Advances in Applied Probability
Index to Vol 30 (1998)
General Applied Probability

Author

Title

Page


 

 

Agrawal, R. see Rajan, R.

 

 

 

 

 

Athreya, K. B. and Kang, H. J.

Some limit theorems for positive recurrent branching Markov chains: I

693--710

------ ------

Some limit theorems for positive recurrent branching Markov chains: II

711--722

Barbour, A. D. and Utev, S.

Solving the Stein Equation in compound Poisson approximation

449--475

Barndorff-Nielsen, O. E., Jensen, J. L. and Sørenson, M.

Some stationary processes in discrete and continuous time

989--1007

------ and Koudou, A. E.

Trees with random conductivities and the (reciprocal) inverse Gaussian distribution

409--424

Baxendale, P. and Khasminskii, R. Z.

Stability index for products of random transformations

968--988

Ben Alaya, M. and Pagès, G.

Rate of convergence for computing expectations of stopping functionals of an alpha-mixing process

425--448

Benaïm, M., Fort, J. C. and Pagès, G.

Convergence of the one-dimensional Kohonen algorithm

850--869

Betensky, R. A.

A boundary crossing probability for the Bessel process

807--830

Born, E.

A point process model with stochastic intensities for a branching population of two dependent types

723--739

Borst, S. and Mitra, D.

Asymptotically achievable performance in ATM networks

568--585

Brandière, O.

The dynamic system method and the traps

137--151

Braun W. J. see Li, W.

 

 

 

 

 

------ see Zhao, Y. Q.

 

 

 

 

 

Browne, S.

The return on investment from proportional portfolio strategies

216--238

Buckdahn, R. and Hu, Y.

Hedging contingent claims for a large investor in an incomplete market

239--255

Cao, X. R.

The Maclaurin series for performance functions of Markov chains

676--692

Cerf, R.

Asymptotic convergence of genetic algorithms

521--550

Chen, T.

Optimal lower bounds for bivariate probabilities

476--492

Collins, E. J. and McNamara, J. M.

Finite-horizon dynamic optimisation when the terminal reward is a concave functional of the distribution of the final state

122--136

Economou, A. see Fakinos, D.

 

 

 

 

 

Fakinos, D. and Economou, A.

Overall station balance and decomposability for non-Markovian queueing networks

870--887

Fort, J. C. see Benaïm, M.

 

 

 

 

 

Gans, N. and Van Ryzin, G.

Optimal dynamic scheduling of a general class of parallel-processing

1130--1156

Griffin, P. S. and Maller, R. A.

On the rate of growth of the overshoot and the maximum partial sum

181--196

Hu, Y. see Buckdahn, R.

 

 

 

 

 

Illsley, R.

The moments of the number of exits from a simply connected region

167--180

Jacob, C. and Peccoud, J.

Estimation of the parameters of a branching process from migrating binomial observations

948--967

Jensen, J. L. see Barndorff-Nielsen, O. E.

 

 

 

 

 

Kang, H. J. see Athreya, K. B.

 

 

 

 

 

Khasminskii, R. Z. see Baxendale, P.

 

 

 

 

 

Koudou, A. E. see Barndorff-Nielsen, O. E.

 

 

 

 

 

Last, G. and Szekli, R.

Asymptotic and monotonocity properti es of some repairable systems

1089--1110

Ledford, A. W. and Tawn, J. A.

Concomitant tail behaviour for extremes

197--215

Levy, H. see Van der Mei, R. D.

 

 

 

 

 

Li, W., Braun, W. J. and Zhao, Y. Q.

Stochastic scheduling on a repairable machine with Erlang uptime distribution

1073--1088

Li, Z. H.

Immigration processes associated with branching particle systems

657--675

------ see Zhao, Y. Q.

 

 

 

 

 

Liu, Q.

Fixed points of a generalized smoothing transformation and applications to the branching random walk

85--112

Lopes, A. and Lopes, S.

Parametric estimation and spectral analysis of piecewise linear maps of the interval

757--776

Lopes, S. see Lopes, A.

 

 

 

 

 

Maller, R. A. see Griffin, P. S.

 

 

 

 

 

Martinez, S., Picco, P. and San Martin, J.

Domain of attraction of quasi-stationary distributions for the Brownian motion with drift

385--408

McNamara, J. M. see Collins, E. J.

 

 

 

 

 

Möhle, M.

A convergence result for Markov chains arising in population genetics and the coalescent with selfing

493--512

------

Coalescent results for two-sex population models

513--520

Nyrhinen, H.

Rough descriptions of ruin for a general class of surplus processes

1008--1026

Pagès, G. see Ben Alaya, M.

 

 

 

 

 

------ see Benaïm, M.

 

 

 

 

 

Pakes, A. G.

A limit theorem for the maximum of the para-critical simple branching process

740--756

Peccoud, J. see Jacob, C.

 

 

 

 

 

Picard, P.

A semi-hybrid model for malaria with limited superinfection

1027--1057

Picco, P. see Martinez, S.

 

 

 

 

 

Rajan, R. and Agrawal, R.

Concavity of queueing systems with NBU service times

551--567

Rudolph, A.

A central limit theorem for random coefficient autoregressive models and ARCH/GARCH models

113--121

Rue, H. and Syversveen, A. R.

Bayesian object recognition with Baddeley's delta loss

64--84

San Martin, J. see Martinez, S.

 

 

 

 

 

Silvestrov, D. S. and Teugels, J. L.

Limit theorems for extremes with random sample size

777--806

Sin, C. A.

Complications with stochastic volatility models

256--268

Singpurwalla, N. and Wilson, S.

Failure models indexed by two scales

1058--1072

Sørenson, M. see Barndorff-Nielsen, O. E.

 

 

 

 

 

Stadje, W.

Asymptotic probabilities in a sequential urn scheme related to the matchbox problem

831--849

Sweitzer, D. E. see Taylor, H. M.

 

 

 

 

 

Syversveen, A. R. see Rue, H.

 

 

 

 

 

Szekli, R. see Last, G.

 

 

 

 

 

Tawn, J. A. see Ledford, A. W.

 

 

 

 

 

Taylor, H. M. and Sweitzer, D. E.

On the current enhancement at the edge of a crack in a lattice of resistors

342--364

Teugels, J. L. see Silvestrov, D. S.

 

 

 

 

 

Utev, S. see Barbour, A. D.

 

 

 

 

 

Van der Mei, R. D. and Levy, H.

Expected delay analysis of polling systems in heavy traffic

586--602

Van Ryzin, G. see Gans, N.

 

 

 

 

 

Willie, H.

Periodic steady state of loss systems with periodic inputs

152--166

Wilson, S. see Singpurwalla, N.

 

 

 

 

 

Yamashita, H. and Miyazawa, M.

Geometric product form queueing networks with concurrent batch movements

1111--1129

Zhao, Y. Q., Li, W. and Braun, W. J.

Infinite block-structured transition matrices and their properties

365--384

------see Li, W.