Journal of Applied Probability
Index to Vol 35 (1998)

Author

Title

Page

 

 

Aalto, S.

Characterization of the output rate process for a Markovian storage model

184--199

Ahn, S. K. see Lee, E. Y.

 

 

 

 

 

Anderson, O. D. see Chen, Z. G.

 

 

 

 

 

Andersson, H. and Britton, T.

Heterogeneity in epidemic models and its effect on the spread of infection

651--661

------ and Djehiche, B.

A threshold limit theorem for the stochastic logistic epidemic

662--670

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

A series expansion approach to the inverse problem

371--382

Asmussen, S. and Turova, T. S.

Stationary properties of neural networks

783--794

Assaf, D. and Samuel-Cahn, E.

Optimal multivariate stopping rules

693--706

Barnes, G. R., Cerrito, P. B. and Levi, I.

Random walks on finite semigroups

824--832

Bäuerle, N. and Rolski, T.

A monotonicity result for the work-load in Markov-modulated queues

741--747

Baxter, L.

Dynamical systems defined on point processes

581--588

Bean, N., Green, D. and Taylor, P.

The output process of an MMPP/M/1 queue

998--1002

Benda, M.

A central limit theorem for contractive stochastic dynamical systems

200--205

Benhenni, K.

Approximating integrals of stochastic processes: extensions

843--855

Bentarzi, M. and Hallin, M.

Spectral factorization of periodically correlated MA(1) processes

46--54

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

On the inverse of Erlang's function

246--252

Bernard, P. and Wu, L.

Stochastic linearization: the theory

718--730

Bienvenüe, A.

Un principe d'invariance pour une classe de marches p-correlees sur Zd

557--565

Boland, P. J. and El-Neweihi, E.

Statistical and information based (physical) minimal repair for k out of n systems

731--740

Boucherie, R. J. and Sereno, M.

On closed support T-invariants and the traffic equations

473--481

Britton, T.

On critical vaccination coverage in multitype epidemics

1003--1006

------ see Andersson, H.

 

 

 

 

 

Brown, T. C., Hamza, K. and Xia, A.

On the variance to mean ratio for random variables from Markov chains and point processes

303--312

Bruss, F. T. and Louchard, G.

Sharp bounds for winning probabilities in the competitive rank selection problem

1007--1011

Burton, W. see Richardson, D.

 

 

 

 

 

Cerrito, P.B. see Barnes, G.R.

 

 

 

 

 

Chao, C. C., Hwang, H. K. and Liang, W. Q.

Expected measure of the union of random rectangles

495--500

Chao, X. and Zheng, S.

A result on networks of queues with customer coalescence and state-dependent signaling

151--164

Chen, H. F.

Stochastic approximation with non-additive measurement noise

407--417

Chen, Z. G. and Anderson, O. D.

Increment-vector methodology: transforming non-stationary series to stationary series

64--77

Cheng, K. see Jiang, X.

 

 

 

 

 

Chick, S. E. and Mendel, M. B.

New characterizations of the no- aging property and the ell1-isotropic model

903--910

Chong, K. S. and Lam, K.

Applying POS(i) rules to communication problems

762--769

Comets, F. and Janzura, M.

A central limit theorem for conditionally centered random fields with an application to Markov fields

608--621

Comtet, A., Monthus, C. and Yor, M.

Exponential functionals of Brownian motion and disordered systems

255--271

Cooper, W. L.

Negative binomial sums of random variables and discounted reward processes

589--599

Cruz, J. R. and Dorea, C. C. Y.

Simple conditions for the convergence of simulated annealing type algorithms

885--892

Daley, D. J. and Servi, L. D.

Idle and busy periods in stable M/M/k queues

950--962

De Jong, M.C.M. see Diekmann, O.

 

 

 

 

 

Del Moral, P.

A uniform convergence theorem for the numerical solving of the nonlinear filtering problem

873--884

Di Crescenzo, A.

First-passage-time densities and avoiding probabilities for birth-and-death processes with symmetric sample paths

383--394

Diekmann, O., De Jong, M. C. M. and Metz, J. A. J.

A deterministic epidemic model taking account of repeated contacts between the same individuals

448--462

Dippon, J.

Globally convergent stochastic optimization with optimal asymptotic distribution

395--406

Djehiche, B. see Andersson, H.

 

 

 

 

 

Doney, R. and Yor, M.

On a formula of Takacs for Brownian motion with drift

272--280

Dor, A., Greenshtein, E. and Korach, E.

Optimal and myopic search in a binary random vector

463--472

Dorea, C. C. Y. see Cruz, J. R.

 

 

 

 

 

Down, D.

On the stability of polling models with multiple servers

925--935

Dshalalow, J. H.

