Journal of Applied Probability Index to Volume 37 (2000)

Author	Title	Page
Abdel-Hameed, M.	Optimal control of a dam using Pλ,τ^M policies and penalty cost when the input process is a compound Poisson process with positive drift	408–416
Abouammoh, A. M. see Bhattacharjee, M. C.
Abraham, B. and Balakrishna, N.	Estimation of limiting availability for a stationary bivariate process	696–704
Adell, J. A. and Lekuona, A.	Taylor's formula and preservation of generalized convexity for positive linear operators	765–777
Adler, R. J. and Iyer, S. K.	An exponential change of measure for the Feller diffusion and some implications for superprocesses	236–245
Ahmed, A. N. see Bhattacharjee, M. C.
Altman, E., Bhulai, S., Gaujal, B. and Hordijk, A.	Open-loop routeing to M parallel servers with no buffers	668–684
Assaf, D. and Samuel-Cahn, E.	Simple ratio prophet inequalities for a mortal with multiple choices	1084–1091
Assaf, D., Goldstein, L. and Samuel-Cahn, E.	An unexpected connection between branching processes and optimal stopping	613–626
Aven, T. and Jensen, U.	A general minimal repair model	187–197
Baggerly, K., Cox, D. and Picard, R.	Exponential convergence of adaptive importance sampling for Markov chains	342–358
Balaji, S. and Ramasubramanian, S.	Passage time moments for multi-dimensional diffusions	246–251
Balakrishna, N. see Abraham, B.
Barry, A. M. see Bhattacharjee, M. C.
Belyaev, Y. and Sjöstedt-de Luna, S.	Weakly approaching sequences of random distributions	807–822
Bhattacharjee, M. C., Abouammoh, A. M., Ahmed, A. N. and Barry, A. M.	Preservation results for life distributions based on comparisons with asymptotic remaining life under replacements	999–1009
Bhulai, S. see Altman, E.
Böhm, W.	The correlated random walk with boundaries: A combinatorial solution	470–479
Borovkov, K. and Vere-Jones, D.	Explicit formulae for stationary distributions of stress release processes	315–321
Boutsikas, M. V. and Koutras, M. V.	Generalized reliability bounds for coherent structures	778–794
Brémaud, P.	An insensitivity property of Lundberg's estimate for delayed claims	914–917
Browne, S.	Stochastic differential portfolio games	126–147
Browning, S.	A Monte Carlo approach to calculating probabilities for continuous identity by descent data	850–864
Brun, O. and Garcia, J.-M.	Analytical solution of finite capacity M/D/1 queues	1092–1098
Bruss, F. T. and Paindaveine, D.	Selecting a sequence of last successes in independent trials	389–399
Cai, J. and Kalashnikov, V.	NWU property of a class of random sums	283–289
Cha, J. H.	On a better burn-in procedure	1099–1103
Chang, W.-B. and Gubner, J. A.	Poisson limits and nonparametric estimation for pairwise interaction point processes	252–260
Chen, C. and Karlin, S.	Poisson approximations for conditional r-scan lengths of multiple renewal processes and applications to marker arrays in biomolecular sequences	865–880
Chen, T. and Seneta, E.	A refinement of multivariate Bonferroni-type inequalities	276–282
Choi, B. D. and Kim, B.	Sharp results on convergence rates for the distribution of GI/M/1/K queues as K tends to infinity	1010–1019
Cottrell, M. and Turova, T. S.	Use of an hourglass model in neuronal coding	168–186
Cox, D. see Baggerly, K.
Crosbie, J. H. and Glazebrook, K. D.	Evaluating policies for generalised bandits via a notion of duality	540–546
Csáki, E., Csörgő, M., Földes, A. and Révész, P.	Asymptotic properties of integral functionals of geometric stochastic processes	480–493
Csörgő, M. see Csáki, E.
