Kasprzak, Mikołaj J.; Peccati, Giovanni Vector-valued statistics of binomial processes: Berry-Esseen bounds in the convex distance. (English) Zbl 07787915 Ann. Appl. Probab. 33, No. 5, 3449-3492 (2023). MSC: 60F05 60D05 60E05 60E15 60B10 62E20 60K35 PDFBibTeX XMLCite \textit{M. J. Kasprzak} and \textit{G. Peccati}, Ann. Appl. Probab. 33, No. 5, 3449--3492 (2023; Zbl 07787915) Full Text: DOI arXiv Link
Ernst, Philip A.; Franceschi, Sandro Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary. (English) Zbl 1482.60109 Ann. Appl. Probab. 31, No. 6, 2991-3016 (2021). MSC: 60J65 60E07 60K25 30D05 90B22 PDFBibTeX XMLCite \textit{P. A. Ernst} and \textit{S. Franceschi}, Ann. Appl. Probab. 31, No. 6, 2991--3016 (2021; Zbl 1482.60109) Full Text: DOI arXiv
Chen, Louis H. Y.; Röllin, Adrian; Xia, Aihua Palm theory, random measures and Stein couplings. (English) Zbl 1484.60025 Ann. Appl. Probab. 31, No. 6, 2881-2923 (2021). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60G55 60G57 60D05 62E17 PDFBibTeX XMLCite \textit{L. H. Y. Chen} et al., Ann. Appl. Probab. 31, No. 6, 2881--2923 (2021; Zbl 1484.60025) Full Text: DOI arXiv
Gan, Han L.; Ross, Nathan Stein’s method for the Poisson-Dirichlet distribution and the Ewens sampling formula, with applications to Wright-Fisher models. (English) Zbl 1476.60025 Ann. Appl. Probab. 31, No. 2, 625-667 (2021). MSC: 60E05 92D25 60B10 60J25 PDFBibTeX XMLCite \textit{H. L. Gan} and \textit{N. Ross}, Ann. Appl. Probab. 31, No. 2, 625--667 (2021; Zbl 1476.60025) Full Text: DOI arXiv Link
Dyszewski, Piotr; Mikosch, Thomas Homogeneous mappings of regularly varying vectors. (English) Zbl 1477.60032 Ann. Appl. Probab. 30, No. 6, 2999-3026 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60E05 60B20 60G70 PDFBibTeX XMLCite \textit{P. Dyszewski} and \textit{T. Mikosch}, Ann. Appl. Probab. 30, No. 6, 2999--3026 (2020; Zbl 1477.60032) Full Text: DOI arXiv Link
Benaim, Michel; Cloez, Bertrand; Panloup, Fabien Stochastic approximation of quasi-stationary distributions on compact spaces and applications. (English) Zbl 06974754 Ann. Appl. Probab. 28, No. 4, 2370-2416 (2018). MSC: 65C20 60B12 60J10 34F05 60J20 60J60 PDFBibTeX XMLCite \textit{M. Benaim} et al., Ann. Appl. Probab. 28, No. 4, 2370--2416 (2018; Zbl 06974754) Full Text: DOI arXiv Euclid
Lux, Thibaut; Papapantoleon, Antonis Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance. (English) Zbl 1390.62091 Ann. Appl. Probab. 27, No. 6, 3633-3671 (2017). Reviewer: Piotr Jaworski (Warszawa) MSC: 62H05 60E15 62P05 91G20 PDFBibTeX XMLCite \textit{T. Lux} and \textit{A. Papapantoleon}, Ann. Appl. Probab. 27, No. 6, 3633--3671 (2017; Zbl 1390.62091) Full Text: DOI arXiv Euclid
