Journal of Applied Probability Index to Volume 43 (2006)

Author	Title	Page
AALTO, S. AND AYESTA, U.	On the nonoptimality of the foreground–background discipline for IMRL service times	523–534
AGUECH, R., LASMAR, N. AND MAHMOUD, H.	Limit distribution of distances in biased random tries	377–390
ALBRECHER, H. AND TEUGELS, J. L.	Exponential behavior in the presence of dependence in risk theory	257–273
ANKIRCHNER, S.	Monotone utility convergence	622–633
AVI-ITZHAK, B., GOLANY, B. AND ROTHBLUM, U. G.	Strategic equilibrium versus global optimum for a pair of competing servers	1165–1172
AYESTA, U. see AALTO, S.
AYHAN, H. see ZIYA, S.
BARINGHAUS, L. AND GRÜBEL, R.	Monte Carlo algorithms for finding the maximum of a random walk with negative drift	74–86
BARLEVY, G. AND NAGARAJA, H. N.	Characterizations in a random record model with a nonidentically distributed initial record	1119–1136
BARTOSZEK, K. AND BARTOSZEK, W.	On the time behaviour of Okazaki fragments	500–509
BARTOSZEK, W. see BARTOSZEK, K.
BEREND, D. AND SAPIR, L.	Range of asymptotic behaviour of the optimality probability of the expert and majority rules	16–31
BHULAI, S.	On the value function of the M/Cox(r)/1 queue	363–376
BOUTSIKAS, M. V. AND KOUTRAS, M. V.	On the asymptotic distribution of the discrete scan statistic	1137–1154
BOXMA, O. see KELLA, O.
BRONSTEIN, A. L., HUGHSTON, L. P., PISTORIUS, M. R. AND ZERVOS, M.	Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function	984–996
BRUSS, F. T. see SWAN, Y. C.
CABALLERO, M. E. AND CHAUMONT, L.	Conditioned stable Lévy processes and the Lamperti representation	967–983
CARBONELL, F. see JIMENEZ, J. C.
C\'ARCAMO, J. see DE LA CAL, J.
CHARPENTIER, A. AND JURI, A.	Limiting dependence structures for tail events, with applications to credit derivatives	563–586
CHAUMONT, L. see CABALLERO, M. E.
CHEN, H. C., CHOW, Y. AND HSIEH, J.	Boundedly rational quasi-Bayesian learning in coordination games with imperfect monitoring	335–350
CHEN, M.-R. AND HSIAU, S.-R.	Two-person red-and-black games with bet-dependent win probability functions	905–915
CHEN, Y.-P.	A central limit property under a modified Ehrenfest urn design	409–420
CHOW, Y. see CHEN, H. C.
COLANGELO, A., MÜLLER, A. AND SCARSINI, M.	Positive dependence and weak convergence	48–59
COLLINS, E. J. see JAMES, H. W.
COSTA, O. L. V. AND DUFOUR, F.	Ergodic properties and ergodic decompositions of continuous-time Markov processes	767–781
DADUNA, H. AND SZEKLI, R.	Dependence ordering for Markov processes on partially ordered spaces	793–814
DE LA CAL, J. AND CÁRCAMO, J.	Stochastic orders and majorization of mean order statistics	704–712
DOLGOARSHINNYKH, R. G. AND LALLEY, S. P.	Critical scaling for the SIS stochastic epidemic	892–898
DOUSSE, O., FRANCESCHETTI, M., MACRIS, N., MEESTER, R. AND THIRAN, P.	Percolation in the signal to interference ratio graph	552–562
DOYEN, L. AND GAUDOIN, O.	Imperfect maintenance in a generalized competing risks framework	825–839
DRAIEF, M. AND GANESH, A.	Efficient routeing in Poisson small-world networks	678–686
DUFOUR, F. see COSTA, O. L. V.
