Sommaire du Fascicule no. 1A

Dynamic importance sampling for uniformly recurrent Markov chains

Dupuis, Paul ; Wang, Hui

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p. 1-38

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The exit problem for diffusions with time-periodic drift and stochastic resonance

Herrmann, Samuel ; Imkeller, Peter

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p. 39-68

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Learning mixtures of separated nonspherical Gaussians

Arora, Sanjeev ; Kannan, Ravi

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p. 69-92

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Fast simulation of new coins from old

Nacu, Şerban ; Peres, Yuval

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p. 93-115

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Characterization of arbitrage-free markets

Strasser, Eva

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p. 116-124

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Structure of large random hypergraphs

Darling, R. W. R. ; Norris, J. R.

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p. 125-152

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Large deviations for template matching between point processes

Chi, Zhiyi

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p. 153-174

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A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains

Cavazos-Cadena, Rolando ; Hernández-Hernández, Daniel

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p. 175-212

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Gaussian limits for random measures in geometric probability

Baryshnikov, Yu. ; Yukich, J. E.

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p. 213-253

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On the distribution of the maximum of a Gaussian field with d parameters

Azaïs, Jean-Marc ; Wschebor, Mario

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p. 254-278

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Mixed Poisson approximation of node depth distributions in random binary search trees

Grübel, Rudolf ; Stefanoski, Nikolče

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p. 279-297

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Coexistence in two-type first-passage percolation models

Garet, Olivier ; Marchand, Régine

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p. 298-330

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Heavy traffic analysis of open processing networks with complete resource pooling: Asymptotic optimality of discrete review policies

Ata, Baris ; Kumar, Sunil

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p. 331-391

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Large deviations of the empirical volume fraction for stationary Poisson grain models

Heinrich, Lothar

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p. 392-420

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Large deviations for a class of nonhomogeneous Markov chains

Dietz, Zach ; Sethuraman, Sunder

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p. 421-486

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The disorder problem for compound Poisson processes with exponential jumps

Gapeev, Pavel V.

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p. 487-499

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Subexponential asymptotics of hybrid fluid and ruin models

Zwart, Bert ; Borst, Sem ; Dȩbicki, Krzystof

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p. 500-517

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Large deviations of a modified Jackson network: Stability and rough asymptotics

Foley, Robert D. ; McDonald, David R.

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p. 519-541

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Bridges and networks: Exact asymptotics

Foley, Robert D. ; McDonald, David R.

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p. 542-586

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Moderate deviations for particle filtering

Douc, R. ; Guillin, A. ; Najim, J.

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p. 587-614

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Upper bounds for spatial point process approximations

Schuhmacher, Dominic

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p. 615-651

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How likely is an i.i.d. degree sequence to be graphical?

Arratia, Richard ; Liggett, Thomas M.

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p. 652-670

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The stepping stone model. II: Genealogies and the infinite sites model

Zähle, Iljana ; Cox, J. Theodore ; Durrett, Richard

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p. 671-699

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Renewal theory and computable convergence rates for geometrically ergodic Markov chains

Baxendale, Peter H.

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p. 700-738

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Coexistence for Richardson type competing spatial growth models

Hoffman, Christopher

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p. 739-747

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Utility maximization with a stochastic clock and an unbounded random endowment

Žitković, Gordan

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p. 748-777

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Reconstructing a two-color scenery by observing it along a simple random walk path

Matzinger, Heinrich

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p. 778-819

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A diffusion model of scheduling control in queueing systems with many servers

Atar, Rami

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p. 820-852

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Exact and approximate results for deposition and annihilation processes on graphs

Penrose, Mathew D. ; Sudbury, Aidan

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p. 853-889

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Near-integrated GARCH sequences

Berkes, István ; Horváth, Lajos ; Kokoszka, Piotr

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p. 890-913

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Asymptotics in randomized urn models

Bai, Zhi-Dong ; Hu, Feifang

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p. 914-940

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A Berry–Esseen theorem for Feynman–Kac and interacting particle models

Del Moral, Pierre ; Tindel, Samy

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p. 941-962

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Periodic copolymers at selective interfaces: A large deviations approach

Bolthausen, Erwin ; Giacomin, Giambattista

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p. 963-983

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Mass extinctions: an alternative to the Allee effect

Schinazi, Rinaldo B.

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p. 984-991

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Tail of a linear diffusion with Markov switching

de Saporta, Benoîte ; Yao, Jian-Feng

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p. 992-1018

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The long-run behavior of the stochastic replicator dynamics

Imhof, Lorens A.

