Sommaire du Fascicule no. 1

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

Kirschenhofer, Peter ; Prodinger, Helmut

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A note on Metropolis-Hastings kernels for general state spaces

Tierney, Luke

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p. 1-9

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Weak convergence rates for stochastic approximation with application to multiple targets and simulated annealing

Pelletier, Mariane

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p. 10-44

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On large deviations of Markov processes with discontinuous statistics

Alanyali, Murat ; Hajek, Bruce

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p. 45-66

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On large deviations in load sharing networks

Alanyali, Murat ; Hajek, Bruce

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p. 67-97

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The linear geodesic property is not generally preserved by a FIFO queue

Ganesh, A. J. ; O'Connell, Neil

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p. 98-111

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Normality of tree-growing search strategies

Lyons, Russell ; Zumbrun, Kevin

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p. 112-130

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An interruptible algorithm for perfect sampling via Markov chains

Fill, James Allen

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p. 131-162

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Large deviations of combinatorial distributions. II. Local limit theorems

Hwang, Hsien-Kuei

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p. 163-181

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Elliptic and other functions in the large deviations behavior of the Wright-Fisher process

Papangelou, F.

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p. 182-192

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Volatility misspecification, option pricing and superreplication via coupling

Hobson, David G.

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p. 193-205

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Error estimates for the binomial approximation of American put options

Lamberton, Damien

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p. 206-233

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Lack of monotonicity in ferromagnetic Ising model phase diagrams

Schonmann, Roberto H. ; Tanaka, Nelson I.

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p. 234-245

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Directional decay of the Green's function for a random nonnegative potential on ${\bf Z}\sp d$

Zerner, Martin P. W.

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p. 246-280

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Asymptotic behavior of self-organizing maps with nonuniform stimuli distribution

Sadeghi, Ali A.

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p. 281-299

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On the quasi-stationary distribution for some randomly perturbed transformations of an interval

Klebaner, Fima C. ; Lazar, Justin ; Zeitouni, Ofer

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p. 300-315

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Dependent random graphs and spatial epidemics

van den Berg, J. ; Grimmett, Geoffrey R. ; Schinazi, Rinaldo B.

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p. 317-336

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The load transfer model

Beguin, M. ; Gray, L. ; Ycart, B.

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p. 337-353

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Subexponential asymptotics for stochastic processes: extremal behavior, stationary distributions and first passage probabilities

Asmussen, Søren

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p. 354-374

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Piecewise constant triangular cooling schedules for generalized simulated annealing algorithms

Cot, Cécile ; Catoni, Olivier

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p. 375-396

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Two convergence properties of hybrid samplers

Roberts, Gareth O. ; Rosenthal, Jeffrey S.

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p. 397-407

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The extremal index of a higher-order stationary Markov chain

Yun, Seokhoon

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p. 408-437

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Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems

Del Moral, P.

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p. 438-495

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Perturbation analysis and Malliavin calculus

Decreusefond, L.

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p. 496-523

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The superposition of alternating on-off flows and a fluid model

Palmowski, Zbigniew ; Rolski, Tomasz

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p. 524-540

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Treelike queueing networks: asymptotic stationarity and heavy traffic

Chang, Kuo-Hwa ; Serfozo, Richard F. ; Szczotka, Władysław

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p. 541-568

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State-dependent stochastic networks. Part I. Approximations and applications with continuous diffusion limits

Mandelbaum, Avi ; Pats, Gennady

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p. 569-646

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Scaling laws and convergence for the advection-diffusion equation

Gaudron, Guillaume

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p. 649-663

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Extremes of stochastic volatility models

Breidt, F. Jay ; Davis, Richard A.

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p. 664-675

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Option replication with transaction costs: general diffusion limits

Ahn, Hyungsok ; Dayal, Mohit ; Grannan, Eric ; Swindle, Glen

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p. 676-707

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Brownian motion in a Brownian crack

Burdzy, Krzysztof ; Khoshnevisan, Davar

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p. 708-748

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

Yakir, Benjamin ; Pollak, Moshe

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p. 749-774

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Cointegrated processes with infinite variance innovations

Paulauskas, Vygantas ; Rachev, Svetlozar T.

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p. 775-792

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Markov network processes with string transitions

Serfozo, Richard F. ; Yang, Bingyi

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p. 793-821

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Heavy traffic analysis of a system with parallel servers: asymptotic optimality of discrete-review policies

Harrison, J. Michael

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p. 822-848

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Chernoff-type bound for finite Markov chains

Lezaud, Pascal

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p. 849-867

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On the distribution of tail array sums for strongly mixing stationary sequences

Rootzén, Holger ; Leadbetter, M. Ross ; de Haan, Laurens

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p. 868-885

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On the variance of the number of maxima in random vectors and its applications

Bai, Zhi-Dong ; Chao, Chern-Ching ; Hwang, Hsien-Kuei ; Liang, Wen-Qi

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p. 886-895

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On the problem of exit from cycles for simulated annealing processes--a backward equation approach

Chiang, Tzuu-Shuh ; Chow, Yunshyong

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p. 896-916

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The spectral gap of the REM under Metropolis dynamics

Fontes, L. R. G. ; Isopi, M. ; Kohayakawa, Y. ; Picco, P.

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p. 917-943

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Existence and uniqueness of infinite components in generic rigidity percolation

Holroyd, Alexander E.

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p. 944-973

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Large deviation principles for some random combinatorial structures in population genetics and Brownian motion

Feng, Shui ; Hoppe, Fred M.

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p. 975-994

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Large deviations of inverse processes with nonlinear scalings

Duffield, N. G. ; Whitt, W.

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p. 995-1026

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On the large deviations behavior of acyclic networks of $G/G/1$ queues

Bertsimas, Dimitris ; Paschalidis, Ioannis Ch. ; Tsitsiklis, John N.

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p. 1027-1069

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Large deviation properties of data streams that share a buffer

Ramanan, Kavita ; Dupuis, Paul

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p. 1070-1129

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Uniform acceleration expansions for Markov chains with time-varying rates

Massey, William A. ; Whitt, Ward

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p. 1130-1155

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Tail index estimation for dependent data

Resnick, Sidney ; Stărică, Catalin

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p. 1156-1183

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Estimating functions evaluated by simulation: a Bayesian/analytic approach

Koehler, J. R. ; Puhalskii, A. A. ; Simon, B.

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p. 1184-1215

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On the storage capacity of Hopfield models with correlated patterns

Löwe, Matthias

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p. 1216-1250

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No-feedback card guessing for dovetail shuffles

Ciucu, Mihai

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p. 1251-1269

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Multi-armed bandits in discrete and continuous time

Kaspi, Haya ; Mandelbaum, Avishai

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p. 1270-1290

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On convergence rates of Gibbs samplers for uniform distributions

Roberts, Gareth O. ; Rosenthal, Jeffrey S.

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p. 1291-1302

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Nonreversible stationary measures for exchange processes

Asselah, Amine

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p. 1303-1311

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Singular optimal strategies for investment with transaction costs

Weerasinghe, Ananda P. N.

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p. 1312-1330

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Limit theorems for a random graph epidemic model

Andersson, Håkan

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p. 1331-1349

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