall:1994:RBF,
author = "Peter Hall and Rahul Roy",
title = "On the Relationship Between Fractal Dimension and
Fractal Index for Stationary Stochastic Processes",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "241--253",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005210",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fontes:1994:CFP,
author = "L. R. G. Fontes and Charles M. Newman",
title = "Correction: {``First Passage Percolation for Random
Colorings of $ \mathbb {Z}^d $''}",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "1",
pages = "254--254",
month = feb,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:52 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Fontes:1993:FPP}.",
URL = "http://projecteuclid.org/euclid.aoap/1177005211",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{ElKaroui:1994:DAP,
author = "Nicole {El Karoui} and Ioannis Karatzas",
title = "Dynamic Allocation Problems in Continuous Time",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "255--286",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005062",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dupuis:1994:OCF,
author = "Paul Dupuis and John Oliensis",
title = "An Optimal Control Formulation and Related Numerical
Methods for a Problem in Shape Reconstruction",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "287--346",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005063",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ingrassia:1994:RCM,
author = "Salvatore Ingrassia",
title = "On the Rate of Convergence of the {Metropolis}
Algorithm and {Gibbs} Sampler by Geometric Bounds",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "347--389",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005064",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rogers:1994:FMQ,
author = "L. C. G. Rogers",
title = "Fluid Models in Queueing Theory and {Wiener--Hopf}
Factorization of {Markov} Chains",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "390--413",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005065",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bramson:1994:IFQa,
author = "Maury Bramson",
title = "Instability of {FIFO} Queueing Networks",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "414--431",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See correction \cite{Bramson:1994:CIF}.",
URL = "http://projecteuclid.org/euclid.aoap/1177005066",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dembo:1994:LEM,
author = "Amir Dembo and Samuel Karlin and Ofer Zeitouni",
title = "Large Exceedances for Multidimensional {Levy}
Processes",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "432--447",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005067",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Schwerer:1994:BMC,
author = "Elizabeth Schwerer and Jan A. {Van Mieghem}",
title = "{Brownian} Models of Closed Queueing Networks:
Explicit Solutions for Balanced Three-Station Systems",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "448--477",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005068",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hsing:1994:ADA,
author = "Tailen Hsing",
title = "On the Asymptotic Distribution of the Area Outside a
Random Convex {Hull} in a Disk",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "478--493",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005069",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Finnoff:1994:LLN,
author = "William Finnoff",
title = "Law of Large Numbers for a Heterogeneous System of
Stochastic Differential Equations with Strong Local
Interaction and Economic Applications",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "494--528",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005070",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Perfekt:1994:EBS,
author = "Roland Perfekt",
title = "Extremal Behaviour of Stationary {Markov} Chains with
Applications",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "529--548",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005071",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fouque:1994:LTL,
author = "Jean-Pierre Fouque and Ely Merzbach",
title = "A Limit Theorem for Linear Boundary Value Problems in
Random Media",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "549--569",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005072",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Keener:1994:QRL,
author = "Robert W. Keener",
title = "Quadrature Routines for Ladder Variables",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "570--590",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005073",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pestien:1994:ABL,
author = "Victor Pestien and S. Ramakrishnan",
title = "Asymptotic Behavior of Large Discrete-Time Cyclic
Queueing Networks",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "591--606",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177005074",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anantharam:1994:CUS,
author = "V. Anantharam",
title = "Correction: {``Uniqueness of Stationary Ergodic Fixed
Point For $ A \cdot / M / K $ Node''}",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "2",
pages = "607--607",
month = may,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:54 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Anantharam:1993:USE}.",
URL = "http://projecteuclid.org/euclid.aoap/1177005075",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Shreve:1994:OIC,
author = "S. E. Shreve and H. M. Soner",
title = "Optimal Investment and Consumption with Transaction
Costs",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "609--692",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004966",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bramson:1994:IFQb,
author = "Maury Bramson",
title = "Instability of {FIFO} Queueing Networks with Quick
Service Times",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "693--718",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004967",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Choudhury:1994:MTI,
author = "Gagan L. Choudhury and David M. Lucantoni and Ward
Whitt",
title = "Multidimensional Transform Inversion with Applications
to the Transient {M/G/1} Queue",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "719--740",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004968",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rhee:1994:PAC,
author = "WanSoo T. Rhee",
title = "Probabilistic Analysis of a Capacitated Vehicle
Routing Problem {II}",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "741--764",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004969",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Sigman:1994:FMI,
author = "Karl Sigman and David D. Yao",
title = "Finite Moments for Inventory Processes",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "765--778",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004970",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Athreya:1994:LDR,
author = "K. B. Athreya",
title = "Large Deviation Rates for Branching Processes --- {I}.
{Single} Type Case",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "779--790",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004971",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Resnick:1994:SPM,
author = "Sidney I. Resnick and Rishin Roy",
title = "Superextremal Processes, Max-Stability and Dynamic
Continuous Choice",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "791--811",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004972",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Frieze:1994:SLC,
author = "Alan Frieze and Ravi Kannan and Nick Polson",
title = "Sampling from Log-Concave Distributions",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "812--837",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See correction \cite{Frieze:1994:CSL}.",
URL = "http://projecteuclid.org/euclid.aoap/1177004973",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hu:1994:ERP,
author = "Yiming Hu and W. A. Woyczynski",
title = "An Extremal Rearrangement Property of Statistical
Solutions of {Burgers}' Equation",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "838--858",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004974",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Arnold:1994:EFP,
author = "Ludwig Arnold and Volker Matthias Gundlach and Lloyd
Demetrius",
title = "Evolutionary Formalism for Products of Positive Random
Matrices",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "859--901",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004975",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alexander:1994:RCMa,
author = "Kenneth S. Alexander",
title = "Rates of Convergence of Means for Distance-Minimizing
Subadditive {Euclidean} Functionals",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "902--922",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004976",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mahmoud:1994:SLH,
author = "Hosam M. Mahmoud",
title = "A Strong Law for the Height of Random Binary
Pyramids",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "923--932",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004977",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Meester:1994:UUO,
author = "Ronald Meester and Rahul Roy",
title = "Uniqueness of Unbounded Occupied and Vacant Components
in {Boolean} Models",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "933--951",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004978",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bramson:1994:CIF,
author = "Maury Bramson",
title = "Correction: {``Instability of FIFO Queueing
Networks''}",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "3",
pages = "952--952",
month = aug,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Bramson:1994:IFQa}.",
URL = "http://projecteuclid.org/euclid.aoap/1177004979",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Miltersen:1994:ATT,
author = "Kristian R. Miltersen",
title = "An Arbitrage Theory of the Term Structure of Interest
Rates",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "953--967",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004898",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Berman:1994:PNR,
author = "Simeon M. Berman",
title = "Perturbation of Normal Random Vectors by Nonnormal
Translations, and an Application to {HIV} Latency Time
Distributions",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "968--980",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004899",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Meyn:1994:CBG,
author = "Sean P. Meyn and R. L. Tweedie",
title = "Computable Bounds for Geometric Convergence Rates of
{Markov} Chains",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "981--1011",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004900",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Deuschel:1994:CTN,
author = "Jean-Dominique Deuschel and Christian Mazza",
title = "{$ L^2 $} Convergence of Time Nonhomogeneous {Markov}
Processes: {I}. {Spectral} Estimates",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1012--1056",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004901",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Redmond:1994:LTR,
author = "C. Redmond and J. E. Yukich",
title = "Limit Theorems and Rates of Convergence for
{Euclidean} Functionals",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1057--1073",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004902",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alexander:1994:RCMb,
author = "Kenneth S. Alexander",
title = "The Rate of Convergence of the Mean Length of the
Longest Common Subsequence",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1074--1082",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See correction \cite{Alexander:1995:CRC}.",
URL = "http://projecteuclid.org/euclid.aoap/1177004903",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Clouet:1994:SPT,
author = "J. F. Clouet and J. P. Fouque",
title = "Spreading of a Pulse Travelling in Random Media",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1083--1097",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004904",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Coffman:1994:PAC,
author = "E. G. Coffman and C. L. Mallows and Bjorn Poonen",
title = "Parking Arcs on the Circle with Applications to
One-Dimensional Communication Networks",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1098--1111",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004905",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fricker:1994:ASN,
author = "Christine Fricker and Philippe Robert and Ellen Saada
and Danielle Tibi",
title = "Analysis of some Networks with Interaction",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1112--1128",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004906",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ferrari:1994:NOP,
author = "P. A. Ferrari and L. R. G. Fontes",
title = "The Net Output Process of a System with Infinitely
many Queues",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1129--1144",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004907",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Massey:1994:AMO,
author = "William A. Massey and Ward Whitt",
title = "An Analysis of the Modified Offered-Load Approximation
for the Nonstationary {Erlang} Loss Model",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1145--1160",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004908",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Malyshev:1994:PTL,
author = "Vadim Malyshev and Philippe Robert",
title = "Phase Transition in a Load Sharing Loss Model",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1161--1176",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004909",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Roos:1994:SMC,
author = "Ma{\l}gorzata Roos",
title = "{Stein}'s Method for Compound {Poisson} Approximation:
The Local Approach",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1177--1187",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004910",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Klebaner:1994:EPC,
author = "Fima C. Klebaner and Ofer Zeitouni",
title = "The Exit Problem for a Class of Density-Dependent
Branching Systems",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1188--1205",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004911",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Quine:1994:GBG,
author = "M. P. Quine and W. Szczotka",
title = "Generalisations of the Bienayme-{Galton}--{Watson}
Branching Process via its Representation as an Embedded
Random Walk",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1206--1222",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004912",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chang:1994:IO,
author = "Joseph T. Chang",
title = "Inequalities for the Overshoot",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1223--1233",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004913",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Serinko:1994:CAL,
author = "Regis J. Serinko",
title = "A Consistent Approach to Least Squares Estimation of
Correlation Dimension in Weak {Bernoulli} Dynamical
Systems",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1234--1254",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004914",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Frieze:1994:CSL,
author = "Alan Frieze and Ravi Kannan and Nick Polson",
title = "Correction: {``Sampling from Log-Concave
Distributions''}",
journal = j-ANN-APPL-PROBAB,
volume = "4",
number = "4",
pages = "1255--1255",
month = nov,
year = "1994",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:35:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Frieze:1994:SLC}.",
URL = "http://projecteuclid.org/euclid.aoap/1177004915",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dobrow:1995:MCM,
author = "Robert P. Dobrow and James Allen Fill",
title = "On the {Markov} Chain for the Move-to-Root Rule for
Binary Search Trees",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "1--19",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004824",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dobrow:1995:RCM,
author = "Robert P. Dobrow and James Allen Fill",
title = "Rates of Convergence for the Move-to-Root {Markov}
Chain for Binary Search Trees",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "20--36",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004825",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dinwoodie:1995:PIO,
author = "I. H. Dinwoodie",
title = "A Probability Inequality for the Occupation Measure of
a Reversible {Markov} Chain",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "37--43",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004826",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rhee:1995:RCC,
author = "WanSoo T. Rhee",
title = "On Rates of Convergence for Common Subsequences and
First Passage Time",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "44--48",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004827",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dai:1995:PHR,
author = "J. G. Dai",
title = "On Positive {Harris} Recurrence of Multiclass Queueing
Networks: a Unified Approach Via Fluid Limit Models",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "49--77",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004828",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Henderson:1995:IDT,
author = "W. Henderson and C. E. M. Pearce and P. G. Taylor and
N. M. van Dijk",
title = "Insensitivity in Discrete-Time Generalized
Semi-{Markov} Processes Allowing Multiple Events and
Probabilistic Service Scheduling",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "78--96",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004829",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kogan:1995:SDB,
author = "Y. Kogan and R. Liptser and M. Shenfild",
title = "State-Dependent {Benes} Buffer Model with Fast Loading
and Output Rates",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "97--120",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004830",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mountford:1995:WCD,
author = "T. Mountford and B. Prabhakar",
title = "On the Weak Convergence of Departures from an Infinite
Series of {$ \cdot / M / 1 $} Queues",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "121--127",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004831",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{McDiarmid:1995:MPB,
author = "Colin McDiarmid",
title = "Minimal Positions in a Branching Random Walk",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "128--139",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004832",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bose:1995:DAA,
author = "A. Bose and I. Kaj",
title = "Diffusion Approximation for an Age-Structured
Population",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "140--157",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004833",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Stein:1995:PIS,
author = "Michael L. Stein",
title = "Predicting Integrals of Stochastic Processes",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "158--170",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004834",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pitt:1995:EAN,
author = "Loren D. Pitt and Raina Robeva and Dao Yi Wang",
title = "An Error Analysis for the Numerical Calculation of
Certain Random Integrals: Part 1",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "171--197",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004835",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kusuoka:1995:LTO,
author = "Shigeo Kusuoka",
title = "Limit Theorem on Option Replication Cost with
Transaction Costs",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "198--221",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004836",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Povel:1995:WCC,
author = "Tobias Povel",
title = "On Weak Convergence of Conditional Survival Measure of
One-Dimensional {Brownian} Motion with a Drift",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "222--238",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004837",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rosenblatt:1995:PNG,
author = "Murray Rosenblatt",
title = "Prediction and Non-{Gaussian} Autoregressive
Stationary Sequences",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "239--247",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004838",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Francos:1995:WLD,
author = "Joseph M. Francos and A. Zvi Meiri and Boaz Porat",
title = "A {Wold}-Like Decomposition of Two-Dimensional
Discrete Homogeneous Random Fields",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "248--260",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004839",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Niemiro:1995:TES,
author = "Wojciech Niemiro and Piotr Pokarowski",
title = "Tail Events of some Nonhomogeneous {Markov} Chains",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "261--293",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004840",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Sellke:1995:HMI,
author = "Thomas M. Sellke",
title = "How Many {IID} Samples Does it Take to See all the
Balls in a {Box}?",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "294--309",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004841",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gnedin:1995:SGO,
author = "Alexander V. Gnedin and Ulrich Krengel",
title = "A Stochastic Game of Optimal Stopping and Order
Selection",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "310--321",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004842",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{VanDenBerg:1995:TIC,
author = "J. {Van Den Berg} and A. Gandolfi",
title = "A Triangle Inequality for Covariances of Binary {FKG}
Random Variables",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "322--326",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004843",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alexander:1995:CRC,
author = "K. S. Alexander",
title = "Correction: {``The Rate of Convergence of the Mean
Length of the Longest Common Subsequence''}",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "1",
pages = "327--327",
month = feb,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:01 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Alexander:1994:RCMb}.",
URL = "http://projecteuclid.org/euclid.aoap/1177004844",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Soner:1995:TNN,
author = "H. M. Soner and S. E. Shreve and J. Cvitanic",
title = "There is no Nontrivial Hedging Portfolio for Option
Pricing with Transaction Costs",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "327--355",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004767",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Duffie:1995:BCR,
author = "Darrell Duffie and Jin Ma and Jiongmin Yong",
title = "{Black}'s Consol Rate Conjecture",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "356--382",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004768",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Akahori:1995:SFN,
author = "Jiro Akahori",
title = "Some Formulae for a New Type of Path-Dependent
Option",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "383--388",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004769",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dassios:1995:DQB,
author = "Angelos Dassios",
title = "The Distribution of the Quantile of a {Brownian}
Motion with Drift and the Pricing of Related
Path-Dependent Options",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "389--398",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004770",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dempster:1995:ICP,
author = "M. A. H. Dempster and J. J. Ye",
title = "Impulse Control of Piecewise Deterministic {Markov}
Processes",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "399--423",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004771",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Glasserman:1995:LFP,
author = "Paul Glasserman and Shing-Gang Kou",
title = "Limits of First Passage Times to Rare Sets in
Regenerative Processes",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "424--445",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004772",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Roberts:1995:HRT,
author = "G. O. Roberts and C. F. Shortland",
title = "The Hazard Rate Tangent Approximation for Boundary
Hitting Times",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "446--460",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004773",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Funaki:1995:GCR,
author = "T. Funaki and D. Surgailis and W. A. Woyczynski",
title = "{Gibbs--Cox} Random Fields and {Burgers} Turbulence",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "461--492",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004774",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kallianpur:1995:DAN,
author = "G. Kallianpur and J. Xiong",
title = "Diffusion Approximation of Nuclear Space-Valued
Stochastic Differential Equations Driven by {Poisson}
Random Measures",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "493--517",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004775",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ritter:1995:MIA,
author = "Klaus Ritter and Grzegorz W. Wasilkowski and Henryk
Wozniakowski",
title = "Multivariate Integration and Approximation for Random
Fields Satisfying {Sacks--Ylvisaker} Conditions",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "518--540",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004776",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kaspi:1995:LBM,
author = "Haya Kaspi and Avi Mandelbaum",
title = "{Levy} Bandits: Multi-Armed Bandits Driven by {Levy}
Processes",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "541--565",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004777",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Athreya:1995:LDR,
author = "K. B. Athreya and A. N. Vidyashankar",
title = "Large Deviation Rates for Branching Processes. {II}.