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p. 1019-1045

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A survey of max-type recursive distributional equations

Aldous, David J. ; Bandyopadhyay, Antar

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p. 1047-1110

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Classical solutions to reaction–diffusion systems for hedging problems with interacting Itô and point processes

Becherer, Dirk ; Schweizer, Martin

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p. 1111-1144

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Drift rate control of a Brownian processing system

Ata, Bariş ; Harrison, J. M. ; Shepp, L. A.

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p. 1145-1160

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Bouchaud’s model exhibits two different aging regimes in dimension one

Arous, Gérard Ben ; Černý, Jiří

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p. 1161-1192

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Sample-path large deviations for tandem and priority queues with Gaussian inputs

Mandjes, Michel ; van Uitert, Miranda

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p. 1193-1226

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The motion of a second class particle for the tasep starting from a decreasing shock profile

Mountford, Thomas ; Guiol, Hervé

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p. 1227-1259

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A theory of bond portfolios

Ekeland, Ivar ; Taflin, Erik

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p. 1260-1305

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Asymptotic behavior of a metapopulation model

Barbour, A. D. ; Pugliese, A.

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p. 1306-1338

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On the convergence from discrete to continuous time in an optimal stopping problem

Dupuis, Paul ; Wang, Hui

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p. 1339-1366

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On utility maximization in discrete-time financial market models

Rásonyi, Miklós ; Stettner, Lukasz

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p. 1367-1395

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Monte Carlo algorithms for optimal stopping and statistical learning

Egloff, Daniel

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p. 1396-1432

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Accelerating diffusions

Hwang, Chii-Ruey ; Hwang-Ma, Shu-Yin ; Sheu, Shuenn-Jyi

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p. 1433-1444

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Cramér’s estimate for a reflected Lévy process

Doney, R. A. ; Maller, R. A.

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p. 1445-1450

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Walks in the quarter plane: Kreweras’ algebraic model

Bousquet-Mélou, Mireille

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p. 1451-1491

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Summation test for gap penalties and strong law of the local alignment score

Chan, Hock Peng

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p. 1492-1505

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The branching process with logistic growth

Lambert, Amaury

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p. 1506-1535

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The oscillatory distribution of distances in random tries

Christophi, Costas A. ; Mahmoud, Hosam M.

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p. 1536-1564

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Subgeometric ergodicity of strong Markov processes

Fort, G. ; Roberts, G. O.

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p. 1565-1589

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Workload reduction of a generalized Brownian network

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

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p. 2255-2295

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Atlas models of equity markets

Banner, Adrian D. ; Fernholz, Robert ; Karatzas, Ioannis

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p. 2296-2330

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Rate of convergence in the multidimensional central limit theorem for stationary processes. Application to the Knudsen gas and to the Sinai billiard

Pène, Françoise

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p. 2331-2392

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Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns

Bouchard, Bruno ; Pham, Huyên

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p. 2393-2421

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Exact simulation of diffusions

Beskos, Alexandros ; Roberts, Gareth O.

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p. 2422-2444

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A probabilistic analysis of some tree algorithms

Mohamed, Hanène ; Robert, Philippe

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p. 2445-2471

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Small time path behavior of double stochastic integrals and applications to stochastic control

Cheridito, Patrick ; Soner, H. Mete ; Touzi, Nizar

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p. 2472-2495

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Genealogical particle analysis of rare events

Del Moral, Pierre ; Garnier, Josselin

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p. 2496-2534

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Monotone properties of random geometric graphs have sharp thresholds

Goel, Ashish ; Rai, Sanatan ; Krishnamachari, Bhaskar

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p. 2535-2552

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Invariance principle for the coverage rate of genomic physical mappings

Piau, Didier

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p. 2553-2574

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Maturity randomization for stochastic control problems

Bouchard, Bruno ; El Karoui, Nicole ; Touzi, Nizar

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p. 2575-2605

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Scheduling control for queueing systems with many servers: Asymptotic optimality in heavy traffic

Atar, Rami

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p. 2606-2650

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Functional large deviations for multivariate regularly varying random walks

Hult, Henrik ; Lindskog, Filip ; Mikosch, Thomas ; Samorodnitsky, Gennady

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p. 2651-2680

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Statistical Romberg extrapolation: A new variance reduction method and applications to option pricing

Kebaier, Ahmed

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p. 2681-2705

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Asymptotic error for the Milstein scheme for SDEs driven by continuous semimartingales

Yan, Liqing

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p. 2706-2738

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Rates for branching particle approximations of continuous-discrete filters

Kouritzin, Michael A. ; Sun, Wei

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p. 2739-2772

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A theory of stochastic integration for bond markets

De Donno, M. ; Pratelli, M.

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p. 2773-2791

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