Journal of
Applied Probability|
Author |
Title |
Page |
|
|
|
|
|
Aldous D. |
Darwin's log: a toy model of speciation and extinction |
279-295 |
|
Asmussen S. and Nielsen H.M. |
Ruin probabilities via local adjustment coefficients |
736-755 |
|
Asymont I., Fayolle G. and Menshikov M. |
Random walks in a quarter plane with zero drifts: transience and recurrence |
941-955 |
|
Baccelli F. and Foss S. |
On the saturation rule for the stability of queues |
494-507 |
|
Balabushkin A.N. |
Approximation to the exit probability of a continuous Gaussian process over a U-shaped boundary of increasing curvature |
429-442 |
|
Ball F. and Clancy D. |
The final outcome and temporal solution of a carrier-borne epidemic model |
304-315 |
|
------ |
The final outcome of an epidemic model with several different types of infective in a large population |
579-590 |
|
Borovkov K. |
On crossing times for multidimensional walks with skip-free components |
991-1006 |
|
Boucherie R.J. |
Product forms based on backward traffic equations |
508-518 |
|
Burton R.M. and Rösler U. |
An L_2 convergence theorem for random affine mappings |
183-192 |
|
Campbell L., Mckellips A. and Wittke P. |
Distributions and expectations of singular random variables |
1032-1040 |
|
Cao X.-R. |
State aggregation and discrete-state Markov chains embedded in a class of point processes |
39-51 |
|
Chao X. and Dai L. |
A monotonicity result for a single server loss system |
1112-1117 |
|
Chiera C. see Zeephongsekul P |
|
|
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Chiu S.N. see Cowan R. |
|
|
|
Clancy D. see Ball F. |
|
|
|
Coffey J. |
A linear birth-and-death predator-prey process |
274-277 |
|
Cohen A. and Sackrowitz H. |
On stochastic ordering of random vectors |
960-965 |
|
Cohen U. and Weissman I. |
The extremal index and clustering of high values for derived stationary sequences |
972-981 |
|
Cowan R., Chiu S.N. and Holst L. |
A limit theorem for the replication time of a DNA molecule |
296-303 |
|
Coyle A.J. and Taylor P.G. |
Tight bounds on the sensitivity of generalised semi-Markov processes with a single generally distributed lifetime |
63-73 |
|
Dai L. see Chao X. |
|
|
|
Dhar S. and Jiang X. |
Probability bounds on the finite sum of the binary sequence of order k |
1014-1027 |
|
Di Crescenzo A.G., Giorno V., Nobile A.G. and Ricciardi L.M. |
On a symmetry-based constructive approach to probability densities for two-dimensional diffusion processes |
316-336 |
|
Domine M. |
Moments of the first passage time of a Wiener process with drift between two elastic barriers |
1007-1013 |
|
Du Q. |
A monotonicity result for a single server queue subject to a Markov-modulated Poisson process |
1103-1111 |
|
Durham S. see Lee S. |
|
|
|
Ebrahimi N. and Pellerey F. |
New partial ordering of survival functions based on the notion of uncertainty |
202-211 |
|
El Karoui N. see Geman H. |
|
|
|
El-Saidi M.A. see Ghitany M.E. |
|
|
|
Elshamy M. |
Randomly perturbed vibrations |
417-428 |
|
Fan A.H. |
Sur la L^p-convergence des martingales liées au recouvrement |
668-678 |
|
Fayolle G. see Asymont I. |
|
|
|
Feng S. |
Phase transitions of some non-linear stochastic models |
193-201 |
|
Ferger D. |
The joint distribution of the running maximum and its location of D-valued Markov processes |
842-845 |
|
Foss S. see Baccelli F. |
|
|
|
Fu M.C. and Hu J.-Q. |
On unbounded hazard rates for smoothed perturbation analysis |
659-667 |
|
Gani J. and Yakowitz S. |
Error bounds for deterministic approximations to Markov processes, with applications to epidemic models |
1063-1076 |
|
Geman H., El Karoui N. and Rochet J.-C. |
Changes of num‚raire, changes of probability measure and option pricing |
443-458 |
|
Geske M., Godbole A., Schaffner A. and Skolnick A. |
Compound Poisson approximations for word patterns under Markovian hypotheses |
877-892 |
|
Ghitany M.E., El-Saidi M.A. and Khalil Z. |
Characterization of a general class of life-testing models |
548-553 |
|
Giorno V. see Di Crescenzo A.G. |
|
|
|
Glasserman P. and Yao D. |
Stochastic vector difference equations with stationary coefficients |
851-866 |
|
Glazebrook K.D. and Greatrix S. |
On transforming an index for generalised bandit problems |
168-182 |
|
Godbole A. see Geske M. |
|
|
|
Goldie C.M. |
Asymptotics of the Luria-Delbrück distribution |
840-841 |
|
Gong W.B. see Nananukul S. |
|
|
|
Gorostiza L.G., Hochberg K.J. and Wakolbinger A. |
Persistence of a critical super-2 process |
534-540 |
|
Greatrix S. see Glazebrook K.D. |
