Journal of Applied Probability Index to Volume 40 (2003)

Author	Title	Page
ADLER, I., OREN, S. AND ROSS, S. M.	The coupon-collector's problem revisited	513-518
AGUSTIN, M. A.	Statistical properties of a system reliability estimator using the Littlewood software reliability model	766-778
ALFA, A. S. see XUE, J.
ANDJEL, E. D.	Stochastic order for invariant measures of the contact process	1155-1157
ANO, K. see KURUSHIMA, A.
BAE, J., KIM, S. AND LEE, E. Y.	Average cost under the P^Mλ,τ policy in a finite dam with compound Poisson inputs	519-526
BAMBOS, N. see WARD, A. R.
BARLEVY, G. see NAGARAJA, H. N.
BHULAI, S. AND KOOLE, G.	On the structure of value functions for threshold policies in queueing models	613-622
BLOCK, H. W., LI, Y. AND SAVITS, T. H.	Initial and final behaviour of failure rate functions for mixtures and systems	721-740
BLOCK, H. W., SAVITS, T. H. AND WONDMAGEGNEHU, E. T.	Mixtures of distributions with increasing linear failure rates	485-504
BOROVKOV, A. A., BOXMA, O. J. AND PALMOWSKI, Z.	On the integral of the workload process of the single server queue	200-225
BOSE, A., GANGOPADHYAY, S., SARKAR, A. AND SENGUPTA, A.	Convergence of lower records and infinite divisibility	865-880
BOXMA, O. J. see BOROVKOV, A. A.
BOYER, J. see GUILLEMIN, F.
BRUSS, F. T. AND LOUCHARD, G.	Optimal stopping on patterns in strings generated by independent random variables	49-72
CAITHAMER, P.	Large and small deviations of a string driven by a two-parameter Gaussian noise white in time	946-960
CELLIER, D. see MERCIER, SABINE
CHA, J. H.	A further extension of the generalized burn-in model	264-270
CHANG, H.-F. see WANG, Y. H.
CHANG, Y.-M. see FU, J. C.
CHAO, C.-C., CHEN, Y.-L. AND CHENG, W.-H.	The asymptotic joint normality of the numbers of upper records, lower records and inversions in a random sequence	257-263
CHARLOT, D. see MERCIER, SABINE
CHEN, A. AND LIU, K.	Birth–death processes with an instantaneous reflection barrier	163-179
CHEN, J.	From the central limit theorem to heavy-tailed distributions	803-806
CHEN, J. T.	A lower bound using Hamilton-type circuits and its applications	1121-1132
CHEN, S.-Y. see WANG, Y. H.
CHEN, Y.-L. see CHAO, C.-C.
CHENG, W.-H. see CHAO, C.-C.
CLANCY, D. AND POLLETT, P. K.	A note on quasi-stationary distributions of birth–death processes and the SIS logistic epidemic	821-825
CORNELL, S. J. see OVASKAINEN, O.
COULIBALY, I. see PICARD, P.
DAVYDOV, Y. AND ZITIKIS, R.	Generalized Lorenz curves and convexifications of stochastic processes	906-925
DĘBICKI, K. AND MANDJES, M.	Exact overflow asymptotics for queues with many Gaussian inputs	704-720
DEL PUERTO, I. see GONZÁLEZ, M.
DUPUIS, A. see GUILLEMIN, F.
ECONOMOU, A.	On the stochastic domination for batch-arrival, batch-service and assemble-transfer queueing networks	1103-1120
EKSTRÖM, E.	Perpetual American put options in a level-dependent volatility model	783-789
FEARNHEAD, P.	Haplotypes: the joint distribution of alleles at linked loci	505-512
FOLEY, R. D. see PARK, B. C.
FONTENAS, E. AND FRANÇOIS, O.	Improved bounds for the large-time behaviour of simulated annealing	961-969
FORT, G., MOULINES, E., ROBERTS, G. O. AND ROSENTHAL, J. S.	On the geometric ergodicity of hybrid samplers	123-146
FRANÇOIS, O. see FONTENAS, E.
FU, J. C. AND CHANG, Y.-M.	On ordered series and later waiting time distributions in a sequence of Markov dependent multistate trials	623-642
FU, J. C., WANG, L. AND LOU, W. Y. W.	On exact and large deviation approximation for the distribution of the longest run in a sequence of two-state Markov dependent trials	346-360
GANGOPADHYAY, S. see BOSE, A.
