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Advances in
Applied Probability
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Author |
Title |
Pages |
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ANGULO,
J. M., RUIZ-MEDINA, M. D., ANH, V. V. AND GRECKSCH, W. |
Fractional
diffusion and fractional heat equation |
1077–1099 |
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ANH,
V. V. see ANGULO, J. M. |
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ANTZOULAKOS,
D. L. see CHADJICONSTANTINIDIS, S. |
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ASMUSSEN,
S. AND KELLA, O. |
A
multi-dimensional martingale for Markov additive processes and its
applications |
376–393 |
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ASSAF,
D., BARYSHNIKOV, YU. AND STADJE, W. |
Optimal
strategies in a risk selection investment model |
518–539 |
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ATTALI,
J.-G. see YAO, J.-F. |
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BACCELLI,
F. AND HONG, D. |
Analyticity
of iterates of random non-expansive maps |
193–220 |
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BACHMANN,
M. |
Limit
theorems for the minimal position in a branching random walk with independent
logconcave displacements |
159–176 |
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BAMBOS,
N. see PRABHAKAR, B. |
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BARBOUR,
A. D. AND PUGLIESE, A. |
On
the variance-to-mean ratio in models of parasite distributions |
701–719 |
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BARNDORFF-NIELSEN,
O. E., BENTH, F. E. AND JENSEN, J. L. |
Markov
jump processes with a singularity |
779–799 |
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BARYSHNIKOV,
YU. see ASSAF, D. |
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BENTH,
F. E. see BARNDORFF-NIELSEN, O. E. |
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BORST,
S. see MANDJES, M. |
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CHADJICONSTANTINIDIS,
S., ANTZOULAKOS, D. L. AND KOUTRAS, M. V. |
Joint
distributions of successes, failures and patterns in enumeration problems |
866–884 |
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CHAMPAGNAT,
F. AND IDIER, J. |
On
the correlation structure of unilateral AR processes on the plane |
408–425 |
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CHAO,
X. AND MIYAZAWA, M. |
Queueing
networks with instantaneous movements: a unified approach by
quasi-reversibility |
284–313 |
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CHEN,
Y.-P. |
Which
design is better? Ehrenfest urn versus biased coin |
738–749 |
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CHONG,
K. S., COWAN, R. AND HOLST, L. |
The
ruin problem and cover times of asymmetric random walks and Brownian motions |
177–192 |
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COCOZZA-THIVENT,
C. AND ROUSSIGNOL, M. |
A
general framework for some asymptotic reliability formulas |
446–467 |
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COWAN,
R. see CHONG, K. S. |
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DALEY,
D. J., ROLSKI, T. AND VESILO, R. |
Long-range
dependent point processes and their Palm–Khinchin distributions |
1051–1063 |
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DENUIT,
M., LEFÈVRE, C. AND SHAKED, M. |
On
s-convex approximations |
994–1010 |
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DE
VRIES, C. G. see GELUK, J. L. |
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DONEY,
R. A. AND MALLER, R. A. |
Random
walks crossing curved boundaries: a functional limit theorem, stability and
asymptotic distributions for exit times and positions |
1117–1149 |
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DUMAS,
V. AND SIMONIAN, A. |
Asymptotic
bounds for the fluid queue fed by sub-exponential on/off sources |
244–255 |
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FENG,
Y. AND XIAO, B. |
Revenue
management with two market segments and reserved capacity for priority
customers |
800–823 |
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FLAJOLET,
P. AND GUILLEMIN, F. |
The
formal theory of birth-and-death processes, lattice path combinatorics and
continued fractions |
750–778 |
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GATZOURAS,
D |
On
the lattice case of an almost-sure renewal theorem for branching random walks |
720–737 |
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GELUK,
J. L., PENG, L. AND DE VRIES, C. G. |
Convolutions
of heavy-tailed random variables and applications to portfolio diversification
and MA(1) time series |
1011–1026 |
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GLASSERMAN,
P. AND WANG, H. |
Discretization
of deflated bond prices |
540–563 |
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GRECKSCH,
W. see ANGULO, J. M. |
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GUILLEMIN,
F. see FLAJOLET, P. |
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HIRABA,
S. |
Jump-type
Fleming–Viot processes |
140–158 |
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HOLST,
L. see CHONG, K. S. |
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HONG,
D. see BACCELLI, F. |
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IDIER,
J. see CHAMPAGNAT, F. |
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JAVIER
LÓPEZ, F., MARTÍNEZ, S. AND SANZ, G. |
Stochastic
domination and Markovian couplings |