{The} Multitype Case",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "2",
pages = "566--576",
month = may,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004778",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kunsch:1995:HMR,
author = "Hans Kunsch and Stuart Geman and Athanasios Kehagias",
title = "Hidden {Markov} Random Fields",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "577--602",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004696",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mase:1995:CMP,
author = "Shigeru Mase",
title = "Consistency of the Maximum Pseudo-Likelihood Estimator
of Continuous State Space {Gibbsian} Processes",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "603--612",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004697",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Liggett:1995:SDT,
author = "Thomas M. Liggett",
title = "Survival of Discrete Time Growth Models, with
Applications to Oriented Percolation",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "613--636",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004698",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chen:1995:FAS,
author = "Hong Chen",
title = "Fluid Approximations and Stability of Multiclass
Queueing Networks: Work-Conserving Disciplines",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "637--665",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004699",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Graham:1995:DAR,
author = "Carl Graham and Sylvie Meleard",
title = "Dynamic Asymptotic Results for a Generalized
Star-Shaped Loss Network",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "666--680",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004700",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Coffman:1995:PSZ,
author = "E. G. Coffman and A. A. Puhalskii and M. I. Reiman",
title = "Polling Systems with Zero Switchover Times: A
Heavy-Traffic Averaging Principle",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "681--719",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004701",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Isham:1995:SMH,
author = "Valerie Isham",
title = "Stochastic Models of Host--Macroparasite Interaction",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "720--740",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004702",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Takacs:1995:LTB,
author = "Lajos Takacs",
title = "On the Local Time of the {Brownian} Motion",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "741--756",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004703",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Embrechts:1995:PDR,
author = "P. Embrechts and L. C. G. Rogers and M. Yor",
title = "A Proof of {Dassios}' Representation of the $ \alpha
$-Quantile of {Brownian} Motion with Drift",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "757--767",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004704",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Frieze:1995:PAA,
author = "Alan Frieze and Boris G. Pittel",
title = "Probabilistic Analysis of an Algorithm in the Theory
of Markets in Indivisible Goods",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "768--808",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004705",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{vanMieghem:1995:DSC,
author = "Jan A. van Mieghem",
title = "Dynamic Scheduling with Convex Delay Costs: The
Generalized $ c|m u $ Rule",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "809--833",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004706",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Brightwell:1995:TSP,
author = "Graham Brightwell and Teunis J. Ott and Peter
Winkler",
title = "Target Shooting with Programmed Random Variables",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "834--853",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004707",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Csorgo:1995:PCD,
author = "Sandor Csorgo and Gordon Simons",
title = "Precision Calculation of Distributions for Trimmed
Sums",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "3",
pages = "854--873",
month = aug,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004708",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Asmussen:1995:DES,
author = "Soren Asmussen and Peter Glynn and Jim Pitman",
title = "Discretization Error in Simulation of One-Dimensional
Reflecting {Brownian} Motion",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "875--896",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004597",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Duffie:1995:EMC,
author = "Darrell Duffie and Peter Glynn",
title = "Efficient {Monte Carlo} Simulation of Security
Prices",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "897--905",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004598",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Levental:1995:NSC,
author = "Shlomo Levental and Antolii V. Skorohod",
title = "A Necessary and Sufficient Condition for Absence of
Arbitrage with Tame Portfolios",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "906--925",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004599",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Delbaen:1995:EAC,
author = "Freddy Delbaen and Walter Schachermayer",
title = "The Existence of Absolutely Continuous Local
Martingale Measures",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "926--945",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004600",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Meyn:1995:TMQ,
author = "Sean P. Meyn",
title = "Transience of Multiclass Queueing Networks Via Fluid
Limit Models",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "946--957",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004601",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yamada:1995:DAO,
author = "Keigo Yamada",
title = "Diffusion Approximation for Open State-Dependent
Queueing Networks in the Heavy Traffic Situation",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "958--982",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004602",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Abate:1995:AAT,
author = "Joseph Abate and Gagan L. Choudhury and David M.
Lucantoni and Ward Whitt",
title = "Asymptotic Analysis of Tail Probabilities Based on the
Computation of Moments",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "983--1007",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004603",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Biggins:1995:GSG,
author = "J. D. Biggins",
title = "The Growth and Spread of the General Branching Random
Walk",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "1008--1024",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004604",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kang:1995:SSM,
author = "Hyun-Chung Kang and Stephen M. Krone and Claudia
Neuhauser",
title = "Stepping-Stone Models with Extinction and
Recolonization",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "1025--1060",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004605",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Reinert:1995:AEG,
author = "Gesine Reinert",
title = "The Asymptotic Evolution of the General Stochastic
Epidemic",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "1061--1086",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004606",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fox:1995:PSO,
author = "Bennett L. Fox and George W. Heine",
title = "Probabilistic Search with Overrides",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "1087--1094",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004607",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Barsky:1995:GMP,
author = "David J. Barsky and Alberto Gandolfi",
title = "A Generalized Maximum Pseudo-Likelihood Estimator for
Noisy {Markov} Fields",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "1095--1125",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004608",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kotelenez:1995:SNS,
author = "Peter Kotelenez",
title = "A Stochastic {Navier--Stokes} Equation for the
Vorticity of a Two-Dimensional Fluid",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "1126--1160",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004609",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Eichler:1995:ESP,
author = "Michael Eichler",
title = "Empirical Spectral Processes and Their Applications to
Stationary Point Processes",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "1161--1176",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004610",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fort:1995:CKA,
author = "Jean-Claude Fort and Gilles Pages",
title = "On the {A.S.} Convergence of the {Kohonen} Algorithm
with a General Neighborhood Function",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "1177--1216",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004611",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Wormald:1995:DER,
author = "Nicholas C. Wormald",
title = "Differential Equations for Random Processes and Random
Graphs",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "1217--1235",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004612",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zhang:1995:LTM,
author = "Yu Zhang",
title = "A Limit Theorem for Matching Random Sequences Allowing
Deletions",
journal = j-ANN-APPL-PROBAB,
volume = "5",
number = "4",
pages = "1236--1240",
month = nov,
year = "1995",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1177004613",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Harrison:1996:MCQ,
author = "J. M. Harrison and R. J. Williams",
title = "A multiclass closed queueing network with
unconventional heavy traffic behavior",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "1--47",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968064",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hajek:1996:BLI,
author = "Bruce Hajek",
title = "Balanced loads in infinite networks",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "48--75",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968065",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pacheco:1996:MSM,
author = "Ant{\'o}nio Pacheco and N. U. Prabhu",
title = "A {Markovian} storage model",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "76--91",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968066",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Malyshev:1996:CLC,
author = "Vadim A. Malyshev and Andrei V. Yakovlev",
title = "Condensation in large closed {Jackson} networks",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "92--115",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968067",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Foss:1996:SPS,
author = "Serguei Foss and G{\"u}nter Last",
title = "Stability of polling systems with exhaustive service
policies and state-dependent routing",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "116--137",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968068",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baccelli:1996:TSE,
author = "Fran{\c{c}}ois Baccelli and Volker Schmidt",
title = "{Taylor} series expansions for {Poisson}-driven $
(\max, +)$-linear systems",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "138--185",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968069",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kella:1996:SNF,
author = "Offer Kella",
title = "Stability and nonproduct form of stochastic fluid
networks with {L{\'e}vy} inputs",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "186--199",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968070",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Burdzy:1996:IFA,
author = "Krzysztof Burdzy and Andrzej M{\k{a}}drecki",
title = "{It{\^o}} formula for an asymptotically $4$-stable
process",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "200--217",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968071",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lund:1996:CEC,
author = "Robert B. Lund and Sean P. Meyn and Richard L.
Tweedie",
title = "Computable exponential convergence rates for
stochastically ordered {Markov} processes",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "218--237",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968072",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Olofsson:1996:BPL,
author = "Peter Olofsson",
title = "Branching processes with local dependencies",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "238--268",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968073",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Benois:1996:LDO,
author = "O. Benois",
title = "Large deviations for the occupation times of
independent particle systems",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "269--296",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968074",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hwang:1996:LDC,
author = "Hsien-Kuei Hwang",
title = "Large deviations for combinatorial distributions. {I}.
{Central} limit theorems",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "1",
pages = "297--319",
month = feb,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968075",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Karatzas:1996:PCC,
author = "I. Karatzas and S. G. Kou",
title = "On the pricing of contingent claims under
constraints",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "321--369",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968135",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cvitanic:1996:HOL,
author = "Jak{\v{s}}a Cvitani{\'c} and Jin Ma",
title = "Hedging options for a large investor and
forward-backward {SDE}'s",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "370--398",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968136",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Sadowsky:1996:MCE,
author = "John S. Sadowsky",
title = "On {Monte Carlo} estimation of large deviations
probabilities",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "399--422",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968137",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ji:1996:CMS,
author = "Chuanshu Ji and Lynne Seymour",
title = "A consistent model selection procedure for {Markov}
random fields based on penalized pseudolikelihood",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "423--443",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968138",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fishman:1996:CSR,
author = "George S. Fishman",
title = "Coordinate selection rules for {Gibbs} sampling",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "444--465",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968139",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alexander:1996:RTC,
author = "Kenneth S. Alexander",
title = "The {RSW} theorem for continuum percolation and the
{CLT} for {Euclidean} minimal spanning trees",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "466--494",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968140",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kesten:1996:CLT,
author = "Harry Kesten and Sungchul Lee",
title = "The central limit theorem for weighted minimal
spanning trees on random points",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "495--527",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968141",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Penrose:1996:CPE,
author = "Mathew D. Penrose",
title = "Continuum percolation and {Euclidean} minimal spanning
trees in high dimensions",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "528--544",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968142",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Brown:1996:PAP,
author = "Timothy C. Brown and Darryl Greig",
title = "{Poisson} approximation for point processes via
monotone couplings",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "545--560",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968143",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yao:1996:LDI,
author = "Yi-Ching Yao and Gordon Simons",
title = "A large-dimensional independent and identically
distributed property for nearest neighbor counts in
{Poisson} processes",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "561--571",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968144",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rhee:1996:PRI,
author = "WanSoo T. Rhee and Michel Talagrand",
title = "Packing random intervals",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "572--576",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968145",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ferrari:1996:PQS,
author = "P. A. Ferrari and H. Kesten and S. Mart{\'\i}nez",
title = "{$R$}-positivity, quasi-stationary distributions and
ratio limit theorems for a class of probabilistic
automata",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "577--616",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968146",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Silvestrov:1996:RRG,
author = "Dmitrii S. Silvestrov",
title = "Recurrence relations for generalized hitting times for
semi-{Markov} processes",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "617--649",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968147",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zhang:1996:CLT,
author = "Q. Zhang and G. Yin",
title = "A central limit theorem for singularly perturbed
nonstationary finite state {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "650--670",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968148",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hsing:1996:ETA,
author = "Tailen Hsing and J{\"u}rg H{\"u}sler and Rolf-Dieter
Reiss",
title = "The extremes of a triangular array of normal random
variables",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "671--686",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968149",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kirschenhofer:1996:NWD,
author = "Peter Kirschenhofer and Helmut Prodinger",
title = "The number of winners in a discrete geometrically
distributed sample",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "2",
pages = "687--694",
month = may,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968150",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Diaconis:1996:LSI,
author = "P. Diaconis and L. Saloff-Coste",
title = "Logarithmic {Sobolev} inequalities for finite {Markov}
chains",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "695--750",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968224",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dai:1996:FLM,
author = "J. G. Dai",
title = "A fluid limit model criterion for instability of
multiclass queueing networks",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "751--757",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968225",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chen:1996:SCP,
author = "Hong Chen",
title = "A sufficient condition for the positive recurrence of
a semimartingale reflecting {Brownian} motion in an
orthant",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "758--765",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968226",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bladt:1996:VCA,
author = "Mogens Bladt",
title = "The variance constant for the actual waiting time of
the {$ P H / P H / 1 $} queue",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "766--777",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968227",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cerf:1996:NGA,
author = "Rapha{\"e}l Cerf",
title = "A new genetic algorithm",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "778--817",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968228",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bossy:1996:CRA,
author = "Mireille Bossy and Denis Talay",
title = "Convergence rate for the approximation of the limit
law of weakly interacting particles: application to the
{Burgers} equation",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "818--861",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968229",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gnedin:1996:OSP,
author = "Alexander V. Gnedin and Ulrich Krengel",
title = "Optimal selection problems based on exchangeable
trials",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "862--882",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968230",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Clancy:1996:SAM,
author = "Damian Clancy",
title = "Strong approximations for mobile population epidemic
models",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "883--895",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968231",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cohn:1996:APS,
author = "Harry Cohn",
title = "On the asymptotic patterns of supercritical branching
processes in varying environments",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "896--902",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968232",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Holst:1996:GSM,
author = "L. Holst and M. P. Quine and J. Robinson",
title = "A general stochastic model for nucleation and linear
growth",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "903--921",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968233",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alsmeyer:1996:BGW,
author = "Gerold Alsmeyer and Uwe R{\"o}sler",
title = "The bisexual {Galton--Watson} process with promiscuous
mating: extinction probabilities in the supercritical
case",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "922--939",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968234",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Douglas:1996:NMF,
author = "Jim Douglas and Jin Ma and Philip Protter",
title = "Numerical methods for forward-backward stochastic
differential equations",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "940--968",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968235",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kloppelberg:1996:GLF,
author = "Claudia Kl{\"o}ppelberg and Thomas Mikosch",
title = "{Gaussian} limit fields for the integrated
periodogram",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "969--991",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968236",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Berman:1996:RIS,
author = "Simeon M. Berman",
title = "Rank inversions in scoring multipart examinations",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "992--1005",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968237",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yukich:1996:ETS,
author = "J. E. Yukich",
title = "Ergodic theorems for some classical problems in
combinatorial optimization",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "1006--1023",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968238",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Katehakis:1996:FSM,
author = "Michael N. Katehakis and Uriel G. Rothblum",
title = "Finite state multi-armed bandit problems:
sensitive-discount, average-reward and
average-overtaking optimality",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "1024--1034",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968239",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Takacs:1996:GAS,
author = "Lajos Tak{\'a}cs",
title = "On a generalization of the arc-sine law",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "1035--1040",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968240",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dassios:1996:SQS,
author = "Angelos Dassios",
title = "Sample quantiles of stochastic processes with
stationary and independent increments",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "3",
pages = "1041--1043",
month = aug,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:16 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034968241",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Barbour:1996:TIG,
author = "A. D. Barbour and J. A. P. Heesterbeek and C. J.
