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-issueshttp://projecteuclid.org/jap Comments: Journal; Indexed cover-to-cover Documents Indexed: 5,549 Publications (since 1964) References Indexed: 1,749 Publications with 34,929 References. all top 5 Latest Issues 61, No. 4 (2024) 61, No. 3 (2024) 61, No. 2 (2024) 61, No. 1 (2024) 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) 58, No. 4 (2021) 58, No. 3 (2021) 58, No. 2 (2021) 58, No. 1 (2021) 57, No. 4 (2020) 57, No. 3 (2020) 57, No. 2 (2020) 57, No. 1 (2020) 56, No. 4 (2019) 56, No. 3 (2019) 56, No. 2 (2019) 56, No. 1 (2019) 55, No. 4 (2018) 55, No. 3 (2018) 55, No. 2 (2018) 55, No. 1 (2018) 54, No. 4 (2017) 54, No. 3 (2017) 54, No. 2 (2017) 54, No. 1 (2017) 53, No. 4 (2016) 53, No. 3 (2016) 53, No. 2 (2016) 53, No. 1 (2016) 52, No. 4 (2015) 52, No. 3 (2015) 52, No. 2 (2015) 52, No. 1 (2015) 51A, Spec. 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(2001) 38, No. 4 (2001) 38, No. 3 (2001) 38, No. 2 (2001) 38, No. 1 (2001) ...and 78 more Volumes all top 5 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 20 Resnick, Sidney Ira 20 Shanthikumar, Jeyaveerasingam George 19 Lefèvre, Claude 19 Neuts, Marcel Fernand 19 Whitt, Ward 17 Shepp, Lawrence Alan 16 Balakrishnan, Narayanaswamy 16 Cha, Ji Hwan 16 Pollett, Philip K. 16 Roberts, Gareth O. 16 Savits, Thomas H. 16 Sudbury, Aidan 16 Tweedie, Richard Lewis 15 Brockwell, Peter John 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 Di Crescenzo, Antonio 14 Glazebrook, Kevin D. 14 Janson, Svante 14 Klebaner, Fima C. 14 Kyprianou, Andreas E. 14 Mahmoud, Hosam M. 14 Renshaw, Eric 13 Asmussen, Søren 13 Baccelli, François Louis 13 Ekström, Erik 13 Jagers, Peter 13 Keilson, Julian 13 Langberg, Naftali A. 13 Peköz, Erol A. 13 Ricciardi, Luigi Maria 13 Righter, Rhonda 13 Rogers, L. C. G. 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 Rüschendorf, Ludger 12 Sumita, Ushio 12 Weber, Richard Robert 12 Whittle, Peter 11 Billard, Lynne 11 Brown, Mark 11 Chen, Anyue 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 Navarro, Jorge 11 Proschan, Frank 11 Tang, Qihe 11 Weiner, Howard Jacob 11 Yao, Yi-Ching 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 Perry, David 10 Quine, Malcolm P. 10 Sagitov, Serik 10 Sericola, Bruno ...and 4,379 more Authors all top 5 Fields 4,781 Probability theory and stochastic processes (60-XX) 978 Statistics (62-XX) 842 Operations research, mathematical programming (90-XX) 452 Biology and other natural sciences (92-XX) 416 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 179 Combinatorics (05-XX) 172 Computer science (68-XX) 167 Numerical analysis (65-XX) 125 Systems theory; control (93-XX) 79 Statistical mechanics, structure of matter (82-XX) 53 Information and communication theory, circuits (94-XX) 42 Convex and discrete geometry (52-XX) 41 Linear and multilinear algebra; matrix theory (15-XX) 34 History and biography (01-XX) 33 Partial differential equations (35-XX) 26 Calculus of variations and optimal control; optimization (49-XX) 24 Integral transforms, operational calculus (44-XX) 23 Dynamical systems and ergodic theory (37-XX) 19 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) 15 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 Differential geometry (53-XX) 7 Quantum theory (81-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 all cited Publications top 5 cited Publications Citations contained in zbMATH Open 4,559 Publications have been cited 46,296 times in 28,668 Documents Cited by ▼ Year ▼ A new family of life distributions. Zbl 0209.49801 Birnbaum, Z. W.; Saunders, S. C. 303 1969 Solutions of ordinary differential