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Journal of Applied Probability

Short Title: J. Appl. Probab.
Publisher: Applied Probability Trust, Sheffield
ISSN: 0021-9002; 1475-6072/e
Online: https://www.cambridge.org/core/journals/journal-of-applied-probability/all-issues
http://projecteuclid.org/jap
Comments: Journal; Indexed cover-to-cover
Documents Indexed: 5,467 Publications (since 1964)
References Indexed: 1,667 Publications with 32,816 References.
all top 5

Latest Issues

60, No. 4 (2023)
60, No. 3 (2023)
60, No. 2 (2023)
60, No. 1 (2023)
59, No. 4 (2022)
59, No. 3 (2022)
59, No. 2 (2022)
59, No. 1 (2022)
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41, No. 4 (2004)
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39, No. 4 (2002)
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39, No. 1 (2002)
38A, Spec. Iss. (2001)
38, No. 4 (2001)
38, No. 3 (2001)
38, No. 2 (2001)
38, No. 1 (2001)
37, No. 4 (2000)
37, No. 3 (2000)
37, No. 2 (2000)
37, No. 1 (2000)
...and 74 more Volumes
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Authors

34 Ross, Sheldon Mark
30 Seneta, Eugene
28 Heyde, Christopher Charles
28 Kella, Offer
24 Boxma, Onno Johan
24 Daley, Daryl John
24 Gani, Joseph Mark
23 Stadje, Wolfgang
22 Miyazawa, Masakiyo
21 Ball, Frank G.
21 Pakes, Anthony G.
20 Ebrahimi, Nader D.
20 Resnick, Sidney Ira
20 Shanthikumar, Jeyaveerasingam George
19 Lefèvre, Claude
19 Neuts, Marcel Fernand
19 Whitt, Ward
17 Shepp, Lawrence Alan
16 Cha, Ji Hwan
16 Pollett, Philip K.
16 Renshaw, Eric
16 Roberts, Gareth O.
16 Savits, Thomas H.
16 Sudbury, Aidan
16 Tweedie, Richard Lewis
15 Balakrishnan, Narayanaswamy
15 Brockwell, Peter J.
15 Doney, Ronald Arthur
15 Holst, Lars
15 Iksanov, Aleksander M.
15 Mandjes, Michel Robertus Hendrikus
15 Phatarfod, Ravindra M.
15 Shaked, Moshe
15 Takács, Lajos
15 Walrand, Jean C.
14 Barbour, Andrew David
14 Block, Henry W.
14 Borovkov, Konstantin A.
14 Bruss, Franz Thomas
14 Cowan, Richard J.
14 Glazebrook, Kevin D.
14 Janson, Svante
14 Klebaner, Fima C.
14 Kyprianou, Andreas E.
14 Mahmoud, Hosam M.
13 Asmussen, Søren
13 Baccelli, François Louis
13 Di Crescenzo, Antonio
13 Jagers, Peter
13 Keilson, Julian
13 Langberg, Naftali A.
13 Peköz, Erol A.
13 Ricciardi, Luigi Maria
13 Righter, Rhonda
13 Taylor, Peter Gerrard
13 Teugels, Jozef L.
13 Wolff, Ronald W.
12 Britton, Tom
12 Haigh, John
12 McCormick, William P.
12 Möhle, Martin
12 Rogers, L. C. G.
12 Rüschendorf, Ludger
12 Sumita, Ushio
12 Weber, Richard Robert
12 Whittle, Peter
11 Billard, Lynne
11 Brown, Mark
11 Chen, Anyue
11 Ekström, Erik
11 Glynn, Peter W.
11 Kaplan, Norman L.
11 Kijima, Masaaki
11 Kingman, John Frank Charles
11 Klüppelberg, Claudia
11 Moran, Patrick Alfred Pierce
11 Natvig, Bent
11 Proschan, Frank
11 Tang, Qihe
11 Weiner, Howard Jacob
11 Zacks, Shelemyahu
10 Arnold, Barry Charles
10 Asadi, Majid
10 Athreya, Krishna Balasundaram
10 Conolly, Brian W.
10 Gnedin, Alexander V.
10 Grübel, Rudolf
10 Guillemin, Fabrice M.
10 Hall, Peter Gavin
10 Hannan, Edward James
10 Hines, W. G. S.
10 Hüsler, Jürg
10 Kennedy, Douglas P.
10 Letac, Gérard G.
10 Navarro, Jorge
10 Perry, David
10 Picard, Philippe
10 Quine, Malcolm P.
10 Sagitov, Serik
10 Sericola, Bruno
...and 4,270 more Authors
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Fields

4,714 Probability theory and stochastic processes (60-XX)
958 Statistics (62-XX)
833 Operations research, mathematical programming (90-XX)
449 Biology and other natural sciences (92-XX)
402 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
168 Computer science (68-XX)
167 Combinatorics (05-XX)
166 Numerical analysis (65-XX)
122 Systems theory; control (93-XX)
74 Statistical mechanics, structure of matter (82-XX)
51 Information and communication theory, circuits (94-XX)
41 Convex and discrete geometry (52-XX)
39 Linear and multilinear algebra; matrix theory (15-XX)
34 History and biography (01-XX)
31 Partial differential equations (35-XX)
