Subscribe to our Journals
For more information on how you can subscribe to our journals please read the information on our subscriptions page.
Submit a paper
Click here for information on submitting papers to the Applied Probability Trust.
Further Information
For further information please feel free to contact us.
 About
 Forthcoming Papers
 Current Issues
 Back Issues
 Notes for Contributors
 Publishing Ethics
 Subscribe
JAP Volume 32 Index
Author

Title

Page

Aldous D.

Darwin's log: a toy model of speciation and extinction

279295

Asmussen S. and Nielsen H.M.

Ruin probabilities via local adjustment coefficients

736755

Asymont I., Fayolle G. and Menshikov M.

Random walks in a quarter plane with zero drifts: transience and recurrence

941955

Baccelli F. and Foss S.

On the saturation rule for the stability of queues

494507

Balabushkin A.N.

Approximation to the exit probability of a continuous Gaussian process over a Ushaped boundary of increasing curvature

429442

Ball F. and Clancy D.

The final outcome and temporal solution of a carrierborne epidemic model

304315



The final outcome of an epidemic model with several different types of infective in a large population

579590

Borovkov K.

On crossing times for multidimensional walks with skipfree components

9911006

Boucherie R.J.

Product forms based on backward traffic equations

508518

Burton R.M. and Rösler U.

An L_2 convergence theorem for random affine mappings

183192

Campbell L., Mckellips A. and Wittke P.

Distributions and expectations of singular random variables

10321040

Cao X.R.

State aggregation and discretestate Markov chains embedded in a class of point processes

3951

Chao X. and Dai L.

A monotonicity result for a single server loss system

11121117

Chiera C. see Zeephongsekul P



Chiu S.N. see Cowan R.



Clancy D. see Ball F.



Coffey J.

A linear birthanddeath predatorprey process

274277

Cohen A. and Sackrowitz H.

On stochastic ordering of random vectors

960965

Cohen U. and Weissman I.

The extremal index and clustering of high values for derived stationary sequences

972981

Cowan R., Chiu S.N. and Holst L.

A limit theorem for the replication time of a DNA molecule

296303

Coyle A.J. and Taylor P.G.

Tight bounds on the sensitivity of generalised semiMarkov processes with a single generally distributed lifetime

6373

Dai L. see Chao X.



Dhar S. and Jiang X.

Probability bounds on the finite sum of the binary sequence of order k

10141027

Di Crescenzo A.G., Giorno V., Nobile A.G. and Ricciardi L.M.

On a symmetrybased constructive approach to probability densities for twodimensional diffusion processes

316336

Domine M.

Moments of the first passage time of a Wiener process with drift between two elastic barriers

10071013

Du Q.

A monotonicity result for a single server queue subject to a Markovmodulated Poisson process

11031111

Durham S. see Lee S.



Ebrahimi N. and Pellerey F.

New partial ordering of survival functions based on the notion of uncertainty

202211

El Karoui N. see Geman H.



ElSaidi M.A. see Ghitany M.E.



Elshamy M.

Randomly perturbed vibrations

417428

Fan A.H.

Sur la L^pconvergence des martingales liées au recouvrement

668678

Fayolle G. see Asymont I.



Feng S.

Phase transitions of some nonlinear stochastic models

193201

Ferger D.

The joint distribution of the running maximum and its location of Dvalued Markov processes

842845

Foss S. see Baccelli F.



Fu M.C. and Hu J.Q.

On unbounded hazard rates for smoothed perturbation analysis

659667

Gani J. and Yakowitz S.

Error bounds for deterministic approximations to Markov processes, with applications to epidemic models

10631076

Geman H., El Karoui N. and Rochet J.C.

Changes of num‚raire, changes of probability measure and option pricing

443458

Geske M., Godbole A., Schaffner A. and Skolnick A.

Compound Poisson approximations for word patterns under Markovian hypotheses

877892

Ghitany M.E., ElSaidi M.A. and Khalil Z.

Characterization of a general class of lifetesting models

548553

Giorno V. see Di Crescenzo A.G.



Glasserman P. and Yao D.