Luchsinger",
title = "Thresholds and initial growth rates in a model of
parasitic infection",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "4",
pages = "1045--1074",
month = nov,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1035463323",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Duffie:1996:RVD,
author = "Darrell Duffie and Mark Schroder and Costis Skiadas",
title = "Recursive valuation of defaultable securities and the
timing of resolution of uncertainty",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "4",
pages = "1075--1090",
month = nov,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1035463324",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Perman:1996:DBA,
author = "Mihael Perman and Jon A. Wellner",
title = "On the distribution of {Brownian} areas",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "4",
pages = "1091--1111",
month = nov,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1035463325",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Miclo:1996:PSD,
author = "Laurent Miclo",
title = "Sur les probl{\`e}mes de sortie discrets
inhomog{\`e}nes",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "4",
pages = "1112--1156",
month = nov,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1035463326",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Feigin:1996:PEM,
author = "Paul D. Feigin and Marie F. Kratz and Sidney I.
Resnick",
title = "Parameter estimation for moving averages with positive
innovations",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "4",
pages = "1157--1190",
month = nov,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1035463327",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Davis:1996:LTB,
author = "Richard A. Davis and Sidney I. Resnick",
title = "Limit theory for bilinear processes with heavy-tailed
noise",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "4",
pages = "1191--1210",
month = nov,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1035463328",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kwiecinski:1996:SMD,
author = "Andrzej Kwieci{\'n}ski and Ryszard Szekli",
title = "Some monotonicity and dependence properties of
self-exciting point processes",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "4",
pages = "1211--1231",
month = nov,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1035463329",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Burton:1996:SOC,
author = "Robert M. Burton and William G. Faris",
title = "A self-organizing cluster process",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "4",
pages = "1232--1247",
month = nov,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1035463330",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ethier:1996:GSM,
author = "S. N. Ethier",
title = "A gambling system and a {Markov} chain",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "4",
pages = "1248--1259",
month = nov,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1035463331",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fill:1996:DDR,
author = "James Allen Fill and Hosam M. Mahmoud and Wojciech
Szpankowski",
title = "On the distribution for the duration of a randomized
leader election algorithm",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "4",
pages = "1260--1283",
month = nov,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1035463332",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lent:1996:TGS,
author = "Janice Lent and Hosam M. Mahmoud",
title = "On tree-growing search strategies",
journal = j-ANN-APPL-PROBAB,
volume = "6",
number = "4",
pages = "1284--1302",
month = nov,
year = "1996",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1035463333",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Schinazi:1997:PPH,
author = "Rinaldo B. Schinazi",
title = "Predator-prey and host-parasite spatial stochastic
models",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "1--9",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625250",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Durrett:1997:CRS,
author = "Rick Durrett and Claudia Neuhauser",
title = "Coexistence results for some competition models",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "10--45",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625251",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ball:1997:ETL,
author = "Frank Ball and Denis Mollison and Gianpaolo
Scalia-Tomba",
title = "Epidemics with two levels of mixing",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "46--89",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625252",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{ONeill:1997:EMR,
author = "Philip O'Neill",
title = "An epidemic model with removal-dependent infection
rate",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "90--109",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625253",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gelman:1997:WCO,
author = "A. Gelman and W. R. Gilks and G. O. Roberts",
title = "Weak convergence and optimal scaling of random walk
{Metropolis} algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "110--120",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625254",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Schmidli:1997:ERT,
author = "H. Schmidli",
title = "An extension to the renewal theorem and an application
to risk theory",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "121--133",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625255",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bean:1997:QSB,
author = "N. G. Bean and L. Bright and G. Latouche and C. E. M.
Pearce and P. K. Pollett and P. G. Taylor",
title = "The quasi-stationary behavior of quasi-birth-and-death
processes",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "134--155",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625256",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bertoin:1997:EDE,
author = "Jean Bertoin",
title = "Exponential decay and ergodicity of completely
asymmetric {L{\'e}vy} processes in a finite interval",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "156--169",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625257",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rothmann:1997:LLN,
author = "Mark D. Rothmann and Ralph P. Russo",
title = "A law of large numbers on randomly deleted sets",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "170--182",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625258",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rucinski:1997:RGP,
author = "A. Ruci{\'n}ski and N. C. Wormald",
title = "Random graph processes with maximum degree $2$",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "183--199",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625259",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Molchanov:1997:LSS,
author = "S. A. Molchanov and D. Surgailis and W. A.
Woyczynski",
title = "The large-scale structure of the universe and
quasi-{Voronoi} tessellation of shock fronts in forced
{Burgers} turbulence in {$ \mathbb {R}^d $}",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "200--228",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625260",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Komorowski:1997:MGI,
author = "Tomasz Komorowski and George Papanicolaou",
title = "Motion in a {Gaussian} incompressible flow",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "229--264",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625261",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Carmona:1997:HTD,
author = "Ren{\'e} A. Carmona and Lin Xu",
title = "Homogenization for time-dependent two-dimensional
incompressible {Gaussian} flows",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "1",
pages = "265--279",
month = feb,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625262",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jagers:1997:CPD,
author = "Peter Jagers",
title = "Coupling and population dependence in branching
processes",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "281--298",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625331",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lange:1997:PSM,
author = "Kenneth Lange and Terence P. Speed and Hongyu Zhao",
title = "The {Poisson}-skip model of crossing-over",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "299--313",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625332",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bohm:1997:KMT,
author = "W. B{\"o}hm and S. G. Mohanty",
title = "On the {Karlin--McGregor} theorem and applications",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "314--325",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625333",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Denardo:1997:SMS,
author = "Eric V. Denardo and Eugene A. Feinberg and Offer
Kella",
title = "Stochastic monotonicity for stationary recurrence
times of first passage heights",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "326--339",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625334",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Penrose:1997:LER,
author = "Mathew D. Penrose",
title = "The longest edge of the random minimal spanning tree",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "340--361",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625335",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Puhalskii:1997:FLD,
author = "Anatolii A. Puhalskii and Ward Whitt",
title = "Functional large deviation principles for
first-passage-time processes",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "362--381",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625336",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Flatto:1997:WTD,
author = "L. Flatto",
title = "The waiting time distribution for the random order
service {$ M / M / 1 $} queue",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "382--409",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625337",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Levental:1997:PHO,
author = "Shlomo Levental and Anatolii V. Skorohod",
title = "On the possibility of hedging options in the presence
of transaction costs",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "410--443",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625338",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Berger:1997:ASI,
author = "Erich Berger",
title = "An almost sure invariance principle for stochastic
approximation procedures in linear filtering theory",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "444--459",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625339",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Adler:1997:LCA,
author = "Robert Adler and Gennady Samorodnitsky",
title = "Level crossings of absolutely continuous stationary
symmetric $ \alpha $-stable processes",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "460--493",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625340",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{deLima:1997:MVC,
author = "A. C. Pedroso de Lima and Pranab K. Sen",
title = "A matrix-valued counting process with first-order
interactive intensities",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "494--507",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625341",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Niu:1997:EVT,
author = "Xu-Feng Niu",
title = "Extreme value theory for a class of nonstationary time
series with applications",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "508--522",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625342",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chassaing:1997:DMB,
author = "Philippe Chassaing",
title = "Determining the majority: the biased case",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "523--544",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625343",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Comets:1997:DPT,
author = "Francis Comets",
title = "Detecting phase transition for {Gibbs} measures",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "2",
pages = "545--563",
month = may,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:23 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034625344",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bramson:1997:CCS,
author = "Maury Bramson and Claudia Neuhauser",
title = "Coexistence for a catalytic surface reaction model",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "565--614",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801245",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gravner:1997:MTG,
author = "Janko Gravner and David Griffeath",
title = "Multitype threshold growth: convergence to
{Poisson--Voronoi} tessellations",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "615--647",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801246",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hall:1997:ALT,
author = "Peter Hall and Marc Raimondo",
title = "Approximating a line thrown at random onto a grid",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "648--665",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801247",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pakes:1997:EDR,
author = "A. G. Pakes and V. T. Stefanov",
title = "Explicit distributional results in pattern formation",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "666--678",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801248",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bouton:1997:AMC,
author = "Catherine Bouton and Gilles Pag{\`e}s",
title = "About the multidimensional competitive learning vector
quantization algorithm with constant gain",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "679--710",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801249",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Calvin:1997:APC,
author = "James M. Calvin",
title = "Average performance of a class of adaptive algorithms
for global optimization",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "711--730",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801250",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Glasserman:1997:CIS,
author = "Paul Glasserman and Yashan Wang",
title = "Counterexamples in importance sampling for large
deviations probabilities",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "731--746",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801251",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Harrison:1997:DCB,
author = "J. Michael Harrison and Jan A. {Van Mieghem}",
title = "Dynamic control of {Brownian} networks: state space
collapse and equivalent workload formulations",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "747--771",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801252",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jones:1997:CMB,
author = "Owen Dafydd Jones",
title = "On the convergence of multitype branching processes
with varying environments",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "772--801",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801253",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chiu:1997:CLT,
author = "S. N. Chiu and M. P. Quine",
title = "Central limit theory for the number of seeds in a
growth model in {$ \mathbb {R}^d $} with inhomogeneous
{Poisson} arrivals",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "802--814",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801254",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yao:1997:IRP,
author = "Yi-Ching Yao",
title = "On independence of $k$-record processes: {Ignatov}'s
theorem revisited",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "815--821",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801255",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Assaf:1997:ESN,
author = "David Assaf",
title = "Estimating the state of a noisy continuous time
{Markov} chain when dynamic sampling is feasible",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "3",
pages = "822--836",
month = aug,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:25 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1034801256",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Stadje:1997:ABS,
author = "Wolfgang Stadje",
title = "Asymptotic behavior of some interactive population
flow models",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "837--854",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862413",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Seppalainen:1997:SLQ,
author = "Timo Sepp{\"a}l{\"a}inen",
title = "A scaling limit for queues in series",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "855--872",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862414",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bean:1997:DEB,
author = "N. G. Bean and R. J. Gibbens and S. Zachary",
title = "Dynamic and equilibrium behavior of controlled loss
networks",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "873--885",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862415",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Seppalainen:1997:ISI,
author = "Timo Sepp{\"a}l{\"a}inen",
title = "Increasing sequences of independent points on the
planar lattice",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "886--898",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862416",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Xia:1997:UFD,
author = "Aihua Xia",
title = "On using the first difference in the {Stein--Chen}
method",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "899--916",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862417",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kleptsina:1997:NFP,
author = "M. L. Kleptsina and R. Sh. Liptser and A. P.
Serebrovski",
title = "Nonlinear filtering problem with contamination",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "917--934",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862418",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Goldstein:1997:SMZ,
author = "Larry Goldstein and Gesine Reinert",
title = "{Stein}'s method and the zero bias transformation with
application to simple random sampling",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "935--952",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862419",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anderson:1997:MPL,
author = "Clive W. Anderson and Stuart G. Coles and J{\"u}rg
H{\"u}sler",
title = "Maxima of {Poisson}-like variables and related
triangular arrays",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "953--971",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862420",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ossiander:1997:SWF,
author = "Mina Ossiander and Ed Waymire and Qing Zhang",
title = "Some width function asymptotics for weighted trees",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "972--995",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862421",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lee:1997:CLT,
author = "Sungchul Lee",
title = "The central limit theorem for {Euclidean} minimal
spanning trees {I}",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "996--1020",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862422",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Heath:1997:PBO,
author = "David Heath and Sidney Resnick and Gennady
Samorodnitsky",
title = "Patterns of buffer overflow in a class of queues with
long memory in the input stream",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "1021--1057",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862423",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hunt:1997:OTR,
author = "P. J. Hunt and C. N. Laws",
title = "Optimization via trunk reservation in single resource
loss systems under heavy traffic",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "1058--1079",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862424",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rinott:1997:CCR,
author = "Yosef Rinott and Vladimir Rotar",
title = "On coupling constructions and rates in the {CLT} for
dependent summands with applications to the antivoter
model and weighted {$U$}-statistics",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "1080--1105",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862425",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mathew:1997:IPC,
author = "Thomas Mathew and Kenneth Nordstr{\"o}m",
title = "Inequalities for the probability content of a rotated
ellipse and related stochastic domination results",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "1106--1117",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862426",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Marquez:1997:CRA,
author = "David M{\'a}rquez",
title = "Convergence rates for annealing diffusion processes",
journal = j-ANN-APPL-PROBAB,
volume = "7",
number = "4",
pages = "1118--1139",
month = nov,
year = "1997",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:27 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1043862427",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Tierney:1998:NMH,
author = "Luke Tierney",
title = "A note on {Metropolis--Hastings} kernels for general
state spaces",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "1--9",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961031",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pelletier:1998:WCR,
author = "Mariane Pelletier",
title = "Weak convergence rates for stochastic approximation
with application to multiple targets and simulated
annealing",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "10--44",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961032",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alanyali:1998:LDM,
author = "Murat Alanyali and Bruce Hajek",
title = "On large deviations of {Markov} processes with
discontinuous statistics",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "45--66",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961033",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alanyali:1998:LDL,
author = "Murat Alanyali and Bruce Hajek",
title = "On large deviations in load sharing networks",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "67--97",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961034",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ganesh:1998:LGP,
author = "A. J. Ganesh and Neil O'Connell",
title = "The linear geodesic property is not generally
preserved by a {FIFO} queue",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "98--111",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961035",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lyons:1998:NTG,
author = "Russell Lyons and Kevin Zumbrun",
title = "Normality of tree-growing search strategies",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "112--130",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961036",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fill:1998:IAP,
author = "James Allen Fill",
title = "An interruptible algorithm for perfect sampling via
{Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "131--162",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961037",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hwang:1998:LDC,
author = "Hsien-Kuei Hwang",
title = "Large deviations of combinatorial distributions. {II}.
