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The Annals of applied probability: an official journal of the Institute of Mathematical Statistics

The Annals of applied probability: an official journal of the Institute of Mathematical Statistics

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中文名称：应用概率年鉴：数理统计研究所的官方杂志

ISSN：1050-5164
出版周期：-

发文量：1021

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1.Large deviations problems for star networks: the min policy

机译：星型网络的大偏差问题：最低政策
- 作者：Franck Delcoigne;Arnaud de La Fortelle
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2004年第2期
- large deviations;
- rate function;
- empirical generator;
- change of measure;
- contraction principle;
- entropy;
- star network;
- bandwidth sharing;
- min protocol;
2.Exponential penalty function control of loss networks

机译：损失网络的指数罚函数控制
- 作者：Iyengar G;Sigman K
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2004年第4期
3.Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process

机译：串联杰克逊网络的光谱特性，被视为准生死过程
- 作者：Kroese DP;Scheinhardt WRW;Taylor PG
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2004年第4期
- decay rate;
- tandem Jackson network;
- QBD process;
- stationary distribution;
- hitting probabilities;
- MARKOV-CHAINS;
- STATIONARY DISTRIBUTIONS;
- MODELS;
4.Normal approximation for hierarchical structures

机译：层次结构的正态近似
- 作者：Goldstein L
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2004年第4期
- resistor network;
- self-similar;
- contraction mapping;
- Stein's method;
- INDEPENDENT RANDOM-VARIABLES;
- ITERATED FUNCTIONS;
- LIMIT;
5.Limit laws of estimators for critical multi-type Galton-Watson processes

机译：临界多类型Galton-Watson过程的估计的极限定律
- 作者：Chi ZY
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2004年第4期
- branching processes;
- stable distribution;
- noncentral limit theorem;
- mean matrix;
- Frobenius eigenvector;
- eigenvalue;
- INCREASING RANDOM NUMBER;
- BRANCHING-PROCESSES;
- IMMIGRATION;
- ANCESTORS;
- THEOREMS;
6.Optimal investment with random endowments in incomplete markets

机译：在不完整市场中具有随机捐赠的最优投资
- 作者：Juline Hugonnier;Dmitry Kramkov
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2004年第2期
- utility maximization;
- random endowment;
- convex duality;
- incomplete markets;
- optimal investment;
- utility-based valuation;
- contingent claim;
- European option;
7.The right time to sell a stock whose price is driven by Markovian noise

机译：正确的时间出售价格受马尔可夫噪声影响的股票
- 作者：Dalang RC;Hongler MO
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2004年第4期
- optimal stopping;
- telegrapher's noise;
- piecewise deterministic Markov process;
- principle of smooth fit;
8.A characterization of hedging portfolios for interest rate contingent claims

机译：利率或有债权的对冲投资组合的特征
- 作者：Rene Carmona;Michael Tehranchi
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2004年第3期
- Fixed income markets;
- Malliavin calculus;
- infinite-dimensional processes;
- hedging portfolios;
9.On maximum likelihood estimation of the extreme value index

机译：关于极值指标的最大似然估计
- 作者：Holger Drees;Ana Ferreira;Laurens de Haan
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2004年第3期
- Asymptotic normality;
- exceedances;
- extreme value index;
- maximum likelihood;
- order statistics;
- second-order condition;
10.Diffusion approximation for a processor sharing queue in heavy traffic

机译：繁忙流量中的处理器共享队列的扩散近似
- 作者：H. Christian Gromoll
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2004年第2期
- processor sharing queue;
- heavy traffic;
- diffusion approximation;
- state space collapse;
- measure valued process;
11.On stationarity of Lagrangian observations of passive tracer velocity in a compressible environment

机译：可压缩环境中被动示踪剂速度的拉格朗日观测的平稳性
- 作者：Komorowski T;Krupa G
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2004年第4期
- random field;
- diffusions in random media;
- Lagrangian process;
- invariant measure;
- TURBULENT TRANSPORT;
- FLOWS;
12.The coalescent effective size of age-structured populations