Embrechts, Paul; Hofert, Marius; Wang, Ruodu Bernoulli and tail-dependence compatibility. (English) Zbl 1385.60029 Ann. Appl. Probab. 26, No. 3, 1636-1658 (2016). MSC: 60E05 62H20 62E15 PDFBibTeX XMLCite \textit{P. Embrechts} et al., Ann. Appl. Probab. 26, No. 3, 1636--1658 (2016; Zbl 1385.60029) Full Text: DOI arXiv Euclid
Jammalamadaka, Sreenivasa Rao; Janson, Svante Asymptotic distribution of the maximum interpoint distance in a sample of random vectors with a spherically symmetric distribution. (English) Zbl 1328.60027 Ann. Appl. Probab. 25, No. 6, 3571-3591 (2015). MSC: 60D05 60F05 60G70 62E20 PDFBibTeX XMLCite \textit{S. R. Jammalamadaka} and \textit{S. Janson}, Ann. Appl. Probab. 25, No. 6, 3571--3591 (2015; Zbl 1328.60027) Full Text: DOI arXiv Euclid
Borodin, Alexei; Bufetov, Alexey; Olshanski, Grigori Limit shapes for growing extreme characters of \(U(\infty)\). (English) Zbl 1325.60013 Ann. Appl. Probab. 25, No. 4, 2339-2381 (2015). MSC: 60F05 60G70 60B15 22E66 PDFBibTeX XMLCite \textit{A. Borodin} et al., Ann. Appl. Probab. 25, No. 4, 2339--2381 (2015; Zbl 1325.60013) Full Text: DOI arXiv Euclid
Cox, J. Theodore; Perkins, Edwin A. A complete convergence theorem for voter model perturbations. (English) Zbl 1291.60202 Ann. Appl. Probab. 24, No. 1, 150-197 (2014). Reviewer: Piotr Garbaczewski (Opole) MSC: 60K35 82C22 60F99 PDFBibTeX XMLCite \textit{J. T. Cox} and \textit{E. A. Perkins}, Ann. Appl. Probab. 24, No. 1, 150--197 (2014; Zbl 1291.60202) Full Text: DOI arXiv Euclid
Shah, D.; Tsitsiklis, J. N.; Zhong, Y. Qualitative properties of \(\alpha\)-fair policies in bandwidth-sharing networks. (English) Zbl 1304.60102 Ann. Appl. Probab. 24, No. 1, 76-113 (2014). Reviewer: Hans Daduna (Hamburg) MSC: 60K20 60K25 68M12 68M20 60J70 PDFBibTeX XMLCite \textit{D. Shah} et al., Ann. Appl. Probab. 24, No. 1, 76--113 (2014; Zbl 1304.60102) Full Text: DOI arXiv Euclid
Lemaire, Vincent; Pagès, Gilles Unconstrained recursive importance sampling. (English) Zbl 1207.65007 Ann. Appl. Probab. 20, No. 3, 1029-1067 (2010). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65C05 65C30 65C35 60H10 60H35 60J60 PDFBibTeX XMLCite \textit{V. Lemaire} and \textit{G. Pagès}, Ann. Appl. Probab. 20, No. 3, 1029--1067 (2010; Zbl 1207.65007) Full Text: DOI arXiv
Goldstein, Larry; Penrose, Mathew D. Normal approximation for coverage models over binomial point processes. (English) Zbl 1200.60014 Ann. Appl. Probab. 20, No. 2, 696-721 (2010). Reviewer: Viktor Ohanyan (Erevan) MSC: 60D05 62E17 60F05 05C80 PDFBibTeX XMLCite \textit{L. Goldstein} and \textit{M. D. Penrose}, Ann. Appl. Probab. 20, No. 2, 696--721 (2010; Zbl 1200.60014) Full Text: DOI arXiv
Graham, Carl; Robert, Philippe Interacting multi-class transmissions in large stochastic networks. (English) Zbl 1179.60067 Ann. Appl. Probab. 19, No. 6, 2334-2361 (2009). MSC: 60K35 60K25 90B18 60K20 PDFBibTeX XMLCite \textit{C. Graham} and \textit{P. Robert}, Ann. Appl. Probab. 19, No. 6, 2334--2361 (2009; Zbl 1179.60067) Full Text: DOI arXiv