{Local} limit theorems",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "163--181",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961038",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Papangelou:1998:EOF,
author = "F. Papangelou",
title = "Elliptic and other functions in the large deviations
behavior of the {Wright--Fisher} process",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "182--192",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961039",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hobson:1998:VMO,
author = "David G. Hobson",
title = "Volatility misspecification, option pricing and
superreplication via coupling",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "193--205",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961040",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lamberton:1998:EEB,
author = "Damien Lamberton",
title = "Error estimates for the binomial approximation of
{American} put options",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "206--233",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961041",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Schonmann:1998:LMF,
author = "Roberto H. Schonmann and Nelson I. Tanaka",
title = "Lack of monotonicity in ferromagnetic {Ising} model
phase diagrams",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "234--245",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961042",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zerner:1998:DDG,
author = "Martin P. W. Zerner",
title = "Directional decay of the {Green}'s function for a
random nonnegative potential on {$ \mathbb {Z}^d $}",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "246--280",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961043",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Sadeghi:1998:ABS,
author = "Ali A. Sadeghi",
title = "Asymptotic behavior of self-organizing maps with
nonuniform stimuli distribution",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "281--299",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961044",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Klebaner:1998:QSD,
author = "Fima C. Klebaner and Justin Lazar and Ofer Zeitouni",
title = "On the quasi-stationary distribution for some randomly
perturbed transformations of an interval",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "1",
pages = "300--315",
month = feb,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1027961045",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Grimmett:1998:DRG,
author = "Geoffrey R. Grimmett and Rinaldo B. Schinazi and J.
van den Berg",
title = "Dependent random graphs and spatial epidemics",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "317--336",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903529",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Beguin:1998:LTM,
author = "M. Beguin and L. Gray and B. Ycart",
title = "The load transfer model",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "337--353",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903530",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Asmussen:1998:SAS,
author = "S{\o}ren Asmussen",
title = "Subexponential asymptotics for stochastic processes:
extremal behavior, stationary distributions and first
passage probabilities",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "354--374",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903531",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Catoni:1998:PCT,
author = "Olivier Catoni and C{\'e}cile Cot",
title = "Piecewise constant triangular cooling schedules for
generalized simulated annealing algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "375--396",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903532",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Roberts:1998:TCP,
author = "Gareth O. Roberts and Jeffrey S. Rosenthal",
title = "Two convergence properties of hybrid samplers",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "397--407",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903533",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yun:1998:EIH,
author = "Seokhoon Yun",
title = "The extremal index of a higher-order stationary
{Markov} chain",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "408--437",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903534",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{DelMoral:1998:MVP,
author = "P. {Del Moral}",
title = "Measure-valued processes and interacting particle
systems. Application to nonlinear filtering problems",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "438--495",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903535",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Decreusefond:1998:PAM,
author = "L. Decreusefond",
title = "Perturbation analysis and {Malliavin} calculus",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "496--523",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903536",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Palmowski:1998:SAF,
author = "Zbigniew Palmowski and Tomasz Rolski",
title = "The superposition of alternating on-off flows and a
fluid model",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "524--540",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903537",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chang:1998:TQN,
author = "Kuo-Hwa Chang and Richard F. Serfozo and
W{\l}adys{\l}aw Szczotka",
title = "Treelike queueing networks: asymptotic stationarity
and heavy traffic",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "541--568",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903538",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mandelbaum:1998:SDS,
author = "Avi Mandelbaum and Gennady Pats",
title = "State-dependent stochastic networks. {Part I}.
{Approximations} and applications with continuous
diffusion limits",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "569--646",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903539",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kirschenhofer:1998:ANW,
author = "Peter Kirschenhofer and Helmut Prodinger",
title = "Addendum: {``The number of winners in a discrete
geometrically distributed sample''}",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "2",
pages = "647--647",
month = may,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:09:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903540",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gaudron:1998:SLC,
author = "Guillaume Gaudron",
title = "Scaling laws and convergence for the
advection-diffusion equation",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "649--663",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903445",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Breidt:1998:ESV,
author = "F. Jay Breidt and Richard A. Davis",
title = "Extremes of stochastic volatility models",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "664--675",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903446",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ahn:1998:ORT,
author = "Hyungsok Ahn and Mohit Dayal and Eric Grannan and Glen
Swindle",
title = "Option replication with transaction costs: general
diffusion limits",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "676--707",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903447",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Burdzy:1998:BMB,
author = "Krzysztof Burdzy and Davar Khoshnevisan",
title = "{Brownian} motion in a {Brownian} crack",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "708--748",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903448",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pollak:1998:NRR,
author = "Moshe Pollak and Benjamin Yakir",
title = "A new representation for a renewal-theoretic constant
appearing in asymptotic approximations of large
deviations",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "749--774",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903449",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Paulauskas:1998:CPI,
author = "Vygantas Paulauskas and Svetlozar T. Rachev",
title = "Cointegrated processes with infinite variance
innovations",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "775--792",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903450",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Serfozo:1998:MNP,
author = "Richard F. Serfozo and Bingyi Yang",
title = "{Markov} network processes with string transitions",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "793--821",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903451",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Harrison:1998:HTA,
author = "J. Michael Harrison",
title = "Heavy traffic analysis of a system with parallel
servers: asymptotic optimality of discrete-review
policies",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "822--848",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903452",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lezaud:1998:CTB,
author = "Pascal Lezaud",
title = "{Chernoff}-type bound for finite {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "849--867",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903453",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Leadbetter:1998:DTA,
author = "M. Ross Leadbetter and Holger Rootz{\'e}n and Laurens
de Haan",
title = "On the distribution of tail array sums for strongly
mixing stationary sequences",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "868--885",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903454",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bai:1998:VNM,
author = "Zhi-Dong Bai and Chern-Ching Chao and Hsien-Kuei Hwang
and Wen-Qi Liang",
title = "On the variance of the number of maxima in random
vectors and its applications",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "886--895",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903455",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chiang:1998:PEC,
author = "Tzuu-Shuh Chiang and Yunshyong Chow",
title = "On the problem of exit from cycles for simulated
annealing processes --- a backward equation approach",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "896--916",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903456",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fontes:1998:SGR,
author = "L. R. G. Fontes and M. Isopi and Y. Kohayakawa and P.
Picco",
title = "The spectral gap of the {REM} under {Metropolis}
dynamics",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "917--943",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903457",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Holroyd:1998:EUI,
author = "Alexander E. Holroyd",
title = "Existence and uniqueness of infinite components in
generic rigidity percolation",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "3",
pages = "944--973",
month = aug,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:34 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903458",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Feng:1998:LDP,
author = "Shui Feng and Fred M. Hoppe",
title = "Large deviation principles for some random
combinatorial structures in population genetics and
{Brownian} motion",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "975--994",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903371",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Duffield:1998:LDI,
author = "N. G. Duffield and W. Whitt",
title = "Large deviations of inverse processes with nonlinear
scalings",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "995--1026",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903372",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bertsimas:1998:LDB,
author = "Dimitris Bertsimas and Ioannis Ch. Paschalidis and
John N. Tsitsiklis",
title = "On the large deviations behavior of acyclic networks
of {$ G / G / 1 $} queues",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1027--1069",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903373",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dupuis:1998:LDP,
author = "Paul Dupuis and Kavita Ramanan",
title = "Large deviation properties of data streams that share
a buffer",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1070--1129",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903374",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Massey:1998:UAE,
author = "William A. Massey and Ward Whitt",
title = "Uniform acceleration expansions for {Markov} chains
with time-varying rates",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1130--1155",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903375",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Resnick:1998:TIE,
author = "Sidney Resnick and Catalin St{\u{a}}ric{\u{a}}",
title = "Tail index estimation for dependent data",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1156--1183",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903376",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Koehler:1998:EFE,
author = "J. R. Koehler and A. A. Puhalskii and B. Simon",
title = "Estimating functions evaluated by simulation: a
Bayesian/analytic approach",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1184--1215",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903377",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lowe:1998:SCH,
author = "Matthias L{\"o}we",
title = "On the storage capacity of {Hopfield} models with
correlated patterns",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1216--1250",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903378",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ciucu:1998:NFC,
author = "Mihai Ciucu",
title = "No-feedback card guessing for dovetail shuffles",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1251--1269",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903379",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kaspi:1998:MAB,
author = "Haya Kaspi and Avishai Mandelbaum",
title = "Multi-armed bandits in discrete and continuous time",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1270--1290",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903380",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Roberts:1998:CRG,
author = "Gareth O. Roberts and Jeffrey S. Rosenthal",
title = "On convergence rates of {Gibbs} samplers for uniform
distributions",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1291--1302",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903381",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Asselah:1998:NSM,
author = "Amine Asselah",
title = "Nonreversible stationary measures for exchange
processes",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1303--1311",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903382",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Weerasinghe:1998:SOS,
author = "Ananda P. N. Weerasinghe",
title = "Singular optimal strategies for investment with
transaction costs",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1312--1330",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903383",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Andersson:1998:LTR,
author = "H{\aa}kan Andersson",
title = "Limit theorems for a random graph epidemic model",
journal = j-ANN-APPL-PROBAB,
volume = "8",
number = "4",
pages = "1331--1349",
month = nov,
year = "1998",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 12:04:35 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1028903384",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fulman:1999:CEB,
author = "Jason Fulman and Elizabeth L. Wilmer",
title = "Comparing eigenvalue bounds for {Markov} chains: when
does {Poincar{\'e}} beat {Cheeger}?",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "1",
pages = "1--13",
month = feb,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962594",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Frieze:1999:LSI,
author = "Alan Frieze and Ravi Kannan",
title = "Log-{Sobolev} inequalities and sampling from
log-concave distributions",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "1",
pages = "14--26",
month = feb,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962595",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Yukich:1999:ALM,
author = "J. E. Yukich",
title = "Asymptotics for the length of a minimal triangulation
on a random sample",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "1",
pages = "27--45",
month = feb,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962596",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Igloi:1999:BSS,
author = "E. Igl{\'o}i and Gy. Terdik",
title = "Bilinear stochastic systems with fractional {Brownian}
motion input",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "1",
pages = "46--77",
month = feb,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962597",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Norris:1999:SCE,
author = "James R. Norris",
title = "{Smoluchowski}'s coagulation equation: uniqueness,
nonuniqueness and a hydrodynamic limit for the
stochastic coalescent",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "1",
pages = "78--109",
month = feb,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962598",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{McDonald:1999:AFP,
author = "D. R. McDonald",
title = "Asymptotics of first passage times for random walk in
an orthant",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "1",
pages = "110--145",
month = feb,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962599",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Horvath:1999:LTQ,
author = "Lajos Horv{\'a}th and Qi-Man Shao",
title = "Limit theorems for quadratic forms with applications
to {Whittle}'s estimate",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "1",
pages = "146--187",
month = feb,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962600",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Karatzas:1999:CSD,
author = "Ioannis Karatzas and William D. Sudderth",
title = "Control and stopping of a diffusion process on an
interval",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "1",
pages = "188--196",
month = feb,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962601",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jones:1999:TFW,
author = "Brian D. Jones and Boris G. Pittel and Joseph S.
Verducci",
title = "Tree and forest weights and their application to
nonuniform random graphs",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "1",
pages = "197--215",
month = feb,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962602",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Benaim:1999:SAA,
author = "Michel Bena{\"\i}m and Morris W. Hirsch",
title = "Stochastic approximation algorithms with constant step
size whose average is cooperative",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "1",
pages = "216--241",
month = feb,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962603",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Stein:1999:PRF,
author = "Michael L. Stein",
title = "Predicting random fields with increasing dense
observations",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "1",
pages = "242--273",
month = feb,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:39 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962604",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{DelMoral:1999:CLT,
author = "P. {Del Moral} and A. Guionnet",
title = "Central limit theorem for nonlinear filtering and
interacting particle systems",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "275--297",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962742",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fleischmann:1999:SDF,
author = "Klaus Fleischmann and Achim Klenke",
title = "Smooth density field of catalytic super-{Brownian}
motion",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "298--318",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962743",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cox:1999:SSP,
author = "J. Theodore Cox and Rinaldo B. Schinazi",
title = "A stochastic spatial process to model the persistence
of sickle-cell disease",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "319--330",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962744",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Krone:1999:TSC,
author = "Stephen M. Krone",
title = "The two-stage contact process",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "331--351",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962745",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Heath:1999:HSP,
author = "David Heath and Sidney Resnick and Gennady
Samorodnitsky",
title = "How system performance is affected by the interplay of
averages in a fluid queue with long range dependence
induced by heavy tails",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "352--375",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962746",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Borovkova:1999:CTE,
author = "S. Borovkova and R. Burton and H. Dehling",
title = "Consistency of the {Takens} estimator for the
correlation dimension",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "376--390",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962747",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baggerly:1999:AIS,
author = "Keith Baggerly and Dennis Cox and Craig Kollman and
Rick Picard",
title = "Adaptive importance sampling on discrete {Markov}
chains",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "391--412",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962748",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dembo:1999:AWT,
author = "Amir Dembo and Ioannis Kontoyiannis",
title = "The asymptotics of waiting times between stationary
processes, allowing distortion",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "413--429",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962749",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jelenkovic:1999:AAM,
author = "Predrag R. Jelenkovi{\'c}",
title = "Asymptotic approximation of the move-to-front search
cost distribution and least-recently used caching fault
probabilities",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "430--464",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962750",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Maansson:1999:PAC,
author = "Marianne M{\aa}nsson",
title = "{Poisson} approximation in connection with clustering
of random points",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "465--492",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962751",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rogers:1999:SAO,
author = "L. C. G. Rogers and O. Zane",
title = "Saddlepoint approximations to option prices",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "493--503",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962752",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chan:1999:PCC,
author = "Terence Chan",
title = "Pricing contingent claims on stocks driven by
{L{\'e}vy} processes",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "504--528",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962753",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Battig:1999:CSM,
author = "Robert B{\"a}ttig",
title = "Completeness of securities market models --- an
operator point of view",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "529--566",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962754",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Durrett:1999:RB,
author = "Rick Durrett",
title = "{Robert B{\"a}ttig} 1968--1997",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "2",
pages = "??--??",
month = may,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:40 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See correction \cite{Durrett:1999:CRB}.",
URL = "http://projecteuclid.org/euclid.aoap/1029962741",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Griffiths:1999:AMG,
author = "R. C. Griffiths and Simon Tavar{\'e}",
title = "The ages of mutations in gene trees",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "567--590",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962804",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fannjiang:1999:TDM,
author = "Albert Fannjiang and Tomasz Komorowski",
title = "Turbulent diffusion in {Markovian} flows",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "591--610",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962805",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Freidlin:1999:RRP,
author = "Mark Freidlin and Matthias Weber",
title = "A remark on random perturbations of the nonlinear
pendulum",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "611--628",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962806",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Khoshnevisan:1999:SCB,
author = "Davar Khoshnevisan and Thomas M. Lewis",
title = "Stochastic calculus for {Brownian} motion on a
{Brownian} fracture",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "629--667",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962807",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Biskup:1999:HNL,
author = "Marek Biskup and Frank den Hollander",
title = "A heteropolymer near a linear interface",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "668--687",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962808",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Capinski:1999:SEE,
author = "Marek Capi{\'n}ski and Nigel J. Cutland",
title = "Stochastic {Euler} equations on the torus",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "688--705",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962809",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Piau:1999:LDY,
author = "Didier Piau",
title = "Large deviations and {Young} measures for a
{Poissonian} model of biphased material",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "706--718",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962810",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Brooks:1999:PML,
author = "Elizabeth A. Brooks",
title = "Probabilistic methods for a linear reaction-hyperbolic
system with constant coefficients",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "719--731",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962811",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Milstein:1999:SST,
author = "G. N. Milstein and M. V. Tretyakov",
title = "Simulation of a space-time bounded diffusion",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "732--779",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962812",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Wyner:1999:MRW,
author = "Abraham J. Wyner",
title = "More on recurrence and waiting times",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "780--796",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962813",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Resnick:1999:HMC,
author = "Sidney Resnick and Gennady Samorodnitsky and Fang
Xue",
title = "How misleading can sample {ACFs} of stable {MAs} be?
