Anti-Markovnikov Effect
Main reason is behind is the reaction mechanism involved. $\ce{HBr}$ or other halides usually react with alkenes through an electrophilic addition. Due to the weak $\ce{O-O}$ bond, peroxides act as a source of free radicals. Thus in the presence of peroxides, a free radical chain pathway is followed. 

The other hydrogen halides are reluctant to this reaction, because the chain reaction can't proceed due to energy requirements for the generation of the corresponding halogen free radicals.