24 Integral transforms, operational calculus (44-XX)
24 Calculus of variations and optimal control; optimization (49-XX)
22 Dynamical systems and ergodic theory (37-XX)
18 Ordinary differential equations (34-XX)
18 Operator theory (47-XX)
17 Special functions (33-XX)
16 Real functions (26-XX)
16 Geophysics (86-XX)
15 Measure and integration (28-XX)
14 Difference and functional equations (39-XX)
14 Approximations and expansions (41-XX)
13 Integral equations (45-XX)
11 Number theory (11-XX)
8 Functional analysis (46-XX)
7 Functions of a complex variable (30-XX)
7 Harmonic analysis on Euclidean spaces (42-XX)
7 Quantum theory (81-XX)
6 Differential geometry (53-XX)
4 Mathematical logic and foundations (03-XX)
4 Sequences, series, summability (40-XX)
4 Mechanics of particles and systems (70-XX)
3 General and overarching topics; collections (00-XX)
3 Nonassociative rings and algebras (17-XX)
3 Global analysis, analysis on manifolds (58-XX)
2 Order, lattices, ordered algebraic structures (06-XX)
2 Field theory and polynomials (12-XX)
2 Geometry (51-XX)
2 Mechanics of deformable solids (74-XX)
2 Fluid mechanics (76-XX)
2 Optics, electromagnetic theory (78-XX)
2 Classical thermodynamics, heat transfer (80-XX)
2 Mathematics education (97-XX)
1 Commutative algebra (13-XX)
1 Group theory and generalizations (20-XX)
1 Abstract harmonic analysis (43-XX)
1 General topology (54-XX)
1 Algebraic topology (55-XX)
1 Relativity and gravitational theory (83-XX)
1 Astronomy and astrophysics (85-XX)

Publications by Year

Citations contained in zbMATH Open

4,446 Publications have been cited 42,630 times in 26,245 Documents Cited by Year
A new family of life distributions. Zbl 0209.49801
Birnbaum, Z. W.; Saunders, S. C.
266
1969
Solutions of ordinary differential equations as limits of pure jump Markov processes. Zbl 0191.47301
Kurtz, T. G.
251
1970
Limit theorems for continuous-time random walks with infinite mean waiting times. Zbl 1065.60042
Meerschaert, Mark M.; Scheffler, Hans-Peter
204
2004
A versatile Markovian point process. Zbl 0422.60043
Neuts, Marcel F.
202
1979
Limit theorems for sequences of jump Markov processes approximating ordinary differential processes. Zbl 0219.60060
Kurtz, T. G.
195
1971
On the genealogy of large populations. Zbl 0516.92011
Kingman, J. F. C.
191
1982
Changes of numéraire, changes of probability measure and option pricing. Zbl 0829.90007
Geman, Hélyette; El Karoui, Nicole; Rochet, Jean-Charles
183
1995
The value of an Asian option. Zbl 0839.90013
Rogers, L. C. G.; Shi, Z.
182
1995
A cluster process representation of a self-exciting process. Zbl 0305.60021
Hawkes, Alan G.; Oakes, David
164
1974
Imperfect repair. Zbl 0526.60080
Brown, Mark; Proschan, Frank
156
1983
Estimation for a family of life distributions with applications to fatigue. Zbl 0216.22702
Birnbaum, Z. W.; Saunders, S. C.
154
1969
Product-form queueing networks with negative and positive customers. Zbl 0741.60091
Gelenbe, Erol
152
1991
The asymptotic theory of linear time-series models. Zbl 0261.62073
Hannan, E. J.
151
1973
Subexponential distributions and integrated tails. Zbl 0651.60020
Klüppelberg, Claudia
143
1988
Diffusion models in population genetics. Zbl 0134.38103
Kimura, Motoo
141
1964
On the eigenvalues of random matrices. Zbl 0807.15015
Diaconis, Persi; Shahshahani, Mehrdad
136
1994
The general coalescent with asynchronous mergers of ancestral lines. Zbl 0962.92026
Sagitov, Serik
135
1999
An integer-valued p th-order autoregressive structure (INAR(p)) process. Zbl 0704.62081
Alzaid, A. A.; Al-Osh, M.
133
1990
Non-strong mixing autoregressive processes. Zbl 0552.60049
Andrews, Donald W. K.
130
1984
Martingale convergence in the branching random walk. Zbl 0356.60053
Biggins, J. D.
129
1977
Some results for repairable systems with general repair. Zbl 0671.60080
Kijima, Masaaki
125
1989
Age-dependent minimal repair. Zbl 0564.60084
Block, Henry W.; Borges, Wagner S.; Savits, Thomas H.