机译：年龄结构人口的合并有效规模
- 作者：Sagitov S;Jagers P
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第3期
- coalescent;
- exchangeability;
- population genetics;
- effective population size;
- overlapping generations;
- MARKOV-CHAINS;
- CONVERGENCE;
- MODELS;
- GENETICS;
13.The disorder problem for compound Poisson processes with exponential jumps

机译：具有指数跳跃的复合泊松过程的无序问题
- 作者：Gapeev PV
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第1appa期
14.The motion of a second class particle for the tasep starting from a decreasing shock profile

机译：tasep的第二类粒子的运动从减小的冲击轮廓开始
- 作者：Mountford T;Guiol H
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第2期
15.Large deviations for a class of nonhomogeneous Markov chains

机译：一类非齐次马尔可夫链的大偏差
- 作者：Dietz Z;Sethuraman S
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第1appa期
- large deviations;
- nonhomogeneous;
- Markov;
- optimization;
- geometric cooling;
- glassy models;
- SIMULATED ANNEALING ALGORITHMS;
- RARE TRANSITIONS;
- LATTICE SYSTEMS;
- LOW-TEMPERATURE;
- DYNAMICS;
- METASTABILITY;
- LIMIT;
- ENTROPY;
- THEOREM;
16.The branching process with logistic growth

机译：物流增长的分支过程
- 作者：Lambert A
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第2期
17.Asymptotic behavior of a metapopulation model

机译：种群模型的渐近行为
- 作者：Barbour AD;Pugliese A
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第2期
- metapopulation process;
- threshold theorem;
- stochastic comparison;
- structured population model;
- PERSISTENCE;
- POPULATION;
- EXTINCTION;
- EQUATIONS;
- FITNESS;
18.Utility maximization with a stochastic clock and an unbounded random endowment

机译：随机时钟和无穷随机end赋的效用最大化
- 作者：Zitkovic G
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第1b期
19.Monotone properties of random geometric graphs have sharp thresholds

机译：随机几何图的单调性质具有尖锐的阈值
- 作者：Goel A;Rai S;Krishnamachari B
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第4期
- geometric random graphs;
- sharp thresholds;
- wireless networks;
- WIRELESS NETWORKS;
- CONNECTIVITY;
- ALGORITHMS;
20.A theory of stochastic integration for bond markets

机译：债券市场的随机整合理论
- 作者：De Donno M;Pratelli M
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第4期
21.Renewal theory and computable convergence rates for geometrically ergodic Markov chains

机译：几何遍历马尔可夫链的更新理论和可计算收敛速度
- 作者：Baxendale PH
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第1b期
- geometric ergodicity;
- renewal theory;
- reversible Markov chain;
- Markov chain Monte Carlo;
- Metropolis-Hastings algorithm;
- spectral gap;
- MONTE-CARLO;
- BOUNDS;
22.Coexistence for Richardson type competing spatial growth models

机译：理查森类型竞争空间增长模型的共存
- 作者：Hoffman C
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第1b期
- first passage percolation;
- Richardson's model;
- competing growth;
- 1ST PASSAGE PERCOLATION;
23.Tail of a linear diffusion with Markov switching

机译：马尔可夫切换的线性扩散尾
- 作者：De Saporta B;Yao JF
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第1b期
- Ornstein-Uhlenbeck diffusion;
- Markov switching;
- random difference equation;
- light tail;
- heavy tail;
- renewal theory;
- Perron-Frobenius theory;
- ladder heights;
- RENEWAL-EQUATIONS;
- SYSTEMS;
- THEOREM;
24.Scheduling control for queueing systems with many servers: Asymptotic optimality in heavy traffic

机译：具有多个服务器的排队系统的调度控制：大流量中的渐近最优性
- 作者：Atar R
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第4期
25.Spectral characterization of aging: The REM-like trap model

