Journal of Applied Probability Index to Volume 42 (2005)

Author	Title	Page
ADLER, I., AHN, H.-S., KARP, R. M. AND ROSS, S. M.	A probabilistic model for the survivability of cells	919–931
AHN, H.-S. AND RIGHTER, R.	Multi-actor Markov decision processes	15–26
AHN, H.-S. see ADLER, I.
AHN, S. AND RAMASWAMI, V.	Efficient algorithms for transient analysis of stochastic fluid flow models	531–549
ASADI, M., EBRAHIMI, N., HAMEDANI, G. G. AND SOOFI, E. S.	Minimum dynamic discrimination information models	643–660
ASTON, J. A. D. AND MARTIN, D. E. K.	Waiting time distributions of competing patterns in higher-order Markovian sequences	977–988
AZAÏS, J.-M., LEÓN, J. R. AND ORTEGA, J.	Geometrical characteristics of Gaussian sea waves	407–425
BACCELLI, F., FOSS, S. AND LELARGE, M.	Tails in generalized Jackson networks with subexponential service-time distributions	513–530
BAEK, J. S. see LIM, K. E.
BALL, F. AND BRITTON, T.	An epidemic model with exposure-dependent severities	932–949
BALL, F. AND MILNE, R. K.	Simple derivations of properties of counting processes associated with Markov renewal processes	1031–1043
BARNDORFF-NIELSEN, O. E. AND LEONENKO, N. N.	Burgers' turbulence problem with linear or quadratic external potential	550–565
BÄUERLE, N. see RIEDER, U.
BINGHAM, N. H.	Doob: a half-century on	257–266
BON, J.-L. AND ILLAYK, A.	Ageing properties and series systems	279–286
BORODOVSKY, M. see MITROPHANOV, A. YU.
BOROVKOV, K. AND NOVIKOV, A.	Explicit bounds for approximation rates of boundary crossing probabilities for the Wiener process	82–92
BOXMA, O. see KELLA, O.
BRITTON, T. see BALL, F.
BRUMMELHUIS, R. AND GUÉGAN, D.	Multiperiod conditional distribution functions for conditionally normal GARCH(1, 1) models	426–445
BRUSS, F. T.	What is known about Robbins' problem?	108–120
CAI, J. AND LI, H.	Conditional tail expectations for multivariate phase-type distributions	810–825
CAVAZOS-CADENA, R. AND MONTES-DE-OCA, R.	Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion	905–918
CECI, C. AND GERARDI, A.	Multitype branching processes observing particles of a given type	446–462
CHEN, M.-R. AND WEI, C.-Z.	A new urn model	964–976
CHEN, R. W., SHEPP, L. A., YAO, Y.-C. AND ZHANG, C.-H.	On optimality of bold play for primitive casinos in the presence of inflation	121–137
CHEN, Z. AND KULPERGER, R.	A stochastic competing-species model and ergodicity	738–753
CHENG, D. see WANG, Y.
CLANCY, D.	A stochastic SIS infection model incorporating indirect transmission	726–737
COSTA, O. L. V. AND DUFOUR, F.	A sufficient condition for the existence of an invariant probability measure for Markov processes	873–878
DASSIOS, A. AND JANG, J.-W.	Kalman–Bucy filtering for linear systems driven by the Cox process with shot noise intensity and its application to the pricing of reinsurance contracts	93–107
DEL PUERTO, I. see GONZÁLEZ, M.
DRAIEF, M., MAIRESSE, J. AND O'CONNELL, N.	Queues, stores, and tableaux	1145–1167
DUFFY, K. AND METCALFE, A. P.	How to estimate the rate function of a cumulative process	1044–1052
DUFFY, K. AND METCALFE, A. P.	The large deviations of estimating rate functions	267–274
DUFOUR, F. see COSTA, O. L. V.
EBRAHIMI, N. see ASADI, M.
EKSTRÖM, E., JANSON, S. AND TYSK, J.	Superreplication of options on several underlying assets	27–38
FERREIRA, F. AND PACHECO, A.	Level-crossing ordering of semi-Markov processes and Markov chains	989–1002
FERREIRA, F. AND PACHECO, A.	Level crossing ordering of skip-free-to-the-right continuous-time Markov chains	52–60
FOSS, S. see BACCELLI, F.
FROSTIG, E.	On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier	595–607
GAMARNIK, D. AND MOMČILOVIĆ, P.	A transposition rule analysis based on a particle process	235–246
GERARDI, A. AND TARDELLI, P.	Heterogeneous population dynamical model: a filtering problem	346–361
GERARDI, A. see CECI, C.