125
1985
Approximations of small jumps of Lévy processes with a view towards simulation. Zbl 0989.60047
Asmussen, Søren; Rosiński, Jan
122
2001
Inequalities with applications to percolation and reliability. Zbl 0571.60019
van den Berg, J.; Kesten, H.
111
1985
Weak convergence of probability measures and random functions in the function space D\([0,\infty)\). Zbl 0258.60008
Lindvall, Torgny
111
1973
On quasi-stationary distributions on absorbing discrete-time finite Markov chains. Zbl 0134.34704
Darroch, J. N.; Seneta, E.
104
1965
Perburbation theory and finite Markov chains. Zbl 0196.19803
Schweitzer, Paul J.
102
1968
A logarithmic reduction algorithm for quasi-birth-death processes. Zbl 0789.60055
Latouche, Guy; Ramaswami, V.
101
1993
On estimating the diffusion coefficient from discrete observations. Zbl 0796.62070
Florens-Zmirou, Danielle
98
1993
Stochastic approach to chemical kinetics. Zbl 0231.60090
McQuarrie, Donald A.
98
1967
Convolution equivalence and infinite divisibility. Zbl 1051.60019
Pakes, Anthony G.
95
2004
Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms. Zbl 1137.62015
Roberts, Gareth O.; Rosenthal, Jeffrey S.
95
2007
Entropy-based measure of uncertainty in past lifetime distributions. Zbl 1003.62087
Di Crescenzo, Antonio; Longobardi, Maria
93
2002
Large deviations of heavy-tailed random sums with applications in insurance and finance. Zbl 0903.60021
Klüppelberg, C.; Mikosch, T.
91
1997
Restless bandits: Activity allocation in a changing world. Zbl 0664.90043
Whittle, P.
90
1988
Limit theorems for iterated random functions. Zbl 1046.60024
Wu, Wei Biao; Shao, Xiaofeng
86
2004
Optimality of the shortest line discipline. Zbl 0357.60023
Winston, Wayne
86
1977
Exponential behavior in the presence of dependence in risk theory. Zbl 1097.62110
Albrecher, Hansjörg; Teugels, Jef L.
85
2006
On quasi-stationary distributions in absorbing continuous-time finite Markov chains. Zbl 0168.16303
Darroch, J. N.; Seneta, E.
85
1967
Extreme values of independent stochastic processes. Zbl 0384.60055
Brown, Bruce M.; Resnick, Sidney I.
84
1977
The strong law of large numbers for extended negatively dependent random variables. Zbl 1213.60058
Chen, Yiqing; Chen, Anyue; Ng, Kai W.
84
2010
Asymptotic stability of stochastic differential equations driven by Lévy noise. Zbl 1185.60058
Applebaum, David; Siakalli, Michailina
81
2009
On the rate of convergence of normal extremes. Zbl 0403.60024
Hall, Peter
81
1979
Precise large deviations for sums of random variables with consistently varying tails. Zbl 1051.60032
Ng, Kai W.; Tang, Qihe; Yan, Jia-An; Yang, Hailiang
78
2004
The second-order analysis of stationary point processes. Zbl 0364.60087
Ripley, B. D.
78
1976
A continuous-time GARCH process driven by a Lévy process: Stationarity and second-order behaviour. Zbl 1068.62093
Klüppelberg, Claudia; Lindner, Alexander; Maller, Ross
77
2004
Asymptotic behaviour of continuous time, continuous state-space branching processes. Zbl 0301.60060
Grey, D. R.
77
1974
On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states. Zbl 0147.36603
Seneta, E.; Vere-Jones, D.
77
1966
Diffusion approximations in collective risk theory. Zbl 0191.51202
Iglehart, D. L.
77
1969
Oscillating random walk models for GI/G/1 vacation systems with Bernoulli schedules. Zbl 0612.60087
Keilson, J.; Servi, L. D.
76
1986
Exact and ordinary lumpability in finite Markov chains. Zbl 0796.60073
Buchholz, Peter
76
1994
Applications of the hazard rate ordering in reliability and order statistics. Zbl 0793.62053
Boland, Philip J.; El-Neweihi, Emad; Proschan, Frank
73
1994
Multivariate distributions for the life lengths of components of a system sharing a common environment. Zbl 0603.60084
Lindley, Dennis V.; Singpurwalla, Nozer D.
72
1986
Multivariate Hawkes processes: an application to financial data. Zbl 1242.62093
Embrechts, Paul; Liniger, Thomas; Lin, Lu
70
2011
Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov- Smirnov test. Zbl 0225.60037
Durbin, J.
