Methodology and Computing in Applied Probability Short Title: Methodol. Comput. Appl. Probab. Publisher: Springer US, New York, NY ISSN: 1387-5841; 1573-7713/e Online: http://link.springer.com/journal/volumesAndIssues/11009 Comments: Indexed cover-to-cover Documents Indexed: 1,153 Publications (since 1999) References Indexed: 993 Publications with 24,962 References. all top 5 Latest Issues 24, No. 4 (2022) 24, No. 3 (2022) 24, No. 2 (2022) 24, No. 1 (2022) 23, No. 4 (2021) 23, No. 3 (2021) 23, No. 2 (2021) 23, No. 1 (2021) 22, No. 4 (2020) 22, No. 3 (2020) 22, No. 2 (2020) 22, No. 1 (2020) 21, No. 4 (2019) 21, No. 3 (2019) 21, No. 2 (2019) 21, No. 1 (2019) 20, No. 4 (2018) 20, No. 3 (2018) 20, No. 2 (2018) 20, No. 1 (2018) 19, No. 4 (2017) 19, No. 3 (2017) 19, No. 2 (2017) 19, No. 1 (2017) 18, No. 4 (2016) 18, No. 3 (2016) 18, No. 2 (2016) 18, No. 1 (2016) 17, No. 4 (2015) 17, No. 3 (2015) 17, No. 2 (2015) 17, No. 1 (2015) 16, No. 4 (2014) 16, No. 3 (2014) 16, No. 2 (2014) 16, No. 1 (2014) 15, No. 4 (2013) 15, No. 3 (2013) 15, No. 2 (2013) 15, No. 1 (2013) 14, No. 4 (2012) 14, No. 3 (2012) 14, No. 2 (2012) 14, No. 1 (2012) 13, No. 4 (2011) 13, No. 3 (2011) 13, No. 2 (2011) 13, No. 1 (2011) 12, No. 4 (2010) 12, No. 3 (2010) 12, No. 2 (2010) 12, No. 1 (2010) 11, No. 4 (2009) 11, No. 3 (2009) 11, No. 2 (2009) 11, No. 1 (2009) 10, No. 4 (2008) 10, No. 3 (2008) 10, No. 2 (2008) 10, No. 1 (2008) 9, No. 4 (2007) 9, No. 3 (2007) 9, No. 2 (2007) 9, No. 1 (2007) 8, No. 4 (2006) 8, No. 3 (2006) 8, No. 2 (2006) 8, No. 1 (2006) 7, No. 4 (2005) 7, No. 3 (2005) 7, No. 2 (2005) 7, No. 1 (2005) 6, No. 4 (2004) 6, No. 3 (2004) 6, No. 2 (2004) 6, No. 1 (2004) 5, No. 4 (2003) 5, No. 3 (2003) 5, No. 2 (2003) 5, No. 1 (2003) 4, No. 4 (2002) 4, No. 3 (2002) 4, No. 2 (2002) 4, No. 1 (2002) 3, No. 4 (2001) 3, No. 3 (2001) 3, No. 2 (2001) 3, No. 1 (2001) 2, No. 4 (2000) 2, No. 3 (2000) 2, No. 2 (2000) 2, No. 1 (2000) 1, No. 4 (1999) 1, No. 3 (1999) 1, No. 2 (1999) 1, No. 1 (1999) all top 5 Authors 19 Balakrishnan, Narayanaswamy 15 Koutras, Markos V. 15 Nadarajah, Saralees 13 Roberts, Gareth O. 12 Limnios, Nikolaos 11 Lefèvre, Claude 11 Mukhopadhyay, Nitis 10 Beneš, Viktor 10 Kroese, Dirk P. 10 Mahmoud, Hosam M. 9 Glaz, Joseph 9 Natvig, Bent 8 Denuit, Michel M. 8 Hüsler, Jürg 8 Manca, Raimondo 8 Rubinstein, Reuven Y. 8 Skiadas, Christos H. 8 Withers, Christopher Stroude 8 Zacks, Shelemyahu 7 Albrecher, Hansjörg 7 Chaudhry, Mohan L. 7 Cui, Lirong 7 Di Crescenzo, Antonio 7 Eryılmaz, Serkan N. 7 Hashorva, Enkelejd 7 Mandjes, Michel Robertus Hendrikus 7 Silvestrov, Sergei D. 7 Tsaklidis, George M. 6 Bloch-Mercier, Sophie 6 Gåsemyr, Jørund Inge 6 Gupta, Umesh Chandra 6 Haiman, George 6 Li, Haijun 6 Loisel, Stéphane 6 Palacios, Jose Luis 6 Peters, Gareth William 6 Pirozzi, Enrica 6 Politis, Konstadinos 6 Sericola, Bruno 6 Stadje, Wolfgang 6 Staňková Helisová, Kateřina 6 Taqqu, Murad S. 5 Cha, Ji Hwan 5 Dey, Dipak Kumar 5 Elliott, Robert James 5 Finkelstein, Maxim 5 Fu, James C. 5 Gatto, Riccardo 5 Janssen, Jacques 5 Leonenko, Nikolai N. 5 Lillo, Rosa Elvira 5 Melamed, Benjamin 5 Mishura, Yuliya Stepanivna 5 Perry, David 5 Ratanov, Nikita 5 Rosenthal, Jeffrey S. 5 Silvestrov, Dmitrii 5 Stramer, Osnat 5 Vellaisamy, Palaniappan 5 Yarovaya, Elena B. 4 Abundo, Mario 4 Aoshima, Makoto 4 Banik, Abhijit Datta 4 Bar-Lev, Shaul K. 4 Boxma, Onno Johan 4 Cossette, Hélène 4 D’Amico, Guglielmo 4 De Santis, Emilio 4 Feng, Runhuan 4 Girardin, Valerie 4 Goswami, Veena 4 Jacobson, Sheldon H. 4 Latouche, Guy 4 Lember, Jüri 4 Madan, Dilip B. 4 Marceau, Étienne 4 Martinucci, Barbara 4 Olenko, Andriy