%%% -*-BibTeX-*-
%%% ====================================================================
%%%  BibTeX-file{
%%%     author          = "Nelson H. F. Beebe",
%%%     version         = "1.01",
%%%     date            = "20 June 2014",
%%%     time            = "15:02:38 MDT",
%%%     filename        = "annapplprobab.bib",
%%%     address         = "University of Utah
%%%                        Department of Mathematics, 110 LCB
%%%                        155 S 1400 E RM 233
%%%                        Salt Lake City, UT 84112-0090
%%%                        USA",
%%%     telephone       = "+1 801 581 5254",
%%%     FAX             = "+1 801 581 4148",
%%%     URL             = "http://www.math.utah.edu/~beebe",
%%%     checksum        = "00348 33966 116182 1286874",
%%%     email           = "beebe at math.utah.edu, beebe at acm.org,
%%%                        beebe at computer.org (Internet)",
%%%     codetable       = "ISO/ASCII",
%%%     keywords        = "Annals of Applied Probability; bibliography;
%%%                        BibTeX",
%%%     license         = "public domain",
%%%     supported       = "yes",
%%%     docstring       = "This is a COMPLETE bibliography of the
%%%                        journal Annals of Applied Probability (CODEN
%%%                        none, ISSN 1050-5164, ISSN-L 1050-5164).
%%%
%%%                        The journal is published by the Institute of
%%%                        Mathematical Statistics (Hayward, CA, USA),
%%%                        and publication began with volume 1, number
%%%                        1, in February 1991.  The journal appeared
%%%                        quarterly up to volume 16 (2006), and since
%%%                        then, has six issues per annual volume.
%%%
%%%                        The journal has Web sites at
%%%
%%%                            http://projecteuclid.org/all/euclid.aoap
%%%                            http://www.imstat.org/aoap/
%%%                            http://www.jstor.org/journals/10505164.html
%%%
%%%                        At version 1.01, the COMPLETE year coverage
%%%                        looked like this:
%%%
%%%                             1991 (  34)    1999 (  53)    2007 (  61)
%%%                             1992 (  47)    2000 (  51)    2008 (  87)
%%%                             1993 (  63)    2001 (  49)    2009 (  81)
%%%                             1994 (  60)    2002 (  60)    2010 (  75)
%%%                             1995 (  64)    2003 (  64)    2011 (  72)
%%%                             1996 (  57)    2004 (  76)    2012 (  75)
%%%                             1997 (  54)    2005 (  91)    2013 (  77)
%%%                             1998 (  55)    2006 (  80)    2014 (  50)
%%%
%%%                             Article:       1536
%%%
%%%                             Total entries: 1536
%%%
%%%                        Data for this bibliography have been obtained
%%%                        primarily from the Project Euclid Web site,
%%%                        with additional data merged in from numerous
%%%                        other bibliographies in the BibNet Project
%%%                        and TeX User Group bibliography archives.
%%%
%%%                        The checksum field above contains a CRC-16
%%%                        checksum as the first value, followed by the
%%%                        equivalent of the standard UNIX wc (word
%%%                        count) utility output of lines, words, and
%%%                        characters.  This is produced by Robert
%%%                        Solovay's checksum utility.",
%%%  }
%%% ====================================================================

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%%% ====================================================================
%%% Acknowledgement abbreviations:

@String{ack-nhfb = "Nelson H. F. Beebe,
                    University of Utah,
                    Department of Mathematics, 110 LCB,
                    155 S 1400 E RM 233,
                    Salt Lake City, UT 84112-0090, USA,
                    Tel: +1 801 581 5254,
                    FAX: +1 801 585 1640, +1 801 581 4148,
                    e-mail: \path|beebe@math.utah.edu|,
                            \path|beebe@acm.org|,
                            \path|beebe@computer.org| (Internet),
                    URL: \path|http://www.math.utah.edu/~beebe/|"}

%%% ====================================================================
%%% Journal abbreviations:

@String{j-ANN-APPL-PROBAB       = "Annals of Applied Probability"}

@String{j-INT-STAT-REV          = "International Statistical Review =
                                   Revue Internationale de Statistique"}

@String{j-SCIENCE-NEWS          = "Science News (Washington, DC)"}

@String{j-TOMACS                = "ACM Transactions on Modeling and Computer
                                  Simulation"}

%%% ====================================================================
%%% Bibliography entries, sorted in publication order, with ``bibsort
%%% -byvolume'':

@Article{Duffie:1991:MVH,
  author =       "Darrell Duffie and Henry R. Richardson",
  title =        "Mean-Variance Hedging in Continuous Time",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "1",
  pages =        "1--15",
  month =        feb,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005978",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dai:1991:SSA,
  author =       "J. G. Dai and J. M. Harrison",
  title =        "Steady-State Analysis of {RBM} in a Rectangle:
                 Numerical Methods and A Queueing Application",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "1",
  pages =        "16--35",
  month =        feb,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005979",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Diaconis:1991:GBE,
  author =       "Persi Diaconis and Daniel Stroock",
  title =        "Geometric Bounds for Eigenvalues of {Markov} Chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "1",
  pages =        "36--61",
  month =        feb,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005980",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fill:1991:EBC,
  author =       "James Allen Fill",
  title =        "Eigenvalue Bounds on Convergence to Stationarity for
                 Nonreversible {Markov} Chains, with an Application to
                 the Exclusion Process",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "1",
  pages =        "62--87",
  month =        feb,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005981",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Doney:1991:LSN,
  author =       "R. A. Doney and George L. O'Brien",
  title =        "Loud Shot Noise",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "1",
  pages =        "88--103",
  month =        feb,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005982",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kella:1991:QSV,
  author =       "Offer Kella and Ward Whitt",
  title =        "Queues with Server Vacations and {Levy} Processes with
                 Secondary Jump Input",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "1",
  pages =        "104--117",
  month =        feb,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005983",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Komlos:1991:PTS,
  author =       "J. Komlos and A. Odlyzko and L. Ozarow and L. A.
                 Shepp",
  title =        "On the Properties of a Tree-Structured Server
                 Process",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "1",
  pages =        "118--125",
  month =        feb,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005984",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Goldie:1991:IRT,
  author =       "Charles M. Goldie",
  title =        "Implicit Renewal Theory and Tails of Solutions of
                 Random Equations",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "1",
  pages =        "126--166",
  month =        feb,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005985",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Lefebvre:1991:FSP,
  author =       "Mario Lefebvre",
  title =        "Forcing a Stochastic Process to Stay in or to Leave a
                 Given Region",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "1",
  pages =        "167--172",
  month =        feb,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005986",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Whittle:1991:NNI,
  author =       "P. Whittle",
  title =        "Neural Nets and Implicit Inference",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "2",
  pages =        "173--188",
  month =        may,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:28 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005932",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Durrett:1991:ER,
  author =       "R. Durrett and C. Neuhauser",
  title =        "Epidemics with Recovery in {$ D = 2 $}",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "2",
  pages =        "189--206",
  month =        may,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:28 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005933",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Boland:1991:SOI,
  author =       "Philip J. Boland and Emad El-Neweihi and Frank
                 Proschan",
  title =        "Stochastic Order for Inspection and Repair Policies",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "2",
  pages =        "207--218",
  month =        may,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:28 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005934",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{OCinneide:1991:PTD,
  author =       "Colm Art O'Cinneide",
  title =        "Phase-Type Distributions and Majorization",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "2",
  pages =        "219--227",
  month =        may,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:28 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005935",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Aldous:1991:AFD,
  author =       "David Aldous",
  title =        "Asymptotic Fringe Distributions for General Families
                 of Random Trees",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "2",
  pages =        "228--266",
  month =        may,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:28 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005936",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Resnick:1991:RUF,
  author =       "Sidney I. Resnick and Rishin Roy",
  title =        "Random {USC} Functions, Max-Stable Processes and
                 Continuous Choice",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "2",
  pages =        "267--292",
  month =        may,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:28 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005937",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Vitale:1991:EAR,
  author =       "Richard A. Vitale",
  title =        "Expected Absolute Random Determinants and Zonoids",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "2",
  pages =        "293--300",
  month =        may,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:28 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005938",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Frieze:1991:LLM,
  author =       "Alan Frieze",
  title =        "On the Length of the Longest Monotone Subsequence in a
                 Random Permutation",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "2",
  pages =        "301--305",
  month =        may,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:28 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005939",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Glaz:1991:TBA,
  author =       "Joseph Glaz and Joseph I. Naus",
  title =        "Tight Bounds and Approximations for Scan Statistic
                 Probabilities for Discrete Data",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "2",
  pages =        "306--318",
  month =        may,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:28 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005940",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kelly:1991:LN,
  author =       "F. P. Kelly",
  title =        "Loss Networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "3",
  pages =        "319--378",
  month =        aug,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:30 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005872",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kind:1991:DAP,
  author =       "Paolo Kind and Robert Sh. Liptser and Wolfgang J.
                 Runggaldier",
  title =        "Diffusion Approximation in Past Dependent Models and
                 Applications to Option Pricing",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "3",
  pages =        "379--405",
  month =        aug,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:30 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005873",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Mahmoud:1991:DLR,
  author =       "Hosam M. Mahmoud and R. T. Smythe",
  title =        "On the Distribution of Leaves in Rooted Subtrees of
                 Recursive Trees",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "3",
  pages =        "406--418",
  month =        aug,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:30 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005874",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Browne:1991:IMC,
  author =       "Sidney Browne and Paul Zipkin",
  title =        "Inventory Models with Continuous, Stochastic Demands",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "3",
  pages =        "419--435",
  month =        aug,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:30 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005875",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Crametz:1991:LRR,
  author =       "J.-P. Crametz and P. J. Hunt",
  title =        "A Limit Result Respecting Graph Structure for a Fully
                 Connected Loss Network with Alternative Routing",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "3",
  pages =        "436--444",
  month =        aug,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:30 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005876",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Jensen:1991:PEF,
  author =       "Jens Ledet Jensen and Jesper Moller",
  title =        "Pseudolikelihood for Exponential Family Models of
                 Spatial Point Processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "3",
  pages =        "445--461",
  month =        aug,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:30 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005877",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Marsaglia:1991:NCR,
  author =       "George Marsaglia and Arif Zaman",
  title =        "A New Class of Random Number Generators",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "3",
  pages =        "462--480",
  month =        aug,
  year =         "1991",
  CODEN =        "????",
  DOI =          "http://dx.doi.org/10.1214/aoap/1177005878",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  MRclass =      "65C10",
  MRnumber =     "92h:65009",
  MRreviewer =   "Renata Rotondi",
  bibdate =      "Fri Jun 6 11:35:30 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/bibnet/authors/m/marsaglia-george.bib;
                 http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib;
                 http://www.math.utah.edu/pub/tex/bib/fibquart.bib;
                 http://www.math.utah.edu/pub/tex/bib/prng.bib;
                 http://www.math.utah.edu/pub/tex/bib/tomacs.bib;
                 MathSciNet database",
  note =         "See popular description in \cite{Peterson:1991:NRN}.
                 See remarks in
                 \cite{Eichenauer-Herrmann:1995:PNG,Tezuka:1993:LSA}
                 about the extremely bad lattice structure in high
                 dimensions of the generators proposed in this paper.",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005878",
  ZMnumber =     "0733.65005",
  abstract =     "We introduce a new class of generators of two types:
                 add-with-carry and subtract-with-borrow. Related to
                 lagged-Fibonacci generators, the new class has
                 interesting underlying theory, astonishingly long
                 periods and provable uniformity for full sequences.
                 Among several that we mention, we recommend
                 particularly promising ones that will generate a
                 sequence of 2e1751 bits.",
  abstract-2 =   "We introduce a new class of generators of two types:
                 add-with-carry and subtract-with-borrow. Related to
                 lagged-Fibonacci generators, the new class has
                 interesting underlying theory, astonishingly long
                 periods and provable uniformity for full sequences.
                 Among several that we mention, we recommend
                 particularly promising ones that will generate a
                 sequence of $2^{1751}$ bits, or a sequence of
                 $2^{1376}$ 32-bit integers, or a sequence of $2^{931}$
                 reals with 24-bit fractions--all using simple computer
                 arithmetic (subtraction) and a few memory locations.",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
  keywords =     "add with carry generator; lagged Fibonacci generator;
                 Monte Carlo methods; numerical examples; random number
                 generators; subtract-with-borrow generators; very long
                 period sequences",
  xxCODEN =      "????",
  ZMclass =      "*65C10 Random number generation 65C05 Monte Carlo
                 methods",
  ZMreviewer =   "M. Cugiani (Milano)",
}

@Article{Anantharam:1991:MFL,
  author =       "V. Anantharam",
  title =        "A Mean Field Limit for a Lattice Caricature of Dynamic
                 Routing in Circuit Switched Networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "4",
  pages =        "481--503",
  month =        nov,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005834",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Rogers:1991:EVH,
  author =       "L. C. G. Rogers and S. E. Satchell",
  title =        "Estimating Variance From High, Low and Closing
                 Prices",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "4",
  pages =        "504--512",
  month =        nov,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005835",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Karlin:1991:SLT,
  author =       "Samuel Karlin and Ming-Ying Leung",
  title =        "Some Limit Theorems on Distributional Patterns of
                 Balls in Urns",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "4",
  pages =        "513--538",
  month =        nov,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005836",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Donnelly:1991:FCL,
  author =       "Peter Donnelly and Thomas G. Kurtz and Simon Tavare",
  title =        "On the Functional Central Limit Theorem for the
                 {Ewens} Sampling Formula",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "4",
  pages =        "539--545",
  month =        nov,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005837",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Glynn:1991:DMQ,
  author =       "Peter W. Glynn and Ward Whitt",
  title =        "Departures from Many Queues in Series",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "4",
  pages =        "546--572",
  month =        nov,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005838",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Biggins:1991:BRW,
  author =       "J. D. Biggins and Boris D. Lubachevsky and Adam
                 Shwartz and Alan Weiss",
  title =        "A Branching Random Walk with a Barrier",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "4",
  pages =        "573--581",
  month =        nov,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005839",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Hardin:1991:NRS,
  author =       "Clyde D. {Hardin, Jr.} and Gennady Samorodnitsky and
                 Murad S. Taqqu",
  title =        "Nonlinear Regression of Stable Random Variables",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "4",
  pages =        "582--612",
  month =        nov,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005840",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chen:1991:ETP,
  author =       "Rong Chen and Ruey S. Tsay",
  title =        "On the Ergodicity of Tar(1) Processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "1",
  number =       "4",
  pages =        "613--634",
  month =        nov,
  year =         "1991",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005841",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Myneni:1992:PAO,
  author =       "Ravi Myneni",
  title =        "The Pricing of the {American} Option",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "1",
  pages =        "1--23",
  month =        feb,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005768",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ethier:1992:SDN,
  author =       "S. N. Ethier and Thomas G. Kurtz",
  title =        "On the Stationary Distribution of the Neutral
                 Diffusion Model in Population Genetics",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "1",
  pages =        "24--35",
  month =        feb,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005769",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Huang:1992:OCP,
  author =       "Chi-Fu Huang and Henri Pages",
  title =        "Optimal Consumption and Portfolio Policies with an
                 Infinite Horizon: Existence and Convergence",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "1",
  pages =        "36--64",
  month =        feb,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005770",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dai:1992:RBM,
  author =       "J. G. Dai and J. M. Harrison",
  title =        "Reflected {Brownian} Motion in an Orthant: Numerical
                 Methods for Steady-State Analysis",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "1",
  pages =        "65--86",
  month =        feb,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005771",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Xu:1992:DMOa,
  author =       "Gan-Lin Xu and Steven E. Shreve",
  title =        "A Duality Method for Optimal Consumption and
                 Investment Under Short- Selling Prohibition. {I}.
                 {General} Market Coefficients",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "1",
  pages =        "87--112",
  month =        feb,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005772",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Avram:1992:MST,
  author =       "Florin Avram and Dimitris Bertsimas",
  title =        "The Minimum Spanning Tree Constant in Geometrical
                 Probability and Under the Independent Model: A Unified
                 Approach",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "1",
  pages =        "113--130",
  month =        feb,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005773",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Blount:1992:LLN,
  author =       "Douglas Blount",
  title =        "Law of Large Numbers in the Supremum Norm for a
                 Chemical Reaction with Diffusion",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "1",
  pages =        "131--141",
  month =        feb,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005774",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Comets:1992:PEG,
  author =       "Francis Comets and Basilis Gidas",
  title =        "Parameter Estimation for {Gibbs} Distributions from
                 Partially Observed Data",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "1",
  pages =        "142--170",
  month =        feb,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005775",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Schweizer:1992:MVH,
  author =       "Martin Schweizer",
  title =        "Mean-Variance Hedging for General Claims",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "1",
  pages =        "171--179",
  month =        feb,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005776",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Glynn:1992:AVS,
  author =       "Peter W. Glynn and Ward Whitt",
  title =        "The Asymptotic Validity of Sequential Stopping Rules
                 for Stochastic Simulations",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "1",
  pages =        "180--198",
  month =        feb,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005777",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Loader:1992:BCP,
  author =       "Clive R. Loader",
  title =        "Boundary Crossing Probabilities for Locally {Poisson}
                 Processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "1",
  pages =        "199--228",
  month =        feb,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005778",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Lagarias:1992:PTS,
  author =       "J. C. Lagarias and A. Weiss",
  title =        "The $ 3 x + 1 $ Problem: Two Stochastic Models",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "1",
  pages =        "229--261",
  month =        feb,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib;
                 http://www.math.utah.edu/pub/tex/bib/benfords-law.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005779",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Harrison:1992:BMF,
  author =       "J. M. Harrison and R. J. Williams",
  title =        "{Brownian} Models of Feedforward Queueing Networks:
                 Quasireversibility and Product Form Solutions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "2",
  pages =        "263--293",
  month =        may,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005704",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bayer:1992:TDS,
  author =       "Dave Bayer and Persi Diaconis",
  title =        "Trailing the Dovetail Shuffle to its Lair",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "2",
  pages =        "294--313",
  month =        may,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005705",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Xu:1992:DMOb,
  author =       "Gan-Lin Xu and Steven E. Shreve",
  title =        "A Duality Method for Optimal Consumption and
                 Investment Under Short-Selling Prohibition. {II}.
                 {Constant} Market Coefficients",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "2",
  pages =        "314--328",
  month =        may,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005706",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dembo:1992:PAS,
  author =       "Amir Dembo and Samuel Karlin",
  title =        "{Poisson} Approximations for $r$-Scan Processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "2",
  pages =        "329--357",
  month =        may,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005707",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Pittel:1992:LSS,
  author =       "Boris Pittel",
  title =        "On Likely Solutions of a Stable Marriage Problem",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "2",
  pages =        "358--401",
  month =        may,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005708",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Devroye:1992:STL,
  author =       "Luc Devroye",
  title =        "A Study of Trie-Like Structures Under the Density
                 Model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "2",
  pages =        "402--434",
  month =        may,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005709",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Takacs:1992:RWP,
  author =       "Lajos Takacs",
  title =        "Random Walk Processes and their Applications in Order
                 Statistics",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "2",
  pages =        "435--459",
  month =        may,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005710",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ou:1992:PBS,
  author =       "Jihong Ou and Lawrence M. Wein",
  title =        "Performance Bounds for Scheduling Queueing Networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "2",
  pages =        "460--480",
  month =        may,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005711",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Berman:1992:TCD,
  author =       "Simeon M. Berman",
  title =        "The Tail of the Convolution of Densities and its
                 Application to a Model of {HIV}-Latency Time",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "2",
  pages =        "481--502",
  month =        may,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005712",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Hill:1992:SIO,
  author =       "T. P. Hill and D. P. Kennedy",
  title =        "Sharp Inequalities for Optimal Stopping with Rewards
                 Based on Ranks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "2",
  pages =        "503--517",
  month =        may,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005713",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Arratia:1992:PPA,
  author =       "Richard Arratia and A. D. Barbour and Simon Tavare",
  title =        "{Poisson} Process Approximations for the {Ewens}
                 Sampling Formula",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "3",
  pages =        "519--535",
  month =        aug,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:38 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005647",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Loh:1992:SMM,
  author =       "Wei-Liem Loh",
  title =        "{Stein}'s Method and Multinomial Approximation",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "3",
  pages =        "536--554",
  month =        aug,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:38 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005648",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Asmussen:1992:LTE,
  author =       "Soren Asmussen",
  title =        "Light Traffic Equivalence in Single-Server Queues",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "3",
  pages =        "555--574",
  month =        aug,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:38 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005649",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bramson:1992:PCM,
  author =       "M. Bramson and P. Ney and J. Tao",
  title =        "The Population Composition of a Multitype Branching
                 Random Walk",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "3",
  pages =        "575--596",
  month =        aug,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:38 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005650",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Devroye:1992:LTR,
  author =       "Luc Devroye",
  title =        "A Limit Theory for Random Skip Lists",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "3",
  pages =        "597--609",
  month =        aug,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:38 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005651",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Frigessi:1992:OSS,
  author =       "Arnoldo Frigessi and Chii-Ruey Hwang and Laurent
                 Younes",
  title =        "Optimal Spectral Structure of Reversible Stochastic
                 Matrices, {Monte Carlo} Methods and the Simulation of
                 {Markov} Random Fields",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "3",
  pages =        "610--628",
  month =        aug,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:38 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005652",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Karatzas:1992:RDD,
  author =       "Ioannis Karatzas and Daniel L. Ocone",
  title =        "The Resolvent of a Degenerate Diffusion on the Plane,
                 with Application to Partially Observed Stochastic
                 Control",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "3",
  pages =        "629--668",
  month =        aug,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:38 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005653",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kotelenez:1992:FNR,
  author =       "Peter Kotelenez",
  title =        "Fluctuations in a Nonlinear Reaction-Diffusion Model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "3",
  pages =        "669--694",
  month =        aug,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:38 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005654",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Rhee:1992:MRS,
  author =       "WanSoo T. Rhee and Michel Talagrand",
  title =        "Matching Random Subsets of the Cube with a Tight
                 Control on One Coordinate",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "3",
  pages =        "695--713",
  month =        aug,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:38 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005655",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chang:1992:MFL,
  author =       "Joseph T. Chang",
  title =        "On Moments of the First Ladder Height of Random Walks
                 with Small Drift",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "3",
  pages =        "714--738",
  month =        aug,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:38 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005656",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Asmussen:1992:CWC,
  author =       "Soren Asmussen",
  title =        "On Coupling and Weak Convergence to Stationarity",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "3",
  pages =        "739--751",
  month =        aug,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:38 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005657",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dalal:1992:BEC,
  author =       "S. R. Dalal and C. L. Mallows",
  title =        "Buying with Exact Confidence",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "3",
  pages =        "752--765",
  month =        aug,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:38 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005658",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Cvitanic:1992:CDC,
  author =       "Jaksa Cvitanic and Ioannis Karatzas",
  title =        "Convex Duality in Constrained Portfolio Optimization",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "4",
  pages =        "767--818",
  month =        nov,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005576",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Holley:1992:MDS,
  author =       "Richard Holley and Edward C. Waymire",
  title =        "Multifractal Dimensions and Scaling Exponents for
                 Strongly Bounded Random Cascades",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "4",
  pages =        "819--845",
  month =        nov,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005577",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Talagrand:1992:MRS,
  author =       "Michel Talagrand",
  title =        "Matching Random Samples in Many Dimensions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "4",
  pages =        "846--856",
  month =        nov,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005578",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Morrow:1992:LDR,
  author =       "Gregory J. Morrow",
  title =        "Large Deviation Results for a Class of {Markov} Chains
                 with Application to an Infinite Alleles Model of
                 Population Genetics",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "4",
  pages =        "857--905",
  month =        nov,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005579",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kroese:1992:CPS,
  author =       "Dirk P. Kroese and Volker Schmidt",
  title =        "A Continuous Polling System with General Service
                 Times",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "4",
  pages =        "906--927",
  month =        nov,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005580",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ferrari:1992:SAE,
  author =       "P. A. Ferrari and K. Ravishankar",
  title =        "Shocks in Asymmetric Exclusion Automata",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "4",
  pages =        "928--941",
  month =        nov,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005581",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Pinsky:1992:ECL,
  author =       "Mark A. Pinsky",
  title =        "Extremal Character of the {Lyapunov} Exponent of the
                 Stochastic Harmonic Oscillator",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "4",
  pages =        "942--950",
  month =        nov,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005582",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Aalen:1992:MHS,
  author =       "Odd O. Aalen",
  title =        "Modelling Heterogeneity in Survival Analysis by the
                 Compound {Poisson} Distribution",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "4",
  pages =        "951--972",
  month =        nov,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005583",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Jansons:1992:DBB,
  author =       "Kalvis M. Jansons and L. C. G. Rogers",
  title =        "Decomposing the Branching {Brownian} Path",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "4",
  pages =        "973--986",
  month =        nov,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005584",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Daley:1992:FWT,
  author =       "D. J. Daley and T. Rolski",
  title =        "Finiteness of Waiting-Time Moments in General
                 Stationary Single-Server Queues",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "4",
  pages =        "987--1008",
  month =        nov,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005585",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bollobas:1992:HRP,
  author =       "Bela Bollobas and Graham Brightwell",
  title =        "The Height of a Random Partial Order: Concentration of
                 Measure",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "4",
  pages =        "1009--1018",
  month =        nov,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005586",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Benjamini:1992:MSP,
  author =       "Yoav Benjamini and Abba M. Krieger",
  title =        "Market Share Paradox and Heterogeneous Chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "4",
  pages =        "1019--1023",
  month =        nov,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005587",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Weber:1992:GIM,
  author =       "Richard Weber",
  title =        "On the {Gittins} Index for Multiarmed Bandits",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "2",
  number =       "4",
  pages =        "1024--1033",
  month =        nov,
  year =         "1992",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005588",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Isham:1993:SME,
  author =       "Valerie Isham",
  title =        "Stochastic Models for Epidemics with Special Reference
                 to {AIDS}",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "1",
  pages =        "1--27",
  month =        feb,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:42 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005505",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Nguyen:1993:PNP,
  author =       "Vien Nguyen",
  title =        "Processing Networks with Parallel and Sequential
                 Tasks: Heavy Traffic Analysis and {Brownian} Limits",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "1",
  pages =        "28--55",
  month =        feb,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:42 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005506",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{vandenBerg:1993:ITC,
  author =       "J. van den Berg and H. Kesten",
  title =        "Inequalities for the Time Constant in First-Passage
                 Percolation",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "1",
  pages =        "56--80",
  month =        feb,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:42 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005507",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Alexander:1993:NSR,
  author =       "Kenneth S. Alexander",
  title =        "A Note on Some Rates of Convergence in First-Passage
                 Percolation",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "1",
  pages =        "81--90",
  month =        feb,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:42 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005508",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Barbour:1993:RPA,
  author =       "A. D. Barbour and P. E. Greenwood",
  title =        "Rates of {Poisson} Approximation to Finite Range
                 Random Fields",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "1",
  pages =        "91--102",
  month =        feb,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:42 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005509",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Almeida:1993:VME,
  author =       "Murilo P. Almeida and Basilis Gidas",
  title =        "A Variational Method for Estimating the Parameters of
                 {MRF} from Complete or Incomplete Data",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "1",
  pages =        "103--136",
  month =        feb,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:42 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005510",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ferrari:1993:CSP,
  author =       "Pablo A. Ferrari and Arnoldo Frigessi and Roberto H.