(Very!)",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "797--817",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962814",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bramson:1999:SQN,
author = "Maury Bramson",
title = "A stable queueing network with unstable fluid model",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "818--853",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962815",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Martin:1999:FJN,
author = "J. B. Martin and Yu. M. Suhov",
title = "Fast {Jackson} networks",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "854--870",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962816",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fleming:1999:OLT,
author = "Wendell H. Fleming and Shuenn-Jyi Sheu",
title = "Optimal long term growth rate of expected utility of
wealth",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "871--903",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962817",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kramkov:1999:AEU,
author = "D. Kramkov and W. Schachermayer",
title = "The asymptotic elasticity of utility functions and
optimal investment in incomplete markets",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "3",
pages = "904--950",
month = aug,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:43 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962818",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bhattacharya:1999:MDP,
author = "Rabi Bhattacharya",
title = "Multiscale diffusion processes with periodic
coefficients and an application to solute transport in
porous media",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "951--1020",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962863",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cao:1999:GCF,
author = "Jin Cao and Keith Worsley",
title = "The geometry of correlation fields with an application
to functional connectivity of the brain",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "1021--1057",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962864",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Coutin:1999:ANF,
author = "L. Coutin and L. Decreusefond",
title = "Abstract nonlinear filtering theory in the presence of
fractional {Brownian} motion",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "1058--1090",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962865",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Donnelly:1999:GPF,
author = "Peter Donnelly and Thomas G. Kurtz",
title = "Genealogical processes for {Fleming--Viot} models with
selection and recombination",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "1091--1148",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962866",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Haggstrom:1999:PCF,
author = "Olle H{\"a}ggstr{\"o}m",
title = "Positive correlations in the fuzzy {Potts} model",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "1149--1159",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962867",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jagers:1999:BPD,
author = "Peter Jagers",
title = "Branching processes with dependence but homogeneous
growth",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "1160--1174",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962868",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Li:1999:ABI,
author = "Deli Li and T. D. Rogers",
title = "Asymptotic behavior for iterated functions of random
variables",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "1175--1201",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962869",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Madras:1999:ISF,
author = "Neal Madras and Mauro Piccioni",
title = "Importance sampling for families of distributions",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "1202--1225",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962870",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Neuhauser:1999:ESV,
author = "Claudia Neuhauser and Stephen W. Pacala",
title = "An explicitly spatial version of the {Lotka--Volterra}
model with interspecific competition",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "1226--1259",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962871",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pittel:1999:NCP,
author = "Boris Pittel",
title = "Normal convergence problem? Two moments and a
recurrence may be the clues",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "1260--1302",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962872",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cvitanic:1999:MPP,
author = "Jak{\v{s}}a Cvitani{\'c} and Gennady Spivak",
title = "Maximizing the probability of a perfect hedge",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "1303--1328",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962873",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Durrett:1999:CRB,
author = "Richard Durrett",
title = "Correction: {``Robert B{\"a}ttig 1968--1997''}",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "??--??",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Durrett:1999:RB}.",
URL = "http://projecteuclid.org/euclid.aoap/1029962874",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anonymous:1999:VIA,
author = "Anonymous",
title = "Volume Index, {{\booktitle{Ann. Appl. Probab.}}, vol.
9 (1999)}",
journal = j-ANN-APPL-PROBAB,
volume = "9",
number = "4",
pages = "iii--vii",
month = nov,
year = "1999",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:45 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1029962875",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Adler:2000:EST,
author = "Robert J. Adler",
title = "On excursion sets, tube formulas and maxima of random
fields",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "1--74",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019737664",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Harrison:2000:BMO,
author = "J. Michael Harrison",
title = "{Brownian} models of open processing networks:
canonical representation of workload",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "75--103",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See corrections
\cite{Harrison:2003:CBM,Harrison:2006:CBM}.",
URL = "http://projecteuclid.org/euclid.aoap/1019737665",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Graham:2000:LDE,
author = "Carl Graham and Neil O'Connell",
title = "Large deviations at equilibrium for a large
star-shaped loss network",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "104--122",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019737666",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Barbour:2000:TFE,
author = "A. D. Barbour and S. N. Ethier and R. C. Griffiths",
title = "A transition function expansion for a diffusion model
with selection",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "123--162",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019737667",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Perrut:2000:HLT,
author = "Anne Perrut",
title = "Hydrodynamic limits for a two-species
reaction-diffusion process",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "163--191",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019737668",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gartner:2000:MAC,
author = "J{\"u}rgen G{\"a}rtner and Wolfgang K{\"o}nig",
title = "Moment asymptotics for the continuous parabolic
{Anderson} model",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "192--217",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019737669",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Liu:2000:LTM,
author = "Quansheng Liu and Alain Rouault",
title = "Limit Theorems for {Mandelbrot}'s Multiplicative
Cascades",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "218--239",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
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https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
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http://www.jstor.org/stable/2667193",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Coffman:2000:IPV,
author = "E. G. {Coffman, Jr.} and Leopold Flatto and Predrag
Jelenkovi{\'c}",
title = "Interval packing: the vacant interval distribution",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "240--257",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019737671",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baryshnikov:2000:SSI,
author = "Yuliy M. Baryshnikov and Alexander V. Gnedin",
title = "Sequential selection of an increasing sequence from a
multidimensional random sample",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "258--267",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019737672",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Nummelin:2000:ECP,
author = "Esa Nummelin",
title = "On the existence and convergence of price equilibria
for random economies",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "268--282",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019737673",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Touzi:2000:OID,
author = "Nizar Touzi",
title = "Optimal insurance demand under marked point processes
shocks",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "283--312",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019737674",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jaffard:2000:LWS,
author = "St{\'e}phane Jaffard",
title = "On lacunary wavelet series",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "1",
pages = "313--329",
month = feb,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:47 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019737675",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Arratia:2000:NCL,
author = "Richard Arratia and A. D. Barbour and Simon
Tavar{\'e}",
title = "The number of components in a logarithmic
combinatorial structure",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "331--361",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487347",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Burdzy:2000:EMC,
author = "Krzysztof Burdzy and Wilfrid S. Kendall",
title = "Efficient {Markovian} couplings: examples and
counterexamples",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "362--409",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487348",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Evans:2000:BTI,
author = "William Evans and Claire Kenyon and Yuval Peres and
Leonard J. Schulman",
title = "Broadcasting on trees and the {Ising} model",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "410--433",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487349",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fournier:2000:ERS,
author = "Nicolas Fournier",
title = "Existence and regularity study for two-dimensional
{Kac} equation without cutoff by a probabilistic
approach",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "434--462",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487350",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Last:2000:SSF,
author = "G. Last and R. Schassberger",
title = "On stationary stochastic flows and {Palm}
probabilities of surface processes",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "463--492",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487351",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Meziares:2000:SBI,
author = "Sophie M{\'e}zi{\`a}res and Bernard Roynette",
title = "Study of a {Brownian} impulse",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "493--516",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487352",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Penrose:2000:VOP,
author = "Mathew D. Penrose",
title = "Vertex ordering and partitioning problems for random
spatial graphs",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "517--538",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487353",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rhee:2000:ODW,
author = "WanSoo T. Rhee",
title = "Order of decay of the wasted space for a stochastic
packing problem",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "539--548",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487354",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Badowski:2000:APS,
author = "G. Badowski and G. Yin and Q. Zhang",
title = "Asymptotic properties of a singularly perturbed
{Markov} chain with inclusion of transient states",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "549--572",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487355",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Erhardsson:2000:CPA,
author = "Torkel Erhardsson",
title = "Compound {Poisson} approximation for counts of rare
patterns in {Markov} chains and extreme sojourns in
birth-death chains",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "573--591",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487356",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Knessl:2000:AES,
author = "Charles Knessl",
title = "Asymptotic expansions for a stochastic model of queue
storage",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "592--615",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487357",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hofmann:2000:SSC,
author = "Norbert Hofmann and Thomas M{\"u}ller-Gronbach and
Klaus Ritter",
title = "Step size control for the uniform approximation of
systems of stochastic differential equations with
additive noise",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "616--633",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487358",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fusai:2000:COA,
author = "Gianluca Fusai",
title = "Corridor options and arc-sine law",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "634--663",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487359",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mykland:2000:CDH,
author = "Per Aslak Mykland",
title = "Conservative delta hedging",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "2",
pages = "664--683",
month = may,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:49 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487360",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bouchard:2000:ESM,
author = "Bruno Bouchard and Nizar Touzi",
title = "Explicit solution to the multivariate
super-replication problem under transaction costs",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "685--708",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487506",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chen:2000:SSM,
author = "Chingfer Chen and Samuel Karlin",
title = "$r$-scan statistics of a marker array in multiple
sequences derived from a common progenitor",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "709--725",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487507",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Diaconis:2000:ANM,
author = "Persi Diaconis and Susan Holmes and Radford M. Neal",
title = "Analysis of a nonreversible {Markov} chain sampler",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "726--752",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487508",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Resnick:2000:SSC,
author = "Sidney Resnick and Holger Rootz{\'e}n",
title = "Self-similar communication models and very heavy
tails",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "753--778",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487509",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baccelli:2000:AEM,
author = "Fran{\c{c}}ois Baccelli and Dohy Hong",
title = "Analytic expansions of max-plus {Lyapunov} exponents",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "779--827",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487510",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chen:2000:SAM,
author = "Hong Chen and Xinyang Shen",
title = "Strong approximations for multiclass feedforward
queueing networks",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "828--876",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487511",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Glazebrook:2000:IBP,
author = "K. D. Glazebrook and D. J. Wilkinson",
title = "Index-based policies for discounted multi-armed
bandits on parallel machines",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "877--896",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487512",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Maglaras:2000:DRP,
author = "Constantinos Maglaras",
title = "Discrete-review policies for scheduling stochastic
networks: trajectory tracking and fluid-scale
asymptotic optimality",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "897--929",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487513",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kumar:2000:TSC,
author = "Sunil Kumar",
title = "Two-server closed networks in heavy traffic: diffusion
limits and asymptotic optimality",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "930--961",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487514",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ignatiouk-Robert:2000:LDJ,
author = "Irina Ignatiouk-Robert",
title = "Large deviations of {Jackson} networks",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "962--1001",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487515",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Giraitis:2000:MLM,
author = "Liudas Giraitis and Peter M. Robinson and Donatas
Surgailis",
title = "A model for long memory conditional
heteroscedasticity",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "1002--1024",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487516",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mikosch:2000:SND,
author = "Thomas Mikosch and Gennady Samorodnitsky",
title = "The supremum of a negative drift random walk with
dependent heavy-tailed steps",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "3",
pages = "1025--1064",
month = aug,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:51 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487517",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bauerle:2000:AOT,
author = "Nicole B{\"a}uerle",
title = "Asymptotic optimality of tracking policies in
stochastic networks",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1065--1083",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487606",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Glynn:2000:MWQ,
author = "Peter W. Glynn and Assaf J. Zeevi",
title = "On the maximum workload of a queue fed by fractional
{Brownian} motion",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1084--1099",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487607",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fannjiang:2000:FBM,
author = "Albert Fannjiang and Tomasz Komorowski",
title = "Fractional {Brownian} motions in a limit of turbulent
transport",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1100--1120",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487608",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fleischmann:2000:BCS,
author = "Klaus Fleischmann and Achim Klenke",
title = "The biodiversity of catalytic super-{Brownian}
motion",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1121--1136",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487609",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Boutsikas:2000:BDS,
author = "Michael V. Boutsikas and Markos V. Koutras",
title = "A bound for the distribution of the sum of discrete
associated or negatively associated random variables",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1137--1150",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487610",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{OCinneide:2000:NRT,
author = "C. A. O'Cinneide and A. V. Pokrovskii",
title = "Nonuniform random transformations",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1151--1181",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487611",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chayes:2000:MPB,
author = "Lincoln Chayes and Roberto H. Schonmann",
title = "Mixed percolation as a bridge between site and bond
percolation",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1182--1196",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487612",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Meleard:2000:TPV,
author = "Sylvie M{\'e}l{\'e}ard",
title = "A trajectorial proof of the vortex method for the
two-dimensional {Navier--Stokes} equation",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1197--1211",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487613",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fontes:2000:ADR,
author = "Luiz Renato Fontes and Pierre Mathieu and Pierre
Picco",
title = "On the averaged dynamics of the random field
{Curie--Weiss} model",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1212--1245",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487614",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Huebner:2000:AAK,
author = "M. Huebner and S. Lototsky",
title = "Asymptotic analysis of a kernel estimator for
parabolic {SPDE}'s with time-dependent coefficients",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1246--1258",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487615",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Papangelou:2000:LDM,
author = "F. Papangelou",
title = "The large deviations of a multi-allele
{Wright--Fisher} process mapped on the sphere",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1259--1273",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487616",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Drees:2000:WAT,
author = "Holger Drees",
title = "Weighted approximations of tail processes for $ \beta
$-mixing random variables",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1274--1301",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487617",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lalley:2000:RMS,
author = "Steven P. Lalley",
title = "On the rate of mixing for $p$-shuffles",
journal = j-ANN-APPL-PROBAB,
volume = "10",
number = "4",
pages = "1302--1321",
month = nov,
year = "2000",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:53 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1019487618",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ramanan:2001:LWD,
author = "Kavita Ramanan and Alexander L. Stolyar",
title = "Largest Weighted Delay First Scheduling: Large
Deviations and Optimality",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "1",
pages = "1--48",
month = feb,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/998926986",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bramson:2001:HTL,
author = "Maury Bramson and J. G. Dai",
title = "Heavy Traffic Limits for Some Queueing Networks",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "1",
pages = "49--90",
month = feb,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/998926987",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bovier:2001:EVB,
author = "Anton Bovier and David M. Mason",
title = "Extreme Value Behavior in the {Hopfield} Model",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "1",
pages = "91--120",
month = feb,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/998926988",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bramson:2001:SSL,
author = "Maury Bramson and Joel L. Lebowitz",
title = "Spatial Structure in Low Dimensions for Diffusion
Limited Two-Particle Reactions",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "1",
pages = "121--181",
month = feb,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/998926989",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Heunis:2001:USS,
author = "Andrew J. Heunis and Vladimir M. Lucic",
title = "On Uniqueness of Solutions for the Stochastic
Differential Equations of Nonlinear Filtering",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "1",
pages = "182--209",
month = feb,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/998926990",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pham:2001:OPP,
author = "Huy{\^e}n Pham and Marie-Claire Quenez",
title = "Optimal Portfolio in Partially Observed Stochastic
Volatility Models",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "1",
pages = "210--238",
month = feb,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/998926991",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Duckworth:2001:MID,
author = "Kate Duckworth and Mihail Zervos",
title = "A Model for Investment Decisions with Switching
Costs",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "1",
pages = "239--260",
month = feb,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/998926992",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gosselin:2001:ABA,
author = "Fr{\`e}d{\`e}ric Gosselin",
title = "Aysmptotic Behavior of Absorbing {Markov} Chains
Conditional on Nonabsorption for Applications in
Conservation Biology",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "1",
pages = "261--284",
month = feb,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/998926993",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mossel:2001:RTB,
author = "Elchanan Mossel",
title = "Reconstruction on Trees: Beating the Second
Eigenvalue",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "1",
pages = "285--300",
