Advances in Applied Probability Index to Volume 37 (2005) General Applied Probability

Author	Title	Pages
ALBEVERIO, S. AND KAWASAKI, S.	On a localization property of wavelet coefficients for processes with stationary increments, and applications. I. Localization with respect to shift	938–962
ALDOUS, D. AND POPOVIC, L.	A critical branching process model for biodiversity	1094–1115
ALVAREZ, J. AND HAJEK, B.	A queue with semiperiodic traffic	160–184
ANGULO, J. M., ANH, V. V., MCVINISH, R. AND RUIZ-MEDINA, M. D.	Fractional kinetic equations driven by Gaussian or infinitely divisible noise	366–392
ANH, V. V. see ANGULO, J. M.
ARAMAN, V. F. AND GLYNN, P. W.	Diffusion approximations for the maximum of a perturbed random walk	663–680
BALAKRISHNAN, N., PAKES, A. G. AND STEPANOV, A.	On the number and sum of near-record observations	765–780
BERTOIN, J. AND MARTÍNEZ, S.	Fragmentation energy	553–570
BIGGINS, J. D. AND RAHIMZADEH SANI, A.	Convergence results on multitype, multivariate branching random walks	681–705
BLUM, M. G. B. AND FRANÇOIS, O.	Minimal clade size and external branch length under the neutral coalescent	647–662
BRÉMAUD, P., MASSOULIÉ, L. AND RIDOLFI, A.	Power spectra of random spike fields and related processes	1116–1146
BROOMS, A. C.	On the Nash equilibria for the FCFS queueing system with load-increasing service rate	461–481
BUCHMANN, B. AND KLÜPPELBERG, C.	Maxima of stochastic processes driven by fractional Brownian motion	743–764
BURNETAS, A. see ÖRMECİ, E. L.
CAI, J. AND YANG, H.	Ruin in the perturbed compound Poisson risk process under interest force	819–835
CAIRNS, B. see CHEN, A.
CHEN, A., POLLETT, P., ZHANG, H. AND CAIRNS, B.	Uniqueness criteria for continuous-time Markov chains with general transition structures	1056–1074
CHEN, Y., NG, K. W. AND TANG, Q.	Weighted sums of subexponential random variables and their maxima	510–522
CHIU, S. N. see COWAN, R.
COWAN, R. AND CHIU, S. N.	Extension of Deltheil's study on random points in a convex quadrilateral	857–858
DIEKER, A. B. AND MANDJES, M.	On asymptotically efficient simulation of large deviation probabilities	539–552
DRMOTA, M. AND HWANG, H.-K.	Profiles of random trees: correlation and width of random recursive trees and binary search trees	321–341
ECONOMOU, A.	Generalized product-form stationary distributions for Markov chains in random environments with queueing applications	185–211
ETHIER, S. N. AND LEVIN, D. A.	On the fundamental theorem of card counting, with application to the game of trente et quarante	90–107
FASEN, V.	Extremes of regularly varying Lévy-driven mixed moving average processes	993–1014
FRANÇOIS, O. see BLUM, M. G. B.
GARRIDO, J. see LI, S.
GLYNN, P. W. see ARAMAN, V. F.
GOUET, R., LÓPEZ, F. J. AND SANZ, G.	Central limit theorems for the number of records in discrete models	781–800
GUILLEMIN, F. M. see PIERA, F. J.
HAJEK, B. see ALVAREZ, J.
HAMZA, K., JACKA, S. AND KLEBANER, F.	The equivalent martingale measure conditions in a general model for interest rates	415–434
HEFFERNAN, J. AND RESNICK, S.	Hidden regular variation and the rank transform	393–414
HEYDE, C. C. AND LEONENKO, N. N.	Student processes	342–365
HWANG, H.-K. see DRMOTA, M.
ISPÁNY, M., PAP, G. AND VAN ZUIJLEN, M. C. A.	Fluctuation limit of branching processes with immigration and estimation of the means	523–538
JACKA, S. see HAMZA, K.
