Sommaire du Fascicule no. 1

Bounds on measures satisfying moment conditions

Lasserre, Jean B.

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MaxWeight scheduling in a generalized switch: State space collapse and workload minimization in heavy traffic

Stolyar, Alexander L.

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p. 1-53

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Universal prediction of random binary sequences in a noisy environment

Weissman, Tsachy ; Merhav, Neri

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p. 54-89

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AIMD algorithms and exponential functionals

Guillemin, Fabrice ; Robert, Philippe ; Zwart, Bert

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p. 90-117

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Limit theorems for random normalized distortion

Cohort, Pierre

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p. 118-143

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Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters

Le Gland, François ; Oudjane, Nadia

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p. 144-187

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Survival and extinction in a locally regulated population

Etheridge, A. M.

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p. 188-214

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Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options

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

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p. 215-238

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Approximation of smooth convex bodies by random circumscribed polytopes

Böröczky, Károly ; Reitzner, Matthias

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p. 239-273

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Mixing times of lozenge tiling and card shuffling Markov chains

Wilson, David Bruce

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p. 274-325

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Stability and instability of a two-station queueing network

Dai, J. G. ; Hasenbein, John J. ; Vande Vate, John H.

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p. 326-377

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A general limit theorem for recursive algorithms and combinatorial structures

Neininger, Ralph ; Rüschendorf, Ludger

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p. 378-418

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Phase transitions and metastability in Markovian and molecular systems

Huisinga, Wilhelm ; Meyn, Sean ; Schütte, Christof

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p. 419-458

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A numerical scheme for BSDEs

Zhang, Jianfeng

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p. 459-488

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Average and diffusion approximation of stochastic evolutionary systems in an asymptotic split state space

Korolyuk, Vladimir S. ; Limnios, Nikolaos

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p. 489-516

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Invariant states and rates of convergence for a critical fluid model of a processor sharing queue

Puha, Amber L. ; Williams, Ruth J.

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p. 517-554

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Diffusion approximation for a processor sharing queue in heavy traffic

Gromoll, H. Christian

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p. 555-611

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Moments and tails in monotone-separable stochastic networks

Baccelli, François ; Foss, Serguei

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p. 612-650

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A representation of Gibbs measure for the random energy model

Kratz, Marie F. ; Picco, Pierre

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p. 651-677

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Dual formulation of the utility maximization problem: The case of nonsmooth utility

Bouchard, B. ; Touzi, N. ; Zeghal, A.

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p. 678-717

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Spanning tree size in random binary search trees

Panholzer, Alois ; Prodinger, Helmut

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p. 718-733

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Perfect sampling using bounding chains

Huber, Mark

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p. 734-753

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Coalescence in a random background

Barton, N. H. ; Etheridge, A. M. ; Sturm, A. K.

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p. 754-785

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A homing problem for diffusion processes with control-dependent variance

Lefebvre, Mario

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p. 786-795

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Convergence rate of linear two-time-scale stochastic approximation

Konda, Vijay R. ; Tsitsiklis, John N.

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p. 796-819

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On overload in a storage model, with a self-similar and infinitely divisible input

Albin, J. M. P. ; Samorodnitsky, Gennady

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p. 820-844

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Optimal investment with random endowments in incomplete markets

Hugonnier, Julien ; Kramkov, Dmitry

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p. 845-864

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The asymptotic distributions of the largest entries of sample correlation matrices

Jiang, Tiefeng

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p. 865-880

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On the minimal travel time needed to collect n items on a circle

Litvak, Nelly ; van Zwet, Willem R.

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p. 881-902

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Exact asymptotics for fluid queues fed by multiple heavy-tailed on–off flows

Zwart, Bert ; Borst, Sem ; Mandjes, Michel

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p. 903-957

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Optimal Hoeffding bounds for discrete reversible Markov chains

A. León, Carlos ; Perron, François

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p. 958-970

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The tail of the stationary distribution of a random coefficient AR (q) model

Klüppelberg, Claudia ; Pergamenchtchikov, Serguei

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p. 971-1005

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Large deviations problems for star networks: The min policy

Delcoigne, Franck ; de La Fortelle, Arnaud

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p. 1006-1028

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Hitting probabilities in a Markov additive process with linear movements and upward jumps: Applications to risk and queueing processes

Miyazawa, Masakiyo

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p. 1029-1054

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Fluid model for a network operating under a fair bandwidth-sharing policy

Kelly, F. P. ; Williams, R. J.

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p. 1055-1083

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Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic

Atar, Rami ; Mandelbaum, Avi ; Reiman, Martin I.

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p. 1084-1134

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Local limit theory and large deviations for supercritical Branching processes

Ney, Peter E. ; Vidyashankar, Anand N.

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p. 1135-1166

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Modeling credit risk with partial information

Çetin, Umut ; Jarrow, Robert ; Protter, Philip ; Yıldırım, Yıldıray

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p. 1167-1178

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On maximum likelihood estimation of the extreme value index

Drees, Holger ; Ferreira, Ana ; de Haan, Laurens

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p. 1179-1201

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Uniform Markov renewal theory and ruin probabilities in Markov random walks

Fuh, Cheng-Der

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p. 1202-1241

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Random oriented trees: A model of drainage networks

Gangopadhyay, Sreela ; Roy, Rahul ; Sarkar, Anish

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p. 1242-1266

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A characterization of hedging portfolios for interest rate contingent claims

Carmona, Rene ; Tehranchi, Michael

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p. 1267-1294

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A mixture representation of π with applications in Markov chain Monte Carlo and perfect sampling

Hobert, James P. ; Robert, Christian P.