equations as limits of pure jump Markov processes. Zbl 0191.47301 Kurtz, T. G. 281 1970 Limit theorems for continuous-time random walks with infinite mean waiting times. Zbl 1065.60042 Meerschaert, Mark M.; Scheffler, Hans-Peter 226 2004 A versatile Markovian point process. Zbl 0422.60043 Neuts, Marcel F. 218 1979 On the genealogy of large populations. Zbl 0516.92011 Kingman, J. F. C. 216 1982 Limit theorems for sequences of jump Markov processes approximating ordinary differential processes. Zbl 0219.60060 Kurtz, T. G. 209 1971 Changes of numéraire, changes of probability measure and option pricing. Zbl 0829.90007 Geman, Hélyette; El Karoui, Nicole; Rochet, Jean-Charles 197 1995 The value of an Asian option. Zbl 0839.90013 Rogers, L. C. G.; Shi, Z. 192 1995 A cluster process representation of a self-exciting process. Zbl 0305.60021 Hawkes, Alan G.; Oakes, David 191 1974 Imperfect repair. Zbl 0526.60080 Brown, Mark; Proschan, Frank 177 1983 Estimation for a family of life distributions with applications to fatigue. Zbl 0216.22702 Birnbaum, Z. W.; Saunders, S. C. 174 1969 The asymptotic theory of linear time-series models. Zbl 0261.62073 Hannan, E. J. 163 1973 Product-form queueing networks with negative and positive customers. Zbl 0741.60091 Gelenbe, Erol 160 1991 Diffusion models in population genetics. Zbl 0134.38103 Kimura, Motoo 159 1964 On the eigenvalues of random matrices. Zbl 0807.15015 Diaconis, Persi; Shahshahani, Mehrdad 158 1994 An integer-valued p th-order autoregressive structure (INAR(p)) process. Zbl 0704.62081 Alzaid, A. A.; Al-Osh, M. 149 1990 Subexponential distributions and integrated tails. Zbl 0651.60020 Klüppelberg, Claudia 148 1988 The general coalescent with asynchronous mergers of ancestral lines. Zbl 0962.92026 Sagitov, Serik 146 1999 Non-strong mixing autoregressive processes. Zbl 0552.60049 Andrews, Donald W. K. 142 1984 Some results for repairable systems with general repair. Zbl 0671.60080 Kijima, Masaaki 140 1989 Approximations of small jumps of Lévy processes with a view towards simulation. Zbl 0989.60047 Asmussen, Søren; Rosiński, Jan 134 2001 Martingale convergence in the branching random walk. Zbl 0356.60053 Biggins, J. D. 134 1977 Age-dependent minimal repair. Zbl 0564.60084 Block, Henry W.; Borges, Wagner S.; Savits, Thomas H. 133 1985 Inequalities with applications to percolation and reliability. Zbl 0571.60019 van den Berg, J.; Kesten, H. 123 1985 Weak convergence of probability measures and random functions in the function space D\([0,\infty)\). Zbl 0258.60008 Lindvall, Torgny 113 1973 On quasi-stationary distributions on absorbing discrete-time finite Markov chains. Zbl 0134.34704 Darroch, J. N.; Seneta, E. 113 1965 Perburbation theory and finite Markov chains. Zbl 0196.19803 Schweitzer, Paul J. 112 1968 A logarithmic reduction algorithm for quasi-birth-death processes. Zbl 0789.60055 Latouche, Guy; Ramaswami, V. 109 1993 Stochastic approach to chemical kinetics. Zbl 0231.60090 McQuarrie, Donald A. 106 1967 On estimating the diffusion coefficient from discrete observations. Zbl 0796.62070 Florens-Zmirou, Danielle 105 1993 Extreme values of independent stochastic processes. Zbl 0384.60055 Brown, Bruce M.; Resnick, Sidney I. 104 1977 Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms. Zbl 1137.62015 Roberts, Gareth O.; Rosenthal, Jeffrey S. 104 2007 Restless bandits: Activity allocation in a changing world. Zbl 0664.90043 Whittle, P. 102 1988 Entropy-based measure of uncertainty in past lifetime distributions. Zbl 1003.62087 Di Crescenzo, Antonio; Longobardi, Maria 102 2002 Convolution equivalence and infinite divisibility. Zbl 1051.60019 Pakes, Anthony G. 