Jacobsen, Martin; Mikosch, Thomas; Rosiński, Jan; Samorodnitsky, Gennady Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws. (English) Zbl 1171.60309 Ann. Appl. Probab. 19, No. 1, 210-242 (2009). Reviewer: Jordan M. Stoyanov (Newcastle upon Tyne) MSC: 60E05 60E07 PDFBibTeX XMLCite \textit{M. Jacobsen} et al., Ann. Appl. Probab. 19, No. 1, 210--242 (2009; Zbl 1171.60309) Full Text: DOI arXiv
Eichelsbacher, Peter; Reinert, Gesine Stein’s method for discrete Gibbs measures. (English) Zbl 1146.60011 Ann. Appl. Probab. 18, No. 4, 1588-1618 (2008). Reviewer: George Stoica (Saint John) MSC: 60E05 60F05 60E15 82B05 PDFBibTeX XMLCite \textit{P. Eichelsbacher} and \textit{G. Reinert}, Ann. Appl. Probab. 18, No. 4, 1588--1618 (2008; Zbl 1146.60011) Full Text: DOI arXiv
James, Lancelot F.; Lijoi, Antonio; Prünster, Igor Distributions of linear functionals of two parameter Poisson-Dirichlet random measures. (English) Zbl 1138.60040 Ann. Appl. Probab. 18, No. 2, 521-551 (2008). MSC: 60G57 62F15 60E07 60G51 PDFBibTeX XMLCite \textit{L. F. James} et al., Ann. Appl. Probab. 18, No. 2, 521--551 (2008; Zbl 1138.60040) Full Text: DOI arXiv
Guan, Yongtao; Krone, Stephen M. Small-world MCMC and convergence to multi-modal distributions: from slow mixing to fast mixing. (English) Zbl 1139.65001 Ann. Appl. Probab. 17, No. 1, 284-304 (2007). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65C05 65C40 65C50 11K45 11K55 60E05 60J10 PDFBibTeX XMLCite \textit{Y. Guan} and \textit{S. M. Krone}, Ann. Appl. Probab. 17, No. 1, 284--304 (2007; Zbl 1139.65001) Full Text: DOI arXiv
Dong, Rui; Goldschmidt, Christina; Martin, James B. Coagulation-fragmentation duality, Poisson-Dirichlet distributions and random recursive trees. (English) Zbl 1123.60061 Ann. Appl. Probab. 16, No. 4, 1733-1750 (2006). Reviewer: Florin Gorunescu (Craiova) MSC: 60J05 60G51 60C05 05C05 60J25 PDFBibTeX XMLCite \textit{R. Dong} et al., Ann. Appl. Probab. 16, No. 4, 1733--1750 (2006; Zbl 1123.60061) Full Text: DOI arXiv
Aldous, David J.; Bandyopadhyay, Antar A survey of max-type recursive distributional equations. (English) Zbl 1105.60012 Ann. Appl. Probab. 15, No. 2, 1047-1110 (2005). MSC: 60E05 62E10 68Q25 82B44 PDFBibTeX XMLCite \textit{D. J. Aldous} and \textit{A. Bandyopadhyay}, Ann. Appl. Probab. 15, No. 2, 1047--1110 (2005; Zbl 1105.60012) Full Text: DOI arXiv
Jelenković, Predrag; Momčilović, Petar Asymptotic loss probability in a finite buffer fluid queue with heterogeneous heavy-tailed on-off processes. (English) Zbl 1031.60081 Ann. Appl. Probab. 13, No. 2, 576-603 (2003). Reviewer: Jesus R.Artalejo (Madrid) MSC: 60K25 60F99 PDFBibTeX XMLCite \textit{P. Jelenković} and \textit{P. Momčilović}, Ann. Appl. Probab. 13, No. 2, 576--603 (2003; Zbl 1031.60081) Full Text: DOI