|
|
|
Gruet J. and Shi Z. |
Some asymptotic results for exponential functionals of Brownian motion |
930-940 |
|
Guibert J. |
Correction to JAP 31 (1994) 1134-1139 |
278-277 |
|
Gutiérrez Jáimez R., Román Román P. and Torres Ruiz F. |
A note on the Volterra integral equation for the first-passage-times probability density |
635-648 |
|
Hambly B.M. |
On constant tail behaviour for the limiting random variable in a supercritical branching process |
267-273 |
|
Hamza K. and Klebaner F.C. |
Conditions for integrability of Markov chains |
541-547 |
|
Harrison P.G. and Pitel E. |
Response time distributions in tandem G-networks |
224-246 |
|
Heyman D. |
A decomposition theorem for infinite stochastic matrices |
893-901 |
|
Hines W.G.S. |
Comment on `Mutations, perturbations and evolutionarily stable strategies' |
836-839 |
|
Hochberg K.J. see Gorostiza L.G. |
|
|
|
Holst L. see Cowan R. |
|
|
|
Homble P. and McCormick W.P. |
Weak limit results for the extremes of a class of shot noise processes |
707-726 |
|
Hu J.-Q. see Fu M.C. |
|
|
|
Hunt P.J. |
Pathological behaviour in loss networks |
519-533 |
|
Hüsler J. |
A note on a model for restoring a destroyed region |
756-767 |
|
Igaki N., Sumita U. and Kowada M. |
Analysis of Markov renewal shock models |
821-831 |
|
Jacka S. and Roberts G. |
Weak convergence of conditioned processes on a countable state space |
902-916 |
|
Jakeman E., Phayre S. and Renshaw E. |
The evolution and measurement of a population of pairs |
1048-1062 |
|
Jalali A. and Pemberton J. |
Mixture models for time series |
123-138 |
|
Ji S. see Wang Y.H. |
|
|
|
Jiang X. see Dhar S. |
|
|
|
Joyce P. |
Robustness of the Ewens sampling formula |
609-622 |
|
Kalamkar V.A. |
Minification processes with discrete marginals |
692-706 |
|
Khalil Z. see Ghitany M.E. |
|
|
|
Kimura M. |
Obituary |
1141-1143 |
|
Klebaner F.C. see Hamza K. |
|
|
|
Koç C. |
Recurring-with-carry sequences |
966-971 |
|
Kofman D. and Korexlioglu H. |
Some EATA properties for marked point processes |
922-929 |
|
Kolonko M. |
A piecewise Markovian model for simulated annealing with stochastic cooling schedules |
649-658 |
|
Konstantopoulos T. and Zazanis M. |
A discrete time proof of Neveu's exchange formula |
917-921 |
|
Korexlioglu H. see Kofman D. |
|
|
|
Koutras M.V., Papadopoulos G.K. and Papastavridis S.G. |
Runs on a circle |
396-404 |
|
Kowada M. see Igaki N. |
|
|
|
Lam Y. |
An optimal inspection-repair-replacement policy for standby systems |
212-223 |
|
Lee C. and Yang G.L. |
A multitype irreversible age-dependent branching process and its applications |
591-608 |
|
Lee S., Durham S. and Lynch J. |
On the calculation of the reliability of general load sharing systems |
777-792 |
|
Lefebvre M. |
Problčmes de premier passage résolubles par la méthode de séparation des variables |
337-348 |
|
Lefevre C. and Utev S. |
On a conjecture for the non-existence of the expectation of randomly stopped sums |
1138-1140 |
|
Li J. and Ou J. |
Characterizing the idle-period distribution of GI/G/1 queues |
247-255 |
|
Li X. and Tang S. |
General necessary conditions for partially observed optimal stochastic controls |
1118-1137 |
|
Lin G. |
On weak convergence within a Lorenz ordering family of distributions |
1028-1031 |
|
Loskot K. and Rudnicki R. |
Limit theorems for stochastically perturbated dynamical systems |
459-469 |
|
Lynch J. see Lee S. |
|
|
|
Marlow N.A. and Tortorella M. |
Some general characteristics of two-state reliability models for maintained systems |
805-820 |
|
Martinez S. and Vares M.E. |
A Markov chain associated with the minimal quasi-stationary distribution of birth-death chains |
25-38 |
|
Masse B. |
Invariance principle for the deviation between the probability content and the interior points proportion of a random convex hull |
1041-1047 |
|
McCormick W.P. see Homble P. |
|
|
|
Mckellips A. see Campbell L. |
|
|
|
Meester R. |
Equality of critical densities in continuum percolation |
90-104 |
|
Menshikov M. see Asymont I. |
|
|
|
Mi J. |
Limiting behavior of some measures of system availability |
482-493 |
|
Miyazawa M. |
Note on generalizations of Mecke's formula and extensions of H = lambda G |
105-122 |
|
Moller C.M. |
Stochastic differential equations for ruin probabilities |
74-89 |
|
Nananukul S. and Gong W.B. |
The mean waiting time of a GI/G/1 queue in light traffic via random thinning |
256-266 |
|
Nielsen H.M. see Asmussen S. |
|
|
|
Niemiro W. |
Tail events of simulated annealing Markov chains |
