Sommaire du Fascicule no. 1

Corrections and acknowledgment for “Local limit theory and large deviations for supercritical branching processes”

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

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On a nonhierarchical version of the generalized random energy model

Bolthausen, Erwin ; Kistler, Nicola

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p. 1-14

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The maximum of a random walk reflected at a general barrier

Hansen, Niels Richard

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p. 15-29

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Analysis of top to bottom-k shuffles

Goel, Sharad

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p. 30-55

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Validity of heavy traffic steady-state approximations in generalized Jackson networks

Gamarnik, David ; Zeevi, Assaf

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p. 56-90

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Overshoots and undershoots of Lévy processes

Doney, R. A. ; Kyprianou, A. E.

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p. 91-106

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A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients

Lejay, Antoine ; Martinez, Miguel

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p. 107-139

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A forward–backward stochastic algorithm for quasi-linear PDEs

Delarue, François ; Menozzi, Stéphane

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p. 140-184

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Systematic scan for sampling colorings

Dyer, Martin ; Goldberg, Leslie Ann ; Jerrum, Mark

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p. 185-230

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The overhand shuffle mixes in Θ(n2logn) steps

Jonasson, Johan

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p. 231-243

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Mean field convergence of a model of multiple TCP connections through a buffer implementing RED

McDonald, D. R. ; Reynier, J.

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p. 244-294

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Lifshitz tails for spectra of Erdős–Rényi random graphs

Khorunzhiy, Oleksiy ; Kirsch, Werner ; Müller, Peter

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p. 295-309

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Large deviation asymptotics and control variates for simulating large functions

Meyn, Sean P.

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p. 310-339

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Asymptotic theorems of sequential estimation-adjusted urn models

Zhang, Li-X. ; Hu, Feifang ; Cheung, Siu Hung

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p. 340-369

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Induced gelation in a two-site spatial coagulation model

Siegmund-Schultze, Rainer ; Wagner, Wolfgang

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p. 370-402

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Individual versus cluster recoveries within a spatially structured population

Belhadji, L. ; Lanchier, N.

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p. 403-422

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Some strong limit theorems for the largest entries of sample correlation matrices

Li, Deli ; Rosalsky, Andrew

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p. 423-447

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Stochastic spatial models of host-pathogen and host-mutualist interactions I

Lanchier, N. ; Neuhauser, C.

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p. 448-474

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Optimal scaling for partially updating MCMC algorithms

Neal, Peter ; Roberts, Gareth

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p. 475-515

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Accuracy of state space collapse for earliest-deadline-first queues

Kruk, Łukasz ; Lehoczky, John ; Shreve, Steven

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p. 516-561

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Asymptotic behavior of the Poisson–Dirichlet distribution for large mutation rate

Dawson, Donald A. ; Feng, Shui

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p. 562-582

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Learning nonsingular phylogenies and hidden Markov models

Mossel, Elchanan ; Roch, Sébastien

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p. 583-614

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The mixing time for simple exclusion

Morris, Ben

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p. 615-635

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Pinning of polymers and interfaces by random potentials

Alexander, Kenneth S. ; Sidoravicius, Vladas

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p. 636-669

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On approximate pattern matching for a class of Gibbs random fields

Chazottes, Jean-Rene ; Redig, Frank ; Verbitskiy, Evgeny

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p. 670-684

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An approximate sampling formula under genetic hitchhiking

Etheridge, Alison ; Pfaffelhuber, Peter ; Wakolbinger, Anton

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p. 685-729

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Average optimality for continuous-time Markov decision processes in Polish spaces

Guo, Xianping ; Rieder, Ulrich

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p. 730-756

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Asymptotics of solutions to semilinear stochastic wave equations

Chow, Pao-Liu

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p. 757-789

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Continuous-time GARCH processes

Brockwell, Peter ; Chadraa, Erdenebaatar ; Lindner, Alexander

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p. 790-826

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A theoretical framework for the pricing of contingent claims in the presence of model uncertainty

Denis, Laurent ; Martini, Claude

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p. 827-852

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Variance-optimal hedging for processes with stationary independent increments

Hubalek, Friedrich ; Kallsen, Jan ; Krawczyk, Leszek

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p. 853-885

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Width and mode of the profile for some random trees of logarithmic height

Devroye, Luc ; Hwang, Hsien-Kuei

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p. 886-918

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Central limit theorems for Poisson hyperplane tessellations

Heinrich, Lothar ; Schmidt, Hendrik ; Schmidt, Volker

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p. 919-950

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Complete corrected diffusion approximations for the maximum of a random walk

Blanchet, Jose ; Glynn, Peter

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p. 951-983

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Error estimates for binomial approximations of game options

Kifer, Yuri

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p. 984-1033

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Biased random-to-top shuffling

Jonasson, Johan

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p. 1034-1058

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Positive recurrence of processes associated to crystal growth models

Andjel, E. D. ; Menshikov, M. V. ; Sisko, V. V.