JACKA, S. D., LAZIC, Z. AND WARREN, J.	Conditioning an additive functional of a Markov chain to stay nonnegative. I. Survival for a long time	1015–1034
JACKA, S. D., LAZIC, Z. AND WARREN, J.	Conditioning an additive functional of a Markov chain to stay nonnegative. II. Hitting a high level	1035–1055
JACOBSEN, M.	The time to ruin for a class of Markov additive risk process with two-sided jumps	963–992
KAWASAKI, S. see ALBEVERIO, S.
KELBERT, M. YA., LEONENKO, N. N. AND RUIZ-MEDINA, M. D.	Fractional random fields associated with stochastic fractional heat equations	108–133
KLEBANER, F. see HAMZA, K.
KLÜPPELBERG, C. see BUCHMANN, B.
LANCHIER, N.	Phase transitions and duality properties of a successional model	265–278
LAZIC, Z. see JACKA, S. D.
LEONENKO, N. N. see HEYDE, C. C. and KELBERT, M. YA.
LEPELTIER, J.-P., MATOUSSI, A. AND XU, M.	Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions	134–159
LEVIN, D. A. see ETHIER, S. N.
LI, Q.-L. AND ZHAO, Y. Q.	Heavy-tailed asymptotics of stationary probability vectors of Markov chains of GI/G/1 type	482–509
LI, Q.-L. AND ZHAO, Y. Q.	Light-tailed asymptotics of stationary probability vectors of Markov chains of GI/G/1 type	1075–1093
LI, S. AND GARRIDO, J.	On a general class of renewal risk process: analysis of the Gerber–Shiu function	836–856
LINETSKY, V.	On the transition densities for reflected diffusions	435–460
LÓPEZ, F. J. see GOUET, R.
MA, C.	Spatio-temporal variograms and covariance models	706–725
MANDJES, M. see DIEKER, A. B.
MARTÍNEZ, S. see BERTOIN, J.
MASSOULIÉ, L. see BRÉMAUD, P.
MATOUSSI, A. see LEPELTIER, J.-P.
MAZUMDAR, R. R. see PIERA, F. J.
MCVINISH, R. see ANGULO, J. M.
MINAMI, N.	On the number of vertices with a given degree in a Galton–Watson tree	229–264
NG, K. W. see CHEN, Y.
NYRHINEN, H.	Power estimates for ruin probabilities	726–742
ÖRMECİ, E. L. AND BURNETAS, A.	Dynamic admission control for loss systems with batch arrivals	915–937
PAKES, A. G. see BALAKRISHNAN, N.
PAP, G. see ISPÁNY, M.
PIERA, F. J., MAZUMDAR, R. R. AND GUILLEMIN, F. M.	On product-form stationary distributions for reflected diffusions with jumps in the positive orthant	212–228
POLLETT, P. see CHEN, A.
PONTIGGIA, L.	Two-person red-and-black with bet-dependent win probabilities	75–89
POPOVIC, L. see ALDOUS, D.
RAHIMZADEH SANI, A. see BIGGINS, J. D.
RESNICK, S. see HEFFERNAN, J.
RIDOLFI, A. see BRÉMAUD, P.
RUIZ-MEDINA, M. D. see ANGULO, J. M. and KELBERT, M. YA.
SANZ, G. see GOUET, R.
SERFOZO, R. F.	Reversible Markov processes on general spaces and spatial migration processes	801–818
STEPANOV, A. see BALAKRISHNAN, N.
TANG, Q. see CHEN, Y.
VAN ZUIJLEN, M. C. A. see ISPÁNY, M.
WARREN, J. see JACKA, S. D.
XU, M. see LEPELTIER, J.-P.
YANG, H. see CAI, J.
ZHANG, H. see CHEN, A.
ZHAO, Y. Q. see LI, Q.-L.