Advances in Applied Probability
Index to Vol 29 (1997)
(General Applied Probability)

Author

Title

Page


 

 

Altman, E. and Hordijk, A.

Applications of Borovkov's renovation theory to non-stationary stochastic recursive sequences and their control

388--410

Ball, F.

Empirical clustering of bursts of openings in Markov and semi-Markov models of single channel gating incorporating time interval omission

909--946

 

 

 

------ and Davies, S.

Clustering of bursts of openings in Markov and semi-Markov models of single channel gating

92--113

 

 

 

------, Milne, R.K., Tame, I.D. and Yeo, G.F.

Superposition of interacting aggregated continuous-time Markov chains

56--91

 

 

 

Brockwell, P.J. and Williams, R.J.

On the existence and application of continuous-time threshold autoregressions of order two

205--227

 

 

 

Cekanavicius, V.

Asymptotic expansions in the exponent: a compound Poisson approach

374--387

 

 

 

Chen, Y. and Singpurwalla, N.D.

Unification of software reliability models by self-exciting point processes

337--352

 

 

 

Chesney, M., Jeanblanc-Picqué, M. and Yor, M.

Brownian excursions and Parisian barrier options

165--184

 

 

 

Cramer, M.

Stochastic analysis of `Simultaneous Merge--Sort'

669--694

 

 

 

Davies, S. see Ball, F.

 

 

 

 

 

D'Souza, J.C. and Hambly, B.M.

On the survival probability of a branching process in a random environment

38--55

 

 

 

Deshpande, J.V. and Karia, S.R.

Bounds for the joint survival and incidence functions through coherent system data

475--494

 

 

 

Feigin, P.D. and Resnick, S.I.

Linear programming estimators and bootstrapping for heavy tailed phenomena

759--805

 

 

 

Fuh, C.D.

Corrected diffusion approximations for ruin probabilities in a Markov random walk

695--712

 

 

 

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

Non-skip-free M/G/1 and G/M/1 type Markov chains

733--758

 

 

 

Gjessing, H.K. see Paulsen, J.

 

 

 

 

 

Hambly, B.M. see D'Souza, J.C.

 

 

 

 

 

Hanin, L.G., Rachev, S.T., Tsodikov, A.D. and Yakovlev, A.Yu.

A stochastic model of carcinogenesis and tumor size at detection

607--628

 

 

 

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

 

 

 

 

 

Hasegawa, T. see Miyoshi, N.

 

 

 

 

 

Hordijk, A. see Altman, E.

 

 

 

 

 

Huang, D.

Stochastic FM models and non-linear time series analysis

986--1003

 

 

 

Istas, J. and Laredo, C.

Estimating functionals of a stochastic process

249--270

 

 

 

Jeanblanc-Picqué, M. see Chesney, M.

 

 

 

 

 

Karia, S.R. see Deshpande, J.V.

 

 

 

 

 

Kijima, M., Nair, M.G., Pollett, P.K. and Van Doorn, E.A.

Limiting conditional distributions for birth--death processes

185--204

 

 

 

Laredo, C. see Istas, J.

 

 

 

 

 

Latour, A.

The multivariate GINAR(p) process

228--248

 

 

 

Ledoux, J. and Rubino, G.

Simple formulae for counting processes in reliability models

1018--1038

 

 

 

Lee, S. and Lynch, J.

Total positivity of Markov chains and the failure rate character of some first passage times

713--732

 

 

 

Lim, W.S.

A rendezvous--evasion game on discrete locations with joint randomization

1004--1017

 

 

 

Liu, Q.

Sur une équation fonctionelle et ses applications: une extension du théorème de Kesten--Stigum concernant des processus de branchement

353--373

 

 

 

Lynch, J. see Lee, S.

 

 

 

 

 

Mairesse, J.

Products of irreducible random matrices in the (max, +) algebra

441--474

 

 

 

Mazumdar, R. see Simonian, A.

 

 

 

 

 

Milne, R.K. see Ball, F.

 

 

 

 

 

Miyazawa, M. and Taylor, P.G.

A geometric product-form distribution for a queueing network with non-standard batch arrivals and batch transfers

520--541

 

 

 

Miyoshi, N. and Hasegawa, T.

Smoothed perturbation analysis for single-server queues with some general service disciplines

542--563

 

 

 

Müller, A.

Stochastic orders generated by integrals: a unified study

411--425

 

 

 

------

Integral probability metrics and their generating classes of functions

426--440

 

 

 

Nair, M.G. see Kijima, M.

 

 

 

 

 

Paulsen, J. and Gjessing, H.K.

Ruin theory with stochastic return on investments

965--985

 

 

 

Perfekt, R.

Extreme value theory for a class of Markov chains with values in Rd

138--164

 

 

 

Pollett, P.K. see Kijima, M.

 

 

 

 

 

Rachev, S.T. see Hanin, L.G.

 

 

 

 

 

Resnick, S.I. and Starica, C.

Smoothing the Hill estimator

271--293

 

 

 

------ see Feigin, P.D.

 

 

 

 

 

Roberts, J.W. see Simonian, A.

 

 

 

 

 

Rubino, G. see Ledoux, J.

 

 

 

 

 

Sennott, L.I.

The computation of average optimal policies in denumerable state Markov decision chains

114--137

 

 

 

Sharma, V.

Approximations of general discrete time queues by discrete time queues with arrivals modulated by finite chains

1039--1059

 

 

 

Simonian, A., Roberts, J.W., Théberge, F. and Mazumdar, R.

Asymptotic estimates for blocking probabilities in a large multi-rate loss network

806--829

 

 

 

Singpurwalla, N.D. see Chen, Y.

 

 

 

 

 

Starica, D. see Resnick, S.I.

 

 

 

 

 

Stefanov, V.T. and Yeo, G.F.

Explicit asymptotic results for open times in ion channel models

947--964

 

 

 

Sun, F. and Waterman, M.S.

Whole genome amplification and branching processes

629--668

 

 

 

Tame, I.D. see Ball, F.

 

 

 

 

 

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

 

 

 

 

 

Taylor, P.G. see Miyazawa, M.

 

 

 

 

 

Théberge, F. see Simonian, A.

 

 

 

 

 

Truffet, L.

Near complete decomposability: bounding the error by a stochastic comparison method

830--855

 

 

 

Tsodikov, A.D. see Hanin, L.G.

 

 

 

 

 

Van Doorn, E.A. see Kijima, M.

 

 

 

 

 

Waterman, M.S. see Sun, F.

 

 

 

 

 

Williams, R.J. see Brockwell, P.J.

 

 

 

 

 

Wang, C.-L.

Light traffic approximations for regenerative queueing processes

1060--1080

 

 

 

Yakovlev, A. Yu. see Hanin, L.G.

 

 

 

 

 

Yeo, G.F. see Ball, F.

 

 

 

 

 

Yeo, G.F. see Stefanov, V.T.

 

 

 

 

 

Yor, M. see Chesney, M.

 

 

 

 

 

Zhang, H.

Strong approximations of irreducible closed queueing networks

495--519