month = feb,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:56 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/998926994",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Limic:2001:LQH,
author = "Vlada Limic",
title = "A {LIFO} queue in heavy traffic",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "2",
pages = "301--331",
month = may,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:58 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345294",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Doytchinov:2001:RTQ,
author = "Bogdan Doytchinov and John Lehoczky and Steven
Shreve",
title = "Real-time queues in heavy traffic with
earliest-deadline-first queue discipline",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "2",
pages = "332--378",
month = may,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:58 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345295",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Wischik:2001:SPL,
author = "Damon J. Wischik",
title = "Sample path large deviations for queues with many
inputs",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "2",
pages = "379--404",
month = may,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:58 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345296",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mountford:2001:ERA,
author = "Tom Mountford",
title = "An extension of a result of Andjel",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "2",
pages = "405--418",
month = may,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:58 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345297",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Evans:2001:SBG,
author = "Steven N. Evans",
title = "Stochastic billiards on general tables",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "2",
pages = "419--437",
month = may,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:58 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345298",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Corcoran:2001:PSE,
author = "J. N. Corcoran and R. L. Tweedie",
title = "Perfect sampling of ergodic {Harris} chains",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "2",
pages = "438--451",
month = may,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:58 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345299",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Neininger:2001:LLP,
author = "Ralph Neininger and Ludger R{\"u}schendorf",
title = "Limit laws for partial match queries in quadtrees",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "2",
pages = "452--469",
month = may,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:58 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345300",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Wiktorsson:2001:JCF,
author = "Magnus Wiktorsson",
title = "Joint characteristic function and simultaneous
simulation of iterated {It{\^o}} integrals for multiple
independent {Brownian} motions",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "2",
pages = "470--487",
month = may,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:58 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345301",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Adler:2001:SSF,
author = "Robert J. Adler and Georgios Skoulakis",
title = "Superprocesses over a stochastic flow",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "2",
pages = "488--543",
month = may,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:58 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345302",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Weber:2001:OTF,
author = "Matthias Weber",
title = "On occupation time functionals for diffusion processes
and birth-and-death processes on graphs",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "2",
pages = "544--567",
month = may,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:58 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See correction \cite{Weber:2001:CNO}.",
URL = "http://projecteuclid.org/euclid.aoap/1015345303",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Foley:2001:JSQ,
author = "R. D. Foley and D. R. McDonald",
title = "Join the shortest queue: stability and exact
asymptotics",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "569--607",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345342",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bell:2001:DSS,
author = "S. L. Bell and R. J. Williams",
title = "Dynamic scheduling of a system with two parallel
servers in heavy traffic with resource pooling:
asymptotic optimality of a threshold policy",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "608--649",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345343",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Martin:2001:PPF,
author = "James B. Martin",
title = "Point processes in fast {Jackson} networks",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "650--663",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345344",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{ElKaroui:2001:DMP,
author = "N. {El Karoui} and S. Peng and M. C. Quenez",
title = "A dynamic maximum principle for the optimization of
recursive utilities under constraints",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "664--693",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345345",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Schachermayer:2001:OII,
author = "Walter Schachermayer",
title = "Optimal investment in incomplete markets when wealth
may become negative",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "694--734",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345346",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jankunas:2001:OCC,
author = "Andrius Jankunas",
title = "Optimal contingent claims",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "735--749",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345347",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bank:2001:OCC,
author = "Peter Bank and Frank Riedel",
title = "Optimal consumption choice with intertemporal
substitution",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "750--788",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345348",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Berkes:2001:SAE,
author = "Istv{\'a}n Berkes and Lajos Horv{\'a}th",
title = "Strong approximation of the empirical process of
{GARCH} sequences",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "789--809",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See correction \cite{Weber:2001:OTF}.",
URL = "http://projecteuclid.org/euclid.aoap/1015345349",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fagin:2001:RWB,
author = "Ronald Fagin and Anna R. Karlin and Jon Kleinberg and
Prabhakar Raghavan and Sridhar Rajagopalan and Ronitt
Rubinfeld and Madhu Sudan and Andrew Tomkins",
title = "Random walks with ``back buttons''",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "810--862",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345350",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baryshnikov:2001:CIP,
author = "Yuliy Baryshnikov and Alexander Gnedin",
title = "Counting intervals in the packing process",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "863--877",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345351",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mansfield:2001:LSS,
author = "Peter Mansfield and Svetlozar T. Rachev and Gennady
Samorodnitsky",
title = "Long strange segments of a stochastic process",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "878--921",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345352",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Millet:2001:NSW,
author = "Annie Millet and Pierre-Luc Morien",
title = "On a nonlinear stochastic wave equation in the plane:
existence and uniqueness of the solution",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "922--951",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345353",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Khasminskii:2001:LTB,
author = "R. Z. Khasminskii and F. C. Klebaner",
title = "Long term behavior of solutions of the
{Lotka--Volterra} system under small random
perturbations",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "952--963",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345354",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Barbour:2001:CPA,
author = "A. D. Barbour and O. Chryssaphinou",
title = "Compound {Poisson} approximation: a user's guide",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "964--1002",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345355",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Weber:2001:CNO,
author = "Matthias Weber",
title = "Correction note: {``On occupation time functionals for
diffusion processes and birth-and-death processes on
graphs'' [ Ann. Appl. Probab. {\bf 11} (2001), no. 2,
544--567; 1 843 057]}",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "3",
pages = "1003--1003",
month = aug,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:36:59 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Weber:2001:OTF}.",
URL = "http://projecteuclid.org/euclid.aoap/1015345356",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Penrose:2001:CLT,
author = "Mathew D. Penrose and J. E. Yukich",
title = "Central Limit Theorems for Some Graphs in
Computational Geometry",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1005--1041",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345393",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chauvin:2001:PBS,
author = "Brigitte Chauvin and Michael Drmota and Jean
Jabbour-Hattab",
title = "The Profile of Binary Search Trees",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1042--1062",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345394",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Holroyd:2001:RPB,
author = "Alexander E. Holroyd",
title = "Rigidity Percolation and Boundary Conditions",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1063--1078",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345395",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Klenke:2001:SAR,
author = "Achim Klenke and Remco {Van Der Hofstad}",
title = "Self-Attractive Random Plymers",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1079--1115",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345396",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gouet:2001:SMP,
author = "Ra{\'u}l Gouet and F. Javier L{\'o}pez",
title = "Saturation in a Makovian Parking Process",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1116--1136",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345397",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Eibeck:2001:SPA,
author = "Andreas Eibeck and Wolfgang Wagner",
title = "Stochastic Particle Approximations for {Smoluchoski}'s
Coagualtion Equation",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1137--1165",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345398",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Miclo:2001:GIP,
author = "L. Miclo and P. {Del Moral}",
title = "Genealogies and Increasing Propagation of Chaos For
{Feynman--Kac} and Genetic Models",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1166--1198",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345399",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Nuzman:2001:RKH,
author = "Carl J. Nuzman and H. Vincent Poor",
title = "Reproducing Kernel {Hilbert} Space Methods for
wide-sense self-similar Processes",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1199--1219",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345400",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Borkovec:2001:TSD,
author = "Milan Borkovec and Claudia Kl{\"u}ppelberg",
title = "The Tail of the Stationary Distribution of an
Autoregressive Process with {$ {\rm Arch}(1) $}
Errors",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1220--1241",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345401",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chen:2001:ECR,
author = "Xia Chen",
title = "Exact Convergence Rates For The Distribution of
Particles in Branching Random Walks",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1242--1262",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345402",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Klebaner:2001:AAE,
author = "F. C. Klebaner and R. Liptser",
title = "Asymptotic Analysis and Extinction in a Stochastic
{Lotka--Volterra} Model",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1263--1291",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345403",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ignatiouk-Robert:2001:SPL,
author = "Irina Ignatiouk-Robert",
title = "Sample Path Large Deviations and Convergence
Parameters",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1292--1329",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345404",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mazza:2001:DFP,
author = "Christian Mazza and Didier Piau",
title = "Dubins-freedman Processes and {RC} Filters",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1330--1352",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345405",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Deelstra:2001:DFU,
author = "Griselda Deelstra and Huy{\^e}n Pham and Nizar Touzi",
title = "Dual Formulation of the Utility Maximization Problem
Under Transaction Costs",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1353--1383",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345406",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bertsimas:2001:PMM,
author = "Dimitris Bertsimas and David Gamarnik and John N.
Tsitsiklis",
title = "Performance of Multiclass {Markovian} Queueing
Networks Via Piecewise Linear {Lyapunov} Functions",
journal = j-ANN-APPL-PROBAB,
volume = "11",
number = "4",
pages = "1384--1428",
month = nov,
year = "2001",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:02 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015345407",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zachary:2002:RHK,
author = "Stan Zachary and Ilze Ziedins",
title = "A Refinement of the {Hunt--Kurtz} Theory of Large Loss
Networks, with an Application to Virtual Partitioning",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "1--22",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961154",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mikosch:2002:NTA,
author = "Thomas Mikosch and Sidney Resnick and Holger
Rootz{\'e}n and Alwin Stegeman",
title = "Is Network Traffic Appriximated by Stable {L{\'e}vy}
Motion or Fractional {Brownian} Motion?",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "23--68",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961155",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Braverman:2002:TPS,
author = "Michael Braverman and Thomas Mikosch and Gennady
Samorodnitsky",
title = "Tail Probabilities of Subadditive Functionals of
{L{\'e}vy} Processes",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "69--100",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961156",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Joyce:2002:GLA,
author = "Paul Joyce and Stephen M. Krone and Thomas G. Kurtz",
title = "{Gaussian} Limits Associated with the
{Poisson--Dirichlet} Distribution and the {Ewens}
Sampling Formula",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "101--124",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961157",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alsmeyer:2002:AVP,
author = "Gerold Alsmeyer and Uwe R{\"o}sler",
title = "Asexual Versus Promiscuous Bisexual {Galton--Watson}
Processes: The Extinction Probability Ratio",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "125--142",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961158",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pham:2002:MSR,
author = "Huy{\^e}n Pham",
title = "Minimizing Shortfall Risk and Applications to Finance
and Insurance Problems",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "143--172",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961159",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Nagai:2002:RSD,
author = "Hideo Nagai and Shige Peng",
title = "Risk-Sensitive Dynamic Portfolio Optimization with
Partial Information on Infinite Time Horizon",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "173--195",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961160",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jourdain:2002:AAP,
author = "B. Jourdain and C. Martini",
title = "Approximation of {American} Put Prices by {European}
Prices via an Embedding Method",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "196--223",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961161",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jarner:2002:PCR,
author = "S{\o}ren F. Jarner and Gareth O. Roberts",
title = "Polynomial Convergence Rates of {Markov} Chains",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "224--247",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961162",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Francois:2002:GOE,
author = "Olivier Fran{\c{c}}ois",
title = "Global Optimization with Exploration/Selection
Algorithms and Simulated Annealing",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "248--271",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961163",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Penrose:2002:LTR,
author = "Mathew D. Penrose and J. E. Yukich",
title = "Limit Theory for Random Sequential Packing and
Deposition",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "272--301",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961164",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ma:2002:NMB,
author = "Jin Ma and Philip Protter and Jaime {San Mart{\'\i}n}
and Soledad Torres",
title = "Numberical Method for Backward Stochastic Differential
Equations",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "302--316",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961165",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Toomey:2002:LDP,
author = "Fergal Toomey",
title = "Large Deviations of Products of Random Topical
Operators",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "317--333",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961166",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jourdain:2002:PCM,
author = "B. Jourdain",
title = "Probabilistic Characteristics Method for a
One-Dimensional Inviscid Scalar Conservation Law",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "334--360",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961167",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chow:2002:SWE,
author = "Pao-Liu Chow",
title = "Stochastic Wave Equations with Polynomial
Nonlinearity",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "361--381",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961168",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Collamore:2002:IST,
author = "J. F. Collamore",
title = "Importance Sampling Techniques for the
Multidimensional Ruin Problem for General {Markov}
Additive Sequences of Random Vectors",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "1",
pages = "382--421",
month = feb,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:04 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1015961169",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Antonelli:2002:RCP,
author = "Fabio Antonelli and Arturo Kohatsu-Higa",
title = "Rate of convergence of a particle method to the
solution of the {McKean--Vlasov} equation",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "423--476",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915611",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Shen:2002:APC,
author = "Lian Shen",
title = "Asymptotic properties of certain anisotropic walks in
random media",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "477--510",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915612",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cranston:2002:DRU,
author = "Mike Cranston and Michael Scheutzow",
title = "Dispersion rates under finite mode {Kolmogorov} flows
analysis",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "511--532",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915613",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alves:2002:STF,
author = "O. S. M. Alves and F. P. Machado and S. Yu. Popov",
title = "The shape theorem for the frog model",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "533--546",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915614",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bertoin:2002:ESS,
author = "Jean Bertoin",
title = "Eternal solutions to {Smoluchowski}'s coagulation
equation with additive kernel and their probabilistic
interpretations",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "547--564",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915615",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Camia:2002:CRT,
author = "Federico Camia and Emilio {De Santis} and Charles M.
Newman",
title = "Clusters and recurrence in the two-dimensional
zero-temperature stochastic {Ising} model",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "565--580",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915616",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Madras:2002:MCD,
author = "Neal Madras and Dana Randall",
title = "{Markov} chain decomposition for convergence rate
analysis",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "581--606",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915617",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Boucheron:2002:BBL,
author = "St{\'e}phane Boucheron and Fabrice Gamboa and
Christian L{\'e}onard",
title = "Bins and balls; Large deviations of the empirical
occupancy process",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "607--636",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915618",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Grote:2002:AEF,
author = "Mark N. Grote and Terence P. Speed",
title = "Approximate {Ewens} formulae for symmetric
overdominance selection",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "637--663",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915619",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Muller-Gronbach:2002:OUA,
author = "Thomas M{\"u}ller-Gronbach",
title = "The optimal uniform approximation of systems of
stochastic differential equations",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "664--690",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915620",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Owen:2002:UBO,
author = "M. P. Owen",
title = "Utility based optimal hedging in incomplete markets",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "691--709",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915621",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Filipovic:2002:MTS,
author = "Damir Filipovi{\'c} and Jerzy Zabczyk",
title = "{Markovian} term structure models in discrete time",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "710--729",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915622",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fleming:2002:RSC,
author = "W. H. Fleming and S. J. Sheu",
title = "Risk-sensitive control and an optimal investment model
{II}",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "730--767",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915623",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Takemura:2002:ETE,
author = "Akimichi Takemura and Satoshi Kuriki",
title = "On the equivalence of the tube and {Euler}
characteristic methods for the distribution of the
maximum of {Gaussian} fields over piecewise smooth
domains",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "2",
pages = "768--796",
month = may,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:07 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1026915624",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gromoll:2002:FLH,
author = "H. Christian Gromoll and Amber L. Puha and Ruth J.
Williams",
title = "The fluid limit of a heavily loaded processor sharing
queue",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "797--859",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863171",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dantzer:2002:FLS,
author = "Jean-Fran{\c{c}}ois Dantzer and Philippe Robert",
title = "Fluid limits of string valued {Markov} processes",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "860--889",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863172",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Schmidli:2002:MRP,
author = "Hanspeter Schmidli",
title = "On minimizing the ruin probability by investment and
reinsurance",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "890--907",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863173",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Basrak:2002:CMR,
author = "Bojan Basrak and Richard A. Davis and Thomas Mikosch",
title = "A characterization of multivariate regular variation",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "908--920",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863174",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Comets:2002:PLM,
author = "Francis Comets and Roberto Fern{\'a}ndez and Pablo A.
