Journal of Applied Probability Index to Volume 41 (2004)

Author	Title	Page
ABU-MOSTAFA, Y. S. see MAGDON-ISMAIL, M.
ADAN, I. J. B. F. see VLASIOU, M.
AKAR, N. AND SOHRABY, K.	Infinite- and finite-buffer Markov fluid queues: a unified analysis	557-569
ALFA, A. S. see NEUTS, M. F.
ALLAART, P.	Optimal stopping rules for correlated random walks with a discount	483-496
ALLAART, P.	Stopping the maximum of a correlated random walk, with cost for observation	998-1007
AL-SADI, M. H. M. see STOYANOV, J.
ANSELL, P. S. see GLAZEBROOK, K. D.
ARAI, T.	Minimal martingale measures for jump diffusion processes	263-270
ASADI, M., EBRAHIMI, N., HAMEDANI, G. G. AND SOOFI, E. S.	Maximum dynamic entropy models	379-390
ATIYA, A. F. see MAGDON-ISMAIL, M.
AYHAN, H., PALMOWSKI, Z. AND SCHLEGEL, S.	Cyclic queueing networks with subexponential service times	791-801
BARRERA, J. AND PAROISSIN, C.	On the distribution of the search cost for the move-to-front rule with random weights	250-262
BARRIEU, P., ROUAULT, A. AND YOR, M.	A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options	1049-1058
BARYSHNIKOV, Y., COFFMAN, E. G., JR. AND JELENKOVIĆ, P.	Space filling and depletion	691-702
BECKER-KERN, P., MEERSCHAERT, M. M. AND SCHEFFLER, H.-P.	Limit theorem for continuous-time random walks with two time scales	455-466
BELZUNCE, F. AND SEMERARO, P.	Preservation of positive and negative orthant dependence concepts under mixtures and applications	961-974
BÉRARD, J.	The almost sure central limit theorem for one-dimensional nearest-neighbour random walks in a space–time random environment	83-92
BOLAND, P. J., SINGH, H. AND CUKIC, B.	The stochastic precedence ordering with applications in sampling and testing	73-82
BOROVKOV, K.	On pair and tuple formation under independent Poisson or renewal arrival processes	1138-1144
BOSSY, M., GOBET, E. AND TALAY, D.	A symmetrized Euler scheme for an efficient approximation of reflected diffusions	877-889
CAI, J. AND TANG, Q.	On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications	117-130
CAI, J. see WILLMOT, G. E.
CAIRNS, B. AND POLLETT, P. K.	Extinction times for a general birth, death and catastrophe process	1211-1218
CHA, J. H.	A note on the upper bound for the optimal work size	277-280
CHEN, A., POLLETT, P., ZHANG, H. AND LI, J.	The collision branching process	1033-1048
CHEN, R. W., SHEPP, L. A. AND ZAME, A.	A bold strategy is not always optimal in the presence of inflation	587-592
COFFMAN, E. G., JR. see BARYSHNIKOV, Y.
CUKIC, B. see BOLAND, P. J.
DATTA, N. AND DORLAS, T. C.	Random walks on a complete graph: a model for infection	1008-1021
DAVYDOV, YU. AND NAGAEV, A. V.	On the role played by extreme summands when a sum of independent and identically distributed random vectors is asymptotically α-stable	437-454
DE HAAN, L. see GOMES, M. I.
DE LA RUE, T. see JANVRESSE, É.
DE SANTIS, E. AND SPIZZICHINO, F.	Change-point models and conditionally pure birth processes: an inequality on the stochastic intensity	939-952
DONG, Z. AND FENG, S.	Occupation time processes of super-Brownian motion with cut-off branching	984-997
DORLAS, T. C. see DATTA, N.
DUBE, P., GUILLEMIN, F. AND MAZUMDAR, R. R.	Scale functions of Lévy processes and busy periods of finite-capacity M/GI/1 queues	1145-1156
DUDIN, A. AND SEMENOVA, O.	A stable algorithm for stationary distribution calculation for a BMAP/SM/1 queueing system with Markovian arrival input of disasters	547-556
DUNN, R. T. see GLAZEBROOK, K. D.
EBRAHIMI, N.	Burn-in and covariates	735-745
EBRAHIMI, N. see ASADI, M.