101 2004 Large deviations of heavy-tailed random sums with applications in insurance and finance. Zbl 0903.60021 Klüppelberg, C.; Mikosch, T. 97 1997 Optimality of the shortest line discipline. Zbl 0357.60023 Winston, Wayne 96 1977 Limit theorems for iterated random functions. Zbl 1046.60024 Wu, Wei Biao; Shao, Xiaofeng 94 2004 The second-order analysis of stationary point processes. Zbl 0364.60087 Ripley, B. D. 93 1976 The strong law of large numbers for extended negatively dependent random variables. Zbl 1213.60058 Chen, Yiqing; Chen, Anyue; Ng, Kai W. 93 2010 Exponential behavior in the presence of dependence in risk theory. Zbl 1097.62110 Albrecher, Hansjörg; Teugels, Jef L. 92 2006 On the rate of convergence of normal extremes. Zbl 0403.60024 Hall, Peter 91 1979 Asymptotic stability of stochastic differential equations driven by Lévy noise. Zbl 1185.60058 Applebaum, David; Siakalli, Michailina 91 2009 On quasi-stationary distributions in absorbing continuous-time finite Markov chains. Zbl 0168.16303 Darroch, J. N.; Seneta, E. 89 1967 Conditions for permanence and ergodicity of certain stochastic predator-prey models. Zbl 1338.34091 Du, Nguyen Huu; Nguyen, Dang Hai; Yin, G. George 87 2016 A continuous-time GARCH process driven by a Lévy process: Stationarity and second-order behaviour. Zbl 1068.62093 Klüppelberg, Claudia; Lindner, Alexander; Maller, Ross 86 2004 Asymptotic behaviour of continuous time, continuous state-space branching processes. Zbl 0301.60060 Grey, D. R. 85 1974 Multivariate Hawkes processes: an application to financial data. Zbl 1242.62093 Embrechts, Paul; Liniger, Thomas; Lin, Lu 84 2011 Exact and ordinary lumpability in finite Markov chains. Zbl 0796.60073 Buchholz, Peter 83 1994 Diffusion with ’collisions’ between particles. Zbl 0139.34804 Harris, T. E. 83 1965 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 82 2004 On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states. Zbl 0147.36603 Seneta, E.; Vere-Jones, D. 81 1966 Multivariate distributions for the life lengths of components of a system sharing a common environment. Zbl 0603.60084 Lindley, Dennis V.; Singpurwalla, Nozer D. 79 1986 Oscillating random walk models for GI/G/1 vacation systems with Bernoulli schedules. Zbl 0612.60087 Keilson, J.; Servi, L. D. 79 1986 Diffusion approximations in collective risk theory. Zbl 0191.51202 Iglehart, D. L. 78 1969 Stein’s method and Poisson process convergence. Zbl 0661.60034 Barbour, A. D. 76 1988 Applications of the hazard rate ordering in reliability and order statistics. Zbl 0793.62053 Boland, Philip J.; El-Neweihi, Emad; Proschan, Frank 74 1994 Some new results on stochastic comparisons of parallel systems. Zbl 0995.62104 Khaledi, Baha-Eldin; Kochar, Subhash 73 2000 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. 73 1994 Multivariate normal approximations by Stein’s method and size bias couplings. Zbl 0845.60023 Goldstein, Larry; Rinott, Yosef 72 1996 Chernoff’s theorem in the branching random walk. Zbl 0373.60090 Biggins, J. D. 70 1977 Mixture representations of residual lifetimes of used systems. Zbl 1155.60305 Navarro, Jorge; Balakrishnan, N.; Samaniego, Francisco J. 70 2008 Signatures of indirect majority systems. Zbl 1042.62090 Boland, Philip J. 70 2001 A supplement to the strong law of large numbers. Zbl 0305.60008 Heyde, C. C. 70 1975 The total progeny in a branching process and a related random walk. Zbl 0192.54401 Dwass, M. 70 1969 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. 