                 Schonmann",
  title =        "Convergence of Some Partially Parallel {Gibbs}
                 Samplers with Annealing",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "1",
  pages =        "137--153",
  month =        feb,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:42 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005511",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Anantharam:1993:USE,
  author =       "V. Anantharam",
  title =        "Uniqueness of Stationary Ergodic Fixed Point for a {$
                 \cdot $ /M/K} Node",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "1",
  pages =        "154--172",
  month =        feb,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:42 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  note =         "See correction \cite{Anantharam:1994:CUS}.",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005512",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kaj:1993:FPP,
  author =       "Ingemar Kaj and Paavo Salminen",
  title =        "On a First Passage Problem for Branching {Brownian}
                 Motions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "1",
  pages =        "173--185",
  month =        feb,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:42 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005513",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Takacs:1993:DIA,
  author =       "Lajos Takacs",
  title =        "On the Distribution of the Integral of the Absolute
                 Value of the {Brownian} Motion",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "1",
  pages =        "186--197",
  month =        feb,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:42 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005514",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Alsmeyer:1993:GWP,
  author =       "Gerold Alsmeyer",
  title =        "On the {Galton--Watson} Predator-Prey Process",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "1",
  pages =        "198--211",
  month =        feb,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:42 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005515",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Capinski:1993:EEU,
  author =       "Marek Capinski and Nigel J. Cutland",
  title =        "The {Euler} Equation: A Uniform Nonstandard
                 Construction of a Global Flow, Invariant Measures and
                 Statistical Solutions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "1",
  pages =        "212--227",
  month =        feb,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:42 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005516",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kook:1993:TST,
  author =       "Kwang Ho Kook and Richard F. Serfozo",
  title =        "Travel and Sojourn Times in Stochastic Networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "1",
  pages =        "228--252",
  month =        feb,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:42 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005517",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Penrose:1993:SLB,
  author =       "Mathew D. Penrose",
  title =        "On the Spread-Out Limit for Bond and Continuum
                 Percolation",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "1",
  pages =        "253--276",
  month =        feb,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:42 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005518",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Iscoe:1993:CAS,
  author =       "I. Iscoe and D. McDonald and K. Qian",
  title =        "Capacity of {ATM} Switches",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "2",
  pages =        "277--295",
  month =        may,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:44 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005425",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kesten:1993:SCF,
  author =       "Harry Kesten",
  title =        "On the Speed of Convergence in First-Passage
                 Percolation",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "2",
  pages =        "296--338",
  month =        may,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:44 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005426",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Gates:1993:MMS,
  author =       "D. J. Gates and M. Westcott",
  title =        "{Markov} Models of Steady Crystal Growth",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "2",
  pages =        "339--355",
  month =        may,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:44 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005427",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ycart:1993:PPE,
  author =       "Bernard Ycart",
  title =        "The Philosophers' Process: An Ergodic Reversible
                 Nearest Particle System",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "2",
  pages =        "356--363",
  month =        may,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:44 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005428",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Heinricher:1993:OCRa,
  author =       "Arthur C. Heinricher and Richard H. Stockbridge",
  title =        "Optimal Control and Replacement with State-Dependent
                 Failure Rate: Dynamic Programming",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "2",
  pages =        "364--379",
  month =        may,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:44 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005429",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Heinricher:1993:OCRb,
  author =       "Arthur C. Heinricher and Richard H. Stockbridge",
  title =        "Optimal Control and Replacement with State-Dependent
                 Failure Rate: An Invariant Measure Approach",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "2",
  pages =        "380--402",
  month =        may,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:44 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005430",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Luczak:1993:SRA,
  author =       "Tomasz Luczak and Joel E. Cohen",
  title =        "Stratigraphy of a Random Acyclic Directed Graph: The
                 Size of Trophic Levels in the Cascade Model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "2",
  pages =        "403--420",
  month =        may,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:44 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005431",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Krichagina:1993:PCF,
  author =       "Elena V. Krichagina and Sheldon X. C. Lou and Suresh
                 P. Sethi and Michael I. Taksar",
  title =        "Production Control in a Failure-Prone Manufacturing
                 System: Diffusion Approximation and Asymptotic
                 Optimality",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "2",
  pages =        "421--453",
  month =        may,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:44 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005432",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Matthews:1993:ADN,
  author =       "Peter C. Matthews and Andrew L. Rukhin",
  title =        "Asymptotic Distribution of the Normal Sample Range",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "2",
  pages =        "454--466",
  month =        may,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:44 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005433",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Wahlberg:1993:PSM,
  author =       "B. Wahlberg and E. J. Hannan",
  title =        "Parametric Signal Modelling using {Laguerre} Filters",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "2",
  pages =        "467--496",
  month =        may,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:44 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005434",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Davis:1993:PSM,
  author =       "Richard A. Davis and Sidney I. Resnick",
  title =        "Prediction of Stationary Max-Stable Processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "2",
  pages =        "497--525",
  month =        may,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:44 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005435",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dyer:1993:APG,
  author =       "Martin Dyer and Alan Frieze and Boris Pittel",
  title =        "The Average Performance of the Greedy Matching
                 Algorithm",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "2",
  pages =        "526--552",
  month =        may,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:44 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005436",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Adler:1993:ENL,
  author =       "Robert J. Adler and Gennady Samorodnitsky and Tamar
                 Gadrich",
  title =        "The Expected Number of Level Crossings for Stationary,
                 Harmonisable, Symmetric, Stable Processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "2",
  pages =        "553--575",
  month =        may,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:44 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005437",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Hogan:1993:PCT,
  author =       "Michael Hogan",
  title =        "Problems in Certain Two-Factor Term Structure Models",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "2",
  pages =        "576--581",
  month =        may,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:44 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005438",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Jaillet:1993:CVT,
  author =       "Patrick Jaillet",
  title =        "Cube Versus Torus Models and the {Euclidean} Minimum
                 Spanning Tree Constant",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "2",
  pages =        "582--592",
  month =        may,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:44 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005439",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fill:1993:PFP,
  author =       "James Allen Fill and Robin Pemantle",
  title =        "Percolation, First-Passage Percolation and Covering
                 Times for {Richardson}'s Model on the $n$-Cube",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "2",
  pages =        "593--629",
  month =        may,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:44 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005440",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Shepp:1993:ROR,
  author =       "Larry Shepp and A. N. Shiryaev",
  title =        "The {Russian} Option: Reduced Regret",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "3",
  pages =        "631--640",
  month =        aug,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005355",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Duffie:1993:APR,
  author =       "J. Darrell Duffie and J. Michael Harrison",
  title =        "Arbitrage Pricing of {Russian} Options and Perpetual
                 Lookback Options",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "3",
  pages =        "641--651",
  month =        aug,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005356",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Cvitanic:1993:HCC,
  author =       "Jaksa Cvitanic and Ioannis Karatzas",
  title =        "Hedging Contingent Claims with Constrained
                 Portfolios",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "3",
  pages =        "652--681",
  month =        aug,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005357",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kella:1993:PTF,
  author =       "Offer Kella",
  title =        "Parallel and Tandem Fluid Networks with Dependent
                 {Levy} Inputs",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "3",
  pages =        "682--695",
  month =        aug,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005358",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Diaconis:1993:CTR,
  author =       "Persi Diaconis and Laurent Saloff-Coste",
  title =        "Comparison Theorems for Reversible {Markov} Chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "3",
  pages =        "696--730",
  month =        aug,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005359",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Eisenberg:1993:APT,
  author =       "Bennett Eisenberg and Gilbert Stengle and Gilbert
                 Strang",
  title =        "The Asymptotic Probability of a {Tie} for First
                 Place",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "3",
  pages =        "731--745",
  month =        aug,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005360",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fontes:1993:FPP,
  author =       "Luiz Fontes and Charles M. Newman",
  title =        "First Passage Percolation for Random Colorings of {$
                 \mathbb {Z}^d $}",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "3",
  pages =        "746--762",
  month =        aug,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  note =         "See correction \cite{Fontes:1994:CFP}.",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005361",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Miyazawa:1993:LHD,
  author =       "Masakiyo Miyazawa and Volker Schmidt",
  title =        "On Ladder Height Distributions of General Risk
                 Processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "3",
  pages =        "763--776",
  month =        aug,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005362",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Antonelli:1993:BFS,
  author =       "Fabio Antonelli",
  title =        "Backward-Forward Stochastic Differential Equations",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "3",
  pages =        "777--793",
  month =        aug,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005363",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Rhee:1993:MPS,
  author =       "WanSoo T. Rhee",
  title =        "A Matching Problem and Subadditive {Euclidean}
                 Functionals",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "3",
  pages =        "794--801",
  month =        aug,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005364",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Coffman:1993:SRP,
  author =       "E. G. Coffman and E. N. Gilbert and P. W. Shor",
  title =        "A Selection-Replacement Process on the Circle",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "3",
  pages =        "802--818",
  month =        aug,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005365",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Rosenthal:1993:RCD,
  author =       "Jeffrey S. Rosenthal",
  title =        "Rates of Convergence for Data Augmentation on Finite
                 Sample Spaces",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "3",
  pages =        "819--839",
  month =        aug,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005366",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Yamada:1993:LTF,
  author =       "Keigo Yamada and Sung Jo Hong",
  title =        "A Limit Theorem for Functionals of Jumps of Birth and
                 Death Processes under Heavy Traffic Condition",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "3",
  pages =        "840--862",
  month =        aug,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005367",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Clifford:1993:ECP,
  author =       "Peter Clifford and Gang Wei",
  title =        "The Equivalence of the {Cox} Process with Squared
                 Radial {Ornstein--Uhlenbeck} Intensity and the Death
                 Process in a Simple Population Model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "3",
  pages =        "863--873",
  month =        aug,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005368",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Stein:1993:APC,
  author =       "Michael L. Stein",
  title =        "Asymptotic Properties of Centered Systematic Sampling
                 for Predicting Integrals of Spatial Processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "3",
  pages =        "874--880",
  month =        aug,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005369",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Blaszczyszyn:1993:QSL,
  author =       "B. Blaszczyszyn and T. Rolski",
  title =        "Queues in Series in Light Traffic",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "3",
  pages =        "881--896",
  month =        aug,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005370",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Hwang:1993:AGD,
  author =       "Chii-Ruey Hwang and Shu-Yin Hwang-Ma and Shuenn-Jyi
                 Sheu",
  title =        "Accelerating {Gaussian} Diffusions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "3",
  pages =        "897--913",
  month =        aug,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005371",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Baldi:1993:ISG,
  author =       "Paolo Baldi and Arnoldo Frigessi and Mauro Piccioni",
  title =        "Importance Sampling for {Gibbs} Random Fields",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "3",
  pages =        "914--933",
  month =        aug,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005372",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fisch:1993:MGH,
  author =       "Robert Fisch and Janko Gravner and David Griffeath",
  title =        "Metastability in the {Greenberg--Hastings} Model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "4",
  pages =        "935--967",
  month =        nov,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005268",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dai:1993:QMT,
  author =       "J. G. Dai and J. M. Harrison",
  title =        "The {QNET} Method for Two-Moment Analysis of Closed
                 Manufacturing Systems",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "4",
  pages =        "968--1012",
  month =        nov,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005269",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Glazebrook:1993:IFC,
  author =       "K. D. Glazebrook",
  title =        "Indices for Families of Competing {Markov} Decision
                 Processes with Influence",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "4",
  pages =        "1013--1032",
  month =        nov,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005270",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Avram:1993:CLT,
  author =       "Florin Avram and Dimitris Bertsimas",
  title =        "On Central Limit Theorems in Geometrical Probability",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "4",
  pages =        "1033--1046",
  month =        nov,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005271",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Durrett:1993:ACV,
  author =       "Richard Durrett and Rinaldo Schinazi",
  title =        "Asymptotic Critical Value for a Competition Model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "4",
  pages =        "1047--1066",
  month =        nov,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005272",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Greven:1993:VCS,
  author =       "Andreas Greven and Frank den Hollander",
  title =        "A Variational Characterization of the Speed of a
                 One-Dimensional Self- Repellent Random Walk",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "4",
  pages =        "1067--1099",
  month =        nov,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005273",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Talagrand:1993:ISE,
  author =       "M. Talagrand and J. E. Yukich",
  title =        "The Integrability of the Square Exponential
                 Transportation Cost",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "4",
  pages =        "1100--1111",
  month =        nov,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005274",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{deGunst:1993:NMM,
  author =       "Mathisca C. M. de Gunst and Willem R. van Zwet",
  title =        "A Non-{Markovian} Model for {Cell} Population Growth:
                 Tail Behavior and Duration of the Growth Process",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "4",
  pages =        "1112--1144",
  month =        nov,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005275",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Joffe:1993:NMB,
  author =       "A. Joffe",
  title =        "A New Martingale in Branching Random Walk",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "4",
  pages =        "1145--1150",
  month =        nov,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005276",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Cox:1993:GLA,
  author =       "J. Theodore Cox and Alberto Gandolfi and Philip S.
                 Griffin and Harry Kesten",
  title =        "Greedy Lattice Animals I: Upper Bounds",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "4",
  pages =        "1151--1169",
  month =        nov,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005277",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Lee:1993:IGL,
  author =       "Sungchul Lee",
  title =        "An Inequality for Greedy Lattice Animals",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "4",
  pages =        "1170--1188",
  month =        nov,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005278",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Mannion:1993:PRM,
  author =       "David Mannion",
  title =        "Products of $ 2 \times 2 $ Random Matrices",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "4",
  pages =        "1189--1218",
  month =        nov,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005279",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chassaing:1993:OMF,
  author =       "Philippe Chassaing",
  title =        "Optimality of Move-to-Front for Self-Organizing Data
                 Structures with Locality of References",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "4",
  pages =        "1219--1240",
  month =        nov,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005280",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Metry:1993:OPD,
  author =       "Magdy H. Metry and Allan R. Sampson",
  title =        "Orderings for Positive Dependence on Multivariate
                 Empirical Distributions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "3",
  number =       "4",
  pages =        "1241--1251",
  month =        nov,
  year =         "1993",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005281",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Nguyen:1994:TDF,
  author =       "Vien Nguyen",
  title =        "The Trouble with Diversity: Fork-Join Networks with
                 Heterogeneous Customer Population",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "1",
  pages =        "1--25",
  month =        feb,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:52 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005198",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dai:1994:CMQ,
  author =       "J. G. Dai and Vien Nguyen",
  title =        "On the Convergence of Multiclass Queueing Networks in
                 Heavy Traffic",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "1",
  pages =        "26--42",
  month =        feb,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:52 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005199",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bertsimas:1994:OMQ,
  author =       "Dimitris Bertsimas and Ioannis Ch. Paschalidis and
                 John N. Tsitsiklis",
  title =        "Optimization of Multiclass Queueing Networks:
                 Polyhedral and Nonlinear Characterizations of
                 Achievable Performance",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "1",
  pages =        "43--75",
  month =        feb,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:52 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005200",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Gandolfi:1994:GLA,
  author =       "Alberto Gandolfi and Harry Kesten",
  title =        "Greedy Lattice Animals {II}: Linear Growth",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "1",
  pages =        "76--107",
  month =        feb,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:52 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005201",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Alon:1994:LER,
  author =       "Noga Alon and Bela Bollobas and Graham Brightwell and
                 Svante Janson",
  title =        "Linear Extensions of a Random Partial Order",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "1",
  pages =        "108--123",
  month =        feb,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:52 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005202",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Meyn:1994:SGJ,
  author =       "S. P. Meyn and D. Down",
  title =        "Stability of Generalized {Jackson} Networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "1",
  pages =        "124--148",
  month =        feb,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:52 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005203",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Meyn:1994:SDC,
  author =       "Sean P. Meyn and R. L. Tweedie",
  title =        "State-Dependent Criteria for Convergence of {Markov}
                 Chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "1",
  pages =        "149--168",
  month =        feb,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:52 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005204",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Grey:1994:RVT,
  author =       "D. R. Grey",
  title =        "Regular Variation in the Tail Behaviour of Solutions
                 of Random Difference Equations",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "1",
  pages =        "169--183",
  month =        feb,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:52 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005205",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Cohn:1994:GBP,
  author =       "Harry Cohn and Peter Jagers",
  title =        "General Branching Processes in Varying Environment",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "1",
  pages =        "184--193",
  month =        feb,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:52 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005206",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Tsitsiklis:1994:SPG,
  author =       "John N. Tsitsiklis",
  title =        "A Short Proof of the {Gittins Index Theorem}",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "1",
  pages =        "194--199",
  month =        feb,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:52 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005207",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Arratia:1994:PTS,
  author =       "Richard Arratia and Michael S. Waterman",
  title =        "A Phase Transition for the Score in Matching Random
                 Sequences Allowing Deletions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "1",
  pages =        "200--225",
  month =        feb,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:52 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005208",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Davis:1994:PSS,
  author =       "M. H. A. Davis and M. Zervos",
  title =        "A Problem of Singular Stochastic Control with
                 Discretionary Stopping",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "1",
  pages =        "226--240",
  month =        feb,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:52 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005209",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Hall:1994:RBF,
  author =       "Peter Hall and Rahul Roy",
  title =        "On the Relationship Between Fractal Dimension and
                 Fractal Index for Stationary Stochastic Processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "1",
  pages =        "241--253",
  month =        feb,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:52 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005210",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fontes:1994:CFP,
  author =       "L. R. G. Fontes and Charles M. Newman",
  title =        "Correction: First Passage Percolation for Random
                 Colorings of $ \mathbb {Z}^d $",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "1",
  pages =        "254",
  month =        feb,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:52 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  note =         "See \cite{Fontes:1993:FPP}.",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005211",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{ElKaroui:1994:DAP,
  author =       "Nicole {El Karoui} and Ioannis Karatzas",
  title =        "Dynamic Allocation Problems in Continuous Time",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "2",
  pages =        "255--286",
  month =        may,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:54 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005062",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dupuis:1994:OCF,
  author =       "Paul Dupuis and John Oliensis",
  title =        "An Optimal Control Formulation and Related Numerical
                 Methods for a Problem in Shape Reconstruction",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "2",
  pages =        "287--346",
  month =        may,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:54 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005063",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ingrassia:1994:RCM,
  author =       "Salvatore Ingrassia",
  title =        "On the Rate of Convergence of the {Metropolis}
                 Algorithm and {Gibbs} Sampler by Geometric Bounds",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "2",
  pages =        "347--389",
  month =        may,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:54 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005064",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Rogers:1994:FMQ,
  author =       "L. C. G. Rogers",
  title =        "Fluid Models in Queueing Theory and {Wiener--Hopf}
                 Factorization of {Markov} Chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "2",
  pages =        "390--413",
  month =        may,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:54 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005065",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bramson:1994:IFQa,
  author =       "Maury Bramson",
  title =        "Instability of {FIFO} Queueing Networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "2",
  pages =        "414--431",
  month =        may,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:54 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  note =         "See correction \cite{Bramson:1994:CIF}.",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005066",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dembo:1994:LEM,
  author =       "Amir Dembo and Samuel Karlin and Ofer Zeitouni",
  title =        "Large Exceedances for Multidimensional {Levy}
                 Processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "2",
  pages =        "432--447",
  month =        may,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:54 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005067",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Schwerer:1994:BMC,
  author =       "Elizabeth Schwerer and Jan A. {Van Mieghem}",
  title =        "{Brownian} Models of Closed Queueing Networks:
                 Explicit Solutions for Balanced Three-Station Systems",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "2",
  pages =        "448--477",
  month =        may,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:54 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005068",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Hsing:1994:ADA,
  author =       "Tailen Hsing",
  title =        "On the Asymptotic Distribution of the Area Outside a
                 Random Convex {Hull} in a Disk",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "2",
  pages =        "478--493",
  month =        may,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:54 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005069",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Finnoff:1994:LLN,
  author =       "William Finnoff",
  title =        "Law of Large Numbers for a Heterogeneous System of
                 Stochastic Differential Equations with Strong Local
                 Interaction and Economic Applications",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "2",
  pages =        "494--528",
  month =        may,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:54 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005070",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Perfekt:1994:EBS,
  author =       "Roland Perfekt",
  title =        "Extremal Behaviour of Stationary {Markov} Chains with
                 Applications",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "2",
  pages =        "529--548",
  month =        may,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:54 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005071",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fouque:1994:LTL,
  author =       "Jean-Pierre Fouque and Ely Merzbach",
  title =        "A Limit Theorem for Linear Boundary Value Problems in
                 Random Media",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "2",
  pages =        "549--569",
  month =        may,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:54 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005072",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Keener:1994:QRL,
  author =       "Robert W. Keener",
  title =        "Quadrature Routines for Ladder Variables",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "2",
  pages =        "570--590",
  month =        may,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:54 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005073",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Pestien:1994:ABL,
  author =       "Victor Pestien and S. Ramakrishnan",
  title =        "Asymptotic Behavior of Large Discrete-Time Cyclic
                 Queueing Networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "2",
  pages =        "591--606",
  month =        may,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:54 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005074",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Anantharam:1994:CUS,
  author =       "V. Anantharam",
  title =        "Correction: Uniqueness of Stationary Ergodic Fixed
                 Point For {$ A \cdot / M / K $} Node",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "2",
  pages =        "607",
  month =        may,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:54 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  note =         "See \cite{Anantharam:1993:USE}.",
  URL =          "http://projecteuclid.org/euclid.aoap/1177005075",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Shreve:1994:OIC,
  author =       "S. E. Shreve and H. M. Soner",
  title =        "Optimal Investment and Consumption with Transaction
                 Costs",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "3",
  pages =        "609--692",
  month =        aug,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:56 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004966",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bramson:1994:IFQb,
  author =       "Maury Bramson",
  title =        "Instability of {FIFO} Queueing Networks with Quick
                 Service Times",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "3",
  pages =        "693--718",
  month =        aug,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:56 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004967",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Choudhury:1994:MTI,
  author =       "Gagan L. Choudhury and David M. Lucantoni and Ward
                 Whitt",
  title =        "Multidimensional Transform Inversion with Applications
                 to the Transient {M/G/1} Queue",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "3",
  pages =        "719--740",
  month =        aug,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:56 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004968",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Rhee:1994:PAC,
  author =       "WanSoo T. Rhee",
  title =        "Probabilistic Analysis of a Capacitated Vehicle
                 Routing Problem {II}",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "3",
  pages =        "741--764",
  month =        aug,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:56 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004969",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Sigman:1994:FMI,
  author =       "Karl Sigman and David D. Yao",
  title =        "Finite Moments for Inventory Processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "3",
  pages =        "765--778",
  month =        aug,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:56 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004970",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Athreya:1994:LDR,
  author =       "K. B. Athreya",
  title =        "Large Deviation Rates for Branching Processes --- {I}.
