Sommaire du Fascicule no. 1

Correction: Strong approximation of the empirical process of GARCH sequences

Berkes, István ; Horváth, Lajos

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Ruin problem and how fast stochastic processes

Embrechts, Paul ; Samorodnitsky, Gennady

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p. 1-36

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The maximum on a random time interval of a random walk with long-tailed increments and negative drift

Foss, Serguei ; Zachary, Stan

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p. 37-53

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Multiple-input heavy-traffic real-time queues

Kruk, Lukasz ; Lehoczky, John ; Shreve, Steven ; Yeung, Shu-Ngai

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p. 54-99

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Fluid and heavy traffic diffusion limits for a generalized processor sharing model

Ramanan, Kavita ; Reiman, Martin I.

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p. 100-139

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A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equations

Talay, Denis ; Vaillant, Olivier

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p. 140-180

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When can one detect overdominant selection in the infinite-alleles model?

Joyce, Paul ; Krone, Stephen M. ; Kurtz, Thomas G.

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p. 181-212

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Bounding the generalization error of convex combinations of classifiers: balancing the dimensionality and the margins

Koltchinskii, Vladimir ; Panchenko, Dmitriy ; Lozano, Fernando

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p. 213-252

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Distribution of distances in random binary search trees

Mahmoud, Hosam M. ; Neininger, Ralph

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p. 253-276

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Weak laws of large numbers in geometric probability

Penrose, Mathew D. ; Yukich, J. E.

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p. 277-303

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Spectral theory and limit theorems for geometrically ergodic Markov processes

Kontoyiannis, I. ; Meyn, S. P.

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p. 304-362

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Continuous-time controlled Markov chains

Guo, Xianping ; Hernández-Lerma, Onésimo

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p. 363-388

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Correction: Brownian models of open processing networks: canonical representation of workload

Harrison, Michael J.

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p. 390-393

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Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks

Chan, Hock Peng ; Lai, Tze Leung

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p. 395-429

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Logarithmic asymptotics for the supremum of a stochastic process

Duffy, Ken ; Lewis, John T. ; Sullivan, Wayne G.

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p. 430-445

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Invariant rate functions for discrete-time queues

Ganesh, Ayalvadi ; O'Connell, Neil ; Prabhakar, Balaji

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p. 446-474

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Harmonic moments and large deviation rates for supercritical branching processes

Ney, P. E. ; Vidyashankar, A. N.

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p. 475-489

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Multitype branching limit behavior

Cohn, Harry ; Wang, Qiao

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p. 490-500

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Rescaled interacting diffusions converge to super Brownian motion

Cox, J. Theodore ; Klenke, Achim

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p. 501-514

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Solving Landau equation for some soft potentials through a probabilistic approach

Guérin, Hélène

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p. 515-539

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Convergence to equilibrium for granular media equations and their Euler schemes

Malrieu, Florent

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p. 540-560

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A degenerate central limit theorem for single resource loss systems

Fricker, Christine ; Robert, Philippe ; Tibi, Danielle

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p. 561-575

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Asymptotic loss probability in a finite buffer fluid queue with hetergeneous heavy-tailed on--off processes

Jelenković, Predrag ; Momčilović, Petar

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p. 576-603

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Algebraic convergence of Markov chains

Chen, Mu-Fa ; Wang, Ying-Zhe

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p. 604-627

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Transient Markov arrival processes

Latouche, Guy ; Remiche, Marie-Ange ; Taylor, Peter

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p. 628-640

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Asymptotic results for long memory LARCH sequences

Berkes, István ; Horváth, Lajos

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p. 641-668

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Partial immunization processes

Stacey, Alan

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p. 669-690

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Relaxation time of anisotropic simple exclusion processes and quantum Heisenberg models

Caputo, Pietro ; Martinelli, Fabio

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p. 691-721

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Covering algorithms, continuum percolation and the geometry of wireless networks

Booth, Lorna ; Bruck, Jehoshua ; Franceschetti, Massimo ; Meester, Ronald

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p. 722-741

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The super-replication problem via probabilistic methods

Jakubėnas, Paulius ; Levental, Shlomo ; Ryznar, Michał

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p. 742-773

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A complete explicit solution to the log-optimal portfolio problem

