Advances in Applied Probability
Index to Volume 38 (2006)
General Applied Probability

 

Author

Title

Pages

AHN, H.-S. AND RIGHTER, R.

Dynamic load balancing with flexible workers

621–642

ANTUNES, N., FRICKER, C., GUILLEMIN, F. AND ROBERT, P.

Perturbation analysis of a variable M/M/1 queue: a probabilistic approach

263–283

ASMUSSEN, S. AND KROESE, D. P.

Improved algorithms for rare event simulation with heavy tails

545–558

BARBOUR, A. D. AND XIA, A.

Normal approximation for random sums

693–728

BARRY, D. AND LYNCH, C.

The minimax bookie: the two-horse case

899–915

BENDER, C. AND SCHOENMAKERS, J.

An iterative method for multiple stopping: convergence and stability

729–749

BORDENAVE, C.

Stability of spatial queueing systems

487–504

BOROVKOV, K. A. AND VATUTIN, V. A.

On the asymptotic behaviour of random recursive trees in random environments

1047–1070

BOXMA, O., PERRY, D., STADJE, W. AND ZACKS, S.

A Markovian growth-collapse model

221–243

D'AURIA, B. AND RESNICK, S. I.

Data network models of burstiness

373–404

DIEKER, A. B.

Applications of factorization embeddings for Lévy processes

768–791

DIMAKIS, A. AND WALRAND, J.

Sufficient conditions for stability of longest-queue-first scheduling: second-order properties using fluid limits

505–521

DOUKHAN, P., LATOUR, A. AND ORAICHI, D.

A simple integer-valued bilinear time series model

559–578

ESAULOVA, V. see FINKELSTEIN, M.

 

 

FAN-ORZECHOWSKI, X. AND FEINBERG, E. A.

Optimality of randomized trunk reservation for a problem with a single constraint

199–220

FEINBERG, E. A. see FAN-ORZECHOWSKI, X.

 

 

FINKELSTEIN, M. AND ESAULOVA, V.

Asymptotic behavior of a general class of mixture failure rates

244–262

FRICKER, C. see ANTUNES, N.

 

 

GLAZEBROOK, K. D., KIRKBRIDE, C. AND RUIZ-HERNANDEZ, D.

Spinning plates and squad systems: policies for bi-directional restless bandits

95–115

GLAZEBROOK, K. D., RUIZ-HERNANDEZ, D. AND KIRKBRIDE, C.

Some indexable families of restless bandit problems

643–672

GRIFFITHS, R. C.

Coalescent lineage distributions

405–429

GUILLEMIN, F. see ANTUNES, N.

 

 

HART, A. G., MARTÍNEZ, S. AND VIDELA, L.

A simple maximization model inspired by algorithms for the organization of genetic candidates in bacterial DNA

1071–1097

HAUSER, R., MARTÍNEZ, S. AND MATZINGER, H.

Large deviations-based upper bounds on the expected relative length of longest common subsequences

827–852

HULT, H. AND LINDSKOG, F.

On regular variation for infinitely divisible random vectors and additive processes

134–148

IRLE, A. AND SASS, J.

Optimal portfolio policies under fixed and proportional transaction costs

916–942

KAWASAKI, H. see KOBAYASHI, K.

 

 

KIM, B. AND SOHRABY, K.

Tail behavior of the queue size and waiting time in a queue with discrete autoregressive arrivals

1116–1131

KIRKBRIDE, C. see GLAZEBROOK, K. D.

 

 

KOBAYASHI, K., KAWASAKI, H. AND TAKEMURA, A.

Parallel matching for ranking all teams in a tournament

804–826

KOZUBOWSKI, T. J., MEERSCHAERT, M. M. AND PODGÓRSKI, K.

Fractional Laplace motion

451–464

KROESE, D. P. see ASMUSSEN, S.

 

 

LATOUR, A. see DOUKHAN, P.

 

 

LINDGREN, G.

Slepian models for the stochastic shape of individual Lagrange sea waves

430–450

LINDSKOG, F. see HULT, H.

 

 

LYNCH, C. see BARRY, D.

 

 

MALLOR, F. see OMEY, E.

 

 

MARTÍNEZ, S. see HART, A. G. and HAUSER, R.

 

 

MATZINGER, H. see HAUSER, R.

 

 

MEERSCHAERT, M. M. see KOZUBOWSKI, T. J.

 

 

MEESTER, R. AND TRAPMAN, P.

Estimation in branching processes with restricted observations

1098–1115

MERCADIER, C.

Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes

149–170

MÖHLE, M.

On the number of segregating sites for populations with large family sizes

750–767

MOTYER, A. J. AND TAYLOR, P. G.

Decay rates for quasi-birth-and-death processes with countably many phases and tridiagonal block generators

522–544

NEAL, P.

Stochastic and deterministic analysis of SIS household epidemics

943–968

OMEY, E., MALLOR, F. AND SANTOS, J.

Multivariate subexponential distributions and random sums of random vectors

1028–1046

ORAICHI, D. see DOUKHAN, P.

 

 

OTT, T. J.

Rate of convergence for the `square root formula' in the Internet transmission control protocol

1132–1154

PALMOWSKI, Z. AND ROLSKI, T.

On the exact asymptotics of the busy period in GI/G/1 queues

792–803

PERRY, D. see BOXMA, O.

 

 

PIAU, D.

Harmonic moments of inhomogeneous branching processes

465–486

PODGÓRSKI, K. see KOZUBOWSKI, T. J.

 

 

RESNICK, S. I. see D'AURIA, B.

 

 

ROBERT, P. see ANTUNES, N.

 

 

RØDLAND, E. A.

Exact distribution of word counts in shuffled sequences

116–133

ROLSKI, T. see PALMOWSKI, Z.

 

 

RIGHTER, R. see AHN, H.-S.

 

 

RUIZ-HERNANDEZ, D. see GLAZEBROOK, K. D.

 

 

SANTOS, J. see OMEY, E.

 

 

SASS, J. see IRLE, A.

 

 

SCHOENMAKERS, J. see BENDER, C.

 

 

SCHRÖDER, M.

On ladder height densities and Laguerre series in the study of stochastic functionals. I. Basic methods and results

969–994

SCHRÖDER, M.

On ladder height densities and Laguerre series in the study of stochastic functionals. II. Exponential functionals of Brownian motion and Asian option values

995–1027

SEKINE, J.

A note on long-term optimal portfolios under drawdown constraints

673–692

SOHRABY, K. see KIM, B.

 

 

STADJE, W. see BOXMA, O.

 

 

STIRZAKER, D.

Three-handed gambler's ruin

284–286

SUBBA RAO, S.

On some nonstationary, nonlinear random processes and their stationary approximations

1155–1172

TAKEMURA, A. see KOBAYASHI, K.

 

 

TAYLOR, P. G. see MOTYER, A. J.

 

 

TRAPMAN, P. see MEESTER, R.

 

 

VASILEIOU, A. AND VASSILIOU, P.-C. G.

An inhomogeneous semi-Markov model for the term structure of credit risk spreads

171–198

VASSILIOU, P.-C. G. see VASILEIOU, A.

 

 

VATUTIN, V. A. see BOROVKOV, K. A.

 

 

VIDELA, L. see HART, A. G.

 

 

WALRAND, J. see DIMAKIS, A.

 

 

XIA, A. see BARBOUR, A. D.

 

 

ZACKS, S. see BOXMA, O.