69
1971
Multivariate normal approximations by Stein’s method and size bias couplings. Zbl 0845.60023
Goldstein, Larry; Rinott, Yosef
68
1996
Some new results on stochastic comparisons of parallel systems. Zbl 0995.62104
Khaledi, Baha-Eldin; Kochar, Subhash
68
2000
Useful martingales for stochastic storage processes with Lévy input. Zbl 0761.60065
Kella, Offer; Whitt, Ward
68
1992
A supplement to the strong law of large numbers. Zbl 0305.60008
Heyde, C. C.
68
1975
Chernoff’s theorem in the branching random walk. Zbl 0373.60090
Biggins, J. D.
66
1977
The total progeny in a branching process and a related random walk. Zbl 0192.54401
Dwass, M.
66
1969
Logarithmic asymptotics for steady-state tail probabilities in a single- server queue. Zbl 0805.60093
Glynn, Peter W.; Whitt, Ward
65
1994
Dispersive ordering of distributions. Zbl 0481.60022
Shaked, Moshe
65
1982
The threshold behaviour of epidemic models. Zbl 0519.92023
Ball, Frank
65
1983
Analysis of the \(M^ X/G/1\) queue with \(N\)-policy and multiple vacations. Zbl 0804.60081
Lee, Ho Woo; Lee, Soon Seok; Park, Jeong Ok; Chae, K. C.
64
1994
Mixture representations of residual lifetimes of used systems. Zbl 1155.60305
Navarro, Jorge; Balakrishnan, N.; Samaniego, Francisco J.
64
2008
Diffusion with ’collisions’ between particles. Zbl 0139.34804
Harris, T. E.
64
1965
Conditions for permanence and ergodicity of certain stochastic predator-prey models. Zbl 1338.34091
Du, Nguyen Huu; Nguyen, Dang Hai; Yin, G. George
63
2016
On the tails of waiting-time distributions. Zbl 0314.60072
Pakes, A. G.
63
1975
G-networks with triggered customer movement. Zbl 0781.60088
Gelenbe, Erol
63
1993
Partial orderings of distributions based on right-spread functions. Zbl 0898.62124
Fernández Ponce, J. M.; Kochar, S. C.; Muñoz Pérez, J.
62
1998
Discrimination between monotonic trends and long-range dependence. Zbl 0623.62085
Künsch, H.
62
1986
Queues with negative arrivals. Zbl 0744.60110
Gelenbe, Erol; Glynn, Peter; Sigman, Karl
62
1991
A generalized bivariate exponential distribution. Zbl 0155.24001
Marshall, A. W.; Olkin, I.
62
1967
A quantum-mechanical central limit theorem. Zbl 0224.60049
Cushen, C. D.; Hudson, R. L.
62
1971
On the prediction of fractional Brownian motion. Zbl 0861.60049
Gripenberg, Gustaf; Norros, Ilkka
61
1996
Signatures of indirect majority systems. Zbl 1042.62090
Boland, Philip J.
61
2001
The first-passage density of a continuous Gaussian process to a general boundary. Zbl 0576.60029
Durbin, J.
61
1985
On the optimal assignment of customers to parallel servers. Zbl 0378.60095
Weber, Richard R.
60
1978
Distributional study of De Finetti’s dividend problem for a general Lévy insurance risk process. Zbl 1137.60047
Kyprianou, A. E.; Palmowski, Z.
60
2007
Aspects of positive ageing. Zbl 0612.60072
Deshpande, Jayant V.; Kochar, Subhash C.; Singh, Harshinder
59
1986
Stein’s method and Poisson process convergence. Zbl 0661.60034
Barbour, A. D.
59
1988
Sensitivity and convergence of uniformly ergodic Markov chains. Zbl 1092.60027
Mitrophanov, A. Yu.
59
2005
The stationary distribution of the infinitely-many neutral alleles diffusion model. Zbl 0356.92012
Watterson, G. A.
58
1976
A threshold AR(1) model. Zbl 0541.62073
Petruccelli, Joseph D.; Woolford, Samuel W.
58
1984
Central limit theorem for nonlinear Hawkes processes. Zbl 1306.60015
Zhu, Lingjiong
58
2013
New partial ordering of survival functions based on the notion of uncertainty. Zbl 0817.62082
Ebrahimi, Nader; Pellerey, Franco
57
1995
Conditional tail expectations for multivariate phase-type distributions. Zbl 1079.62022
Cai, Jun; Li, Haijun
57
2005
An explicit solution to an optimal stopping problem with regime switching. Zbl 0988.60038
Guo, Xin
57
2001
Longest common subsequences of two random sequences. Zbl 0313.60008
Chvatal, Vaclav; Sankoff, David
57
1975
A Pollaczek-Khintchine formula for \(M/G/1\) queues with disasters. Zbl 0867.60082
Jain, Gautam; Sigman, Karl
56
1996
On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012
Cai, Jun; Tang, Qihe
56
2004
First-passage-time density and moments of the Ornstein-Uhlenbeck process. Zbl 0651.60080
Ricciardi, Luigi M.; Sato, Shunsuke
56
1988
General shock models associated with correlated renewal sequences. Zbl 0526.60078
Shanthikumar, J. G.; Sumita, U.