ECONOMOU, A.	The compound Poisson immigration process subject to binomial catastrophes	508-523
EKSTRÖM, E.	Russian options with a finite time horizon	313-326
ETHIER, S. N.	The Kelly system maximizes median fortune	1230-1236
FENG, S. see DONG, Z.
FINKELSTEIN, M. S.	Minimal repair in heterogeneous populations	281-286
FONTES, L. R., MACHADO, F. P. AND SARKAR, A.	The critical probability for the frog model is not a monotonic function of the graph	292-298
FUJITA, T., PETIT, F. AND YOR, M.	Pricing path-dependent options in a Black–Scholes market from the distribution of homogeneous Brownian functionals	1-18
GANI, J.	Obituary: Mavis Hitchcock	597-600
GAO, J.	Modelling long-range-dependent Gaussian processes with application in continuous-time financial models	467-482
GENTON, M. G. AND PERRIN, O.	On a time deformation reducing nonstationary stochastic processes to local stationarity	236-249
GLAZEBROOK, K. D., ANSELL, P. S., DUNN, R. T. AND LUMLEY, R. R.	On the optimal allocation of service to impatient tasks	51-72
GLYNN, P. W. see ZEEVI, A.
GOBET, E. see BOSSY, M.
GOMES, M. I., DE HAAN, L. AND PESTANA, D.	Joint exceedances of the ARCH process	919-926
GUILLEMIN, F. AND PINCHON, D.	Analysis of generalized processor-sharing systems with two classes of customers and exponential services	832-858
GUILLEMIN, F. see DUBE, P.
HAMEDANI, G. G. see ASADI, M.
HENDERSON, S. G. AND SIMON, B.	Adaptive simulation using perfect control variates	859-876
HEYDE, C. C. see WONG, B.
HINZ, J.	A revenue-equivalence theorem for electricity auctions	299-312
HONG, W.-M.	A note on two-level superprocesses	202-210
HORBACZ, K.	Random dynamical systems with jumps	890-910
HOU, Z. AND LIU, Y.	Explicit criteria for several types of ergodicity of the embedded M/G/1 and GI/M/n queues	778-790
HSIAU, S.-R. see YANG, J.-R.
HUZAK, M., PERMAN, M., ŠIKIĆ, H. AND VONDRAČEK, Z.	Ruin probabilities for competing claim processes	679-690
IGNATOV, Z. G. AND KAISHEV, V. K.	A finite-time ruin probability formula for continuous claim severities	570-578
IKSANOV, A. M.	Infinite divisibility of infinite sums of lower records: a simple proof	1187-1190
ISHIZAKI, F.	Decomposition property in a discrete-time queue with multiple input streams and service interruptions	524-534
JAGERS, P. AND SAGITOV, S.	Convergence to the coalescent in populations of substantially varying size	368-378
JAGERS, P. see LU, Z.
JANVRESSE, É AND DE LA RUE, T.	From uniform distributions to Benford's law	1203-1210
JELENKOVIĆ, P. see BARYSHNIKOV, Y.
JONES, O. D.	Large deviations for supercritical multitype branching processes	703-720
KAISHEV, V. K. see IGNATOV, Z. G.
KELLA, O. AND STADJE, W.	A Brownian motion with two reflecting barriers and Markov-modulated speed	1237-1242
KLÜPPELBERG, C., LINDNER, A. AND MALLER, R.	A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour	601-622
KOOLE, G.	A formula for tail probabilities of Cox distributions	935-938
KRUK, Ł.	Limiting distributions for minimum relative entropy calibration	35-50
LATOUCHE, G. AND TAKINE, T.	Markov-renewal fluid queues	746-757
LEPELTIER, J.-P. AND SAN MARTÍN, J.	Backward SDEs with two barriers and continuous coefficient: an existence result	162-175
LI, J. see CHEN, A.
LI, X.	Some properties of ageing notions based on the moment-generating-function order	927-934
LIN, D. AND MAKIS, V.	On-line parameter estimation for a failure-prone system subject to condition monitoring	211-220
LIN, K. Y. AND ROSS, S. M.	Optimal admission control for a single-server loss queue	535-546
LINDNER, A. see KLÜPPELBERG, C.