Ferrari",
title = "Processes with long memory: Regenerative construction
and perfect simulation",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "921--943",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863175",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ivanoff:2002:RCS,
author = "B. Gail Ivanoff and Ely Merzbach",
title = "Random censoring in set-indexed survival analysis",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "944--971",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863176",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Assaf:2002:RPI,
author = "David Assaf and Larry Goldstein and Ester
Samuel-Cahn",
title = "Ratio prophet inequalities when the mortal has several
choices",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "972--984",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863177",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jordan:2002:ASC,
author = "Jonathan Jordan",
title = "Almost sure convergence for iterated functions of
independent random variables",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "985--1000",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863178",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Marchand:2002:SIT,
author = "R. Marchand",
title = "Strict inequalities for the time constant in first
passage percolation",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "1001--1038",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863179",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kouritzin:2002:CMC,
author = "Michael A. Kouritzin and Hongwei Long",
title = "Convergence of {Markov} chain approximations to
stochastic reaction-diffusion equations",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "1039--1070",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863180",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baldi:2002:AHP,
author = "Paolo Baldi and Lucia Caramellino",
title = "Asymptotics of hitting probabilities for general
one-dimensional pinned diffusions",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "1071--1095",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863181",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Budhiraja:2002:IMD,
author = "A. Budhiraja",
title = "On invariant measures of discrete time filters in the
correlated signal-noise case",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "1096--1113",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863182",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lasserre:2002:BMS,
author = "Jean B. Lasserre",
title = "Bounds on measures satisfying moment conditions",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "3",
pages = "1114--1137",
month = aug,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:09 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1031863183",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Choi:2002:ANS,
author = "K. P. Choi and Aihua Xia",
title = "Approximating the number of successes in independent
trials: Binomial versus {Poisson}",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1139--1148",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125856",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bai:2002:GAT,
author = "Z. D. Bai and Feifang Hu and Li-Xin Zhang",
title = "{Gaussian} approximation theorems for urn models and
their applications",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1149--1173",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125857",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Denuit:2002:SGI,
author = "Michel Denuit and Alfred M{\"u}ller",
title = "Smooth generators of integral stochastic orders",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1174--1184",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125858",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Solan:2002:UVR,
author = "Eilon Solan and Nicolas Vieille",
title = "Uniform value in recursive games",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1185--1201",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125859",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bruss:2002:HRC,
author = "F. Thomas Bruss and Thomas S. Ferguson",
title = "High-risk and competitive investment models",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1202--1226",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125860",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Guasoni:2002:OIT,
author = "Paolo Guasoni",
title = "Optimal investment with transaction costs and without
semimartingales",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1227--1246",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125861",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Paulsen:2002:CLA,
author = "Jostein Paulsen",
title = "On {Cram{\'e}r-like} asymptotics for risk processes
with stochastic return on investments",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1247--1260",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125862",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Boyarchenko:2002:BOT,
author = "Svetlana Boyarchenko and Sergei Levendorski{\u{i}}",
title = "Barrier options and touch-and-out options under
regular {L{\'e}vy} processes of exponential type",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1261--1298",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125863",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Evans:2002:ESF,
author = "Steven N. Evans and David Steinsaltz",
title = "Estimating some features of {$ N K $} fitness
landscapes",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1299--1321",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125864",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lowe:2002:SRT,
author = "Matthias L{\"o}we and Heinrich Matzinger",
title = "Scenery reconstruction in two dimensions with many
colors",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1322--1347",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125865",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cox:2002:SSM,
author = "J. Theodore Cox and Richard Durrett",
title = "The stepping stone model: New formulas expose old
myths",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1348--1377",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See correction \cite{Cox:2003:CSS}.",
URL = "http://projecteuclid.org/euclid.aoap/1037125866",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jacka:2002:AOF,
author = "Saul Jacka",
title = "Avoiding the origin: a finite-fuel stochastic control
problem",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1378--1389",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125867",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ma:2002:RTB,
author = "Jin Ma and Jianfeng Zhang",
title = "Representation theorems for backward stochastic
differential equations",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1390--1418",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125868",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Berglund:2002:SPA,
author = "Nils Berglund and Barbara Gentz",
title = "A sample-paths approach to noise-induced
synchronization: Stochastic resonance in a double-well
potential",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1419--1470",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125869",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Inoue:2002:ABP,
author = "Akihiko Inoue",
title = "Asymptotic behavior for partial autocorrelation
functions of fractional {ARIMA} processes",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1471--1491",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125870",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Miclo:2002:ART,
author = "L. Miclo",
title = "About relaxation time of finite generalized
{Metropolis} algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "1492--1515",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125871",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anonymous:2002:VIA,
author = "Anonymous",
title = "Volume Index, {{\booktitle{Ann. Appl. Probab.}}, vol.
12 (2002)}",
journal = j-ANN-APPL-PROBAB,
volume = "12",
number = "4",
pages = "iii--ix",
month = nov,
year = "2002",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:11 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1037125872",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Embrechts:2003:RPH,
author = "Paul Embrechts and Gennady Samorodnitsky",
title = "Ruin problem and how fast stochastic processes",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "1--36",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1042765661",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Foss:2003:MRT,
author = "Serguei Foss and Stan Zachary",
title = "The maximum on a random time interval of a random walk
with long-tailed increments and negative drift",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "37--53",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1042765662",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kruk:2003:MIH,
author = "Lukasz Kruk and John Lehoczky and Steven Shreve and
Shu-Ngai Yeung",
title = "Multiple-input heavy-traffic real-time queues",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "54--99",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1042765663",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ramanan:2003:FHT,
author = "Kavita Ramanan and Martin I. Reiman",
title = "Fluid and heavy traffic diffusion limits for a
generalized processor sharing model",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "100--139",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1042765664",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Talay:2003:SPM,
author = "Denis Talay and Olivier Vaillant",
title = "A stochastic particle method with random weights for
the computation of statistical solutions of
{McKean--Vlasov} equations",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "140--180",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1042765665",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Joyce:2003:WCO,
author = "Paul Joyce and Stephen M. Krone and Thomas G. Kurtz",
title = "When can one detect overdominant selection in the
infinite-alleles model?",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "181--212",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1042765666",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Koltchinskii:2003:BGE,
author = "Vladimir Koltchinskii and Dmitriy Panchenko and
Fernando Lozano",
title = "Bounding the generalization error of convex
combinations of classifiers: balancing the
dimensionality and the margins",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "213--252",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1042765667",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mahmoud:2003:DDR,
author = "Hosam M. Mahmoud and Ralph Neininger",
title = "Distribution of distances in random binary search
trees",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "253--276",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1042765668",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Penrose:2003:WLL,
author = "Mathew D. Penrose and J. E. Yukich",
title = "Weak laws of large numbers in geometric probability",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "277--303",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1042765669",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kontoyiannis:2003:STL,
author = "I. Kontoyiannis and S. P. Meyn",
title = "Spectral theory and limit theorems for geometrically
ergodic {Markov} processes",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "304--362",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1042765670",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Guo:2003:CTC,
author = "Xianping Guo and On{\'e}simo Hern{\'a}ndez-Lerma",
title = "Continuous-time controlled {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "363--388",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1042765671",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Berkes:2003:CSA,
author = "Istv{\'a}n Berkes and Lajos Horv{\'a}th",
title = "Correction: {``Strong approximation of the empirical
process of GARCH sequences''}",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "389--389",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Berkes:2001:SAE}.",
URL = "http://projecteuclid.org/euclid.aoap/1042765672",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Harrison:2003:CBM,
author = "Michael J. Harrison",
title = "Correction: {``Brownian models of open processing
networks: canonical representation of workload''}",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "1",
pages = "390--393",
month = jan,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:14 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Harrison:2000:BMO}.",
URL = "http://projecteuclid.org/euclid.aoap/1042765673",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chan:2003:SAN,
author = "Hock Peng Chan and Tze Leung Lai",
title = "Saddlepoint approximations and nonlinear boundary
crossing probabilities of {Markov} random walks",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "395--429",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689586",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Duffy:2003:LAS,
author = "Ken Duffy and John T. Lewis and Wayne G. Sullivan",
title = "Logarithmic asymptotics for the supremum of a
stochastic process",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "430--445",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689587",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ganesh:2003:IRF,
author = "Ayalvadi Ganesh and Neil O'Connell and Balaji
Prabhakar",
title = "Invariant rate functions for discrete-time queues",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "446--474",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689588",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ney:2003:HML,
author = "P. E. Ney and A. N. Vidyashankar",
title = "Harmonic moments and large deviation rates for
supercritical branching processes",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "475--489",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689589",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cohn:2003:MBL,
author = "Harry Cohn and Qiao Wang",
title = "Multitype branching limit behavior",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "490--500",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689590",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cox:2003:RID,
author = "J. Theodore Cox and Achim Klenke",
title = "Rescaled interacting diffusions converge to super
{Brownian} motion",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "501--514",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689591",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Guerin:2003:SLE,
author = "H{\'e}l{\`e}ne Gu{\'e}rin",
title = "Solving {Landau} equation for some soft potentials
through a probabilistic approach",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "515--539",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689592",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Malrieu:2003:CEG,
author = "Florent Malrieu",
title = "Convergence to equilibrium for granular media
equations and their {Euler} schemes",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "540--560",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689593",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fricker:2003:DCL,
author = "Christine Fricker and Philippe Robert and Danielle
Tibi",
title = "A degenerate central limit theorem for single resource
loss systems",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "561--575",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689594",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jelenkovic:2003:ALP,
author = "Predrag Jelenkovi{\'c} and Petar
Mom{\v{c}}ilovi{\'c}",
title = "Asymptotic loss probability in a finite buffer fluid
queue with hetergeneous heavy-tailed on--off
processes",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "576--603",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689595",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chen:2003:ACM,
author = "Mu-Fa Chen and Ying-Zhe Wang",
title = "Algebraic convergence of {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "604--627",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689596",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Latouche:2003:TMA,
author = "Guy Latouche and Marie-Ange Remiche and Peter Taylor",
title = "Transient {Markov} arrival processes",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "628--640",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689597",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Berkes:2003:ARL,
author = "Istv{\'a}n Berkes and Lajos Horv{\'a}th",
title = "Asymptotic results for long memory {LARCH} sequences",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "641--668",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689598",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Stacey:2003:PIP,
author = "Alan Stacey",
title = "Partial immunization processes",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "669--690",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689599",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Caputo:2003:RTA,
author = "Pietro Caputo and Fabio Martinelli",
title = "Relaxation time of anisotropic simple exclusion
processes and quantum {Heisenberg} models",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "691--721",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689600",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Booth:2003:CAC,
author = "Lorna Booth and Jehoshua Bruck and Massimo
Franceschetti and Ronald Meester",
title = "Covering algorithms, continuum percolation and the
geometry of wireless networks",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "722--741",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689601",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jakubenas:2003:SRP,
author = "Paulius Jakub{\.e}nas and Shlomo Levental and
Micha{\l} Ryznar",
title = "The super-replication problem via probabilistic
methods",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "742--773",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689602",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Goll:2003:CES,
author = "Thomas Goll and Jan Kallsen",
title = "A complete explicit solution to the log-optimal
portfolio problem",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "774--799",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689603",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lamberton:2003:CPN,
author = "Damien Lamberton and St{\'e}phane Villeneuve",
title = "Critical price near maturity for an {American} option
on a dividend-paying stock",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "800--815",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1050689604",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cox:2003:CSS,
author = "Theodore Cox and Richard Durrett",
title = "Correction: {``The stepping stone model: new formulas
expose old myths''}",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "2",
pages = "816--816",
month = may,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:56:50 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See \cite{Cox:2002:SSM}.",
URL = "http://projecteuclid.org/euclid.aoap/1050689605",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Mossel:2003:IFT,
author = "Elchanan Mossel and Yuval Peres",
title = "Information flow on trees",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "817--844",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202828",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Eibeck:2003:SIP,
author = "Andreas Eibeck and Wolfgang Wagner",
title = "Stochastic interacting particle systems and nonlinear
kinetic equations",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "845--889",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202829",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Janson:2003:VTP,
author = "Svante Janson and Johan Tysk",
title = "Volatility time and properties of option prices",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "890--913",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202830",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kunitomo:2003:VAE,
author = "Naoto Kunitomo and Akihiko Takahashi",
title = "On validity of the asymptotic expansion approach in
contingent claim analysis",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "914--952",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202831",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Detemple:2003:VAC,
author = "Jerome Detemple and Shui Feng and Weidong Tian",
title = "The valuation of {American} call options on the
minimum of two dividend-paying assets",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "953--983",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202832",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Duffie:2003:APA,
author = "D. Duffie and D. Filipovi{\'c} and W. Schachermayer",
title = "Affine processes and applications in finance",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "984--1053",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202833",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gaier:2003:ARP,
author = "J. Gaier and P. Grandits and W. Schachermayer",
title = "Asymptotic ruin probabilities and optimal investment",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "1054--1076",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202834",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kyprianou:2003:POC,
author = "A. E. Kyprianou and M. R. Pistorius",
title = "Perpetual options and Canadization through fluctuation
theory",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "1077--1098",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202835",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Pergamenshchikov:2003:LTL,
author = "S. Pergamenshchikov",
title = "Limit theorem for {Leland}'s strategy",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "1099--1118",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202836",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Harrison:2003:BVB,
author = "J. Michael Harrison",
title = "A broader view of {Brownian} networks",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "1119--1150",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202837",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Stolyar:2003:CEE,
author = "Alexander L. Stolyar",
title = "Control of end-to-end delay tails in a multiclass
network: {LWDF} discipline optimality",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "1151--1206",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202838",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lachal:2003:SPD,
author = "Aim{\'e} Lachal",
title = "Some probability distributions in modeling {DNA}
replication",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "3",
pages = "1207--1230",
month = aug,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:19 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1060202839",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Leslie:2003:CMT,
author = "David S. Leslie and E. J. Collins",
title = "Convergent multiple-timescales reinforcement learning
algorithms in normal form games",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1231--1251",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786497",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bruss:2003:MMD,
author = "F. Thomas Bruss and Rudolf Gr{\"u}bel",
title = "On the multiplicity of the maximum in a discrete
random sample",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1252--1263",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786498",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chassaing:2003:SQO,
author = "P. Chassaing and J. F. Marckert and M. Yor",
title = "A stochastically quasi-optimal search algorithm for
the maximum of the simple random walk",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1264--1295",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786499",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Frydman:2003:MLE,
author = "Halina Frydman and Peter Lakner",
title = "Maximum likelihood estimation of hidden {Markov}
processes",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1296--1312",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786500",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kurkova:2003:MTJ,
author = "I. A. Kurkova and Y. M. Suhov",
title = "{Malyshev}'s theory and {JS}-queues. Asymptotics of
stationary probabilities",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1313--1354",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786501",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Resnick:2003:LHP,
author = "Sidney Resnick and Gennady Samorodnitsky",
title = "Limits of on\slash off hierarchical product models for
data transmission",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1355--1398",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786502",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{MacPhee:2003:CRW,
author = "I. M. MacPhee and M. V. Menshikov",
title = "Critical random walks on two-dimensional complexes
with applications to polling systems",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1399--1422",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786503",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gajrat:2003:LDA,
author = "Alexander Gajrat and Arie Hordijk and Ad Ridder",
title = "Large-deviations analysis of the fluid approximation
for a controllable tandem queue",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1423--1448",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786504",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Rabehasaina:2003:SAS,
author = "Landy Rabehasaina and Bruno Sericola",
title = "Stability analysis of second-order fluid flow models
in a stationary ergodic environment",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1449--1473",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786505",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alanyali:2003:AEA,
author = "Murat Alanyali",
title = "Asymptotically exact analysis of a loss network with
channel continuity",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1474--1493",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786506",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Klein:2003:FLL,
author = "Irene Klein",
title = "Free lunch for large financial markets with continuous
price processes",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1494--1503",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786507",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kramkov:2003:NSC,
author = "D. Kramkov and W. Schachermayer",
title = "Necessary and sufficient conditions in the problem of
optimal investment in incomplete markets",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1504--1516",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786508",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Alvarez:2003:PEM,
author = "Luis H. R. Alvarez",
title = "On the properties of $r$-excessive mappings for a
class of diffusions",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1517--1533",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786509",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bienvenue:2003:SAR,
author = "A. Bienven{\"u}e and J. B{\'e}rard",
title = "Sharp asymptotic results for simplified
mutation-selection algorithms",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1534--1568",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786510",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Asselah:2003:EQS,
author = "Amine Asselah and Fabienne Castell",
title = "Existence of quasi-stationary measures for asymmetric
attractive particle systems on {$ \mathbb {Z}^d $}",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1569--1590",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786511",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gao:2003:EDE,
author = "Fuqing Gao and Jeremy Quastel",
title = "Exponential decay of entropy in the random
transposition and {Bernoulli--Laplace} models",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1591--1600",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786512",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Chow:2003:LDF,
author = "Yunshyong Chow and Yu Zhang",
title = "Large deviations in first-passage percolation",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1601--1614",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786513",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Husler:2003:CUN,
author = "J. H{\"u}sler and V. Piterbarg and O. Seleznjev",
title = "On convergence of the uniform norms for {Gaussian}
processes and linear approximation problems",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "1615--1653",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786514",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Anonymous:2003:VIA,
author = "Anonymous",
title = "Volume Index, {{\booktitle{Ann. Appl. Probab.}}, vol.
