Sommaire du Fascicule no. 1

A multiclass closed queueing network with unconventional heavy traffic behavior

Harrison, J. M. ; Williams, R. J.

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p. 1-47

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Balanced loads in infinite networks

Hajek, Bruce

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p. 48-75

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A Markovian storage model

Pacheco, António ; Prabhu, N. U.

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p. 76-91

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Condensation in large closed Jackson networks

Malyshev, Vadim A. ; Yakovlev, Andrei V.

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p. 92-115

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Stability of polling systems with exhaustive service policies and state-dependent routing

Foss, Serguei ; Last, Günter

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p. 116-137

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Taylor series expansions for Poisson-driven $(\max,+$)-linear systems

Baccelli, François ; Schmidt, Volker

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p. 138-185

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Stability and nonproduct form of stochastic fluid networks with Lévy inputs

Kella, Offer

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p. 186-199

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Itô formula for an asymptotically $4$-stable process

Burdzy, Krzysztof ; M{\polhk{a}}drecki, Andrzej

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p. 200-217

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Computable exponential convergence rates for stochastically ordered Markov processes

Lund, Robert B. ; Meyn, Sean P. ; Tweedie, Richard L.

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p. 218-237

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Branching processes with local dependencies

Olofsson, Peter

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p. 238-268

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Large deviations for the occupation times of independent particle systems

Benois, O.

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p. 269-296

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Large deviations for combinatorial distributions. I. Central limit theorems

Hwang, Hsien-Kuei

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p. 297-319

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On the pricing of contingent claims under constraints

Karatzas, I. ; Kou, S. G.

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p. 321-369

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Hedging options for a large investor and forward-backward SDE's

Cvitanić, Jakša ; Ma, Jin

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p. 370-398

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On Monte Carlo estimation of large deviations probabilities

Sadowsky, John S.

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p. 399-422

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A consistent model selection procedure for Markov random fields based on penalized pseudolikelihood

Ji, Chuanshu ; Seymour, Lynne

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p. 423-443

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Coordinate selection rules for Gibbs sampling

Fishman, George S.

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p. 444-465

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The RSW theorem for continuum percolation and the CLT for Euclidean minimal spanning trees

Alexander, Kenneth S.

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p. 466-494

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The central limit theorem for weighted minimal spanning trees on random points

Kesten, Harry ; Lee, Sungchul

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p. 495-527

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Continuum percolation and Euclidean minimal spanning trees in high dimensions

Penrose, Mathew D.

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p. 528-544

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Poisson approximation for point processes via monotone couplings

Brown, Timothy C. ; Greig, Darryl

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p. 545-560

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A large-dimensional independent and identically distributed property for nearest neighbor counts in Poisson processes

Yao, Yi-Ching ; Simons, Gordon

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p. 561-571

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Packing random intervals

Rhee, WanSoo T. ; Talagrand, Michel

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p. 572-576

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$R$-positivity, quasi-stationary distributions and ratio limit theorems for a class of probabilistic automata

Ferrari, P. A. ; Kesten, H. ; Martínez, S.

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p. 577-616

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Recurrence relations for generalized hitting times for semi-Markov processes

Silvestrov, Dmitrii S.

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p. 617-649

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A central limit theorem for singularly perturbed nonstationary finite state Markov chains

Zhang, Q. ; Yin, G.

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p. 650-670

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The extremes of a triangular array of normal random variables

Hsing, Tailen ; Hüsler, Jürg ; Reiss, Rolf-Dieter

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p. 671-686

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The number of winners in a discrete geometrically distributed sample

Kirschenhofer, Peter ; Prodinger, Helmut

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p. 687-694

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Logarithmic Sobolev inequalities for finite Markov chains

Diaconis, P. ; Saloff-Coste, L.

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p. 695-750

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A fluid limit model criterion for instability of multiclass queueing networks

Dai, J. G.

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p. 751-757

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A sufficient condition for the positive recurrence of a semimartingale reflecting Brownian motion in an orthant

Chen, Hong

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p. 758-765

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The variance constant for the actual waiting time of the $PH/PH/1$ queue

Bladt, Mogens

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p. 766-777

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A new genetic algorithm

Cerf, Raphaël

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p. 778-817

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Convergence rate for the approximation of the limit law of weakly interacting particles: application to the Burgers equation

Bossy, Mireille ; Talay, Denis

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p. 818-861

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Optimal selection problems based on exchangeable trials

Gnedin, Alexander V. ; Krengel, Ulrich

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p. 862-882

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Strong approximations for mobile population epidemic models

Clancy, Damian

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p. 883-895

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On the asymptotic patterns of supercritical branching processes in varying environments

Cohn, Harry

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p. 896-902

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A general stochastic model for nucleation and linear growth

Holst, L. ; Quine, M. P. ; Robinson, J.

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p. 903-921

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The bisexual Galton-Watson process with promiscuous mating: extinction probabilities in the supercritical case

Alsmeyer, Gerold ; Rösler, Uwe

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p. 922-939

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Numerical methods for forward-backward stochastic differential equations

Douglas, Jim ; Ma, Jin ; Protter, Philip

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p. 940-968

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Gaussian limit fields for the integrated periodogram

Klöppelberg, Claudia ; Mikosch, Thomas

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p. 969-991

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Rank inversions in scoring multipart examinations

Berman, Simeon M.

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p. 992-1005

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Ergodic theorems for some classical problems in combinatorial optimization

Yukich, J. E.

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p. 1006-1023

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Finite state multi-armed bandit problems: sensitive-discount, average-reward and average-overtaking optimality

Katehakis, Michael N. ; Rothblum, Uriel G.

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p. 1024-1034

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On a generalization of the arc-sine law

Takács, Lajos

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p. 1035-1040

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Sample quantiles of stochastic processes with stationary and independent increments

Dassios, Angelos

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p. 1041-1043

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Thresholds and initial growth rates in a model of parasitic infection

Barbour, A. D. ; Heesterbeek, J. A. P. ; Luchsinger, C. J.

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p. 1045-1074

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Recursive valuation of defaultable securities and the timing of resolution of uncertainty

Duffie, Darrell ; Schroder, Mark ; Skiadas, Costis

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p. 1075-1090

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On the distribution of Brownian areas

Perman, Mihael ; Wellner, Jon A.

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p. 1091-1111

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Sur les problèmes de sortie discrets inhomogènes

Miclo, Laurent

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p. 1112-1156

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Parameter estimation for moving averages with positive innovations

Feigin, Paul D. ; Kratz, Marie F. ; Resnick, Sidney I.

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p. 1157-1190

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Limit theory for bilinear processes with heavy-tailed noise

Davis, Richard A. ; Resnick, Sidney I.

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p. 1191-1210

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Some monotonicity and dependence properties of self-exciting point processes

Kwieciński, Andrzej ; Szekli, Ryszard

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p. 1211-1231

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A self-organizing cluster process

Burton, Robert M. ; Faris, William G.

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p. 1232-1247

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A gambling system and a Markov chain

Ethier, S. N.

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p. 1248-1259

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On the distribution for the duration of a randomized leader election algorithm

Fill, James Allen ; Mahmoud, Hosam M. ; Szpankowski, Wojciech

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p. 1260-1283

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On tree-growing search strategies

Lent, Janice ; Mahmoud, Hosam M.

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p. 1284-1302

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