Darlington, S. J. and Pollett, P. K.	Quasistationarity in continuous-time Markov chains where absorbtion is not certain	598–600
Deelstra, G., Grasselli, M. and Koehl, P.-F.	Optimal investment strategies in a CIR framework	936–946
Delgado, R. and Jolis, M.	Weak approximation for a class of Gaussian processes	400–407
Donnelly, P. and Rodrigues, E. R.	Convergence to stationarity in the Moran model	705–717
Duckworth, J. K. and Zervos, M.	An investment model with entry and exit decisions	547–559
Duffy, K. see Györfi, L.
Economou, A.	A stochastic lower bound for assemble-transfer batch service queueing networks	881–889
Embrechts, P. and Walk, H.	Recursive estimation of distributional fix-points	73–87
Erhardsson, T.	Compound Poisson approximation for the Johnson–Mehl model	101–117
Fan, J., Ghurye, S. G. and Levine, R. A.	Multicomponent lifetime distributions in the presence of ageing	521–533
Földes, A. see Csáki, E.
François, O.	Geometric inequalities for the eigenvalues of concentrated Markov chains	15–28
Gani, J.	Obituary: Sidney Jesse Yakowitz	606–611
Garcia, J.-M. see Brun, O.
Gaujal, B. see Altman, E.
Gerardi, A., Spizzichino, F. and Torti, B.	Filtering equations for the conditional law of residual lifetimes from a heterogeneous population	823–834
Ghurye, S. G. see Fan, J.
Glazebrook, K. D. see Crosbie, J. H.
Glazebrook, K. D. see Niño-Mora, J.
Glickman, H.	A best-choice problem with multiple selectors	718–735
Glynn, J. E. and Glynn, P. W.	On the behaviour of a long cascade of linear reservoirs	417–428
Glynn, P. W. see Glynn, J. E.
Gneiting, T.	Power-law correlations, related models for long-range dependence and their simulation	1104–1109
Goldstein, L. see Assaf, D.
Gouet, R., López, F. J. and Sanz, G.	Estimation of critical values in interacting particle systems	118–125
Graham, C.	Chaoticity on path space for a queueing network with selection of the shortest queue amongst several	198–211
Grasselli, M. see Deelstra, G.
Gubner, J. A. see Chang, W.-B.
Györfi, L., Rácz, A., Duffy, K., Lewis, J. T. and Toomey, F.	Distribution-free confidence intervals for measurement of effective bandwidth	224–235
Haigh, J. and Roters, M.	Optimal strategy in a dice game	1110–1116
Hayakawa, Y.	A new characterisation property of mixed Poisson processes via Berman's theorem	261–268
Heath, D. and Schweizer, M.	Martingales versus PDEs in finance: an equivalence result with examples	947–957
Hofmann, G. and Nagaraja, H. N.	Random and Poisson paced record models in the F^α setup	374–388
Holden, L.	Convergence of Markov chains in the relative supremum norm	1074–1083
Hordijk, A., Liu, Z. and Towsley, D.	Smoothing effect of the superposition of homogeneous sources in tandem networks	900–913
Hordijk, A. see Altman, E.
Howard, C. D.	Lower bounds for point-to-point wandering exponents in Euclidean first-passage percolation	1061–1073
Howard, C. D.	Zero-temperature Ising spin dynamics on the homogeneous tree of degree three	736–747
Itoh, Y., Maehara, H. and Tokushige, N.	Oriented graphs generated by random points on a circle	534–539
Iyer, S. K. see Adler, R. J.
Jagers, P. and Sagitov, S.	The growth of general population-size-dependent branching processes year by year	1–14
Jensen, U. see Aven, T.
Jolis, M. see Delgado, R.
Kalashnikov, V. see Cai, J.
Karlin, S. see Chen, C.
Kella, O.	Non-product form of two-dimensional fluid networks with dependent Lévy inputs	1117–1122
Khaledi, B. E. and Kochar, S.	Some new results on stochastic comparisons of parallel systems	1123–1128
Kim, B. see Choi, B. D.