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p. 1295-1305

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Earliest-deadline-first service in heavy-traffic acyclic networks

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

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p. 1306-1352

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Practical drift conditions for subgeometric rates of convergence

Douc, Randal ; Fort, Gersende ; Moulines, Eric ; Soulier, Philippe

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p. 1353-1377

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Ruin probabilities and decompositions for general perturbed risk processes

Huzak, Miljenko ; Perman, Mihael ; Šikić, Hrvoje ; Vondraček, Zoran

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p. 1378-1397

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On the Neyman–Pearson problem for law-invariant risk measures and robust utility functionals

Schied, Alexander

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p. 1398-1423

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When can the two-armed bandit algorithm be trusted?

Lamberton, Damien ; Pagès, Gilles ; Tarrès, Pierre

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p. 1424-1454

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Generalized URN models of evolutionary processes

Benaïm, Michel ; Schreiber, Sebastian J. ; Tarrès, Pierre

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p. 1455-1478

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Optimal scaling of MaLa for nonlinear regression

Breyer, Laird Arnault ; Piccioni, Mauro ; Scarlatti, Sergio

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p. 1479-1505

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Stochastic partial differential equations driven by Lévy space-time white noise

Løkka, Arne ; Øksendal, Bernt ; Proske, Frank

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p. 1506-1528

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Iterated Brownian motion in an open set

DeBlassie, R. Dante

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p. 1529-1558

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Concentration of permanent estimators for certain large matrices

Friedland, Shmuel ; Rider, Brian ; Zeitouni, Ofer

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p. 1559-1576

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Behavior dominated by slow particles in a disordered asymmetric exclusion process

Grigorescu, Ilie ; Kang, Min ; Seppäläinen, Timo

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p. 1577-1602

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Optimal pointwise approximation of SDEs based on Brownian motion at discrete points

Müller-Gronbach, Thomas

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p. 1605-1642

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Quantitative bounds on convergence of time-inhomogeneous Markov chains

Douc, R. ; Moulines, E. ; Rosenthal, Jeffrey S.

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p. 1643-1665

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On stationarity of Lagrangian observations of passive tracer velocity in a compressible environment

Komorowski, Tomasz ; Krupa, Grzegorz

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p. 1666-1697

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Exponential penalty function control of loss networks

Iyengar, Garud ; Sigman, Karl

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p. 1698-1740

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Elementary bounds on Poincaré and log-Sobolev constants for decomposable Markov chains

Jerrum, Mark ; Son, Jung-Bae ; Tetali, Prasad ; Vigoda, Eric

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p. 1741-1765

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Ruin probabilities and overshoots for general Lévy insurance risk processes

Klüppelberg, Claudia ; Kyprianou, Andreas E. ; Maller, Ross A.

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p. 1766-1801

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Stability in distribution of randomly perturbed quadratic maps as Markov processes

Bhattacharya, Rabi ; Majumdar, Mukul

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p. 1802-1809

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Interplay between dividend rate and business constraints for a financial corporation

Choulli, Tahir ; Taksar, Michael ; Zhou, Xun Yu

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p. 1810-1837

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Limit theorems for mixed max–sum processes with renewal stopping

Silvestrov, Dmitrii S. ; Teugels, Jozef L.

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p. 1838-1868

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Continuum percolation with steps in an annulus

Balister, Paul ; Bollobás, Béla ; Walters, Mark

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p. 1869-1879

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A microscopic probabilistic description of a locally regulated population and macroscopic approximations

Fournier, Nicolas ; Méléard, Sylvie

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p. 1880-1919

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Stability and the Lyapounov exponent of threshold AR-ARCH Models

Cline, Daren B. H. ; Pu, Huay-min H.

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p. 1920-1949

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Normal approximation for hierarchical structures

Goldstein, Larry

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p. 1950-1969

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On the super replication price of unbounded claims

Biagini, Sara ; Frittelli, Marco

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p. 1970-1991

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Limit laws of estimators for critical multi-type Galton–Watson processes

Chi, Zhiyi

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p. 1992-2015

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On sampling of stationary increment processes

Albin, J. M. P.

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p. 2016-2037

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Stability of nonlinear filters in nonmixing case

Chigansky, Pavel ; Liptser, Robert

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p. 2038-2056

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Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process

Kroese, D. P. ; Scheinhardt, W. R. W. ; Taylor, P. G.

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p. 2057-2089

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Number of paths versus number of basis functions in American option pricing

Glasserman, Paul ; Yu, Bin

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p. 2090-2119

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Asymptotic genealogy of a critical branching process

Popovic, Lea

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p. 2120-2148

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Generalized stochastic differential utility and preference for information

Lazrak, Ali

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p. 2149-2175

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The right time to sell a stock whose price is driven by Markovian noise

Dalang, Robert C. ; Hongler, M.-O.

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p. 2176-2201

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