Advances in Applied Probability Index to Volume 39 (2007) General Applied Probability

Author	Title	Pages
ÅBERG, S.	Wave intensities and slopes in Lagrangian seas	1020–1035
AITSAHLIA, F. see LAI, T. L.
ALETTI, G., MAY, C. AND SECCHI, P.	On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions	690–707
ALPARSLAN, U. T. AND SAMORODNITSKY, G.	Ruin probability with certain stationary stable claims generated by conservative flows	360–384
AYHAN, H. see MAOUI, I.
BACHMAT, E., BEREND, D., SAPIR, L. AND SKIENA, S.	Optimal boarding policies for thin passengers	1098–1114
BALL, F. AND BRITTON, T.	An epidemic model with infector-dependent severity	949–972
BARRAL, J. AND SEURET, S.	Renewal of singularity sets of random self-similar measures	162–188
BARRIEU, P. AND BELLAMY, N.	Optimal hitting time and perpetual option in a non-Lévy model: application to real options	510–530
BELLAMY, N. see BARRIEU, P.
BEREND, D. see BACHMAT, E.
BLANCHET, J. AND GLYNN, P.	Uniform renewal theory with applications to expansions of random geometric sums	1070–1097
BRITTON, T., JANSON, S. AND MARTIN-LÖF, A.	Graphs with specified degree distributions, simple epidemics and local vaccination strategies	922–948
BRITTON, T. see BALL, F.
CAI, J.	On the time value of absolute ruin with debit interest	343–359
CHEN, C. AND KARLIN, S.	r-scan statistics of a Poisson process with events transformed by duplications, deletions, and displacements	799–825
CLINE, D. B. H.	Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models. (Correction: pp. 1115–1116)	462–491
CROYDON, D. A.	The Hausdorff dimension of a class of random self-similar fractal trees	708–730
DAO-THI, T.-H. AND MAIRESSE, J.	Zero-automatic queues and product form	429–461
DE GREGORIO, A. see ORSINGHER, E.
DENISOV, D. AND SHNEER, V.	Local asymptotics of the cycle maximum of a heavy-tailed random walk	221–244
DOMBRY, C.	A weighted random walk model, with application to a genetic algorithm	550–568
FERNÁNDEZ, P. J., FERRARI, P. A. AND GRYNBERG, S. P.	Perfectly random sampling of truncated multinormal distributions	973–990
FERRARI, P. A. see FERNÁNDEZ, P. J.
FOLEY, R. D. see MAOUI, I.
FUH, C.-D.	Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift	826–852
GLYNN, P. see BLANCHET, J.
GRYNBERG, S. P. see FERNÁNDEZ, P. J.
GUO, X. AND HERNÁNDEZ-LERMA, O.	Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs	645–668
HANSEN, N. R.	Asymptotics for local maximal stack scores with general loop penalty function	776–798
HE, Q.-M. AND ZHANG, H.	On matrix exponential distributions	271–292
HERNÁNDEZ-LERMA, O. see GUO, X.
HEUNIS, A. J. see LABBÉ, C.
JAGERS, P., KLEBANER, F. C. AND SAGITOV, S.	Markovian paths to extinction	569–587
JANSON, S. see BRITTON, T.
KARLIN, S. see CHEN, C.
KLEBANER, F. C., RÖSLER, U. AND SAGITOV, S.	Transformations of Galton–Watson processes and linear fractional reproduction	1036–1053
KLEBANER, F. C. see JAGERS, P.
LABBÉ, C. AND HEUNIS, A. J.	Convex duality in constrained mean-variance portfolio optimization	77–104
LAI, T. L., YAO, Y.-C. AND AITSAHLIA, F.	Corrected random walk approximations to free boundary problems in optimal stopping	753–775
LEFÈVRE, C.	First-crossing and ballot-type results for some nonstationary sequences	492–509
LYNCH, J. see VERA, F.
MAIRESSE, J. see DAO-THI, T.-H.
MAJEWSKI, K.	Large deviation properties of constant rate data streams sharing a buffer with long-range dependent traffic in critical loading	407–428
MAKRI, F. S., PHILIPPOU, A. N. AND PSILLAKIS, Z. M.	Success run statistics defined on an urn model	991–1019
MAOUI, I., AYHAN, H. AND FOLEY, R. D.	Congestion-dependent pricing in stochastic service system	898–921
MARTIN-LÖF, A. see BRITTON, T.
MAY, C. see ALETTI, G.
ORSINGHER, E. AND DE GREGORIO, A.	Random motions at finite velocity in a non-Euclidean space	588–611
PAULSEN, J.	Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs	669–689
PHILIPPOU, A. N. see MAKRI, F. S.
PITTS, S. M. AND POLITIS, K.	Approximations for the Gerber–Shiu expected discounted penalty function in the compound Poisson risk model	385–406
POLITIS, K. see PITTS, S. M.
PSILLAKIS, Z. M. see MAKRI, F. S.
RAHIMOV, I.	Functional limit theorems for critical processes with immigration	1054–1069
RAIČ, M.	CLT-related large deviation bounds based on Stein's method	731–752
RIGAL, L. AND TRUFFET, L.	A new genetic algorithm specifically based on mutation and selection	141–161
ROBERT, C. Y.	Stochastic stability of some state-dependent growth-collapse processes	189–220
ROQUAIN, E. AND SCHBATH, S.	Improved compound Poisson approximation for the number of occurrences of any rare word family in a stationary Markov chain	128–140
RÖSLER, U. see KLEBANER, F. C.
SAGITOV, S. see JAGERS, P. and KLEBANER, F. C.
SAMORODNITSKY, G. see ALPARSLAN, U. T.
SAPIR, L. see BACHMAT, E.
SCHBATH, S. see ROQUAIN, E.
SCHRÖDER, M.	Continuous-time methods in the study of discretely sampled functionals of Lévy processes. I. The positive process case	245–270
SECCHI, P. see ALETTI, G.
SEURET, S. see BARRAL, J.
SHNEER, V. see DENISOV, D.
SKIENA, S. see BACHMAT, E.
TRUFFET, L. see RIGAL, L.
VERA, F. AND LYNCH, J.	General convex stochastic orderings and related martingale-type structures	105–127
WOERNER, J. H. C.	Inference in Lévy-type stochastic volatility models	531–549
YAO, Y.-C. see LAI, T. L.
ZHANG, H. see HE, Q.-M.