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Journal of
Applied Probability |
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Author |
Title |
Page |
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ALFA, A. S. AND CASTRO, I. T. |
Discrete-time analysis of a
repairable machine |
503-516 |
|
ANH, V. V., HEYDE, C. C. AND
LEONENKO, N. N. |
Dynamic models of long-memory
processes driven by Lévy noise |
730-747 |
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AYHAN, H. see LEWIS, M. E. |
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BALL, F., MILNE, R. K. AND YEO, G.
F. |
Multivariate semi-Markov analysis
of burst properties of multiconductance single ion channels |
179-196 |
|
BARBOT, N. AND SERICOLA, B. |
Stationary solution to the fluid
queue fed by an M/M/1 queue |
359-369 |
|
BARINGHAUS, L. AND GRÜBEL, R. |
From matchbox to bottle: a storage
problem |
650-656 |
|
BASSAN, B., KOCHAR, S. AND
SPIZZICHINO, F. |
Some bivariate notions of IFR and
DMRL and related properties |
533-544 |
|
BELZUNCE, F. AND RUIZ, J.-M. |
Multivariate dispersive ordering
of epoch times of nonhomogeneous Poisson processes |
637-643 |
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BLONDIA, C. see VAN HOUDT,
B. |
|
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BOLAND, P. J., SINGH, H. AND
CUKIC, B. |
Stochastic orders in partition and
random testing of software |
555-565 |
|
BONIN, O. |
Large deviation theorems for
weighted sums applied to a geographical problem |
251-260 |
|
BOROVKOV, K. AND NOVIKOV, A. |
On a new approach to calculating
expectations for option pricing |
889-895 |
|
BOUCHERIE, R. J. see
HUISMAN, T. |
|
|
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BRATIYCHUK, M. |
Remarks on the absolute maximum of
a Lévy process |
282-295 |
|
BRÉMAUD, P., NAPPO, G. AND
TORRISI, G. L. |
Rate of convergence to equilibrium
of marked Hawkes processes |
123-136 |
|
BRUN, O. see GARCIA, J.-M. |
|
|
|
CAI, J. |
Ruin probabilities with dependent
rates of interest |
312-323 |
|
CARLTON, M. A. |
A family of densities derived from
the three-parameter Dirichlet process |
764-774 |
|
CASTRO, I. T. see ALFA, A.
S. |
|
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CECI, C. AND GERARDI, A. |
Conditional law of a branching
process observing a subpopulation |
112-122 |
|
CHANG, Y. M. see FU, J. C. |
|
|
|
CHEN, A. Y. |
Ergodicity and stability of
generalised Markov branching processes with resurrection |
786-803 |
|
CHEN, J. T. see SENETA, E. |
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CHOI, B. D. see HWANG, G.
U. |
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COMMAULT, C. AND MOCANU, S. |
A generic property of phase-type
representations |
775-785 |
|
CUKIC, B. see BOLAND, P. J. |
|
|
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DADUNA, H. AND SZEKLI, R. |
Conditional job-observer property
for multitype closed queueing networks |
865-881 |
|
DEL PUERTO, I. see
GONZÁLEZ, M. |
|
|
|
DI CRESCENZO, A. AND LONGOBARDI,
M. |
Entropy-based measure of
uncertainty in past lifetime distributions |
434-440 |
|
DUNSMUIR, W. T. M., MEYN, S. P.
AND ROBERTS, G. |
Obituary: Richard Lewis Tweedie |
441-454 |
|
EICHELSBACHER, P. AND GANESH, A. |
Bayesian inference for Markov
chains |
91-99 |
|
FEARNHEAD, P. |
The common ancestor at a
nonneutral locus |
38-54 |
|
FOLEY, R. D. see LEWIS, M.