                 {Single} Type Case",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "3",
  pages =        "779--790",
  month =        aug,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:56 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004971",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Resnick:1994:SPM,
  author =       "Sidney I. Resnick and Rishin Roy",
  title =        "Superextremal Processes, Max-Stability and Dynamic
                 Continuous Choice",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "3",
  pages =        "791--811",
  month =        aug,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:56 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004972",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Frieze:1994:SLC,
  author =       "Alan Frieze and Ravi Kannan and Nick Polson",
  title =        "Sampling from Log-Concave Distributions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "3",
  pages =        "812--837",
  month =        aug,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:56 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  note =         "See correction \cite{Frieze:1994:CSL}.",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004973",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Hu:1994:ERP,
  author =       "Yiming Hu and W. A. Woyczynski",
  title =        "An Extremal Rearrangement Property of Statistical
                 Solutions of {Burgers}' Equation",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "3",
  pages =        "838--858",
  month =        aug,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:56 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004974",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Arnold:1994:EFP,
  author =       "Ludwig Arnold and Volker Matthias Gundlach and Lloyd
                 Demetrius",
  title =        "Evolutionary Formalism for Products of Positive Random
                 Matrices",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "3",
  pages =        "859--901",
  month =        aug,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:56 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004975",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Alexander:1994:RCMa,
  author =       "Kenneth S. Alexander",
  title =        "Rates of Convergence of Means for Distance-Minimizing
                 Subadditive {Euclidean} Functionals",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "3",
  pages =        "902--922",
  month =        aug,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:56 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004976",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Mahmoud:1994:SLH,
  author =       "Hosam M. Mahmoud",
  title =        "A Strong Law for the Height of Random Binary
                 Pyramids",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "3",
  pages =        "923--932",
  month =        aug,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:56 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004977",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Meester:1994:UUO,
  author =       "Ronald Meester and Rahul Roy",
  title =        "Uniqueness of Unbounded Occupied and Vacant Components
                 in {Boolean} Models",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "3",
  pages =        "933--951",
  month =        aug,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:56 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004978",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bramson:1994:CIF,
  author =       "Maury Bramson",
  title =        "Correction: Instability of {FIFO} Queueing Networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "3",
  pages =        "952",
  month =        aug,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:56 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  note =         "See \cite{Bramson:1994:IFQa}.",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004979",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Miltersen:1994:ATT,
  author =       "Kristian R. Miltersen",
  title =        "An Arbitrage Theory of the Term Structure of Interest
                 Rates",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "4",
  pages =        "953--967",
  month =        nov,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004898",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Berman:1994:PNR,
  author =       "Simeon M. Berman",
  title =        "Perturbation of Normal Random Vectors by Nonnormal
                 Translations, and an Application to {HIV} Latency Time
                 Distributions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "4",
  pages =        "968--980",
  month =        nov,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004899",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Meyn:1994:CBG,
  author =       "Sean P. Meyn and R. L. Tweedie",
  title =        "Computable Bounds for Geometric Convergence Rates of
                 {Markov} Chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "4",
  pages =        "981--1011",
  month =        nov,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004900",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Deuschel:1994:CTN,
  author =       "Jean-Dominique Deuschel and Christian Mazza",
  title =        "{$ L^2 $} Convergence of Time Nonhomogeneous {Markov}
                 Processes: {I}. {Spectral} Estimates",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "4",
  pages =        "1012--1056",
  month =        nov,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004901",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Redmond:1994:LTR,
  author =       "C. Redmond and J. E. Yukich",
  title =        "Limit Theorems and Rates of Convergence for
                 {Euclidean} Functionals",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "4",
  pages =        "1057--1073",
  month =        nov,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004902",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Alexander:1994:RCMb,
  author =       "Kenneth S. Alexander",
  title =        "The Rate of Convergence of the Mean Length of the
                 Longest Common Subsequence",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "4",
  pages =        "1074--1082",
  month =        nov,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  note =         "See correction \cite{Alexander:1995:CRC}.",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004903",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Clouet:1994:SPT,
  author =       "J. F. Clouet and J. P. Fouque",
  title =        "Spreading of a Pulse Travelling in Random Media",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "4",
  pages =        "1083--1097",
  month =        nov,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004904",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Coffman:1994:PAC,
  author =       "E. G. Coffman and C. L. Mallows and Bjorn Poonen",
  title =        "Parking Arcs on the Circle with Applications to
                 One-Dimensional Communication Networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "4",
  pages =        "1098--1111",
  month =        nov,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004905",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fricker:1994:ASN,
  author =       "Christine Fricker and Philippe Robert and Ellen Saada
                 and Danielle Tibi",
  title =        "Analysis of some Networks with Interaction",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "4",
  pages =        "1112--1128",
  month =        nov,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004906",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ferrari:1994:NOP,
  author =       "P. A. Ferrari and L. R. G. Fontes",
  title =        "The Net Output Process of a System with Infinitely
                 many Queues",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "4",
  pages =        "1129--1144",
  month =        nov,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004907",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Massey:1994:AMO,
  author =       "William A. Massey and Ward Whitt",
  title =        "An Analysis of the Modified Offered-Load Approximation
                 for the Nonstationary {Erlang} Loss Model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "4",
  pages =        "1145--1160",
  month =        nov,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004908",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Malyshev:1994:PTL,
  author =       "Vadim Malyshev and Philippe Robert",
  title =        "Phase Transition in a Load Sharing Loss Model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "4",
  pages =        "1161--1176",
  month =        nov,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004909",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Roos:1994:SMC,
  author =       "Malgorzata Roos",
  title =        "{Stein}'s Method for Compound {Poisson} Approximation:
                 The Local Approach",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "4",
  pages =        "1177--1187",
  month =        nov,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004910",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Klebaner:1994:EPC,
  author =       "Fima C. Klebaner and Ofer Zeitouni",
  title =        "The Exit Problem for a Class of Density-Dependent
                 Branching Systems",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "4",
  pages =        "1188--1205",
  month =        nov,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004911",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Quine:1994:GBG,
  author =       "M. P. Quine and W. Szczotka",
  title =        "Generalisations of the Bienayme-{Galton}--{Watson}
                 Branching Process via its Representation as an Embedded
                 Random Walk",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "4",
  pages =        "1206--1222",
  month =        nov,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004912",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chang:1994:IO,
  author =       "Joseph T. Chang",
  title =        "Inequalities for the Overshoot",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "4",
  pages =        "1223--1233",
  month =        nov,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004913",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Serinko:1994:CAL,
  author =       "Regis J. Serinko",
  title =        "A Consistent Approach to Least Squares Estimation of
                 Correlation Dimension in Weak {Bernoulli} Dynamical
                 Systems",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "4",
  pages =        "1234--1254",
  month =        nov,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004914",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Frieze:1994:CSL,
  author =       "Alan Frieze and Ravi Kannan and Nick Polson",
  title =        "Correction: {``Sampling from Log-Concave
                 Distributions''}",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "4",
  number =       "4",
  pages =        "1255",
  month =        nov,
  year =         "1994",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:35:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  note =         "See \cite{Frieze:1994:SLC}.",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004915",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dobrow:1995:MCM,
  author =       "Robert P. Dobrow and James Allen Fill",
  title =        "On the {Markov} Chain for the Move-to-Root Rule for
                 Binary Search Trees",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "1",
  pages =        "1--19",
  month =        feb,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:01 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004824",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dobrow:1995:RCM,
  author =       "Robert P. Dobrow and James Allen Fill",
  title =        "Rates of Convergence for the Move-to-Root {Markov}
                 Chain for Binary Search Trees",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "1",
  pages =        "20--36",
  month =        feb,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:01 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004825",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dinwoodie:1995:PIO,
  author =       "I. H. Dinwoodie",
  title =        "A Probability Inequality for the Occupation Measure of
                 a Reversible {Markov} Chain",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "1",
  pages =        "37--43",
  month =        feb,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:01 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004826",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Rhee:1995:RCC,
  author =       "WanSoo T. Rhee",
  title =        "On Rates of Convergence for Common Subsequences and
                 First Passage Time",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "1",
  pages =        "44--48",
  month =        feb,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:01 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004827",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dai:1995:PHR,
  author =       "J. G. Dai",
  title =        "On Positive {Harris} Recurrence of Multiclass Queueing
                 Networks: A Unified Approach Via Fluid Limit Models",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "1",
  pages =        "49--77",
  month =        feb,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:01 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004828",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Henderson:1995:IDT,
  author =       "W. Henderson and C. E. M. Pearce and P. G. Taylor and
                 N. M. van Dijk",
  title =        "Insensitivity in Discrete-Time Generalized
                 Semi-{Markov} Processes Allowing Multiple Events and
                 Probabilistic Service Scheduling",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "1",
  pages =        "78--96",
  month =        feb,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:01 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004829",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kogan:1995:SDB,
  author =       "Y. Kogan and R. Liptser and M. Shenfild",
  title =        "State-Dependent {Benes} Buffer Model with Fast Loading
                 and Output Rates",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "1",
  pages =        "97--120",
  month =        feb,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:01 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004830",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Mountford:1995:WCD,
  author =       "T. Mountford and B. Prabhakar",
  title =        "On the Weak Convergence of Departures from an Infinite
                 Series of {$ \cdot / M / 1 $} Queues",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "1",
  pages =        "121--127",
  month =        feb,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:01 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004831",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{McDiarmid:1995:MPB,
  author =       "Colin McDiarmid",
  title =        "Minimal Positions in a Branching Random Walk",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "1",
  pages =        "128--139",
  month =        feb,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:01 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004832",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bose:1995:DAA,
  author =       "A. Bose and I. Kaj",
  title =        "Diffusion Approximation for an Age-Structured
                 Population",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "1",
  pages =        "140--157",
  month =        feb,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:01 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004833",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Stein:1995:PIS,
  author =       "Michael L. Stein",
  title =        "Predicting Integrals of Stochastic Processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "1",
  pages =        "158--170",
  month =        feb,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:01 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004834",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Pitt:1995:EAN,
  author =       "Loren D. Pitt and Raina Robeva and Dao Yi Wang",
  title =        "An Error Analysis for the Numerical Calculation of
                 Certain Random Integrals: Part 1",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "1",
  pages =        "171--197",
  month =        feb,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:01 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004835",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kusuoka:1995:LTO,
  author =       "Shigeo Kusuoka",
  title =        "Limit Theorem on Option Replication Cost with
                 Transaction Costs",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "1",
  pages =        "198--221",
  month =        feb,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:01 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004836",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Povel:1995:WCC,
  author =       "Tobias Povel",
  title =        "On Weak Convergence of Conditional Survival Measure of
                 One-Dimensional {Brownian} Motion with a Drift",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "1",
  pages =        "222--238",
  month =        feb,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:01 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004837",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Rosenblatt:1995:PNG,
  author =       "Murray Rosenblatt",
  title =        "Prediction and Non-{Gaussian} Autoregressive
                 Stationary Sequences",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "1",
  pages =        "239--247",
  month =        feb,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:01 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004838",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Francos:1995:WLD,
  author =       "Joseph M. Francos and A. Zvi Meiri and Boaz Porat",
  title =        "A {Wold}-Like Decomposition of Two-Dimensional
                 Discrete Homogeneous Random Fields",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "1",
  pages =        "248--260",
  month =        feb,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:01 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004839",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Niemiro:1995:TES,
  author =       "Wojciech Niemiro and Piotr Pokarowski",
  title =        "Tail Events of some Nonhomogeneous {Markov} Chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "1",
  pages =        "261--293",
  month =        feb,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:01 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004840",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Sellke:1995:HMI,
  author =       "Thomas M. Sellke",
  title =        "How Many {IID} Samples Does it Take to See all the
                 Balls in a {Box}?",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "1",
  pages =        "294--309",
  month =        feb,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:01 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004841",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Gnedin:1995:SGO,
  author =       "Alexander V. Gnedin and Ulrich Krengel",
  title =        "A Stochastic Game of Optimal Stopping and Order
                 Selection",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "1",
  pages =        "310--321",
  month =        feb,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:01 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004842",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{VanDenBerg:1995:TIC,
  author =       "J. {Van Den Berg} and A. Gandolfi",
  title =        "A Triangle Inequality for Covariances of Binary {FKG}
                 Random Variables",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "1",
  pages =        "322--326",
  month =        feb,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:01 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004843",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Alexander:1995:CRC,
  author =       "K. S. Alexander",
  title =        "Correction: {``The Rate of Convergence of the Mean
                 Length of the Longest Common Subsequence''}",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "1",
  pages =        "327",
  month =        feb,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:01 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  note =         "See \cite{Alexander:1994:RCMb}.",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004844",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Soner:1995:TNN,
  author =       "H. M. Soner and S. E. Shreve and J. Cvitanic",
  title =        "There is no Nontrivial Hedging Portfolio for Option
                 Pricing with Transaction Costs",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "2",
  pages =        "327--355",
  month =        may,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004767",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Duffie:1995:BCR,
  author =       "Darrell Duffie and Jin Ma and Jiongmin Yong",
  title =        "{Black}'s Consol Rate Conjecture",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "2",
  pages =        "356--382",
  month =        may,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004768",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Akahori:1995:SFN,
  author =       "Jiro Akahori",
  title =        "Some Formulae for a New Type of Path-Dependent
                 Option",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "2",
  pages =        "383--388",
  month =        may,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004769",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dassios:1995:DQB,
  author =       "Angelos Dassios",
  title =        "The Distribution of the Quantile of a {Brownian}
                 Motion with Drift and the Pricing of Related
                 Path-Dependent Options",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "2",
  pages =        "389--398",
  month =        may,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004770",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dempster:1995:ICP,
  author =       "M. A. H. Dempster and J. J. Ye",
  title =        "Impulse Control of Piecewise Deterministic {Markov}
                 Processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "2",
  pages =        "399--423",
  month =        may,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004771",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Glasserman:1995:LFP,
  author =       "Paul Glasserman and Shing-Gang Kou",
  title =        "Limits of First Passage Times to Rare Sets in
                 Regenerative Processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "2",
  pages =        "424--445",
  month =        may,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004772",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Roberts:1995:HRT,
  author =       "G. O. Roberts and C. F. Shortland",
  title =        "The Hazard Rate Tangent Approximation for Boundary
                 Hitting Times",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "2",
  pages =        "446--460",
  month =        may,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004773",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Funaki:1995:GCR,
  author =       "T. Funaki and D. Surgailis and W. A. Woyczynski",
  title =        "{Gibbs--Cox} Random Fields and {Burgers} Turbulence",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "2",
  pages =        "461--492",
  month =        may,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004774",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kallianpur:1995:DAN,
  author =       "G. Kallianpur and J. Xiong",
  title =        "Diffusion Approximation of Nuclear Space-Valued
                 Stochastic Differential Equations Driven by {Poisson}
                 Random Measures",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "2",
  pages =        "493--517",
  month =        may,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004775",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ritter:1995:MIA,
  author =       "Klaus Ritter and Grzegorz W. Wasilkowski and Henryk
                 Wozniakowski",
  title =        "Multivariate Integration and Approximation for Random
                 Fields Satisfying {Sacks--Ylvisaker} Conditions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "2",
  pages =        "518--540",
  month =        may,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004776",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kaspi:1995:LBM,
  author =       "Haya Kaspi and Avi Mandelbaum",
  title =        "{Levy} Bandits: Multi-Armed Bandits Driven by {Levy}
                 Processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "2",
  pages =        "541--565",
  month =        may,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004777",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Athreya:1995:LDR,
  author =       "K. B. Athreya and A. N. Vidyashankar",
  title =        "Large Deviation Rates for Branching Processes. {II}.
                 {The} Multitype Case",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "2",
  pages =        "566--576",
  month =        may,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004778",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kunsch:1995:HMR,
  author =       "Hans Kunsch and Stuart Geman and Athanasios Kehagias",
  title =        "Hidden {Markov} Random Fields",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "3",
  pages =        "577--602",
  month =        aug,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004696",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Mase:1995:CMP,
  author =       "Shigeru Mase",
  title =        "Consistency of the Maximum Pseudo-Likelihood Estimator
                 of Continuous State Space {Gibbsian} Processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "3",
  pages =        "603--612",
  month =        aug,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004697",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Liggett:1995:SDT,
  author =       "Thomas M. Liggett",
  title =        "Survival of Discrete Time Growth Models, with
                 Applications to Oriented Percolation",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "3",
  pages =        "613--636",
  month =        aug,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004698",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chen:1995:FAS,
  author =       "Hong Chen",
  title =        "Fluid Approximations and Stability of Multiclass
                 Queueing Networks: Work-Conserving Disciplines",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "3",
  pages =        "637--665",
  month =        aug,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004699",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Graham:1995:DAR,
  author =       "Carl Graham and Sylvie Meleard",
  title =        "Dynamic Asymptotic Results for a Generalized
                 Star-Shaped Loss Network",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "3",
  pages =        "666--680",
  month =        aug,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004700",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Coffman:1995:PSZ,
  author =       "E. G. Coffman and A. A. Puhalskii and M. I. Reiman",
  title =        "Polling Systems with Zero Switchover Times: A
                 Heavy-Traffic Averaging Principle",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "3",
  pages =        "681--719",
  month =        aug,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004701",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Isham:1995:SMH,
  author =       "Valerie Isham",
  title =        "Stochastic Models of Host--Macroparasite Interaction",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "3",
  pages =        "720--740",
  month =        aug,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004702",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Takacs:1995:LTB,
  author =       "Lajos Takacs",
  title =        "On the Local Time of the {Brownian} Motion",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "3",
  pages =        "741--756",
  month =        aug,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004703",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Embrechts:1995:PDR,
  author =       "P. Embrechts and L. C. G. Rogers and M. Yor",
  title =        "A Proof of {Dassios}' Representation of the $ \alpha
                 $-Quantile of {Brownian} Motion with Drift",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "3",
  pages =        "757--767",
  month =        aug,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004704",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Frieze:1995:PAA,
  author =       "Alan Frieze and Boris G. Pittel",
  title =        "Probabilistic Analysis of an Algorithm in the Theory
                 of Markets in Indivisible Goods",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "3",
  pages =        "768--808",
  month =        aug,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004705",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{vanMieghem:1995:DSC,
  author =       "Jan A. van Mieghem",
  title =        "Dynamic Scheduling with Convex Delay Costs: The
                 Generalized $ c|m u $ Rule",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "3",
  pages =        "809--833",
  month =        aug,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004706",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Brightwell:1995:TSP,
  author =       "Graham Brightwell and Teunis J. Ott and Peter
                 Winkler",
  title =        "Target Shooting with Programmed Random Variables",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "3",
  pages =        "834--853",
  month =        aug,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004707",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Csorgo:1995:PCD,
  author =       "Sandor Csorgo and Gordon Simons",
  title =        "Precision Calculation of Distributions for Trimmed
                 Sums",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "3",
  pages =        "854--873",
  month =        aug,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004708",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Asmussen:1995:DES,
  author =       "Soren Asmussen and Peter Glynn and Jim Pitman",
  title =        "Discretization Error in Simulation of One-Dimensional
                 Reflecting {Brownian} Motion",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "4",
  pages =        "875--896",
  month =        nov,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004597",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Duffie:1995:EMC,
  author =       "Darrell Duffie and Peter Glynn",
  title =        "Efficient {Monte Carlo} Simulation of Security
                 Prices",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "4",
  pages =        "897--905",
  month =        nov,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004598",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Levental:1995:NSC,
  author =       "Shlomo Levental and Antolii V. Skorohod",
  title =        "A Necessary and Sufficient Condition for Absence of
                 Arbitrage with Tame Portfolios",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "4",
  pages =        "906--925",
  month =        nov,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004599",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Delbaen:1995:EAC,
  author =       "Freddy Delbaen and Walter Schachermayer",
  title =        "The Existence of Absolutely Continuous Local
                 Martingale Measures",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "4",
  pages =        "926--945",
  month =        nov,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004600",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Meyn:1995:TMQ,
  author =       "Sean P. Meyn",
  title =        "Transience of Multiclass Queueing Networks Via Fluid
                 Limit Models",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "4",
  pages =        "946--957",
  month =        nov,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004601",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Yamada:1995:DAO,
  author =       "Keigo Yamada",
  title =        "Diffusion Approximation for Open State-Dependent
                 Queueing Networks in the Heavy Traffic Situation",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "4",
  pages =        "958--982",
  month =        nov,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004602",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Abate:1995:AAT,
  author =       "Joseph Abate and Gagan L. Choudhury and David M.
                 Lucantoni and Ward Whitt",
  title =        "Asymptotic Analysis of Tail Probabilities Based on the
                 Computation of Moments",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "4",
  pages =        "983--1007",
  month =        nov,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004603",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Biggins:1995:GSG,
  author =       "J. D. Biggins",
  title =        "The Growth and Spread of the General Branching Random
                 Walk",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "4",
  pages =        "1008--1024",
  month =        nov,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004604",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kang:1995:SSM,
  author =       "Hyun-Chung Kang and Stephen M. Krone and Claudia
                 Neuhauser",
  title =        "Stepping-Stone Models with Extinction and
                 Recolonization",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "4",
  pages =        "1025--1060",
  month =        nov,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004605",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Reinert:1995:AEG,
  author =       "Gesine Reinert",
  title =        "The Asymptotic Evolution of the General Stochastic
                 Epidemic",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "4",
  pages =        "1061--1086",
  month =        nov,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004606",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fox:1995:PSO,
  author =       "Bennett L. Fox and George W. Heine",
  title =        "Probabilistic Search with Overrides",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "4",
  pages =        "1087--1094",
  month =        nov,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004607",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Barsky:1995:GMP,
  author =       "David J. Barsky and Alberto Gandolfi",
  title =        "A Generalized Maximum Pseudo-Likelihood Estimator for
                 Noisy {Markov} Fields",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "4",
  pages =        "1095--1125",
  month =        nov,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004608",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kotelenez:1995:SNS,
  author =       "Peter Kotelenez",
  title =        "A Stochastic {Navier--Stokes} Equation for the
                 Vorticity of a Two-Dimensional Fluid",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "4",
  pages =        "1126--1160",
  month =        nov,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004609",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Eichler:1995:ESP,
  author =       "Michael Eichler",
  title =        "Empirical Spectral Processes and Their Applications to
                 Stationary Point Processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "4",
  pages =        "1161--1176",
  month =        nov,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004610",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fort:1995:CKA,
  author =       "Jean-Claude Fort and Gilles Pages",
  title =        "On the {A.S.} Convergence of the {Kohonen} Algorithm
                 with a General Neighborhood Function",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "4",
  pages =        "1177--1216",
  month =        nov,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004611",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Wormald:1995:DER,
  author =       "Nicholas C. Wormald",
  title =        "Differential Equations for Random Processes and Random
                 Graphs",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "4",
  pages =        "1217--1235",
  month =        nov,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004612",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Zhang:1995:LTM,
  author =       "Yu Zhang",
  title =        "A Limit Theorem for Matching Random Sequences Allowing
                 Deletions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "5",
  number =       "4",
  pages =        "1236--1240",
  month =        nov,
  year =         "1995",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1177004613",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Harrison:1996:MCQ,
  author =       "J. M. Harrison and R. J. Williams",
  title =        "A multiclass closed queueing network with
                 unconventional heavy traffic behavior",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "1",
  pages =        "1--47",
  month =        feb,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968064",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Hajek:1996:BLI,
  author =       "Bruce Hajek",
  title =        "Balanced loads in infinite networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "1",
  pages =        "48--75",
  month =        feb,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968065",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Pacheco:1996:MSM,
  author =       "Ant{\'o}nio Pacheco and N. U. Prabhu",
  title =        "A {Markovian} storage model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "1",
  pages =        "76--91",
  month =        feb,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968066",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Malyshev:1996:CLC,
  author =       "Vadim A. Malyshev and Andrei V. Yakovlev",
  title =        "Condensation in large closed {Jackson} networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "1",
  pages =        "92--115",
  month =        feb,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968067",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Foss:1996:SPS,
  author =       "Serguei Foss and G{\"u}nter Last",
  title =        "Stability of polling systems with exhaustive service
                 policies and state-dependent routing",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "1",
  pages =        "116--137",
  month =        feb,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968068",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Baccelli:1996:TSE,
  author =       "Fran{\c{c}}ois Baccelli and Volker Schmidt",
  title =        "{Taylor} series expansions for {Poisson}-driven $
                 (\max, +)$-linear systems",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "1",
  pages =        "138--185",
  month =        feb,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968069",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kella:1996:SNF,
  author =       "Offer Kella",
  title =        "Stability and nonproduct form of stochastic fluid
                 networks with {L{\'e}vy} inputs",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "1",
  pages =        "186--199",
  month =        feb,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968070",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Burdzy:1996:IFA,
  author =       "Krzysztof Burdzy and Andrzej M{\k{a}}drecki",
  title =        "{It{\^o}} formula for an asymptotically $4$-stable
                 process",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "1",
  pages =        "200--217",
  month =        feb,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968071",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Lund:1996:CEC,
  author =       "Robert B. Lund and Sean P. Meyn and Richard L.
                 Tweedie",
  title =        "Computable exponential convergence rates for
                 stochastically ordered {Markov} processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "1",
  pages =        "218--237",
  month =        feb,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968072",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Olofsson:1996:BPL,
  author =       "Peter Olofsson",
  title =        "Branching processes with local dependencies",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "1",
  pages =        "238--268",
  month =        feb,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968073",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Benois:1996:LDO,
  author =       "O. Benois",
  title =        "Large deviations for the occupation times of
                 independent particle systems",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "1",
  pages =        "269--296",
  month =        feb,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968074",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Hwang:1996:LDC,
  author =       "Hsien-Kuei Hwang",
  title =        "Large deviations for combinatorial distributions. {I}.