EKSTRÖM, E.	Bounds for perpetual American option prices in a jump diffusion model	867–873
FERREIRA, H.	The upcrossings index and the extremal index	927–937
FERREIRA, H. see PEREIRA, L.
FINKELSTEIN, D. E. see KHAROUFEH, J. P.
FINLAY, R. AND SENETA, E.	Stationary-increment Student and variance-gamma processes	441–453
FOLEY, R. D. see ZIYA, S.
FRALIX, B. H.	Foster-type criteria for Markov chains on general spaces	1194–1200
FRANCESCHETTI, M. AND MEESTER, R.	Navigation in small-world networks: a scale-free continuum model	1173–1180
FRANCESCHETTI, M. see DOUSSE, O.
GANESH, A. AND TORRISI, G. L.	A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions	916–926
GANESH, A. see DRAIEF, M.
GAUDOIN, O. see DOYEN, L.
GE, H., JIANG, D.-Q. AND QIAN, M.	Reversibility and entropy production of inhomogeneous Markov chains	1028–1043
GELUK, J. AND NG, K. W.	Tail behavior of negatively associated heavy-tailed sums	587–593
GILLETT, A., MEESTER, R. AND VAN DER WAL, P.	Maximal avalanches in the Bak–Sneppen model	840–851
GLAZ, J., KULLDORFF, M., POZDNYAKOV, V. AND STEELE, J. M.	Gambling teams and waiting times for patterns in two-state Markov chains	127–140
GOLANY, B. see AVI-ITZHAK, B.
GONZÁLEZ, M., MARTÍNEZ, R. AND MOTA, M.	Rates of growth in a class of homogeneous multidimensional Markov chains	159–174
GRÜBEL, R. see BARINGHAUS, L.
GRUBER, U. AND SCHWEIZER, M.	A diffusion limit for generalized correlated random walks	60–73
GUO, X. P. AND ZHU, Q. X.	Average optimality for Markov decision processes in Borel spaces: a new condition and approach	318–334
HIGUERAS, I., MOLER, J., PLO, F. AND SAN MIGUEL, M.	Central limit theorems for generalized Pólya urn models	938–951
HOSHINO, N.	A discrete multivariate distribution resulting from the law of small numbers	852–866
HOU, Z. see LIU, Y.
HSIAU, S.-R. see CHEN, M.-R.
HSIEH, J. see CHEN, H. C.
HUGHSTON, L. P. see BRONSTEIN, A. L.
IGNATOV, Z. G. AND KAISHEV, V. K.	On the infinite-horizon probability of (non)ruin for integer-valued claims	535–551
IRLE, A.	A forward algorithm for solving optimal stopping problems	102–113
JAMES, H. W. AND COLLINS, E. J.	An analysis of transient Markov decision processes	603–621
JELENKOVIĆ, P. R., RADOVANOVIĆ, A. AND SQUILLANTE, M. S.	Critical sizing of LRU caches with dependent requests	1013–1027
JIANG, D.-Q. see GE, H.
JIMENEZ, J. C. AND CARBONELL, F.	Local linear approximations of jump diffusion processes	185–194
JOFFE, A. AND LETAC, G.	Multitype linear fractional branching processes	1091–1106
JOHNSON, O.	A central limit theorem for non-overlapping return times	32–47
JURI, A. see CHARPENTIER, A.
KAISHEV, V. K. see IGNATOV, Z. G.
KAWAZU, K. AND SUZUKI, Y.	Limit theorems for a diffusion process with a one-sided Brownian potential	997–1012
KEITH, J. M. see SOFRONOV, G.
KELLA, O., BOXMA, O. AND MANDJES, M.	A Lévy process reflected at a Poisson age process	221–230
KHAROUFEH, J. P., FINKELSTEIN, D. E. AND MIXON, D. G.	Availability of periodically inspected systems with Markovian wear and shocks	303–317
KIESSLER, P. C. see LUND, R.