Yakovych 4 Pardo, Leandro 4 Pozdnyakov, Vladimir 4 Preda, Cristian 4 Ravishanker, Nalini 4 Remiche, Marie-Ange 4 Sachlas, Athanasios 4 Schmidt, Volker 4 Seneta, Eugene 4 Simon, Matthieu 4 Spizzichino, Fabio L. 4 Staněk, Jakub 4 Vernic, Raluca 4 Wang, Linshan 4 Wu, Tung-Lung 4 Yi, He 3 Afanaseva, Larisa G. 3 Aissani, Djamil 3 Angulo, José Miguel 3 Asmussen, Søren 3 Avram, Florin 3 Ball, Frank G. 3 Bersimis, Sotirios ...and 1,642 more Authors all top 5 Fields 860 Probability theory and stochastic processes (60-XX) 485 Statistics (62-XX) 239 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 216 Numerical analysis (65-XX) 135 Operations research, mathematical programming (90-XX) 63 Biology and other natural sciences (92-XX) 57 Computer science (68-XX) 41 Combinatorics (05-XX) 36 Systems theory; control (93-XX) 22 Information and communication theory, circuits (94-XX) 18 General and overarching topics; collections (00-XX) 14 Partial differential equations (35-XX) 13 Special functions (33-XX) 13 Calculus of variations and optimal control; optimization (49-XX) 8 Linear and multilinear algebra; matrix theory (15-XX) 8 Approximations and expansions (41-XX) 8 Integral transforms, operational calculus (44-XX) 8 Statistical mechanics, structure of matter (82-XX) 7 Ordinary differential equations (34-XX) 7 Integral equations (45-XX) 6 Harmonic analysis on Euclidean spaces (42-XX) 6 Geophysics (86-XX) 5 Dynamical systems and ergodic theory (37-XX) 4 Number theory (11-XX) 4 Real functions (26-XX) 4 Functional analysis (46-XX) 3 History and biography (01-XX) 3 Measure and integration (28-XX) 3 Operator theory (47-XX) 3 Convex and discrete geometry (52-XX) 3 Fluid mechanics (76-XX) 2 Field theory and polynomials (12-XX) 2 Group theory and generalizations (20-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Mechanics of deformable solids (74-XX) 2 Optics, electromagnetic theory (78-XX) 1 Mathematical logic and foundations (03-XX) 1 General algebraic systems (08-XX) 1 Commutative algebra (13-XX) 1 Functions of a complex variable (30-XX) 1 Sequences, series, summability (40-XX) 1 Differential geometry (53-XX) 1 Quantum theory (81-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 761 Publications have been cited 4,194 times in 3,457 Documents Cited by ▼ Year ▼ Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate. Zbl 1263.91027Wang, Kaiyong; Wang, Yuebao; Gao, Qingwu 114 2013 The cross-entropy method for combinatorial and continuous optimization. Zbl 0941.65061Rubinstein, Reuven 75 1999 An insurance risk model with Parisian implementation delays. Zbl 1319.60098Landriault, David; Renaud, Jean-François; Zhou, Xiaowen 56 2014 Langevin diffusions and Metropolis-Hastings algorithms. Zbl 1033.65003Roberts, G. O.; Stramer, O. 51 2002 Passage times in fluid models with application to risk processes. Zbl 1110.60067Ramaswami, V. 43 2006 Spectral properties of superpositions of Ornstein-Uhlenbeck type processes. Zbl 1089.60014Barndorff-Nielsen, O. E.; Leonenko, N. N. 39 2005 Precise large deviations of random sums in presence of negative dependence and consistent variation. Zbl 1242.60027Chen, Yiqing; Yuen, Kam C.; Ng, Kai W. 36 2011 Preservation of stochastic orders under the formation of generalized distorted distributions. Applications to coherent systems. Zbl 1371.60046Navarro, Jorge; del Águila, Yolanda; Sordo, Miguel A.; Suárez-Llorens, Alfonso 33 2016 Asymptotic results for the sum of dependent non-identically distributed random variables. Zbl 1171.60348Kortschak, Dominik; Albrecher, Hansjörg 32 2009 An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift. Zbl 