Journal of Applied Probability
Index to Vol 34 (1997)

Author

Title

Page


 

 

Abdel-Hameed, M.S. see Al-Mutairi, D.K.

 

 

Abramov, V.M

On a property of a refusals stream

800--805

Alexandrou, V.A. see Koutras, M.V.

 

 

Al-Khamis, T.M. see Al-Mutairi, D.K.

 

 

Al-Mutairi, D.K., Al-Khamis, T.M. and Abdel-Hameed, M.S

A Bayesian analysis of layered defense systems

449--457

Allaart, P.C

An invariant-sum characterization of Benford's law

288--291

Andersson, H. and Djehiche, B

Limit theorems for the total size of a spatial epidemic

698--710

Artalejo, J.R. and Gomez-Corral, A

Steady state solution of a single-server queue with linear repeated requests

223--233

Asmussen, S. and Klüppelberg, C

Stationary M/G/1 excursions in the presence of heavy tails

208--212

Barbour, A.D. and Phatarfod, R.M

Dimensioning a multiple hashing scheme

477--486

Barnes, J.A. and Meili, R

A stationary Poisson departure process from a minimally delayed infinite server queue with non-stationary Poisson arrivals

767--772

Bäuerle, N

Monotonicity results for MR/GI/1 queues

514--524

Bean, N.G., Kelly, F.P. and Taylor, P.G

Braess's paradox in a loss network

155--159

Berezner, S.A., Krzesinski, A.E. and Taylor, P.G

A product-form `loss network' with a form of queueing

1075--1078

Bertoin, J., Chaumont, L. and Yor, M

Two chain-transformations and their applications to quantiles

882--897

Bollobás, B. and Stacey, A

Approximate upper bounds for the critical probability of oriented percolation in two dimensions based on rapidly mixing Markov chains

859--867

Boxma, O.J. and Yechiali, U

An M/G/1 queue with multiple types of feedback and gated vacations

773--784

Bruss, F.T. and Ferguson, T.S

Multiple buying or selling with vector offers

959--973

Cai, J. and Wu, Y

Characterization of life distributions under some generalised stochastic orderings

711--719

Calvert, B., Solomon, W. and Ziedins, I

Braess's paradox in a queueing network with state-dependent routing

134--154

Calvin, J.M. and Glynn, P.W

Average case behavior of random search for the maximum

632--642

Calzolari, A. and Marchetti, F

Limit motion of an Ornstein--Uhlenbeck particle on the equilibrium manifold of a force field

924--938

Campi, M

A unique representation theorem for the conditional expectation of stationary processes and application to dynamic estimation problems

372--380}

Ceci, C. and Gerardi, A

Filtering of a branching process given its split times

565--574

Chao, X

Partial balances in batch arrival batch service and assemble-transfer queueing networks

745--752

------ see Li, W.

 

 

Chaumont, L. see Bertoin, J.

 

 

Chen, A. and Renshaw, E

The M/M/1 queue with mass exodus and mass arrivals when empty

192--207

Chen, R.-R

An extended class of time-continuous branching processes

14--23

Chen, R.W., Rosenberg, B. and Shepp, L.A

A secretary problem with two decision makers

1068--1074

Chong, K.S. and Lam, K

Cost comparison of a spectrum of self-organizing rules

583--592

Christakos, G. and Hristopulos, D.T

Stochastic indicator analysis of contaminated sites

988--1008

Coleman, J.L., Henderson, W., Pearce, C.E.M. and Taylor, P.G

A correspondence between product-form batch-movement queueing networks and single-movement networks

160--175

Costantini, C. and Spizzichino, F

Explicit solution of an optimal stopping problem: the burn-in of conditionally exponential components

267--282

Dai, Y. see Renshaw, E.

 

 

Di Matteo, I. and Orsingher, E

Detailed probabilistic analysis of the integrated three-valued telegraph signal

671--684

Dion, J.P. and Yanev, N.M

Limit theorems and estimation theory for branching processes with an increasing number of ancestors

309--327

Djehiche, B. see Andersson, H.

 

 

Dyte, D. see Phatarfod, R.M.

 

 

Ebrahimi, N

Multivariate age replacement

1032--1040

Fagiuoli, E. and Pellerey, F

Moment inequalities for sums of DMRL random variables

525--535

Feng, S

The propagation of chaos of multitype mean field interacting particle systems

346--362

Ferguson, T.S. and Melolidakis, C

Last round betting

974--987

------ see Bruss, F.T.

 

 

Fosam, E.B. and Shanbhag, D.N

Variants of the Choquet--Deny theorem with applications

101--106

Frostig, E. and Lehtonen, T

Stochastic comparisons for fork-join queues with exponential processing times

487--497

Georgii, H.-O. and Küneth, T

Stochastic comparison of point random fields

868--881

Gerardi, A. see Ceci, C.