GHAHRAMANI, S. AND WOLFF, R. W.	On finite moments of full busy periods of GI/G/c queues	275–278
GOLDSTEIN, L.	Berry–Esseen bounds for combinatorial central limit theorems and pattern occurrences, using zero and size biasing	661–683
GONZÁLEZ, M., MARTÍNEZ, R. AND MOTA, M.	On the geometric growth in a class of homogeneous multitype Markov chain	1015–1030
GONZÁLEZ, M., MOLINA, M. AND DEL PUERTO, I.	Asymptotic behaviour of critical controlled branching processes with random control functions	463–477
GRAY, B., POLLETT, P. AND ZHANG, H.	On the existence of uni-instantaneous Q-processes with a given finite μ-invariant measure	713–725
GRÜBEL, R. AND REICH, M.	Rarity and exponentiality: an extension of Keilson's theorem, with applications	393–406
GUÉGAN, D. see BRUMMELHUIS, R.
GUILLOTIN-PLANTARD, N.	Gillis's random walks on graphs	295–301
GUO, J. see YUEN, K. C.
GUO, X. AND HERNÁNDEZ-LERMA, O.	Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs	303–320
GUO, X. AND LIU, J.	Stopping at the maximum of geometric Brownian motion when signals are received	826–838
HADJILIADIS, O.	Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model	1183–1193
HAMEDANI, G. G. see ASADI, M.
HAMMARLID, O.	Tools to estimate the first passage time to a convex barrier	61–81
HERNÁNDEZ-LERMA, O. see GUO, X.
HÖRFELT, P.	The moment problem for some Wiener functionals: corrections to previous proofs (with an appendix by H. L. Pedersen)	851–860
HOU, Z., LIU, Y. AND ZHANG, H.	Subgeometric rates of convergence for a class of continuous-time Markov process	698–712
HU, C.-Y. AND LIN, G. D.	Sharp reliability bounds for the L-like distributions, a class in which ageing is based on Laplace transform inequalities	1204–1208
ILLAYK, A. see BON, J.-L.
JANG, J.-W. see DASSIOS, A.
JANSON, S. see EKSTRÖM, E.
KARP, R. M. see ADLER, I.
KATONA, Z.	Width of a scale-free tree	839–850
KATSIKOPOULOS, K. V. AND ŞİMŞEK, Ö.	Optimal doubling strategy against a suboptimal opponent	867–872
KELLA, O., ZWART, B. AND BOXMA, O.	Some time-dependent properties of symmetric M/G/1 queues	223–234
KIESSLER, P. C. AND NIMITKIATKLAI, K.	The lifetime of a random set	566–580
KOLESNIK, A. D. AND ORSINGHER, E.	A planar random motion with an infinite number of directions controlled by the damped wave equation	1168–1182
KOOLE, G., NUYENS, M. AND RIGHTER, R.	The effect of service time variability on maximum queue lengths in M^X/G/1 queues	883–891
KULPERGER, R. see CHEN, Z.
LACHAUD, B.	Cut-off and hitting times of a sample of Ornstein–Uhlenbeck processes and its average	1069–1080
LADRET, V.	Asymptotic hitting time for a simple evolutionary model of protein folding	39–51
LAGERÅS, A. N.	A renewal-process-type expression for the moments of inverse subordinators	1134–1144
LAM, Y.	A monotone process maintenance model for a multistate system	1–14
LANCHIER, N.	A multitype contact process with frozen sites: a spatial model of allelopathy	1109–1119
LEDOUX, J.	Recursive filters for partially observable finite Markov chains	684–697
LEE, E. Y. see LIM, K. E.
LEFÈVRE, C. AND PICARD, P.	Nonstationarity and randomization in the Reed–Frost epidemic model	950–963
LELARGE, M.	Fluid limit of generalized Jackson queueing networks with stationary and ergodic arrivals and service times	491–512
LELARGE, M. see BACCELLI, F.
LEÓN, J. R. see AZAÏS, J.-M.
LEONENKO, N. N. see BARNDORFF-NIELSEN, O. E.
LI, H. see CAI, J.
LI, Y.	Asymptotic baseline of the hazard rate function of mixtures	892–901
LIM, K. E., BAEK, J. S. AND LEE, E. Y.	Optimization under the P^Mλ, τ policy of a finite dam with both continuous and jumpwise inputs	587–594
LIN, G. D. see HU, C.-Y.
LIU, J. see GUO, X.
LIU, Y. see HOU, Z.
LOISEL, S.	Differentiation of some functionals of risk processes, and optimal reserve allocation	379–392
LOMSADZE, A. see MITROPHANOV, A. YU.
MAIRESSE, J. see DRAIEF, M.
MALLOWS, C. AND SHEPP, L.	B-stability	581–586
MARGOLIUS, B. H.	Transient solution to the time-dependent multiserver Poisson queue	766–777
MARTIN, D. E. K. see ASTON, J. A. D.
MARTÍNEZ, R. see GONZÁLEZ, M.
MAYSTER, P.	Alternating branching processes	1095–1108
METCALFE, A. P. see DUFFY, K.
MILNE, R. K. see BALL, F.
MITROPHANOV, A. YU.	Sensitivity and convergence of uniformly ergodic Markov chains	1003–1014
MITROPHANOV, A. YU., LOMSADZE, A. AND BORODOVSKY, M.	Sensitivity of hidden Markov models	632–642
MIYAZAWA, M. see SAKUMA, Y.