1104.65004Atchadé, Yves F. 32 2006 A factorisation of diffusion measure and finite sample path constructions. Zbl 1152.65013Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O. 30 2008 Risk processes with non-stationary Hawkes claims arrivals. Zbl 1231.91239Stabile, Gabriele; Torrisi, Giovanni Luca 30 2010 The cross-entropy method for continuous multi-extremal optimization. Zbl 1107.65049Kroese, Dirk P.; Porotsky, Sergey; Rubinstein, Reuven Y. 29 2006 An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting. Zbl 1293.65004Botev, Zdravko I.; Kroese, Dirk P. 28 2008 The perturbed compound Poisson risk process with investment and debit interest. Zbl 1231.91255Yin, Chuancun; Wang, Chunwei 27 2010 Tauberian and Abelian theorems for long-range dependent random fields. Zbl 1307.60068Leonenko, Nikolai; Olenko, Andriy 27 2013 Statistical process control using Shewhart control charts with supplementary runs rules. Zbl 1171.62366Koutras, M. V.; Bersimis, S.; Maravelakis, P. E. 26 2007 Numerical methods for the pricing of swing options: a stochastic control approach. Zbl 1142.91502Barrera-Esteve, Christophe; Bergeret, Florent; Dossal, Charles; Gobet, Emmanuel; Meziou, Asma; Munos, Rémi; Reboul-Salze, Damien 26 2006 Tail risk of multivariate regular variation. Zbl 1239.62060Joe, Harry; Li, Haijun 26 2011 Diffusion processes associated with nonlinear evolution equations for signed measures. Zbl 0960.60092Jourdain, B. 25 2000 A double-ended queue with catastrophes and repairs, and a jump-diffusion approximation. Zbl 1270.60080Di Crescenzo, Antonio; Giorno, Virginia; Krishna Kumar, Balasubramanian; Nobile, Amelia G. 25 2012 Langevin-type models. I: Diffusions with given stationary distributions and their discretizations. Zbl 0947.60071Stramer, O.; Tweedie, R. L. 24 1999 Nested partitions method for stochastic optimization. Zbl 0968.90054Shi, Leyuan; Ólafsson, Sigurdur 24 2000 Censoring, factorizations, and spectral analysis for transition matrices with block-repeating entries. Zbl 1022.60073Zhao, Yiqiang Q.; Li, Wei; Braun, W. John 24 2003 Uniform estimate for maximum of randomly weighted sums with applications to ruin theory. Zbl 1177.60026Shen, Xin-mei; Lin, Zheng-yan; Zhang, Yi 24 2009 Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows. Zbl 1184.60027Bean, Nigel G.; O’reilly, Małgorzata M.; Taylor, Peter G. 24 2008 Properties of distortion risk measures. Zbl 1170.91368Balbás, Alejandro; Garrido, José; Mayoral, Silvia 24 2009 Crossing probabilities for diffusion processes with piecewise continuous boundaries. Zbl 1122.60070Wang, Liqun; Pötzelberger, Klaus 24 2007 The Markov additive risk process under an Erlangized dividend barrier strategy. Zbl 1338.91081Zhang, Zhimin; Cheung, Eric C. K. 23 2016 Langevin-type models II: Self-targeting candidates for MCMC algorithms. Zbl 0946.60063Stramer, O.; Tweedie, R. L. 23 1999 Two new mixture models related to the inverse Gaussian distribution. Zbl 1187.60009Kotz, Samuel; Leiva, Víctor; Sanhueza, Antonio 22 2010 Tail dependence comparison of survival Marshall-Olkin copulas. Zbl 1142.62035Li, Haijun 22 2008 Numerical computation of first-passage times of increasing Lévy processes. 