Stochastic vector difference equations with stationary coefficients

851866

Glazebrook K.D. and Greatrix S.

On transforming an index for generalised bandit problems

168182

Godbole A. see Geske M.



Goldie C.M.

Asymptotics of the LuriaDelbrück distribution

840841

Gong W.B. see Nananukul S.



Gorostiza L.G., Hochberg K.J. and Wakolbinger A.

Persistence of a critical super2 process

534540

Greatrix S. see Glazebrook K.D.



Gruet J. and Shi Z.

Some asymptotic results for exponential functionals of Brownian motion

930940

Guibert J.

Correction to JAP 31 (1994) 11341139

278277

Gutiérrez Jáimez R., Román Román P. and Torres Ruiz F.

A note on the Volterra integral equation for the firstpassagetimes probability density

635648

Hambly B.M.

On constant tail behaviour for the limiting random variable in a supercritical branching process

267273

Hamza K. and Klebaner F.C.

Conditions for integrability of Markov chains

541547

Harrison P.G. and Pitel E.

Response time distributions in tandem Gnetworks

224246

Heyman D.

A decomposition theorem for infinite stochastic matrices

893901

Hines W.G.S.

Comment on `Mutations, perturbations and evolutionarily stable strategies'

836839

Hochberg K.J. see Gorostiza L.G.



Holst L. see Cowan R.



Homble P. and McCormick W.P.

Weak limit results for the extremes of a class of shot noise processes

707726

Hu J.Q. see Fu M.C.



Hunt P.J.

Pathological behaviour in loss networks

519533

Hüsler J.

A note on a model for restoring a destroyed region

756767

Igaki N., Sumita U. and Kowada M.

Analysis of Markov renewal shock models

821831

Jacka S. and Roberts G.

Weak convergence of conditioned processes on a countable state space

902916

Jakeman E., Phayre S. and Renshaw E.

The evolution and measurement of a population of pairs

10481062

Jalali A. and Pemberton J.

Mixture models for time series

123138

Ji S. see Wang Y.H.



Jiang X. see Dhar S.



Joyce P.

Robustness of the Ewens sampling formula

609622

Kalamkar V.A.

Minification processes with discrete marginals

692706

Khalil Z. see Ghitany M.E.



Kimura M.

Obituary

11411143

Klebaner F.C. see Hamza K.



Koç C.

Recurringwithcarry sequences

966971

Kofman D. and Korexlioglu H.

Some EATA properties for marked point processes

922929

Kolonko M.

A piecewise Markovian model for simulated annealing with stochastic cooling schedules

649658

Konstantopoulos T. and Zazanis M.

A discrete time proof of Neveu's exchange formula

917921

Korexlioglu H. see Kofman D.



Koutras M.V., Papadopoulos G.K. and Papastavridis S.G.

Runs on a circle

396404

Kowada M. see Igaki N.



Lam Y.

An optimal inspectionrepairreplacement policy for standby systems

212223

Lee C. and Yang G.L.

A multitype irreversible agedependent branching process and its applications

591608

Lee S., Durham S. and Lynch J.

On the calculation of the reliability of general load sharing systems

777792

Lefebvre M.

Problèmes de premier passage résolubles par la méthode de séparation des variables

337348

Lefevre C. and Utev S.

On a conjecture for the nonexistence of the expectation of randomly stopped sums

11381140

Li J. and Ou J.

Characterizing the idleperiod distribution of GI/G/1 queues

247255

Li X. and Tang S.

General necessary conditions for partially observed optimal stochastic controls

11181137

Lin G.

On weak convergence within a Lorenz ordering family of distributions

10281031

Loskot K. and Rudnicki R.

Limit theorems for stochastically perturbated dynamical systems

459469

Lynch J. see Lee S.



Marlow N.A. and Tortorella M.

Some general characteristics of twostate reliability models for maintained systems

805820

Martinez S. and Vares M.E.

A Markov chain associated with the minimal quasistationary distribution of birthdeath chains

2538

Masse B.

