Journal of Applied Probability
Index to Vol 36 (1999)

Author	Title	Page
Alfa, A. S. see Zhao, Y. Q.
Alili, S.	Asymptotic behaviour for random walks in random environments	334-349
Alpern, S., Baston, V. J. and Essegaier, S.	Rendezvous search on a graph	223-231
Artalejo, J. R. and Gomez-Corral, A.	On a single server queue with negative arrivals and request repeated	907-918
Aven, T. see Gåsemyr, J.
Ayhan, H., Limon-Robles, J. and Wortman, M. A.	On the time-dependent occupancy and backlog distributions for the GI/G/infinity queue	558-569
Ball, F.	Central limit theorems for multivariate semi-Markov sequences and processes, with applications	415-432
Ball, F. and O'Neill, P.	The distribution of general final state random variables for stochastic epidemic models	473-491
Basawa, I. V. see Huggins, R. M.
Baston, V. J. see Alpern, S.
Bertoin, J.	On overshoots and hitting times for random walks	593-600
Biagini, F. and Pratelli, M.	Local risk minimization and numéraire	1126-1139
Borges, C. F. and Peters, C. S.	Computing approximate stationary distributions for discrete Markov processes with banded infinitesimal generators	1086-1100
Borovkov, K.	On records and related processes for sequences with trends	668-681
Bovier, A.	Sharp upper bounds on perfect retrieval in the Hopfield model	941-950
Bruno, W. J. see Percus, J. K.
Bruss, F. T. and Slavtchova-Bojkova, M.	On waiting times to populate an environment and some questions of statistical inference	261-267
Butler, R. W. see Lund, R. B.
Cai, J. and Garrido, J.	A unified approach to the study of tail probabilities of compound distributions	1058-1073
Carette, P.	Modelling hierarchical systems by a continuous-time homogeneous Markov chain using two-wave panel data	644-653
Chow, Y. and Zhang, Y.	Inequalities for the score constant in matching random sequences	601-606
Clancy, D.	Outcomes of epidemic models with general infection and removal rate functions at certain stopping times	799-813
Cooper, R. B., Niu, S.-C. and Srinavasan, M. M.	Setups in polling models: does it make sense to set up if no work is waiting?	585-592
Cvitanic, J., Pham, H. and Touzi, N.	Super-replication in stochastic volatility models under portfolio constraints	523-545
Damien, P. see Walker, S.
Daudin, J. J. see Robin, S.
Di Crescenzo, A.	A probabilistic analogue of the mean value theorem and its applications to reliability theory	706-719
Dieulle, L.	Reliability of a system with Poisson inspection times	1140-1154
Dorea, C. Y. Y. and Gonçalves, C. R.	Search schemes for random optimization algorithms that preserve the asymptotic distribution	825-836
Dudin, A. and Nishimura, S.	A BMAP/SM/1 queueing system with map-input of disasters	868-881
Durrett, R. and Krugylak, S.	A new stochastic model of microsatellite evolution	621-631
Ebrahimi, N.	Stochastic properties of a cumulative damage threshold crossing model	720-732
Essegaier, S. see Alpern, S.
Fang, D. see Wang, H.-X.
Farrington, C. P. and Grant, A. D.	The distribution of time to extinction in subcritical branching processes: applications to outbreaks of infectious disease	771-779
Fierro, R., Martínez, S. and San Martín, J.	Limiting conditional and conditional invariant distributions for the Poisson process with negative drift	1194-1209
Florens-Landais, D. and Pham, H.	Large deviations in estimation of an Ornstein-Uhlenbeck model	60-77
Fricker, C., Robert, P. and Tibi, D.	On the rates of convergence of Erlang's model	1167-1184
Frishling, V. see Novikov, A.
Garrido, J. see Cai, J.
Gåsemyr, J. and Aven, T.	Asymptotic distributions for downtimes of monotone systems	814-824
Geiger, J.	Elementary new proofs of classical limit theorems for Galton-Watson processes	301-309
Gittenberger, B. and Louchard, G.	The Brownian excursion multi-dimensional local time density	350-373
Gnedin, A. V.	Sequential selection of an increasing subsequence from a sample of random size	1074-1085
Gomez-Corral, A. see Artalejo, J. R.
Gonçalves, C. R. see Dorea, C. Y. Y.
Gouet, R. and San Martín, J.	Partial orders and minimization of records in a sequence of independent random variables	965-973
Grant, A. D. see Farrington, C. P.
Gravner, J.	Recurrent ring dynamics in two-dimensional excitable cellular automata	492-511
Guerry, M. A.	Using fuzzy sets in manpower planning	155-162
Guillemin, F. and Pinchon, D.	Excursions of birth and death processes, orthogonal polynomials and continued fractions	752-770
Güllü, R. see Tüfekçi, T.