Kim, S.-T.	A use of the Stein–Chen method in time series analysis	1129–1136
Klebanov, L. B., Mittnik, S., Rachev, S. T. and Volkovich, V. E.	A new representation for the characteristic function of strictly geo-stable vectors	1137–1142
Kochar, S. see Khaledi, B. E.
Koehl, P.-F. see Deelstra, G.
Kolassa, J. E.	Explicit bounds for geometric convergence of Markov chains	642–651
Konstantopolous, T. and Last, G.	On the dynamics and performance of stochastic fluid systems	652–667
Korezlioglu, H. see van Dijk, N. M.
Koutras, M. V. see Boutsikas, M. V.
Krone, S. M. and Neuhauser, C.	A spatial model of range-dependent succession	1044–1060
Kühne, R. and Rüschendorf, L.	Optimal stopping with discount and observation costs	64–72
Lamberton, D. and Rogers, L. C. G.	Optimal stopping and embedding	1143–1148
Last, G. see Konstantopolous, T.
Latouche, G. and Taylor, P. G.	Level–phase independence for GI/M/1-type Markov chains	984–998
Lekuona, A. see Adell, J. A.
Lenin, R. B., Parthasarathy, P. R., Scheinhardt, W. R. W. and van Doorn, E. A.	Families of birth–death processes with similar time-dependent behaviour	835–849
Levine, R. A. see Fan, J.
Lewis, J. T. see Györfi, L.
Lewis, M. E. and Puterman, M. L.	A note on bias optimality in controlled queueing systems	300–305
Li, H.	Stochastic models for dependent life lengths induced by common pure jump shock environments	453–469
Li, H. and Xu, S. H.	On the dependence structure and bounds of correlated parallel queues and their applications to synchronized stochastic systems	1020–1043
Li, Z.-H.	Ornstein–Uhlenbeck type processes and branching processes with immigration	627–634
Liu, Z. see Hordijk, A.
Lladser, M. and San Martín, J.	Domain of attraction of the quasi-stationary distributions for the Ornstein–Uhlenbeck process	511–520
López, F. J. see Gouet, R.
López-Mimbela, J. A. and Wakolbinger, A.	A probabilistic proof of non-explosion of a non-linear PDE system	635–641
Luo, S.	Probabilistic aspects of SU(2)-harmonic oscillator	306–314
Lynch, J. D.	The Galton–Watson process revisited: some martingale relationships and applications	322–328
McCormick, W. P. and Qi, Y.	Asymptotic distribution for the sum and maximum of Gaussian processes	958–971
McDonald, D. and Théberge, F.	Cell loss probability for M/G/1 and time-slotted queues	1149–1156
Machado, F. P. and Popov S. Yu.	One-dimensional branching random walks in a Markovian random environment	1157–1163
Maehara, H. and Ueda, S.	On the waiting time in a janken game	601–605
Maehara, H. see Itoh, Y.
Marcheselli, M.	A generalized delta method with applications to intrinsic diversity profiles	504–510
Mittnik, S. see Klebanov, L. B.
Muselli, M.	New improved bounds for reliability of consecutive-k-out-of-n:F systems	1164–1170
Nagaraja, H. N. see Hofmann, G.
Neuhauser, C. see Krone, S. M.
Niño-Mora, J. and Glazebrook, K. D.	Assessing an intuitive condition for stability under a range of traffic conditions via a generalised Lu–Kumar network	890–899
Notohara, M.	A perturbation method for the structured coalescent with strong migration	148–167
Nuzman, C. J. and Poor, H. V.	Linear estimation of self-similar processes via Lamperti's transformation	429–452
Paindaveine, D. see Bruss, F. T.
Parthasarathy, P. R. see Lenin, R. B.
