Advances in Applied Probability
Index to Vol 31 (1999)
General Applied Probability

Author

Title

Page


 

 

Adell, J. A. and Perez-Palomares, A.

Stochastic orders in preservation properties by Bernstein-type operators

492-509

Ahn, H.-S., Duenyas, I. and Zhang, R. Q.

Optimal stochastic scheduling of a two-stage tandem queue with parallel servers

1095-1117

Alanyali, M.

Three management policies for a resource with partition constraints

795-818

Andersson, M.

The aymptotic final size distribution of multitype chain-binomial epidemic processes

220-234

Angulo, J. M. and Ruiz-Medina, M. D.

Multi-resolution approximation to the stochastic inverse problem

1039-1057

Asmussen, S., Schmidli, H. and Schmidt, V.

Tail probabilities for non-standard risk and queueing processes with subexponential jumps

422-447

Avrachenkov, K. E. and Lasserre, J. B.

The fundamental matrix of singularly perturbed Markov chains

679-697

Bassan, B. and Spizzichino, F.

Stochastic comparisons for residual lifetimes and Bayesian notions of multivariate ageing

1078-1094

Beck, B., Dabrowski, A. R., and McDonald, D. R.

A unified approach to fast teller queues and ATM

758-787

Boshuizen, F. A. and Kertz, R. P.

Smallest-fit selection of random sizes under a sum constraint: weak convergence and moment comparisons

178-198

Browne, S.

Reaching goals by a deadline: digital options and continuous-time active portfolio management

551-577

Burton, R. M. and Plaehn, D. C.

One-dimensional Kohonen maps are super-stable with exponential rate

367-393

Chang, C.-S., Yao, D. D. and Zajic, T.

Large deviations, moderate deviations, and queues with long-range dependent input

254-278

Chang, J. T.

Recent common ancestors of all present-day individuals

1002-1038

Choe, J. and Shroff, N. B.

On the supremum distribution of integrated stationary Gaussian processes with negative linear drift

135-157

Clark, J. M. C. and Katsouros, V.

Stably coalescent stochastic froths

199-219

Crisan, D., Del Moral, P. and Lyons, T. J.

Interacting particle systems approximations of the Kushner-Stratonovitch equation

819-838

Csörgo, M. and Yu, H.

Weak approximations for empirical Lorenz curves and their Goldie inverses of stationary observations

698-719

Dabrowski, A. R. see Beck, B.

 

 

 

 

 

Del Moral, P. see Crisan, D.

 

 

 

 

 

Duenyas, I. see Ahn, H.-S.

 

 

 

 

 

Fleischmann, K. and Vatutin, V. A.

Reduced subcritical Galton-Watson processes in a random environment

88-111

Garmo, H.

Asymptotic properties of the connectivity number of random railways

720-741

Hove, A. see Paulsen, J.

 

 

 

 

 

Hwang, H.-K.

Asymptotics of Poisson approximation to random discrete distributions: an analytic approach

448-491

Jelenkovic, P. R. and Lazar, A. A.

Asymptotic results for multiplexing subexponential on-off sources

394-421

Katsouros, V. see Clark, J. M. C.

 

 

 

 

 

Kertz, R. P. see Boshuizen, F. A

 

 

Lasserre, J. B. see Avrachenkov, K. E.

 

 

 

 

 

Lazar, A. A. see Jelenkovic, P. R.

 

 

 

 

 

Lee, D. S.

On the optimality and the asymptotic optimality of the smallest weighted available buffer policy

1118-1150

Lefèvre, C. and Picard, P.

Abel-Gontcharoff pseudopolynomials and the exact final outcome of SIR epidemic models (III)

532-550

Lefèvre, C. see Picard, P.

 

 

 

 

 

Lyons, T. J. see Crisan, D.

 

 

 

 

 

McDonald, D. R. see Beck, B.

 

 

 

 

 

Paulsen, J. and Hove, A.

Markov chain Monte Carlo simulation of the distribution of some perpetuities

112-134

Perez-Palomares, A. see Adell, J. A.

 

 

 

 

 

Picard, P. and Lefèvre, C.

On the algebraic structure in Markovian processes of death and epidemic types

742-757

------ see Lefèvre, C.

 

 

 

 

 

Piterbarg, V. and Rychlik, I.

Central limit theorem for wave-functionals of Gaussian processes

158-177

Plaehn, D. C. see Burton, R. M.

 

 

 

 

 

Prigent, J.-L.

Incomplete markets: convergence of options values under the minimal martingale measure

1058-1077

Rolski, T., Schlegel, S. and Schmidt, V.

Asymptotics of palm-stationary buffer content distributions in fluid flow queues

235-253

Ruiz-Medina, M. D. see Angulo, J. M.

 

 

 

 

 

Rychlik, I. see Piterbarg, V.

 

 

 

 

 

Schlegel, S. see Rolski, T.

 

 

 

 

 

Schmidli, H. see Asmussen, S.

 

 

 

 

 

Schmidt, V. see Asmussen, S.

 

 

 

 

 

------ see Rolski, T.

 

 

 

 

 

Shroff, N. B. see Choe, J.

 

 

 

 

 

Siegmund, D. see Tu, I.-P.

 

 

 

 

 

Spizzichino, F. see Bassan, B.

 

 

 

 

 

Sudbury, A.

Hunting submartingales in the jumping voter model and the biased annihilating branching process

839-854

Szczotka, W.

Tightness of the stationary waiting time in heavy traffic

788-794

Thönnes, E.

Perfect simulation of some point processes for the impatient user

69-87

Tu, I.-P. and Siegmund, D.

The maximum of a function of a Markov chain and application to linkage analysis.

510-531

Vatutin, V. A. see Fleischmann, K.

 

 

 

 

 

Yao, D. D. see Chang, C.-S.

 

 

 

 

 

Yu, H. see Csörgo, M.

 

 

 

 

 

Zajic, T. see Chang, C.-S.

 

 

 

 

 

Zhang, R. Q. see Ahn, H.-S.