Häggström, O. and Jonasson, J.	Phase transition in the random triangle model	1101-1115
Herkenrath, U.	Generalized adaptive exponential smoothing of observations from an ergodic hidden Markov model	987-998
Heyde, C. C.	A risky asset model with strong dependence through fractal activity time	1234-1239
Ho, H.-C. and McCormick, W. P.	Asymptotic distribution of sum and maximum for Gaussian processes	1031-1044
Hong, W.-M. and Li, Z.-H.	A central limit theorem for super-Brownian motion with super-Brownian immigration	1218-1224
Huggins, R. M. and Basawa, I. V.	Extensions of the bifurcating autoregressive model for cell lineage studies	1225-1233
Imhof, J. P.	On some equalities of laws for Brownian motion with drift	682-687
Iyer, H. see Yao, Y.
Jacka, S. D.	Keeping a satellite aloft: two finite fuel stochastic control models	1-20
Jaworski, J.	Epidemic processes on digraphs of random mappings	780-798
Jensen, J. L. and Pedersen, J.	Ornstein-Uhlenbeck type processes with non-normal distribution	389-402
Jonasson, J.	The random triangle model	852-867
------ see Häggström, O.
Jones, O. D.	Continuity for multi-type branching processes with varying environments	139-145
Kang, S. and Serfozo, R. F.	Extreme values of phase-type and mixed random variables with parallel-processing examples	194-210
Kella, O. and Whitt, W.	Linear stochastic fluid network	244-260
Koehl, P.-F., Pham, H. and Touzi, N.	Hedging in discrete-time under transaction costs and continuous-time limit	163-178
Koole, G., Sparaggis, P. D. and Towsley, D.	Minimizing response times and queue lengths in systems of parallel queues	1185-1193
Kordzakhia, N. see Novikov, A.
Korilis, Y. A., Lazar, A. A. and Orda, A.	Avoiding the Braess paradox in non-cooperative networks	211-222
Krugylak, S. see Durrett, R.
Kyriakidis, E. G.	Optimal control of a truncated general immigration process through total catastrophes	461-472
Law, J. S. see Quine, M. P.
Lazar, A. A. see Korilis, Y. A.
Li, W. see Zhao, Y. Q.
Li, Z. H. see Hong, W. M.
Likhanov, N. and Mazumdar, R. R.	Cell loss asymptotics for buffers fed with a large number of independent stationary sources	86-96
Limon-Robles, J. see Ayhan, H.
Ling, S.	On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model	688-705
Liu, Z., Nain, P., Towsley, D. and Zhang, Z.-L.	Asymptotic behavior of a multiplexer fed by a long-range dependent process	105-118
Louchard, G. see Gittenberger, B.
Lund, R. B., Butler, R. W. and Paige, R. L.	Prediction of shot noise	374-388
Martínez, S. see Fierro, R.
Mazumdar, R. R. see Likhanov, N.
Manuceau, J., Troupé, M. and Vaillant, J.	On an entropy conservation principle	607-610
Massoulie, L. and Simonian, A.	Large buffer asymptotics for the queue with fractional Brownian input	894-906
McCormick, W. P. see Ho, H.-C.
Meiring, W. see Perrin, O.
Meise, C.	On spectral gap estimates of a Markov chain via hitting times and coupling	310-319
Mi, J.	Optimal active redundancy allocation in k-out-of-n system	927-933
Möhle, M.	Weak convergence to the coalescent in neutral population models	446-460
Moustakides, G. V.	Extension of Wald's first lemma to Markov processes	48-59
Nain, P. see Liu, Z.
Nishimura, S. see Dudin, A.
Niu, S.-C. see Cooper, R. B.
Novikov, A., Frishling, V. and Kordzakhia, N.	Approximations of boundary crossing probabilities for a Brownian motion	1019-1030
Nyrhinen, H.	Large deviations for the time of ruin	733-746
Olkin, I. see Rachev, S. T.
O'Neill, P. see Ball, F.
Orda, A. see Korilis, Y. A.
Paige, R. L. see Lund, R. B.
Parthasarathy, P. R. see Stadje, W.
Pedersen, J. see Jensen, J. L.
Peköz, E. A.	A note on reliability bounds via conditional inequalities	1251-1254
Percus, J. K., Percus, O. E., Bruno, W. J. and Torney, D. C.	Asymptotics of pooling design performance	951-964
Percus, O. E. see Percus, J. K.
Perrin, O. and Meiring, W.	Identifiability for non-stationary spatial structure	1244-1250
Perry, D. and Stadje, W.	Heavy traffic analysis of a queueing system with bounded capacity for two types of customers	1155-1166
Peters, C. S. see Borges, C. F.
Pham, H. see Cvitanic, J.
