Journal of Applied Probability
Index to Vol 33 (1996)

Author	Title	Page
Alexander, K.S.	Shortest common superstrings of random strings	1112--1126
Andjel, E. and Schinazi, R.	A complete convergence theorem for an epidemic model	741--748
Asmussen, S. and Kella, O.	Rate modulation in dams and ruin problems	523--535
------ and Teugels, J.L.	Convergence rates for M/G/1 queues and ruin problems with heavy tails	1181--1190
Aven, T. see Haukas, H.
Banjevic, D.	Recursive relations for the distribution of waiting times in a Markov chain	48--56
Barbour, A.D. and Brown, T.C.	Approximate versions of Melamed's theorem	472--489
Barry, D. and Hartigan, J.A.	The minimax bookie	1093--1107
Blaszczyszyn, B. and Rolski, T.	Expansions for Markov-modulated systems and approximations of ruin probability	57--70
Böhm, W. and Panny, W.	Simple random walk statistics. Part II: Continuous time results	331--339
Borovkov, A.A.	Asymptotic expansions for functionals of dilation of point processes	573--591
Borovkov, K.A. and Pfeifer, D.	On improvements of the order of approximation in the Poisson limit theorem	146--155
------ and Vatutin, V.A.	On distribution tails and expectations of maxima in critical branching processes	614--622
Brown, T.C. see Barbour, A.D.
Cambanis, S.	Obituary	284
------ and Fakhre-Zakeri, I.	Forward and reversed time prediction of autoregressive sequences	1053--1060
Cavazos-Cadena, R. and Fernández-Gaucherand, E.	Value iteration in a class of average controlled Markov chains with unbounded costs: necessary and sufficient conditions for pointwise convergence	986--1002
Chao, X., Pinedo, M. and Shaw, D.	Networks of queues with batch service and customer coalescence	858--869
Chaudhry, M.L. and Gupta, U.C.	Performance analysis of the discrete-time GI/Geom/1/N queue	239--255
Chaudhuri, B. see Vellaisamy, P.
Chemla, J.P. see Commault, C.
Chen, H.	Rate of convergence of the fluid approximation for generalized Jackson networks	804--814
Chen, T. and Seneta, E.	Multivariate Bonferroni-type bounds	729--740
Commault, C. and Chemla, J.P.	An invariant of representations of phase-type distributions and some applications	368--381
Courcoubetis, C. and Weber, R.	Buffer overflow asymptotics for a buffer handling many traffic sources	886--903
Cowan, R., Yu, P.L.H. and Ferguson, T.S.	Restrictions on the saddle-point solution in the game of teamball	443--447
Dassios, A.	Sample quantiles of additive renewal reward processes	1018--1032
Dehay, D. and Leskow, J.	Functional limit theory for the spectral covariance estimator	1077--1092
Dekking, F.M.	An inequality for pairs of martingales and its application to fractal image coding	968--973
Dette, H.	On the generating functions of a random walk on the non-negative integers	1033--1052
Dobrow, R.P.	On the distribution of distances in recursive trees	749--757
Dominé, M.	First passage time distribution of a Wiener process with drift concerning two elastic barriers	164--175
Downham, D.Y. see Milligan, P.J.M.
Duffield, N.G.	Economies of scale in queues with sources having power-law large deviation scalings	840--857
Elshamy, M.	Stochastic models of damped vibrations	1159--1168
Fakhre-Zakeri, I. see Cambanis, S.
Falin, G.	A heterogeneous blocking system in a random environment	211--216
Ferguson, T.S. see Cowan, R.
Fernández-Gaucherand, E. see Cavazos-Cadena, R.
Ferrari, P.A. and Fontes, L.R.G.	Poissonian approximation for the tagged particle in asymmetric simple exclusion	411--419
Fontes, L.R.G. see Ferrari, P.
Gawel, B. and Kimmel, M.	The iterated Galton--Watson process	949--959
Gnedenko, B.V.	Obituary	592--599
Gnedin, A.V.	On the full information best-choice problem	678--687
Goldstein, L. and Rinott, Y.	Multivariate normal approximations by Stein's method and size bias couplings	1--17
Gonzalez, M. and Molina, M.	On the limit behaviour of a superadditive bisexual Galton--Watson branching process	960--967
Grassi, V. see Personè, V. de N.
