Advances in Applied Probability
Index to Volume 36 (2004)
General Applied Probability

 

Author

Title

Pages

AHN, H. S., DUENYAS, I. AND ZHANG, R. Q.

Optimal control of a flexible server

139-170

ALTMAN, E., AVRACHENKOV, K. E. AND NÚÑEZ-QUEIJA, R.

Perturbation analysis for denumerable Markov chains with application to queueing models

839-853

ASSAF, D., GOLDSTEIN, L. AND SAMUEL-CAHN, E.

Two-choice optimal stopping

1116-1147

AVI-ITZHAK, B. AND LEVY, H.

On measuring fairness in queues

919-936

AVRACHENKOV, K. E. see ALTMAN, E.

 

 

BAMBOS, N. AND MICHAILIDIS, G.

Queueing and scheduling in random environments

293-317

BARRON, Y., FROSTIG, E. AND LEVIKSON, B.

Analysis of R-out-of-N repairable systems: the case of phase-type distributions

116-138

BASAK, G. K. AND HO, K.-W. R.

Level-crossing probabilities and first-passage times for linear processes

643-666

BEDFORD, T. AND LINDQVIST, B. H.

The identifiability problem for repairable systems subject to competing risks

774-790

BIGGINS, J. D. AND KYPRIANOU, A. E.

Measure change in multitype branching

544-581

BOBROWSKI, A.

Quasi-stationary distributions of a pair of Markov chains related to time evolution of a DNA locus

57-77

BOROVKOV, A. A. AND HORDIJK, A.

Characterization and sufficient conditions for normed ergodicity of Markov chains

227-242

BUSS, S. R. AND CLOTE, P.

Solving the Fisher–Wright and coalescence problems with a discrete Markov chain analysis

1175-1197

CHATTERJEE, K. AND XU, S. H.

Technology diffusion by learning from neighbours

355-376

CHEN, A. AND RENSHAW, E.

Markovian bulk-arriving queues with state-dependent control at idle time

499-524

CHEN, A., ZHANG, H., LIU, K. AND RENNOLLS, K.

Birth–death processes with disaster and instantaneous resurrection

267-292

CLOTE, P. see BUSS, S. R.

 

 

DE IORIO, M. AND GRIFFITHS, R. C.

Importance sampling on coalescent histories. I

417-433

DE IORIO, M. AND GRIFFITHS, R. C.

Importance sampling on coalescent histories. II: Subdivided population models

434-454

DELGADO, R., LÓPEZ, F. J. AND SANZ, G.

Local conditions for the stochastic comparison of particle systems

1252-1277

DONEY, R. A. AND GRIFFIN, P. S.

Overshoots over curved boundaries. II

1148-1174

DUENYAS, I. see AHN, H. S.

 

 

DUFRESNE, D.

The log-normal approximation in financial and other computations

747-773

EUN, D. Y. AND SHROFF, N. B.

Network decomposition in the many-sources regime

893-918

FROSTIG, E.

Upper bounds on the expected time to ruin and on the expected recovery time

377-397

FROSTIG, E. see BARRON, Y.

 

 

GLEATON, J. U. AND LYNCH, J. D.

On the distribution of the breaking strain of a bundle of brittle elastic fibers

98-115

GLYNN, P. W. see ZEEVI, A.

 

 

GOLDSTEIN, L. see ASSAF, D.

 

 

GRAVEREAUX, J.-B. AND LEDOUX, J.

Poisson approximation for some point processes in reliability

455-470

GRIFFIN, P. S. see DONEY, R. A.

 

 

GRIFFITHS, R. C. see DE IORIO, M.

 

 

GUILLEMIN, F., ROBERT, P. AND ZWART, B.

Tail asymptotics for processor-sharing queues

525-543

HAMBLY, B. M. AND JORDAN, J.

A random hierarchical lattice: the series–parallel graph and its properties

824-838

HO, K.-W. R. see BASAK, G. K.

 

 

HORDIJK, A. see BOROVKOV, A. A.

 

 

JACOB, C. see LALAM, N.

 

 

JAGERS, P. see LALAM, N.

 

 

JARNER, S. F. AND YUEN, W. K.

Conductance bounds on the L2 convergence rate of metropolis algorithms on unbounded state spaces

243-266

JORDAN, J. see HAMBLY, B. M.

 

 

KLOK, M. J. see VAN DER HOFSTAD, R.

 

 

KNIGHT, F. B. AND STEICHEN, J. L.

