Advances in Applied ProbabilityIncluding a Section on Stochastic Geometry and Statistical Applications Short Title: Adv. Appl. Probab. Publisher: Applied Probability Trust, Sheffield; Cambridge University Press, Cambridge ISSN: 0001-8678 Online: https://www.cambridge.org/core/journals/advances-in-applied-probability/all-issueshttp://projecteuclid.org/aaphttp://www.jstor.org/journals/00018678.html Comments: Journal; Indexed cover-to-cover Documents Indexed: 2,870 Publications (since 1969) References Indexed: 1,064 Publications with 26,608 References. all top 5 Latest Issues 56, No. 2 (2024) 56, No. 1 (2024) 55, No. 4 (2023) 55, No. 3 (2023) 55, No. 2 (2023) 55, No. 1 (2023) 54, No. 4 (2022) 54, No. 3 (2022) 54, No. 2 (2022) 54, No. 1 (2022) 53, No. 4 (2021) 53, No. 3 (2021) 53, No. 2 (2021) 53, No. 1 (2021) 52, No. 4 (2020) 52, No. 3 (2020) 52, No. 2 (2020) 52, No. 1 (2020) 51, No. 4 (2019) 51, No. 3 (2019) 51, No. 2 (2019) 51, No. 1 (2019) 50, No. 4 (2018) 50, No. 3 (2018) 50, No. 2 (2018) 50, No. 1 (2018) 50, No. A (2018) 49, No. 4 (2017) 49, No. 3 (2017) 49, No. 2 (2017) 49, No. 1 (2017) 48, No. 4 (2016) 48, No. 3 (2016) 48, No. 2 (2016) 48, No. 1 (2016) 48, No. A (2016) 47, No. 4 (2015) 47, No. 3 (2015) 47, No. 2 (2015) 47, No. 1 (2015) 46, No. 4 (2014) 46, No. 3 (2014) 46, No. 2 (2014) 46, No. 1 (2014) 45, No. 4 (2013) 45, No. 3 (2013) 45, No. 2 (2013) 45, No. 1 (2013) 44, No. 4 (2012) 44, No. 3 (2012) 44, No. 2 (2012) 44, No. 1 (2012) 43, No. 4 (2011) 43, No. 3 (2011) 43, No. 2 (2011) 43, No. 1 (2011) 42, No. 4 (2010) 42, No. 3 (2010) 42, No. 2 (2010) 42, No. 1 (2010) 41, No. 4 (2009) 41, No. 3 (2009) 41, No. 2 (2009) 41, No. 1 (2009) 40, No. 4 (2008) 40, No. 3 (2008) 40, No. 2 (2008) 40, No. 1 (2008) 39, No. 4 (2007) 39, No. 3 (2007) 39, No. 2 (2007) 39, No. 1 (2007) 38, No. 4 (2006) 38, No. 3 (2006) 38, No. 2 (2006) 38, No. 1 (2006) 37, No. 4 (2005) 37, No. 3 (2005) 37, No. 2 (2005) 37, No. 1 (2005) 36, No. 4 (2004) 36, No. 3 (2004) 36, No. 2 (2004) 36, No. 1 (2004) 35, No. 4 (2003) 35, No. 3 (2003) 35, No. 2 (2003) 35, No. 1 (2003) 34, No. 4 (2002) 34, No. 3 (2002) 34, No. 2 (2002) 34, No. 1 (2002) 33, No. 4 (2001) 33, No. 3 (2001) 33, No. 2 (2001) 33, No. 1 (2001) 32, No. 4 (2000) 32, No. 3 (2000) 32, No. 2 (2000) 32, No. 1 (2000) ...and 69 more Volumes all top 5 Authors 22 Ball, Frank G. 22 Resnick, Sidney Ira 21 Barbour, Andrew David 18 Cowan, Richard J. 17 Pakes, Anthony G. 16 Moller, Jesper 16 Schmidt, Volker 16 Whitt, Ward 15 Last, Günter 15 Pollett, Philip K. 14 Baccelli, François Louis 14 Lefèvre, Claude 13 Glazebrook, Kevin D. 13 Kendall, Wilfrid S. 13 Le, Huiling 13 Neuts, Marcel Fernand 13 Shanthikumar, Jeyaveerasingam George 12 Penrose, Mathew D. 12 Seneta, Eugene 12 Walrand, Jean C. 12 Whittle, Peter 11 Adler, Robert Joseph 11 Asmussen, Søren 11 Baddeley, Adrian John 11 Martinez Aguilera, Servet 11 Schassberger, Rolf 10 Griffiths, Robert C. 10 Hordijk, Arie 10 Miyazawa, Masakiyo 10 Nagel, Werner 10 Shaked, Moshe 9 Bingham, Nicholas Hugh 9 Boxma, Onno Johan 9 Hug, Daniel 9 Iglehart, Donald Lee 9 Klebaner, Fima C. 9 Tweedie, Richard Lewis 9 Weil, Wolfgang 8 Biggins, J. D. 8 Cannings, Chris 8 Daley, Daryl John 8 Federgruen, Awi 8 Glynn, Peter W. 8 Guillemin, Fabrice M. 8 Hunter, Jeffrey J. 8 Karlin, Samuel 8 Mandjes, Michel Robertus Hendrikus 8 Mardia, Kanti V. 8 