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Zbl 1480.60210Akar, Nail; Gursoy, Omer; Horvath, Gabor; Telek, Miklos 2 2021 Comparisons of multi-state systems with binary components of different sizes. Zbl 1480.60049Yi, He; Balakrishnan, Narayanaswamy; Cui, Lirong 2 2021 Analysis of a stochastic competitive model with saturation effect and distributed delay. Zbl 1480.92176Ning, Wenxu; Liu, Zhijun; Wang, Lianwen; Tan, Ronghua 2 2021 Exact results and bounds for the joint tail and moments of the recurrence times in a renewal process. Zbl 1478.60239Losidis, Sotirios; Politis, Konstadinos; Psarrakos, Georgios 2 2021 On the rates of asymptotic normality for Bernstein polynomial estimators in a triangular array. Zbl 1480.60053Lu, Dawei; Wang, Lina 2 2021 Structure of the particle population for a branching random walk with a critical reproduction law. Zbl 1476.60151Balashova, Daria; Molchanov, Stanislav; Yarovaya, Elena 2 2021 Some results on the telegraph process confined by two non-standard boundaries. 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Zbl 1460.60081Vialaret, Marie; Maire, Florian 3 2020 Comparisons of the expectations of system and component lifetimes in the failure dependent proportional hazard model. Zbl 1437.62369Bieniek, Mariusz; Burkschat, Marco; Rychlik, Tomasz 3 2020 The role of information in system stability with partially observable servers. Zbl 1460.60085Asanjarani, Azam; Nazarathy, Yoni 2 2020 On the distribution of the number of success runs in a continuous time Markov chain. Zbl 1460.60086Michael, Boutsikas V.; Eutichia, Vaggelatou 2 2020 A renewal generated geometric catastrophe model with discrete-time Markovian arrival process. Zbl 1460.60099Kumar, Nitin; Gupta, U. C. 2 2020 Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model. Zbl 1457.91330Gajek, Lesław; Rudź, Marcin 2 2020 Moments of the forward recurrence time in a renewal process. Zbl 1460.60098Losidis, Sotirios; Politis, Konstadinos 2 2020 First crossing times of telegraph processes with jumps. 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Zbl 1437.60071Raaijmakers, Youri; Albrecher, Hansjörg; Boxma, Onno 1 2019 On lattice path counting and the random product representation, with applications to the \(E_r/M/1\) queue and the \(M/E_r/1\) queue. Zbl 1437.60069Liu, Xiaoyuan; Fralix, Brian 1 2019 ...and 661 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 4,624 Authors 50 Leonenko, Nikolai N. 34 Balakrishnan, Narayanaswamy 30 Roberts, Gareth O. 29 Hashorva, Enkelejd 28 Wang, Xuejun 27 Lefèvre, Claude 27 Mandjes, Michel Robertus Hendrikus 27 Yang, Yang 26 Pirozzi, Enrica 22 D’Amico, Guglielmo 20 Cheung, Eric C. K. 20 Di Crescenzo, Antonio 19 Gao, Qingwu 19 Kroese, Dirk P. 19 Landriault, David 19 Manca, Raimondo 19 Zhang, Zhimin 18 Leiva, Víctor 17 Eryılmaz, Serkan N. 17 Limnios, Nikolaos 16 Nadarajah, Saralees 16 Palmowski, Zbigniew 16 Rubinstein, Reuven Y. 16 Wang, Kaiyong 15 Aoshima, Makoto 15 Glaz, Joseph 15 Gupta, Umesh Chandra 15 Kawai, Reiichiro 15 Li, Junping 14 Jourdain, Benjamin 14 Loisel, Stéphane 14 Nobile, Amelia G. 14 Yata, Kazuyoshi 13 Furman, Edward 13 Koutras, Markos V. 13 Makri, Frosso S. 13 Mishura, Yuliya Stepanivna 13 Olenko, Andriy Yakovych 12 Boxma, Onno Johan 12 Chen, Anyue 12 Macci, Claudio 12 Madan, Dilip B. 12 Navarro, Jorge 12 O’Reilly, Małgorzata M. 12 Yuen, Kam Chuen 12 Zitikis, Ričardas 11 Ascione, Giacomo 11 Asmussen, Søren 11 Banik, Abhijit Datta 11 Cheng, Dongya 11 Dębicki, Krzysztof 11 Ding, Feng 11 Fu, James C. 11 Li, Haijun 11 Liu, Xijun 11 Polunchenko, Aleksey S. 11 Šiaulys, Jonas 11 Tan, Zhongquan 11 Yin, Chuancun 10 Abundo, Mario 10 Ahn, Soohan 10 Albrecher, Hansjörg 10 Bai, Long 10 Cha, Ji Hwan 10 Czarna, Irmina 10 Giorno, Virginia 10 Li, Xiaohu 10 Liu, Peng 10 Peng, Zuoxiang 10 Taqqu, Murad S. 10 Yarovaya, Elena B. 9 Badescu, Andrei L. 9 Bean, Nigel G. 9 Chaudhry, Mohan L. 9 Cui, Lirong 9 Denuit, Michel M. 9 Hayat, Tasawar 9 Ivanovs, Jevgeņijs 9 Janssen, Jacques 9 Jiang, Tao 9 Latouche, Guy 9 Li, Bin 9 Mahmoud, Hosam M. 9 Psillakis, Zaharias M. 9 Ruiz-Medina, María Dolores 9 Spizzichino, Fabio L. 9 Stadje, Wolfgang 9 Su, Jianxi 9 Wang, Wenyuan 9 Yang, Hailiang 8 Atchadé, Yves F. 8 Beghin, Luisa 8 Chen, Pingyan 8 De Santis, Emilio 8 Gatto, Riccardo 8 Guillen, Montserrat 8 Hu, Shuhe 8 Marzouk, Youssef M. 8 Mukhopadhyay, Nitis 8 Pacchiarotti, Barbara ...and 4,524 more Authors all top 5 Cited in 422 Journals 316 Methodology and Computing in Applied Probability 135 Communications in Statistics. 