KLÜPPELBERG, C. AND KYPRIANOU, A. E.	On extreme ruinous behaviour of Lévy insurance risk processes	594–598
KOLESNIK, A. D.	A four-dimensional random motion at finite speed	1107–1118
KORDZAKHIA, G. AND LALLEY, S. P.	Ergodicity and mixing properties of the northeast model	782–792
KOUTRAS, M. V. see BOUTSIKAS, M. V.
KROESE, D. P. see SOFRONOV, G.
KULIK, R.	Limit theorems for moving averages with random coefficients and heavy-tailed noise	245–256
KULLDORFF, M. see GLAZ, J.
KYPRIANOU, A. E. see KLÜPPELBERG, C.
LAGERÅS, A. N. AND MARTIN-LÖF, A.	Genealogy for supercritical branching processes	1066–1076
LALLEY, S. P. see DOLGOARSHINNYKH, R. G. and KORDZAKHIA, G.
LASMAR, N. see AGUECH, R.
LEFEBVRE, M.	First passage problems for asymmetric Wiener processes	175–184
LEIPUS, R., PAULAUSKAS, V. AND SURGAILIS, D.	On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise	421–440
LESKELÄ, L.	Stabilization of an overloaded queueing network using measurement-based admission control	231–244
LETAC, G. see JOFFE, A.
LI, Y.	On a continuous-state population-size-dependent branching process and its extinction	195–207
LI, Z.	A limit theorem for discrete Galton–Watson branching processes with immigration	289–295
LIN, Z. see ZHANG, Y.
LIU, Y. AND HOU, Z.	Several types of ergodicity for M/G/1-type Markov chains and Markov processes	141–158
LUND, R., ZHAO, Y. AND KIESSLER, P. C.	A monotonicity in reversible Markov chains	486–499
LUND, R., ZHAO, Y. AND KIESSLER, P. C.	Shapes of stationary autocovariances	1186–1193
MACCI, C. AND STABILE, G.	Large deviations for risk processes with reinsurance	713–728
MACRIS, N. see DOUSSE, O.
MAHMOUD, H. see AGUECH, R.
MALLOWS, C. L. AND MELOCHE, J.	Searching for searchers	899–904
MANDJES, M. see KELLA, O.
MARTIN-LÖF, A. see LAGERÅS, A. N.
MARTÍNEZ, R. see GONZÁLEZ, M.
MAZALOV, V. V. AND TAMAKI, M.	An explicit formula for the optimal gain in the full-information problem of owning a relatively best object	87–101
MEESTER, R. see DOUSSE, O., FRANCESCHETTI, M. and GILLETT, A.
MELOCHE, J. see MALLOWS, C. L.
MIXON, D. G. see KHAROUFEH, J. P.
MIZUNO, T.	A relation between positive dependence of signal and the variability of conditional expectation given signal	1181–1185
MOLER, J. see HIGUERAS, I.
MORRISON, J. A.	An urn model arising from all-optical networks	952–966
MOTA, M. see GONZÁLEZ, M.
MÜLLER, A. see COLANGELO, A.
NAGARAJA, H. N. see BARLEVY, G.
NAKATSUKA, T.	The untraceable events method for absorbing processes	652–664
NAVARRO, J. AND SHAKED, M.	Hazard rate ordering of order statistics and systems	391–408
NG, K. W. see GELUK, J.
NIESE, B.	A martingale characterization of Pólya–Lundberg processes	741–754
PAULAUSKAS, V. see LEIPUS, R.
PEKÖZ, E. see ZIYA, S.
PEKÖZ, E. A.	A compound Poisson approximation inequality	282–288
PEREIRA, L. AND FERREIRA, H.	Limiting crossing probabilities of random fields	884–891
PISTORIUS, M.	On maxima and ladder processes for a dense class of Lévy process	208–220
PISTORIUS, M. see BRONSTEIN, A. L.
PLO, F. see HIGUERAS, I.
POZDNYAKOV, V. see GLAZ, J.