70 1971 Useful martingales for stochastic storage processes with Lévy input. Zbl 0761.60065 Kella, Offer; Whitt, Ward 70 1992 A quantum-mechanical central limit theorem. Zbl 0224.60049 Cushen, C. D.; Hudson, R. L. 69 1971 Dispersive ordering of distributions. Zbl 0481.60022 Shaked, Moshe 68 1982 Sensitivity and convergence of uniformly ergodic Markov chains. Zbl 1092.60027 Mitrophanov, A. Yu. 68 2005 On the optimal assignment of customers to parallel servers. Zbl 0378.60095 Weber, Richard R. 67 1978 G-networks with triggered customer movement. Zbl 0781.60088 Gelenbe, Erol 66 1993 Logarithmic asymptotics for steady-state tail probabilities in a single- server queue. Zbl 0805.60093 Glynn, Peter W.; Whitt, Ward 66 1994 Conditional tail expectations for multivariate phase-type distributions. Zbl 1079.62022 Cai, Jun; Li, Haijun 66 2005 The threshold behaviour of epidemic models. Zbl 0519.92023 Ball, Frank 66 1983 On the prediction of fractional Brownian motion. Zbl 0861.60049 Gripenberg, Gustaf; Norros, Ilkka 65 1996 Portfolio optimization with unobservable Markov-modulated drift process. Zbl 1138.93428 Rieder, Ulrich; Bäuerle, Nicole 65 2005 Queues with negative arrivals. Zbl 0744.60110 Gelenbe, Erol; Glynn, Peter; Sigman, Karl 65 1991 On the tails of waiting-time distributions. Zbl 0314.60072 Pakes, A. G. 64 1975 Partial orderings of distributions based on right-spread functions. Zbl 0898.62124 Fernández Ponce, J. M.; Kochar, S. C.; Muñoz Pérez, J. 64 1998 Discrimination between monotonic trends and long-range dependence. Zbl 0623.62085 Künsch, H. 64 1986 A threshold AR(1) model. Zbl 0541.62073 Petruccelli, Joseph D.; Woolford, Samuel W. 63 1984 A generalized bivariate exponential distribution. Zbl 0155.24001 Marshall, A. W.; Olkin, I. 63 1967 New partial ordering of survival functions based on the notion of uncertainty. Zbl 0817.62082 Ebrahimi, Nader; Pellerey, Franco 63 1995 An explicit solution to an optimal stopping problem with regime switching. Zbl 0988.60038 Guo, Xin 63 2001 Distributional study of De Finetti’s dividend problem for a general Lévy insurance risk process. Zbl 1137.60047 Kyprianou, A. E.; Palmowski, Z. 63 2007 First-passage-time density and moments of the Ornstein-Uhlenbeck process. Zbl 0651.60080 Ricciardi, Luigi M.; Sato, Shunsuke 62 1988 General shock models associated with correlated renewal sequences. Zbl 0526.60078 Shanthikumar, J. G.; Sumita, U. 62 1983 Evolutionarily stable strategies with two types of player. Zbl 0398.90120 Taylor, Peter D. 62 1979 The first-passage density of a continuous Gaussian process to a general boundary. Zbl 0576.60029 Durbin, J. 62 1985 The stationary distribution of the infinitely-many neutral alleles diffusion model. Zbl 0356.92012 Watterson, G. A. 61 1976 Central limit theorem for nonlinear Hawkes processes. Zbl 1306.60015 Zhu, Lingjiong 60 2013 A Pollaczek-Khintchine formula for \(M/G/1\) queues with disasters. Zbl 0867.60082 Jain, Gautam; Sigman, Karl 60 1996 Aspects of positive ageing. Zbl 0612.60072 Deshpande, Jayant V.; Kochar, Subhash C.; Singh, Harshinder 60 1986 The M/M/1 queue with mass exodus and mass arrivals when empty. Zbl 0876.60079 Chen, Anyue; Renshaw, Eric 59 1997 Longest common subsequences of two random sequences. Zbl 0313.60008 Chvatal, Vaclav; Sankoff, David 59 1975 An upper bound for the probability of a union. Zbl 0349.60007 Hunter, David 59 1976 Towards consensus: Some convergence theorems on repeated averaging. Zbl 0381.60056 Chatterjee, S.; Seneta, E. 58 1977 Marked point processes as limits of Markovian arrival streams. Zbl 0778.60035 Asmussen, Søren; Koole, Ger 58 1993 On redundancy allocations in systems. Zbl 0812.62098 Singh, Harshinder; Misra, Neeraj 58 1994 Stochastic differential equation approximations of generative adversarial network training and its long-run