                 {Central} limit theorems",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "1",
  pages =        "297--319",
  month =        feb,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968075",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Karatzas:1996:PCC,
  author =       "I. Karatzas and S. G. Kou",
  title =        "On the pricing of contingent claims under
                 constraints",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "2",
  pages =        "321--369",
  month =        may,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968135",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Cvitanic:1996:HOL,
  author =       "Jak{\v{s}}a Cvitani{\'c} and Jin Ma",
  title =        "Hedging options for a large investor and
                 forward-backward {SDE}'s",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "2",
  pages =        "370--398",
  month =        may,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968136",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Sadowsky:1996:MCE,
  author =       "John S. Sadowsky",
  title =        "On {Monte Carlo} estimation of large deviations
                 probabilities",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "2",
  pages =        "399--422",
  month =        may,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968137",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ji:1996:CMS,
  author =       "Chuanshu Ji and Lynne Seymour",
  title =        "A consistent model selection procedure for {Markov}
                 random fields based on penalized pseudolikelihood",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "2",
  pages =        "423--443",
  month =        may,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968138",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fishman:1996:CSR,
  author =       "George S. Fishman",
  title =        "Coordinate selection rules for {Gibbs} sampling",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "2",
  pages =        "444--465",
  month =        may,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968139",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Alexander:1996:RTC,
  author =       "Kenneth S. Alexander",
  title =        "The {RSW} theorem for continuum percolation and the
                 {CLT} for {Euclidean} minimal spanning trees",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "2",
  pages =        "466--494",
  month =        may,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968140",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kesten:1996:CLT,
  author =       "Harry Kesten and Sungchul Lee",
  title =        "The central limit theorem for weighted minimal
                 spanning trees on random points",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "2",
  pages =        "495--527",
  month =        may,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968141",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Penrose:1996:CPE,
  author =       "Mathew D. Penrose",
  title =        "Continuum percolation and {Euclidean} minimal spanning
                 trees in high dimensions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "2",
  pages =        "528--544",
  month =        may,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968142",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Brown:1996:PAP,
  author =       "Timothy C. Brown and Darryl Greig",
  title =        "{Poisson} approximation for point processes via
                 monotone couplings",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "2",
  pages =        "545--560",
  month =        may,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968143",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Yao:1996:LDI,
  author =       "Yi-Ching Yao and Gordon Simons",
  title =        "A large-dimensional independent and identically
                 distributed property for nearest neighbor counts in
                 {Poisson} processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "2",
  pages =        "561--571",
  month =        may,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968144",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Rhee:1996:PRI,
  author =       "WanSoo T. Rhee and Michel Talagrand",
  title =        "Packing random intervals",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "2",
  pages =        "572--576",
  month =        may,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968145",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ferrari:1996:PQS,
  author =       "P. A. Ferrari and H. Kesten and S. Mart{\'\i}nez",
  title =        "{$R$}-positivity, quasi-stationary distributions and
                 ratio limit theorems for a class of probabilistic
                 automata",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "2",
  pages =        "577--616",
  month =        may,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968146",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Silvestrov:1996:RRG,
  author =       "Dmitrii S. Silvestrov",
  title =        "Recurrence relations for generalized hitting times for
                 semi-{Markov} processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "2",
  pages =        "617--649",
  month =        may,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968147",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Zhang:1996:CLT,
  author =       "Q. Zhang and G. Yin",
  title =        "A central limit theorem for singularly perturbed
                 nonstationary finite state {Markov} chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "2",
  pages =        "650--670",
  month =        may,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968148",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Hsing:1996:ETA,
  author =       "Tailen Hsing and J{\"u}rg H{\"u}sler and Rolf-Dieter
                 Reiss",
  title =        "The extremes of a triangular array of normal random
                 variables",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "2",
  pages =        "671--686",
  month =        may,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968149",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kirschenhofer:1996:NWD,
  author =       "Peter Kirschenhofer and Helmut Prodinger",
  title =        "The number of winners in a discrete geometrically
                 distributed sample",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "2",
  pages =        "687--694",
  month =        may,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968150",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Diaconis:1996:LSI,
  author =       "P. Diaconis and L. Saloff-Coste",
  title =        "Logarithmic {Sobolev} inequalities for finite {Markov}
                 chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "3",
  pages =        "695--750",
  month =        aug,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:16 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968224",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dai:1996:FLM,
  author =       "J. G. Dai",
  title =        "A fluid limit model criterion for instability of
                 multiclass queueing networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "3",
  pages =        "751--757",
  month =        aug,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:16 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968225",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chen:1996:SCP,
  author =       "Hong Chen",
  title =        "A sufficient condition for the positive recurrence of
                 a semimartingale reflecting {Brownian} motion in an
                 orthant",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "3",
  pages =        "758--765",
  month =        aug,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:16 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968226",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bladt:1996:VCA,
  author =       "Mogens Bladt",
  title =        "The variance constant for the actual waiting time of
                 the {$ P H / P H / 1 $} queue",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "3",
  pages =        "766--777",
  month =        aug,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:16 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968227",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Cerf:1996:NGA,
  author =       "Rapha{\"e}l Cerf",
  title =        "A new genetic algorithm",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "3",
  pages =        "778--817",
  month =        aug,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:16 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968228",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bossy:1996:CRA,
  author =       "Mireille Bossy and Denis Talay",
  title =        "Convergence rate for the approximation of the limit
                 law of weakly interacting particles: application to the
                 {Burgers} equation",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "3",
  pages =        "818--861",
  month =        aug,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:16 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968229",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Gnedin:1996:OSP,
  author =       "Alexander V. Gnedin and Ulrich Krengel",
  title =        "Optimal selection problems based on exchangeable
                 trials",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "3",
  pages =        "862--882",
  month =        aug,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:16 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968230",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Clancy:1996:SAM,
  author =       "Damian Clancy",
  title =        "Strong approximations for mobile population epidemic
                 models",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "3",
  pages =        "883--895",
  month =        aug,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:16 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968231",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Cohn:1996:APS,
  author =       "Harry Cohn",
  title =        "On the asymptotic patterns of supercritical branching
                 processes in varying environments",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "3",
  pages =        "896--902",
  month =        aug,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:16 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968232",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Holst:1996:GSM,
  author =       "L. Holst and M. P. Quine and J. Robinson",
  title =        "A general stochastic model for nucleation and linear
                 growth",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "3",
  pages =        "903--921",
  month =        aug,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:16 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968233",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Alsmeyer:1996:BGW,
  author =       "Gerold Alsmeyer and Uwe R{\"o}sler",
  title =        "The bisexual {Galton--Watson} process with promiscuous
                 mating: extinction probabilities in the supercritical
                 case",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "3",
  pages =        "922--939",
  month =        aug,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:16 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968234",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Douglas:1996:NMF,
  author =       "Jim Douglas and Jin Ma and Philip Protter",
  title =        "Numerical methods for forward-backward stochastic
                 differential equations",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "3",
  pages =        "940--968",
  month =        aug,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:16 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968235",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kloppelberg:1996:GLF,
  author =       "Claudia Kl{\"o}ppelberg and Thomas Mikosch",
  title =        "{Gaussian} limit fields for the integrated
                 periodogram",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "3",
  pages =        "969--991",
  month =        aug,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:16 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968236",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Berman:1996:RIS,
  author =       "Simeon M. Berman",
  title =        "Rank inversions in scoring multipart examinations",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "3",
  pages =        "992--1005",
  month =        aug,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:16 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968237",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Yukich:1996:ETS,
  author =       "J. E. Yukich",
  title =        "Ergodic theorems for some classical problems in
                 combinatorial optimization",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "3",
  pages =        "1006--1023",
  month =        aug,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:16 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968238",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Katehakis:1996:FSM,
  author =       "Michael N. Katehakis and Uriel G. Rothblum",
  title =        "Finite state multi-armed bandit problems:
                 sensitive-discount, average-reward and
                 average-overtaking optimality",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "3",
  pages =        "1024--1034",
  month =        aug,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:16 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968239",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Takacs:1996:GAS,
  author =       "Lajos Tak{\'a}cs",
  title =        "On a generalization of the arc-sine law",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "3",
  pages =        "1035--1040",
  month =        aug,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:16 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968240",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dassios:1996:SQS,
  author =       "Angelos Dassios",
  title =        "Sample quantiles of stochastic processes with
                 stationary and independent increments",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "3",
  pages =        "1041--1043",
  month =        aug,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:16 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034968241",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Barbour:1996:TIG,
  author =       "A. D. Barbour and J. A. P. Heesterbeek and C. J.
                 Luchsinger",
  title =        "Thresholds and initial growth rates in a model of
                 parasitic infection",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "4",
  pages =        "1045--1074",
  month =        nov,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:19 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1035463323",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Duffie:1996:RVD,
  author =       "Darrell Duffie and Mark Schroder and Costis Skiadas",
  title =        "Recursive valuation of defaultable securities and the
                 timing of resolution of uncertainty",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "4",
  pages =        "1075--1090",
  month =        nov,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:19 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1035463324",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Perman:1996:DBA,
  author =       "Mihael Perman and Jon A. Wellner",
  title =        "On the distribution of {Brownian} areas",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "4",
  pages =        "1091--1111",
  month =        nov,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:19 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1035463325",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Miclo:1996:PSD,
  author =       "Laurent Miclo",
  title =        "Sur les probl{\`e}mes de sortie discrets
                 inhomog{\`e}nes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "4",
  pages =        "1112--1156",
  month =        nov,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:19 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1035463326",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Feigin:1996:PEM,
  author =       "Paul D. Feigin and Marie F. Kratz and Sidney I.
                 Resnick",
  title =        "Parameter estimation for moving averages with positive
                 innovations",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "4",
  pages =        "1157--1190",
  month =        nov,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:19 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1035463327",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Davis:1996:LTB,
  author =       "Richard A. Davis and Sidney I. Resnick",
  title =        "Limit theory for bilinear processes with heavy-tailed
                 noise",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "4",
  pages =        "1191--1210",
  month =        nov,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:19 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1035463328",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kwiecinski:1996:SMD,
  author =       "Andrzej Kwieci{\'n}ski and Ryszard Szekli",
  title =        "Some monotonicity and dependence properties of
                 self-exciting point processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "4",
  pages =        "1211--1231",
  month =        nov,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:19 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1035463329",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Burton:1996:SOC,
  author =       "Robert M. Burton and William G. Faris",
  title =        "A self-organizing cluster process",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "4",
  pages =        "1232--1247",
  month =        nov,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:19 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1035463330",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ethier:1996:GSM,
  author =       "S. N. Ethier",
  title =        "A gambling system and a {Markov} chain",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "4",
  pages =        "1248--1259",
  month =        nov,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:19 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1035463331",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fill:1996:DDR,
  author =       "James Allen Fill and Hosam M. Mahmoud and Wojciech
                 Szpankowski",
  title =        "On the distribution for the duration of a randomized
                 leader election algorithm",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "4",
  pages =        "1260--1283",
  month =        nov,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:19 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1035463332",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Lent:1996:TGS,
  author =       "Janice Lent and Hosam M. Mahmoud",
  title =        "On tree-growing search strategies",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "6",
  number =       "4",
  pages =        "1284--1302",
  month =        nov,
  year =         "1996",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:19 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1035463333",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Schinazi:1997:PPH,
  author =       "Rinaldo B. Schinazi",
  title =        "Predator-prey and host-parasite spatial stochastic
                 models",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "1",
  pages =        "1--9",
  month =        feb,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625250",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Durrett:1997:CRS,
  author =       "Rick Durrett and Claudia Neuhauser",
  title =        "Coexistence results for some competition models",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "1",
  pages =        "10--45",
  month =        feb,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625251",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ball:1997:ETL,
  author =       "Frank Ball and Denis Mollison and Gianpaolo
                 Scalia-Tomba",
  title =        "Epidemics with two levels of mixing",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "1",
  pages =        "46--89",
  month =        feb,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625252",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{ONeill:1997:EMR,
  author =       "Philip O'Neill",
  title =        "An epidemic model with removal-dependent infection
                 rate",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "1",
  pages =        "90--109",
  month =        feb,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625253",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Gelman:1997:WCO,
  author =       "A. Gelman and W. R. Gilks and G. O. Roberts",
  title =        "Weak convergence and optimal scaling of random walk
                 {Metropolis} algorithms",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "1",
  pages =        "110--120",
  month =        feb,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625254",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Schmidli:1997:ERT,
  author =       "H. Schmidli",
  title =        "An extension to the renewal theorem and an application
                 to risk theory",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "1",
  pages =        "121--133",
  month =        feb,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625255",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bean:1997:QSB,
  author =       "N. G. Bean and L. Bright and G. Latouche and C. E. M.
                 Pearce and P. K. Pollett and P. G. Taylor",
  title =        "The quasi-stationary behavior of quasi-birth-and-death
                 processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "1",
  pages =        "134--155",
  month =        feb,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625256",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bertoin:1997:EDE,
  author =       "Jean Bertoin",
  title =        "Exponential decay and ergodicity of completely
                 asymmetric {L{\'e}vy} processes in a finite interval",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "1",
  pages =        "156--169",
  month =        feb,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625257",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Rothmann:1997:LLN,
  author =       "Mark D. Rothmann and Ralph P. Russo",
  title =        "A law of large numbers on randomly deleted sets",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "1",
  pages =        "170--182",
  month =        feb,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625258",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Rucinski:1997:RGP,
  author =       "A. Ruci{\'n}ski and N. C. Wormald",
  title =        "Random graph processes with maximum degree $2$",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "1",
  pages =        "183--199",
  month =        feb,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625259",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Molchanov:1997:LSS,
  author =       "S. A. Molchanov and D. Surgailis and W. A.
                 Woyczynski",
  title =        "The large-scale structure of the universe and
                 quasi-{Voronoi} tessellation of shock fronts in forced
                 {Burgers} turbulence in {$ \mathbb {R}^d $}",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "1",
  pages =        "200--228",
  month =        feb,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625260",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Komorowski:1997:MGI,
  author =       "Tomasz Komorowski and George Papanicolaou",
  title =        "Motion in a {Gaussian} incompressible flow",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "1",
  pages =        "229--264",
  month =        feb,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625261",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Carmona:1997:HTD,
  author =       "Ren{\'e} A. Carmona and Lin Xu",
  title =        "Homogenization for time-dependent two-dimensional
                 incompressible {Gaussian} flows",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "1",
  pages =        "265--279",
  month =        feb,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625262",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Jagers:1997:CPD,
  author =       "Peter Jagers",
  title =        "Coupling and population dependence in branching
                 processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "2",
  pages =        "281--298",
  month =        may,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:23 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625331",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Lange:1997:PSM,
  author =       "Kenneth Lange and Terence P. Speed and Hongyu Zhao",
  title =        "The {Poisson}-skip model of crossing-over",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "2",
  pages =        "299--313",
  month =        may,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:23 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625332",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bohm:1997:KMT,
  author =       "W. B{\"o}hm and S. G. Mohanty",
  title =        "On the {Karlin--McGregor} theorem and applications",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "2",
  pages =        "314--325",
  month =        may,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:23 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625333",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Denardo:1997:SMS,
  author =       "Eric V. Denardo and Eugene A. Feinberg and Offer
                 Kella",
  title =        "Stochastic monotonicity for stationary recurrence
                 times of first passage heights",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "2",
  pages =        "326--339",
  month =        may,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:23 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625334",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Penrose:1997:LER,
  author =       "Mathew D. Penrose",
  title =        "The longest edge of the random minimal spanning tree",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "2",
  pages =        "340--361",
  month =        may,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:23 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625335",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Puhalskii:1997:FLD,
  author =       "Anatolii A. Puhalskii and Ward Whitt",
  title =        "Functional large deviation principles for
                 first-passage-time processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "2",
  pages =        "362--381",
  month =        may,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:23 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625336",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Flatto:1997:WTD,
  author =       "L. Flatto",
  title =        "The waiting time distribution for the random order
                 service {$ M / M / 1 $} queue",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "2",
  pages =        "382--409",
  month =        may,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:23 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625337",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Levental:1997:PHO,
  author =       "Shlomo Levental and Anatolii V. Skorohod",
  title =        "On the possibility of hedging options in the presence
                 of transaction costs",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "2",
  pages =        "410--443",
  month =        may,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:23 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625338",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Berger:1997:ASI,
  author =       "Erich Berger",
  title =        "An almost sure invariance principle for stochastic
                 approximation procedures in linear filtering theory",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "2",
  pages =        "444--459",
  month =        may,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:23 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625339",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Adler:1997:LCA,
  author =       "Robert Adler and Gennady Samorodnitsky",
  title =        "Level crossings of absolutely continuous stationary
                 symmetric $ \alpha $-stable processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "2",
  pages =        "460--493",
  month =        may,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:23 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625340",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{deLima:1997:MVC,
  author =       "A. C. Pedroso de Lima and Pranab K. Sen",
  title =        "A matrix-valued counting process with first-order
                 interactive intensities",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "2",
  pages =        "494--507",
  month =        may,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:23 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625341",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Niu:1997:EVT,
  author =       "Xu-Feng Niu",
  title =        "Extreme value theory for a class of nonstationary time
                 series with applications",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "2",
  pages =        "508--522",
  month =        may,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:23 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625342",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chassaing:1997:DMB,
  author =       "Philippe Chassaing",
  title =        "Determining the majority: the biased case",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "2",
  pages =        "523--544",
  month =        may,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:23 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625343",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Comets:1997:DPT,
  author =       "Francis Comets",
  title =        "Detecting phase transition for {Gibbs} measures",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "2",
  pages =        "545--563",
  month =        may,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:23 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034625344",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bramson:1997:CCS,
  author =       "Maury Bramson and Claudia Neuhauser",
  title =        "Coexistence for a catalytic surface reaction model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "3",
  pages =        "565--614",
  month =        aug,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:25 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034801245",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Gravner:1997:MTG,
  author =       "Janko Gravner and David Griffeath",
  title =        "Multitype threshold growth: convergence to
                 {Poisson--Voronoi} tessellations",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "3",
  pages =        "615--647",
  month =        aug,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:25 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034801246",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Hall:1997:ALT,
  author =       "Peter Hall and Marc Raimondo",
  title =        "Approximating a line thrown at random onto a grid",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "3",
  pages =        "648--665",
  month =        aug,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:25 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034801247",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Pakes:1997:EDR,
  author =       "A. G. Pakes and V. T. Stefanov",
  title =        "Explicit distributional results in pattern formation",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "3",
  pages =        "666--678",
  month =        aug,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:25 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034801248",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bouton:1997:AMC,
  author =       "Catherine Bouton and Gilles Pag{\`e}s",
  title =        "About the multidimensional competitive learning vector
                 quantization algorithm with constant gain",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "3",
  pages =        "679--710",
  month =        aug,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:25 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034801249",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Calvin:1997:APC,
  author =       "James M. Calvin",
  title =        "Average performance of a class of adaptive algorithms
                 for global optimization",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "3",
  pages =        "711--730",
  month =        aug,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:25 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034801250",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Glasserman:1997:CIS,
  author =       "Paul Glasserman and Yashan Wang",
  title =        "Counterexamples in importance sampling for large
                 deviations probabilities",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "3",
  pages =        "731--746",
  month =        aug,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:25 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034801251",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Harrison:1997:DCB,
  author =       "J. Michael Harrison and Jan A. {Van Mieghem}",
  title =        "Dynamic control of {Brownian} networks: state space
                 collapse and equivalent workload formulations",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "3",
  pages =        "747--771",
  month =        aug,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:25 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034801252",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Jones:1997:CMB,
  author =       "Owen Dafydd Jones",
  title =        "On the convergence of multitype branching processes
                 with varying environments",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "3",
  pages =        "772--801",
  month =        aug,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:25 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034801253",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chiu:1997:CLT,
  author =       "S. N. Chiu and M. P. Quine",
  title =        "Central limit theory for the number of seeds in a
                 growth model in {$ \mathbb {R}^d $} with inhomogeneous
                 {Poisson} arrivals",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "3",
  pages =        "802--814",
  month =        aug,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:25 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034801254",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Yao:1997:IRP,
  author =       "Yi-Ching Yao",
  title =        "On independence of $k$-record processes: {Ignatov}'s
                 theorem revisited",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "3",
  pages =        "815--821",
  month =        aug,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:25 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034801255",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Assaf:1997:ESN,
  author =       "David Assaf",
  title =        "Estimating the state of a noisy continuous time
                 {Markov} chain when dynamic sampling is feasible",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "3",
  pages =        "822--836",
  month =        aug,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:25 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1034801256",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Stadje:1997:ABS,
  author =       "Wolfgang Stadje",
  title =        "Asymptotic behavior of some interactive population
                 flow models",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "4",
  pages =        "837--854",
  month =        nov,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:27 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1043862413",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Seppalainen:1997:SLQ,
  author =       "Timo Sepp{\"a}l{\"a}inen",
  title =        "A scaling limit for queues in series",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "4",
  pages =        "855--872",
  month =        nov,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:27 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1043862414",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bean:1997:DEB,
  author =       "N. G. Bean and R. J. Gibbens and S. Zachary",
  title =        "Dynamic and equilibrium behavior of controlled loss
                 networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "4",
  pages =        "873--885",
  month =        nov,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:27 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1043862415",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Seppalainen:1997:ISI,
  author =       "Timo Sepp{\"a}l{\"a}inen",
  title =        "Increasing sequences of independent points on the
                 planar lattice",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "4",
  pages =        "886--898",
  month =        nov,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:27 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1043862416",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Xia:1997:UFD,
  author =       "Aihua Xia",
  title =        "On using the first difference in the {Stein--Chen}
                 method",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "4",
  pages =        "899--916",
  month =        nov,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:27 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1043862417",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kleptsina:1997:NFP,
  author =       "M. L. Kleptsina and R. Sh. Liptser and A. P.
                 Serebrovski",
  title =        "Nonlinear filtering problem with contamination",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "4",
  pages =        "917--934",
  month =        nov,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:27 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1043862418",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Goldstein:1997:SMZ,
  author =       "Larry Goldstein and Gesine Reinert",
  title =        "{Stein}'s method and the zero bias transformation with
                 application to simple random sampling",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "4",
  pages =        "935--952",
  month =        nov,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:27 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1043862419",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Anderson:1997:MPL,
  author =       "Clive W. Anderson and Stuart G. Coles and J{\"u}rg
                 H{\"u}sler",
  title =        "Maxima of {Poisson}-like variables and related
                 triangular arrays",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "4",
  pages =        "953--971",
  month =        nov,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:27 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1043862420",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ossiander:1997:SWF,
  author =       "Mina Ossiander and Ed Waymire and Qing Zhang",
  title =        "Some width function asymptotics for weighted trees",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "4",
  pages =        "972--995",
  month =        nov,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:27 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1043862421",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Lee:1997:CLT,
  author =       "Sungchul Lee",
  title =        "The central limit theorem for {Euclidean} minimal
                 spanning trees I I",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "4",
  pages =        "996--1020",
  month =        nov,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:27 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1043862422",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Heath:1997:PBO,
  author =       "David Heath and Sidney Resnick and Gennady
                 Samorodnitsky",
  title =        "Patterns of buffer overflow in a class of queues with
                 long memory in the input stream",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "4",
  pages =        "1021--1057",
  month =        nov,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:27 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1043862423",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Hunt:1997:OTR,
  author =       "P. J. Hunt and C. N. Laws",
  title =        "Optimization via trunk reservation in single resource
                 loss systems under heavy traffic",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "4",
  pages =        "1058--1079",
  month =        nov,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:27 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1043862424",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Rinott:1997:CCR,
  author =       "Yosef Rinott and Vladimir Rotar",
  title =        "On coupling constructions and rates in the {CLT} for
                 dependent summands with applications to the antivoter
                 model and weighted {$U$}-statistics",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "4",
  pages =        "1080--1105",
  month =        nov,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:27 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1043862425",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Mathew:1997:IPC,
  author =       "Thomas Mathew and Kenneth Nordstr{\"o}m",
  title =        "Inequalities for the probability content of a rotated
                 ellipse and related stochastic domination results",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "4",
  pages =        "1106--1117",
  month =        nov,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:27 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1043862426",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Marquez:1997:CRA,
  author =       "David M{\'a}rquez",
  title =        "Convergence rates for annealing diffusion processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "7",
  number =       "4",
  pages =        "1118--1139",
  month =        nov,
  year =         "1997",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:27 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1043862427",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Tierney:1998:NMH,
  author =       "Luke Tierney",
  title =        "A note on {Metropolis--Hastings} kernels for general
                 state spaces",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "1",
  pages =        "1--9",
  month =        feb,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1027961031",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Pelletier:1998:WCR,
  author =       "Mariane Pelletier",
  title =        "Weak convergence rates for stochastic approximation
                 with application to multiple targets and simulated
                 annealing",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "1",
  pages =        "10--44",
  month =        feb,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1027961032",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Alanyali:1998:LDM,
  author =       "Murat Alanyali and Bruce Hajek",
  title =        "On large deviations of {Markov} processes with
                 discontinuous statistics",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "1",
  pages =        "45--66",
  month =        feb,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1027961033",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Alanyali:1998:LDL,
  author =       "Murat Alanyali and Bruce Hajek",
  title =        "On large deviations in load sharing networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "1",
  pages =        "67--97",
  month =        feb,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1027961034",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ganesh:1998:LGP,
  author =       "A. J. Ganesh and Neil O'Connell",
  title =        "The linear geodesic property is not generally
                 preserved by a {FIFO} queue",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "1",
  pages =        "98--111",
  month =        feb,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1027961035",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Lyons:1998:NTG,
  author =       "Russell Lyons and Kevin Zumbrun",
  title =        "Normality of tree-growing search strategies",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "1",
  pages =        "112--130",
  month =        feb,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1027961036",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fill:1998:IAP,
  author =       "James Allen Fill",
  title =        "An interruptible algorithm for perfect sampling via
                 {Markov} chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "1",
  pages =        "131--162",
  month =        feb,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1027961037",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Hwang:1998:LDC,
  author =       "Hsien-Kuei Hwang",
  title =        "Large deviations of combinatorial distributions. {II}.
                 {Local} limit theorems",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "1",
  pages =        "163--181",
  month =        feb,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1027961038",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Papangelou:1998:EOF,
  author =       "F. Papangelou",
  title =        "Elliptic and other functions in the large deviations
                 behavior of the {Wright--Fisher} process",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "1",
  pages =        "182--192",
  month =        feb,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1027961039",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Hobson:1998:VMO,
  author =       "David G. Hobson",
  title =        "Volatility misspecification, option pricing and
                 superreplication via coupling",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "1",
  pages =        "193--205",
  month =        feb,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1027961040",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Lamberton:1998:EEB,
  author =       "Damien Lamberton",
  title =        "Error estimates for the binomial approximation of
                 {American} put options",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "1",
  pages =        "206--233",
  month =        feb,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1027961041",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Schonmann:1998:LMF,
  author =       "Roberto H. Schonmann and Nelson I. Tanaka",
  title =        "Lack of monotonicity in ferromagnetic {Ising} model
                 phase diagrams",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "1",
  pages =        "234--245",
  month =        feb,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1027961042",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Zerner:1998:DDG,
  author =       "Martin P. W. Zerner",
  title =        "Directional decay of the {Green}'s function for a
                 random nonnegative potential on {$ \mathbb {Z}^d $}",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "1",
  pages =        "246--280",
  month =        feb,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1027961043",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Sadeghi:1998:ABS,
  author =       "Ali A. Sadeghi",
  title =        "Asymptotic behavior of self-organizing maps with
                 nonuniform stimuli distribution",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "1",
  pages =        "281--299",
  month =        feb,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1027961044",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Klebaner:1998:QSD,
  author =       "Fima C. Klebaner and Justin Lazar and Ofer Zeitouni",
  title =        "On the quasi-stationary distribution for some randomly
                 perturbed transformations of an interval",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "1",
  pages =        "300--315",
  month =        feb,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1027961045",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Grimmett:1998:DRG,
  author =       "Geoffrey R. Grimmett and Rinaldo B. Schinazi and J.
                 van den Berg",
  title =        "Dependent random graphs and spatial epidemics",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "2",
  pages =        "317--336",
  month =        may,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:09:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903529",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Beguin:1998:LTM,
  author =       "M. Beguin and L. Gray and B. Ycart",
  title =        "The load transfer model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "2",
  pages =        "337--353",
  month =        may,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:09:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903530",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Asmussen:1998:SAS,
  author =       "S{\o}ren Asmussen",
  title =        "Subexponential asymptotics for stochastic processes:
                 extremal behavior, stationary distributions and first
                 passage probabilities",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "2",
  pages =        "354--374",
  month =        may,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:09:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903531",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Catoni:1998:PCT,
  author =       "Olivier Catoni and C{\'e}cile Cot",
  title =        "Piecewise constant triangular cooling schedules for
                 generalized simulated annealing algorithms",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "2",
  pages =        "375--396",
  month =        may,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:09:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903532",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Roberts:1998:TCP,
  author =       "Gareth O. Roberts and Jeffrey S. Rosenthal",
  title =        "Two convergence properties of hybrid samplers",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "2",
  pages =        "397--407",
  month =        may,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:09:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903533",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Yun:1998:EIH,
  author =       "Seokhoon Yun",
  title =        "The extremal index of a higher-order stationary
                 {Markov} chain",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "2",
  pages =        "408--437",
  month =        may,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:09:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903534",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{DelMoral:1998:MVP,
  author =       "P. {Del Moral}",
  title =        "Measure-valued processes and interacting particle
                 systems. Application to nonlinear filtering problems",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "2",
  pages =        "438--495",
  month =        may,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:09:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903535",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Decreusefond:1998:PAM,
  author =       "L. Decreusefond",
  title =        "Perturbation analysis and {Malliavin} calculus",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "2",
  pages =        "496--523",
  month =        may,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:09:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903536",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Palmowski:1998:SAF,
  author =       "Zbigniew Palmowski and Tomasz Rolski",
  title =        "The superposition of alternating on-off flows and a
                 fluid model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "2",
  pages =        "524--540",
  month =        may,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:09:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903537",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chang:1998:TQN,
  author =       "Kuo-Hwa Chang and Richard F. Serfozo and
                 W{\l}adys{\l}aw Szczotka",
  title =        "Treelike queueing networks: asymptotic stationarity
                 and heavy traffic",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "2",
  pages =        "541--568",
  month =        may,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:09:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903538",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Mandelbaum:1998:SDS,
  author =       "Avi Mandelbaum and Gennady Pats",
  title =        "State-dependent stochastic networks. {Part I}.