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p. 1059-1085

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Limit velocity and zero–one laws for diffusions in random environment

Goergen, Laurent

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p. 1086-1123

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A duality approach for the weak approximation of stochastic differential equations

Clément, Emmanuelle ; Kohatsu-Higa, Arturo ; Lamberton, Damien

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p. 1124-1154

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A new coexistence result for competing contact processes

Chan, Benjamin ; Durrett, Richard

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p. 1155-1165

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Multitype randomized Reed–Frost epidemics and epidemics upon random graphs

Neal, Peter

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p. 1166-1189

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Adaptive Poisson disorder problem

Bayraktar, Erhan ; Dayanik, Savas ; Karatzas, Ioannis

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p. 1190-1261

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Local alignment of Markov chains

Hansen, Niels Richard

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p. 1262-1296

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Coupling with the stationary distribution and improved sampling for colorings and independent sets

Hayes, Thomas P. ; Vigoda, Eric

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p. 1297-1318

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The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models

Rheinländer, Thorsten ; Steiger, Gallus

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p. 1319-1351

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On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets

Kramkov, Dmitry ; Sîrbu, Mihai

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p. 1352-1384

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A spatially explicit model for competition among specialists and generalists in a heterogeneous environment

Lanchier, N. ; Neuhauser, C.

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p. 1385-1410

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Tail asymptotics for the maximum of perturbed random walk

Araman, Victor F. ; Glynn, Peter W.

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p. 1411-1431

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Random rewards, fractional Brownian local times and stable self-similar processes

Cohen, Serge ; Samorodnitsky, Gennady

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p. 1432-1461

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On the ergodicity properties of some adaptive MCMC algorithms

Andrieu, Christophe ; Moulines, Éric

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p. 1462-1505

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Relaxation time of L-reversal chains and other chromosome shuffles

Cancrini, N. ; Caputo, P. ; Martinelli, F.

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p. 1506-1527

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Nonmonotonicity of phase transitions in a loss network with controls

Luen, Brad ; Ramanan, Kavita ; Ziedins, Ilze

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p. 1528-1562

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On the variational distance of two trees

Steel, M. A. ; Székely, L. A.

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p. 1563-1575

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On the value of optimal stopping games

Ekström, Erik ; Villeneuve, Stephane

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p. 1576-1596

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The density of the ISE and local limit laws for embedded trees

Bousquet-Mélou, Mireille ; Janson, Svante

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p. 1597-1632

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A filtering approach to tracking volatility from prices observed at random times

Cvitanić, Jakša ; Liptser, Robert ; Rozovskii, Boris

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p. 1633-1652

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A heteropolymer in a medium with random droplets

Wüthrich, Mario V.

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p. 1653-1670

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Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algorithms

Mokkadem, Abdelkader ; Pelletier, Mariane

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p. 1671-1702

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

Harrison, J. Michael

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p. 1703-1732

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Coagulation–fragmentation duality, Poisson–Dirichlet distributions and random recursive trees

Dong, Rui ; Goldschmidt, Christina ; Martin, James B.

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p. 1733-1750

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Continuous-time mean-variance efficiency: the 80% rule

Li, Xun ; Zhou, Xun Yu

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p. 1751-1763

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Queueing systems with many servers: Null controllability in heavy traffic

Atar, Rami ; Mandelbaum, Avi ; Shaikhet, Gennady

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p. 1764-1804

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A simple proof of Kaijser’s unique ergodicity result for hidden Markov α-chains

Kochman, Fred ; Reeds, Jim

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p. 1805-1815

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Periodicity in the transient regime of exhaustive polling systems

MacPhee, I. M. ; Menshikov, M. V. ; Popov, S. ; Volkov, S.

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p. 1816-1850

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Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: A large deviations approach

Herrmann, Samuel ; Imkeller, Peter ; Peithmann, Dierk

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p. 1851-1892

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Sample path large deviations for multiclass feedforward queueing networks in critical loading

Majewski, Kurt

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p. 1893-1924

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Asymptotic analysis of multiscale approximations to reaction networks

Ball, Karen ; Kurtz, Thomas G. ; Popovic, Lea ; Rempala, Greg

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p. 1925-1961

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Diffusion approximations for controlled stochastic networks: An asymptotic bound for the value function

Budhiraja, Amarjit ; Ghosh, Arka Prasanna

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p. 1962-2006

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Analysis of loss networks with routing

Antunes, Nelson ; Fricker, Christine ; Robert, Philippe ; Tibi, Danielle

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p. 2007-2026

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Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging

Becherer, Dirk

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p. 2027-2054

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Market free lunch and large financial markets

Klein, Irene

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p. 2055-2077

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Harmonic continuous-time branching moments

Piau, Didier

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p. 2078-2097

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Separation cut-offs for birth and death chains

Diaconis, Persi ; Saloff-Coste, Laurent

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p. 2098-2122

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Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains

Roberts, Gareth O. ; Rosenthal, Jeffrey S.

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p. 2123-2139

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Sensitivity analysis of utility-based prices and risk-tolerance wealth processes

Kramkov, Dmitry ; Sîrbu, Mihai

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p. 2140-2194

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The mean, variance and limiting distribution of two statistics sensitive to phylogenetic tree balance

Blum, Michael G. B. ; François, Olivier ; Janson, Svante

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p. 2195-2214

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Limitations of Markov chain Monte Carlo algorithms for Bayesian inference of phylogeny

Mossel, Elchanan ; Vigoda, Eric

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p. 2215-2234

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Existence of optimal controls for singular control problems with state constraints

Budhiraja, Amarjit ; Ross, Kevin

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p. 2235-2255

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Stationarity and geometric ergodicity of a class of nonlinear ARCH models

Saïdi, Youssef ; Zakoïan, Jean-Michel

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p. 2256-2271

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Error estimates for binomial approximations of game options

Kifer, Yuri

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p. 2273-2275

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