56
1983
The M/M/1 queue with mass exodus and mass arrivals when empty. Zbl 0876.60079
Chen, Anyue; Renshaw, Eric
55
1997
An upper bound for the probability of a union. Zbl 0349.60007
Hunter, David
55
1976
Multistate reliability models. Zbl 0435.60088
Griffith, William S.
55
1980
Marked point processes as limits of Markovian arrival streams. Zbl 0778.60035
Asmussen, Søren; Koole, Ger
55
1993
The proportion of the population never hearing a rumour. Zbl 0578.92025
Sudbury, Aidan
54
1985
Portfolio optimization with unobservable Markov-modulated drift process. Zbl 1138.93428
Rieder, Ulrich; Bäuerle, Nicole
54
2005
On connectivity and robustness of random graphs with inhomogeneity. Zbl 07661251
Shang, Yilun
4
2023
Graph distances in scale-free percolation: the logarithmic case. Zbl 1515.60312
Hao, Nannan; Heydenreich, Markus
2
2023
Nonlinear Markov chains with finite state space: invariant distributions and long-term behaviour. Zbl 1515.60260
Neumann, Berenice Anne
1
2023
Bose-Einstein condensation for particles with repulsive short-range pair interactions in a Poisson random external potential in \(\mathbb{R}^d\). Zbl 1515.82087
Kerner, Joachim; Pechmann, Maximilian
1
2023
Inheritance of strong mixing and weak dependence under renewal sampling. Zbl 1516.60015
Brandes, Dirk-Philip; Curato, Imma Valentina; Stelzer, Robert
1
2023
Ruin probabilities in a Markovian shot-noise environment. Zbl 1518.91225
Pojer, Simon; Thonhauser, Stefan
1
2023
A decomposition for Lévy processes inspected at Poisson moments. Zbl 1516.60029
Boxma, Onno; Mandjes, Michel
1
2023
On mixed fractional stochastic differential equations with discontinuous drift coefficient. Zbl 1516.60034
Sönmez, Ercan
1
2023
Robustness of iterated function systems of Lipschitz maps. Zbl 07727559
Hervé, Loïc; Ledoux, James
1
2023
Rate of convergence for particle approximation of PDEs in Wasserstein space. Zbl 1501.35449
Germain, Maximilien; Pham, Huyên; Warin, Xavier
5
2022
Ruin probabilities with investments: smoothness, integro-differential and ordinary differential equations, asymptotic behavior. (Ruin probabilities with investments: smoothness, inegro-differential and ordinary differential equations, asymptotic behavior.) Zbl 1489.91222
Kabanov, Yuri; Pukhlyakov, Nikita
3
2022
On local weak limit and subgraph counts for sparse random graphs. Zbl 1507.60023
Kurauskas, Valentas
3
2022
Limit laws for large \(k\)th-nearest neighbor balls. Zbl 1497.60023
Chenavier, Nicolas; Henze, Norbert; Otto, Moritz
3
2022
On the continuity of Pickands constants. Zbl 1492.60140
Dębicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew
3
2022
Renewal theory for iterated perturbed random walks on a general branching process tree: intermediate generations. Zbl 1496.60107
Bohun, Vladyslav; Iksanov, Alexander; Marynych, Alexander; Rashytov, Bohdan
2
2022
A note on the polynomial ergodicity of the one-dimensional zig-zag process. Zbl 07589164
Vasdekis, Giorgos; Roberts, Gareth O.
2
2022
A probabilistic model for interfaces in a martensitic phase transition. Zbl 1501.60054
Cesana, Pierluigi; Hambly, Ben M.
2
2022
An elementary approach to component sizes in critical random graphs. Zbl 1503.05109
De Ambroggio, Umberto
2
2022
Large-deviation results for triangular arrays of semiexponential random variables. Zbl 1492.60066
Klein, Thierry; Lagnoux, Agnès; Petit, Pierre
1
2022
Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance. Zbl 1489.91215
Brinker, Leonie Violetta; Schmidli, Hanspeter
1
2022
An explicit Dobrushin uniqueness region for Gibbs point processes with repulsive interactions. Zbl 1496.60117
Houdebert, Pierre; Zass, Alexander
1
2022
Dynamical fitness models: evidence of universality classes for preferential attachment graphs. Zbl 1497.05242
Cipriani, Alessandra; Fontanari, Andrea
1
2022
Generalized limit theorems for \(U\)-max statistics. Zbl 07589160
Nikitin, Yakov; Simarova, Ekaterina
1
2022
Characterization of random variables with stationary digits. Zbl 1498.60138
Cornean, Horia D.; Herbst, Ira W.; Møller, Jesper; Sørensen, Kasper S.; Støttrup, Benjamin B.