机译：老化的光谱表征：类REM陷阱模型
- 作者：Bovier A;Faggionato A
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第3期
- disordered systems;
- random dynamics;
- trap models;
- aging;
- spectral properties;
- RANDOM ENERGY-MODEL;
- GLAUBER DYNAMICS;
- MARKOV SEMIGROUPS;
- STATES;
26.Subexponential asymptotics of hybrid fluid and ruin models

机译：混合流体和毁灭模型的次指数渐近性
- 作者：Zwart B;Borst S;Debicki K
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第1appa期
27.Small time path behavior of double stochastic integrals and applications to stochastic control

机译：双随机积分的小时间路径行为及其在随机控制中的应用
- 作者：Cheridito P;Soner HM;Touzi N
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第4期
28.The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk

机译：重尾随机游走在随机时间间隔上超过高边界的概率
- 作者：Foss S;Palmowski Z;Zachary S
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第3期
- ruin probability;
- subexponential distributions;
- random walk;
- boundary;
- NONLINEAR RENEWAL THEORY;
- MOMENTS;
- THEOREM;
- MAXIMA;
29.Bridges and networks: Exact asymptotics

机译：桥梁和网络：精确的渐近线
- 作者：Foley RD;McDonald DR
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第1b期
- rare events;
- change of measure;
- h transform;
- quasi-stationarity;
- queueing networks;
- LIMIT-THEOREM;
- MARKOV-CHAINS;
- RANDOM-WALK;
- PARALLEL;
- QUEUES;
30.On utility maximization in discrete-time financial market models

机译：离散时间金融市场模型中的效用最大化
- 作者：Rasonyi M;Stettner L
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第2期
31.Bouchaud's model exhibits two different aging regimes in dimension one

机译：布沙模型在第一维度上表现出两种不同的老化方式
- 作者：Ben Arous G;Cerny J
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第2期
- aging;
- singular diffusions;
- random walk in random environment;
- Levy processes;
- SPIN-GLASSES;
- CONVERGENCE;
32.Monte Carlo algorithms for optimal stopping and statistical learning

机译：用于最佳停止和统计学习的蒙特卡洛算法
- 作者：Egloff D
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第2期
33.A theory of bond portfolios

机译：债券投资组合理论
- 作者：Ekeland I;Taflin E
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第2期
- INTEREST-RATES;
- SELECTION;
- MODEL;
34.Dynamic importance sampling for uniformly recurrent Markov chains

机译：均匀递归马尔可夫链的动态重要性抽样
- 作者：Dupuis P;Wang H
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第1appa期
35.Numerical solution of conservative finite-dimensional stochastic Schrodinger equations

机译：保守有限维随机薛定inger方程的数值解
- 作者：Mora CM
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第3期
36.On the power of two choices: Balls and bins in continuous time

机译：利用两种选择的力量：连续时间内的球和垃圾箱
- 作者：Luczak MJ;McDiarmid C
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第3期
- balls and bins;
- random choices;
- power of two choices;
- maximum load;
- load balancing;
- immigration-death;
- equilibrium;
- BALANCED ALLOCATIONS;
- NETWORKS;
37.A regression-based Monte Carlo method to solve backward stochastic differential equations

机译：基于回归的蒙特卡洛方法求解后向随机微分方程
- 作者：Gobet E;Lemor JP;Warin X
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第3期
- backward stochastic differential equations;
- regression on function bases;
- Monte Carlo methods;
- SIMULATION;
- SCHEME;
38.Analysis of phase transitions in the mean-field Blume-Emery-Griffiths model

机译：平均场Blume-Emery-Griffiths模型中的相变分析
- 作者：Ellis RS;Otto PT;Touchette H
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第3期
39.Drift rate control of a Brownian processing system

机译：布朗加工系统的漂移率控制
- 作者：Ata B;Harrison JM;Shepp LA
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第2期
- stochastic control;
- dynamic scheduling;
- queueing systems;
- diffusion approximations;
- heavy traffic theory;
- CONSTRAINTS;
- QUEUE;
40.Instability in stochastic and fluid queueing networks