867-876 |
|
Nobile A.G. see Di Crescenzo A.G. |
|
|
|
Oommen B.J. see Valiveti R.S. |
|
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|
Ou J. see Li J. |
|
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Papadopoulos G.K. see Koutras M.V. |
|
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Papastavridis S.G. see Koutras M.V. |
|
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|
Peköz E.A. and Ross S.M. |
A simple derivation of exact reliability formulas for linear and circular consecutive-k-of-n:F systems |
554-557 |
|
Pellerey F. see Ebrahimi N. |
|
|
|
Pemberton J. see Jalali A. |
|
|
|
Phayre S. see Jakeman E. |
|
|
|
Pierre Loti Viaud D. |
Random perturbations of recursive sequences with an application to an epidemic model |
559-578 |
|
Pitel E. see Harrison P.G. |
|
|
|
Renshaw E. see Jakeman E. |
|
|
|
Resnick S. and Starica C. |
Consistency of Hill's estimator for dependent data |
139-167 |
|
Ricciardi L.M. see Di Crescenzo A.G. |
|
|
|
Rising W. |
Geometric Markov chains |
349-374 |
|
Roberts G. see Jacka S. |
|
|
|
Rochet J.-C. see Geman H. |
|
|
|
Rodrigues E.R. |
Convergence to stationary state for the move-to-front scheme under dependent request sequences |
768-776 |
|
------ |
The performance of the move-to-front scheme under some particular forms of Markov requests |
1089-1102 |
|
Rogers L. and Shi Z. |
The value of an Asian option |
1077-1088 |
|
Román Román P. see Gutiérrez Jáimez R. |
|
|
|
Rösler U. see Burton R.M. |
|
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|
Ross S.M. see Peköz E.A. |
|
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|
Roters M. |
An optimal stopping problem for random walks with non-zero drift |
956-959 |
|
Rudnicki R. see Loskot K. |
|
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Sackrowitz H. see Cohen A. |
|
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|
Schaffner A. see Geske M. |
|
|
|
Sengupta D. |
Reliability bounds for the L class and Laplace order |
832-835 |
|
Shi Z. see Gruet J. |
|
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|
------ see Rogers L. |
|
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Skolnick A. see Geske M. |
|
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|
Starica C. see Resnick S. |
|
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|
Stefanov V.T. |
Mean passage times for tridiagonal transition matrices |
846-849 |
|
Sumita U. see Igaki N. |
|
|
|
Svensson A. |
On the asymptotic size and duration of a class of epidemic models |
11-24 |
|
Séva M. |
On the local limit theorem for non-uniformly ergodic Markov chains |
52-62 |
|
Taib Z. |
Branching processes and functional differential equations determining steady-size distributions in cell populations |
1-10 |
|
Takács L. |
Limit distributions for the Bernoulli meander |
375-395 |
|
Tang S. see Li X. |
|
|
|
Taylor P.G. see Coyle A.J. |
|
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|
Torres Ruiz F. see Gutiérrez Jáimez R. |
|
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Tortorella M. see Marlow N.A. |
|
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|
Utev S. see Lefevre C. |
|
|
|
Valiveti R.S., Oommen B.J. and Zgierski J.R. |
Adaptive linear list reorganization under a generalized query system |
793-804 |
|
Vares M.E. see Martinez S. |
|
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|
Wakolbinger A. see Gorostiza L.G. |
|
|
|
Wang Y.H. and Ji S. |
Limit theorems for the number of occurrences of consecutive k successes |
727-735 |
|
Weissman I. |
Records from a power model of independent observations |
982-990 |
|
------ see Cohen U. |
|
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|
Wittke P. see Campbell L. |
|
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Yakowitz S. see Gani J. |
|
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|
Yang G.L. see Lee C. |
|
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|
Yao D. see Glasserman P. |
|
|
|
Yor M. |
The distribution of Brownian quantiles |
405-416 |
|
Zajic T. |
Large exceedences for uniformly recurrent Markov-additive processes and strong-mixing stationary processes |
679-691 |
|
Zazanis M. see Konstantopoulos T. |
|
|
|
Zeephongsekul P. and Chiera C. |
Optimal software release policy based on a two-person game of timing |
470-481 |
|
Zeifman A.I. |
On the estimation of probabilities for birth and death processes |
623-634 |
|
Zgierski J.R. see Valiveti R.S. |
|
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