Embrechts, Paul; Samorodnitsky, Gennady Ruin problem and how fast stochastic processes mix. (English) Zbl 1022.60018 Ann. Appl. Probab. 13, No. 1, 1-36 (2003). Reviewer: V.Schmidt (Ulm) MSC: 60E07 60G35 60G10 PDFBibTeX XMLCite \textit{P. Embrechts} and \textit{G. Samorodnitsky}, Ann. Appl. Probab. 13, No. 1, 1--36 (2003; Zbl 1022.60018) Full Text: DOI
Foss, Serguei; Zachary, Stan The maximum on a random time interval of a random walk with long-tailed increments and negative drift. (English) Zbl 1045.60039 Ann. Appl. Probab. 13, No. 1, 37-53 (2003). Reviewer: Hans Daduna (Hamburg) MSC: 60G50 60G70 60K30 PDFBibTeX XMLCite \textit{S. Foss} and \textit{S. Zachary}, Ann. Appl. Probab. 13, No. 1, 37--53 (2003; Zbl 1045.60039) Full Text: DOI arXiv
Basrak, Bojan; Davis, Richard A.; Mikosch, Thomas A characterization of multivariate regular variation. (English) Zbl 1070.60011 Ann. Appl. Probab. 12, No. 3, 908-920 (2002). Reviewer: V. M. Kruglov (Moskva) MSC: 60E05 60G10 60G55 60G70 62M10 PDFBibTeX XMLCite \textit{B. Basrak} et al., Ann. Appl. Probab. 12, No. 3, 908--920 (2002; Zbl 1070.60011) Full Text: DOI
Braverman, Michael; Mikosch, Thomas; Samorodnitsky, Gennady Tail probabilities of subadditive functionals of Lévy processes. (English) Zbl 1035.60045 Ann. Appl. Probab. 12, No. 1, 69-100 (2002). Reviewer: Arnold Janssen (Düsseldorf) MSC: 60G51 60E07 PDFBibTeX XMLCite \textit{M. Braverman} et al., Ann. Appl. Probab. 12, No. 1, 69--100 (2002; Zbl 1035.60045) Full Text: DOI
Denuit, Michel; Müller, Alfred Smooth generators of integral stochastic orders. (English) Zbl 1065.60015 Ann. Appl. Probab. 12, No. 4, 1174-1184 (2002). Reviewer: V. M. Kruglov (Moskva) MSC: 60E15 62H05 PDFBibTeX XMLCite \textit{M. Denuit} and \textit{A. Müller}, Ann. Appl. Probab. 12, No. 4, 1174--1184 (2002; Zbl 1065.60015) Full Text: DOI
Erhardsson, Torkel Compound Poisson approximation for counts of rare patterns in Markov chains and extreme sojourns in birth-death chains. (English) Zbl 1063.60007 Ann. Appl. Probab. 10, No. 2, 573-591 (2000). Reviewer: Andrew D. Barbour (Zürich) MSC: 60C05 60F05 62E17 60J22 PDFBibTeX XMLCite \textit{T. Erhardsson}, Ann. Appl. Probab. 10, No. 2, 573--591 (2000; Zbl 1063.60007) Full Text: DOI
Boutsikas, Michael V.; Koutras, Markos V. A bound for the distribution of the sum of discrete associated or negatively associated random variables. (English) Zbl 1073.60507 Ann. Appl. Probab. 10, No. 4, 1137-1150 (2000). MSC: 60E15 62E17 PDFBibTeX XMLCite \textit{M. V. Boutsikas} and \textit{M. V. Koutras}, Ann. Appl. Probab. 10, No. 4, 1137--1150 (2000; Zbl 1073.60507) Full Text: DOI
Ignatiouk-Robert, Irina Large deviations of Jackson networks. (English) Zbl 1073.60510 Ann. Appl. Probab. 10, No. 3, 962-1001 (2000). MSC: 60F10 60K25 90B15 PDFBibTeX XMLCite \textit{I. Ignatiouk-Robert}, Ann. Appl. Probab. 10, No. 3, 962--1001 (2000; Zbl 1073.60510) Full Text: DOI