Möhle, Martin 8 Molchanov, Ilya S. 8 Robert, Philippe 8 Schneider, Rolf G. 8 Sumita, Ushio 8 Taylor, Peter Gerrard 8 Vedel Jensen, Eva Bjørn 7 Barndorff-Nielsen, Ole Eiler 7 Błaszczyszyn, Bartłomiej 7 Brémaud, Pierre 7 Chiu, Sung Nok 7 Crisan, Dan O. 7 Ethier, Stewart N. 7 Foss, Sergey G. 7 Janson, Svante 7 Jasra, Ajay 7 Kelly, Frank P. 7 Kesten, Harry 7 Kiderlen, Markus 7 Maller, Ross Arthur 7 Mazumdar, Ravi R. 7 Miles, Roger E. 7 Nobile, Amelia G. 7 Orsingher, Enzo 7 Picard, Philippe 7 Quine, Malcolm P. 7 Rachev, Svetlozar T. 7 Righter, Rhonda 7 Rolski, Tomasz 7 Rüschendorf, Ludger 7 Samorodnitsky, Gennady Pinkhosovich 7 Serfozo, Richard F. 7 Stadje, Wolfgang 7 Szczotka, Władysław 7 Tavaré, Simon 7 van der Hofstad, Remco W. 7 van Lieshout, Marie-Colette N. M. 7 Wade, Andrew R. 7 Weiß, Viola 7 Wolff, Ronald W. 7 Xia, Aihua 7 Zuyev, Sergei 6 Antonelli, Peter Louis 6 Blanchet, Jose H. 6 Brockwell, Peter John 6 Calka, Pierre 6 Doney, Ronald Arthur 6 Donnelly, Peter 6 Embrechts, Paul 6 Hall, Peter Gavin 6 Javier López, F. 6 Jensen, Jens Ledet ...and 2,657 more Authors all top 5 Fields 2,620 Probability theory and stochastic processes (60-XX) 513 Statistics (62-XX) 495 Operations research, mathematical programming (90-XX) 276 Biology and other natural sciences (92-XX) 200 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 143 Combinatorics (05-XX) 135 Computer science (68-XX) 129 Numerical analysis (65-XX) 126 Systems theory; control (93-XX) 86 Convex and discrete geometry (52-XX) 67 Statistical mechanics, structure of matter (82-XX) 35 Calculus of variations and optimal control; optimization (49-XX) 28 Dynamical systems and ergodic theory (37-XX) 23 Information and communication theory, circuits (94-XX) 20 Measure and integration (28-XX) 19 Ordinary differential equations (34-XX) 19 Partial differential equations (35-XX) 16 Operator theory (47-XX) 15 Integral transforms, operational calculus (44-XX) 14 Special functions (33-XX) 14 Differential geometry (53-XX) 13 Real functions (26-XX) 12 Linear and multilinear algebra; matrix theory (15-XX) 11 Difference and functional equations (39-XX) 9 History and biography (01-XX) 8 Integral equations (45-XX) 7 Approximations and expansions (41-XX) 7 Harmonic analysis on Euclidean spaces (42-XX) 7 Geophysics (86-XX) 6 General and overarching topics; collections (00-XX) 5 Geometry (51-XX) 5 Global analysis, analysis on manifolds (58-XX) 5 Mechanics of deformable solids (74-XX) 5 Fluid mechanics (76-XX) 4 Algebraic topology (55-XX) 4 Quantum theory (81-XX) 3 Order, lattices, ordered algebraic structures (06-XX) 3 Number theory (11-XX) 3 Functions of a complex variable (30-XX) 3 Functional analysis (46-XX) 2 Mathematical logic and foundations (03-XX) 2 Group theory and generalizations (20-XX) 2 Sequences, series, summability (40-XX) 2 Manifolds and cell complexes (57-XX) 2 Mechanics of particles and systems (70-XX) 1 Field theory and polynomials (12-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Abstract harmonic analysis (43-XX) 1 Optics, electromagnetic theory (78-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 2,501 Publications have been cited 31,016 times in 21,418 Documents Cited by ▼ Year ▼ Stability of Markovian processes. III: Foster-Lyapunov criteria for continuous-time processes. Zbl 0781.60053 Meyn, Sean P.; Tweedie, R. L. 425 1993 