Baldi, Paolo; Frigessi, Arnoldo; Piccioni, Mauro Importance sampling for Gibbs random fields. (English) Zbl 0780.60047 Ann. Appl. Probab. 3, No. 3, 914-933 (1993). MSC: 60G60 65C05 60F10 62G20 PDF BibTeX XML Cite \textit{P. Baldi} et al., Ann. Appl. Probab. 3, No. 3, 914--933 (1993; Zbl 0780.60047) Full Text: DOI OpenURL
Hwang, Chii-Ruey; Hwang-Ma, Shu-Yin; Sheu, Shuenn-Jyi Accelerating Gaussian diffusions. (English) Zbl 0780.60074 Ann. Appl. Probab. 3, No. 3, 897-913 (1993). MSC: 60J60 65C05 82B31 68U10 PDF BibTeX XML Cite \textit{C.-R. Hwang} et al., Ann. Appl. Probab. 3, No. 3, 897--913 (1993; Zbl 0780.60074) Full Text: DOI OpenURL
Błaszczyszyn, B.; Rolski, T. Queues in series in light traffic. (English) Zbl 0781.60081 Ann. Appl. Probab. 3, No. 3, 881-896 (1993). MSC: 60K25 PDF BibTeX XML Cite \textit{B. Błaszczyszyn} and \textit{T. Rolski}, Ann. Appl. Probab. 3, No. 3, 881--896 (1993; Zbl 0781.60081) Full Text: DOI OpenURL
Stein, Michael L. Asymptotic properties of centered systematic sampling for predicting integrals of spatial processes. (English) Zbl 0779.62091 Ann. Appl. Probab. 3, No. 3, 874-880 (1993). MSC: 62M30 65C99 62M15 65D30 PDF BibTeX XML Cite \textit{M. L. Stein}, Ann. Appl. Probab. 3, No. 3, 874--880 (1993; Zbl 0779.62091) Full Text: DOI OpenURL
Clifford, Peter; Wei, Gang The equivalence of the Cox process with squared radial Ornstein-Uhlenbeck intensity and the death process in a simple population model. (English) Zbl 0784.60029 Ann. Appl. Probab. 3, No. 3, 863-873 (1993). MSC: 60F05 60G55 62E10 60G15 62G05 PDF BibTeX XML Cite \textit{P. Clifford} and \textit{G. Wei}, Ann. Appl. Probab. 3, No. 3, 863--873 (1993; Zbl 0784.60029) Full Text: DOI OpenURL
Yamada, Keigo; Hong, Sung Jo A limit theorem for functionals of jumps of birth and death processes under heavy traffic condition. (English) Zbl 0780.60035 Ann. Appl. Probab. 3, No. 3, 840-862 (1993). MSC: 60F17 60K25 60H30 PDF BibTeX XML Cite \textit{K. Yamada} and \textit{S. J. Hong}, Ann. Appl. Probab. 3, No. 3, 840--862 (1993; Zbl 0780.60035) Full Text: DOI OpenURL
Rosenthal, Jeffrey S. Rates of convergence for data augmentation on finite sample spaces. (English) Zbl 0780.60067 Ann. Appl. Probab. 3, No. 3, 819-839 (1993). MSC: 60J10 62F15 PDF BibTeX XML Cite \textit{J. S. Rosenthal}, Ann. Appl. Probab. 3, No. 3, 819--839 (1993; Zbl 0780.60067) Full Text: DOI OpenURL
Coffman, E. G. jun.; Gilbert, E. N.; Shor, P. W. A selection-replacement process on the circle. (English) Zbl 0780.60037 Ann. Appl. Probab. 3, No. 3, 802-818 (1993). MSC: 60F99 05C70 60J10 PDF BibTeX XML Cite \textit{E. G. Coffman jun.} et al., Ann. Appl. Probab. 3, No. 3, 802--818 (1993; Zbl 0780.60037) Full Text: DOI OpenURL
Rhee, WanSoo T. A matching problem and subadditive Euclidean functionals. (English) Zbl 0784.60020 Ann. Appl. Probab. 3, No. 3, 794-801 (1993). MSC: 60D05 60G17 PDF BibTeX XML Cite \textit{W. T. Rhee}, Ann. Appl. Probab. 3, No. 3, 794--801 (1993; Zbl 0784.60020) Full Text: DOI OpenURL
