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Advances in
Applied Probability
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Author |
Title |
Pages |
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ALFA, A. S. see LIU, B. |
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ANSELL, P. S. see GLAZEBROOK, K. D. |
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BARBOUR, A. D., NOVAK, S. Y. AND
XIA, A. |
Compound Poisson approximation for
the distribution of extremes |
223-240 |
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BÄUERLE, N. |
Optimal control of queueing
networks: an approach via fluid models |
313-328 |
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BELZUNCE, F., ORTEGA, E.-M. AND
RUIZ, J. M. |
On ageing properties of first-passage
times of increasing Markov processes |
241-259 |
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BOUTSIKAS, M. V. AND VAGGELATOU,
E. |
On the distance between
convex-ordered random variables, with applications |
349-374 |
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BRÉMAUD, P. AND MASSOULIÉ, L. |
Power spectra of general shot noises
and Hawkes point processes with a random excitation |
205-222 |
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DEVROYE, L. AND NEININGER, R. |
Density approximation and exact
simulation of random variables that are solutions of fixed-point equations |
441-468 |
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DUMAS, V., GUILLEMIN, F. AND ROBERT,
P. |
A Markovian analysis of
additive-increase multiplicative-decrease algorithms |
85-111 |
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DUPUIS, P. AND WANG, H. |
Optimal stopping with random
intervention times |
141-157 |
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FAGERHOLM, H. AND HÖGNÄS, G. |
Stability classification of a Ricker
model with two random parameters |
112-127 |
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GAUTHIER, L. |
Excursions height- and
length-related stopping times, and application to finance |
846-868 |
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GLAZEBROOK, K. D., NIÑO-MORA, J.
AND ANSELL, P. S. |
Index policies for a class of discounted
restless bandits |
754-774 |
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GÓMEZ-CORRAL, A. |
On a tandem G-network with
blocking |
626-661 |
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GUILLEMIN, F. see DUMAS, V. |
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GUILLOTIN-PLANTARD, N. |
Large deviations for a Markov
chain in a random landscape |
375-393 |
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HÖGNÄS, G. see FAGERHOLM, H. |
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HORST, U. |
Asymptotics of locally-interacting
Markov chains with global signals |
416-440 |
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HUANG, H. |
Error bounds on multivariate
normal approximations for word count statistics |
559-586 |
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HULT, H. AND LINDSKOG, F. |
Multivariate extremes, aggregation
and dependence in elliptical distributions |
587-608 |
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IKSANOV, A. M. AND JUREK, Z. J. |
On fixed points of Poisson shot
noise transforms |
798-825 |
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JUREK, Z. J. see IKSANOV, A. M. |
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KOCHAR, S. C., LI, X. AND SHAKED,
M. |
The total time on test transform
and the excess wealth stochastic orders of distributions |
826-845 |
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KONSTANTOPOULOS, T. AND
RICHARDSON, G. S. |
Conditional limit theorems for
spectrally positive Lévy processes |
158-178 |
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LEHMANN, A. |
Smoothness of first passage time
distributions and a new integral equation for the first passage time density
of continuous Markov processes |
869-887 |
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LI, X. see KOCHAR, S. C. |
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LINDSKOG, F. see HULT, H. |
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LIU, B. AND ALFA, A. S. |
A fluid model with data message
discarding |
329-348 |
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MANNERSALO, P., NORROS, I. AND
RIEDI, R. H. |
Multifractal products of
stochastic processes: construction and some basic properties |
888--903 |
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MASSOULIÉ, L. see BRÉMAUD, P. |
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MITRA, P. see RAMANAN, K. |
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MYLLÄRI, T. |
Limit distributions for the number
of leaves in a random forest |
904--922 |
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NEININGER, R. see DEVROYE, L. |
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NIÑO-MORA, J. see GLAZEBROOK, K.
D. |
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NORROS, I. see MANNERSALO, P. |
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NOVAK, S. Y. see BARBOUR, A. D. |
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OMEY, E. AND TEUGELS, J. L. |
Weighted renewal functions: a
hierarchical approach |
394--415 |
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ORTEGA, E.-M. see BELZUNCE, F. |
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PAPADATOS, N. AND PAPATHANASIOU,
V. |
Poisson approximation for a sum of
dependent indicators: an alternative approach |
609-625 |
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PAPATHANASIOU, V. see PAPADATOS, N. |
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PLATEN, E. |
Arbitrage in continuous complete
markets |
540-558 |
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RAMANAN, K., SENGUPTA, A., ZIEDINS,
I. AND MITRA, P. |
Markov random field models of
multicasting in tree networks |
58-84 |
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RICHARDSON, G. S. see
KONSTANTOPOULOS, T. |
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RIEDI, R. H. see MANNERSALO, P. |
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ROBERT, P. see DUMAS, V. |
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RUIZ, J. M. see BELZUNCE, F. |
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RUKHIN, A. L. |
Distribution of the number of
words with a prescribed frequency and tests of randomness |
775-797 |
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SENGUPTA, A. see RAMANAN, K. |
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SHAKED, M. see KOCHAR, S. C. |
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STEGEMAN, A. |
Extremal behavior of heavy-tailed ON-periods
in a superposition of ON/OFF processes |
179-204 |
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TEUGELS, J. L. see OMEY, E. |
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VAGGELATOU, E. see BOUTSIKAS, M.
V. |
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WANG, H. see DUPUIS, P. |
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WEERASINGHE, A. P. N. |
Stationary stochastic control for
Itô processes |
128-140 |
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XIA, A. see BARBOUR, A. D. |
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YIN, G. AND ZHANG, H. |
Countable-state-space Markov
chains with two time scales and applications to queueing systems |
662-688 |
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ZHANG, H. see YIN, G. |
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ZIEDINS, I. see RAMANAN, K. |
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