LINETSKY, V.	The spectral representation of Bessel processes with constant drift: applications in queueing and finance	327-344
LING, Y. AND MI, J.	An optimal trade-off between content freshness and refresh cost	721-734
LIU, Y. see HOU, Z.
LORIS-TEGHEM, J.	A note on the waiting time in M^[X]/G/1 queueing systems with a removable server	287-291
LU, Z. AND JAGERS, P.	A note on the asymptotic behaviour of the extinction probability in supercritical population-size-dependent branching processes with independent and identically distributed random environments	176-186
LUMLEY, R. R. see GLAZEBROOK, K. D.
LUND, R., MCCORMICK, W. P. AND XIAO, Y.	Limiting properties of Poisson shot noise processes	911-918
MA, C.	The use of the variogram in construction of stationary time series models	1093-1103
MCCORMICK, W. P. see LUND, R.
MACHADO, F. P. see FONTES, L. R.
MACPHEE, I. M., ROUGIER, J. AND POLLARD, G. H.	Server advantage in tennis matches	1182-1186
MAGDON-ISMAIL, M., ATIYA, A. F., PRATAP, A. AND ABU-MOSTAFA, Y. S.	On the maximum drawdown of a Brownian motion	147-161
MAKIS, V. see LIN, D.
MALLER, R. see KLÜPPELBERG, C.
MAO, Y.-H.	The eigentime identity for continuous-time ergodic Markov chains	1071-1080
MAO, Y.-H. AND ZHANG, Y.-H.	Exponential ergodicity for single-birth processes	1022-1032
MATHÉ, P.	Numerical integration using V-uniformly ergodic Markov chains	1104-1112
MAZUMDAR, R. R. see DUBE, P.
MEERSCHAERT, M. M. AND SCHEFFLER, H.-P.	Limit theorems for continuous-time random walks with infinite mean waiting times	623-638
MEERSCHAERT, M. M. see BECKER-KERN, P.
MI, J. see LING, Y.
MITROPHANOV, A. YU.	Note on Zeifman's bounds on the rate of convergence for birth–death processes	593-596
MITROPHANOV, A. YU.	The spectral gap and perturbation bounds for reversible continuous-time Markov chains	1219-1222
MOLCHANOV, I., SHCHERBAKOV, V. AND ZUYEV, S.	Critical growth of a semi-linear process	355-367
MORAIS, M. C. AND PACHECO, A.	A note on the ageing character of the run length of Markov-type quality-control schemes	1243-1247
MÖRTERS, P. AND SHIEH, N.-R.	On the multifractal spectrum of the branching measure on a Galton–Watson tree	1223-1229
NAGAEV, A. V. see DAVYDOV, YU.
NEUTS, M. F. AND ALFA, A. S.	Pair formation in a Markovian arrival process with two event labels	1124-1137
NG, K. W. AND TANG, Q.	Asymptotic behavior of tail and local probabilities for sums of subexponential random variables	108-116
NG, K. W., TANG, Q., YAN, J.-A. AND YANG, H.	Precise large deviations for sums of random variables with consistently varying tails	93-107
PACHECO, A. see MORAIS, M. C.
PAKES, A. G.	Convolution equivalence and infinite divisibility	407-424
PALMOWSKI, Z. see AYHAN, H.
PAROISSIN, C. see BARRERA, J.
PERMAN, M. see HUZAK, M.
PERRIN, O. see GENTON, M. G.
PERRY, D., STADJE, W. AND ZACKS, S.	The first rendezvous time of Brownian motion and compound Poisson-type processes	1059-1070
PESTANA, D. see GOMES, M. I.
PETIT, F. see FUJITA, T.
PINCHON, D. see GUILLEMIN, F.
PLATEN, E.	A class of complete benchmark models with intensity-based jumps	19-34
POLLARD, G. H. see MACPHEE, I. M.
POLLETT, P. see CHEN, A.
POLLETT, P. K. see CAIRNS, B.
PRATAP, A. see MAGDON-ISMAIL, M.
RABEHASAINA, L. AND SERICOLA, B.	A second-order Markov-modulated fluid queue with linear service rate	758-777
ROSS, S. M. see LIN, K. Y.
ROUAULT, A. see BARRIEU, P.
ROUGIER, J. see MACPHEE, I. M.