E. |
|
|
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FU, J. C. AND CHANG, Y. M. |
On probability generating
functions for waiting time distributions of compound patterns in a sequence
of multistate trials |
70-80 |
|
GANESH, A. see
EICHELSBACHER, P. |
|
|
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GANI, J. |
Obituary: Maurice Stevenson
Bartlett |
664-670 |
|
GARCIA, J.-M., BRUN, O. AND
GAUCHARD, D. |
Transient analytical solution of
M/D/1/N queues |
853-864 |
|
GAUCHARD, D. see GARCIA,
J.-M. |
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GERARDI, A. see CECI, C. |
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GLAZEBROOK, K. D. see
KULKARNI, V. G. |
|
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GONZÁLEZ, M., MOLINA, M. AND DEL
PUERTO, I. |
On the class of controlled
branching processes with random control functions |
804-815 |
|
GRÜBEL, R. see BARINGHAUS,
L. |
|
|
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GUILLAS, S. |
Doubly stochastic Hilbertian
processes |
566-580 |
|
GUO, X. |
Some risk management problems for firms
with internal competition and debt |
55-69 |
|
GUO, X. AND ZHU, W. |
Denumerable-state continuous-time
Markov decision processes with unbounded transition and reward rates under
the discounted criterion |
233-250 |
|
HANSEN, J. C. AND JAWORSKI, J. |
Compound random mappings |
712-729 |
|
HENDERSON, V. AND WOJAKOWSKI, R. |
On the equivalence of floating-
and fixed-strike Asian options |
391-394 |
|
HEYDE, C. C. |
On modes of long-range dependence |
882-888 |
|
HEYDE, C. C. see ANH, V. V. |
|
|
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HONG, W.-M. |
Moderate deviation for
super-Brownian motion with super-Brownian immigration |
829-838 |
|
HSIAU, S.-R. AND YANG, J.-R. |
Selecting the last success in
Markov-dependent trials |
271-281 |
|
HU, T. AND XIE, H. |
Proofs of the closure property of NBUC
and NBU(2) under convolution |
224-227 |
|
HUISMAN, T. AND BOUCHERIE, R. J. |
The sojourn time distribution in
an infinite server resequencing queue with dependent interarrival and service
times |
590-603 |
|
HWANG, G. U., CHOI, B. D. AND KIM,
J.-K. |
The waiting time analysis of a
discrete-time queue with arrivals as a discrete autoregressive process of
order 1 |
619-629 |
|
JAGERS, P. AND ZHUNWEI, L. |
Branching processes with
deteriorating random environments |
395-401 |
|
JAWORSKI, J. see HANSEN, J.
C. |
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JOGLEKAR, N. see PEKÖZ, E.
A. |
|
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KATAYAMA, T. |
A note on level-crossing analysis
for the excess, age, and spread distributions |
896-900 |
|
KELLA, O. AND STADJE, W. |
Markov-modulated linear fluid
networks with Markov additive input |
413-420 |
|
KIESSLER, P. C., KLUTKE, G.-A. AND
YANG, Y. |
Availability of periodically
inspected systems subject to Markovian degradation |
700-711 |
|
KIM, J.-K. see HWANG, G. U. |
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|
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KINGMAN, J. F. C. |
Stochastic aspects of Lanchester's
theory of warfare |
455-465 |
|
KLAR, B. |
A note on the L-class of life distributions |
11-19 |
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KLEBANER, F. C. AND SAGITOV, S. |
The age of a Galton–Watson
population with a geometric offspring distribution |
816-828 |
|
KLUTKE, G.-A. see KIESSLER,
P. C. |
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KOCHAR, S. see BASSAN, B. |
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KULKARNI, V. G. AND GLAZEBROOK, K.
D. |
Output analysis of a single-buffer
multiclass queue: FCFS service |
341-358 |
|
LEONENKO, N. N. see ANH, V.
V. |
|
|
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LEWIS, M. E., AYHAN, H. AND FOLEY,
R. D. |
Bias optimal admission control
policies for a multiclass nonstationary queueing system |
20-37 |
|
LI, X. AND ZUO, M. J. |
On behaviour of some new ageing
properties based upon the residual life of k-out-of-n systems |
426-433 |
|
LIN, G. D. AND STOYANOV, J. |
On the moment determinacy of the
distributions of compound geometric sums |
545-554 |
|
LONGOBARDI, M. see DI
CRESCENZO, A. |
|
|
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LÓPEZ, F. J. AND SANZ, G. |
Markovian couplings staying in
arbitrary subsets of the state space |
197-212 |
|
LOPEZ-HERRERO, M. J. |
Distribution of the number of
customers served in an M/G/1 retrial queue |
407-412 |
|
LOPEZ-SANCHEZ, J. see
MURCIANO, A. |
|
|
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MA, C. |
Correlation models with long-range
dependence |
370-382 |
|
MAO, Y.-H. |
Strong ergodicity for Markov
processes by coupling methods |
839-852 |
|
MAULIK, K., RESNICK, S. AND
ROOTZÉN, H. |
Asymptotic independence and a
network traffic model |
671-699 |
|
MAZALOV, V. V. AND SAARIO, V. |
The house-selling problem with
reward rate criterion |
644-649 |
|
MEYN, S. P. see DUNSMUIR,
W. T. M. |
|
|
|
MI, J. |
Age-replacement policy and optimal
work size |
296-311 |
|
MI, J. |
On bounds for some optimal
policies in reliability |
491-502 |
|
MILNE, R. K. see BALL, F. |
|
|
|
MIYAZAWA, M. AND TAKADA, H. |
A matrix exponential form for
hitting probabilities and its application to a Markov-modulated fluid queue
