Advances in Applied Probability
Index to Vol 28 (1996)
(General Applied Probability)

Author

Title

Page


 

 

Abate, J. and Whitt, W.

An operational calculus for probability distributions via Laplace transforms

75--113

Andradóttir, S., Heyman, D.P. and Ott, T.J.

Potentially unlimited variance reduction in importance sampling of Markov chains

166--188

Angulo, J.M. see Puente, C.E.

 

 

Assaf, D. and Samuel-Cahn, E.

The secretary problem: minimizing the expected rank with i.i.d. random variables

828--852

Bertoin, J. and Doney, R.A.

Some asymptotic results for transient random walks

207--226

Bertsimas, D. and Mourtzinou, G.

A unified method to analyze overtake free queueing systems

588--623

Bomze, I.M. see Bürger, R.

 

 

Brockwell, P.J. see Stramer, O.

 

 

Browne, S. and Whitt, W.

Portfolio choice and the Bayesian Kelly criterion

1145--1176

Bürger, R. and Bomze, I.M.

Stationary distributions under mutation--selection balance: structure and properties

227--251

Chan, T.

Some diffusion models for the Mabinogion sheep problem of Williams

763--783

Chaudhry, M.L. see Yang, T.

 

 

Chong, E.K.P. see Wang, I.-J.

 

 

Chung, S.-H. see Poskitt, D.S.

 

 

Doney, R.A. see Bertoin, J.

 

 

Embrechts, P. see Pitts, S.M.

 

 

Ephremides, A. see Tassiulas, L.

 

 

Fort, J.-C. and Pagčs, G.

Convergence of stochastic algorithms:from the Kushner--Clark theorem to the Lyapounov functional method

1072--1094

Gail, H.R., Hantler, S.L. and Taylor, B.A.

Spectral analysis of M/G/1 and G/M/1 type Markov chains

114--165

Glazebrook, K.D.

On the undiscounted tax problem with precedence constraints

1123--1144

Goldie, C.M. and Grübel, R.

Perpetuities with thin tails

463--480

Goldie, C.M. and Maller, R.A.

A point-process approach to almost-sure behaviour of record values and order statistics

426--462

Goldstein, L. see Steel, M.

 

 

Grübel, R. and Rösler, U.

Asymptotic distribution theory for Hoare's selection algorithm

252--269

------ see Goldie, C.M.

 

 

------ see Pitts, S.M.

 

 

Hantler, S.L. see Gail, H.R.

 

 

Harrison, P.G. and Pitel, E.

The M/G/1 queue with negative customers

540--566

He, Q.

Queues with marked customers

567--587

Heyman, D.P. see Andradóttir, S.

 

 

Karatzas, I. see Pikovsky, I.

 

 

Komaki, F.

Homogeneous Gaussian Markov processes on general lattices

189--206

Kulkarni, S.R. see Wang, I.-J.

 

 

Lefčvre, C. and Picard, P.

Abelian-type expansions and non-linear death processes (II)

877--894

------ see Picard, P.

 

 

López, M.M. see Puente, C.E.

 

 

López-Mimbela, J.A. and Wakolbinger, A.

Clumping in multitype-branching trees

1034--1050

Maller, R.A. see Goldie, C.M.

 

 

Menshikov, M. and Williams, R.J.

Passage-time moments for continuous non-negative stochastic processes and applications

747--762

Miyazawa, M. and Wolff, R.W.

Symmetric queues with batch departures and their networks

308--326

Mourtzinou, G. see Bertsimas, D.

 

 

Nakayama, M.K.

General conditions for bounded relative error in simulations of highly reliable Markovian systems

687--727

Nasell, I.

The quasi-stationary distribution of the closed endemic SIS model

895--932

Ott, T.J. see Andradóttir, S.

 

 

Pagčs, G. see Fort, J.-C.

 

 

Picard, P. and Lefčvre, C.

First crossing of basic counting processes with lower non-linear boundaries: a unified approach through pseudopolynomials (I)

853--876

------ see Lefčvre, C.

 

 

Pikovsky, I. and Karatzas, I.

Anticipative portfolio optimization

1095--1122

Pinzón, J.E. see Puente, C.E.

 

 

Pitel, E. see Harrison, P.G.

 

 

Pitman, J.

Random discrete distributions invariant under size-biased permutation

525--539

Pitts, S.M., Grübel, R. and Embrechts, P.

Confidence bounds for the adjustment coefficient

802--827

Poskitt, D.S. and Chung, S.-H.

Markov chain models, time series analysis and extreme value theory

405--425

Puente, C.E., López, M.M., Pinzón, J.E. and Angulo, J.M.

The Gaussian distribution revisited

500--524

Rösler, U. see Grübel, R.

 

 

Sacerdote, L. and Tomassetti, F.

On evaluations and asymptotic approximations of first-passage-time probabilities

270--284

Samuel-Cahn, E. see Assaf, D.

 

 

Seleznjev, O.

Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments

481--499

Steel, M., Goldstein, L. and Waterman, M.S.

A central limit theorem for the parsimony length of trees

1051--1071

Stramer, O., Brockwell, P.J. and Tweedie, R.L.

Continuous-time threshold AR(1) processes

728--746

Tassiulas, L. and Ephremides, A.

Throughput properties of a queueing network with distributed dynamic routing and flow control

285--307

Taylor, B.A. see Gail, H.R.

 

 

Tomassetti, F. see Sacerdote, L.

 

 

Tweedie, R.L. see Stramer, O.

 

 

Vallois, P.

The range of a simple random walk on Z

1014--1033

Wakolbinger, A. see López-Mimbela, J.A.

 

 

Wang, I.-J., Chong, E.K.P. and Kulkarni, S.R.

Equivalent necessary and sufficient conditions on noise sequences for stochastic approximation algorithms

784--801

Waterman, M.S. see Steel, M.

 

 

------ see Abate, J.

 

 

Whitt, W. see Browne, S.

 

 

Whittaker, J.C.

The allocation of resources in a multiple-trial War of Attrition conflict

933--964

Williams, R.J. see Menshikov, M.

 

 

Wolff, R.W. see Miyazawa, M.

 

 

Xu, S.H. and Zhao, Y.Q.

Dynamic routing and jockeying controls in a two-station queueing system

1201--1226

Yang, T. and Chaudhry, M.L.

On steady-state queue size distributions of the discrete-time GI/G/1 queue

1177--1200

Zhao, Y.Q. see Xu, S.H.