behavior. Zbl 07845400 Cao, Haoyang; Guo, Xin 2 2024 A branching random walk in the presence of a hard wall. Zbl 1533.60138 Roy, Rishideep 1 2024 Exact convergence analysis for Metropolis-Hastings independence samplers in Wasserstein distances. Zbl 07808657 Brown, Austin; Jones, Galin L. 1 2024 On relevation redundancy to coherent systems at component and system levels. Zbl 07808661 Li, Chen; Li, Xiaohu 1 2024 Tessellation-valued processes that are generated by cell division. Zbl 1537.60018 Martínez, Servet; Nagel, Werner 1 2024 On a time-changed variant of the generalized counting process. Zbl 07845414 Khandakar, M.; Kataria, K. K. 1 2024 Phase transition for the generalized two-community stochastic block model. Zbl 07845396 Lee, Sunmin; Lee, Ji Oon 1 2024 Normal and stable approximation to subgraph counts in superpositions of Bernoulli random graphs. Zbl 1536.05423 Bloznelis, Mindaugas; Karjalainen, Joona; Leskelä, Lasse 1 2024 Resolving an old problem on the preservation of the IFR property under the formation of \(k\)-out-of-\(n\) systems with discrete distributions. Zbl 07845409 Alimohammadi, Mahdi; Navarro, Jorge 1 2024 Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise. Zbl 07925097 Bibinger, Markus 1 2024 Bivariate tempered space-fractional Poisson process and shock models. Zbl 07945551 Soni, Ritik; Pathak, Ashok Kumar; Di Crescenzo, Antonio; Meoli, Alessandra 1 2024 On connectivity and robustness of random graphs with inhomogeneity. Zbl 1527.60012 Shang, Yilun 4 2023 Competing risks and shock models governed by a generalized bivariate Poisson process. Zbl 1512.60007 Di Crescenzo, Antonio; Meoli, Alessandra 3 2023 Sojourn functionals for spatiotemporal Gaussian random fields with long memory. Zbl 1515.60158 Leonenko, N. N.; Ruiz-Medina, M. D. 3 2023 Interacting urns on a finite directed graph. Zbl 1515.60319 Kaur, Gursharn; Sahasrabudhe, Neeraja 3 2023 Graph distances in scale-free percolation: the logarithmic case. Zbl 1515.60312 Hao, Nannan; Heydenreich, Markus 3 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 2 2023 Ruin probabilities in a Markovian shot-noise environment. Zbl 1518.91225 Pojer, Simon; Thonhauser, Stefan 2 2023 On mixed fractional stochastic differential equations with discontinuous drift coefficient. Zbl 1516.60034 Sönmez, Ercan 2 2023 Inheritance of strong mixing and weak dependence under renewal sampling. Zbl 1516.60015 Brandes, Dirk-Philip; Curato, Imma Valentina; Stelzer, Robert 1 2023 A growth-fragmentation model connected to the ricocheted stable process. Zbl 1512.60058 Watson, Alexander R. 1 2023 A decomposition for Lévy processes inspected at Poisson moments. Zbl 1516.60029 Boxma, Onno; Mandjes, Michel 1 2023 On the splitting and aggregating of Hawkes processes. Zbl 1516.60032 Li, Bo; Pang, Guodong 1 2023 Short-time behavior of solutions to Lévy-driven stochastic differential equations. Zbl 1517.60067 Reker, Jana 1 2023 Exactly solvable urn models under random replacement schemes and their applications. Zbl 1520.60008 Inoue, Kiyoshi 1 2023 Stein’s method and approximating the multidimensional quantum harmonic oscillator. Zbl 1530.81090 McKeague, Ian W.; Swan, Yvik 1 2023 Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift. Zbl 1521.91318 Liang, Xiaoqing; Young, Virginia R. 1 2023 Robustness of iterated function systems of Lipschitz maps. Zbl 1530.60058 Hervé, Loïc; Ledoux, James 1 2023 On tournaments and negative dependence. Zbl 07727560 Malinovsky, Yaakov; Rinott, Yosef 1 2023 Non-reversible guided Metropolis kernel. Zbl 1520.65004 Kamatani, Kengo; Song, Xiaolin 1 2023 Workload analysis of a two-queue fluid Polling model. Zbl 1517.60118 