机译：随机和流体排队网络的不稳定性
- 作者：Gamarnik D;Hasenbein JJ
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第3期
- rate stability;
- fluid models;
- large deviations;
- STABILITY;
41.Asymptotics in randomized URN models

机译：随机URN模型中的渐近性
- 作者：Bai ZD;Hu FF
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第1b期
42.Fast simulation of new coins from old

机译：快速模拟新旧硬币
- 作者：Nacu E;Peres Y
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第1appa期
- simulation;
- approximation theory;
- Bernstein polynomials;
- real analytic functions;
- unbiasing;
43.Heavy traffic analysis of open processing networks with complete resource pooling: Asymptotic optimality of discrete review policies

机译：具有完整资源池的开放式处理网络的高流量分析：离散审阅策略的渐近最优性
- 作者：Ata B;Kumar S
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第1appa期
44.The oscillatory distribution of distances in random tries

机译：随机尝试中距离的振荡分布
- 作者：Christophi CA;Mahmoud HM
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第2期
- random trees;
- recurrence;
- Mellin transform;
- poissonization;
- BINARY SEARCH-TREES;
- LIMITING DISTRIBUTIONS;
45.On the convergence from discrete to continuous time in an optimal stopping problem

机译：最优停车问题中从离散时间到连续时间的收敛
- 作者：Dupuis P;Wang H
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第2期
- optimal stopping;
- continuous time;
- discrete time;
- diffusion process;
- rate of convergence;
- local time;
- ONE-DIMENSIONAL DIFFUSIONS;
- AMERICAN;
- OPTIONS;
46.Statistical Romberg extrapolation: A new variance reduction method and applications to option pricing

机译：Romberg统计推断：一种新的方差减少方法及其在期权定价中的应用
- 作者：Kebaier A
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第4期
- Romberg extrapolation;
- Monte Carlo simulation;
- variance reduction;
- central limit theorem;
- option pricing;
- finance;
- STOCHASTIC DIFFERENTIAL-EQUATIONS;
- EULER METHOD;
- ERROR;
47.On the distribution of the maximum of a Gaussian field with d parameters

机译：具有d参数的高斯场的最大值的分布
- 作者：Azais JM;Wschebor M
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第1appa期
- Gaussian fields;
- Rice formula;
- regularity of the distribution of the maximum;
- DENSITY;
- NUMBER;
48.Maturity randomization for stochastic control problems

机译：随机控制问题的成熟度随机化
- 作者：Bouchard B;El Karoui N;Touzi N;Touzi N
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第4期
- optimal stopping;
- stochastic control;
- uncertain volatility models;
- PORTFOLIO CONSTRAINTS;
- SUPER-REPLICATION;
- VOLATILITY;
49.Accelerating diffusions

机译：加快广播
- 作者：Hwang CR;Hwang-Ma SY;Sheu SJ
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第2期
- diffusion;
- convergence rate;
- acceleration;
- spectral gap;
- spectrum;
- variational norm;
- ergodicity;
- MCMC;
- Monte Carlo Markov process;
- STOCHASTIC RELAXATION;
- GIBBS SAMPLER;
- CONVERGENCE;
- DISTRIBUTIONS;
- RATES;
50.Asymptotic error for the Milstein scheme for SDEs driven by continuous semimartingales

机译：连续半mart驱动的SDE的Milstein方案的渐近误差
- 作者：Yan LQ
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2005年第4期
- Milstein scheme;
- stochastic differential equations;
- weak convergence;
- STOCHASTIC DIFFERENTIAL-EQUATIONS;
- EULER SCHEME;
51.COVER LEVELS AND RANDOM INTERLACEMENTS

机译：封面水平和随机交错
- 作者：David Belius
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第2期
- Cover level;
- random interlacements;
- cover time;
- uncovered set;
- Gumbel distributional limit;
52.ON ERGODIC TWO-ARMED BANDITS

