Estimating the state of a noisy continuous time Markov chain when dynamic sampling is feasible

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

Authors: David Assaf

On Coupling and Weak Convergence to Stationarity

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

Authors: Soren Asmussen

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

Search cost for a nearly optimal path in a binary tree

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

Authors: Robin Pemantle

Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields

JOURNAL ARTICLE published 1 June 2022 in The Annals of Applied Probability

Authors: Imma Valentina Curato | Robert Stelzer | Bennet Ströh

Balanced loads in infinite networks

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

Authors: Bruce Hajek

Fast approximate simulation of finite long-range spin systems

JOURNAL ARTICLE published 1 June 2021 in The Annals of Applied Probability

Authors: Ross McVinish | Liam Hodgkinson

Superprocesses over a stochastic flow

JOURNAL ARTICLE published 1 May 2001 in The Annals of Applied Probability

Authors: Robert J. Adler | Georgios Skoulakis

About relaxation time of finite generalized Metropolis algorithms

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

Authors: L. Miclo

Which ergodic averages have finite asymptotic variance?

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

Authors: George Deligiannidis | Anthony Lee

Robust maximization of asymptotic growth under covariance uncertainty

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

Authors: Erhan Bayraktar | Yu-Jui Huang

Asymptotic behavior of self-organizing maps with nonuniform stimuli distribution

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

Authors: Ali A. Sadeghi

Poisson limits of sums of point processes and a particle-survivor model

JOURNAL ARTICLE published 1 February 2007 in The Annals of Applied Probability

Authors: Matthew O. Jones | Richard F. Serfozo

Maximum likelihood estimation of hidden Markov processes

JOURNAL ARTICLE published 1 November 2003 in The Annals of Applied Probability

Authors: Halina Frydman | Peter Lakner

Local asymptotics for controlled martingales

JOURNAL ARTICLE published 1 June 2016 in The Annals of Applied Probability

Authors: Scott N. Armstrong | Ofer Zeitouni

On the Properties of a Tree-Structured Server Process

JOURNAL ARTICLE published 1 February 1991 in The Annals of Applied Probability

Authors: J. Komlos | A. Odlyzko | L. Ozarow | L. A. Shepp

Diffusion approximations for controlled weakly interacting large finite state systems with simultaneous jumps

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

Authors: Amarjit Budhiraja | Eric Friedlander

Extinction in lower Hessenberg branching processes with countably many types

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

Authors: Peter Braunsteins | Sophie Hautphenne

Markov Models of Steady Crystal Growth

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

Authors: D. J. Gates | M. Westcott