Kapodistria, Stella; Saxena, Mayank; Boxma, Onno J.; Kella, Offer 1 2023 On the probability of rumour survival among sceptics. Zbl 1517.91184 Esmaeeli, Neda; Sajadi, Farkhondeh Alsadat 1 2023 Characterization theorems for pseudo cross-variograms. Zbl 1528.86008 Dörr, Christopher; Schlather, Martin 1 2023 Limiting shape for first-passage percolation models on random geometric graphs. Zbl 1532.60209 Coletti, Cristian F.; de Lima, Lucas R.; Hinsen, Alexander; Jahnel, Benedikt; Valesin, Daniel 1 2023 Nonlinear Markov chains with finite state space: invariant distributions and long-term behaviour. Zbl 1515.60260 Neumann, Berenice Anne 1 2023 Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes. Zbl 1515.60134 van der Hofstad, Remco; Kapodistria, Stella; Palmowski, Zbigniew; Shneer, Seva 1 2023 Limit theory for \(U\)-statistics under geometric and topological constraints with rare events. Zbl 1509.60016 Owada, Takashi 1 2023 Rate of convergence for particle approximation of PDEs in Wasserstein space. Zbl 1501.35449 Germain, Maximilien; Pham, Huyên; Warin, Xavier 9 2022 On the continuity of Pickands constants. Zbl 1492.60140 Dębicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew 6 2022 Limit laws for large \(k\)th-nearest neighbor balls. Zbl 1497.60023 Chenavier, Nicolas; Henze, Norbert; Otto, Moritz 5 2022 On local weak limit and subgraph counts for sparse random graphs. Zbl 1507.60023 Kurauskas, Valentas 4 2022 Prevalence of deficiency-zero reaction networks in an Erdős-Rényi framework. Zbl 1492.05142 Anderson, David F.; Nguyen, Tung D. 4 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 4 2022 Bounds for the chi-square approximation of the power divergence family of statistics. Zbl 07616202 Gaunt, Robert E. 4 2022 A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions. Zbl 1501.60045 Yamato, Kosuke 4 2022 An elementary approach to component sizes in critical random graphs. Zbl 1503.05109 De Ambroggio, Umberto 4 2022 The shape of a seed bank tree. Zbl 1497.60123 González Casanova, Adrián; Peñaloza, Lizbeth; Siri-Jégousse, Arno 3 2022 A note on the polynomial ergodicity of the one-dimensional zig-zag process. Zbl 1542.60044 Vasdekis, Giorgos; Roberts, Gareth O. 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 3 2022 Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance. Zbl 1489.91215 Brinker, Leonie Violetta; Schmidli, Hanspeter 3 2022 An explicit Dobrushin uniqueness region for Gibbs point processes with repulsive interactions. Zbl 1496.60117 Houdebert, Pierre; Zass, Alexander 3 2022 Discounted probability of exponential Parisian ruin: diffusion approximation. Zbl 1483.91058 Liang, Xiaoqing; Young, Virginia R. 3 2022 A dynamic Taylor’s law. Zbl 1490.60134 De la Pena, Victor; Doukhan, Paul; Salhi, Yahia 2 2022 How a probabilistic analogue of the mean value theorem yields Stein-type covariance identities. Zbl 1492.60040 Psarrakos, Georgios 2 2022 An averaging process on hypergraphs. Zbl 1492.05108 Spiro, Sam 2 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. 2 2022 A deep look into the Dagum family of isotropic covariance functions. Zbl 1498.60182 Faouzi, Tarik; Porcu, Emilio; Kondrashuk, Igor; Malyarenko, Anatoliy 2 2022 Surprising identities for the greedy independent set on Cayley trees. Zbl 1503.05055 Contat, Alice 2 2022 A probabilistic model for interfaces in a martensitic phase transition. Zbl 1501.60054 Cesana, Pierluigi; Hambly, Ben M. 2 2022 Gromov-Wasserstein distances between Gaussian distributions. Zbl 1501.60012 Delon, Julie; Desolneux, Agnes; Salmona, Antoine 2 2022 Replica-mean-field limits of fragmentation-interaction-aggregation processes. Zbl 1492.60262 