Queueing processes in bulk systems under D-policy

976--989

El-Neweihi, E. see Boland, P. J.

 

 

 

 

 

Ermakov, A. see Van den Berg, J.

 

 

 

 

 

Feldman, R. E. and Iyer, S. K.

Non-Gaussian density processes arising from non-Poisson systems of independent Brownian motions

213--220

Fernandez-Ponce, J. M., Kochar, S. C. and Muñoz-Perez, J.

Partial orderings of distributions based on right-spread functions

221--228

Ferrari, P. A. and Garcia, N. L.

One-dimensional loss networks and conditioned M/G/inf queues

963--975

Frey, R. and Sommer, D.

The generalization of the Geske-formula for compound options to stochastic interest rates is not trivial --- a note

501--509

Fuh, C. D. and Lai, T. L.

Wald's equations, first passage times and moments of ladder variables in Markov random walks

566--580

Garcia, N. L. see Ferrari, P. A.

 

 

 

 

 

Garren, S. T. and Richards, D. St P.

General conditions for comparing the reliability functions of systems of components sharing a common environment

124--135

Gåsemyr, J.

On identifiability in the autopsy model of reliability systems of lifemonitored and conditionally lifemonitored components

427--437

Gnedin, A. V.

On convergence and extensions of size-biased permutations

642--650

Gouweleeuw, J. M.

A minimax optimal stop rule in reliability checking

748--761

Graversen, S. E. and Peskir, G.

Optimal stopping and maximal inequalities for geometric Brownian motion

856--872

Green, D. see Bean, N.

 

 

 

 

 

Greenshtein, E. see Dor, A.

 

 

 

 

 

Grishechkin, S.

Inequalities for multinomial allocations with application to DNA fingerprinting

707--717

Grübel, R.

Hoare's selection algorithm: a Markov chain approach

36--45

Guillemin, F. and Pinchon, D.

Continued fraction analysis of the duration of an excursion in an M/M/inf system

165--183

Häggström, O. and Pemantle, R.

First passage percolation and a model for competing spatial growth

683--692

Hallin, M. see Bentarzi, M.

 

 

 

 

 

Hamza, K. see Brown, T. C.

 

 

 

 

 

Haviv, M. and Puterman, M. L.

Bias optimality in controlled queueing systems

136--150

Horváth, L.

Diffusion approximation for random walks on anisotropic lattices

206--212

Hosaka, M. see Kurano, M.

 

 

 

 

 

Huang, Y. see Kurano, M.

 

 

 

 

 

Hwang, H.K. see Chao, C. C.

 

 

 

 

 

Itoh, Y., Mallows, C. and Shepp, L.

Explicit sufficient invariants for an interacting particle system

633--641

Iyer, S. K. see Feldman, R. E.

 

 

 

 

 

Janzura, M. see Comets, F.

 

 

 

 

 

Jelenkovic, P. R. and Lazar, A. A.

Subexponential asymptotics of a Markov-modulated random walk with queueing applications

325--347

Jiang, X., Cheng, K. and Makis, V.

On the optimality of repair-cost-limit policies

936--949

Jørgensen, B. and Song, P. X.

Stationary time series models with exponential dispersion model margins

78--92

Joyce, P.

Partition structures and sufficient statistics

622--632

Kemp, A. W.

Absorption sampling and the absorption distribution

489--494

Khorshidian, K. see Soltani, A. R.

 

 

 

 

 

Kijima, M.

Hazard rate and reversed hazard rate monotonicities in continuous-time Markov chains

545--556

Kochar, S. C. see Fernandez-Ponce, J. M.

 

 

 

 

 

Kolesnik, A.

The equations of Markovian random evolution on the line

27--35

Korach, E. see Dor, A.

 

 

 

 

 

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

 

 

 

 

 

Kurano, M., Song, J., Hosaka, M. and Huang, Y.

Controlled Markov set-chains with discounting

293--302

Kyprianou, A. E.

Slow variation and uniqueness of solutions to the functional equation in the branching random walk

795--801

Lai, C. D. see Xie, M.

 

 

 

 

 

Lai, T. L. see Fuh, C. D.

 

 

 

 

 

Lam, K. see Chong, K. S.

 

 

 

 

 

Larget, B.

A canonical representation for aggregated Markov processes

313--324

Last, G. and Szekli, R.

Stochastic comparison of repairable systems by coupling

348--370

Lazar, A. A. see Jelenkovic, P. R.

 

 

 

 

 

Lee, E. Y. and Ahn, S. K.

P(mlambda) policy for a dam with input formed by a compound Poisson process

482--488

Levi, I. see Barnes, G. R.

 

 

 

 

 

Liang, W. Q. see Chao, C. C.

 

 

 

 

 

Lopez-Mimbela, J. A. and Wakolbinger, A.