                 {Approximations} and applications with continuous
                 diffusion limits",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "2",
  pages =        "569--646",
  month =        may,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:09:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903539",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kirschenhofer:1998:ANW,
  author =       "Peter Kirschenhofer and Helmut Prodinger",
  title =        "Addendum: {``The number of winners in a discrete
                 geometrically distributed sample''}",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "2",
  pages =        "647",
  month =        may,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:09:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903540",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Gaudron:1998:SLC,
  author =       "Guillaume Gaudron",
  title =        "Scaling laws and convergence for the
                 advection-diffusion equation",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "3",
  pages =        "649--663",
  month =        aug,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903445",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Breidt:1998:ESV,
  author =       "F. Jay Breidt and Richard A. Davis",
  title =        "Extremes of stochastic volatility models",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "3",
  pages =        "664--675",
  month =        aug,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903446",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ahn:1998:ORT,
  author =       "Hyungsok Ahn and Mohit Dayal and Eric Grannan and Glen
                 Swindle",
  title =        "Option replication with transaction costs: general
                 diffusion limits",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "3",
  pages =        "676--707",
  month =        aug,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903447",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Burdzy:1998:BMB,
  author =       "Krzysztof Burdzy and Davar Khoshnevisan",
  title =        "{Brownian} motion in a {Brownian} crack",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "3",
  pages =        "708--748",
  month =        aug,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903448",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Pollak:1998:NRR,
  author =       "Moshe Pollak and Benjamin Yakir",
  title =        "A new representation for a renewal-theoretic constant
                 appearing in asymptotic approximations of large
                 deviations",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "3",
  pages =        "749--774",
  month =        aug,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903449",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Paulauskas:1998:CPI,
  author =       "Vygantas Paulauskas and Svetlozar T. Rachev",
  title =        "Cointegrated processes with infinite variance
                 innovations",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "3",
  pages =        "775--792",
  month =        aug,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903450",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Serfozo:1998:MNP,
  author =       "Richard F. Serfozo and Bingyi Yang",
  title =        "{Markov} network processes with string transitions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "3",
  pages =        "793--821",
  month =        aug,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903451",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Harrison:1998:HTA,
  author =       "J. Michael Harrison",
  title =        "Heavy traffic analysis of a system with parallel
                 servers: asymptotic optimality of discrete-review
                 policies",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "3",
  pages =        "822--848",
  month =        aug,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903452",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Lezaud:1998:CTB,
  author =       "Pascal Lezaud",
  title =        "{Chernoff}-type bound for finite {Markov} chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "3",
  pages =        "849--867",
  month =        aug,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903453",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Leadbetter:1998:DTA,
  author =       "M. Ross Leadbetter and Holger Rootz{\'e}n and Laurens
                 de Haan",
  title =        "On the distribution of tail array sums for strongly
                 mixing stationary sequences",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "3",
  pages =        "868--885",
  month =        aug,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903454",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bai:1998:VNM,
  author =       "Zhi-Dong Bai and Chern-Ching Chao and Hsien-Kuei Hwang
                 and Wen-Qi Liang",
  title =        "On the variance of the number of maxima in random
                 vectors and its applications",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "3",
  pages =        "886--895",
  month =        aug,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903455",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chiang:1998:PEC,
  author =       "Tzuu-Shuh Chiang and Yunshyong Chow",
  title =        "On the problem of exit from cycles for simulated
                 annealing processes--a backward equation approach",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "3",
  pages =        "896--916",
  month =        aug,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903456",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fontes:1998:SGR,
  author =       "L. R. G. Fontes and M. Isopi and Y. Kohayakawa and P.
                 Picco",
  title =        "The spectral gap of the {REM} under {Metropolis}
                 dynamics",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "3",
  pages =        "917--943",
  month =        aug,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903457",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Holroyd:1998:EUI,
  author =       "Alexander E. Holroyd",
  title =        "Existence and uniqueness of infinite components in
                 generic rigidity percolation",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "3",
  pages =        "944--973",
  month =        aug,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:34 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903458",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Feng:1998:LDP,
  author =       "Shui Feng and Fred M. Hoppe",
  title =        "Large deviation principles for some random
                 combinatorial structures in population genetics and
                 {Brownian} motion",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "4",
  pages =        "975--994",
  month =        nov,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:04:35 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903371",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Duffield:1998:LDI,
  author =       "N. G. Duffield and W. Whitt",
  title =        "Large deviations of inverse processes with nonlinear
                 scalings",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "4",
  pages =        "995--1026",
  month =        nov,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:04:35 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903372",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bertsimas:1998:LDB,
  author =       "Dimitris Bertsimas and Ioannis Ch. Paschalidis and
                 John N. Tsitsiklis",
  title =        "On the large deviations behavior of acyclic networks
                 of {$ G / G / 1 $} queues",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "4",
  pages =        "1027--1069",
  month =        nov,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:04:35 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903373",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dupuis:1998:LDP,
  author =       "Paul Dupuis and Kavita Ramanan",
  title =        "Large deviation properties of data streams that share
                 a buffer",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "4",
  pages =        "1070--1129",
  month =        nov,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:04:35 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903374",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Massey:1998:UAE,
  author =       "William A. Massey and Ward Whitt",
  title =        "Uniform acceleration expansions for {Markov} chains
                 with time-varying rates",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "4",
  pages =        "1130--1155",
  month =        nov,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:04:35 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903375",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Resnick:1998:TIE,
  author =       "Sidney Resnick and Catalin St{\u{a}}ric{\u{a}}",
  title =        "Tail index estimation for dependent data",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "4",
  pages =        "1156--1183",
  month =        nov,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:04:35 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903376",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Koehler:1998:EFE,
  author =       "J. R. Koehler and A. A. Puhalskii and B. Simon",
  title =        "Estimating functions evaluated by simulation: a
                 Bayesian/analytic approach",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "4",
  pages =        "1184--1215",
  month =        nov,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:04:35 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903377",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Lowe:1998:SCH,
  author =       "Matthias L{\"o}we",
  title =        "On the storage capacity of {Hopfield} models with
                 correlated patterns",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "4",
  pages =        "1216--1250",
  month =        nov,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:04:35 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903378",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ciucu:1998:NFC,
  author =       "Mihai Ciucu",
  title =        "No-feedback card guessing for dovetail shuffles",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "4",
  pages =        "1251--1269",
  month =        nov,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:04:35 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903379",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kaspi:1998:MAB,
  author =       "Haya Kaspi and Avishai Mandelbaum",
  title =        "Multi-armed bandits in discrete and continuous time",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "4",
  pages =        "1270--1290",
  month =        nov,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:04:35 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903380",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Roberts:1998:CRG,
  author =       "Gareth O. Roberts and Jeffrey S. Rosenthal",
  title =        "On convergence rates of {Gibbs} samplers for uniform
                 distributions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "4",
  pages =        "1291--1302",
  month =        nov,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:04:35 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903381",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Asselah:1998:NSM,
  author =       "Amine Asselah",
  title =        "Nonreversible stationary measures for exchange
                 processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "4",
  pages =        "1303--1311",
  month =        nov,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:04:35 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903382",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Weerasinghe:1998:SOS,
  author =       "Ananda P. N. Weerasinghe",
  title =        "Singular optimal strategies for investment with
                 transaction costs",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "4",
  pages =        "1312--1330",
  month =        nov,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:04:35 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903383",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Andersson:1998:LTR,
  author =       "H{\aa}kan Andersson",
  title =        "Limit theorems for a random graph epidemic model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "8",
  number =       "4",
  pages =        "1331--1349",
  month =        nov,
  year =         "1998",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 12:04:35 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1028903384",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fulman:1999:CEB,
  author =       "Jason Fulman and Elizabeth L. Wilmer",
  title =        "Comparing eigenvalue bounds for {Markov} chains: when
                 does {Poincar{\'e}} beat {Cheeger}?",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "1",
  pages =        "1--13",
  month =        feb,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:39 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962594",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Frieze:1999:LSI,
  author =       "Alan Frieze and Ravi Kannan",
  title =        "Log-{Sobolev} inequalities and sampling from
                 log-concave distributions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "1",
  pages =        "14--26",
  month =        feb,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:39 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962595",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Yukich:1999:ALM,
  author =       "J. E. Yukich",
  title =        "Asymptotics for the length of a minimal triangulation
                 on a random sample",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "1",
  pages =        "27--45",
  month =        feb,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:39 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962596",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Igloi:1999:BSS,
  author =       "E. Igl{\'o}i and Gy. Terdik",
  title =        "Bilinear stochastic systems with fractional {Brownian}
                 motion input",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "1",
  pages =        "46--77",
  month =        feb,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:39 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962597",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Norris:1999:SCE,
  author =       "James R. Norris",
  title =        "{Smoluchowski}'s coagulation equation: uniqueness,
                 nonuniqueness and a hydrodynamic limit for the
                 stochastic coalescent",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "1",
  pages =        "78--109",
  month =        feb,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:39 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962598",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{McDonald:1999:AFP,
  author =       "D. R. McDonald",
  title =        "Asymptotics of first passage times for random walk in
                 an orthant",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "1",
  pages =        "110--145",
  month =        feb,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:39 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962599",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Horvath:1999:LTQ,
  author =       "Lajos Horv{\'a}th and Qi-Man Shao",
  title =        "Limit theorems for quadratic forms with applications
                 to {Whittle}'s estimate",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "1",
  pages =        "146--187",
  month =        feb,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:39 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962600",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Karatzas:1999:CSD,
  author =       "Ioannis Karatzas and William D. Sudderth",
  title =        "Control and stopping of a diffusion process on an
                 interval",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "1",
  pages =        "188--196",
  month =        feb,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:39 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962601",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Jones:1999:TFW,
  author =       "Brian D. Jones and Boris G. Pittel and Joseph S.
                 Verducci",
  title =        "Tree and forest weights and their application to
                 nonuniform random graphs",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "1",
  pages =        "197--215",
  month =        feb,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:39 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962602",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Benaim:1999:SAA,
  author =       "Michel Bena{\"\i}m and Morris W. Hirsch",
  title =        "Stochastic approximation algorithms with constant step
                 size whose average is cooperative",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "1",
  pages =        "216--241",
  month =        feb,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:39 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962603",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Stein:1999:PRF,
  author =       "Michael L. Stein",
  title =        "Predicting random fields with increasing dense
                 observations",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "1",
  pages =        "242--273",
  month =        feb,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:39 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962604",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{DelMoral:1999:CLT,
  author =       "P. {Del Moral} and A. Guionnet",
  title =        "Central limit theorem for nonlinear filtering and
                 interacting particle systems",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "2",
  pages =        "275--297",
  month =        may,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962742",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fleischmann:1999:SDF,
  author =       "Klaus Fleischmann and Achim Klenke",
  title =        "Smooth density field of catalytic super-{Brownian}
                 motion",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "2",
  pages =        "298--318",
  month =        may,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962743",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Cox:1999:SSP,
  author =       "J. Theodore Cox and Rinaldo B. Schinazi",
  title =        "A stochastic spatial process to model the persistence
                 of sickle-cell disease",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "2",
  pages =        "319--330",
  month =        may,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962744",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Krone:1999:TSC,
  author =       "Stephen M. Krone",
  title =        "The two-stage contact process",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "2",
  pages =        "331--351",
  month =        may,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962745",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Heath:1999:HSP,
  author =       "David Heath and Sidney Resnick and Gennady
                 Samorodnitsky",
  title =        "How system performance is affected by the interplay of
                 averages in a fluid queue with long range dependence
                 induced by heavy tails",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "2",
  pages =        "352--375",
  month =        may,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962746",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Borovkova:1999:CTE,
  author =       "S. Borovkova and R. Burton and H. Dehling",
  title =        "Consistency of the {Takens} estimator for the
                 correlation dimension",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "2",
  pages =        "376--390",
  month =        may,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962747",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Baggerly:1999:AIS,
  author =       "Keith Baggerly and Dennis Cox and Craig Kollman and
                 Rick Picard",
  title =        "Adaptive importance sampling on discrete {Markov}
                 chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "2",
  pages =        "391--412",
  month =        may,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962748",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dembo:1999:AWT,
  author =       "Amir Dembo and Ioannis Kontoyiannis",
  title =        "The asymptotics of waiting times between stationary
                 processes, allowing distortion",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "2",
  pages =        "413--429",
  month =        may,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962749",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Jelenkovic:1999:AAM,
  author =       "Predrag R. Jelenkovi{\'c}",
  title =        "Asymptotic approximation of the move-to-front search
                 cost distribution and least-recently used caching fault
                 probabilities",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "2",
  pages =        "430--464",
  month =        may,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962750",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Maansson:1999:PAC,
  author =       "Marianne M{\aa}nsson",
  title =        "{Poisson} approximation in connection with clustering
                 of random points",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "2",
  pages =        "465--492",
  month =        may,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962751",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Rogers:1999:SAO,
  author =       "L. C. G. Rogers and O. Zane",
  title =        "Saddlepoint approximations to option prices",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "2",
  pages =        "493--503",
  month =        may,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962752",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chan:1999:PCC,
  author =       "Terence Chan",
  title =        "Pricing contingent claims on stocks driven by
                 {L{\'e}vy} processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "2",
  pages =        "504--528",
  month =        may,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962753",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Battig:1999:CSM,
  author =       "Robert B{\"a}ttig",
  title =        "Completeness of securities market models--an operator
                 point of view",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "2",
  pages =        "529--566",
  month =        may,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962754",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Durrett:1999:RB,
  author =       "Rick Durrett",
  title =        "{Robert B{\"a}ttig} 1968--1997",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "2",
  pages =        "??--??",
  month =        may,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:40 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  note =         "See correction \cite{Durrett:1999:CRB}.",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962741",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Griffiths:1999:AMG,
  author =       "R. C. Griffiths and Simon Tavar{\'e}",
  title =        "The ages of mutations in gene trees",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "3",
  pages =        "567--590",
  month =        aug,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:43 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962804",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fannjiang:1999:TDM,
  author =       "Albert Fannjiang and Tomasz Komorowski",
  title =        "Turbulent diffusion in {Markovian} flows",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "3",
  pages =        "591--610",
  month =        aug,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:43 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962805",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Freidlin:1999:RRP,
  author =       "Mark Freidlin and Matthias Weber",
  title =        "A remark on random perturbations of the nonlinear
                 pendulum",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "3",
  pages =        "611--628",
  month =        aug,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:43 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962806",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Khoshnevisan:1999:SCB,
  author =       "Davar Khoshnevisan and Thomas M. Lewis",
  title =        "Stochastic calculus for {Brownian} motion on a
                 {Brownian} fracture",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "3",
  pages =        "629--667",
  month =        aug,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:43 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962807",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Biskup:1999:HNL,
  author =       "Marek Biskup and Frank den Hollander",
  title =        "A heteropolymer near a linear interface",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "3",
  pages =        "668--687",
  month =        aug,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:43 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962808",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Capinski:1999:SEE,
  author =       "Marek Capi{\'n}ski and Nigel J. Cutland",
  title =        "Stochastic {Euler} equations on the torus",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "3",
  pages =        "688--705",
  month =        aug,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:43 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962809",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Piau:1999:LDY,
  author =       "Didier Piau",
  title =        "Large deviations and {Young} measures for a
                 {Poissonian} model of biphased material",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "3",
  pages =        "706--718",
  month =        aug,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:43 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962810",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Brooks:1999:PML,
  author =       "Elizabeth A. Brooks",
  title =        "Probabilistic methods for a linear reaction-hyperbolic
                 system with constant coefficients",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "3",
  pages =        "719--731",
  month =        aug,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:43 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962811",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Milstein:1999:SST,
  author =       "G. N. Milstein and M. V. Tretyakov",
  title =        "Simulation of a space-time bounded diffusion",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "3",
  pages =        "732--779",
  month =        aug,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:43 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962812",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Wyner:1999:MRW,
  author =       "Abraham J. Wyner",
  title =        "More on recurrence and waiting times",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "3",
  pages =        "780--796",
  month =        aug,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:43 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962813",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Resnick:1999:HMC,
  author =       "Sidney Resnick and Gennady Samorodnitsky and Fang
                 Xue",
  title =        "How misleading can sample {ACFs} of stable {MAs} be?
                 (Very!)",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "3",
  pages =        "797--817",
  month =        aug,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:43 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962814",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bramson:1999:SQN,
  author =       "Maury Bramson",
  title =        "A stable queueing network with unstable fluid model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "3",
  pages =        "818--853",
  month =        aug,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:43 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962815",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Martin:1999:FJN,
  author =       "J. B. Martin and Yu. M. Suhov",
  title =        "Fast {Jackson} networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "3",
  pages =        "854--870",
  month =        aug,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:43 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962816",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fleming:1999:OLT,
  author =       "Wendell H. Fleming and Shuenn-Jyi Sheu",
  title =        "Optimal long term growth rate of expected utility of
                 wealth",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "3",
  pages =        "871--903",
  month =        aug,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:43 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962817",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kramkov:1999:AEU,
  author =       "D. Kramkov and W. Schachermayer",
  title =        "The asymptotic elasticity of utility functions and
                 optimal investment in incomplete markets",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "3",
  pages =        "904--950",
  month =        aug,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:43 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962818",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bhattacharya:1999:MDP,
  author =       "Rabi Bhattacharya",
  title =        "Multiscale diffusion processes with periodic
                 coefficients and an application to solute transport in
                 porous media",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "4",
  pages =        "951--1020",
  month =        nov,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:45 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962863",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Cao:1999:GCF,
  author =       "Jin Cao and Keith Worsley",
  title =        "The geometry of correlation fields with an application
                 to functional connectivity of the brain",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "4",
  pages =        "1021--1057",
  month =        nov,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:45 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962864",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Coutin:1999:ANF,
  author =       "L. Coutin and L. Decreusefond",
  title =        "Abstract nonlinear filtering theory in the presence of
                 fractional {Brownian} motion",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "4",
  pages =        "1058--1090",
  month =        nov,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:45 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962865",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Donnelly:1999:GPF,
  author =       "Peter Donnelly and Thomas G. Kurtz",
  title =        "Genealogical processes for {Fleming--Viot} models with
                 selection and recombination",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "4",
  pages =        "1091--1148",
  month =        nov,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:45 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962866",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Haggstrom:1999:PCF,
  author =       "Olle H{\"a}ggstr{\"o}m",
  title =        "Positive correlations in the fuzzy {Potts} model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "4",
  pages =        "1149--1159",
  month =        nov,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:45 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962867",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Jagers:1999:BPD,
  author =       "Peter Jagers",
  title =        "Branching processes with dependence but homogeneous
                 growth",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "4",
  pages =        "1160--1174",
  month =        nov,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:45 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962868",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Li:1999:ABI,
  author =       "Deli Li and T. D. Rogers",
  title =        "Asymptotic behavior for iterated functions of random
                 variables",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "4",
  pages =        "1175--1201",
  month =        nov,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:45 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962869",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Madras:1999:ISF,
  author =       "Neal Madras and Mauro Piccioni",
  title =        "Importance sampling for families of distributions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "4",
  pages =        "1202--1225",
  month =        nov,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:45 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962870",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Neuhauser:1999:ESV,
  author =       "Claudia Neuhauser and Stephen W. Pacala",
  title =        "An explicitly spatial version of the {Lotka--Volterra}
                 model with interspecific competition",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "4",
  pages =        "1226--1259",
  month =        nov,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:45 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962871",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Pittel:1999:NCP,
  author =       "Boris Pittel",
  title =        "Normal convergence problem? Two moments and a
                 recurrence may be the clues",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "4",
  pages =        "1260--1302",
  month =        nov,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:45 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962872",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Cvitanic:1999:MPP,
  author =       "Jak{\v{s}}a Cvitani{\'c} and Gennady Spivak",
  title =        "Maximizing the probability of a perfect hedge",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "4",
  pages =        "1303--1328",
  month =        nov,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:45 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962873",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Durrett:1999:CRB,
  author =       "Richard Durrett",
  title =        "Correction: {Robert B{\"a}ttig} 1968--1997",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "4",
  pages =        "??--??",
  month =        nov,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:45 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  note =         "See \cite{Durrett:1999:RB}.",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962874",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Anonymous:1999:VIB,
  author =       "Anonymous",
  title =        "Volume Index, {{\booktitle{Ann. Appl. Probab.}}, vol.