 

 

Glynn, P.W. see Calvin, J.M.

 

 

Gomez-Corral, A. see Artalejo, J.R.

 

 

González, M. and Molina, M

On the L2-convergence of a superadditive bisexual Galton--Watson branching process

575--582

Gouet, R

Strong convergence of proportions in a multicolor Pólya urn

426--435

Graversen, S.E. and Peskir, G

On Wald-type optimal stopping for Brownian motion

66--73

Guerry, M.A

Properties of calculated predictions of grade sizes and the associated integer valued vectors

94--100

Gutiérrez, R., Ricciardi, L.M., Román, P. and Torres, F

First-passage-time densities for time-non-homogeneous diffusion processes

623--631

Henderson, W. see Coleman, J.L.

 

 

Heyde, C.C. and Yang, Y

On defining long-range dependence

939--944

Hooghiemstra, G. and Meester, L.E

The extremal index in 10 seconds

818--822

Hristopulos, D.T. see Christakos, G.

 

 

Hsiau, S.-R

Compound Poisson limit theorems for Markov chains

24--34

Jacka, S.D. see Roberts, G.O.

 

 

Kebir, Y

Laplace transforms and the renewal equation

395--403

Kella, O

Stochastic storage networks: stationarity and the feedforward case

498--507

Kelly, F.P. see Bean, N.G.

 

 

Kennedy, D.P. and Kertz, R.P

A prophet inequality for independent random variables with finite variances

945--958

Kertz, R.P. see Kennedy, D.P.

 

 

Klüppelberg, C. and Mikosch, T

Large deviations of heavy-tailed random sums with applications in insurance and finance

293--308

------ see Asmussen, S.

 

 

Koutras, M.V. and Alexandrou, V.A

Sooner waiting time problems in a sequence of trinary trials

593--609

Kratz, M.F. and Rootzén, H

On the rate of convergence for extremes of mean square differentiable stationary normal processes

908--923

Kroese, D.P

Heavy traffic analysis for continuous polling models

720--732

Krzesinski, A.E. see Berezner, S.A.

 

 

Küneth, T. see Georgii, H.-O.

 

 

Lam, K. see Chong, K.S.

 

 

Ledoux, J

A geometric invariant in weak lumpability of finite Markov chains

847--858

Lee, D.-S

Analysis of a two-queue model with Bernoulli schedules

176--191

Lefebvre, M

On the inverse of the first hitting time problem for bidimensional processes

610--622

Lehtonen, T. see Frostig, E.

 

 

Li, H. and Shaked, M

Ageing first passage times of Markov processes: a matrix approach

1--13

Li, W., Shi, D. and Chao, X

Reliability analysis of M/G/1 queueing systems with server breakdowns and vacations

546--555

Lin, G.D

On weak convergence within a family of life distributions

823--826

Lin, X. see Willmot, G.E.

 

 

Lund, R.B

The geometric convergence rate of a Lindley random walk

806--811

------ and Smith, W

A comparison of convergence rates for three models in the theory of dams

74--83

Ma, C

A note on stochastic ordering of order statistics

785--789

Marchetti, F. see Calzolari, A.

 

 

Martin, R.J. and Walker, A.M

A power-law model and other models for long-range dependence

657--670

Masuda, Y. see Sumita, U.

 

 

Mccormick, W.P

Extremes for shot noise processes with heavy tailed amplitudes

643--656

Meester, L.E. see Hooghiemstra, G.

 

 

Meili, R. see Barnes, J.A.

 

 

Melolidakis, C. see Ferguson, T.S.

 

 

Mikosch, T. see Klüppelberg, C.

 

 

Möhle, M

Fixation in bisexual models with variable population sizes

436--448

Molina, M. see González, M.

 

 

Nair, M.R. see Sabnis, S.V.

 

 

Norberg, T

On the time a Markov chain spends in a lumped state

340--345

O'Connell, N

Large deviations for departures from a shared buffer

753--766

Orsingher, E. see Di Matteo, I.

 

 

Paulsen, V

The moments of FIND

1079--1082

Pearce, C.E.M. see Coleman, J.L.

 

 

Pellerey, F. see Fagiuoli, E.

 

 

Peskir, G. see Graverson, S.E.

 

 

Petakos, K. and Tsapelas, T

Reliability analysis for systems in a random environment

1021--1031

Phatarfod, R.M., Pryde, A.J. and Dyte, D

On the move-to-front scheme with Markov dependent requests

790--794

------ see Barbour, A.D.

