Journal of Applied Probability
Index to Vol 32 (1995)

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

 

 

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.

 

 

Ou J. see Li J.

 

 

Papadopoulos G.K. see Koutras M.V.

 

 

Papastavridis S.G. see Koutras M.V.

 

 

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.

 

 

Ross S.M. see Peköz E.A.

 

 

Roters M.

An optimal stopping problem for random walks with non-zero drift

956-959

Rudnicki R. see Loskot K.

 

 

Sackrowitz H. see Cohen A.

 

 

Schaffner A. see Geske M.

 

 

Sengupta D.

Reliability bounds for the L class and Laplace order

832-835

Shi Z. see Gruet J.

 

 

------ see Rogers L.

 

 

Skolnick A. see Geske M.

 

 

Starica C. see Resnick S.

 

 

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.

 

 

Torres Ruiz F. see Gutiérrez Jáimez R.

 

 

Tortorella M. see Marlow N.A.

 

 

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.

 

 

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.

 

 

Wittke P. see Campbell L.

 

 

Yakowitz S. see Gani J.

 

 

Yang G.L. see Lee C.

 

 

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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