13 (2003)}",
journal = j-ANN-APPL-PROBAB,
volume = "13",
number = "4",
pages = "iii--x",
month = nov,
year = "2003",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:21 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1069786515",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Stolyar:2004:MSG,
author = "Alexander L. Stolyar",
title = "{MaxWeight} scheduling in a generalized switch: State
space collapse and workload minimization in heavy
traffic",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "1--53",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828046",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Weissman:2004:UPR,
author = "Tsachy Weissman and Neri Merhav",
title = "Universal prediction of random binary sequences in a
noisy environment",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "54--89",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828047",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Guillemin:2004:AAE,
author = "Fabrice Guillemin and Philippe Robert and Bert Zwart",
title = "{AIMD} algorithms and exponential functionals",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "90--117",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828048",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cohort:2004:LTR,
author = "Pierre Cohort",
title = "Limit theorems for random normalized distortion",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "118--143",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828049",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{LeGland:2004:SUA,
author = "Fran{\c{c}}ois {Le Gland} and Nadia Oudjane",
title = "Stability and uniform approximation of nonlinear
filters using the {Hilbert} metric and application to
particle filters",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "144--187",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828050",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Etheridge:2004:SEL,
author = "A. M. Etheridge",
title = "Survival and extinction in a locally regulated
population",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "188--214",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828051",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Avram:2004:EPS,
author = "F. Avram and A. E. Kyprianou and M. R. Pistorius",
title = "Exit problems for spectrally negative {L{\'e}vy}
processes and applications to (Canadized) {Russian}
options",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "215--238",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828052",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Boroczky:2004:ASC,
author = "K{\'a}roly B{\"o}r{\"o}czky and Matthias Reitzner",
title = "Approximation of smooth convex bodies by random
circumscribed polytopes",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "239--273",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828053",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Wilson:2004:MTL,
author = "David Bruce Wilson",
title = "Mixing times of lozenge tiling and card shuffling
{Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "274--325",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828054",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Dai:2004:SIT,
author = "J. G. Dai and John J. Hasenbein and John H. Vande
Vate",
title = "Stability and instability of a two-station queueing
network",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "326--377",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828055",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Neininger:2004:GLT,
author = "Ralph Neininger and Ludger R{\"u}schendorf",
title = "A general limit theorem for recursive algorithms and
combinatorial structures",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "378--418",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828056",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Huisinga:2004:PTM,
author = "Wilhelm Huisinga and Sean Meyn and Christof
Sch{\"u}tte",
title = "Phase transitions and metastability in {Markovian} and
molecular systems",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "419--458",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828057",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zhang:2004:NSB,
author = "Jianfeng Zhang",
title = "A numerical scheme for {BSDEs}",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "459--488",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828058",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Korolyuk:2004:ADA,
author = "Vladimir S. Korolyuk and Nikolaos Limnios",
title = "Average and diffusion approximation of stochastic
evolutionary systems in an asymptotic split state
space",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "1",
pages = "489--516",
month = feb,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:24 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1075828059",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Puha:2004:ISR,
author = "Amber L. Puha and Ruth J. Williams",
title = "Invariant states and rates of convergence for a
critical fluid model of a processor sharing queue",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "517--554",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737103",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gromoll:2004:DAP,
author = "H. Christian Gromoll",
title = "Diffusion approximation for a processor sharing queue
in heavy traffic",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "555--611",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737104",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Baccelli:2004:MTM,
author = "Fran{\c{c}}ois Baccelli and Serguei Foss",
title = "Moments and tails in monotone-separable stochastic
networks",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "612--650",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737105",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kratz:2004:RGM,
author = "Marie F. Kratz and Pierre Picco",
title = "A representation of {Gibbs} measure for the random
energy model",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "651--677",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737106",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Bouchard:2004:DFU,
author = "B. Bouchard and N. Touzi and A. Zeghal",
title = "Dual formulation of the utility maximization problem:
The case of nonsmooth utility",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "678--717",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737107",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Panholzer:2004:STS,
author = "Alois Panholzer and Helmut Prodinger",
title = "Spanning tree size in random binary search trees",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "718--733",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737108",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Huber:2004:PSU,
author = "Mark Huber",
title = "Perfect sampling using bounding chains",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "734--753",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737109",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Barton:2004:CRB,
author = "N. H. Barton and A. M. Etheridge and A. K. Sturm",
title = "Coalescence in a random background",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "754--785",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737110",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lefebvre:2004:HPD,
author = "Mario Lefebvre",
title = "A homing problem for diffusion processes with
control-dependent variance",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "786--795",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737111",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Konda:2004:CRL,
author = "Vijay R. Konda and John N. Tsitsiklis",
title = "Convergence rate of linear two-time-scale stochastic
approximation",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "796--819",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737112",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Albin:2004:OSM,
author = "J. M. P. Albin and Gennady Samorodnitsky",
title = "On overload in a storage model, with a self-similar
and infinitely divisible input",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "820--844",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737113",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hugonnier:2004:OIR,
author = "Julien Hugonnier and Dmitry Kramkov",
title = "Optimal investment with random endowments in
incomplete markets",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "845--864",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737114",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jiang:2004:ADL,
author = "Tiefeng Jiang",
title = "The asymptotic distributions of the largest entries of
sample correlation matrices",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "865--880",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737115",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Litvak:2004:MTT,
author = "Nelly Litvak and Willem R. van Zwet",
title = "On the minimal travel time needed to collect n items
on a circle",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "881--902",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737116",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Zwart:2004:EAF,
author = "Bert Zwart and Sem Borst and Michel Mandjes",
title = "Exact asymptotics for fluid queues fed by multiple
heavy-tailed on--off flows",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "903--957",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737117",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Leon:2004:OHB,
author = "Carlos A. Le{\'o}n and Fran{\c{c}}ois Perron",
title = "Optimal {Hoeffding} bounds for discrete reversible
{Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "958--970",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737118",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kluppelberg:2004:TSD,
author = "Claudia Kl{\"u}ppelberg and Serguei
Pergamenchtchikov",
title = "The tail of the stationary distribution of a random
coefficient {AR} (q) model",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "971--1005",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737119",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Delcoigne:2004:LDP,
author = "Franck Delcoigne and Arnaud {de La Fortelle}",
title = "Large deviations problems for star networks: The min
policy",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "1006--1028",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737120",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Miyazawa:2004:HPM,
author = "Masakiyo Miyazawa",
title = "Hitting probabilities in a {Markov} additive process
with linear movements and upward jumps: Applications to
risk and queueing processes",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "2",
pages = "1029--1054",
month = may,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:26 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1082737121",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kelly:2004:FMN,
author = "F. P. Kelly and R. J. Williams",
title = "Fluid model for a network operating under a fair
bandwidth-sharing policy",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1055--1083",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736278",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Atar:2004:SMC,
author = "Rami Atar and Avi Mandelbaum and Martin I. Reiman",
title = "Scheduling a multi class queue with many exponential
servers: asymptotic optimality in heavy traffic",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1084--1134",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736279",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Ney:2004:LLT,
author = "Peter E. Ney and Anand N. Vidyashankar",
title = "Local limit theory and large deviations for
supercritical Branching processes",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1135--1166",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
note = "See correction \cite{Ney:2006:CAL}.",
URL = "http://projecteuclid.org/euclid.aoap/1089736280",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Cetin:2004:MCR,
author = "Umut {\c{C}}etin and Robert Jarrow and Philip Protter
and Y{\i}ld{\i}ray Y{\i}ld{\i}r{\i}m",
title = "Modeling credit risk with partial information",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1167--1178",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736281",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Drees:2004:MLE,
author = "Holger Drees and Ana Ferreira and Laurens de Haan",
title = "On maximum likelihood estimation of the extreme value
index",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1179--1201",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736282",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Fuh:2004:UMR,
author = "Cheng-Der Fuh",
title = "Uniform {Markov} renewal theory and ruin probabilities
in {Markov} random walks",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1202--1241",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736283",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Gangopadhyay:2004:ROT,
author = "Sreela Gangopadhyay and Rahul Roy and Anish Sarkar",
title = "Random oriented trees: a model of drainage networks",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1242--1266",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736284",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Carmona:2004:CHP,
author = "Rene Carmona and Michael Tehranchi",
title = "A characterization of hedging portfolios for interest
rate contingent claims",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1267--1294",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736285",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Hobert:2004:MRA,
author = "James P. Hobert and Christian P. Robert",
title = "A mixture representation of $ \pi $ with applications
in {Markov} chain {Monte Carlo} and perfect sampling",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1295--1305",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736286",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kruk:2004:EDF,
author = "{\L}ukasz Kruk and John Lehoczky and Steven Shreve and
Shu-Ngai Yeung",
title = "Earliest-deadline-first service in heavy-traffic
acyclic networks",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1306--1352",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736287",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Douc:2004:PDC,
author = "Randal Douc and Gersende Fort and Eric Moulines and
Philippe Soulier",
title = "Practical drift conditions for subgeometric rates of
convergence",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1353--1377",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736288",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Huzak:2004:RPD,
author = "Miljenko Huzak and Mihael Perman and Hrvoje
{\v{S}}iki{\'c} and Zoran Vondra{\v{c}}ek",
title = "Ruin probabilities and decompositions for general
perturbed risk processes",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1378--1397",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736289",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Schied:2004:NPP,
author = "Alexander Schied",
title = "On the {Neyman--Pearson} problem for law-invariant
risk measures and robust utility functionals",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1398--1423",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736290",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lamberton:2004:WCT,
author = "Damien Lamberton and Gilles Pag{\`e}s and Pierre
Tarr{\`e}s",
title = "When can the two-armed bandit algorithm be trusted?",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1424--1454",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736291",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Benaim:2004:GUM,
author = "Michel Bena{\"\i}m and Sebastian J. Schreiber and
Pierre Tarr{\`e}s",
title = "Generalized {URN} models of evolutionary processes",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1455--1478",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736292",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Breyer:2004:OSM,
author = "Laird Arnault Breyer and Mauro Piccioni and Sergio
Scarlatti",
title = "Optimal scaling of {MaLa} for nonlinear regression",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1479--1505",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736293",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lokka:2004:SPD,
author = "Arne L{\o}kka and Bernt {\O}ksendal and Frank Proske",
title = "Stochastic partial differential equations driven by
{L{\'e}vy} space-time white noise",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1506--1528",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736294",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{DeBlassie:2004:IBM,
author = "R. Dante DeBlassie",
title = "Iterated {Brownian} motion in an open set",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1529--1558",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736295",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Friedland:2004:CPE,
author = "Shmuel Friedland and Brian Rider and Ofer Zeitouni",
title = "Concentration of permanent estimators for certain
large matrices",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1559--1576",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736296",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Grigorescu:2004:BDS,
author = "Ilie Grigorescu and Min Kang and Timo
Sepp{\"a}l{\"a}inen",
title = "Behavior dominated by slow particles in a disordered
asymmetric exclusion process",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1577--1602",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736297",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Lasserre:2004:BMS,
author = "Jean B. Lasserre",
title = "Bounds on measures satisfying moment conditions",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "3",
pages = "1603--1603",
month = aug,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:29 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1089736298",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Muller-Gronbach:2004:OPA,
author = "Thomas M{\"u}ller-Gronbach",
title = "Optimal pointwise approximation of {SDEs} based on
{Brownian} motion at discrete points",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "1605--1642",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674072",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Douc:2004:QBC,
author = "R. Douc and E. Moulines and Jeffrey S. Rosenthal",
title = "Quantitative bounds on convergence of
time-inhomogeneous {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "1643--1665",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674073",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Komorowski:2004:SLO,
author = "Tomasz Komorowski and Grzegorz Krupa",
title = "On stationarity of {Lagrangian} observations of
passive tracer velocity in a compressible environment",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "1666--1697",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674074",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Iyengar:2004:EPF,
author = "Garud Iyengar and Karl Sigman",
title = "Exponential penalty function control of loss
networks",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "1698--1740",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674075",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Jerrum:2004:EBP,
author = "Mark Jerrum and Jung-Bae Son and Prasad Tetali and
Eric Vigoda",
title = "Elementary bounds on {Poincar{\'e}} and log-{Sobolev}
constants for decomposable {Markov} chains",
journal = j-ANN-APPL-PROBAB,
volume = "14",
number = "4",
pages = "1741--1765",
month = nov,
year = "2004",
CODEN = "????",
ISSN = "1050-5164 (print), 2168-8737 (electronic)",
ISSN-L = "1050-5164",
bibdate = "Fri Jun 6 11:37:32 MDT 2014",
bibsource = "https://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
URL = "http://projecteuclid.org/euclid.aoap/1099674076",
acknowledgement = ack-nhfb,
fjournal = "Annals of Applied Probability",
journal-URL = "http://projecteuclid.org/all/euclid.aoap/;
http://www.jstor.org/journals/10505164.html",
}
@Article{Kluppelberg:2004:RPO,
author = "Claudia Kl{\"u}ppelberg and Andreas E. Kyprianou and