Gripenberg, G. and Norros, I.	On the prediction of fractional Brownian motion	400--410
Guillemin, F.M., Mazumdar, R.R. and Simonian, A.D.	On heavy traffic approximations for transient characteristics of M/M/infinity queues	490--506
Gupta, U.C. see Chaudhry, M.L.
Haigh, J.	More on n-point, win-by-k games	382--387
Hanin, L.G., Klebanov, L.B. and Yakovlev, A.Yu.	Randomized multihit models and their identification	458--471
Hartigan, J.A. see Barry, D.
Haukas, H. and Aven, T.	A general formula for the downtime distribution of a parallel system	772--785
Ho, H.-C. and Hsing, T.	On the asymptotic joint distribution of the sum and maximum of stationary normal random variables	138--145
Hsing, T. see Ho, H.-C.
Hsu, I. and Walrand, J.	Dynamic bandwidth allocation for ATM switches	758--771
Hu, T.	Stochastic comparisons of order statistics under multivariate imperfect repair	156--163
Huang, D. and Spencer, N.M.	On a random vibration model	1141--1158
Hüsler, J. and Schmidt, M.	A note on the point processes of rare events	654--663
Jain, G. and Sigman, K.	A Pollaczek--Khintchine formulation for M/G/1 queues with disasters	1191--1200
Jain, K. see Nanda, A.K.
Joe, H.	Time series models with univariate margins in the convolution-closed infinitely divisible class	664--677
Karpelevitch, F.I. and Kreinin, A.Ya.	Asymptotic analysis of queueing systems with identical service	267--281
Kaspi, H. and Kella, O.	Stability of feed-forward fluid networks with Lévy input	513--522
Katzenbeisser, W. and Panny, W.	Simple random walk statistics. Part I: Discrete time results	311--330
Kella, O. and Whitt, W.	Stability and structural properties of stochastic storage networks	1169--1180
------ see Asmussen, S.
------ see Kaspi, H.
Kimmel, M. see Gawel, B.
Klebanov, L.B. see Hanin, L.G.
Kloeden, P.E., Platen, E., Schurz, H. and Sørensen, M.	On effects of discretization on estimators of drift parameters for diffusion processes	1061--1076
Konstantopoulos, T.	A local proof of the Swiss Army formula of Palm calculus	909--914
Koutras, M.V.	On a Markov chain approach for the study of reliability structures	357--367
Kreinin, A.Ya. see Karpelevitch, F.I.
Law, J.S. see Quine, M.P.
Lefèvre, C. and Utev, S.	Comparing sums of exchangeable Bernoulli random variables	285--310
Leskow, J. see Dehay, D.
Li, J.	From FIFO to LIFO: a functional ordering of service delay via arrival discipline	507--512
Lin, X.	Tail of compound distributions and excess time	184--195
Lindvall, T. and Rogers, L.C.G.	On coupling of random walks and renewal processes	122--126
Liu, D. see Zhao, Y.Q.
Liu, L. and Shi, D.-H.	Busy period in GI^X/G/infinity	815--829
Locatelli, M.	Convergence properties of simulated annealing for continuous global optimization	1127--1140
Lund, R.B.	The stability of storage models with shot noise input	830--839
Mcbeth, D.W. and Weerasinghe, A.P.N.	Finite-time optimal control of a process leaving an interval	714--728
Mazumdar, R.R. see Guillemin, F.M.
Meng, F.C.	More on optimal allocation of components in coherent systems	548--556
Milligan, P.J.M. and Downham, D.Y.	Models of superinfection and acquired immunity to multiple parasite strains	915--932
Molina, M. see Gonzalez, M.
Møller, C.M.	Integral equations for the compound distribution functions	388--399
Mori, T.F.	Bonferroni inequalities and deviations of discrete distributions	115--121
Nanda, A.K., Jain, K. and Singh, H.	On closure of some partial orderings under mixtures	698--706
------	Properties of moments for s-order equilibrium distributions	1108--1111
Norros, I. see Gripenberg, G.
O'Neill, P.	Strong approximations for some open population epidemic models	448--457
Olofsson, P.	General branching processes with immigration	940--948
Panny, W. see Katzenbeisser, W.
------ see Böhm, W.