------ see Florens-Landais, D.
------ see Koehl, P.-F.
Pinchon, D. see Guillemin, F.
Platen, E.	Axiomatic principles for a market model	295-300
Pollett, P. K.	Quasistationary distributions for continuous time Markov chains when absorption is not certain	268-272
Pratelli, M. see Biagini, F.
Quine, M. P. and Law, J. S.	Modelling random linear nucleation and growth by a Markov chain	273-278
------ and Szczotka, W.	Existence and positivity of the limit in processes with a branching structure	132-138
Rachev, S. T. and Olkin, I.	Mass transportation problems with capacity constraints	433-445
Rahimov, I. and Yanev, G. P.	On the maximum family size in branching processes	632-643
Righter, R.	A brokered market with heterogeneous suppliers and consumers	512-522
------	A note on losses in M/GI/1/n queues	1240-1243
Robert, P. see Fricker, C.
Roberts, G. O.	A note on acceptance rate criteria for CLTs for Metropolis-Hastings algorithms	1210-1217
Robin, S. and Daudin, J. J.	Exact distribution of word occurrences in a random sequence of letters	179-193
Ross, S. M. and Seshadri, S.	Hitting time in an M/G/1 queue	934-940
Ruth, K.	Favorable red and black on the integers with a minimum bet	837-851
Sagitov, S.	The general coalescent with asynchronous mergers of ancestral lines	1116-1125
San Martín, J. see Fierro, R.
------ see Gouet, R.
Scarsini, M. and Spizzichino, F.	Simpson-type paradoxes, dependence, and ageing	119-131
Serfozo, R. F. see Kang, S.
Seshadri, S. see Ross, S. M.
Sgibnev, M. S.	On the existence of submultiplicative moments for the stationary distributions of some Markovian random walks	78-85
Simonian, A. see Massoulie, L.
Slavtchova-Bojkova, M. see Bruss, F. T.
Sparaggis, P. D. see Koole, G.
Spizzichino, F. see Scarsini, M.
Srinavasan, M. M. see Cooper, R. B.
Stadje, W.	Stationarity of a stochastic population flow model	291-294
------ and Parthasarathy, P. R.	On the convergence to stationarity of the many-server Poisson queue	546-557
------ see Perry, D.
Stefanov, V. T.	On the occurrence of composite events and clusters of points	1012-1018
Szczotka, W. see Quine, M. P.
Taylor, H. M.	The fundamental matrix for a certain random walk	320-333
Telcs, A. and Wormald, N. C.	Branching and tree indexed random walks on fractals	999-1011
Tibi, D. see Fricker, C.
Torney, D. C. see Percus, J. K.
Touzi, N. see Cvitanic, J.
------ see Koehl, P.-F.
Towsley, D. see Koole, G.
------ see Liu, Z.
Troupé, M. see Manuceau, J.
Tsaklidis, G. M.	The stress tensor and the energy of a continuous time homogeneous Markov system with fixed size	21-29
Tüfekçi, T. and Güllü, R.	An iterative approximation scheme for repetitive Markov processes	654-667
Tuffin, B.	Bounded normal approximation in simulations of highly reliable Markovian systems	974-986
Vaillant, J. see Manuceau, J.
Van der Mei, R. D.	Delay in polling systems with large switch-over times	232-243
Walker, S. and Damien, P.	Characterizations, stochastic equations, and the Gibbs sampler	747-751
Wang, C.-L.	On the transient delays of M/G/1 queues	882-893
Wang, H.-X.	Extinction of population-size-dependent branching processes in random environments	146-154
------ and D. Fang	Asymptotic behaviour for population-size-dependent branching processes in Markovian random environments	611-619
Warren, D.	The Frobenius-Harper technique in a general recurrence model	30-47
Weba, M.	Bounds for the total variation distance between the binomial and the Poisson distribution in case of medium-sized success probabilities	97-104
Wesolowski, J.	Poisson process via martingale and related characteristics	919-926
Whitt, W. see Kella, O.
Wortman, M. A. see Ayhan, H.
Wilmot, G. E.	A Laplace transform representation in a class of renewal queueing and risk processes	570-584
Wormald, N. C. see Telcs, A.
Xia, A.	A probabilistic proof of Stein's factors	287-290
Yanev, G. P. see Rahimov, I.
Yao, Y.-C. and Iyer, H.	On an inequality for the normal distribution arising in bioequivalence studies	279-286
Zachary, S. and Ziedins, I.	Loss networks and Markov random fields	403-414
Zhang, Y. see Chow, Y.
Zhang, Z.-L. see Liu, Z.
Zhao, Y. Q., Li, W. and Alfa, A. S.	Duality results for block-structured transition matrices	1045-1057
Ziedins, I. see Zachary, S.

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