Goll, Thomas ; Kallsen, Jan

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p. 774-799

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Critical price near maturity for an American option on a dividend-paying stock

Lamberton, Damien ; Villeneuve, Stéphane

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p. 800-815

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Information flow on trees

Mossel, Elchanan ; Peres, Yuval

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p. 817-844

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Stochastic interacting particle systems and nonlinear kinetic equations

Eibeck, Andreas ; Wagner, Wolfgang

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p. 845-889

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Volatility time and properties of option prices

Janson, Svante ; Tysk, Johan

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p. 890-913

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On validity of the asymptotic expansion approach in contingent claim analysis

Kunitomo, Naoto ; Takahashi, Akihiko

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p. 914-952

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The valuation of American call options on the minimum of two dividend-paying assets

Detemple, Jerome ; Feng, Shui ; Tian, Weidong

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p. 953-983

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Affine processes and applications in finance

Duffie, D. ; Filipović, D. ; Schachermayer, W.

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p. 984-1053

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Asymptotic ruin probabilities and optimal investment

Gaier, J. ; Grandits, P. ; Schachermayer, W.

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p. 1054-1076

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Perpetual options and Canadization through fluctuation theory

Kyprianou, A. E. ; Pistorius, M. R.

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p. 1077-1098

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Limit theorem for Leland's strategy

Pergamenshchikov, S.

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p. 1099-1118

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A broader view of Brownian networks

Harrison, J. Michael

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p. 1119-1150

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Control of end-to-end delay tails in a multiclass network: LWDF discipline optimality

Stolyar, Alexander L.

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p. 1151-1206

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Some probability distributions in modeling DNA replication

Lachal, Aimé

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p. 1207-1230

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Convergent multiple-timescales reinforcement learning algorithms in normal form games

Leslie, David S. ; Collins, E. J.

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p. 1231-1251

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On the multiplicity of the maximum in a discrete random sample

Bruss, F. Thomas ; Grübel, Rudolf

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p. 1252-1263

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A stochastically quasi-optimal search algorithm for the maximum of the simple random walk

Chassaing, P. ; Marckert, J. F. ; Yor, M.

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p. 1264-1295

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Maximum likelihood estimation of hidden Markov processes

Frydman, Halina ; Lakner, Peter

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p. 1296-1312

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Malyshev's theory and JS-queues. Asymptotics of stationary probabilities

Kurkova, I. A. ; Suhov, Y. M.

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p. 1313-1354

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Limits of on/off hierarchical product models for data transmission

Resnick, Sidney ; Samorodnitsky, Gennady

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p. 1355-1398

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Critical random walks on two-dimensional complexes with applications to polling systems

MacPhee, I. M. ; Menshikov, M. V.

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p. 1399-1422

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Large-deviations analysis of the fluid approximation for a controllable tandem queue

Gajrat, Alexander ; Hordijk, Arie ; Ridder, Ad

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p. 1423-1448

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Stability analysis of second-order fluid flow models in a stationary ergodic environment

Rabehasaina, Landy ; Sericola, Bruno

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p. 1449-1473

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Asymptotically exact analysis of a loss network with channel continuity

Alanyali, Murat

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p. 1474-1493

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Free lunch for large financial markets with continuous price processes

Klein, Irene

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p. 1494-1503

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Necessary and sufficient conditions in the problem of optimal investment in incomplete markets

Kramkov, D. ; Schachermayer, W.

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p. 1504-1516

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On the properties of $r$-excessive mappings for a class of diffusions

Alvarez, Luis H. R.

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p. 1517-1533

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Sharp asymptotic results for simplified mutation-selection algorithms

Bérard, J. ; Bienvenüe, A.

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p. 1534-1568

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Existence of quasi-stationary measures for asymmetric attractive particle systems on $\ZZ^d$

Asselah, Amine ; Castell, Fabienne

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p. 1569-1590

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Exponential decay of entropy in the random transposition and Bernoulli-Laplace models

Gao, Fuqing ; Quastel, Jeremy

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p. 1591-1600

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Large deviations in first-passage percolation

Chow, Yunshyong ; Zhang, Yu

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p. 1601-1614

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On convergence of the uniform norms for Gaussian processes and linear approximation problems

Hüsler, J. ; Piterbarg, V. ; Seleznjev, O.

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p. 1615-1653

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