Length of Galton-Watson trees and blow-up of semilinear systems

802--811

Louchard, G. see Bruss, F. T.,

 

 

 

 

 

Makis, V. see Jiang, X.

 

 

 

 

 

Mallows, C. see Itoh, Y.

 

 

 

 

 

Martin-Löf, A.

The final size of a nearly critical epidemic, and the first passage time of a Wiener process to a parabolic barrier

671--682

Mendel, M. B. see Chick, S. E.

 

 

 

 

 

Metz, J. A. J. see Diekmann, O.

 

 

 

 

 

Möhle, M.

Robustness results for the coalescent

438--447

Monthus, C. see Comtet, A.

 

 

 

 

 

Muñoz-Perez, J. see Fernandez-Ponce, J. M.

 

 

 

 

 

Nakatsuka, T.

Absorbing process in the recursive stochastic equations

418--426

O'Connell, N.

Large deviations for queue lengths at a multi-buffered resource

240--245

Olofsson, P.

The x log x condition for general branching processes

537--544

Pemantle, R. see Häggström, O.

 

 

 

 

 

Peskir, G. see Graversen, S. E.

 

 

 

 

 

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

On some multi-request move-to-front heuristics

911--918

Pinchon, D. see Guillemin, F.

 

 

 

 

 

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

 

 

 

 

 

Puterman, M. L. see Haviv, M.

 

 

 

 

 

Rahimov, I.

Multitype processes with reproduction-dependent immigration

281--292

Rhee, W. T.

Tight bound of random interval packing

990--997

Richards, D.St P. see Garren, S.T.

 

 

 

 

 

Richardson, D. and Burton, W.

A relatively quick way to simulate local random processes on a lattice

770--775

Roberts, G. O., Rosenthal, J. S. and Schwartz, P. O.

Convergence properties of perturbed Markov chains

1--11

Rolski, T. see Bäuerle, N.

 

 

 

 

 

Rosenthal, J.S. see Roberts, G.O.

 

 

 

 

 

Roters, M.

Optimal stopping in a dice game

229--235

Rothmann, M. D. and Russo, R. P.

Weak convergence on randomly deleted sets

893--902

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

 

 

 

 

 

Russo, R. P. see Rothmann, M. D.

 

 

 

 

 

Samuel-Cahn, E. see Assaf, D.

 

 

 

 

 

Scarsini, M.

Multivariate convex orderings, dependence, and stochastic equality

93--103

Schöttl, A.

Optimal stopping of a risk reserve process with interest and cost rates

115--123

Schwartz, P. O. see Roberts, G. O.

 

 

 

 

 

Sereno, M. see Boucherie, R. J.

 

 

 

 

 

Servi, L. D. see Daley, D. J.

 

 

 

 

 

Shepp, L. see Itoh, Y.

 

 

 

 

 

Simonot, F.

A comparison of the stationary distributions of GI/M/c/n and CI/M/c

510--515

Soltani, A. R. and Khorshidian, K.

Reward processes with nonlinear reward functions: asymptotic behavior

833--842

Sommer, D. see Frey, R.

 

 

 

 

 

Song, J. see Kurano, M.

 

 

 

 

 

Song, P. X. see Jørgensen, B.

 

 

 

 

 

Sriram, T. N.

Asymptotic expansions for array branching processes with applications to bootstrapping

12--26

Szekli, R. see Last, G.

 

 

 

 

 

Taylor, P. see Bean, N.

 

 

 

 

 

Taylor, P. G. see Berezner, S. A.

 

 

 

 

 

Tetzlaff, U. A. W.

On normalization constants for closed queueing networks with finite local buffers

600--607

Tweedie, R. L.

Truncation approximations of invariant measures for Markov chains

517--536

Turova, T. S. see Asmussen, S.

 

 

 

 

 

Van den Berg, J. and Ermakov, A.

On a distributed clustering process of Coffman, Courtois, Gilbert and Piret

919--924

Vermet, F.

Phase transition and law of large numbers for a non-symmetric one-dimensional random walk with self-interactions

55--63

Wakolbinger, A. see Lopez-Mimbela, J. A.

 

 

 

 

 

Walker, D. M.

The expected time until absorption when absorption is not certain

812--823

Wu, L. see Bernard, P.

 

 

 

 

 

Xia, A. see Brown, T. C.

 

 

 

 

 

Xie, M. and Lai, C. D.

On reliability bounds via conditional equalities

104--114

Xu, J. L.

Characterizations of the exponential distribution via the blocking time in a queueing system with an unreliable server

236--239

Yor, M. see Comtet, A.

 

 

 

 

 

Yor, M. see Doney, R.

 

 

 

 

 

Zeitouni, O.

Superexponential decay for the GEM process

776--781

Zheng, S. see Chao, C. C.