Simulated annealing process in general state space

JOURNAL ARTICLE published December 1991 in Advances in Applied Probability

Authors: Heikki Haario | Eero Saksman

A note on negative dynamic programming for risk-sensitive control

JOURNAL ARTICLE published September 2008 in Operations Research Letters

Authors: Anna Jaśkiewicz

Ruin probabilities and decompositions for general perturbed risk processes

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

Authors: Miljenko Huzak | Mihael Perman | Hrvoje Šikić | Zoran Vondraček

Weak convergence of Metropolis algorithms for non-i.i.d. target distributions

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

Authors: Mylène Bédard

On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control

JOURNAL ARTICLE published 1 January 2006 in The Annals of Probability

Authors: Hidehiro Kaise | Shuenn-Jyi Sheu

On invariant measures of stochastic recursions in a critical case

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

Authors: Dariusz Buraczewski

Probabilistic validation of homology computations for nodal domains

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

Authors: Konstantin Mischaikow | Thomas Wanner

Scheduling parallel servers in the nondegenerate slowdown diffusion regime: Asymptotic optimality results

JOURNAL ARTICLE published 1 April 2014 in The Annals of Applied Probability

Authors: Rami Atar | Itai Gurvich

Switched networks with maximum weight policies: Fluid approximation and multiplicative state space collapse

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

Authors: Devavrat Shah | Damon Wischik

Exchangeable partitions derived from Markovian coalescents

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

Authors: Rui Dong | Alexander Gnedin | Jim Pitman

Uniform convergence of exact large deviations for renewal reward processes

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

Authors: Zhiyi Chi

Singularly perturbed Markov chains: Limit results and applications

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

Authors: George Yin | Hanqin Zhang

Discrete-review policies for scheduling stochastic networks: trajectory tracking and fluid-scale asymptotic optimality

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

Authors: Constantinos Maglaras

Optimality of Move-to-Front for Self-Organizing Data Structures with Locality of References

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

Authors: Philippe Chassaing

$R$-Theory for Markov Chains on a General State Space I: Solidarity Properties and $R$-Recurrent Chains

JOURNAL ARTICLE published 1 October 1974 in The Annals of Probability

Authors: Richard L. Tweedie

Path decomposition of ruinous behavior for a general Lévy insurance risk process

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

Authors: Philip S. Griffin | Ross A. Maller

Ruin probabilities and overshoots for general Lévy insurance risk processes

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

Authors: Claudia Klüppelberg | Andreas E. Kyprianou | Ross A. Maller

The radial spanning tree of a Poisson point process

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

Authors: Francois Baccelli | Charles Bordenave

Reading policies for joins: An asymptotic analysis

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

Authors: Ralph P. Russo | Nariankadu D. Shyamalkumar

Dynamic importance sampling for queueing networks

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

Authors: Paul Dupuis | Ali Devin Sezer | Hui Wang