机译：关于两臂强盗
- 作者：Pierre Tarrès;Pierre Vandekerkhove
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第2期
- Convergence;
- ergodicity;
- stochastic algorithms;
- two-armed bandit;
53.Differentiability of quadratic BSDEs generated by continuous martingales

机译：连续mar产生的二次BSDE的可分性
- 作者：Peter Imkeller;Anthony Réveillac;Anja Richter
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第1期
54.OPTIMAL SCALING OF RANDOM WALK METROPOLIS ALGORITHMS WITH DISCONTINUOUS TARGET DENSITIES

机译：具有不连续目标密度的随机步行大都会算法的最佳缩放
- 作者：Peter Neal;Gareth Robert;Wai Kong Yuen
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第5期
- Random walk Metropolis;
- Markov chain Monte Carlo;
- optimal scaling.;
55.LARGE GRAPH LIMIT FOR AN SIR PROCESS IN RANDOM NETWORK WITH HETEROGENEOUS CONNECTIVITY

机译：具有异构连接的随机网络中SIR过程的大图限制
- 作者：Laurent Decreusefond;Jean-Stéphane Dhersin;Pascal Moyal;Viet Chi Tran
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第2期
- Configuration model graph;
- SIR model;
- mathematical model for epidemiology;
- measure-valued process;
- large network limit;
56.SELF-SIMILAR SOLUTIONS IN ONE-DIMENSIONAL KINETIC MODELS: A PROBABILISTIC VIEW

机译：一维动力学模型中的自相似解：一个概率论视图
- 作者：Federico Bassetti;Lucia Ladelli
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第5期
57.A SCALING ANALYSIS OF A CAT AND MOUSE MARKOV CHAIN

机译：猫和马氏链的标度分析
- 作者：Nelly Litvak;Philippe Robert
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第2期
- Cat and mouse Markov chains;
- scaling of null recurrent Markov chains;
58.An optimal error estimate in stochastic homogenization of discrete elliptic equations

机译：离散椭圆方程随机均质化的最优误差估计
- 作者：Antoine Gloria;Felix Otto
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第1期
- Stochastic homogenization;
- effective coefficients;
- difference operator;
59.TRACKING A RANDOM WALK FIRST-PASSAGE TIME THROUGH NOISY OBSERVATIONS

机译：通过嘈杂的观察跟踪随机漫步的第一时间
- 作者：Marat V. Burnashev;Aslan Tchamkerten
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第5期
- Optimal stopping;
- quickest decision;
- sequential analysis.;
60.A CLASS OF MULTIFRACTAL PROCESSES CONSTRUCTED USING AN EMBEDDED BRANCHING PROCESS

机译：使用嵌入式分支过程构造的一类多分形过程
- 作者：Geoffrey Decrouez;Owen Dafydd Jones
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第6期
- Self-similar;
- multifractal;
- branching process;
- Brownian motion;
- time-change;
- simulation;
61.OPTIMAL STOPPING PROBLEMS FOR SOME MARKOV PROCESSES

机译：某些马尔可夫过程的最佳停工问题
- 作者：Mamadou Cissé;Pierre Patie;Etienne Tanré
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第3期
62.NONUNIFORM RANDOM GEOMETRIC GRAPHS WITH LOCATION-DEPENDENT RADII

机译：位置依赖半径的非均匀随机几何图形
- 作者：Srikanth K. Iyer;Debleena Thacker
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第5期
- Random geometric graphs;
- location-dependent radii;
- Poisson point process;
- vertex degrees;
- connectivity.;
63.THE ASYMPTOTIC DISTRIBUTION OF THE LENGTH OF BETA COALESCENT TREES

机译：β-甜菜树长度的渐近分布
- 作者：G?tz Kersting
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第5期
- Beta-coalescent;
- tree;
- coupling;
- point process;
- stable distribution.;
64.THE AXELROD MODEL FOR THE DISSEMINATION OF CULTURE REVISITED