                 9 (1999)}",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "9",
  number =       "4",
  pages =        "iii--vii",
  month =        nov,
  year =         "1999",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:45 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1029962875",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Adler:2000:EST,
  author =       "Robert J. Adler",
  title =        "On excursion sets, tube formulas and maxima of random
                 fields",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "1",
  pages =        "1--74",
  month =        feb,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019737664",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Harrison:2000:BMO,
  author =       "J. Michael Harrison",
  title =        "{Brownian} models of open processing networks:
                 canonical representation of workload",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "1",
  pages =        "75--103",
  month =        feb,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  note =         "See corrections
                 \cite{Harrison:2003:CBM,Harrison:2006:CBM}.",
  URL =          "http://projecteuclid.org/euclid.aoap/1019737665",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Graham:2000:LDE,
  author =       "Carl Graham and Neil O'Connell",
  title =        "Large deviations at equilibrium for a large
                 star-shaped loss network",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "1",
  pages =        "104--122",
  month =        feb,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019737666",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Barbour:2000:TFE,
  author =       "A. D. Barbour and S. N. Ethier and R. C. Griffiths",
  title =        "A transition function expansion for a diffusion model
                 with selection",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "1",
  pages =        "123--162",
  month =        feb,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019737667",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Perrut:2000:HLT,
  author =       "Anne Perrut",
  title =        "Hydrodynamic limits for a two-species
                 reaction-diffusion process",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "1",
  pages =        "163--191",
  month =        feb,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019737668",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Gartner:2000:MAC,
  author =       "J{\"u}rgen G{\"a}rtner and Wolfgang K{\"o}nig",
  title =        "Moment asymptotics for the continuous parabolic
                 {Anderson} model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "1",
  pages =        "192--217",
  month =        feb,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019737669",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Liu:2000:LTM,
  author =       "Quansheng Liu and Alain Rouault",
  title =        "Limit Theorems for {Mandelbrot}'s Multiplicative
                 Cascades",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "1",
  pages =        "218--239",
  month =        feb,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/bibnet/authors/m/mandelbrot-benoit.bib;
                 http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019737670;
                 http://www.jstor.org/stable/2667193",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Coffman:2000:IPV,
  author =       "E. G. {Coffman, Jr.} and Leopold Flatto and Predrag
                 Jelenkovi{\'c}",
  title =        "Interval packing: the vacant interval distribution",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "1",
  pages =        "240--257",
  month =        feb,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019737671",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Baryshnikov:2000:SSI,
  author =       "Yuliy M. Baryshnikov and Alexander V. Gnedin",
  title =        "Sequential selection of an increasing sequence from a
                 multidimensional random sample",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "1",
  pages =        "258--267",
  month =        feb,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019737672",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Nummelin:2000:ECP,
  author =       "Esa Nummelin",
  title =        "On the existence and convergence of price equilibria
                 for random economies",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "1",
  pages =        "268--282",
  month =        feb,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019737673",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Touzi:2000:OID,
  author =       "Nizar Touzi",
  title =        "Optimal insurance demand under marked point processes
                 shocks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "1",
  pages =        "283--312",
  month =        feb,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019737674",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Jaffard:2000:LWS,
  author =       "St{\'e}phane Jaffard",
  title =        "On lacunary wavelet series",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "1",
  pages =        "313--329",
  month =        feb,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:47 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019737675",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Arratia:2000:NCL,
  author =       "Richard Arratia and A. D. Barbour and Simon
                 Tavar{\'e}",
  title =        "The number of components in a logarithmic
                 combinatorial structure",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "2",
  pages =        "331--361",
  month =        may,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:49 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487347",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Burdzy:2000:EMC,
  author =       "Krzysztof Burdzy and Wilfrid S. Kendall",
  title =        "Efficient {Markovian} couplings: examples and
                 counterexamples",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "2",
  pages =        "362--409",
  month =        may,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:49 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487348",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Evans:2000:BTI,
  author =       "William Evans and Claire Kenyon and Yuval Peres and
                 Leonard J. Schulman",
  title =        "Broadcasting on trees and the {Ising} model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "2",
  pages =        "410--433",
  month =        may,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:49 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487349",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fournier:2000:ERS,
  author =       "Nicolas Fournier",
  title =        "Existence and regularity study for two-dimensional
                 {Kac} equation without cutoff by a probabilistic
                 approach",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "2",
  pages =        "434--462",
  month =        may,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:49 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487350",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Last:2000:SSF,
  author =       "G. Last and R. Schassberger",
  title =        "On stationary stochastic flows and {Palm}
                 probabilities of surface processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "2",
  pages =        "463--492",
  month =        may,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:49 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487351",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Meziares:2000:SBI,
  author =       "Sophie M{\'e}zi{\`a}res and Bernard Roynette",
  title =        "Study of a {Brownian} impulse",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "2",
  pages =        "493--516",
  month =        may,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:49 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487352",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Penrose:2000:VOP,
  author =       "Mathew D. Penrose",
  title =        "Vertex ordering and partitioning problems for random
                 spatial graphs",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "2",
  pages =        "517--538",
  month =        may,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:49 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487353",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Rhee:2000:ODW,
  author =       "WanSoo T. Rhee",
  title =        "Order of decay of the wasted space for a stochastic
                 packing problem",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "2",
  pages =        "539--548",
  month =        may,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:49 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487354",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Badowski:2000:APS,
  author =       "G. Badowski and G. Yin and Q. Zhang",
  title =        "Asymptotic properties of a singularly perturbed
                 {Markov} chain with inclusion of transient states",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "2",
  pages =        "549--572",
  month =        may,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:49 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487355",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Erhardsson:2000:CPA,
  author =       "Torkel Erhardsson",
  title =        "Compound {Poisson} approximation for counts of rare
                 patterns in {Markov} chains and extreme sojourns in
                 birth-death chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "2",
  pages =        "573--591",
  month =        may,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:49 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487356",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Knessl:2000:AES,
  author =       "Charles Knessl",
  title =        "Asymptotic expansions for a stochastic model of queue
                 storage",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "2",
  pages =        "592--615",
  month =        may,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:49 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487357",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Hofmann:2000:SSC,
  author =       "Norbert Hofmann and Thomas M{\"u}ller-Gronbach and
                 Klaus Ritter",
  title =        "Step size control for the uniform approximation of
                 systems of stochastic differential equations with
                 additive noise",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "2",
  pages =        "616--633",
  month =        may,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:49 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487358",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fusai:2000:COA,
  author =       "Gianluca Fusai",
  title =        "Corridor options and arc-sine law",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "2",
  pages =        "634--663",
  month =        may,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:49 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487359",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Mykland:2000:CDH,
  author =       "Per Aslak Mykland",
  title =        "Conservative delta hedging",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "2",
  pages =        "664--683",
  month =        may,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:49 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487360",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bouchard:2000:ESM,
  author =       "Bruno Bouchard and Nizar Touzi",
  title =        "Explicit solution to the multivariate
                 super-replication problem under transaction costs",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "3",
  pages =        "685--708",
  month =        aug,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:51 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487506",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chen:2000:SSM,
  author =       "Chingfer Chen and Samuel Karlin",
  title =        "$r$-scan statistics of a marker array in multiple
                 sequences derived from a common progenitor",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "3",
  pages =        "709--725",
  month =        aug,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:51 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487507",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Diaconis:2000:ANM,
  author =       "Persi Diaconis and Susan Holmes and Radford M. Neal",
  title =        "Analysis of a nonreversible {Markov} chain sampler",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "3",
  pages =        "726--752",
  month =        aug,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:51 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487508",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Resnick:2000:SSC,
  author =       "Sidney Resnick and Holger Rootz{\'e}n",
  title =        "Self-similar communication models and very heavy
                 tails",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "3",
  pages =        "753--778",
  month =        aug,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:51 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487509",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Baccelli:2000:AEM,
  author =       "Fran{\c{c}}ois Baccelli and Dohy Hong",
  title =        "Analytic expansions of max-plus {Lyapunov} exponents",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "3",
  pages =        "779--827",
  month =        aug,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:51 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487510",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chen:2000:SAM,
  author =       "Hong Chen and Xinyang Shen",
  title =        "Strong approximations for multiclass feedforward
                 queueing networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "3",
  pages =        "828--876",
  month =        aug,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:51 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487511",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Glazebrook:2000:IBP,
  author =       "K. D. Glazebrook and D. J. Wilkinson",
  title =        "Index-based policies for discounted multi-armed
                 bandits on parallel machines",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "3",
  pages =        "877--896",
  month =        aug,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:51 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487512",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Maglaras:2000:DRP,
  author =       "Constantinos Maglaras",
  title =        "Discrete-review policies for scheduling stochastic
                 networks: trajectory tracking and fluid-scale
                 asymptotic optimality",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "3",
  pages =        "897--929",
  month =        aug,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:51 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487513",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kumar:2000:TSC,
  author =       "Sunil Kumar",
  title =        "Two-server closed networks in heavy traffic: diffusion
                 limits and asymptotic optimality",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "3",
  pages =        "930--961",
  month =        aug,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:51 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487514",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ignatiouk-Robert:2000:LDJ,
  author =       "Irina Ignatiouk-Robert",
  title =        "Large deviations of {Jackson} networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "3",
  pages =        "962--1001",
  month =        aug,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:51 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487515",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Giraitis:2000:MLM,
  author =       "Liudas Giraitis and Peter M. Robinson and Donatas
                 Surgailis",
  title =        "A model for long memory conditional
                 heteroscedasticity",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "3",
  pages =        "1002--1024",
  month =        aug,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:51 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487516",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Mikosch:2000:SND,
  author =       "Thomas Mikosch and Gennady Samorodnitsky",
  title =        "The supremum of a negative drift random walk with
                 dependent heavy-tailed steps",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "3",
  pages =        "1025--1064",
  month =        aug,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:51 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487517",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bauerle:2000:AOT,
  author =       "Nicole B{\"a}uerle",
  title =        "Asymptotic optimality of tracking policies in
                 stochastic networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "4",
  pages =        "1065--1083",
  month =        nov,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:53 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487606",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Glynn:2000:MWQ,
  author =       "Peter W. Glynn and Assaf J. Zeevi",
  title =        "On the maximum workload of a queue fed by fractional
                 {Brownian} motion",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "4",
  pages =        "1084--1099",
  month =        nov,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:53 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487607",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fannjiang:2000:FBM,
  author =       "Albert Fannjiang and Tomasz Komorowski",
  title =        "Fractional {Brownian} motions in a limit of turbulent
                 transport",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "4",
  pages =        "1100--1120",
  month =        nov,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:53 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487608",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fleischmann:2000:BCS,
  author =       "Klaus Fleischmann and Achim Klenke",
  title =        "The biodiversity of catalytic super-{Brownian}
                 motion",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "4",
  pages =        "1121--1136",
  month =        nov,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:53 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487609",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Boutsikas:2000:BDS,
  author =       "Michael V. Boutsikas and Markos V. Koutras",
  title =        "A bound for the distribution of the sum of discrete
                 associated or negatively associated random variables",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "4",
  pages =        "1137--1150",
  month =        nov,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:53 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487610",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{OCinneide:2000:NRT,
  author =       "C. A. O'Cinneide and A. V. Pokrovskii",
  title =        "Nonuniform random transformations",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "4",
  pages =        "1151--1181",
  month =        nov,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:53 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487611",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chayes:2000:MPB,
  author =       "Lincoln Chayes and Roberto H. Schonmann",
  title =        "Mixed percolation as a bridge between site and bond
                 percolation",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "4",
  pages =        "1182--1196",
  month =        nov,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:53 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487612",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Meleard:2000:TPV,
  author =       "Sylvie M{\'e}l{\'e}ard",
  title =        "A trajectorial proof of the vortex method for the
                 two-dimensional {Navier--Stokes} equation",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "4",
  pages =        "1197--1211",
  month =        nov,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:53 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487613",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fontes:2000:ADR,
  author =       "Luiz Renato Fontes and Pierre Mathieu and Pierre
                 Picco",
  title =        "On the averaged dynamics of the random field
                 {Curie--Weiss} model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "4",
  pages =        "1212--1245",
  month =        nov,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:53 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487614",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Huebner:2000:AAK,
  author =       "M. Huebner and S. Lototsky",
  title =        "Asymptotic analysis of a kernel estimator for
                 parabolic {SPDE}'s with time-dependent coefficients",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "4",
  pages =        "1246--1258",
  month =        nov,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:53 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487615",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Papangelou:2000:LDM,
  author =       "F. Papangelou",
  title =        "The large deviations of a multi-allele
                 {Wright--Fisher} process mapped on the sphere",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "4",
  pages =        "1259--1273",
  month =        nov,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:53 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487616",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Drees:2000:WAT,
  author =       "Holger Drees",
  title =        "Weighted approximations of tail processes for $ \beta
                 $-mixing random variables",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "4",
  pages =        "1274--1301",
  month =        nov,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:53 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487617",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Lalley:2000:RMS,
  author =       "Steven P. Lalley",
  title =        "On the rate of mixing for $p$-shuffles",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "10",
  number =       "4",
  pages =        "1302--1321",
  month =        nov,
  year =         "2000",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:53 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1019487618",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ramanan:2001:LWD,
  author =       "Kavita Ramanan and Alexander L. Stolyar",
  title =        "Largest Weighted Delay First Scheduling: Large
                 Deviations and Optimality",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "1",
  pages =        "1--48",
  month =        feb,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:56 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/998926986",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bramson:2001:HTL,
  author =       "Maury Bramson and J. G. Dai",
  title =        "Heavy Traffic Limits for Some Queueing Networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "1",
  pages =        "49--90",
  month =        feb,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:56 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/998926987",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bovier:2001:EVB,
  author =       "Anton Bovier and David M. Mason",
  title =        "Extreme Value Behavior in the {Hopfield} Model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "1",
  pages =        "91--120",
  month =        feb,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:56 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/998926988",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bramson:2001:SSL,
  author =       "Maury Bramson and Joel L. Lebowitz",
  title =        "Spatial Structure in Low Dimensions for Diffusion
                 Limited Two-Particle Reactions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "1",
  pages =        "121--181",
  month =        feb,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:56 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/998926989",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Heunis:2001:USS,
  author =       "Andrew J. Heunis and Vladimir M. Lucic",
  title =        "On Uniqueness of Solutions for the Stochastic
                 Differential Equations of Nonlinear Filtering",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "1",
  pages =        "182--209",
  month =        feb,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:56 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/998926990",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Pham:2001:OPP,
  author =       "Huy{\^e}n Pham and Marie-Claire Quenez",
  title =        "Optimal Portfolio in Partially Observed Stochastic
                 Volatility Models",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "1",
  pages =        "210--238",
  month =        feb,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:56 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/998926991",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Duckworth:2001:MID,
  author =       "Kate Duckworth and Mihail Zervos",
  title =        "A Model for Investment Decisions with Switching
                 Costs",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "1",
  pages =        "239--260",
  month =        feb,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:56 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/998926992",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Gosselin:2001:ABA,
  author =       "Fr{\`e}d{\`e}ric Gosselin",
  title =        "Aysmptotic Behavior of Absorbing {Markov} Chains
                 Conditional on Nonabsorption for Applications in
                 Conservation Biology",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "1",
  pages =        "261--284",
  month =        feb,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:56 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/998926993",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Mossel:2001:RTB,
  author =       "Elchanan Mossel",
  title =        "Reconstruction on Trees: Beating the Second
                 Eigenvalue",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "1",
  pages =        "285--300",
  month =        feb,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:56 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/998926994",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Limic:2001:LQH,
  author =       "Vlada Limic",
  title =        "A {LIFO} queue in heavy traffic",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "2",
  pages =        "301--331",
  month =        may,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:58 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345294",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Doytchinov:2001:RTQ,
  author =       "Bogdan Doytchinov and John Lehoczky and Steven
                 Shreve",
  title =        "Real-time queues in heavy traffic with
                 earliest-deadline-first queue discipline",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "2",
  pages =        "332--378",
  month =        may,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:58 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345295",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Wischik:2001:SPL,
  author =       "Damon J. Wischik",
  title =        "Sample path large deviations for queues with many
                 inputs",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "2",
  pages =        "379--404",
  month =        may,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:58 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345296",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Mountford:2001:ERA,
  author =       "Tom Mountford",
  title =        "An extension of a result of Andjel",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "2",
  pages =        "405--418",
  month =        may,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:58 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345297",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Evans:2001:SBG,
  author =       "Steven N. Evans",
  title =        "Stochastic billiards on general tables",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "2",
  pages =        "419--437",
  month =        may,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:58 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345298",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Corcoran:2001:PSE,
  author =       "J. N. Corcoran and R. L. Tweedie",
  title =        "Perfect sampling of ergodic {Harris} chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "2",
  pages =        "438--451",
  month =        may,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:58 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345299",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Neininger:2001:LLP,
  author =       "Ralph Neininger and Ludger R{\"u}schendorf",
  title =        "Limit laws for partial match queries in quadtrees",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "2",
  pages =        "452--469",
  month =        may,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:58 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345300",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Wiktorsson:2001:JCF,
  author =       "Magnus Wiktorsson",
  title =        "Joint characteristic function and simultaneous
                 simulation of iterated {It{\^o}} integrals for multiple
                 independent {Brownian} motions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "2",
  pages =        "470--487",
  month =        may,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:58 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345301",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Adler:2001:SSF,
  author =       "Robert J. Adler and Georgios Skoulakis",
  title =        "Superprocesses over a stochastic flow",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "2",
  pages =        "488--543",
  month =        may,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:58 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345302",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Weber:2001:OTF,
  author =       "Matthias Weber",
  title =        "On occupation time functionals for diffusion processes
                 and birth-and-death processes on graphs",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "2",
  pages =        "544--567",
  month =        may,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:58 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  note =         "See correction \cite{Weber:2001:CNO}.",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345303",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Foley:2001:JSQ,
  author =       "R. D. Foley and D. R. McDonald",
  title =        "Join the shortest queue: stability and exact
                 asymptotics",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "3",
  pages =        "569--607",
  month =        aug,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345342",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bell:2001:DSS,
  author =       "S. L. Bell and R. J. Williams",
  title =        "Dynamic scheduling of a system with two parallel
                 servers in heavy traffic with resource pooling:
                 asymptotic optimality of a threshold policy",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "3",
  pages =        "608--649",
  month =        aug,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345343",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Martin:2001:PPF,
  author =       "James B. Martin",
  title =        "Point processes in fast {Jackson} networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "3",
  pages =        "650--663",
  month =        aug,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345344",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{ElKaroui:2001:DMP,
  author =       "N. {El Karoui} and S. Peng and M. C. Quenez",
  title =        "A dynamic maximum principle for the optimization of
                 recursive utilities under constraints",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "3",
  pages =        "664--693",
  month =        aug,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345345",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Schachermayer:2001:OII,
  author =       "Walter Schachermayer",
  title =        "Optimal investment in incomplete markets when wealth
                 may become negative",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "3",
  pages =        "694--734",
  month =        aug,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345346",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Jankunas:2001:OCC,
  author =       "Andrius Jankunas",
  title =        "Optimal contingent claims",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "3",
  pages =        "735--749",
  month =        aug,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345347",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bank:2001:OCC,
  author =       "Peter Bank and Frank Riedel",
  title =        "Optimal consumption choice with intertemporal
                 substitution",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "3",
  pages =        "750--788",
  month =        aug,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345348",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Berkes:2001:SAE,
  author =       "Istv{\'a}n Berkes and Lajos Horv{\'a}th",
  title =        "Strong approximation of the empirical process of
                 {GARCH} sequences",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "3",
  pages =        "789--809",
  month =        aug,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  note =         "See correction \cite{Weber:2001:OTF}.",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345349",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fagin:2001:RWB,
  author =       "Ronald Fagin and Anna R. Karlin and Jon Kleinberg and
                 Prabhakar Raghavan and Sridhar Rajagopalan and Ronitt
                 Rubinfeld and Madhu Sudan and Andrew Tomkins",
  title =        "Random walks with ``back buttons''",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "3",
  pages =        "810--862",
  month =        aug,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345350",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Baryshnikov:2001:CIP,
  author =       "Yuliy Baryshnikov and Alexander Gnedin",
  title =        "Counting intervals in the packing process",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "3",
  pages =        "863--877",
  month =        aug,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345351",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Mansfield:2001:LSS,
  author =       "Peter Mansfield and Svetlozar T. Rachev and Gennady
                 Samorodnitsky",
  title =        "Long strange segments of a stochastic process",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "3",
  pages =        "878--921",
  month =        aug,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345352",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Millet:2001:NSW,
  author =       "Annie Millet and Pierre-Luc Morien",
  title =        "On a nonlinear stochastic wave equation in the plane:
                 existence and uniqueness of the solution",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "3",
  pages =        "922--951",
  month =        aug,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345353",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Khasminskii:2001:LTB,
  author =       "R. Z. Khasminskii and F. C. Klebaner",
  title =        "Long term behavior of solutions of the
                 {Lotka--Volterra} system under small random
                 perturbations",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "3",
  pages =        "952--963",
  month =        aug,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345354",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Barbour:2001:CPA,
  author =       "A. D. Barbour and O. Chryssaphinou",
  title =        "Compound {Poisson} approximation: a user's guide",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "3",
  pages =        "964--1002",
  month =        aug,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345355",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Weber:2001:CNO,
  author =       "Matthias Weber",
  title =        "Correction note: {``On occupation time functionals for
                 diffusion processes and birth-and-death processes on
                 graphs'' [ Ann. Appl. Probab. {\bf 11} (2001), no. 2,
                 544--567; 1 843 057]}",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "3",
  pages =        "1003",
  month =        aug,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:36:59 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  note =         "See \cite{Weber:2001:OTF}.",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345356",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Penrose:2001:CLT,
  author =       "Mathew D. Penrose and J. E. Yukich",
  title =        "Central Limit Theorems for Some Graphs in
                 Computational Geometry",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "4",
  pages =        "1005--1041",
  month =        nov,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:02 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345393",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chauvin:2001:PBS,
  author =       "Brigitte Chauvin and Michael Drmota and Jean
                 Jabbour-Hattab",
  title =        "The Profile of Binary Search Trees",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "4",
  pages =        "1042--1062",
  month =        nov,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:02 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345394",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Holroyd:2001:RPB,
  author =       "Alexander E. Holroyd",
  title =        "Rigidity Percolation and Boundary Conditions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "4",
  pages =        "1063--1078",
  month =        nov,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:02 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345395",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Klenke:2001:SAR,
  author =       "Achim Klenke and Remco {Van Der Hofstad}",
  title =        "Self-Attractive Random Plymers",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "4",
  pages =        "1079--1115",
  month =        nov,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:02 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345396",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Gouet:2001:SMP,
  author =       "Ra{\'u}l Gouet and F. Javier L{\'o}pez",
  title =        "Saturation in a Makovian Parking Process",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "4",
  pages =        "1116--1136",
  month =        nov,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:02 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345397",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Eibeck:2001:SPA,
  author =       "Andreas Eibeck and Wolfgang Wagner",
  title =        "Stochastic Particle Approximations for {Smoluchoski}'s
                 Coagualtion Equation",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "4",
  pages =        "1137--1165",
  month =        nov,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:02 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345398",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Miclo:2001:GIP,
  author =       "L. Miclo and P. {Del Moral}",
  title =        "Genealogies and Increasing Propagation of Chaos For
                 {Feynman--Kac} and Genetic Models",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "4",
  pages =        "1166--1198",
  month =        nov,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:02 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345399",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Nuzman:2001:RKH,
  author =       "Carl J. Nuzman and H. Vincent Poor",
  title =        "Reproducing Kernel {Hilbert} Space Methods for
                 wide-sense self-similar Processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "4",
  pages =        "1199--1219",
  month =        nov,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:02 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345400",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Borkovec:2001:TSD,
  author =       "Milan Borkovec and Claudia Kl{\"u}ppelberg",
  title =        "The Tail of the Stationary Distribution of an
                 Autoregressive Process with {$ {\rm Arch}(1) $}
                 Errors",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "4",
  pages =        "1220--1241",
  month =        nov,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:02 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345401",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chen:2001:ECR,
  author =       "Xia Chen",
  title =        "Exact Convergence Rates For The Distribution of
                 Particles in Branching Random Walks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "4",
  pages =        "1242--1262",
  month =        nov,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:02 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345402",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Klebaner:2001:AAE,
  author =       "F. C. Klebaner and R. Liptser",
  title =        "Asymptotic Analysis and Extinction in a Stochastic
                 {Lotka--Volterra} Model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "4",
  pages =        "1263--1291",
  month =        nov,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:02 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345403",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ignatiouk-Robert:2001:SPL,
  author =       "Irina Ignatiouk-Robert",
  title =        "Sample Path Large Deviations and Convergence
                 Parameters",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "4",
  pages =        "1292--1329",
  month =        nov,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:02 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345404",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Mazza:2001:DFP,
  author =       "Christian Mazza and Didier Piau",
  title =        "Dubins-freedman Processes and {RC} Filters",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "4",
  pages =        "1330--1352",
  month =        nov,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:02 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345405",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Deelstra:2001:DFU,
  author =       "Griselda Deelstra and Huy{\^e}n Pham and Nizar Touzi",
  title =        "Dual Formulation of the Utility Maximization Problem
                 Under Transaction Costs",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "4",
  pages =        "1353--1383",
  month =        nov,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:02 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345406",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bertsimas:2001:PMM,
  author =       "Dimitris Bertsimas and David Gamarnik and John N.
                 Tsitsiklis",
  title =        "Performance of Multiclass {Markovian} Queueing
                 Networks Via Piecewise Linear {Lyapunov} Functions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "11",
  number =       "4",
  pages =        "1384--1428",
  month =        nov,
  year =         "2001",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:02 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015345407",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Zachary:2002:RHK,
  author =       "Stan Zachary and Ilze Ziedins",
  title =        "A Refinement of the {Hunt--Kurtz} Theory of Large Loss
                 Networks, with an Application to Virtual Partitioning",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "1",
  pages =        "1--22",
  month =        feb,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015961154",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Mikosch:2002:NTA,
  author =       "Thomas Mikosch and Sidney Resnick and Holger
                 Rootz{\'e}n and Alwin Stegeman",
  title =        "Is Network Traffic Appriximated by Stable {L{\'e}vy}
                 Motion or Fractional {Brownian} Motion?",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "1",
  pages =        "23--68",
  month =        feb,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015961155",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Braverman:2002:TPS,
  author =       "Michael Braverman and Thomas Mikosch and Gennady
                 Samorodnitsky",
  title =        "Tail Probabilities of Subadditive Functionals of
                 {L{\'e}vy} Processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "1",
  pages =        "69--100",
  month =        feb,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015961156",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Joyce:2002:GLA,
  author =       "Paul Joyce and Stephen M. Krone and Thomas G. Kurtz",
  title =        "{Gaussian} Limits Associated with the
                 {Poisson--Dirichlet} Distribution and the {Ewens}
                 Sampling Formula",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "1",
  pages =        "101--124",
  month =        feb,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015961157",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Alsmeyer:2002:AVP,
  author =       "Gerold Alsmeyer and Uwe R{\"o}sler",
  title =        "Asexual Versus Promiscuous Bisexual {Galton--Watson}
                 Processes: The Extinction Probability Ratio",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "1",
  pages =        "125--142",
  month =        feb,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015961158",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Pham:2002:MSR,
  author =       "Huy{\^e}n Pham",
  title =        "Minimizing Shortfall Risk and Applications to Finance
                 and Insurance Problems",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "1",
  pages =        "143--172",
  month =        feb,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015961159",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Nagai:2002:RSD,
  author =       "Hideo Nagai and Shige Peng",
  title =        "Risk-Sensitive Dynamic Portfolio Optimization with
                 Partial Information on Infinite Time Horizon",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "1",
  pages =        "173--195",
  month =        feb,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015961160",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Jourdain:2002:AAP,
  author =       "B. Jourdain and C. Martini",
  title =        "Approximation of {American} Put Prices by {European}
                 Prices via an Embedding Method",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "1",
  pages =        "196--223",
  month =        feb,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015961161",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Jarner:2002:PCR,
  author =       "S{\o}ren F. Jarner and Gareth O. Roberts",
  title =        "Polynomial Convergence Rates of {Markov} Chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "1",
  pages =        "224--247",
  month =        feb,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015961162",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Francois:2002:GOE,
  author =       "Olivier Fran{\c{c}}ois",
  title =        "Global Optimization with Exploration/Selection
                 Algorithms and Simulated Annealing",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "1",
  pages =        "248--271",
  month =        feb,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015961163",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Penrose:2002:LTR,
  author =       "Mathew D. Penrose and J. E. Yukich",
  title =        "Limit Theory for Random Sequential Packing and
                 Deposition",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "1",
  pages =        "272--301",
  month =        feb,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015961164",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ma:2002:NMB,
  author =       "Jin Ma and Philip Protter and Jaime {San Mart{\'\i}n}
                 and Soledad Torres",
  title =        "Numberical Method for Backward Stochastic Differential
                 Equations",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "1",
  pages =        "302--316",
  month =        feb,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015961165",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Toomey:2002:LDP,
  author =       "Fergal Toomey",
  title =        "Large Deviations of Products of Random Topical
                 Operators",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "1",
  pages =        "317--333",
  month =        feb,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015961166",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Jourdain:2002:PCM,
  author =       "B. Jourdain",
  title =        "Probabilistic Characteristics Method for a
                 One-Dimensional Inviscid Scalar Conservation Law",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "1",
  pages =        "334--360",
  month =        feb,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015961167",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chow:2002:SWE,
  author =       "Pao-Liu Chow",
  title =        "Stochastic Wave Equations with Polynomial
                 Nonlinearity",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "1",
  pages =        "361--381",
  month =        feb,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015961168",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Collamore:2002:IST,
  author =       "J. F. Collamore",
  title =        "Importance Sampling Techniques for the
                 Multidimensional Ruin Problem for General {Markov}
                 Additive Sequences of Random Vectors",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "1",
  pages =        "382--421",
  month =        feb,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:04 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1015961169",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Antonelli:2002:RCP,
  author =       "Fabio Antonelli and Arturo Kohatsu-Higa",
  title =        "Rate of convergence of a particle method to the
                 solution of the {McKean--Vlasov} equation",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "2",
  pages =        "423--476",
  month =        may,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1026915611",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Shen:2002:APC,
  author =       "Lian Shen",
  title =        "Asymptotic properties of certain anisotropic walks in
                 random media",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "2",
  pages =        "477--510",
  month =        may,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1026915612",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Cranston:2002:DRU,
  author =       "Mike Cranston and Michael Scheutzow",
  title =        "Dispersion rates under finite mode {Kolmogorov} flows
                 analysis",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "2",
  pages =        "511--532",
  month =        may,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1026915613",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Alves:2002:STF,
  author =       "O. S. M. Alves and F. P. Machado and S. Yu. Popov",
  title =        "The shape theorem for the frog model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "2",
  pages =        "533--546",
  month =        may,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1026915614",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bertoin:2002:ESS,
  author =       "Jean Bertoin",
  title =        "Eternal solutions to {Smoluchowski}'s coagulation
                 equation with additive kernel and their probabilistic
                 interpretations",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "2",
  pages =        "547--564",
  month =        may,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1026915615",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Camia:2002:CRT,
  author =       "Federico Camia and Emilio {De Santis} and Charles M.