1
2022
Surprising identities for the greedy independent set on Cayley trees. Zbl 1503.05055
Contat, Alice
1
2022
Bounds for the chi-square approximation of the power divergence family of statistics. Zbl 07616202
Gaunt, Robert E.
1
2022
Asymptotic behavior and quasi-limiting distributions on time-fractional birth and death processes. Zbl 1498.60340
Curinao, Jorge Littin
1
2022
Rate of strong convergence to Markov-modulated Brownian motion. Zbl 1493.60120
Nguyen, Giang T.; Peralta, Oscar
1
2022
Replica-mean-field limits of fragmentation-interaction-aggregation processes. Zbl 1492.60262
Baccelli, François; Davydov, Michel; Taillefumier, Thibaud
1
2022
A note on the screaming toes game. Zbl 1492.60025
Tavaré, Simon
1
2022
An ergodic theorem for the weighted ensemble method. Zbl 1492.65030
Aristoff, David
1
2022
Variations of the elephant random walk. Zbl 1479.60049
Gut, Allan; Stadtmüller, Ulrich
6
2021
On classes of life distributions based on the mean time to failure function. Zbl 1467.62159
Khan, Ruhul Ali; Bhattacharyya, Dhrubasish; Mitra, Murari
6
2021
Exact simulation of Ornstein-Uhlenbeck tempered stable processes. Zbl 07364090
Qu, Yan; Dassios, Angelos; Zhao, Hongbiao
6
2021
General drawdown of general tax model in a time-homogeneous Markov framework. Zbl 1475.60076
Avram, Florin; Li, Bin; Li, Shu
5
2021
Bounds for expected supremum of fractional Brownian motion with drift. Zbl 1476.60074
Bisewski, Krzysztof; Dębicki, Krzysztof; Mandjes, Michel
5
2021
A product form for the general stochastic matching model. Zbl 1476.60121
Moyal, Pascal; Bušić, Ana; Mairesse, Jean
5
2021
Optimal allocation of relevations in coherent systems. Zbl 1478.90034
Yan, Rongfang; Zhang, Jiandong; Zhang, Yiying
4
2021
Sequential metric dimension for random graphs. Zbl 1482.05314
Ódor, Gergely; Thiran, Patrick
3
2021
Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration. Zbl 1478.60237
Rabehasaina, Landy; Woo, Jae-Kyung
3
2021
Scale-free percolation in continuous space: quenched degree and clustering coefficient. Zbl 1459.05298
Dalmau, Joseba; Salvi, Michele
3
2021
Queues with path-dependent arrival processes. Zbl 1476.60166
Fendick, Kerry; Whitt, Ward
3
2021
Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates. Zbl 1470.90152
Guo, Xin; Huang, Yonghui
3
2021
Arcsine laws for random walks generated from random permutations with applications to genomics. Zbl 1475.60021
Fang, Xiao; Gan, Han L.; Holmes, Susan; Huang, Haiyan; Peköz, Erol; Röllin, Adrian; Tang, Wenpin
2
2021
Two Poisson limit theorems for the coupon collector’s problem with group drawings. Zbl 1478.60092
Schilling, Judith; Henze, Norbert
2
2021
On transform orders for largest claim amounts. Zbl 1479.91346
Zhang, Yiying
2
2021
Large-deviation asymptotics of condition numbers of random matrices. Zbl 1478.60019
Singull, Martin; Uwamariya, Denise; Yang, Xiangfeng
2
2021
Ergodic control of diffusions with random intervention times. Zbl 1459.49010
Saarinen, Harto; Lempa, Jukka
2
2021
Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure. Zbl 1476.60090
Stehr, Mads; Rønn-Nielsen, Anders
2
2021
Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift. Zbl 1458.91208
Sass, Jörn; Westphal, Dorothee; Wunderlich, Ralf
2
2021
Double hypergeometric Lévy processes and self-similarity. Zbl 1470.60128
Kyprianou, Andreas E.; Pardo, Juan Carlos; Vidmar, Matija
2
2021
Gaussian process approximations for multicolor Pólya urn models. Zbl 1476.60015
Borovkov, Konstantin
2
2021
Computing minimal signature of coherent systems through matrix-geometric distributions. Zbl 1473.62333
Eryilmaz, Serkan; Tank, Fatih
2
2021
Couplings for determinantal point processes and their reduced palm distributions with a view to quantifying repulsiveness. Zbl 1476.60087
Møller, Jesper; O’Reilly, Eliza
2
2021
A restaurant process with cocktail bar and relations to the three-parameter Mittag-Leffler distribution. Zbl 1475.60023
Möhle, Martin
1
2021
On the forward algorithm for stopping problems on continuous-time Markov chains. Zbl 1478.60211
Miclo, Laurent; Villeneuve, Stéphane
1
2021
On the finiteness and tails of perpetuities under a Lamperti-Kiu map. Zbl 1475.60085
Alili, Larbi; Woodford, David
1
2021
Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment. Zbl 1476.60155
Leman, H.; Pardo, J. C.