Invariance principle for the deviation between the probability content and the interior points proportion of a random convex hull

10411047

McCormick W.P. see Homble P.



Mckellips A. see Campbell L.



Meester R.

Equality of critical densities in continuum percolation

90104

Menshikov M. see Asymont I.



Mi J.

Limiting behavior of some measures of system availability

482493

Miyazawa M.

Note on generalizations of Mecke's formula and extensions of H = lambda G

105122

Moller C.M.

Stochastic differential equations for ruin probabilities

7489

Nananukul S. and Gong W.B.

The mean waiting time of a GI/G/1 queue in light traffic via random thinning

256266

Nielsen H.M. see Asmussen S.



Niemiro W.

Tail events of simulated annealing Markov chains

867876

Nobile A.G. see Di Crescenzo A.G.



Oommen B.J. see Valiveti R.S.



Ou J. see Li J.



Papadopoulos G.K. see Koutras M.V.



Papastavridis S.G. see Koutras M.V.



Peköz E.A. and Ross S.M.

A simple derivation of exact reliability formulas for linear and circular consecutivekofn:F systems

554557

Pellerey F. see Ebrahimi N.



Pemberton J. see Jalali A.



Phayre S. see Jakeman E.



Pierre Loti Viaud D.

Random perturbations of recursive sequences with an application to an epidemic model

559578

Pitel E. see Harrison P.G.



Renshaw E. see Jakeman E.



Resnick S. and Starica C.

Consistency of Hill's estimator for dependent data

139167

Ricciardi L.M. see Di Crescenzo A.G.



Rising W.

Geometric Markov chains

349374

Roberts G. see Jacka S.



Rochet J.C. see Geman H.



Rodrigues E.R.

Convergence to stationary state for the movetofront scheme under dependent request sequences

768776



The performance of the movetofront scheme under some particular forms of Markov requests

10891102

Rogers L. and Shi Z.

The value of an Asian option

10771088

Román Román P. see Gutiérrez Jáimez R.



Rösler U. see Burton R.M.



Ross S.M. see Peköz E.A.



Roters M.

An optimal stopping problem for random walks with nonzero drift

956959

Rudnicki R. see Loskot K.



Sackrowitz H. see Cohen A.



Schaffner A. see Geske M.



Sengupta D.

Reliability bounds for the L class and Laplace order

832835

Shi Z. see Gruet J.



 see Rogers L.



Skolnick A. see Geske M.



Starica C. see Resnick S.



Stefanov V.T.

Mean passage times for tridiagonal transition matrices

846849

Sumita U. see Igaki N.



Svensson A.

On the asymptotic size and duration of a class of epidemic models

1124

Séva M.

On the local limit theorem for nonuniformly ergodic Markov chains

5262

Taib Z.

Branching processes and functional differential equations determining steadysize distributions in cell populations

110

Takács L.

Limit distributions for the Bernoulli meander

375395

Tang S. see Li X.



Taylor P.G. see Coyle A.J.



Torres Ruiz F. see Gutiérrez Jáimez R.



Tortorella M. see Marlow N.A.



Utev S. see Lefevre C.



Valiveti R.S., Oommen B.J. and Zgierski J.R.

Adaptive linear list reorganization under a generalized query system

793804

Vares M.E. see Martinez S.



Wakolbinger A. see Gorostiza L.G.



Wang Y.H. and Ji S.

Limit theorems for the number of occurrences of consecutive k successes

727735

Weissman I.

Records from a power model of independent observations

982990

 see Cohen U.



Wittke P. see Campbell L.



Yakowitz S. see Gani J.



Yang G.L. see Lee C.



Yao D. see Glasserman P.



Yor M.

The distribution of Brownian quantiles

405416

Zajic T.

Large exceedences for uniformly recurrent Markovadditive processes and strongmixing stationary processes

679691

Zazanis M. see Konstantopoulos T.



Zeephongsekul P. and Chiera C.

Optimal software release policy based on a twoperson game of timing

470481

Zeifman A.I.

On the estimation of probabilities for birth and death processes

623634

Zgierski J.R. see Valiveti R.S.


