Sommaire du Fascicule no. 1

Limit distributions for large Pólya urns

Chauvin, Brigitte ; Pouyanne, Nicolas ; Sahnoun, Reda

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p. 1-32

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Law of large numbers limits for many-server queues

Kaspi, Haya ; Ramanan, Kavita

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p. 33-114

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A general framework for waves in random media with long-range correlations

Marty, Renaud ; Sølna, Knut

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p. 115-139

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Multivariate supOU processes

Barndorff-Nielsen, Ole Eiler ; Stelzer, Robert

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p. 140-182

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Occupation and local times for skew Brownian motion with applications to dispersion across an interface

Appuhamillage, Thilanka ; Bokil, Vrushali ; Thomann, Enrique ; Waymire, Edward ; Wood, Brian

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p. 183-214

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On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems

Belomestny, Denis

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p. 215-239

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Sharp thresholds for the random-cluster and Ising models

Graham, Benjamin ; Grimmett, Geoffrey

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p. 240-265

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Generalized integrands and bond portfolios: Pitfalls and counter examples

Taflin, Erik

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p. 266-282

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Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction

Dereich, Steffen

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p. 283-311

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Random permutations with cycle weights

Betz, Volker ; Ueltschi, Daniel ; Velenik, Yvan

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p. 312-331

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Boundary conditions for the single-factor term structure equation

Ekström, Erik ; Tysk, Johan

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p. 332-350

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Almost sure central limit theorem for branching random walks in random environment

Nakashima, Makoto

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p. 351-373

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Sharpness of the percolation transition in the two-dimensional contact process

van den Berg, J.

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p. 374-395

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Affine processes on positive semidefinite matrices

Cuchiero, Christa ; Filipović, Damir ; Mayerhofer, Eberhard ; Teichmann, Josef

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p. 397-463

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Nonnormal approximation by Stein’s method of exchangeable pairs with application to the Curie–Weiss model

Chatterjee, Sourav ; Shao, Qi-Man

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p. 464-483

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Heavy traffic analysis for EDF queues with reneging

Kruk, Łukasz ; Lehoczky, John ; Ramanan, Kavita ; Shreve, Steven

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p. 484-545

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Limit theorems for power variations of pure-jump processes with application to activity estimation

Todorov, Viktor ; Tauchen, George

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p. 546-588

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The Longstaff–Schwartz algorithm for Lévy models: Results on fast and slow convergence

Gerhold, Stefan

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p. 589-608

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Hybrid Atlas models

Ichiba, Tomoyuki ; Papathanakos, Vassilios ; Banner, Adrian ; Karatzas, Ioannis ; Fernholz, Robert

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p. 609-644

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On the transition from heavy traffic to heavy tails for the M/G/1 queue: The regularly varying case

Olvera-Cravioto, Mariana ; Blanchet, Jose ; Glynn, Peter

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p. 645-668

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Sampling conditioned hypoelliptic diffusions

Hairer, Martin ; Stuart, Andrew M. ; Voss, Jochen

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p. 669-698

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Traveling waves of selective sweeps

Durrett, Rick ; Mayberry, John

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p. 699-744

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Diffusion limits of limited processor sharing queues

Zhang, Jiheng ; Dai, J. G. ; Zwart, Bert

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p. 745-799

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