1
2021
The martingale comparison method for Markov processes. Zbl 1476.60041
Köpfer, Benedikt; Rüschendorf, Ludger
1
2021
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. Zbl 1476.60081
Denisov, Denis; Perfilev, Elena; Wachtel, Vitali
1
2021
Long range dependence of heavy-tailed random functions. Zbl 1477.60061
Kulik, Rafal; Spodarev, Evgeny
1
2021
Subgeometric ergodicity and \(\beta\)-mixing. Zbl 1473.60102
Meitz, Mika; Saikkonen, Pentti
1
2021
Extinction time of the logistic process. Zbl 1477.60080
Foxall, Eric
1
2021
A transient Cramér-Lundberg model with applications to credit risk. Zbl 1477.60073
Delsing, Guusje; Mandjes, Michel
1
2021
Random additions in urns of integers. Zbl 1476.60018
Simper, Mackenzie
1
2021
Population dynamics driven by truncated stable processes with Markovian switching. Zbl 1476.60083
Zhang, Zhenzhong; Tong, Jinying; Meng, Qingting; Liang, You
1
2021
Stochastic orderings of multivariate elliptical distributions. Zbl 1476.60043
Yin, Chuancun
1
2021
Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model. Zbl 1443.60068
Nguyen, Dang H.; Nguyen, Nhu N.; Yin, George
11
2020
Branching processes in a random environment with immigration stopped at zero. Zbl 1434.60240
Dyakonova, Elena; Li, Doudou; Vatutin, Vladimir; Zhang, Mei
10
2020
A unifying approach to branching processes in a varying environment. Zbl 1434.60242
Kersting, Götz
9
2020
Simultaneous ruin probability for two-dimensional Brownian risk model. Zbl 1464.60031
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew
9
2020
On two classes of reflected autoregressive processes. Zbl 1444.62098
Boxma, Onno; Löpker, Andreas; Mandjes, Michel
7
2020
Existence of Gibbs point processes with stable infinite range interaction. Zbl 1457.60141
Dereudre, David; Vasseur, Thibaut
6
2020
Decorrelation of a class of Gibbs particle processes and asymptotic properties of \(U\)-statistics. Zbl 1457.60066
Beneš, Viktor; Hofer-Temmel, Christoph; Last, Günter; Večeřa, Jakub
5
2020
Weak convergence of random processes with immigration at random times. Zbl 1434.60068
Dong, Congzao; Iksanov, Alexander
5
2020
A functional limit theorem for general shot noise processes. Zbl 1434.60106
Iksanov, Alexander; Rashytov, Bohdan
5
2020
Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications. Zbl 1457.60026
Li, Lu; Wu, Qinyu; Mao, Tiantian
4
2020
Asymptotic results on Hoppe trees and their variations. Zbl 1444.05041
Hiesmayr, Ella; Işlak, Ümit
4
2020
Strong convergence of infinite color balanced urns under uniform ergodicity. Zbl 1452.60019
Bandyopadhyay, Antar; Janson, Svante; Thacker, Debleena
3
2020
Trees grown under young-age preferential attachment. Zbl 1453.05022
Lyon, Merritt R.; Mahmoud, Hosam M.
3
2020
A temporal factorization at the maximum for certain positive self-similar Markov processes. Zbl 1457.60058
Vidmar, Matija
3
2020
Maximizing the \(p\)th moment of the exit time of planar Brownian motion from a given domain. Zbl 1457.60125
Boudabra, Maher; Markowsky, Greg
3
2020
Exact sampling of determinantal point processes without eigendecomposition. Zbl 1472.60085
Launay, Claire; Galerne, Bruno; Desolneux, Agnès
3
2020
On the extension of signature-based representations for coherent systems with dependent non-exchangeable components. Zbl 1464.60015
Navarro, Jorge; Fernández-Sánchez, Juan
3
2020
Tails of exit times from unstable equilibria on the line. Zbl 1464.60057
Bakhtin, Yuri; Pajor-Gyulai, Zsolt
3
2020
Steady-state analysis of load-balancing algorithms in the sub-Halfin-Whitt regime. Zbl 1444.90044
Liu, Xin; Ying, Lei
3
2020
The probabilities of extinction in a branching random walk on a strip. Zbl 1457.60129
Braunsteins, Peter; Hautphenne, Sophie
2
2020
Skeletal stochastic differential equations for superprocesses. Zbl 1457.60128
Fekete, Dorottya; Fontbona, Joaquin; Kyprianou, Andreas E.
2
2020
On \(\Lambda\)-Fleming-Viot processes with general frequency-dependent selection. Zbl 1457.60079
Gonzalez Casanova, Adrian; Smadi, Charline
2
2020
Multivariate finite-support phase-type distributions. Zbl 1457.60027
Pavithra, Celeste R.; Deepak, T. G.