机译：传播文化的轴心模型
- 作者：Nicolas Lanchier
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第2期
- Interacting particle systems;
- opinion dynamics;
- cultural dynamics;
- Axelrod model;
- constrained voter model;
- social influence;
- homophily;
65.A DIFFUSION APPROXIMATION THEOREM FOR A NONLINEAR PDE WITH APPLICATION TO RANDOM BIREFRINGENT OPTICAL FIBERS

机译：非线性PDE的扩散近似定理及其在随机双折射光纤中的应用
- 作者：A. de Bouard;M. Gazeau
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第6期
- Nonlinear Schrodinger equation;
- stochastic partial differential equations;
- white noise;
- diffusion limit;
66.LARGE DEVIATIONS OF THE EMPIRICAL CURRENTS FOR A BOUNDARY-DRIVEN REACTION DIFFUSION MODEL

机译：边界驱动的反应扩散模型的经验货币的大偏差
- 作者：Thierry Bodineau;Maxime Lagouge
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第6期
- Large deviations;
- interacting particle systems;
67.STOCHASTIC APPROXIMATION, COOPERATIVE DYNAMICS AND SUPERMODULAR GAMES1

机译：随机逼近，合作动力学和超模块化游戏1
- 作者：Michel Benaim;Mathieu Faure
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第5期
- Stochastic approximation;
- cooperative systems;
- stochastic fictitious play;
- supermodular games.;
68.SPREADING SPEEDS IN REDUCIBLE MULTITYPE BRANCHING RANDOM WALK

机译：可减少的多类型分支随机游荡中的传播速度
- 作者：J. D. Biggins
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第5期
- Branching random walk;
- multitype;
- speed;
- anomalous spreading;
- reducible.;
69.STOCHASTIC MODEL FOR CELL POLARITY

机译：细胞极性的随机模型
- 作者：Ankit Gupta
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第2期
- Fleming-Viot;
- cell polarity;
- spatial clustering;
- Donnelly-Kurtz;
- particle representation;
70.Distribution of levels in high-dimensional random landscapes

机译：高维随机景观中的水平分布
- 作者：Zakhar Kabluchko
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第1期
- Central limit theorem;
- empirical process;
- disordered systems;
- long-range dependence;
- Hermite polynomials;
- reduction principle;
71.Randomized scheduling algorithm for queueing networks

机译：排队网络的随机调度算法
- 作者：Devavrat Shah;Jinwoo Shin
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第1期
- Wireless medium access;
- buffered circuit switched network;
- aloha;
- stability;
- scheduling;
- mixing time;
- slowly varying Markov chain;
72.Risk measuring under model uncertainty

机译：模型不确定性下的风险衡量
- 作者：Jocelyne Bion-Nadal;Magali Kervarec
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第1期
- Risk measure;
- duality theory;
- uncertainty;
- capacity;
73.CROSSINGS OF SMOOTH SHOT NOISE PROCESSES

机译：平滑拍摄噪声过程的交叉
- 作者：Hermine Biermé;Agnès Desolneux
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第6期
- Shot noise;
- level crossings;
- infinitely divisible process;
- stationary process;
- characteristic function;
- Poisson process;
74.CONVERGENCE OF STOCHASTIC GENE NETWORKS TO HYBRID PIECEWISE DETERMINISTIC PROCESSES

机译：随机基因组网络到混合分段确定过程的收敛
- 作者：A. Crudu;A. Dhbussche;A. Muller;O. Radulescu
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第5期
- Stochastic gene networks;
- piecewise deterministic processes;
- perturbed test functions.;
75.OPTIMAL SCALING AND DIFFUSION LIMITS FOR THE LANGEVIN ALGORITHM IN HIGH DIMENSIONS

机译：高维Langevin算法的最佳缩放比例和扩散极限
- 作者：Natesh S. Pillai;Andrew M. Stuart;Alexandre H. Thiéry
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第6期
- Markov chain Monte Carlo;
- Metropolis-adjusted Langevin algorithm;
- scaling limit;
- diffusion approximation;
76.On optimality gaps in the Halfin-Whitt regime