Papangelou, F.	Large deviations and the Bayesian estimation of higher-order Markov transition functions	18--27
Peköz, E.A.	Stein's method for geometric approximation	707--713
Peng, N. F.	Spectral representations of the transition probability matrices for continuous time finite Markov chains	28--33
Penrose, M.D.	Spatial epidemics with large finite range	933--939
Personè, V. de N. and Grassi, V.	Solution of finite QBD processes	1003--1010
Peterson, W.P. and Wein, L.M.	Heavy traffic analysis of a transportation network model	870--885
Pfeifer, D. see Borovkov, K.A.
Phelan, M.J.	Birth and death on a Brownian flow: a Feller semigroup and its generator and a martingale problem	71--87
------	A Girsanov transformation for birth and death on a Brownian flow	88--100
Pinedo, M. see Chao, X.
Platen, E. and Rebolledo, R.	Principles for modelling financial markets	601--613
------ see Kloeden, P.E.
Prodinger, H.	Asymptotics of the Luria--Delbrück distribution via singularity analysis	282--283
Quine, M.P. and Law, J.S.	Exact results for a secretary problem	630--639
Rebolledo, R. see Platen, E.
Ridder, A.	Fast simulation of Markov fluid models	786--803
Righter, R.	Optimal policies for scheduling repairs and allocating hererogeneous servers	536--547
Rinott, Y. see Goldstein, L.
Rogers, L.C.G. see Lindvall, T.
Rolski, T. see Blaszczyszyn, B.
Roughan, M.	An analysis of a modified M/G/1 queue using a martingale technique	224--238
Rydén, T.	On identifiability and order of continuous-time aggregated Markov chains, Markov-modulated Poisson processes, and phase-type distributions	640--653
Schinazi, R. see Andjel, E.
Schmidli, H.	Lundberg inequalities for a Cox model with a piecewise constant intensity	196--210
Schmidt, M. see Hüsler, J.
Schurz, H. see Kloeden, P.E.
Seneta, E. see Chen, T.
------ see Warren, D.
Seshadri, S.	A sample path analysis of the delay in the M/G/C system	256--266
Sgibnev, M. S.	An infinite variance solidarity theorem for Markov renewal functions	434--438
Shaw, D. see Chao, X.
Sheu, S.-H.	A modified block replacement policy with two variables and general random minimal repair cost	557--572
Shi, D.-H. see Liu, L.
Sigman, K. see Jain, G.
Simonian, A.D. see Guillemin, F.M.
Simonot, F. and Song, Y.Q.	Characterization of convergence rates for the approximation of the stationary distribution of infinite monotone stochastic matrices	974--985
Singh, H. see Nanda, A.K.
Soltani, A.R.	Reward processes with nonlinear reward functions	1011--1017
Song, Y.Q. see Simonot, F.
Sonin, I.M.	Increasing the reliability of a machine reduces the period of its work	217--223
Sørensen, M. see Kloeden, P.E.
Spencer, N.M. see Huang, D.
Taibi, D.	Une généralisation du modèle de diffusion de Bernoulli--Laplace	688--697
Teugels, J.L. see Asmussen, S.
Tsaklidis, G.M.	The evolution of the attainable structures of a continuous time homogeneous Markov system with fixed size	34--47
Utev, S. see Lefèvre, C.
van den Berg, J.	A note on disjoint-occurrence inequalities for marked Poisson point processes	420--426
Vatutin, V.A. see Borovkov, K.A.
Vellaisamy, P. and Chaudhuri, B.	Poisson and compound Poisson approximations for random sums of random variables	127--137
Voit, M.	Asymptotic distributions for the Ehrenfest urn and related random walks	340--356
Walrand, J. see Hsu, I.
Warren, D. and Seneta, E.	Peaks and Eulerian numbers in a random sequence	101--114
Weber, R. see Courcoubetis, C.
Weerasinghe, A.P.N. see McBeth, D.W.
Wein, L.M. see Peterson, W.P.
Whitt, W. see Kella, O.
Willmot, G.E.	A non-exponential generalization of an inequality arising in queueing and insurance risk	176--183
Wittmann, R.	Superprophet inequalities for independent random variables	904--908
Yao, Y.-C.	On Kingman's characteristic functional approach to Rényi's characterization of Poisson processes	439--442
Yakovlev, A.Yu. see Hanin, L.G.
Yu, P.L.H. see Cowan, R.
Zhang, Y.	Continuity of percolation probability in infinity + 1 dimensions	427--433
Zhao, Y. Q. and Liu, D.	The censored Markov chain and the best augmentation	623--629

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