Saddle point approximation for the distribution of the sum of independent random variables. Zbl 0425.60042 Lugannani, Robert; Rice, Stephen 247 1980 On a stochastic difference equation and a representation of non-negative infinitely divisible random variables. Zbl 0417.60073 Vervaat, Wim 226 1979 Stability of Markovian processes. II: Continuous-time processes and sampled chains. Zbl 0781.60052 Meyn, Sean P.; Tweedie, R. L. 197 1993 On some exponential functionals of Brownian motion. Zbl 0765.60084 Yor, Marc 170 1992 The stochastic equation \(Y_{n+1}=A_ nY_ n+B_ n\) with stationary coefficients. Zbl 0588.60056 Brandt, Andreas 157 1986 First passage times of a jump diffusion process. Zbl 1037.60073 Kou, S. G.; Wang, Hui 154 2003 The coincidence approach to stochastic point processes. Zbl 0366.60081 Macchi, Odile 153 1975 The intrinsic random functions and their applications. Zbl 0324.60036 Matheron, G. 148 1973 Autoregressive moving-average processes with negative-binomial and geometric marginal distributions. Zbl 0603.62100 McKenzie, Ed 143 1986 Some ARMA models for dependent sequences of Poisson counts. Zbl 0664.62089 McKenzie, Ed 137 1988 Point processes, regular variation and weak convergence. Zbl 0597.60048 Resnick, Sidney I. 137 1986 A single-server queue with server vacations and a class of non-renewal arrival processes. Zbl 0709.60094 Lucantoni, David M.; Meier-Hellstern, Kathleen S.; Neuts, Marcel F. 136 1990 First-order autoregressive gamma sequences and point processes. Zbl 0453.60048 Gaver, D. P.; Lewis, P. A. W. 117 1980 Stability of Markovian processes. I: Criteria for discrete-time chains. Zbl 0757.60061 Meyn, Sean P.; Tweedie, R. L. 114 1992 Weak convergence of sequences of semimartingales with applications to multitype branching processes. Zbl 0595.60008 Joffe, A.; Métivier, M. 111 1986 Ruin theory with stochastic return on investments. Zbl 0892.90046 Paulsen, Jostein; Gjessing, Håkon K. 110 1997 A note on the optimal replacement problem. Zbl 0642.60071 Yeh, Lam 109 1988 Multiple channel queues in heavy traffic. I. Zbl 0218.60098 Iglehart, D. L.; Whitt, W. 106 1970 Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061 Li, Jinzhu; Tang, Qihe; Wu, Rong 105 2010 Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040 Tang, Qihe; Tsitsiashvili, Gurami 102 2004 Brownian excursions and Parisian barrier options. Zbl 0882.60042 Chesney, Marc; Jeanblanc-Picqué, Monique; Yor, Marc 102 1997 Testing and estimating change-points in time series. Zbl 0585.62151 Picard, Dominique 102 1985 Measure change in multitype branching. Zbl 1056.60082 Biggins, J. D.; Kyprianou, A. E. 101 2004 Markov renewal theory. Zbl 0212.49601 Çinlar, E. 101 1969 Risk-sensitive linear/quadratic/Gaussian control. Zbl 0489.93067 Whittle, P. 99 1981 Quadratic transformations: A model for population growth. I. Zbl 0328.92011 Kesten, Harry 99 1970 Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes. Zbl 0736.60076 van Doorn, Erik A. 96 1991 Multivariate extremes, aggregation and dependence in elliptical distributions. Zbl 1023.60021 Hult, Henrik; Lindskog, Filip 94 2002 The latent roots of certain Markov chains arising in genetics: A new approach. I: Haploid models. Zbl 0284.60064 Cannings, C. 93 1974 Vector linear time series models. Zbl 0327.62055 Dunsmuir, W.; Hannan, E. J. 93 1976 One-dimensional