Antonelli, Fabio Backward-forward stochastic differential equations. (English) Zbl 0780.60058 Ann. Appl. Probab. 3, No. 3, 777-793 (1993). MSC: 60H10 34F05 PDF BibTeX XML Cite \textit{F. Antonelli}, Ann. Appl. Probab. 3, No. 3, 777--793 (1993; Zbl 0780.60058) Full Text: DOI OpenURL
Miyazawa, Masakiyo; Schmidt, Volker On ladder height distributions of general risk processes. (English) Zbl 0780.60099 Ann. Appl. Probab. 3, No. 3, 763-776 (1993). MSC: 60K30 60G10 90B99 PDF BibTeX XML Cite \textit{M. Miyazawa} and \textit{V. Schmidt}, Ann. Appl. Probab. 3, No. 3, 763--776 (1993; Zbl 0780.60099) Full Text: DOI OpenURL
Fontes, Luiz; Newman, Charles M. First passage percolation for random colorings of \(\mathbb{Z}^ d\). (English) Zbl 0780.60101 Ann. Appl. Probab. 3, No. 3, 746-762 (1993). MSC: 60K35 82B43 60G60 82B20 PDF BibTeX XML Cite \textit{L. Fontes} and \textit{C. M. Newman}, Ann. Appl. Probab. 3, No. 3, 746--762 (1993; Zbl 0780.60101) Full Text: DOI OpenURL
Eisenberg, Bennett; Stengle, Gilbert; Strang, Gilbert The asymptotic probability of a tie for first place. (English) Zbl 0787.60029 Ann. Appl. Probab. 3, No. 3, 731-745 (1993). Reviewer: F.W.Steutel (Eindhoven) MSC: 60F05 60G70 60F20 PDF BibTeX XML Cite \textit{B. Eisenberg} et al., Ann. Appl. Probab. 3, No. 3, 731--745 (1993; Zbl 0787.60029) Full Text: DOI OpenURL
Diaconis, Persi; Saloff-Coste, Laurent Comparison theorems for reversible Markov chains. (English) Zbl 0799.60058 Ann. Appl. Probab. 3, No. 3, 696-730 (1993). Reviewer: W.-Z.Yang (Taipei) MSC: 60J10 60F05 PDF BibTeX XML Cite \textit{P. Diaconis} and \textit{L. Saloff-Coste}, Ann. Appl. Probab. 3, No. 3, 696--730 (1993; Zbl 0799.60058) Full Text: DOI OpenURL
Kella, Offer Parallel and tandem fluid networks with dependent Lévy inputs. (English) Zbl 0780.60072 Ann. Appl. Probab. 3, No. 3, 682-695 (1993). MSC: 60J99 60K25 60K30 PDF BibTeX XML Cite \textit{O. Kella}, Ann. Appl. Probab. 3, No. 3, 682--695 (1993; Zbl 0780.60072) Full Text: DOI OpenURL
Cvitanić, Jakša; Karatzas, Ioannis Hedging contingent claims with constrained portfolios. (English) Zbl 0825.93958 Ann. Appl. Probab. 3, No. 3, 652-681 (1993). MSC: 93E20 91G10 60H30 60G44 91B62 PDF BibTeX XML Cite \textit{J. Cvitanić} and \textit{I. Karatzas}, Ann. Appl. Probab. 3, No. 3, 652--681 (1993; Zbl 0825.93958) Full Text: DOI OpenURL
Duffie, J. Darrell; Harrison, J. Michael Arbitrage pricing of Russian options and perpetual lookback options. (English) Zbl 0783.90009 Ann. Appl. Probab. 3, No. 3, 641-651 (1993). MSC: 91B28 60H30 91B24 PDF BibTeX XML Cite \textit{J. D. Duffie} and \textit{J. M. Harrison}, Ann. Appl. Probab. 3, No. 3, 641--651 (1993; Zbl 0783.90009) Full Text: DOI OpenURL
Shepp, Larry; Shiryaev, A. N. The Russian option: Reduced regret. (English) Zbl 0783.90011 Ann. Appl. Probab. 3, No. 3, 631-640 (1993). MSC: 91B28 60H30 60G44 PDF BibTeX XML Cite \textit{L. Shepp} and \textit{A. N. Shiryaev}, Ann. Appl. Probab. 3, No. 3, 631--640 (1993; Zbl 0783.90011) Full Text: DOI OpenURL