Sommaire du Fascicule no. 2

On excursion sets, tube formulas and maxima of random fields

Adler, Robert J.

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p. 1-74

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Brownian models of open processing networks: canonical representation of workload

Harrison, J. Michael

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p. 75-103

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Large deviations at equilibrium for a large star-shaped loss network

Graham, Carl ; O'Connell, Neil

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p. 104-122

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A transition function expansion for a diffusion model with selection

Barbour, A. D. ; Ethier, S. N. ; Griffiths, R. C.

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p. 123-162

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Hydrodynamic limits for a two-species reaction-diffusion process

Perrut, Anne

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p. 163-191

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Moment asymptotics for the continuous parabolic Anderson model

Gärtner, Jürgen ; König, Wolfgang

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p. 192-217

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Limit theorems for Mandelbrot's multiplicative cascades

Liu, Quansheng ; Rouault, Alain

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p. 218-239

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Interval packing: the vacant interval distribution

Coffman, Jr. ; Flatto, Leopold ; Jelenkovi{\'c}, Predrag

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p. 240-257

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Sequential selection of an increasing sequence from a multidimensional random sample

Baryshnikov, Yuliy M. ; Gnedin, Alexander V.

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p. 258-267

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On the existence and convergence of price equilibria for random economies

Nummelin, Esa

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p. 268-282

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Optimal insurance demand under marked point processes shocks

Touzi, Nizar

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p. 283-312

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On lacunary wavelet series

Jaffard, Stéphane

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p. 313-329

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The number of components in a logarithmic combinatorial structure

Arratia, Richard ; Barbour, A. D. ; Tavaré, Simon

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p. 331-361

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Efficient Markovian couplings: examples and counterexamples

Burdzy, Krzysztof ; Kendall, Wilfrid S.

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p. 362-409

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Broadcasting on trees and the Ising model

Evans, William ; Kenyon, Claire ; Peres, Yuval ; Schulman, Leonard J.

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p. 410-433

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Existence and regularity study for two-dimensional Kac equation without cutoff by a probabilistic approach

Fournier, Nicolas

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p. 434-462

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On stationary stochastic flows and Palm probabilities of surface processes

Last, G. ; Schassberger, R.

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p. 463-492

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Study of a Brownian impulse

Méziàres, Sophie ; Roynette, Bernard

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p. 493-516

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Vertex ordering and partitioning problems for random spatial graphs

Penrose, Mathew D.

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p. 517-538

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

Rhee, WanSoo T.

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p. 539-548

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Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states

Yin, G. ; Zhang, Q. ; Badowski, G.

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p. 549-572

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Compound Poisson approximation for counts of rare patterns in Markov chains and extreme sojourns in birth-death chains

Erhardsson, Torkel

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p. 573-591

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Asymptotic expansions for a stochastic model of queue storage

Knessl, Charles

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p. 592-615

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Step size control for the uniform approximation of systems of stochastic differential equations with additive noise

Hofmann, Norbert ; Müller-Gronbach, Thomas ; Ritter, Klaus

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p. 616-633

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Corridor options and arc-sine law

Fusai, Gianluca

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p. 634-663

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Conservative delta hedging

Mykland, Per Aslak

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p. 664-683

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Explicit solution to the multivariate super-replication problem under transaction costs

Bouchard, Bruno ; Touzi, Nizar

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p. 685-708

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$r$-scan statistics of a marker array in multiple sequences derived from a common progenitor

Karlin, Samuel ; Chen, Chingfer

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p. 709-725

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Analysis of a nonreversible Markov chain sampler

Diaconis, Persi ; Holmes, Susan ; Neal, Radford M.

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p. 726-752

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Self-similar communication models and very heavy tails

Resnick, Sidney ; Rootzén, Holger

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p. 753-778

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Analytic expansions of max-plus Lyapunov exponents

Baccelli, François ; Hong, Dohy

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p. 779-827

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Strong approximations for multiclass feedforward queueing networks

Chen, Hong ; Shen, Xinyang

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p. 828-876

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Index-based policies for discounted multi-armed bandits on parallel machines

Glazebrook, K. D. ; Wilkinson, D. J.

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p. 877-896

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

Maglaras, Constantinos

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p. 897-929

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Two-server closed networks in heavy traffic: diffusion limits and asymptotic optimality

Kumar, Sunil

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p. 930-961

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Large deviations of Jackson networks

Ignatiouk-Robert, Irina

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p. 962-1001

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A model for long memory conditional heteroscedasticity

Giraitis, Liudas ; Robinson, Peter M. ; Surgailis, Donatas

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p. 1002-1024

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The supremum of a negative drift random walk with dependent heavy-tailed steps

Mikosch, Thomas ; Samorodnitsky, Gennady

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p. 1025-1064

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Asymptotic optimality of tracking policies in stochastic networks

Bäuerle, Nicole

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p. 1065-1083

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On the maximum workload of a queue fed by fractional Brownian motion

Zeevi, Assaf J. ; Glynn, Peter W.

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p. 1084-1099

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Fractional Brownian motions in a limit of turbulent transport

Fannjiang, Albert ; Komorowski, Tomasz

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p. 1100-1120

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The biodiversity of catalytic super-Brownian motion

Fleischmann, Klaus ; Klenke, Achim

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p. 1121-1136

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A bound for the distribution of the sum of discrete associated or negatively associated random variables

Boutsikas, Michael V. ; Koutras, Markos V.

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p. 1137-1150

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Nonuniform random transformations

O'Cinneide, C. A. ; Pokrovskii, A. V.

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p. 1151-1181

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Mixed percolation as a bridge between site and bond percolation

Chayes, Lincoln ; Schonmann, Roberto H.

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p. 1182-1196

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A trajectorial proof of the vortex method for the two-dimensional Navier-Stokes equation

Méléard, Sylvie

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p. 1197-1211

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On the averaged dynamics of the random field Curie-Weiss model

Fontes, Luiz Renato ; Mathieu, Pierre ; Picco, Pierre

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p. 1212-1245

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Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients

Huebner, M. ; Lototsky, S.

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p. 1246-1258

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The large deviations of a multi-allele Wright-Fisher process mapped on the sphere

Papangelou, F.

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p. 1259-1273

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Weighted approximations of tail processes for $\beta$-mixing random variables

Drees, Holger

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p. 1274-1301

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On the rate of mixing for $p$-shuffles

Lalley, Steven P.

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p. 1302-1321

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