Brownian motion and the three-dimensional Bessel process. Zbl 0332.60055 Pitman, James W. 93 1975 On a conditionally Poissonian graph process. Zbl 1096.05047 Norros, Ilkka; Reittu, Hannu 89 2006 A new integral equation for the evaluation of first-passage-time probability densities. Zbl 0632.60079 Buonocore, A.; Nobile, A. G.; Ricciardi, L. M. 88 1987 Birth, immigration and catastrophe processes. Zbl 0496.92007 Brockwell, P. J.; Gani, J.; Resnick, S. I. 88 1982 Anticipative portfolio optimization. Zbl 0867.90013 Pikovsky, Igor; Karatzas, Ioannis 88 1996 Isotropic random simplices. Zbl 0237.60006 Miles, R. E. 87 1971 Hitting-time and occupation-time bounds implied by drift analysis with applications. Zbl 0495.60094 Hajek, Bruce 84 1982 Subgeometric rates of convergence of \(f\)-ergodic Markov chains. Zbl 0803.60061 Tuominen, Pekka; Tweedie, Richard L. 83 1994 On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations. Zbl 0573.60056 Chan, K. S.; Tong, H. 83 1985 Fluctuation theory in continuous time. Zbl 0322.60068 Bingham, N. H. 82 1975 Nonlinear time series and Markov chains. Zbl 0712.62080 Tjøstheim, Dag 82 1990 Some new approaches to probability distributions. Zbl 0454.62085 Kotz, S.; Shanbhag, D. N. 81 1980 Bivariate characterization of some stochastic order relations. Zbl 0745.62054 Shanthikumar, J. George; Yao, David D. 81 1991 Generalized gamma measures and shot-noise Cox processes. Zbl 0957.60055 Brix, Anders 78 1999 The first- and last-birth problems for a multitype age-dependent branching process. Zbl 0339.60074 Biggins, J. D. 78 1976 The N/G/1 queue and its detailed analysis. Zbl 0424.60093 Ramaswami, V. 76 1980 A class of singular stochastic control problems. Zbl 0511.93076 Karatzas, Ioannis 76 1983 The multivariate GINAR(\(p\)) process. Zbl 0871.62073 Latour, Alain 75 1997 Stochastic theory of a fluid model of producers and consumers coupled by a buffer. Zbl 0656.60079 Mitra, Debasis 74 1988 Single-server queues with impatient customers. Zbl 0549.60091 Baccelli, F.; Boyer, P.; Hebuterne, G. 74 1984 The probabilities of rooted tree-shapes generated by random bifurcation. Zbl 0241.92012 Harding, E. F. 72 1971 Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach. Zbl 0263.60011 Scott, D. J. 70 1973 Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations. Zbl 1217.93183 Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng 70 2011 A simple coupling of renewal processes. Zbl 0760.60078 Lindvall, T. 70 1992 On the transition densities for reflected diffusions. Zbl 1073.60074 Linetsky, Vadim 68 2005 Multivariate subordination, self-decomposability and stability. Zbl 0982.60046 Barndorff-Nielsen, Ole E.; Pedersen, Jan; Sato, Ken-iti 67 2001 Multiple channel queues in heavy traffic. II: Sequences, networks, and batches. Zbl 0206.22503 Iglehart, D. L.; Whitt, W. 67 1970 Optimal control of service rates in networks of queues. Zbl 0617.60090 Weber, Richard R.; Stidham, Shaler jun. 67 1987 Random variables with maximum sums. Zbl 0487.60026 Rüschendorf, Ludger 66 1982 Statistical spatial series modelling. Zbl 0383.62060 Tjostheim, Dag 66 1978 The quasi-stationary distribution of the closed endemic SIS model. Zbl 0854.92020 Nåsell, Ingemar 65 1996 Finite birth-and-death models in randomly changing environments. Zbl 0554.60079 Gaver, D. P.; Jacobs, P. A.; Latouche, G. 65 1984 A