RÜSCHENDORF, L.	Comparison of multivariate risks and positive dependence	391-406
RUZANKIN, P. S.	On the rate of Poisson process approximation to a Bernoulli process	271-276
SAGITOV, S. see JAGERS, P.
SAN MARTÍN, J. see LEPELTIER, J.-P.
SARKAR, A. see FONTES, L. R.
SCHEFFLER, H.-P. see BECKER-KERN, P. and MEERSCHAERT, M. M.
SCHLEGEL, S. see AYHAN, H.
SEMENOVA, O. see DUDIN, A.
SEMERARO, P. see BELZUNCE, F.
SERICOLA, B. see RABEHASAINA, L.
SHAO, X. see WU, W. B.
SHCHERBAKOV, V. see MOLCHANOV, I.
SHEPP, L. A. see CHEN, R. W.
SHIEH, N.-R. see MÖRTERS, P.
ŠIKIĆ, H. see HUZAK, M.
SIMON, B. see HENDERSON, S. G.
SINGH, H. see BOLAND, P. J.
SMITH, R. L. see ZHANG, Z.
SOHRABY, K. see AKAR, N.
SOOFI, E. S. see ASADI, M.
SPIZZICHINO, F. see DE SANTIS, E.
SPOUGE, J. L.	Path reversal, islands, and the gapped alignment of random sequences	975-983
STADJE, W. AND ZACKS, S.	Telegraph processes with random velocities	665-678
STADJE, W. see KELLA, O. and PERRY, D.
STANKE, M.	Sequential selection of random vectors under a sum constraint	131-146
STEFANOV, V. T.	Distribution of the amount of genetic material from a chromosomal segment surviving to the following generation. (Correction: pp. 1248-1249)	345-354
STOYANOV, J. AND AL-SADI, M. H. M.	Properties of classes of life distribution based on the conditional variance	953-960
SUDBURY, A.	The annihilating process on random trees and the square lattice	816-831
TAKINE, T. see LATOUCHE, G.
TALAY, D. see BOSSY, M.
TANG, Q. see CAI, J. and NG, K. W.
VEČEŘ, J. AND XU, M.	The mean comparison theorem cannot be extended to the Poisson case	1199-1202
VELLAISAMY, P.	Poisson approximation for (k1, k2)-events via the Stein–Chen method	1081-1092
VLASIOU, M., ADAN, I. J. B. F. AND WESSELS, J.	A Lindley-type equation arising from a carousel problem	1171-1181
VONDRAČEK, Z. see HUZAK, M.
WANG, H.-B. AND WEI, B.-C.	Separable lower triangular bilinear model	221-235
WEI, B.-C. see WANG, H.-B.
WESSELS, J. see VLASIOU, M.
WILLMOT, G. E. AND CAI, J.	On applications of residual lifetimes of compound geometric convolutions	802-815
WONG, B. AND HEYDE, C. C.	On the martingale property of stochastic exponentials	654-664
WU, W. B. AND SHAO, X.	Limit theorems for iterated random functions	425-436
XIAO, Y. see LUND, R.
XU, M. see VEČEŘ, J.
YAN, J.-A. see NG, K. W.
YANG, H. see NG, K. W.
YANG, J.-R. AND HSIAU, S.-R.	On Markov-dependent parking problems	579-586
YOR, M. see BARRIEU, P. and FUJITA, T.
ZACKS, S.	Generalized integrated telegraph processes and the distribution of related stopping times	497-507
ZACKS, S. see PERRY, D. and STADJE, W.
ZAME, A. see CHEN, R. W.
ZEEVI, A. AND GLYNN, P. W.	Recurrence properties of autoregressive processes with super-heavy-tailed innovations	639-653
ZHANG, H. see CHEN, A.
ZHANG, M.	Large deviations for super-Brownian motion with immigration	187-201
ZHANG, Y.-H. see MAO, Y.-H.
ZHANG, Z. AND SMITH, R. L.	The behavior of multivariate maxima of moving maxima processes	1113-1123
ZHANG, Z. G. see ZHU, Y.
ZHOU, X.	Some fluctuation identities for Lévy processes with jumps of the same sign	1191-1198
ZHU, Y. AND ZHANG, Z. G.	M/GI/1 queues with services of both positive and negative customers	1157-1170
ZUYEV, S. see MOLCHANOV, I.