Perman, Mihael; Wellner, Jon A. On the distribution of Brownian areas. (English) Zbl 0870.60035 Ann. Appl. Probab. 6, No. 4, 1091-1111 (1996). MSC: 60G15 60G99 60E05 PDFBibTeX XMLCite \textit{M. Perman} and \textit{J. A. Wellner}, Ann. Appl. Probab. 6, No. 4, 1091--1111 (1996; Zbl 0870.60035) Full Text: DOI
Csörgö, Sándor; Simons, Gordon Precision calculation of distributions for trimmed sums. (English) Zbl 0846.60018 Ann. Appl. Probab. 5, No. 3, 854-873 (1995). Reviewer: E.Häusler (Gießen) MSC: 60E99 60-04 PDFBibTeX XMLCite \textit{S. Csörgö} and \textit{G. Simons}, Ann. Appl. Probab. 5, No. 3, 854--873 (1995; Zbl 0846.60018) Full Text: DOI
Metry, Magdy H.; Sampson, Allan R. Orderings for positive dependence on multivariate empirical distributions. (English) Zbl 0795.62051 Ann. Appl. Probab. 3, No. 4, 1241-1251 (1993). Reviewer: L.Rüschendorf (Münster) MSC: 62H05 20B99 06A99 PDFBibTeX XMLCite \textit{M. H. Metry} and \textit{A. R. Sampson}, Ann. Appl. Probab. 3, No. 4, 1241--1251 (1993; Zbl 0795.62051) Full Text: DOI
Asmussen, Søren Light traffic equivalence in single-server queues. (English) Zbl 0762.60085 Ann. Appl. Probab. 2, No. 3, 555-574 (1992). Reviewer: R.Schassberger (Brauschweig) MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{S. Asmussen}, Ann. Appl. Probab. 2, No. 3, 555--574 (1992; Zbl 0762.60085) Full Text: DOI
Loh, Wei-Liem Stein’s method and multinomial approximation. (English) Zbl 0759.62007 Ann. Appl. Probab. 2, No. 3, 536-554 (1992). Reviewer: A.D.Barbour (Zürich) MSC: 62E17 60F99 60F05 60C05 62E20 PDFBibTeX XMLCite \textit{W.-L. Loh}, Ann. Appl. Probab. 2, No. 3, 536--554 (1992; Zbl 0759.62007) Full Text: DOI
Takács, Lajos Random walk processes and their applications in order statistics. (English) Zbl 0754.62033 Ann. Appl. Probab. 2, No. 2, 435-459 (1992). Reviewer: B.K.Horkelheimer (Clayton) MSC: 62G30 60G50 62E20 60C05 62E15 PDFBibTeX XMLCite \textit{L. Takács}, Ann. Appl. Probab. 2, No. 2, 435--459 (1992; Zbl 0754.62033) Full Text: DOI
Aalen, Odd O. Modelling heterogeneity in survival analysis by the compound Poisson distribution. (English) Zbl 0762.62031 Ann. Appl. Probab. 2, No. 4, 951-972 (1992). Reviewer: C.Klüppelberg (Mannheim) MSC: 62P10 62M05 60E05 PDFBibTeX XMLCite \textit{O. O. Aalen}, Ann. Appl. Probab. 2, No. 4, 951--972 (1992; Zbl 0762.62031) Full Text: DOI
Kella, Offer; Whitt, Ward Queues with server vacations and Lévy processes with secondary jump input. (English) Zbl 0725.60079 Ann. Appl. Probab. 1, No. 1, 104-117 (1991). Reviewer: He Sheng Wu (Shanghai) MSC: 60J99 60K25 60K30 PDFBibTeX XMLCite \textit{O. Kella} and \textit{W. Whitt}, Ann. Appl. Probab. 1, No. 1, 104--117 (1991; Zbl 0725.60079) Full Text: DOI