Pedersen, J. L.	Discounted optimal stopping problems for the maximum process	972–983
Piau, D.	Addendum to `Quasi-renewal estimates' for modelling DNA replication	1171–1172
Piau, D.	Quasi-renewal estimates	269–275
Picard, R. see Baggerly, K.
Pollett, P. K. see Darlington, S. J.
Poor, H. V. see Nuzman, C. J.
Popov S. Yu. see Machado, F. P.
Privault, N.	Hypothesis testing and Skorokhod stochastic integration	560–574
Puterman, M. L. see Lewis, M. E.
Qi, Y. see McCormick, W. P.
Rachev, S. T. see Klebanov, L. B.
Rácz, A. see Györfi, L.
Ramasubramanian, S. see Balaji, S.
Resnick, S. and van den Berg, E.	Weak convergence of high-speed network traffic models	575–597
Révész, P. see Csáki, E.
Roberts, G. O. and Tweedie, R. L.	Rates of convergence of stochastically monotone and continuous time Markov models	359–373
Rodrigues, E. R. see Donnelly, P.
Rogers, L. C. G.	Evaluating first-passage probabilities for spectrally one-sided Lévy processes	1173–1180
Rogers, L. C. G. see Lamberton, D.
Roters, M. see Haigh, J.
Rukhin, A. L.	Approximate entropy for testing randomness	88–100
Rüschendorf, L. and Sachs, G.	Stochastic analysis of partitioning algorithms for matching problems	494–503
Rüschendorf, L. see Kühne, R.
Sachs, G. see Rüschendorf, L.
Sagitov, S. see Jagers, P.
Samuel-Cahn, E. see Assaf, D.
San Martín, J. see Lladser, M.
Sanz, G. see Gouet, R.
Scheinhardt, W. R. W. see Lenin, R. B.
Schweizer, M. see Heath, D.
Seneta, E. see Chen, T.
Simonot, F.	Moments based approximation for the stationary distribution of a random walk in Z+ with an application to the M/GI/1/n queueing system	290–299
Sjöstedt-de Luna, S. see Belyaev, Y.
Skoulakis, G.	A general shock model for a reliability system	925–935
Sladký, K. see van Dijk, N. M.
Spizzichino, F. see Gerardi, A.
Stefanov, V. T.	On some waiting time problems	756–764
Taylor, P. G. see Latouche, G.
Théberge, F. see McDonald, D.
Tokushige, N. see Itoh, Y.
Toomey, F. see Györfi, L.
Torti, B. see Gerardi, A.
Towsley, D. see Hordijk, A.
Truffet, L.	Reduction techniques for discrete-time Markov chains on totally ordered state space using stochastic comparisons	795–806
Turner, S. R. E.	A join the shorter queue model in heavy traffic	212–223
Turova, T. S. see Cottrell, M.
Tweedie, R. L. see Roberts, G. O.
Ueda, S. see Maehara, H.
Van den Berg, E. see Resnick, S.
Van Dijk, N. M. and Korezlioglu, H.	Sensitivity analysis for Markov reward structures until entrance times	45–63
Van Dijk, N. M. and Sladký, K.	A note on uniformization for dynamic non-negative systems	329–341
Van Doorn, E. A. see Lenin, R. B.
Vere-Jones, D. see Borovkov, K.
Voit, M.	A note on the rate of convergence to equilibrium for Erlangs's model in the subcritical case	918–923
Volkovich, V. E. see Klebanov, L. B.
Wakolbinger, A. see López-Mimbela, J. A.
Walk, H. see Embrechts, P.
Weinberg, G. V.	Stein factor bounds for random variables	1181–1187
Woodroofe, M. see Wu, W. B.
Wu, W. B. and Woodroofe, M.	A central limit theorem for iterated random functions	748–755
Xu, S. H. see Li, H.
Yun, S.	The distributions of cluster functionals of extreme events in a dth-order Markov chain	29–44
Zachary, S.	Dynamics of large uncontrolled loss networks	685–695
Zervos, M. see Duckworth, J. K.