Baccelli, François; Davydov, Michel; Taillefumier, Thibaud 2 2022 Dynamical fitness models: evidence of universality classes for preferential attachment graphs. Zbl 1497.05242 Cipriani, Alessandra; Fontanari, Andrea 1 2022 Construction of age-structured branching processes by stochastic equations. Zbl 1498.60344 Ji, Lina; Li, Zenghu 1 2022 Limit theorems for random points in a simplex. Zbl 1502.60027 Baci, Anastas; Kabluchko, Zakhar; Prochno, Joscha; Sonnleitner, Mathias; Thäle, Christoph 1 2022 Coexistence of lazy frogs on \(\mathbb{Z}\). Zbl 1505.60088 Holmes, Mark; Kious, Daniel 1 2022 Generalized limit theorems for \(U\)-max statistics. Zbl 07589160 Nikitin, Yakov; Simarova, Ekaterina 1 2022 On the ruin probability of a generalized Cramér-Lundberg model driven by mixed Poisson processes. 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Zbl 1475.60023 Möhle, Martin 3 2021 ...and 1527 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 24,256 Authors 190 Balakrishnan, Narayanaswamy 113 Mandjes, Michel Robertus Hendrikus 93 Boxma, Onno Johan 90 Cha, Ji Hwan 83 Li, Xiaohu 79 Finkelstein, Maxim 79 Hashorva, Enkelejd 70 Navarro, Jorge 68 Eryılmaz, Serkan N. 68 Yang, Yang 66 Lefèvre, Claude 65 Leonenko, Nikolai N. 63 Whitt, Ward 62 Stadje, Wolfgang 61 Palmowski, Zbigniew 60 Leiva, Víctor 60 Zhao, Peng 58 Resnick, Sidney Ira 57 Di Crescenzo, Antonio 56 Kyprianou, Andreas E. 53 Asadi, Majid 53 Asmussen, Søren 53 Perry, David 51 Nadarajah, Saralees 51 Tang, Qihe 51 Wang, Yuebao 50 Guo, Xianping 50 Iksanov, Aleksander M. 49 Dębicki, Krzysztof 49 Janson, Svante 48 Klüppelberg, Claudia 48 Pakes, Anthony G. 48 Zwart, Bert P. 47 Albrecher, Hansjörg 47 Ball, Frank G. 47 Sankaran, Paduthol Godan 47 Zeifman, Alexander Izrailevich 46 Roberts, Gareth O. 46 Shaked, Moshe 46 Willmot, Gordon E. 44 Foss, Sergey G. 44 Seneta, Eugene 43 Belzunce, Félix 43 Kabluchko, Zakhar A. 42 Ruiz, José-María 42 Zhou, Xiaowen 41 Huillet, Thierry E. 41 Kim, Bara 41 Meerschaert, Mark Marvin 41 Sheu, Sheyhuei 41 van der Hofstad, Remco W. 41 van Leeuwaarden, Johan S. H. 40 Denuit, Michel M. 40 Gonzalez-Velasco, Miguel 40 Hu, Taizhong 40 Kella, Offer 40 Mahmoud, Hosam M. 40 Nair, N. Unnikrishnan 40 Šiaulys, Jonas 40 Wang, Kaiyong 39 Ke, Jauchuan 39 Taylor, Peter Gerrard 38 Glynn, Peter W. 38 Landriault, David 38 Tan, Zhongquan 38 Zhang, Yiying 37 Adan, Ivo J. B. F. 37 Kundu, Debasis 37 Mota, Manuel 37 Pellerey, Franco 37 Pollett, Philip K. 36 Kochar, Subhash C. 35 Cui, Lirong 35 Leipus, Remigijus 35 Lemonte, Artur José 35 Li, Junping 35 Macci, Claudio 34 Glazebrook, Kevin D. 34 Krishnamoorthy, Achyutha 33 Artalejo, Jesus R. 33 Möhle, Martin 33 Nanda, Asok K. 33 Orsingher, Enzo 33 Parthasarathy, Panamalai Ramarao 33 Ren, Yanxia 32 Chen, Anyue 32 Cordeiro, Gauss Moutinho 32 Dassios, Angelos 32 Ma, Chunsheng 32 Mikosch, Thomas 32 Molina, Manuel 32 Peng, Zuoxiang 32 Rüschendorf, Ludger 32 Vellaisamy, Palaniappan 32 Yin, Chuancun 32 Zhao, Yiqiang Q. 31 Badía, Francisco German 31 Barbour, Andrew David 31 Bertoin, Jean 31 Blanchet, Jose H. ...and 24,156 more Authors all top 5 Cited in 969 Journals 1,178 Statistics & Probability Letters 1,167 Stochastic Processes and their Applications 1,070 Journal of Applied Probability 872 Communications in Statistics. 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Simulation and Computation 159 Applied Mathematical Modelling 158 Applied Stochastic Models in Business and Industry 156 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 155 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 153 Metrika 146 Scandinavian Actuarial Journal 144 Physica A 129 Stochastics 127 Computers & Operations Research 123 ALEA. 