unified approach to the distribution of total size and total area under the trajectory of infectives in epidemic models. Zbl 0606.92018 Ball, Frank 65 1986 The growth and composition of branching populations. Zbl 0535.60075 Jagers, Peter; Nerman, Olle 64 1984 Regularly varying functions in the theory of simple branching processes. Zbl 0291.60043 Seneta, E. 63 1974 Asymptotic properties of supercritical branching processes. I: The Galton-Watson process. Zbl 0297.60044 Bingham, N. H.; Doney, R. A. 63 1974 Integral probability metrics and their generating classes of functions. Zbl 0890.60011 Müller, Alfred 63 1997 A dynamic contagion process. Zbl 1230.60089 Dassios, Angelos; Zhao, Hongbiao 63 2011 Complications with stochastic volatility models. Zbl 0907.90026 Sin, Carlos A. 62 1998 On a general class of renewal risk process: analysis of the Gerber-Shiu function. Zbl 1077.60063 Li, Shuanming; Garrido, José 62 2005 Maximum likelihood estimation for continuous-time stochastic processes. Zbl 0355.62086 Feigin, Paul David 62 1976 Spectral analysis of \(M/G/1\) and \(G/M/1\) type Markov chains. Zbl 0845.60092 Gail, H. R.; Hantler, S. L.; Taylor, B. A. 61 1996 Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes. Zbl 1123.60309 Kendall, Wilfrid S.; Møller, Jesper 61 2000 Fixed points of a generalized smoothing transformation and applications to the branching random walk. Zbl 0909.60075 Liu, Quansheng 61 1998 Student processes. Zbl 1081.60035 Heyde, C. C.; Leonenko, N. N. 59 2005 The integral of geometric Brownian motion. Zbl 0980.60103 Dufresne, Daniel 59 2001 Criteria for classifying general Markov chains. Zbl 0361.60014 Tweedie, R. L. 58 1976 Properties of the spatial unilateral first-order ARMA model. Zbl 0780.62072 Basu, Sabyasachi; Reinsel, Gregory C. 58 1993 Basic properties and prediction of max-ARMA processes. Zbl 0716.62098 Davis, Richard A.; Resnick, Sidney I. 57 1989 The c\(\mu\) rule revisited. Zbl 0557.60082 Buyukkoc, C.; Varaiya, P.; Walrand, J. 56 1985 Multivariate linear time series models. Zbl 0547.62059 Hannan, E. J.; Kavalieris, L. 56 1984 Blocking probabilities in large circuit-switched networks. Zbl 0597.60092 Kelly, F. P. 56 1986 Stochastic order for redundancy allocations in series and parallel systems. Zbl 0748.62053 Boland, Philip J.; El-Neweihi, Emad; Proschan, Frank 56 1992 Coefficients of ergodicity: Structure and applications. Zbl 0406.60060 Seneta, E. 55 1979 Ruin estimation for a general insurance risk model. Zbl 0811.62096 Embrechts, Paul; Schmidli, Hanspeter 55 1994 Random tessellations in \({\mathbb{R}}^ d\). Zbl 0684.60007 Møller, J. 55 1989 Conditions for exponential ergodicity and bounds for the decay parameter of a birth-death process. Zbl 0597.60080 van Doorn, Erik A. 55 1985 Convergence and finite-time behavior of simulated annealing. Zbl 0604.60067 Mitra, Debasis; Romeo, Fabio; Sangiovanni-Vincentelli, Alberto 55 1986 Stochastic orders generated by integrals: A unified study. Zbl 0890.60015 Müller, Alfred 54 1997 Corrected diffusion approximations in certain random walk problems. Zbl 0422.60053 Siegmund, D. 53 1979 The total time on test transform and the excess wealth stochastic orders of distributions. Zbl 1031.62086 Kochar, Subhash C.; Li, Xiaohu; Shaked, Moshe 53 2002 A multi-dimensional martingale for Markov additive processes and its applications. Zbl 