机译：关于Halfin-Whitt政权的最优差距
- 作者：Baris Ata;Itai Gurvich
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第1期
- Multiclass queues;
- many servers;
- heavy-traffic;
- Halfin-Whitt regime;
- optimal control;
- optimality gaps;
- asymptotic optimality;
- strong approximations for queues;
77.PHASE TRANSITION FOR THE MIXING TIME OF THE GLAUBER DYNAMICS FOR COLORING REGULAR TREES

机译：着色规则树的格劳伯动力学混合时间的相变
- 作者：Prasad Tetali;Juan C. Vera;Eric Vigoda;Linji Yang
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第6期
- Phase transition;
- mixing time;
- Glauber dynamics;
- Markov chain Monte Carlo;
- graph colorings;
78.TOTAL VARIATION BOUND FOR KAC'S RANDOM WALK

机译：KAC随机游走的总变动界限
- 作者：Yunjiang Jiang
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第4期
- Markov chain mixing time;
- orthogonal group;
- Kac random walk;
- interacting particle systems;
79.Portfolios and risk premia for the long run

机译：长期投资组合和风险溢价
- 作者：Paolo Guasoni;Scott Robertson
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2012年第1期
- Long-run;
- portfolio choice;
- derivatives pricing;
- incomplete markets;
80.SPDE LIMITS OF MANY-SERVER QUEUES

机译：多服务器队列的SPDE限制
- 作者：HAYA KASPI;KAVITA RAMANAN
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2013年第1期
81.Quenched limits for the fluctuations of transient random walks in random environment on Z~1

机译：Z〜1上随机环境中瞬态随机游动波动的猝灭极限
- 作者：Enriquez N.;Sabot C.;Tournier L.;Zindy O.
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2013年第3期
82.Fluid limits to analyze long-term flow rates of a stochastic network with ingress discarding

机译：流体限制以分析带有入口丢弃的随机网络的长期流量
- 作者：Musacchio J.;Walrand J.
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2013年第4期
- Fluid limit;
- Stochastic network;
83.NO-ARBITRAGE OF SECOND KIND IN COUNTABLE MARKETS WITH PROPORTIONAL TRANSACTION COSTS

机译：具有比例交易成本的可数市场中的第二类无套利
- 作者：BRUNO BOUCHARD;ERIK TAFLIN
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2013年第2期
- No-arbitrage;
- transaction costs;
- bond market.;
84.Limit theory for point processes in manifolds

机译：歧管中点过程的极限理论
- 作者：Penrose M.D.;Yukich J.E.
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2013年第6期
- Clique counts;
- Dimension estimators;
- Entropy estimators;
- Manifolds;
- Vietoris-rips complex;
85.DUAL FORMULATION OF SECOND ORDER TARGET PROBLEMS

机译：二阶目标问题的对偶公式
- 作者：H. METE SONER;NIZAR TOUZI;JIANFENG ZHANG
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2013年第1期
- Stochastic target problem;
- mutually singular probability measures;
- backward SDEs;
- duality.;
86.Hitting time for bessel processes-walk on moving spheres algorithm (WOMS)

机译：贝塞尔过程的击中时间-移动球体算法（WOMS）
- 作者：Deaconu M.;Herrmann S.
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2013年第6期
- Bessel processes;
- Cox-ingersoll-ross processes;
- Hitting time;
- Method of images;
- Numerical algorithm;
87.Comparison inequalities and fastest-mixing Markov chains

机译：比较不等式和混合最快的马尔可夫链
- 作者：Fill J.A.;Kahn J.
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2013年第5期
- Birth-and-death chains;
- Comparison inequalities;
- Fastest mixing;
- Ladder game;
- Log-concave distributions;
- Markov chains;
- Stochastic monotonicity;
88.On the closure in the emery topology of semimartingale wealth-process sets

机译：关于半mart财富过程集的金刚砂拓扑中的封闭
- 作者：Kardaras C.
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2013年第4期
- Emery topology;
- Semimartingales;
- Utility maximization;
- Wealth-process sets;
89.Randomized urn models revisited using stochastic approximation