MÖHLE, M.	Convergence results for compound Poisson distributions and applications to the standard Luria–Delbrück distribution	620–631
MOLINA, M. see GONZÁLEZ, M.
MOMČILOVIĆ, P. see GAMARNIK, D.
MONTES-DE-OCA, R. see CAVAZOS-CADENA, R.
MOTA, M. see GONZÁLEZ, M.
MOUNTFORD, T. AND SCHINAZI, R. B.	A note on branching random walks on finite sets	287–294
NEAL, P.	Compound Poisson limits for household epidemics	334–345
NG, K. W. see YUEN, K. C.
NIMITKIATKLAI, K. see KIESSLER, P. C.
NORBERG, R. AND STEFFENSEN, M.	What is the time value of a stream of investments?	861–866
NOVIKOV, A. see BOROVKOV, K.
NUYENS, M. see KOOLE, G.
O'CONNELL, N. see DRAIEF, M.
ORSINGHER, E. see KOLESNIK, A. D.
ORTEGA, J. see AZAÏS, J.-M.
PACHECO, A. see FERREIRA, F.
PAPAVASILIOU, A.	A uniformly convergent adaptive particle filter	1053–1068
PICARD, P. see LEFÈVRE, C.
POLLETT, P. see GRAY, B.
RAMASWAMI, V. see AHN, S.
REICH, M. see GRÜBEL, R.
RÉVÉSZ, P., ROSEN, J. AND SHI, Z.	Large-time asymptotics for the density of a branching Wiener process	1081–1094
RIEDER, U. AND BÄUERLE, N.	Portfolio optimization with unobservable Markov-modulated drift process	362–378
RIGHTER, R. see AHN, H.-S. and KOOLE, G.
ROBERT, C. Y.	Asymptotic probabilities of an exceedance over renewal thresholds with an application to risk theory	153–162
ROSEN, J. see RÉVÉSZ, P.
ROSS, S. M., SHANTHIKUMAR, J. G. AND ZHU, Z.	On increasing-failure-rate random variables	797–809
ROSS, S. M. see ADLER, I.
SAKUMA, Y. AND MIYAZAWA, M.	On the effect of finite buffer truncation in a two-node Jackson network	199–222
SCHIEFERMAYR, K. AND WEICHBOLD, J.	A complete solution for the optimal stochastic scheduling of a two-stage tandem queue with two flexible servers	778–796
SCHINAZI, R. B. see MOUNTFORD, T.
SCHWEINSBERG, J.	Improving on bold play when the gambler is restricted	321–333
SHANTHIKUMAR, J. G. see ROSS, S. M.
SHEPP, L. see MALLOWS, C.
SHEPP, L. A. see CHEN, R. W.
SHI, Z. see RÉVÉSZ, P.
ŞİMŞEK, Ö. see KATSIKOPOULOS, K. V.
SNELL, L.	Obituary: Joseph Leonard Doob	247–256
SOOFI, E. S. see ASADI, M.
STEFFENSEN, M. see NORBERG, R.
SUDBURY, A.	Rigorous lower bounds for extinction probabilities of the contact process	902–904
TAKAGI, H. see WU, D.-A.
TANG, Q.	The finite-time ruin probability of the compound Poisson model with constant interest force	608–619
TARDELLI, P. see GERARDI, A.
TYSK, J. see EKSTRÖM, E.
VAN DOORN, E. A. AND ZEIFMAN, A. I.	Extinction probability in a birth–death process with killing	185–198
WANG, K. see WANG, Y.
WANG, Y. see XING, Y.
WANG, Y., CHENG, D. AND WANG, K.	The closure of a local subexponential distribution class under convolution roots, with applications to the compound Poisson process	1194–1203
WEI, C.-Z. see CHEN, M.-R.
WEICHBOLD, J. see SCHIEFERMAYR, K.
WEISS, G.	Jackson networks with unlimited supply of work	879–882
WHITTLE, P.	Tax problems in the undiscounted case	754–765
WINKEL, M.	Electronic foreign-exchange markets and passage events of independent subordinators	138–152
WOLFF, R. W. see GHAHRAMANI, S.
WU, D.-A. AND TAKAGI, H.	Processor-sharing and random-service queues with semi-Markovian arrivals	478–490
XING, Y. AND WANG, Y.	On the extinction of a class of population-size-dependent bisexual branching processes	175–184
YAO, Y.-C. see CHEN, R. W.
YUEN, K. C., GUO, J. AND NG, K. W.	On ultimate ruin in a delayed-claims risk model	163–174
ZEIFMAN, A. I. see VAN DOORN, E. A.
ZHANG, C.-H. see CHEN, R. W.
ZHANG, H. see GRAY, B. and HOU, Z.
ZHANG, M.	A large deviation principle for a Brownian immigration particle system	1120–1133
ZHU, Z. see ROSS, S. M.
ZWART, B. see KELLA, O.