An interference problem with application to crystal growth

725-746

KO, S.-S. AND SERFOZO, R. F.

Response times in M/M/s fork–join networks

854-871

KYPRIANOU, A. E. see BIGGINS, J. D.

 

 

LACAUX, C.

Series representation and simulation of multifractional Lévy motions

171-197

LALAM, N. AND JACOB, C.

Estimation of the offspring mean in a supercritical or near-critical size-dependent branching process

582-601

LALAM, N. AND JACOB, C. AND JAGERS, P.

Modelling the PCR amplification process by a size-dependent branching process and estimation of the efficiency

602-615

LAST, G.

Ergodicity properties of stress release, repairable system and workload models

471-498

LEDOUX, J.

Linear dynamics for the state vector of Markov chain functions

1198-1211

LEDOUX, J. see GRAVEREAUX, J.-B.

 

 

LEORATO, S. AND ORSINGHER, E.

Bose–Einstein-type statistics, order statistics and planar random motions with three directions

937-970

LEVIKSON, B. see BARRON, Y.

 

 

LEVY, H. see AVI-ITZHAK, B.

 

 

LIN, D. AND MAKIS, V.

Filters and parameter estimation for a partially observable system subject to random failure with continuous-range observations

1212-1230

LINDQVIST, B. H. see BEDFORD, T.

 

 

LIU, K. see CHEN, A.

 

 

LÓPEZ, F. J. see DELGADO, R.

 

 

LYNCH, J. D. see GLEATON, J. U.

 

 

MAKIS, V. see LIN, D.

 

 

MICHAILIDIS, G. see BAMBOS, N.

 

 

MIYAZAWA, M. AND ZHAO, Y. Q.

The stationary tail asymptotics in the GI/G/1-type queue with countably many background states

1231-1251

MIYOSHI, N.

On the subexponential properties in stationary single-server queues: a Palm-martingale approach

872-892

MÖHLE, M.

The time back to the most recent common ancestor in exchangeable population models

78-97

MORATO, L. M. AND SIRI, P.

Addendum to `A stochastic algorithm to compute optimal probabilities in the chaos game': a new convergence criterion

318-323

NÚÑEZ-QUEIJA, R. see ALTMAN, E.

 

 

ORSINGHER, E. see LEORATO, S.

 

 

PAGANONI, A. M. AND SECCHI, P.

Interacting reinforced-urn systems

791-804

RENNOLLS, K. see CHEN, A.

 

 

RENSHAW, E. see CHEN, A.

 

 

ROBERT, P. see GUILLEMIN, F.

 

 

SAKURAI, T.

Numerical inversion for Laplace transforms of functions with discontinuities

616-642

SAMORODNITSKY, G.

Maxima of continuous-time stationary stable processes

805-823

SAMUEL-CAHN, E. see ASSAF, D.

 

 

SAMUELS, S. M.

Why do these quite different best-choice problems have the same solutions?

398-416

SANZ, G. see DELGADO, R.

 

 

SECCHI, P. see PAGANONI, A. M.

 

 

SERFOZO, R. F. see KO, S.-S.

 

 

SHAKKOTTAI, S., SRIKANT, R. AND STOLYAR, A. L.

Pathwise optimality of the exponential scheduling rule for wireless channels

1021-1045

SHROFF, N. B. see EUN, D. Y.

 

 

SIRI, P. see MORATO, L. M.

 

 

SRIKANT, R. see SHAKKOTTAI, S.

 

 

STEICHEN, J. L. see KNIGHT, F. B.

 

 

STOEV, S. AND TAQQU, M. S.

Stochastic properties of the linear multifractional stable motion

1085-1115

STOLYAR, A. L. see SHAKKOTTAI, S.

 

 

TANG, Q. AND TSITSIASHVILI, G.

Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments

1278-1299

TAQQU, M. S. see STOEV, S.

 

 

TSITSIASHVILI, G. see TANG, Q.

 

 

VAN DER HOFSTAD, R. AND KLOK, M. J.

Improving the performance of third-generation wireless communication systems

1046-1084

XU, S. H. see CHATTERJEE, K.

 

 

YUEN, W. K. see JARNER, S. F.

 

 

ZEEVI, A. AND GLYNN, P. W.

Estimating tail decay for stationary sequences via extreme values

198-226

ZHANG, H. see CHEN, A.

 

 

ZHANG, R. Q. see AHN, H. S.

 

 

ZHAO, Y. Q. see MIYAZAWA, M.

 

 

ZWART, B. see GUILLEMIN, F.