GIRARDIN, V. AND LIMNIOS, N.	On the entropy for semi-Markov processes	1060-1068
GONZÁLEZ, M., MOLINA, M. AND DEL PUERTO, I.	On the geometric growth in controlled branching processes with random control function	995-1006
GONZÁLEZ-ARÉVALO, B. AND SAMORODNITSKY, G.	Buffer content of a leaky-bucket system with long-range dependent input traffic	581-601
GUILLEMIN, F., MAZUMDAR, R., DUPUIS, A. AND BOYER, J.	Analysis of the fluid weighted fair queueing system	180-199
GUO, X. AND HERNÁNDEZ-LERMA, O.	Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates	327-345
GUT, A.	On the moment problem for random sums	797-802
HAIGH, J.	An intuitive insight into a result of Cowan	271-272
HAN, Q. AND HIRANO, K.	Sooner and later waiting time problems for patterns in Markov dependent trials	73-86
HE, Q.-M.	The classification of matrix GI/M/1-type Markov chains with a tree structure and its applications to queueing	1087-1102
HERKENRATH, U.	On the uniform ergodicity of Markov processes of order 2	455-472
HERKENRATH, U., IOSIFESCU, M. AND RUDOLPH, A.	A note on invariance principles for iterated random functions	834-837
HERNÁNDEZ-LERMA, O. see GUO, X.
HIGUERAS, I., MOLER, J., PLO, F. AND SAN MIGUEL, M.	Urn models and differential algebraic equations	401-412
HIRANO, K. see HAN, Q.
HOCHBERG, K. J. see SHMERLING, E.
HÖRFELT, P.	Geometric bounds on certain sublinear functionals of geometric Brownian motion	893-905
IOSIFESCU, M. see HERKENRATH, U.
IRLE, A.	Stochastic ordering for continuous-time processes	361-375
ISPÁNY, M., PAP, G. AND VAN ZUIJLEN, M. C. A.	Asymptotic inference for nearly unstable INAR(1) models	750-765
ITOH, Y. AND MAHMOUD, H. M.	One-sided variations on interval trees	654-670
KAJ, I. AND KRONE, S. M.	The coalescent process in a population with stochastically varying size	33-48
KAZAKEVIČIUS, V. AND LEIPUS, R.	A new theorem on the existence of invariant distributions with applications to ARCH processes	147-162
KHOSHNEVISAN, D. AND LEWIS, T. M.	Optimal reward on a sparse tree with random edge weights	926-945
KIM, S. see BAE, J.
KIRMANI, S. N. U. A. AND WESOŁOWSKI, J.	Time spent below a random threshold by a Poisson driven sequence of observations	807-814
KLAR, B. AND MÜLLER, A.	Characterizations of classes of lifetime distributions generalizing the NBUE class	20-32
KOHATSU-HIGA, A. AND YAMAZATO, M.	On moments and tail behaviors of storage processes	1069-1086
KOOLE, G. see BHULAI, S.
KRONE, S. M. see KAJ, I.
KURUSHIMA, A. AND ANO, K.	A note on the full-information Poisson arrival selection problem	1147-1154
LAM, Y.	An inspection–repair–replacement model for a deteriorating system with unobservable state	1031-1042
LEE, E. Y. see BAE, J.
LEFÈVRE, C. see PICARD, P.
LEIPUS, R. see KAZAKEVIČIUS, V.
LEWIS, T. M. see KHOSHNEVISAN, D.
LI, H. AND SHAKED, M.	Imperfect repair models with preventive maintenance	1043-1059
LI, Y. see BLOCK, H. W.
LIMNIOS, N. see GIRARDIN, V.
LIU, K. see CHEN, A.
LOU, W. Y. W. see FU, J. C.
LOUCHARD, G. see BRUSS, F. T.
MA, C.	Long-memory continuous-time correlation models	1133-1146
MA, C.	Power-law correlations and other models with long-range dependence on a lattice	690-703
MAHMOUD, H. M.	Mixed distributions in Sattolo's algorithm for cyclic permutations via randomization and derandomization	790-796
MAHMOUD, H. M. see ITOH, Y.
MANDJES, M. see DĘBICKI, K.
MARCKERT, J.-F. AND MOKKADEM, A.	Ladder variables, internal structure of Galton–Watson trees and finite branching random walks	671-689
MAZUMDAR, R. see GUILLEMIN, F.
MEIRING, W. see PERRIN, O.
MERCIER, SOPHIE AND ROUSSIGNOL, M.	Asymptotic failure rate of a Markov deteriorating system with preventive maintenance	1-19
MERCIER, SABINE, CELLIER, D. AND CHARLOT, D.	An improved approximation for assessing the statistical significance of molecular sequence features	427-441
MITROPHANOV, A. YU.	Stability and exponential convergence of continuous-time Markov chains	970-979
MÖHLE, M. see MÜLLER, J.
MOKKADEM, A. see MARCKERT, J.-F.
MOLER, J. see HIGUERAS, I.
MOLINA, M. see GONZÁLEZ, M.
MOULINES, E. see FORT, G.
MÜLLER, A. see KLAR, B.