0961.60081 Asmussen, Søren; Kella, Offer 53 2000 On the optimal control of a deterministic epidemic. Zbl 0324.92029 Morton, R.; Wickwire, K. H. 53 1974 Maxima and exceedances of stationary Markov chains. Zbl 0654.60023 Rootzén, Holger 52 1988 Estimation and control in Markov chains. Zbl 0281.60070 Mandl, P. 52 1974 Fractional diffusion and fractional heat equation. Zbl 0986.60077 Angulo, J. M.; Ruiz-Medina, M. D.; Anh, V. V.; Grecksch, W. 51 2000 Some stationary processes in discrete and continuous time. Zbl 0930.60026 Barndorff-Nielsen, O. E.; Jensen, J. L.; Sørensen, M. 51 1998 Calculating the extremal index for a class of stationary sequences. Zbl 0741.60042 Chernick, Michael R.; Hsing, Tailen; McCormick, William P. 51 1991 Crack STIT tessellations: characterization of stationary random tessellations stable with respect to iteration. Zbl 1098.60012 Nagel, Werner; Weiss, Viola 50 2005 Strong convergence of an epidemic model with mixing groups. Zbl 1537.92106 Ball, Frank; Neal, Peter 1 2024 Fluctuations of the local times of the self-repelling random walk with directed edges. Zbl 1540.60081 Marêché, Laure 1 2024 Homogenization of non-Symmetric jump processes. Zbl 1533.35018 Huang, Qiao; Duan, Jinqiao; Song, Renming 1 2024 Upper large deviations for power-weighted edge lengths in spatial random networks. Zbl 1537.60030 Hirsch, Christian; Willhalm, Daniel 1 2024 Normal approximation in total variation for statistics in geometric probability. Zbl 1534.60031 Cong, Tianshu; Xia, Aihua 1 2024 Migration-contagion processes. Zbl 07807057 Baccelli, F.; Foss, S.; Shneer, S. 1 2024 Exchangeable FGM copulas. Zbl 07807058 Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne 1 2024 Adaptation of a population to a changing environment in the light of quasi-stationarity. Zbl 1534.92061 Velleret, Aurélien 1 2024 Degree distributions in recursive trees with fitnesses. Zbl 1512.90060 Iyer, Tejas 6 2023 Asymptotic normality for \(m\)-dependent and constrained \(U\)-statistics, with applications to pattern matching in random strings and permutations. Zbl 07779235 Janson, Svante 4 2023 Sandwiched SDEs with unbounded drift driven by Hölder noises. Zbl 1545.60064 Di Nunno, Giulia; Mishura, Yuliya; Yurchenko-Tytarenko, Anton 4 2023 Interacting nonlinear reinforced stochastic processes: synchronization or non-synchronization. Zbl 1523.60161 Crimaldi, Irene; Louis, Pierre-Yves; Minelli, Ida G. 3 2023 Construction of aggregation paradoxes through load-sharing models. Zbl 1523.60141 De Santis, Emilio; Spizzichino, Fabio 2 2023 Full classification of dynamics for one-dimensional continuous-time Markov chains with polynomial transition rates. Zbl 1512.60051 Xu, Chuang; Hansen, Mads Christian; Wiuf, Carsten 2 2023 Optimal scaling of MCMC beyond Metropolis. Zbl 1514.65004 Agrawal, Sanket; Vats, Dootika; Łatuszyński, Krzysztof; Roberts, Gareth O. 2 2023 Asymptotic results on tail moment and tail central moment for dependent risks. Zbl 07806760 Li, Jinzhu 2 2023 On sparsity, power-law, and clustering properties of graphex processes. Zbl 1533.05276 Caron, François; Panero, Francesca; Rousseau, Judith 2 2023 Moran models and Wright-Fisher diffusions with selection and mutation in a one-sided random environment. Zbl 07779232 Cordero, Fernando; Véchambre, Grégoire 2 2023 A new matrix-infinite-product-form solution