PREATER, J.	On-line selection of an acceptable pair	729–740
QIAN, M. see GE, H.
RABEHASAINA, L.	Moments of a Markov-modulated, irreducible network of fluid queues	510–522
RADOVANOVIĆ, A. see JELENKOVIĆ, P. R.
ROGERS, L. C. G. AND SHEPP, L.	The correlation of the maxima of correlated Brownian motions	880–883
ROTHBLUM, U. G. see AVI-ITZHAK, B.
RÜSCHENDORF, L.	On stochastic recursive equations of sum and max type	687–703
SAMPSON, K. Y.	Structured coalescent with nonconservative migration	351–362
SAN MIGUEL, M. see HIGUERAS, I.
SANTACROCE, M.	Derivatives pricing via p-optimal martingale measures: some extreme cases	634–651
SAPIR, L. see BEREND, D.
SCARSINI, M. see COLANGELO, A.
SCHWEIZER, M. see GRUBER, U.
SEGERS, J.	Rare events, temporal dependence, and the extremal index	463–485
SENETA, E. see FINLAY, R.
SERRA, M. C.	On the waiting time to escape	296–302
SHAKED, M. see NAVARRO, J.
SHEPP, L. see ROGERS, L. C. G.
SHIOZAWA, Y.	Extinction of branching symmetric α-stable processes	1077–1090
SLADKÝ, K. see VAN DIJK, N. M.
SOFRONOV, G., KEITH, J. M. AND KROESE, D. P.	An optimal sequential procedure for a buying–selling problem with independent observations	454–462
SPICER, S. AND ZIEDINS, I.	User-optimal state-dependent routeing in parallel tandem queues with loss	274–281
SQUILLANTE, M. S. see JELENKOVIĆ, P. R.
STABILE, G. see MACCI, C.
STEELE, J. M. see GLAZ, J.
STEFANOV, V. T.	Exact distributions for reward functions on semi-Markov and Markov additive processes	1053–1065
SURGAILIS, D. see LEIPUS, R.
SUZUKI, Y. see KAWAZU, K.
SWAN, Y. C. AND BRUSS, F. T.	A matrix-analytic approach to the N-player ruin problem	755–766
SZEKLI, R. see DADUNA, H.
TAMAKI, M. see MAZALOV, V. V.
TEUGELS, J. L. see ALBRECHER, H.
THIRAN, P. see DOUSSE, O.
TORRISI, G. L. see GANESH, A.
TURKMAN, K. F.	A note on the extremal index for space–time processes	114–126
VAN DER WAL, P. see GILLETT, A.
VAN DIJK, N. M. AND SLADKÝ, K.	On the total reward variance for continuous-time Markov reward chains	1044–1052
VANNIASEGARAM, S.	Le Her with s suits and d denominations	1–15
WAN, Y.-W. AND WOLFF, R. W.	On the time spent below a random threshold by a system driven by a general counting process	599–601
WANG, K. see WANG, Y.
WANG, Y. AND WANG, K.	Asymptotics of the density of the supremum of a random walk with heavy-tailed increments	874–879
WENG, C. see ZHANG, Y.
WOLFF, R. W. see WAN, Y.-W.
YIN, C. AND ZHAO, J.	Nonexponential asymptotics for the solutions of renewal equations, with applications	815–824
YUKICH, J. E.	Ultra-small scale-free geometric networks	665–677
ZERVOS, M. see BRONSTEIN, A. L.
ZHANG, Y., LIN, Z. AND WENG, C.	Some limiting properties of the bounds of the present value function of a life insurance portfolio	1155–1164
ZHAO, J. see YIN, C.
ZHAO, Y. see LUND, R.
ZHU, Q. X. see GUO, X. P.
ZIEDINS, I. see SPICER, S.
ZIYA, S., AYHAN, H., FOLEY, R. D. AND PEKÖZ, E.	A monotonicity result for a G/GI/c queue with balking or reneging	1201–1205