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English Series 78 Journal of Physics A: Mathematical and Theoretical 75 Scandinavian Journal of Statistics 73 Journal of Applied Statistics 73 Econometric Theory 70 Mathematics of Operations Research 70 Mathematical Problems in Engineering 70 Brazilian Journal of Probability and Statistics 70 Journal of the Korean Statistical Society 69 Journal of Optimization Theory and Applications 68 Frontiers of Mathematics in China 67 Operations Research 67 Optimization 66 SIAM Journal on Financial Mathematics 65 Communications in Mathematical Physics 65 Transactions of the American Mathematical Society 65 Statistical Science 63 Applied Mathematics and Optimization 61 Statistica Neerlandica 61 Journal of Economic Dynamics & Control 61 Acta Mathematica Sinica. English Series 60 Theory of Probability and its Applications 60 Stochastic Systems 59 Statistical Inference for Stochastic Processes 59 Science China. Mathematics 58 SIAM Journal on Control and Optimization 56 Journal of Nonparametric Statistics ...and 869 more Journals all top 5 Cited in 62 Fields 18,214 Probability theory and stochastic processes (60-XX) 8,912 Statistics (62-XX) 4,893 Operations research, mathematical programming (90-XX) 4,301 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2,701 Biology and other natural sciences (92-XX) 1,632 Numerical analysis (65-XX) 1,325 Computer science (68-XX) 1,149 Combinatorics (05-XX) 1,067 Systems theory; control (93-XX) 989 Statistical mechanics, structure of matter (82-XX) 643 Partial differential equations (35-XX) 404 Dynamical systems and ergodic theory (37-XX) 361 Calculus of variations and optimal control; optimization (49-XX) 338 Linear and multilinear algebra; matrix theory (15-XX) 324 Ordinary differential equations (34-XX) 292 Information and communication theory, circuits (94-XX) 236 Convex and discrete geometry (52-XX) 199 Operator theory (47-XX) 184 Real functions (26-XX) 167 Integral equations (45-XX) 163 Special functions (33-XX) 143 Measure and integration (28-XX) 142 Integral transforms, operational calculus (44-XX) 136 Number theory (11-XX) 136 Quantum theory (81-XX) 127 Functional analysis (46-XX) 97 Harmonic analysis on Euclidean spaces (42-XX) 89 Fluid mechanics (76-XX) 83 Difference and functional equations (39-XX) 83 Geophysics (86-XX) 78 Approximations and expansions (41-XX) 72 History and biography (01-XX) 52 Group theory and generalizations (20-XX) 50 Functions of a complex variable (30-XX) 44 Differential geometry (53-XX) 40 Global analysis, analysis on manifolds (58-XX) 35 Mechanics of deformable solids (74-XX) 34 Classical thermodynamics, heat transfer (80-XX) 29 Order, lattices, ordered algebraic structures (06-XX) 28 Sequences, series, summability (40-XX) 27 General and overarching topics; collections (00-XX) 21 Abstract harmonic analysis (43-XX) 20 Mathematical logic and foundations (03-XX) 19 Nonassociative rings and algebras (17-XX) 19 General topology (54-XX) 18 Topological groups, Lie groups (22-XX) 17 Potential theory (31-XX) 17 Mechanics of particles and systems (70-XX) 13 Associative rings and algebras (16-XX) 13 Geometry (51-XX) 11 Field theory and polynomials (12-XX) 11 Astronomy and astrophysics (85-XX) 10 Algebraic geometry (14-XX) 9 Algebraic topology (55-XX) 9 Relativity and gravitational theory (83-XX) 8 Optics, electromagnetic theory (78-XX) 7 Commutative algebra (13-XX) 7 Several complex variables and analytic spaces (32-XX) 6 Manifolds and cell complexes (57-XX) 6 Mathematics education (97-XX) 5 Category theory; homological algebra (18-XX) 2 General algebraic systems (08-XX) Citations by Year