for upper block-Hessenberg Markov chains and its quasi-algorithmic constructibility. Zbl 1517.60095 Masuyama, Hiroyuki 1 2023 On \(q\)-scale functions of spectrally negative Lévy processes. Zbl 1527.60034 Behme, Anita; Oechsler, David; Schilling, René 1 2023 Matrix calculations for moments of Markov processes. Zbl 1512.60047 Daw, Andrew; Pender, Jamol 1 2023 Branching Brownian motion in a periodic environment and uniqueness of pulsating traveling waves. Zbl 1518.60083 Ren, Yan-Xia; Song, Renming; Yang, Fan 1 2023 A dual risk model with additive and proportional gains: ruin probability and dividends. Zbl 1518.91214 Boxma, Onno; Frostig, Esther; Palmowski, Zbigniew 1 2023 Large-time behaviour and the second eigenvalue problem for finite-state mean-field interacting particle systems. Zbl 1512.60020 Yasodharan, Sarath; Sundaresan, Rajesh 1 2023 Convergence of the Kiefer-Wolfowitz algorithm in the presence of discontinuities. Zbl 1514.91204 Rásonyi, Miklós; Tikosi, Kinga 1 2023 On decay-surge population models. Zbl 1512.92068 Goncalves, Branda; Huillet, Thierry; Löcherbach, Eva 1 2023 Stochastic comparison on active redundancy allocation to \(K\)-out-Of-\(N\) systems with statistically dependent component and redundancy lifetimes. Zbl 07806759 You, Yinping; Li, Xiaohu; Li, Xiaoqin 1 2023 \(\alpha\)-stable convergence of heavy-/light-tailed infinitely wide neural networks. Zbl 1533.68308 Jung, Paul; Lee, Hoil; Lee, Jiho; Yang, Hongseok 1 2023 Parking functions: interdisciplinary connections. Zbl 1540.60020 Yin, Mei 1 2023 Local limits of spatial inhomogeneous random graphs. Zbl 1528.05061 Van Der Hofstad, Remco; Van Der Hoorn, Pim; Maitra, Neeladri 1 2023 No arbitrage and multiplicative special semimartingales. Zbl 1530.91536 Platen, Eckhard; Tappe, Stefan 1 2023 Unbiased filtering of a class of partially observed diffusions. Zbl 1518.65006 Jasra, Ajay; Law, Kody J. H.; Yu, Fangyuan 6 2022 Linking representations for multivariate extremes via a limit set. Zbl 1517.62062 Nolde, Natalia; Wadsworth, Jennifer L. 6 2022 Moment-constrained optimal dividends: precommitment and consistent planning. Zbl 1494.91174 Christensen, Sören; Lindensjö, Kristoffer 5 2022 Spectral alignment of correlated Gaussian matrices. Zbl 1486.60012 Ganassali, Luca; Lelarge, Marc; Massoulié, Laurent 5 2022 A functional central limit theorem for SI processes on configuration model graphs. Zbl 1503.60041 Khudabukhsh, Wasiur R.; Woroszylo, Casper; Rempała, Grzegorz A.; Koeppl, Heinz 4 2022 Sub-tree counts on hyperbolic random geometric graphs. Zbl 1503.60030 Owada, Takashi; Yogeshwaran, D. 4 2022 Central limit theorem for bifurcating Markov chains under \(L^2\)-ergodic conditions. Zbl 1503.60090 Bitseki Penda, S. Valère; Delmas, Jean-François 4 2022 The \(\beta\)-Delaunay tessellation: description of the model and geometry of typical cells. Zbl 1503.60014 Gusakova, Anna; Kabluchko, Zakhar; Thäle, Christoph 4 2022 Measuring reciprocity in a directed preferential attachment network. Zbl 1518.60049 Wang, Tiandong; Resnick, Sidney I. 3 2022 Some results on the telegraph process driven by gamma components. Zbl 1499.60312 Martinucci, Barbara; Meoli, Alessandra; Zacks, Shelemyahu 3 2022 The rescaled Pólya urn: local reinforcement and chi-squared goodness-of-fit test. Zbl 1503.60026 Aletti, Giacomo; Crimaldi, Irene 3 2022 An ephemerally