Advances in Applied Probability
Index to Volume 33 (2001)
General Applied Probability

 

Author

Title

Pages

ALLAART, P. AND MONTICINO, M.

Optimal stopping rules for directionally reinforced processes

483-504

BALL, F. AND LYNE, O. D.

Stochastic multi-type SIR epidemics among a population partitioned into households

99-123

BARNDORFF-NIELSEN, O. E., PEDERSEN, J. AND SATO, K.-I.

Multivariate subordination, self-decomposability and stability

160-187

BARRAL, J.

Generalized vector multiplicative cascades

874-895

BOXMA, O. J. AND KURKOVA, I. A.

The M/G/1 queue with two service speeds

520-540

BUKSZÁR, J.

Upper bounds for the probability of a union by multitrees

437-452

CAI, J. see WILLMOT, G. E.

 

 

CHIARELLA, C., PASQUALI, S. AND RUNGGALDIER, W. J.

On filtering in Markovian term structure models: an approximation approach

794-809

DI CRESCENZO, A.

On random motions with velocities alternating at Erlang-distributed random times

690-701

DI NARDO, E., NOBILE, A. G., PIROZZI, E. AND RICCIARDI, L. M.

A computational approach to first-passage-time problems for Gauss-Markov processes

453-482

DUFRESNE, D.

The integral of geometric Brownian motion

223-241

DUNN, R. T. AND GLAZEBROOK, K. D.

The performance of index-based policies for bandit problems with stochastic machine availability

365-390

FUH, C.-D. AND LAI, T. L.

Asymptotic expansions in multidimensional Markov renewal theory and first passage times for Markov random walks

652-673

GLAZEBROOK, K. D. see DUNN, R. T.

 

 

GNEITING, T., SASVÁRI, Z. AND CHLATHER, M.

Analogies and correspondences between variograms and covariance functions

617-630

GORROOCHURN, P.

Post-data inference of coalescence times and segregating-site distribution in a two-island model with symmetric migration

600-616

GOUET, R., LÓPEZ, F. J. AND SAN MIGUEL, M.

A martingale approach to strong convergence of the number of records

864-873

ILLSLEY, R.

The excursions of a stationary Gaussian process outside a large two-dimensional region

141-159

JARDINE, A. K. S. see JIANG, X.

 

 

JIANG, X., MAKIS, V. AND JARDINE, A. K. S.

Optimal repair/replacement policy for a general repair model

206-222

KHMALADZE, E. AND SHINJIKASHVILI, E.

Calculation of noncrossing probabilities for Poisson processes and its corollaries

702-716

KHORUNZHY, A.

Sparse random matrices: spectral edge and statistics of rooted trees

124-140

KIM, H. S. AND SHROFF, N. B.

On the asymptotic relationship between the overflow probability and the loss ratio

836-863

KIM, J.-H. see MANDJES, M.

 

 

KURKOVA, I. A. see BOXMA, O. J.

 

 

LAI, T. L. see FUH, C.-D.

 

 

LEDOUX, J. AND TRUFFET, L.

Markovian bounds on functions of finite Markov chains

505-519

LIN, X. S. see WILLMOT, G. E.

 

 

LÓPEZ, F. J. see GOUET, R.

 

 

LYNE, O. D. see BALL, F.

 

 

MAKIS, V. see JIANG, X.

 

 

MANDJES, M. AND KIM, J.-H.

Analysis of a phase transition phenomenon in packet networks

260-280

MARTÍNEZ, S. AND YCART, B.

Decay rates and cutoff for convergence and hitting times of Markov chains with countably infinite state space

188-205

MENDIVIL, F., SHONKWILER, R. AND SPRUILL, M. C.

Restarting search algorithms with applications to simulated annealing

242-259

MENSHIKOV, M., SIDORAVICIUS, V. AND VACHKOVSKAIA, M.

A note on two-dimensional truncated long-range percolation

912-929

MITOV, K. V. AND YANEV, N. M.

Limit theorems for alternating renewal processes in the infinite mean case

896-911

MONTICINO, M. see ALLAART, P.

 

 

MORATO, L. M. AND SIRI, P.

A stochastic algorithm to compute optimal probabilities in the chaos game

423-436

NIŃO-MORA, J.

Restless bandits, partial conservation laws and indexability

76-98

NOBILE, A. G. see DI NARDO, E.

 

 

PAIGE, R. L.

Classification and lumpability in the stochastic Hopfield model

930-943

PASQUALI, S. see CHIARELLA, C.

 

 

PEDERSEN, J. see BARNDORFF-NIELSEN, O. E.

 

 

PERRY, D. AND STADJE, W.

Disasters in a Markovian inventory system for perishable items

61-75

PIAU, D.

Processus de branchement en champ moyen et réaction PCR

391-403

PIROZZI, E. see DI NARDO, E.

 

 

RAMIREZ-PEREZ, F. AND SERFLING, R.

Shot noise on cluster processes with cluster marks and studies of long range dependence

631-651

RICCIARDI, L. M. see DI NARDO, E.

 

 

RUNGGALDIER, W. J. see CHIARELLA, C.

 

 

SAN MIGUEL, M. see GOUET, R.

 

 

SASVÁRI, Z. see GNEITING, T.

 

 

SATO, K.-I. see BARNDORFF-NIELSEN, O. E.

 

 

SCHLATHER, M. see GNEITING, T.

 

 

SERFLING, R. see RAMIREZ-PEREZ, F.

 

 

SHINJIKASHVILI, E. see KHMALADZE, E.

 

 

SHONKWILER, R. see MENDIVIL, F.

 

 

SHROFF, N. B. see KIM, H. S.

 

 

SIDORAVICIUS, V. see MENSHIKOV, M.

 

 

SIRI, P. see MORATO, L. M.

 

 

SPRUILL, M. C. see MENDIVIL, F.

 

 

STADJE, W. see PERRY, D.

 

 

TRUFFET, L. see LEDOUX, J.

 

 

VACHKOVSKAIA, M. see MENSHIKOV, M.

 

 

WANG, H.

Some control problems with random intervention times

404-422

WILLMOT, G. E., CAI, J. AND LIN, X. S.

Lundberg inequalities for renewal equations

674-689

YANEV, N. M. see MITOV, K. V.

 

 

YANG, H. AND ZHANG, L.

Spectrally negative Lévy processes with applications in risk theory

281-291

YCART, B. see MARTÍNEZ, S.

 

 

ZHANG, L. see YANG, H.

 

 

ZIRBEL, C. L.

Lagrangian observations of homogeneous random environments

810-835