 

 

Pollett, P.K. see Roberts, G.O.

 

 

Pötzelberger, K. see Wang, L.

 

 

Preater, J

A perpetuity and the M/M/inf ranked server system

508--513

------

M/M/inf transience revisited

1061--1067

Pryde, A.J. see Phatarfod, R.M.

 

 

Renshaw, E. and Dai, Y

Regularity and reversibility results for birth--death--migration processes

685--697

------ see Chen, A.

 

 

Ricciardi, L.M. see Gutiérrez, R.

 

 

Richards, D.St.P. see Woodham, S.-A.

 

 

Righter, R

Stochastic scheduling for a two-machine open shop

733--744

Roberts, G.O., Jacka, S.D. and Pollett, P.K

Non-explosivity of limits of conditioned birth and death processes

35--45

Román, P. see Gutiérrez, R.

 

 

Rootzén, H. see Kratz, M.F.

 

 

Rosenberg, B. see Chen, R.W.

 

 

Ruiz-Medina, M.D. and Valderrama, M.J

Orthogonal representations of random fields and an application to geophysics data

458--476

Sabnis, S.V. and Nair, M.R

Coherent structures and unimodality

812--817

Sarkar, A

Continuity and convergence of the percolation function in continuum percolation

363--371

Schrijner, P. and van Doorn, E.A

Weak convergence of conditioned birth--death processes in discrete time

46--53

Secchi, P

Two-person red-and-black stochastic games

107--126

Selim, S.Z

Time-dependent solution and optimal control of a bulk service queue

258--266

Shaked, M. see Li, H.

 

 

------ and Wong, T

Stochastic orders based on ratios of Laplace transforms

404--419

------ ------

Stochastic comparisons of random minima and maxima

420--425

Shanbhag, D.N. see Fosam, E.B.

 

 

Shepp, L.A. see Chen, R.W.

 

 

Shi, D. see Li, W.

 

 

Simonot, F

Convergence rate for the distributions of GI/M/1/n and M/GI/1/n as n tends to infinity

1049--1060

Singh, H. and Singh, R.S

On allocation of spares at component level versus system level

283--287

Singh, R.S. see Singh, H.

 

 

Smith, W. see Lund, R.B.

 

 

Solomon, W. see Calvert, B.

 

 

Spizzichino, F. see Costantini, C.

 

 

Stacey, A. see Bollobás, B.

 

 

Sumita, U. and Masuda, Y

Tandem queues with bulk arrivals, infinitely many servers and correlated service times

248--257

Szczotka, W

Asymptotic stationarity of queueing processes

1041--1048

Tanikawa, A

On the rate of convergence of Borovkov's multidimensional ergodic Markov chain

328--339

Taylor, P.G. see Bean, N.G.

 

 

------ see Berezner, S.A.

 

 

------ see Coleman, J.L.

 

 

Tasche, D

On the second Borelli--Cantelli lemma for strongly mixing sequences of events

381--394

Tong, Y.L

Some majorization orderings of heterogeneity in a class of epidemics

84--93

Torres, F. see Gutiérrez, R.

 

 

Toyoizumi, H

Sengupta's invariant relationship and its application to waiting time inference

795--799

Tsapelas, T. see Petakos, K.

 

 

Valderrama, M.J. see Ruiz-Medina, M.D.

 

 

Van Doorn, E.A. see Schrijner, P.

 

 

Walker, A.M. see Martin, R.J.

 

 

Wang, L. and Pötzelberger, K

Boundary crossing probability for Brownian motion and general boundaries

54--65

Wang, Y.-J

A proof of the persistence criterion for a class of superprocesses

559--563

Watkins, J.C

Mechanical models for cell movement --- locomotion, translocation, migration

827--846

Willie, H

A note on single server loss systems with a superposition of inputs

213--222

Willmot, G.E. and Lin, X

Simplified bounds on the tails of compound distributions

127--133

Wong, T

Preservation of multivariate stochastic orders under multivariate Poisson shock models

1009--1020

------ see Shaked, M.

 

 

Woodham, S.-A. and Richards, D.St.P

Comparison of system reliability functions under laboratory and common operating environments

536--545

Wu, Y. see Cai, J.

 

 

Xia, A

On the rate of Poisson process approximation to a Bernoulli process

898--907

Yanev, N.M. see Dion, J.P.

 

 

Yang, Y. see Heyde, C.C.

 

 

Yechiali, U. see Boxma, O.J.

 

 

Yeh, L

The rate of occurrence of failures

234--247

Yeo, G.F

Duration of a secretary problem

556--558

Yor, M. see Bertoin, J.

 

 

Ziedins, I. see Calvert, B.