A general limit theorem for recursive algorithms and combinatorial structures

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

Authors: Ralph Neininger | Ludger Rüschendorf

High-risk and competitive investment models

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

Authors: F. Thomas Bruss | Thomas S. Ferguson

Portfolios and risk premia for the long run

JOURNAL ARTICLE published 1 February 2012 in The Annals of Applied Probability

Authors: Paolo Guasoni | Scott Robertson

Minimizing Shortfall Risk and Applications to Finance and Insurance Problems

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

Authors: Huyên Pham

Estimation of general parameters for sensitive study variables using auxiliary information for finite population

JOURNAL ARTICLE published 28 June 2023 in Natural and Applied Sciences International Journal (NASIJ)

Authors: Amjad Mahmood | Nadia Mushtaq | Muhammad Hanif | Farhad Hussain

Binomial approximations of shortfall risk for game options

JOURNAL ARTICLE published 1 October 2008 in The Annals of Applied Probability

Authors: Yan Dolinsky | Yuri Kifer

Average optimal policies in a controlled queueing system with dual admission control

JOURNAL ARTICLE published June 2001 in Journal of Applied Probability

Authors: Mark E. Lewis

The symplectic geometry of closed equilateral random walks in 3-space

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

Authors: Jason Cantarella | Clayton Shonkwiler

A unified framework for utility maximization problems: An Orlicz space approach

JOURNAL ARTICLE published 1 June 2008 in The Annals of Applied Probability

Authors: Sara Biagini | Marco Frittelli

Order of decay of the wasted space for a stochastic packing problem

JOURNAL ARTICLE published 1 May 2000 in The Annals of Applied Probability

Authors: WanSoo T. Rhee

An information-percolation bound for spin synchronization on general graphs

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

Authors: Emmanuel Abbe | Enric Boix-Adserà

Quantitative two-scale stabilization on the Poisson space

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

Authors: Raphaël Lachièze-Rey | Giovanni Peccati | Xiaochuan Yang

High order recombination and an application to cubature on Wiener space

JOURNAL ARTICLE published 1 August 2012 in The Annals of Applied Probability

Authors: C. Litterer | T. Lyons

Fluctuations of TASEP and LPP with general initial data

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

Authors: Ivan Corwin | Zhipeng Liu | Dong Wang

General selection models: Bernstein duality and minimal ancestral structures

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

Authors: Fernando Cordero | Sebastian Hummel | Emmanuel Schertzer

Avoiding the origin: A finite-fuel stochastic control problem

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

Authors: Saul Jacka

The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models

JOURNAL ARTICLE published 1 August 2006 in The Annals of Applied Probability

Authors: Thorsten Rheinländer | Gallus Steiger

Deadbeat State Space Control of Spinning Satellite

JOURNAL ARTICLE published 25 June 2015 in International Journal of Applied Mathematics, Electronics and Computers

Authors: Ezzeddin M. Elarbi | Saad Mehemed Issa

On Some Ageing Properties of General Repair Processes

JOURNAL ARTICLE published June 2007 in Journal of Applied Probability

Authors: Maxim Finkelstein

On Some Ageing Properties of General Repair Processes

JOURNAL ARTICLE published June 2007 in Journal of Applied Probability

Authors: Maxim Finkelstein