with downward jumps |
604-618 |
|
MOCANU, S. see COMMAULT, C. |
|
|
|
MOHAN, N. R. AND RAVI, S. |
Some properties of two families of
classes of life distributions |
581-589 |
|
MOLINA, M., MOTA, M. AND RAMOS, A. |
Bisexual Galton–Watson branching
process with population-size-dependent mating |
479-490 |
|
MOLINA, M. see GONZÁLEZ, M. |
|
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MOTA, M. see MOLINA, M. |
|
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MUCIEK, B. K. |
Optimal stopping of a risk
process: model with interest rates |
261-270 |
|
MURCIANO, A., ZAMORA, J.,
LOPEZ-SANCHEZ, J. AND RODRIGUEZ-SANTAMARIA, E. |
Probability distribution of the
number of deceits in collective robotics |
657-663 |
|
NAPPO, G. see BRÉMAUD, P. |
|
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NOVIKOV, A. see BOROVKOV,
K. |
|
|
|
PEDERSEN, J. |
Periodic Ornstein–Uhlenbeck
processes driven by Lévy processes |
748-763 |
|
PEKÖZ, E. A. AND JOGLEKAR, N. |
Poisson traffic flow in a general
feedback queue |
630-636 |
|
PELLEREY, F. AND SEMERARO, P. |
Ageing and stochastic comparisons
for a covariate failure model |
421-425 |
|
POLLETT, P. K. AND STEFANOV, V. T. |
Path integrals for continuous-time
Markov chains |
901-904 |
|
PREATER, J. |
On the severity of M/M/1 congested
episodes |
228-230 |
|
RAMOS, A. see MOLINA, M. |
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RAVI, S. see MOHAN, N. R. |
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RESNICK, S. see MAULIK, K. |
|
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RICHMAN, F. AND WINKOWSKA-NOWAK,
K. |
Computing limiting stationary
distributions of small noisy networks |
161-178 |
|
ROBERTS, G. see DUNSMUIR,
W. T. M. |
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RODRIGUEZ-SANTAMARIA, E. see
MURCIANO, A. |
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ROOTZÉN, H. see MAULIK, K. |
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RUIZ, J.-M. see BELZUNCE,
F. |
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SAARIO, V. see MAZALOV, V.
V. |
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SAGITOV, S. see KLEBANER,
F. C. |
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SANZ, G. see LÓPEZ, F. J. |
|
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SEMERARO, P. see PELLEREY,
F. |
|
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SENETA, E. AND CHEN, J. T. |
On explicit and Fréchet-optimal
lower bounds |
81-90 |
|
SERICOLA, B. see BARBOT, N. |
|
|
|
SHIEH, N.-R. AND TAYLOR, S. J. |
Multifractal spectra of branching
measure on a Galton–Watson tree |
100-111 |
|
SHINODA, M. |
Existence of phase transition of
percolation on Sierpiński carpet lattices |
1-10 |
|
SINGH, H. see BOLAND, P. J. |
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SPIZZICHINO, F. see BASSAN,
B. |
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STADJE, W. see KELLA, O. |
|
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STEFANOV, V. T. see
POLLETT, P. K. |
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STOYANOV, J. see LIN, G. D. |
|
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SUDBURY, A. |
Inclusion–exclusion methods for
treating annihilating and deposition processes |
466-478 |
|
SZEKLI, R. see DADUNA, H. |
|
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TAKADA, H. see MIYAZAWA, M. |
|
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TAYLOR, S. J. see SHIEH,
N.-R. |
|
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TETZLAFF, G. T. |
Breakage and restoration in
recursive trees |
383-390 |
|
TORRISI, G. L. |
A class of interacting marked
point processes: rate of convergence to equilibrium |
137-160 |
|
TORRISI, G. L. see BRÉMAUD,
P. |
|
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|
VAN HOUDT, B. AND BLONDIA, C. |
The delay distribution of a type k
customer in a first-come-first-served MMAP[K]/PH[K]/1 queue |
213-223 |
|
WANG, C.-L. see WOLFF, R.
W. |
|
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WILLMOT, G. E. |
On higher-order properties of
compound geometric distributions |
324-340 |
|
WINKOWSKA-NOWAK, K. see
RICHMAN, F. |
|
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WOJAKOWSKI, R. see
HENDERSON, V. |
|
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WOLFF, R. W. |
Losses per cycle in a
single-server queue |
905-909 |
|
WOLFF, R. W. AND WANG, C.-L. |
On the convexity of loss
probabilities |
402-406 |
|
WU, R. see ZHANG, C. |
|
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XIE, H. see HU, T. |
|
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YANG, J.-R. see HSIAU,
S.-R. |
|
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YANG, Y. see KIESSLER, P.
C. |
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YEO, G. F. see BALL, F. |
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ZAMORA, J. see MURCIANO, A. |
|
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ZHANG, C. AND WU, R. |
Total duration of negative surplus
for the compound Poisson process that is perturbed by diffusion |
517-532 |
|
ZHU, W. see GUO, X. |
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ZHUNWEI, L. see JAGERS, P. |
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ZUO, M. J. see LI, X. |
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