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Advances in Statistical Analysis 8 Theoretical Computer Science 8 Probability and Mathematical Statistics 8 Statistical Science 8 Signal Processing 8 International Journal of Computer Mathematics 8 Applied Mathematics. Series B (English Edition) 8 Electronic Journal of Probability 8 Communications in Nonlinear Science and Numerical Simulation 8 Journal of Machine Learning Research (JMLR) 8 Advances in Difference Equations 8 ALEA. Latin American Journal of Probability and Mathematical Statistics 7 Fuzzy Sets and Systems 7 Acta Mathematicae Applicatae Sinica. English Series 7 Mathematical and Computer Modelling 7 Applications of Mathematics 7 Top 7 Applied Mathematical Finance 7 Journal of Nonparametric Statistics 7 RAIRO. Operations Research 7 Applied Stochastic Models in Business and Industry 7 Journal of Applied Mathematics and Computing 7 Mathematics and Financial Economics 7 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM 7 Journal of Computational and Graphical Statistics ...and 322 more Journals all top 5 Cited in 50 Fields 2,114 Probability theory and stochastic processes (60-XX) 1,426 Statistics (62-XX) 790 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 478 Numerical analysis (65-XX) 469 Operations research, mathematical programming (90-XX) 185 Biology and other natural sciences (92-XX) 150 Computer science (68-XX) 100 Systems theory; control (93-XX) 65 Statistical mechanics, structure of matter (82-XX) 62 Combinatorics (05-XX) 60 Information and communication theory, circuits (94-XX) 59 Partial differential equations (35-XX) 48 Ordinary differential equations (34-XX) 30 Dynamical systems and ergodic theory (37-XX) 27 Calculus of variations and optimal control; optimization (49-XX) 24 Integral transforms, operational calculus (44-XX) 22 Integral equations (45-XX) 21 Special functions (33-XX) 20 Linear and multilinear algebra; matrix theory (15-XX) 20 Real functions (26-XX) 19 Geophysics (86-XX) 17 Fluid mechanics (76-XX) 16 Approximations and expansions (41-XX) 12 Harmonic analysis on Euclidean spaces (42-XX) 12 Operator theory (47-XX) 12 Convex and discrete geometry (52-XX) 11 Measure and integration (28-XX) 9 Functional analysis (46-XX) 9 Mechanics of deformable solids (74-XX) 8 Differential geometry (53-XX) 7 General and overarching topics; collections (00-XX) 5 Number theory (11-XX) 5 Quantum theory (81-XX) 4 Field theory and polynomials (12-XX) 4 Commutative algebra (13-XX) 3 Mathematical logic and foundations (03-XX) 3 Optics, electromagnetic theory (78-XX) 2 Potential theory (31-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Mechanics of particles and systems (70-XX) 2 Classical thermodynamics, heat transfer (80-XX) 1 History and biography (01-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Group theory and generalizations (20-XX) 1 Functions of a complex variable (30-XX) 1 Difference and functional equations (39-XX) 1 Sequences, series, summability (40-XX) 1 Abstract harmonic analysis (43-XX) 1 General topology (54-XX) 1 Mathematics education (97-XX) Citations by Year