                 Newman",
  title =        "Clusters and recurrence in the two-dimensional
                 zero-temperature stochastic {Ising} model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "2",
  pages =        "565--580",
  month =        may,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1026915616",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Madras:2002:MCD,
  author =       "Neal Madras and Dana Randall",
  title =        "{Markov} chain decomposition for convergence rate
                 analysis",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "2",
  pages =        "581--606",
  month =        may,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1026915617",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Boucheron:2002:BBL,
  author =       "St{\'e}phane Boucheron and Fabrice Gamboa and
                 Christian L{\'e}onard",
  title =        "Bins and balls; Large deviations of the empirical
                 occupancy process",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "2",
  pages =        "607--636",
  month =        may,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1026915618",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Grote:2002:AEF,
  author =       "Mark N. Grote and Terence P. Speed",
  title =        "Approximate {Ewens} formulae for symmetric
                 overdominance selection",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "2",
  pages =        "637--663",
  month =        may,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1026915619",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Muller-Gronbach:2002:OUA,
  author =       "Thomas M{\"u}ller-Gronbach",
  title =        "The optimal uniform approximation of systems of
                 stochastic differential equations",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "2",
  pages =        "664--690",
  month =        may,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1026915620",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Owen:2002:UBO,
  author =       "M. P. Owen",
  title =        "Utility based optimal hedging in incomplete markets",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "2",
  pages =        "691--709",
  month =        may,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1026915621",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Filipovic:2002:MTS,
  author =       "Damir Filipovi{\'c} and Jerzy Zabczyk",
  title =        "{Markovian} term structure models in discrete time",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "2",
  pages =        "710--729",
  month =        may,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1026915622",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fleming:2002:RSC,
  author =       "W. H. Fleming and S. J. Sheu",
  title =        "Risk-sensitive control and an optimal investment model
                 {II}",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "2",
  pages =        "730--767",
  month =        may,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1026915623",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Takemura:2002:ETE,
  author =       "Akimichi Takemura and Satoshi Kuriki",
  title =        "On the equivalence of the tube and {Euler}
                 characteristic methods for the distribution of the
                 maximum of {Gaussian} fields over piecewise smooth
                 domains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "2",
  pages =        "768--796",
  month =        may,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:07 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1026915624",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Gromoll:2002:FLH,
  author =       "H. Christian Gromoll and Amber L. Puha and Ruth J.
                 Williams",
  title =        "The fluid limit of a heavily loaded processor sharing
                 queue",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "3",
  pages =        "797--859",
  month =        aug,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1031863171",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dantzer:2002:FLS,
  author =       "Jean-Fran{\c{c}}ois Dantzer and Philippe Robert",
  title =        "Fluid limits of string valued {Markov} processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "3",
  pages =        "860--889",
  month =        aug,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1031863172",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Schmidli:2002:MRP,
  author =       "Hanspeter Schmidli",
  title =        "On minimizing the ruin probability by investment and
                 reinsurance",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "3",
  pages =        "890--907",
  month =        aug,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1031863173",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Basrak:2002:CMR,
  author =       "Bojan Basrak and Richard A. Davis and Thomas Mikosch",
  title =        "A characterization of multivariate regular variation",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "3",
  pages =        "908--920",
  month =        aug,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1031863174",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Comets:2002:PLM,
  author =       "Francis Comets and Roberto Fern{\'a}ndez and Pablo A.
                 Ferrari",
  title =        "Processes with long memory: Regenerative construction
                 and perfect simulation",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "3",
  pages =        "921--943",
  month =        aug,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1031863175",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ivanoff:2002:RCS,
  author =       "B. Gail Ivanoff and Ely Merzbach",
  title =        "Random censoring in set-indexed survival analysis",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "3",
  pages =        "944--971",
  month =        aug,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1031863176",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Assaf:2002:RPI,
  author =       "David Assaf and Larry Goldstein and Ester
                 Samuel-Cahn",
  title =        "Ratio prophet inequalities when the mortal has several
                 choices",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "3",
  pages =        "972--984",
  month =        aug,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1031863177",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Jordan:2002:ASC,
  author =       "Jonathan Jordan",
  title =        "Almost sure convergence for iterated functions of
                 independent random variables",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "3",
  pages =        "985--1000",
  month =        aug,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1031863178",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Marchand:2002:SIT,
  author =       "R. Marchand",
  title =        "Strict inequalities for the time constant in first
                 passage percolation",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "3",
  pages =        "1001--1038",
  month =        aug,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1031863179",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kouritzin:2002:CMC,
  author =       "Michael A. Kouritzin and Hongwei Long",
  title =        "Convergence of {Markov} chain approximations to
                 stochastic reaction-diffusion equations",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "3",
  pages =        "1039--1070",
  month =        aug,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1031863180",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Baldi:2002:AHP,
  author =       "Paolo Baldi and Lucia Caramellino",
  title =        "Asymptotics of hitting probabilities for general
                 one-dimensional pinned diffusions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "3",
  pages =        "1071--1095",
  month =        aug,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1031863181",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Budhiraja:2002:IMD,
  author =       "A. Budhiraja",
  title =        "On invariant measures of discrete time filters in the
                 correlated signal-noise case",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "3",
  pages =        "1096--1113",
  month =        aug,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1031863182",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Lasserre:2002:BMS,
  author =       "Jean B. Lasserre",
  title =        "Bounds on measures satisfying moment conditions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "3",
  pages =        "1114--1137",
  month =        aug,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:09 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1031863183",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Choi:2002:ANS,
  author =       "K. P. Choi and Aihua Xia",
  title =        "Approximating the number of successes in independent
                 trials: Binomial versus {Poisson}",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "4",
  pages =        "1139--1148",
  month =        nov,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1037125856",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bai:2002:GAT,
  author =       "Z. D. Bai and Feifang Hu and Li-Xin Zhang",
  title =        "{Gaussian} approximation theorems for urn models and
                 their applications",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "4",
  pages =        "1149--1173",
  month =        nov,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1037125857",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Denuit:2002:SGI,
  author =       "Michel Denuit and Alfred M{\"u}ller",
  title =        "Smooth generators of integral stochastic orders",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "4",
  pages =        "1174--1184",
  month =        nov,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1037125858",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Solan:2002:UVR,
  author =       "Eilon Solan and Nicolas Vieille",
  title =        "Uniform value in recursive games",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "4",
  pages =        "1185--1201",
  month =        nov,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1037125859",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bruss:2002:HRC,
  author =       "F. Thomas Bruss and Thomas S. Ferguson",
  title =        "High-risk and competitive investment models",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "4",
  pages =        "1202--1226",
  month =        nov,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1037125860",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Guasoni:2002:OIT,
  author =       "Paolo Guasoni",
  title =        "Optimal investment with transaction costs and without
                 semimartingales",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "4",
  pages =        "1227--1246",
  month =        nov,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1037125861",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Paulsen:2002:CLA,
  author =       "Jostein Paulsen",
  title =        "On {Cram{\'e}r-like} asymptotics for risk processes
                 with stochastic return on investments",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "4",
  pages =        "1247--1260",
  month =        nov,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1037125862",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Boyarchenko:2002:BOT,
  author =       "Svetlana Boyarchenko and Sergei Levendorski{\u{i}}",
  title =        "Barrier options and touch-and-out options under
                 regular {L{\'e}vy} processes of exponential type",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "4",
  pages =        "1261--1298",
  month =        nov,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1037125863",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Evans:2002:ESF,
  author =       "Steven N. Evans and David Steinsaltz",
  title =        "Estimating some features of {$ N K $} fitness
                 landscapes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "4",
  pages =        "1299--1321",
  month =        nov,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1037125864",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Lowe:2002:SRT,
  author =       "Matthias L{\"o}we and Heinrich Matzinger",
  title =        "Scenery reconstruction in two dimensions with many
                 colors",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "4",
  pages =        "1322--1347",
  month =        nov,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1037125865",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Cox:2002:SSM,
  author =       "J. Theodore Cox and Richard Durrett",
  title =        "The stepping stone model: New formulas expose old
                 myths",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "4",
  pages =        "1348--1377",
  month =        nov,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  note =         "See correction \cite{Cox:2003:CSS}.",
  URL =          "http://projecteuclid.org/euclid.aoap/1037125866",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Jacka:2002:AOF,
  author =       "Saul Jacka",
  title =        "Avoiding the origin: A finite-fuel stochastic control
                 problem",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "4",
  pages =        "1378--1389",
  month =        nov,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1037125867",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ma:2002:RTB,
  author =       "Jin Ma and Jianfeng Zhang",
  title =        "Representation theorems for backward stochastic
                 differential equations",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "4",
  pages =        "1390--1418",
  month =        nov,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1037125868",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Berglund:2002:SPA,
  author =       "Nils Berglund and Barbara Gentz",
  title =        "A sample-paths approach to noise-induced
                 synchronization: Stochastic resonance in a double-well
                 potential",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "4",
  pages =        "1419--1470",
  month =        nov,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1037125869",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Inoue:2002:ABP,
  author =       "Akihiko Inoue",
  title =        "Asymptotic behavior for partial autocorrelation
                 functions of fractional {ARIMA} processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "4",
  pages =        "1471--1491",
  month =        nov,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1037125870",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Miclo:2002:ART,
  author =       "L. Miclo",
  title =        "About relaxation time of finite generalized
                 {Metropolis} algorithms",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "4",
  pages =        "1492--1515",
  month =        nov,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1037125871",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Anonymous:2002:VIB,
  author =       "Anonymous",
  title =        "Volume Index, {{\booktitle{Ann. Appl. Probab.}}, vol.
                 12 (2002)}",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "12",
  number =       "4",
  pages =        "iii--ix",
  month =        nov,
  year =         "2002",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:11 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1037125872",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Embrechts:2003:RPH,
  author =       "Paul Embrechts and Gennady Samorodnitsky",
  title =        "Ruin problem and how fast stochastic processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "1",
  pages =        "1--36",
  month =        jan,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1042765661",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Foss:2003:MRT,
  author =       "Serguei Foss and Stan Zachary",
  title =        "The maximum on a random time interval of a random walk
                 with long-tailed increments and negative drift",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "1",
  pages =        "37--53",
  month =        jan,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1042765662",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kruk:2003:MIH,
  author =       "Lukasz Kruk and John Lehoczky and Steven Shreve and
                 Shu-Ngai Yeung",
  title =        "Multiple-input heavy-traffic real-time queues",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "1",
  pages =        "54--99",
  month =        jan,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1042765663",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ramanan:2003:FHT,
  author =       "Kavita Ramanan and Martin I. Reiman",
  title =        "Fluid and heavy traffic diffusion limits for a
                 generalized processor sharing model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "1",
  pages =        "100--139",
  month =        jan,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1042765664",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Talay:2003:SPM,
  author =       "Denis Talay and Olivier Vaillant",
  title =        "A stochastic particle method with random weights for
                 the computation of statistical solutions of
                 {McKean--Vlasov} equations",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "1",
  pages =        "140--180",
  month =        jan,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1042765665",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Joyce:2003:WCO,
  author =       "Paul Joyce and Stephen M. Krone and Thomas G. Kurtz",
  title =        "When can one detect overdominant selection in the
                 infinite-alleles model?",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "1",
  pages =        "181--212",
  month =        jan,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1042765666",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Koltchinskii:2003:BGE,
  author =       "Vladimir Koltchinskii and Dmitriy Panchenko and
                 Fernando Lozano",
  title =        "Bounding the generalization error of convex
                 combinations of classifiers: balancing the
                 dimensionality and the margins",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "1",
  pages =        "213--252",
  month =        jan,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1042765667",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Mahmoud:2003:DDR,
  author =       "Hosam M. Mahmoud and Ralph Neininger",
  title =        "Distribution of distances in random binary search
                 trees",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "1",
  pages =        "253--276",
  month =        jan,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1042765668",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Penrose:2003:WLL,
  author =       "Mathew D. Penrose and J. E. Yukich",
  title =        "Weak laws of large numbers in geometric probability",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "1",
  pages =        "277--303",
  month =        jan,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1042765669",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kontoyiannis:2003:STL,
  author =       "I. Kontoyiannis and S. P. Meyn",
  title =        "Spectral theory and limit theorems for geometrically
                 ergodic {Markov} processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "1",
  pages =        "304--362",
  month =        jan,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1042765670",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Guo:2003:CTC,
  author =       "Xianping Guo and On{\'e}simo Hern{\'a}ndez-Lerma",
  title =        "Continuous-time controlled {Markov} chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "1",
  pages =        "363--388",
  month =        jan,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1042765671",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Berkes:2003:CSA,
  author =       "Istv{\'a}n Berkes and Lajos Horv{\'a}th",
  title =        "Correction: {``Strong approximation of the empirical
                 process of GARCH sequences''}",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "1",
  pages =        "389",
  month =        jan,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  note =         "See \cite{Berkes:2001:SAE}.",
  URL =          "http://projecteuclid.org/euclid.aoap/1042765672",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Harrison:2003:CBM,
  author =       "Michael J. Harrison",
  title =        "Correction: {Brownian} models of open processing
                 networks: canonical representation of workload",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "1",
  pages =        "390--393",
  month =        jan,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:14 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  note =         "See \cite{Harrison:2000:BMO}.",
  URL =          "http://projecteuclid.org/euclid.aoap/1042765673",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chan:2003:SAN,
  author =       "Hock Peng Chan and Tze Leung Lai",
  title =        "Saddlepoint approximations and nonlinear boundary
                 crossing probabilities of {Markov} random walks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "2",
  pages =        "395--429",
  month =        may,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:56:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1050689586",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Duffy:2003:LAS,
  author =       "Ken Duffy and John T. Lewis and Wayne G. Sullivan",
  title =        "Logarithmic asymptotics for the supremum of a
                 stochastic process",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "2",
  pages =        "430--445",
  month =        may,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:56:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1050689587",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ganesh:2003:IRF,
  author =       "Ayalvadi Ganesh and Neil O'Connell and Balaji
                 Prabhakar",
  title =        "Invariant rate functions for discrete-time queues",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "2",
  pages =        "446--474",
  month =        may,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:56:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1050689588",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ney:2003:HML,
  author =       "P. E. Ney and A. N. Vidyashankar",
  title =        "Harmonic moments and large deviation rates for
                 supercritical branching processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "2",
  pages =        "475--489",
  month =        may,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:56:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1050689589",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Cohn:2003:MBL,
  author =       "Harry Cohn and Qiao Wang",
  title =        "Multitype branching limit behavior",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "2",
  pages =        "490--500",
  month =        may,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:56:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1050689590",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Cox:2003:RID,
  author =       "J. Theodore Cox and Achim Klenke",
  title =        "Rescaled interacting diffusions converge to super
                 {Brownian} motion",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "2",
  pages =        "501--514",
  month =        may,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:56:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1050689591",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Guerin:2003:SLE,
  author =       "H{\'e}l{\`e}ne Gu{\'e}rin",
  title =        "Solving {Landau} equation for some soft potentials
                 through a probabilistic approach",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "2",
  pages =        "515--539",
  month =        may,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:56:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1050689592",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Malrieu:2003:CEG,
  author =       "Florent Malrieu",
  title =        "Convergence to equilibrium for granular media
                 equations and their {Euler} schemes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "2",
  pages =        "540--560",
  month =        may,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:56:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1050689593",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fricker:2003:DCL,
  author =       "Christine Fricker and Philippe Robert and Danielle
                 Tibi",
  title =        "A degenerate central limit theorem for single resource
                 loss systems",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "2",
  pages =        "561--575",
  month =        may,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:56:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1050689594",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Jelenkovic:2003:ALP,
  author =       "Predrag Jelenkovi{\'c} and Petar
                 Mom{\v{c}}ilovi{\'c}",
  title =        "Asymptotic loss probability in a finite buffer fluid
                 queue with hetergeneous heavy-tailed on--off
                 processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "2",
  pages =        "576--603",
  month =        may,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:56:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1050689595",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chen:2003:ACM,
  author =       "Mu-Fa Chen and Ying-Zhe Wang",
  title =        "Algebraic convergence of {Markov} chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "2",
  pages =        "604--627",
  month =        may,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:56:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1050689596",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Latouche:2003:TMA,
  author =       "Guy Latouche and Marie-Ange Remiche and Peter Taylor",
  title =        "Transient {Markov} arrival processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "2",
  pages =        "628--640",
  month =        may,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:56:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1050689597",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Berkes:2003:ARL,
  author =       "Istv{\'a}n Berkes and Lajos Horv{\'a}th",
  title =        "Asymptotic results for long memory {LARCH} sequences",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "2",
  pages =        "641--668",
  month =        may,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:56:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1050689598",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Stacey:2003:PIP,
  author =       "Alan Stacey",
  title =        "Partial immunization processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "2",
  pages =        "669--690",
  month =        may,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:56:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1050689599",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Caputo:2003:RTA,
  author =       "Pietro Caputo and Fabio Martinelli",
  title =        "Relaxation time of anisotropic simple exclusion
                 processes and quantum {Heisenberg} models",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "2",
  pages =        "691--721",
  month =        may,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:56:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1050689600",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Booth:2003:CAC,
  author =       "Lorna Booth and Jehoshua Bruck and Massimo
                 Franceschetti and Ronald Meester",
  title =        "Covering algorithms, continuum percolation and the
                 geometry of wireless networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "2",
  pages =        "722--741",
  month =        may,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:56:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1050689601",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Jakubenas:2003:SRP,
  author =       "Paulius Jakub{\.e}nas and Shlomo Levental and
                 Micha{\l} Ryznar",
  title =        "The super-replication problem via probabilistic
                 methods",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "2",
  pages =        "742--773",
  month =        may,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:56:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1050689602",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Goll:2003:CES,
  author =       "Thomas Goll and Jan Kallsen",
  title =        "A complete explicit solution to the log-optimal
                 portfolio problem",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "2",
  pages =        "774--799",
  month =        may,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:56:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1050689603",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Lamberton:2003:CPN,
  author =       "Damien Lamberton and St{\'e}phane Villeneuve",
  title =        "Critical price near maturity for an {American} option
                 on a dividend-paying stock",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "2",
  pages =        "800--815",
  month =        may,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:56:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1050689604",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Cox:2003:CSS,
  author =       "Theodore Cox and Richard Durrett",
  title =        "Correction: {``The stepping stone model: new formulas
                 expose old myths''}",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "2",
  pages =        "816",
  month =        may,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:56:50 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  note =         "See \cite{Cox:2002:SSM}.",
  URL =          "http://projecteuclid.org/euclid.aoap/1050689605",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Mossel:2003:IFT,
  author =       "Elchanan Mossel and Yuval Peres",
  title =        "Information flow on trees",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "3",
  pages =        "817--844",
  month =        aug,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:19 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1060202828",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Eibeck:2003:SIP,
  author =       "Andreas Eibeck and Wolfgang Wagner",
  title =        "Stochastic interacting particle systems and nonlinear
                 kinetic equations",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "3",
  pages =        "845--889",
  month =        aug,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:19 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1060202829",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Janson:2003:VTP,
  author =       "Svante Janson and Johan Tysk",
  title =        "Volatility time and properties of option prices",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "3",
  pages =        "890--913",
  month =        aug,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:19 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1060202830",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kunitomo:2003:VAE,
  author =       "Naoto Kunitomo and Akihiko Takahashi",
  title =        "On validity of the asymptotic expansion approach in
                 contingent claim analysis",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "3",
  pages =        "914--952",
  month =        aug,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:19 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1060202831",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Detemple:2003:VAC,
  author =       "Jerome Detemple and Shui Feng and Weidong Tian",
  title =        "The valuation of {American} call options on the
                 minimum of two dividend-paying assets",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "3",
  pages =        "953--983",
  month =        aug,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:19 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1060202832",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Duffie:2003:APA,
  author =       "D. Duffie and D. Filipovi{\'c} and W. Schachermayer",
  title =        "Affine processes and applications in finance",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "3",
  pages =        "984--1053",
  month =        aug,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:19 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1060202833",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Gaier:2003:ARP,
  author =       "J. Gaier and P. Grandits and W. Schachermayer",
  title =        "Asymptotic ruin probabilities and optimal investment",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "3",
  pages =        "1054--1076",
  month =        aug,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:19 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1060202834",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kyprianou:2003:POC,
  author =       "A. E. Kyprianou and M. R. Pistorius",
  title =        "Perpetual options and Canadization through fluctuation
                 theory",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "3",
  pages =        "1077--1098",
  month =        aug,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:19 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1060202835",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Pergamenshchikov:2003:LTL,
  author =       "S. Pergamenshchikov",
  title =        "Limit theorem for {Leland}'s strategy",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "3",
  pages =        "1099--1118",
  month =        aug,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:19 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1060202836",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Harrison:2003:BVB,
  author =       "J. Michael Harrison",
  title =        "A broader view of {Brownian} networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "3",
  pages =        "1119--1150",
  month =        aug,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:19 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1060202837",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Stolyar:2003:CEE,
  author =       "Alexander L. Stolyar",
  title =        "Control of end-to-end delay tails in a multiclass
                 network: {LWDF} discipline optimality",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "3",
  pages =        "1151--1206",
  month =        aug,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:19 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1060202838",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Lachal:2003:SPD,
  author =       "Aim{\'e} Lachal",
  title =        "Some probability distributions in modeling {DNA}
                 replication",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "3",
  pages =        "1207--1230",
  month =        aug,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:19 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1060202839",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Leslie:2003:CMT,
  author =       "David S. Leslie and E. J. Collins",
  title =        "Convergent multiple-timescales reinforcement learning
                 algorithms in normal form games",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "4",
  pages =        "1231--1251",
  month =        nov,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1069786497",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bruss:2003:MMD,
  author =       "F. Thomas Bruss and Rudolf Gr{\"u}bel",
  title =        "On the multiplicity of the maximum in a discrete
                 random sample",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "4",
  pages =        "1252--1263",
  month =        nov,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1069786498",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chassaing:2003:SQO,
  author =       "P. Chassaing and J. F. Marckert and M. Yor",
  title =        "A stochastically quasi-optimal search algorithm for
                 the maximum of the simple random walk",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "4",
  pages =        "1264--1295",
  month =        nov,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1069786499",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Frydman:2003:MLE,
  author =       "Halina Frydman and Peter Lakner",
  title =        "Maximum likelihood estimation of hidden {Markov}
                 processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "4",
  pages =        "1296--1312",
  month =        nov,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1069786500",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kurkova:2003:MTJ,
  author =       "I. A. Kurkova and Y. M. Suhov",
  title =        "{Malyshev}'s theory and {JS}-queues. Asymptotics of
                 stationary probabilities",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "4",
  pages =        "1313--1354",
  month =        nov,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1069786501",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Resnick:2003:LOH,
  author =       "Sidney Resnick and Gennady Samorodnitsky",
  title =        "Limits of on\slash off hierarchical product models for
                 data transmission",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "4",
  pages =        "1355--1398",
  month =        nov,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1069786502",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{MacPhee:2003:CRW,
  author =       "I. M. MacPhee and M. V. Menshikov",
  title =        "Critical random walks on two-dimensional complexes
                 with applications to polling systems",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "4",
  pages =        "1399--1422",
  month =        nov,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1069786503",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Gajrat:2003:LDA,
  author =       "Alexander Gajrat and Arie Hordijk and Ad Ridder",
  title =        "Large-deviations analysis of the fluid approximation
                 for a controllable tandem queue",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "4",
  pages =        "1423--1448",
  month =        nov,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1069786504",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Rabehasaina:2003:SAS,
  author =       "Landy Rabehasaina and Bruno Sericola",
  title =        "Stability analysis of second-order fluid flow models
                 in a stationary ergodic environment",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "4",
  pages =        "1449--1473",
  month =        nov,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1069786505",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Alanyali:2003:AEA,
  author =       "Murat Alanyali",
  title =        "Asymptotically exact analysis of a loss network with
                 channel continuity",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "4",
  pages =        "1474--1493",
  month =        nov,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1069786506",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Klein:2003:FLL,
  author =       "Irene Klein",
  title =        "Free lunch for large financial markets with continuous
                 price processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "4",
  pages =        "1494--1503",
  month =        nov,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1069786507",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kramkov:2003:NSC,
  author =       "D. Kramkov and W. Schachermayer",
  title =        "Necessary and sufficient conditions in the problem of
                 optimal investment in incomplete markets",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "4",
  pages =        "1504--1516",
  month =        nov,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1069786508",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Alvarez:2003:PEM,
  author =       "Luis H. R. Alvarez",
  title =        "On the properties of $r$-excessive mappings for a
                 class of diffusions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "4",
  pages =        "1517--1533",
  month =        nov,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1069786509",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bienvenue:2003:SAR,
  author =       "A. Bienven{\"u}e and J. B{\'e}rard",
  title =        "Sharp asymptotic results for simplified
                 mutation-selection algorithms",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "4",
  pages =        "1534--1568",
  month =        nov,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1069786510",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Asselah:2003:EQS,
  author =       "Amine Asselah and Fabienne Castell",
  title =        "Existence of quasi-stationary measures for asymmetric
                 attractive particle systems on {$ \mathbb {Z}^d $}",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "4",
  pages =        "1569--1590",
  month =        nov,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1069786511",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Gao:2003:EDE,
  author =       "Fuqing Gao and Jeremy Quastel",
  title =        "Exponential decay of entropy in the random
                 transposition and {Bernoulli--Laplace} models",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "4",
  pages =        "1591--1600",
  month =        nov,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1069786512",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chow:2003:LDF,
  author =       "Yunshyong Chow and Yu Zhang",
  title =        "Large deviations in first-passage percolation",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "4",
  pages =        "1601--1614",
  month =        nov,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1069786513",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Husler:2003:CUN,
  author =       "J. H{\"u}sler and V. Piterbarg and O. Seleznjev",
  title =        "On convergence of the uniform norms for {Gaussian}
                 processes and linear approximation problems",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "4",
  pages =        "1615--1653",
  month =        nov,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1069786514",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Anonymous:2003:VIB,
  author =       "Anonymous",
  title =        "Volume Index, {{\booktitle{Ann. Appl. Probab.}}, vol.