2
2020
Directed preferential attachment models: limiting degree distributions and their tails. Zbl 1434.60312
Britton, Tom
2
2020
Strong convergence of multivariate maxima. Zbl 1462.60068
Falk, Michael; Padoan, Simone A.; Rizzelli, Stefano
2
2020
A model for the spreading of fake news. Zbl 1434.91054
Mahmoud, Hosam
2
2020
On branching models with alarm triggerings. Zbl 1473.60127
Lefèvre, Claude; Picard, Philippe; Utev, Sergey
1
2020
On moderate deviations in Poisson approximation. Zbl 1452.60020
Liu, Qingwei; Xia, Aihua
1
2020
Generalised Liouville processes and their properties. Zbl 1457.60117
Hoyle, Edward; Menguturk, Levent Ali
1
2020
Synchronized Lévy queues. Zbl 1457.60139
Kella, Offer; Boxma, Onno
1
2020
Representations of Hermite processes using local time of intersecting stationary stable regenerative sets. Zbl 1457.60056
Bai, Shuyang
1
2020
The empirical mean position of a branching Lévy process. Zbl 1457.60130
Cheek, David; Shneer, Seva
1
2020
Non-comparability with respect to the convex transform order with applications. Zbl 1457.60034
Arab, Idir; Hadjikyriakou, Milto; Oliveira, Paulo Eduardo
1
2020
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Cited by 22,060 Authors

170 Balakrishnan, Narayanaswamy
111 Mandjes, Michel Robertus Hendrikus
90 Boxma, Onno Johan
81 Cha, Ji Hwan
76 Li, Xiaohu
75 Hashorva, Enkelejd
68 Finkelstein, Maxim
64 Lefèvre, Claude
63 Leonenko, Nikolai N.
63 Yang, Yang
61 Stadje, Wolfgang
60 Whitt, Ward
59 Eryılmaz, Serkan N.
59 Navarro, Jorge
56 Palmowski, Zbigniew
56 Zhao, Peng
55 Kyprianou, Andreas E.
54 Resnick, Sidney Ira
53 Asmussen, Søren
52 Leiva, Víctor
52 Perry, David
51 Tang, Qihe
50 Wang, Yuebao
49 Di Crescenzo, Antonio
49 Guo, Xianping
48 Iksanov, Aleksander M.
48 Nadarajah, Saralees
47 Dębicki, Krzysztof
46 Asadi, Majid
46 Klüppelberg, Claudia
46 Zeifman, Alexander Izrailevich
45 Ball, Frank G.
45 Pakes, Anthony G.
45 Sankaran, Paduthol Godan
45 Willmot, Gordon E.
45 Zwart, Bert P.
44 Janson, Svante
44 Shaked, Moshe
43 Roberts, Gareth O.
42 Albrecher, Hansjörg
42 Seneta, Eugene
41 Belzunce, Félix
41 Foss, Sergey G.
41 Kim, Bara
41 Ruiz, José-María
40 Kabluchko, Zakhar A.
40 Kella, Offer
40 Mahmoud, Hosam M.
40 Sheu, Sheyhuei
40 van Leeuwaarden, Johan S. H.
39 Denuit, Michel M.
39 Hu, Taizhong
39 Huillet, Thierry E.
39 Meerschaert, Mark Marvin
39 Nair, N. Unnikrishnan
39 Šiaulys, Jonas
38 Glynn, Peter W.
38 Gonzalez-Velasco, Miguel
38 Landriault, David
38 van der Hofstad, Remco W.
37 Adan, Ivo J. B. F.
37 Taylor, Peter Gerrard
37 Wang, Kaiyong
37 Zhou, Xiaowen
36 Ke, Jauchuan
36 Kochar, Subhash C.
36 Kundu, Debasis
36 Mota, Manuel
36 Pellerey, Franco
36 Pollett, Philip K.
35 Leipus, Remigijus
35 Lemonte, Artur José
35 Tan, Zhongquan
35 Vellaisamy, Palaniappan
34 Cheung, Eric C. K.
34 Glazebrook, Kevin D.
33 Artalejo, Jesus R.
33 Krishnamoorthy, Achyutha
32 Cui, Lirong
32 Li, Junping
32 Ma, Chunsheng
32 Macci, Claudio
32 Nanda, Asok K.
32 Parthasarathy, Panamalai Ramarao
31 Blanchet, Jose H.
31 Chen, Anyue
31 Cordeiro, Gauss Moutinho
31 Gupta, Ramesh Chandra
31 Mikosch, Thomas
31 Möhle, Martin
31 Orsingher, Enzo
31 Peng, Zuoxiang
31 Rüschendorf, Ludger
31 Wu, Wei Biao
31 Zhang, Yiying
30 Choudhury, Gautam
30 Ivanovs, Jevgeņijs
30 Latouche, Guy
30 Molina, Manuel
30 Yor, Marc
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Cited in 915 Journals

1,136 Statistics & Probability Letters
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797 Communications in Statistics. Theory and Methods
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