Prediction and Non-Gaussian Autoregressive Stationary Sequences

JOURNAL ARTICLE published 1 February 1995 in The Annals of Applied Probability

Authors: Murray Rosenblatt

Viral processes by random walks on random regular graphs

JOURNAL ARTICLE published 1 April 2015 in The Annals of Applied Probability

Authors: Mohammed Abdullah | Colin Cooper | Moez Draief

Gaussian Limits Associated with the Poisson-Dirichlet Distribution and the Ewens Sampling Formula

JOURNAL ARTICLE published 1 February 2002 in The Annals of Applied Probability

Authors: Paul Joyce | Stephen M. Krone | Thomas G. Kurtz

Addendum: "The number of winners in a discrete geometrically distributed sample"

JOURNAL ARTICLE published 1 May 1998 in The Annals of Applied Probability

Authors: Peter Kirschenhofer | Helmut Prodinger

Cutoff for the cyclic adjacent transposition shuffle

JOURNAL ARTICLE published 1 December 2019 in The Annals of Applied Probability

Authors: Danny Nam | Evita Nestoridi

A new representation for a renewal-theoretic constant appearing in asymptotic approximations of large deviations

JOURNAL ARTICLE published 1 August 1998 in The Annals of Applied Probability

Authors: Moshe Pollak | Benjamin Yakir

Unbiased simulation of stochastic differential equations

JOURNAL ARTICLE published 1 December 2017 in The Annals of Applied Probability

Authors: Pierre Henry-Labordère | Xiaolu Tan | Nizar Touzi

An approximation result for a class of stochastic heat equations with colored noise

JOURNAL ARTICLE published 1 October 2018 in The Annals of Applied Probability

Authors: Mohammud Foondun | Mathew Joseph | Shiu-Tang Li

Convergence of complex multiplicative cascades

JOURNAL ARTICLE published 1 August 2010 in The Annals of Applied Probability

Authors: Julien Barral | Xiong Jin | Benoît Mandelbrot

Periodic copolymers at selective interfaces: A large deviations approach

JOURNAL ARTICLE published 1 February 2005 in The Annals of Applied Probability

Authors: Erwin Bolthausen | Giambattista Giacomin

Optimal investment with random endowments in incomplete markets

JOURNAL ARTICLE published 1 May 2004 in The Annals of Applied Probability

Authors: Julien Hugonnier | Dmitry Kramkov

The Integrability of the Square Exponential Transportation Cost

JOURNAL ARTICLE published 1 November 1993 in The Annals of Applied Probability

Authors: M. Talagrand | J. E. Yukich

Diffusivity in one-dimensional generalized Mott variable-range hopping models

JOURNAL ARTICLE published 1 August 2009 in The Annals of Applied Probability

Authors: P. Caputo | A. Faggionato

Large deviations for the occupation times of independent particle systems

JOURNAL ARTICLE published 1 February 1996 in The Annals of Applied Probability

Authors: O. Benois

The Poisson-skip model of crossing-over

JOURNAL ARTICLE published 1 May 1997 in The Annals of Applied Probability

Authors: Kenneth Lange | Terence P. Speed | Hongyu Zhao

Mean geometry for 2D random fields: Level perimeter and level total curvature integrals

JOURNAL ARTICLE published 1 April 2020 in The Annals of Applied Probability

Authors: Hermine Biermé | Agnès Desolneux

An Analysis of the Modified Offered-Load Approximation for the Nonstationary Erlang Loss Model

JOURNAL ARTICLE published 1 November 1994 in The Annals of Applied Probability

Authors: William A. Massey | Ward Whitt

Random recurrence equations and ruin in a Markov-dependent stochastic economic environment

JOURNAL ARTICLE published 1 August 2009 in The Annals of Applied Probability

Authors: Jeffrey F. Collamore

Extremal Character of the Lyapunov Exponent of the Stochastic Harmonic Oscillator

JOURNAL ARTICLE published 1 November 1992 in The Annals of Applied Probability

Authors: Mark A. Pinsky

Convergence analysis of some multivariate Markov chains using stochastic monotonicity

JOURNAL ARTICLE published 1 April 2013 in The Annals of Applied Probability

Authors: Kshitij Khare | Nabanita Mukherjee