MÜLLER, J. AND MÖHLE, M.	Family trees of continuous-time birth-and-death processes	980-994
NAGARAJA, H. N. AND BARLEVY, G.	Characterizations using record moments in a random record model and applications	826-833
NEAL, P.	SIR epidemics on a Bernoulli random graph	779-782
NG, K. W., TANG, Q., YAN, J. AND YANG, H.	Precise large deviations for the prospective-loss process	391-400
OLSEN, T. L. AND VAN DER MEI, R. D.	Polling systems with periodic server routeing in heavy traffic: distribution of the delay	305-326
OREN, S. see ADLER, I.
OVASKAINEN, O. AND CORNELL, S. J.	Biased movement at a boundary and conditional occupancy times for diffusion processes	557-580
PALMOWSKI, Z. see BOROVKOV, A. A.
PAP, G. see ISPÁNY, M.
PARK, B. C., PARK, J. Y. AND FOLEY, R. D.	Carousel system performance	602-612
PARK, J. Y. see PARK, B. C.
PEKÖZ, E. A.	Some memoryless bandit policies	250-256
PEKÖZ, E. A., RIGHTER, R. AND XIA, C. H.	Characterizing losses during busy periods in finite buffer systems	242-249
PERRIN, O. AND MEIRING, W.	Nonstationarity in R^n is second-order stationarity in R^2n	815-820
PFEIFER, D. see ROOS, B.
PICARD, P. AND LEFÈVRE, C.	Probabilité de ruine éventuelle dans un modèle de risque à temps discret	543-556
PICARD, P., LEFÈVRE, C. AND COULIBALY, I.	Problèmes de ruine en théorie du risque à temps discret avec horizon fini	527-542
PLO, F. see HIGUERAS, I.
POLLETT, P. K. see CLANCY, D.
REDER, C.	Transient behaviour of a Galton–Watson process with a large number of types	1007-1030
RIGHTER, R. see PEKÖZ, E. A.
ROBERTS, G. O. see FORT, G.
ROOS, B.	Poisson approximation of multivariate Poisson mixtures	376-390
ROOS, B. AND PFEIFER, D.	On the distance between the distributions of random sums	87-106
ROSENTHAL, J. S. see FORT, G.
ROSS, S. M. see ADLER, I.
ROUSSIGNOL, M. see MERCIER, SOPHIE
RUDOLPH, A. see HERKENRATH, U.
SAGITOV, S.	Convergence to the coalescent with simultaneous multiple mergers	839-854
SAMORODNITSKY, G. see GONZÁLEZ-ARÉVALO, B.
SAN MIGUEL, M. see HIGUERAS, I.
SARKAR, A. see BOSE, A.
SAVITS, T. H.	Preservation of generalized bathtub-shaped functions	473-484
SAVITS, T. H. see BLOCK, H. W.
SCHRÖDER, M.	Brownian excursions and Parisian barrier options: a note	855-864
SENGUPTA, A. see BOSE, A.
SETHURAMAN, S.	A clustering law for some discrete order statistics	226-241
SHAKED, M. see LI, H.
SHMERLING, E. AND HOCHBERG, K. J.	Solution of jump parameter systems of differential and difference equations with semi-Markov coefficients	442-454
SOLAN, E. AND VIEILLE, N.	Perturbed Markov chains	107-122
STEFANOV, V. T.	The intersite distances between pattern occurrences in strings generated by general discrete- and continuous-time models: an algorithmic approach	881-892
SUYONO AND VAN DER WEIDE, J. A. M.	A method for computing total downtime distributions in repairable systems	643-653
SZABADOS, T. AND SZÉKELY, B.	An exponential functional of random walks	413-426
SZÉKELY, B. see SZABADOS, T.
TANG, Q. see NG, K. W.
VAN DER MEI, R. D. see OLSEN, T. L.
VAN DER WEIDE, J. A. M. see SUYONO
VAN ZUIJLEN, M. C. A. see ISPÁNY, M.
VIEILLE, N. see SOLAN, E.
WANG, L. see FU, J. C.
WANG, Y. H., CHANG, H.-F. AND CHEN, S.-Y.	Convergence theorems for the lengths of consecutive successes of Markov Bernoulli sequences	741-749
WARD, A. R. AND BAMBOS, N.	On stability of queueing networks with job deadlines	293-304
WESOŁOWSKI, J. see KIRMANI, S. N. U. A.
WONDMAGEGNEHU, E. T. see BLOCK, H. W.
XIA, C. H. see PEKÖZ, E. A.
XUE, J. AND ALFA, A. S.	Accurate bounds for the asymptotic constant in a statistical multiplexer with homogeneous generalized binary Markov sources	273-292
YAMAZATO, M. see KOHATSU-HIGA, A.
YAN, J. see NG, K. W.
YANG, H. see NG, K. W.
ZITIKIS, R. see DAVYDOV, Y.