1064–1076 |
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JENSEN,
J. L. AND PEDERSEN, A.-M. K. |
Probabilistic
models of DNAsequence evolution with context dependent rates of substitution |
499–517 |
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JENSEN,
J. L. see BARNDORFF-NIELSEN, O. E. |
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JEULIN,
D. |
Obituary:
Georges Matheron |
1190–1192 |
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KELLA,
O. see ASMUSSEN, S. |
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KENDALL,
W. S. AND MØLLER, J. |
Perfect
simulation using dominating processes on ordered spaces, with application to
locally stable point processes |
844–865 |
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KNESSL,
C. |
Exact
and asymptotic solutions to a PDE that arises in time-dependent queues |
256–283 |
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KOUTRAS,
M. V. see CHADJICONSTANTINIDIS, S. |
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LAWS,
C. N. AND TEH, Y. C. |
Alternative
routeing in fully connected queueing networks |
962–982 |
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LEFÈVRE,
C. see DENUIT, M. |
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LIKHANOV,
N. AND MAZUMDAR, R. R. |
Loss
asymptotics in large buffers fed by heterogeneous long-tailed sources |
1168–1189 |
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MALINOVSKII,
V. K. |
Probabilities
of ruin when the safety loading tends to zero |
885–923 |
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MALLER,
R. A. see DONEY, R. A. |
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MANDJES,
M. AND BORST, S. |
Overflow
behavior in queues with many long-tailed inputs |
1150–1167 |
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MARTÍNEZ,
S. see JAVIER LÓPEZ, F. |
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MAZUMDAR,
R. R. see LIKHANOV, N. |
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MIYAZAWA,
M. see CHAO, X. |
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MÖHLE,
M. |
Total
variation distances and rates of convergence for ancestral coalescent
processes in exchangeable population models |
983–993 |
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MØLLER,
J. see KENDALL, W. S. |
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MOUNTFORD,
T. S. see PRABHAKAR, B. |
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NEUTS,
M. F., PÉREZ-OCÓN, R. AND TORRES-CASTRO, I. |
Repairable
models with operating and repair times governed by phase type distributions |
468–479 |
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PAKES,
A. G. |
The
number and sum of near-maxima for thin-tailed populations |
1100–1116 |
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PEDERSEN,
A.-M. K. see JENSEN, J. L. |
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PENG,
L. see GELUK, J. L. |
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PÉREZ-OCÓN,
R. see NEUTS, M. F. |
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PRABHAKAR,
B., BAMBOS, N. AND MOUNTFORD, T. S. |
The
synchronization of Poisson processes and queueing networks with service and
synchronization nodes |
824–843 |
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PUGLIESE,
A. see BARBOUR, A. D. |
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PUHALSKII,
A. A. AND REIMAN, M. I. |
The
multiclass GI/PH/N queue in the Halfin–Whitt regime |
564–595 |
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QUINE,
M. P. AND SZCZOTKA, W. |
A
general linear birth and growth model |
1027–1050 |
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REIMAN,
M. I. see PUHALSKII, A. A. |
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ROLSKI,
T. see DALEY, D. J. |
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ROUSSIGNOL,
M. see COCOZZA-THIVENT, C. |
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RUIZ-MEDINA,
M. D. see ANGULO, J. M. |
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RYAN,
R. see SIGMAN, K. |
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SANZ,
G. see JAVIER LÓPEZ, F. |
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SHAKED,
M. see DENUIT, M. |
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SIGMAN,
K. AND RYAN, R. |
Continuous-time
monotone stochastic recursions and duality |
426-445 |
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SIMONIAN,
A. see DUMAS, V. |
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STADJE,
W. see ASSAF, D. |
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SZCZOTKA,
W. see QUINE, M. P. |
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TEH,
Y. C. see LAWS, C. N. |
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TORRES-CASTRO,
I. see NEUTS, M. F. |
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VESILO,
R. see DALEY, D. J. |
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WANG,
H. see GLASSERMAN, P. |
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XIAO,
B. see FENG, Y. |
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YAO,
J.-F. AND ATTALI, J.-G. |
On
stability of nonlinear AR processes with Markov switching |
394–407 |
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YIN,
G. |
Convergence
of a global stochastic optimization algorithm with partial step size
restarting |
480–498 |
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ZWART,
A. P. |
A
fluid queue with a finite buffer and subexponential input |
221–243 |