                 13 (2003)}",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "13",
  number =       "4",
  pages =        "iii--x",
  month =        nov,
  year =         "2003",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:21 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1069786515",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Stolyar:2004:MSG,
  author =       "Alexander L. Stolyar",
  title =        "{MaxWeight} scheduling in a generalized switch: State
                 space collapse and workload minimization in heavy
                 traffic",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "1",
  pages =        "1--53",
  month =        feb,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:24 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1075828046",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Weissman:2004:UPR,
  author =       "Tsachy Weissman and Neri Merhav",
  title =        "Universal prediction of random binary sequences in a
                 noisy environment",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "1",
  pages =        "54--89",
  month =        feb,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:24 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1075828047",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Guillemin:2004:AAE,
  author =       "Fabrice Guillemin and Philippe Robert and Bert Zwart",
  title =        "{AIMD} algorithms and exponential functionals",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "1",
  pages =        "90--117",
  month =        feb,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:24 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1075828048",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Cohort:2004:LTR,
  author =       "Pierre Cohort",
  title =        "Limit theorems for random normalized distortion",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "1",
  pages =        "118--143",
  month =        feb,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:24 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1075828049",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{LeGland:2004:SUA,
  author =       "Fran{\c{c}}ois {Le Gland} and Nadia Oudjane",
  title =        "Stability and uniform approximation of nonlinear
                 filters using the {Hilbert} metric and application to
                 particle filters",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "1",
  pages =        "144--187",
  month =        feb,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:24 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1075828050",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Etheridge:2004:SEL,
  author =       "A. M. Etheridge",
  title =        "Survival and extinction in a locally regulated
                 population",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "1",
  pages =        "188--214",
  month =        feb,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:24 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1075828051",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Avram:2004:EPS,
  author =       "F. Avram and A. E. Kyprianou and M. R. Pistorius",
  title =        "Exit problems for spectrally negative {L{\'e}vy}
                 processes and applications to (Canadized) {Russian}
                 options",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "1",
  pages =        "215--238",
  month =        feb,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:24 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1075828052",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Boroczky:2004:ASC,
  author =       "K{\'a}roly B{\"o}r{\"o}czky and Matthias Reitzner",
  title =        "Approximation of smooth convex bodies by random
                 circumscribed polytopes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "1",
  pages =        "239--273",
  month =        feb,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:24 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1075828053",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Wilson:2004:MTL,
  author =       "David Bruce Wilson",
  title =        "Mixing times of lozenge tiling and card shuffling
                 {Markov} chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "1",
  pages =        "274--325",
  month =        feb,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:24 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1075828054",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dai:2004:SIT,
  author =       "J. G. Dai and John J. Hasenbein and John H. Vande
                 Vate",
  title =        "Stability and instability of a two-station queueing
                 network",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "1",
  pages =        "326--377",
  month =        feb,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:24 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1075828055",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Neininger:2004:GLT,
  author =       "Ralph Neininger and Ludger R{\"u}schendorf",
  title =        "A general limit theorem for recursive algorithms and
                 combinatorial structures",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "1",
  pages =        "378--418",
  month =        feb,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:24 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1075828056",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Huisinga:2004:PTM,
  author =       "Wilhelm Huisinga and Sean Meyn and Christof
                 Sch{\"u}tte",
  title =        "Phase transitions and metastability in {Markovian} and
                 molecular systems",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "1",
  pages =        "419--458",
  month =        feb,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:24 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1075828057",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Zhang:2004:NSB,
  author =       "Jianfeng Zhang",
  title =        "A numerical scheme for {BSDEs}",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "1",
  pages =        "459--488",
  month =        feb,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:24 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1075828058",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Korolyuk:2004:ADA,
  author =       "Vladimir S. Korolyuk and Nikolaos Limnios",
  title =        "Average and diffusion approximation of stochastic
                 evolutionary systems in an asymptotic split state
                 space",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "1",
  pages =        "489--516",
  month =        feb,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:24 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1075828059",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Puha:2004:ISR,
  author =       "Amber L. Puha and Ruth J. Williams",
  title =        "Invariant states and rates of convergence for a
                 critical fluid model of a processor sharing queue",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "2",
  pages =        "517--554",
  month =        may,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1082737103",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Gromoll:2004:DAP,
  author =       "H. Christian Gromoll",
  title =        "Diffusion approximation for a processor sharing queue
                 in heavy traffic",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "2",
  pages =        "555--611",
  month =        may,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1082737104",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Baccelli:2004:MTM,
  author =       "Fran{\c{c}}ois Baccelli and Serguei Foss",
  title =        "Moments and tails in monotone-separable stochastic
                 networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "2",
  pages =        "612--650",
  month =        may,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1082737105",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kratz:2004:RGM,
  author =       "Marie F. Kratz and Pierre Picco",
  title =        "A representation of {Gibbs} measure for the random
                 energy model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "2",
  pages =        "651--677",
  month =        may,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1082737106",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bouchard:2004:DFU,
  author =       "B. Bouchard and N. Touzi and A. Zeghal",
  title =        "Dual formulation of the utility maximization problem:
                 The case of nonsmooth utility",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "2",
  pages =        "678--717",
  month =        may,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1082737107",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Panholzer:2004:STS,
  author =       "Alois Panholzer and Helmut Prodinger",
  title =        "Spanning tree size in random binary search trees",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "2",
  pages =        "718--733",
  month =        may,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1082737108",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Huber:2004:PSU,
  author =       "Mark Huber",
  title =        "Perfect sampling using bounding chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "2",
  pages =        "734--753",
  month =        may,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1082737109",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Barton:2004:CRB,
  author =       "N. H. Barton and A. M. Etheridge and A. K. Sturm",
  title =        "Coalescence in a random background",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "2",
  pages =        "754--785",
  month =        may,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1082737110",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Lefebvre:2004:HPD,
  author =       "Mario Lefebvre",
  title =        "A homing problem for diffusion processes with
                 control-dependent variance",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "2",
  pages =        "786--795",
  month =        may,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1082737111",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Konda:2004:CRL,
  author =       "Vijay R. Konda and John N. Tsitsiklis",
  title =        "Convergence rate of linear two-time-scale stochastic
                 approximation",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "2",
  pages =        "796--819",
  month =        may,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1082737112",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Albin:2004:OSM,
  author =       "J. M. P. Albin and Gennady Samorodnitsky",
  title =        "On overload in a storage model, with a self-similar
                 and infinitely divisible input",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "2",
  pages =        "820--844",
  month =        may,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1082737113",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Hugonnier:2004:OIR,
  author =       "Julien Hugonnier and Dmitry Kramkov",
  title =        "Optimal investment with random endowments in
                 incomplete markets",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "2",
  pages =        "845--864",
  month =        may,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1082737114",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Jiang:2004:ADL,
  author =       "Tiefeng Jiang",
  title =        "The asymptotic distributions of the largest entries of
                 sample correlation matrices",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "2",
  pages =        "865--880",
  month =        may,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1082737115",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Litvak:2004:MTT,
  author =       "Nelly Litvak and Willem R. van Zwet",
  title =        "On the minimal travel time needed to collect n items
                 on a circle",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "2",
  pages =        "881--902",
  month =        may,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1082737116",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Zwart:2004:EAF,
  author =       "Bert Zwart and Sem Borst and Michel Mandjes",
  title =        "Exact asymptotics for fluid queues fed by multiple
                 heavy-tailed on--off flows",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "2",
  pages =        "903--957",
  month =        may,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1082737117",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Leon:2004:OHB,
  author =       "Carlos A. Le{\'o}n and Fran{\c{c}}ois Perron",
  title =        "Optimal {Hoeffding} bounds for discrete reversible
                 {Markov} chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "2",
  pages =        "958--970",
  month =        may,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1082737118",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kluppelberg:2004:TSD,
  author =       "Claudia Kl{\"u}ppelberg and Serguei
                 Pergamenchtchikov",
  title =        "The tail of the stationary distribution of a random
                 coefficient {AR} (q) model",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "2",
  pages =        "971--1005",
  month =        may,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1082737119",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Delcoigne:2004:LDP,
  author =       "Franck Delcoigne and Arnaud {de La Fortelle}",
  title =        "Large deviations problems for star networks: The min
                 policy",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "2",
  pages =        "1006--1028",
  month =        may,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1082737120",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Miyazawa:2004:HPM,
  author =       "Masakiyo Miyazawa",
  title =        "Hitting probabilities in a {Markov} additive process
                 with linear movements and upward jumps: Applications to
                 risk and queueing processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "2",
  pages =        "1029--1054",
  month =        may,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:26 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1082737121",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kelly:2004:FMN,
  author =       "F. P. Kelly and R. J. Williams",
  title =        "Fluid model for a network operating under a fair
                 bandwidth-sharing policy",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "3",
  pages =        "1055--1083",
  month =        aug,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1089736278",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Atar:2004:SMC,
  author =       "Rami Atar and Avi Mandelbaum and Martin I. Reiman",
  title =        "Scheduling a multi class queue with many exponential
                 servers: asymptotic optimality in heavy traffic",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "3",
  pages =        "1084--1134",
  month =        aug,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1089736279",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ney:2004:LLT,
  author =       "Peter E. Ney and Anand N. Vidyashankar",
  title =        "Local limit theory and large deviations for
                 supercritical Branching processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "3",
  pages =        "1135--1166",
  month =        aug,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  note =         "See correction \cite{Ney:2006:CAL}.",
  URL =          "http://projecteuclid.org/euclid.aoap/1089736280",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Cetin:2004:MCR,
  author =       "Umut {\c{C}}etin and Robert Jarrow and Philip Protter
                 and Y{\i}ld{\i}ray Y{\i}ld{\i}r{\i}m",
  title =        "Modeling credit risk with partial information",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "3",
  pages =        "1167--1178",
  month =        aug,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1089736281",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Drees:2004:MLE,
  author =       "Holger Drees and Ana Ferreira and Laurens de Haan",
  title =        "On maximum likelihood estimation of the extreme value
                 index",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "3",
  pages =        "1179--1201",
  month =        aug,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1089736282",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fuh:2004:UMR,
  author =       "Cheng-Der Fuh",
  title =        "Uniform {Markov} renewal theory and ruin probabilities
                 in {Markov} random walks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "3",
  pages =        "1202--1241",
  month =        aug,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1089736283",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Gangopadhyay:2004:ROT,
  author =       "Sreela Gangopadhyay and Rahul Roy and Anish Sarkar",
  title =        "Random oriented trees: A model of drainage networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "3",
  pages =        "1242--1266",
  month =        aug,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1089736284",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Carmona:2004:CHP,
  author =       "Rene Carmona and Michael Tehranchi",
  title =        "A characterization of hedging portfolios for interest
                 rate contingent claims",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "3",
  pages =        "1267--1294",
  month =        aug,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1089736285",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Hobert:2004:MRA,
  author =       "James P. Hobert and Christian P. Robert",
  title =        "A mixture representation of $ \pi $ with applications
                 in {Markov} chain {Monte Carlo} and perfect sampling",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "3",
  pages =        "1295--1305",
  month =        aug,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1089736286",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kruk:2004:EDF,
  author =       "{\L}ukasz Kruk and John Lehoczky and Steven Shreve and
                 Shu-Ngai Yeung",
  title =        "Earliest-deadline-first service in heavy-traffic
                 acyclic networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "3",
  pages =        "1306--1352",
  month =        aug,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1089736287",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Douc:2004:PDC,
  author =       "Randal Douc and Gersende Fort and Eric Moulines and
                 Philippe Soulier",
  title =        "Practical drift conditions for subgeometric rates of
                 convergence",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "3",
  pages =        "1353--1377",
  month =        aug,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1089736288",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Huzak:2004:RPD,
  author =       "Miljenko Huzak and Mihael Perman and Hrvoje
                 {\v{S}}iki{\'c} and Zoran Vondra{\v{c}}ek",
  title =        "Ruin probabilities and decompositions for general
                 perturbed risk processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "3",
  pages =        "1378--1397",
  month =        aug,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1089736289",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Schied:2004:NPP,
  author =       "Alexander Schied",
  title =        "On the {Neyman--Pearson} problem for law-invariant
                 risk measures and robust utility functionals",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "3",
  pages =        "1398--1423",
  month =        aug,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1089736290",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Lamberton:2004:WCT,
  author =       "Damien Lamberton and Gilles Pag{\`e}s and Pierre
                 Tarr{\`e}s",
  title =        "When can the two-armed bandit algorithm be trusted?",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "3",
  pages =        "1424--1454",
  month =        aug,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1089736291",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Benaim:2004:GUM,
  author =       "Michel Bena{\"\i}m and Sebastian J. Schreiber and
                 Pierre Tarr{\`e}s",
  title =        "Generalized {URN} models of evolutionary processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "3",
  pages =        "1455--1478",
  month =        aug,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1089736292",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Breyer:2004:OSM,
  author =       "Laird Arnault Breyer and Mauro Piccioni and Sergio
                 Scarlatti",
  title =        "Optimal scaling of {MaLa} for nonlinear regression",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "3",
  pages =        "1479--1505",
  month =        aug,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1089736293",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Lokka:2004:SPD,
  author =       "Arne L{\o}kka and Bernt {\O}ksendal and Frank Proske",
  title =        "Stochastic partial differential equations driven by
                 {L{\'e}vy} space-time white noise",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "3",
  pages =        "1506--1528",
  month =        aug,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1089736294",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{DeBlassie:2004:IBM,
  author =       "R. Dante DeBlassie",
  title =        "Iterated {Brownian} motion in an open set",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "3",
  pages =        "1529--1558",
  month =        aug,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1089736295",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Friedland:2004:CPE,
  author =       "Shmuel Friedland and Brian Rider and Ofer Zeitouni",
  title =        "Concentration of permanent estimators for certain
                 large matrices",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "3",
  pages =        "1559--1576",
  month =        aug,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1089736296",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Grigorescu:2004:BDS,
  author =       "Ilie Grigorescu and Min Kang and Timo
                 Sepp{\"a}l{\"a}inen",
  title =        "Behavior dominated by slow particles in a disordered
                 asymmetric exclusion process",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "3",
  pages =        "1577--1602",
  month =        aug,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1089736297",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Lasserre:2004:BMS,
  author =       "Jean B. Lasserre",
  title =        "Bounds on measures satisfying moment conditions",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "3",
  pages =        "1603",
  month =        aug,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:29 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1089736298",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Muller-Gronbach:2004:OPA,
  author =       "Thomas M{\"u}ller-Gronbach",
  title =        "Optimal pointwise approximation of {SDEs} based on
                 {Brownian} motion at discrete points",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "4",
  pages =        "1605--1642",
  month =        nov,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1099674072",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Douc:2004:QBC,
  author =       "R. Douc and E. Moulines and Jeffrey S. Rosenthal",
  title =        "Quantitative bounds on convergence of
                 time-inhomogeneous {Markov} chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "4",
  pages =        "1643--1665",
  month =        nov,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1099674073",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Komorowski:2004:SLO,
  author =       "Tomasz Komorowski and Grzegorz Krupa",
  title =        "On stationarity of {Lagrangian} observations of
                 passive tracer velocity in a compressible environment",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "4",
  pages =        "1666--1697",
  month =        nov,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1099674074",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Iyengar:2004:EPF,
  author =       "Garud Iyengar and Karl Sigman",
  title =        "Exponential penalty function control of loss
                 networks",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "4",
  pages =        "1698--1740",
  month =        nov,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1099674075",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Jerrum:2004:EBP,
  author =       "Mark Jerrum and Jung-Bae Son and Prasad Tetali and
                 Eric Vigoda",
  title =        "Elementary bounds on {Poincar{\'e}} and log-{Sobolev}
                 constants for decomposable {Markov} chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "4",
  pages =        "1741--1765",
  month =        nov,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1099674076",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kluppelberg:2004:RPO,
  author =       "Claudia Kl{\"u}ppelberg and Andreas E. Kyprianou and
                 Ross A. Maller",
  title =        "Ruin probabilities and overshoots for general
                 {L{\'e}vy} insurance risk processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "4",
  pages =        "1766--1801",
  month =        nov,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1099674077",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Bhattacharya:2004:SDR,
  author =       "Rabi Bhattacharya and Mukul Majumdar",
  title =        "Stability in distribution of randomly perturbed
                 quadratic maps as {Markov} processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "4",
  pages =        "1802--1809",
  month =        nov,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1099674078",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Choulli:2004:IBD,
  author =       "Tahir Choulli and Michael Taksar and Xun Yu Zhou",
  title =        "Interplay between dividend rate and business
                 constraints for a financial corporation",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "4",
  pages =        "1810--1837",
  month =        nov,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1099674079",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Silvestrov:2004:LTM,
  author =       "Dmitrii S. Silvestrov and Jozef L. Teugels",
  title =        "Limit theorems for mixed max--sum processes with
                 renewal stopping",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "4",
  pages =        "1838--1868",
  month =        nov,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1099674080",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Balister:2004:CPS,
  author =       "Paul Balister and B{\'e}la Bollob{\'a}s and Mark
                 Walters",
  title =        "Continuum percolation with steps in an annulus",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "4",
  pages =        "1869--1879",
  month =        nov,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1099674081",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Fournier:2004:MPD,
  author =       "Nicolas Fournier and Sylvie M{\'e}l{\'e}ard",
  title =        "A microscopic probabilistic description of a locally
                 regulated population and macroscopic approximations",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "4",
  pages =        "1880--1919",
  month =        nov,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1099674082",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Cline:2004:SLE,
  author =       "Daren B. H. Cline and Huay-min H. Pu",
  title =        "Stability and the {Lyapounov} exponent of threshold
                 {AR--ARCH} Models",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "4",
  pages =        "1920--1949",
  month =        nov,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1099674083",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Goldstein:2004:NAH,
  author =       "Larry Goldstein",
  title =        "Normal approximation for hierarchical structures",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "4",
  pages =        "1950--1969",
  month =        nov,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1099674084",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Biagini:2004:SRP,
  author =       "Sara Biagini and Marco Frittelli",
  title =        "On the super replication price of unbounded claims",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "4",
  pages =        "1970--1991",
  month =        nov,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1099674085",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chi:2004:LLE,
  author =       "Zhiyi Chi",
  title =        "Limit laws of estimators for critical multi-type
                 {Galton--Watson} processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "4",
  pages =        "1992--2015",
  month =        nov,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1099674086",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Albin:2004:SSI,
  author =       "J. M. P. Albin",
  title =        "On sampling of stationary increment processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "4",
  pages =        "2016--2037",
  month =        nov,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1099674087",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chigansky:2004:SNF,
  author =       "Pavel Chigansky and Robert Liptser",
  title =        "Stability of nonlinear filters in nonmixing case",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "4",
  pages =        "2038--2056",
  month =        nov,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1099674088",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Kroese:2004:SPT,
  author =       "D. P. Kroese and W. R. W. Scheinhardt and P. G.
                 Taylor",
  title =        "Spectral properties of the tandem {Jackson} network,
                 seen as a quasi-birth-and-death process",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "4",
  pages =        "2057--2089",
  month =        nov,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1099674089",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Glasserman:2004:NPV,
  author =       "Paul Glasserman and Bin Yu",
  title =        "Number of paths versus number of basis functions in
                 {American} option pricing",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "4",
  pages =        "2090--2119",
  month =        nov,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1099674090",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Popovic:2004:AGC,
  author =       "Lea Popovic",
  title =        "Asymptotic genealogy of a critical branching process",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "4",
  pages =        "2120--2148",
  month =        nov,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1099674091",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Lazrak:2004:GSD,
  author =       "Ali Lazrak",
  title =        "Generalized stochastic differential utility and
                 preference for information",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "4",
  pages =        "2149--2175",
  month =        nov,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1099674092",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dalang:2004:RTS,
  author =       "Robert C. Dalang and M.-O. Hongler",
  title =        "The right time to sell a stock whose price is driven
                 by {Markovian} noise",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "14",
  number =       "4",
  pages =        "2176--2201",
  month =        nov,
  year =         "2004",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:32 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1099674093",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dupuis:2005:DIS,
  author =       "Paul Dupuis and Hui Wang",
  title =        "Dynamic importance sampling for uniformly recurrent
                 {Markov} chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "15",
  number =       "1A",
  pages =        "1--38",
  month =        feb,
  year =         "2005",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:57:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1106922319",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Herrmann:2005:EPD,
  author =       "Samuel Herrmann and Peter Imkeller",
  title =        "The exit problem for diffusions with time-periodic
                 drift and stochastic resonance",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "15",
  number =       "1A",
  pages =        "39--68",
  month =        feb,
  year =         "2005",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:57:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1106922320",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Arora:2005:LMS,
  author =       "Sanjeev Arora and Ravi Kannan",
  title =        "Learning mixtures of separated nonspherical
                 {Gaussians}",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "15",
  number =       "1A",
  pages =        "69--92",
  month =        feb,
  year =         "2005",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:57:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1106922321",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Nacu:2005:FSN,
  author =       "{\c{S}}erban Nacu and Yuval Peres",
  title =        "Fast simulation of new coins from old",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "15",
  number =       "1A",
  pages =        "93--115",
  month =        feb,
  year =         "2005",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:57:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1106922322",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Strasser:2005:CAF,
  author =       "Eva Strasser",
  title =        "Characterization of arbitrage-free markets",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "15",
  number =       "1A",
  pages =        "116--124",
  month =        feb,
  year =         "2005",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:57:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1106922323",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Darling:2005:SLR,
  author =       "R. W. R. Darling and J. R. Norris",
  title =        "Structure of large random hypergraphs",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "15",
  number =       "1A",
  pages =        "125--152",
  month =        feb,
  year =         "2005",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:57:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1106922324",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Chi:2005:LDT,
  author =       "Zhiyi Chi",
  title =        "Large deviations for template matching between point
                 processes",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "15",
  number =       "1A",
  pages =        "153--174",
  month =        feb,
  year =         "2005",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:57:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1106922325",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Cavazos-Cadena:2005:COR,
  author =       "Rolando Cavazos-Cadena and Daniel
                 Hern{\'a}ndez-Hern{\'a}ndez",
  title =        "A characterization of the optimal risk-sensitive
                 average cost in finite controlled {Markov} chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "15",
  number =       "1A",
  pages =        "175--212",
  month =        feb,
  year =         "2005",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:57:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1106922326",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Baryshnikov:2005:GLR,
  author =       "Yu. Baryshnikov and J. E. Yukich",
  title =        "{Gaussian} limits for random measures in geometric
                 probability",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "15",
  number =       "1A",
  pages =        "213--253",
  month =        feb,
  year =         "2005",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:57:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1106922327",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Azais:2005:DMG,
  author =       "Jean-Marc Aza{\"\i}s and Mario Wschebor",
  title =        "On the distribution of the maximum of a {Gaussian}
                 field with d parameters",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "15",
  number =       "1A",
  pages =        "254--278",
  month =        feb,
  year =         "2005",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:57:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1106922328",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Grubel:2005:MPA,
  author =       "Rudolf Gr{\"u}bel and Nikol{\v{c}}e Stefanoski",
  title =        "Mixed {Poisson} approximation of node depth
                 distributions in random binary search trees",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "15",
  number =       "1A",
  pages =        "279--297",
  month =        feb,
  year =         "2005",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:57:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1106922329",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Garet:2005:CTT,
  author =       "Olivier Garet and R{\'e}gine Marchand",
  title =        "Coexistence in two-type first-passage percolation
                 models",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "15",
  number =       "1A",
  pages =        "298--330",
  month =        feb,
  year =         "2005",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:57:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1106922330",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Ata:2005:HTA,
  author =       "Baris Ata and Sunil Kumar",
  title =        "Heavy traffic analysis of open processing networks
                 with complete resource pooling: Asymptotic optimality
                 of discrete review policies",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "15",
  number =       "1A",
  pages =        "331--391",
  month =        feb,
  year =         "2005",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:57:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1106922331",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Heinrich:2005:LDE,
  author =       "Lothar Heinrich",
  title =        "Large deviations of the empirical volume fraction for
                 stationary {Poisson} grain models",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "15",
  number =       "1A",
  pages =        "392--420",
  month =        feb,
  year =         "2005",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:57:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1106922332",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Dietz:2005:LDC,
  author =       "Zach Dietz and Sunder Sethuraman",
  title =        "Large deviations for a class of nonhomogeneous
                 {Markov} chains",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "15",
  number =       "1A",
  pages =        "421--486",
  month =        feb,
  year =         "2005",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:57:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1106922333",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Gapeev:2005:DPC,
  author =       "Pavel V. Gapeev",
  title =        "The disorder problem for compound {Poisson} processes
                 with exponential jumps",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "15",
  number =       "1A",
  pages =        "487--499",
  month =        feb,
  year =         "2005",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:57:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1106922334",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Zwart:2005:SAH,
  author =       "Bert Zwart and Sem Borst and Krzystof D{\k{e}}bicki",
  title =        "Subexponential asymptotics of hybrid fluid and ruin
                 models",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "15",
  number =       "1A",
  pages =        "500--517",
  month =        feb,
  year =         "2005",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:57:36 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1106922335",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Foley:2005:LDM,
  author =       "Robert D. Foley and David R. McDonald",
  title =        "Large deviations of a modified {Jackson} network:
                 Stability and rough asymptotics",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "15",
  number =       "1B",
  pages =        "519--541",
  month =        feb,
  year =         "2005",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:37 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1107271659",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Foley:2005:BNE,
  author =       "Robert D. Foley and David R. McDonald",
  title =        "Bridges and networks: Exact asymptotics",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "15",
  number =       "1B",
  pages =        "542--586",
  month =        feb,
  year =         "2005",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:37 MDT 2014",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/annapplprobab.bib",
  URL =          "http://projecteuclid.org/euclid.aoap/1107271660",
  acknowledgement = ack-nhfb,
  fjournal =     "Annals of Applied Probability",
  journal-URL =  "http://projecteuclid.org/all/euclid.aoap/;
                 http://www.jstor.org/journals/10505164.html;",
}

@Article{Douc:2005:MDP,
  author =       "R. Douc and A. Guillin and J. Najim",
  title =        "Moderate deviations for particle filtering",
  journal =      j-ANN-APPL-PROBAB,
  volume =       "15",
  number =       "1B",
  pages =        "587--614",
  month =        feb,
  year =         "2005",
  CODEN =        "????",
  ISSN =         "1050-5164",
  ISSN-L =       "1050-5164",
  bibdate =      "Fri Jun 6 11:37:37 MDT 2014",
  bibsource =    "http