机译：随机逼近的随机模型
- 作者：Laruelle S.;Pages G.
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2013年第4期
90.Second order reflected backward stochastic differential equations

机译：二阶反射倒向随机微分方程
- 作者：Matoussi A.;Possamai D.;Zhou C.
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2013年第6期
- Reflected backward stochastic differential equation;
- Second order backward stochastic differential equation;
91.The cut-tree of large galton-watson trees and the brownian crt

机译：高尔顿沃森大树的砍伐树和布朗尼河
- 作者：Bertoin J.;Miermont G.
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2013年第4期
- Brownian continuum random tree;
- Cut-tree;
- Galton-watson tree;
92.ALPHA-DIVERSITY PROCESSES AND NORMALIZED INVERSE-GAUSSIAN DIFFUSIONS

机译：阿尔法多样性过程和归一化逆高斯扩散
- 作者：MATTEO RUGGIERO;STEPHEN G. WALKER;STEFANO FAVARO
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2013年第1期
93.ALIGNMENT-FREE PHYLOGENETIC RECONSTRUCTION: SAMPLE COMPLEXITY VIA A BRANCHING PROCESS ANALYSIS

机译：无配体的系统发育重建：通过分支过程分析进行样品复杂性分析
- 作者：CONSTANTINOS DASKALAKIS;SEBASTIEN ROCH
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2013年第2期
- Phylogenetic reconstruction;
- alignment;
- branching processes.;
94.SHARP BENEFIT-TO-COST RULES FOR THE EVOLUTION OF COOPERATION ON REGULAR GRAPHS

机译：逐步完善常规合作的利益至上法则
- 作者：YU-TING CHEN
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2013年第2期
95.Steady-state Gi/Gi/N queue in the halfin-whitt regime

机译：Halfin-whitt政权的稳态Gi / Gi / N队列
- 作者：Gamarnik D.;Goldberg D.A.
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2013年第6期
- Gaussian process;
- Large deviations;
- Many-server queues;
- Stochastic comparison;
- Weak convergence;
96.OPTIMAL INVESTMENT UNDER MULTIPLE DEFAULTS RISK: A BSDE-DECOMPOSITION APPROACH

机译：多重违约风险下的最佳投资：BSDE分解方法
- 作者：YING JIAO;IDRIS KHARROUBI;HUYêN PHAM
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2013年第2期
97.Mimicking an it? process by a solution of a stochastic differential equation

机译：模仿吗？通过随机微分方程的解进行处理
- 作者：Brunick G.;Shreve S.
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2013年第4期
- Derivative security pricing;
- It? process;
- Stochastic differential equation;
- Stochastic volatility models;
98.A limit process for partial match queries in random Quadtrees and 2-D trees

机译：随机四叉树和二维树中部分匹配查询的限制过程
- 作者：Broutin N.;Neininger R.;Sulzbach H.
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2013年第6期
- Analysis of algorithms;
- Contraction method;
- Limit distribution;
- Quadtree;
99.ADAPTIVE GIBBS SAMPLERS AND RELATED MCMC METHODS

机译：自适应吉布斯采样器和相关的MCMC方法
- 作者：KRZYSZTOF ?ATUSZY? SKI;GARETH O. ROBERTS;JEFFREY S. ROSENTHAL
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2013年第1期
- MCMC estimation;
- adaptive MCMC;
- Gibbs sampling.;
100.SEPARATION OF TIME-SCALES AND MODEL REDUCTION FOR STOCHASTIC REACTION NETWORKS

机译：随机反应网络的时间尺度分离和模型简化
- 作者：HYE-WON KANG;THOMAS G. KURTZ
- 期刊名称：《The Annals of applied probability: an official journal of the Institute of Mathematical Statistics》 | 2013年第2期
- Reaction networks;
- chemical reactions;
- cellular processes;
- multiple time scales;
- Markov chains;
- averaging;
- scaling limits;
- quasi-steady state assumption.;

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