self-exciting point process. Zbl 1490.60121 Daw, Andrew; Pender, Jamol 3 2022 Optimal entry and consumption under habit formation. Zbl 1489.91243 Yang, Yue; Yu, Xiang 3 2022 On equal-input and monotone Markov matrices. Zbl 1492.60215 Baake, Michael; Sumner, Jeremy 3 2022 SINR percolation for Cox point processes with random powers. Zbl 1487.82013 Jahnel, Benedikt; Tóbiás, András 3 2022 Moments of Markovian growth-collapse processes. Zbl 1503.60106 Privault, Nicolas 3 2022 Log-normalization constant estimation using the ensemble Kalman-Bucy filter with application to high-dimensional models. Zbl 1499.60126 Crisan, Dan; Del Moral, Pierre; Jasra, Ajay; Ruzayqat, Hamza 3 2022 On operator fractional Lévy motion: integral representations and time-reversibility. Zbl 1490.60087 Boniece, B. Cooper; Didier, Gustavo 2 2022 Discrete-time risk-aware optimal switching with non-adapted costs. Zbl 1494.93144 Martyr, Randall; Moriarty, John; Perninge, Magnus 2 2022 Conditions for indexability of restless bandits and an \(\mathcal{O}(K^3)\) algorithm to compute Whittle index. Zbl 1508.90113 Akbarzadeh, Nima; Mahajan, Aditya 2 2022 Exponential and gamma form for tail expansions of first-passage distributions in semi-Markov processes. Zbl 1499.60310 Butler, Ronald W. 2 2022 On a mixed singular/switching control problem with multiple regimes. Zbl 1505.93254 Kelbert, Mark; Moreno-Franco, Harold A. 1 2022 Subexponential potential asymptotics with applications. Zbl 1499.60313 Knopova, Victoria; Palmowski, Zbigniew 1 2022 Normal approximation for functions of hidden Markov models. Zbl 1492.60057 Houdré, Christian; Kerchev, George 1 2022 Limit theorems for continuous-state branching processes with immigration. Zbl 1492.60237 Foucart, Clément; Ma, Chunhua; Yuan, Linglong 1 2022 Fair gambler’s ruin stochastically maximizes playing time. Zbl 1490.60110 Peköz, Erol A.; Ross, Sheldon M. 1 2022 Limit theorems for critical branching processes in a finite-state-space Markovian environment. Zbl 1486.60110 Grama, Ion; Lauvergnat, Ronan; Le Page, Émile 1 2022 Kingman’s model with random mutation probabilities: convergence and condensation. I. Zbl 1486.92139 Yuan, Linglong 1 2022 Probability of total domination for transient reflecting processes in a quadrant. Zbl 1499.60146 Fomichov, Vladimir; Franceschi, Sandro; Ivanovs, Jevgenijs 1 2022 Spectral analysis of bilateral birth-death processes: some new explicit examples. Zbl 1507.60098 De La Iglesia, Manuel D. 1 2022 Optimal consumption with Hindy-Huang-Kreps preferences under nonlinear expectations. Zbl 1505.91348 Ferrari, Giorgio; Li, Hanwu; Riedel, Frank 1 2022 Percolation phase transition in weight-dependent random connection models. Zbl 1475.60198 Gracar, Peter; Lüchtrath, Lukas; Mörters, Peter 10 2021 Markov chain approximation of one-dimensional sticky diffusions. Zbl 1480.65027 Meier, Christian; Li, Lingfei; Zhang, Gongqiu 9 2021 Can coherent predictions be contradictory? Zbl 1482.60023 Burdzy, Krzysztof; Pal, Soumik 9 2021 Branching processes with interactions: subcritical cooperative regime. Zbl 1490.60228 González Casanova, Adrián; Pardo, Juan Carlos; Pérez, José Luis 9 2021 Functional limit theorems for the Euler characteristic process in the critical regime. 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Zbl 1473.60088 Briand, Phillippe; Ghannoum, Abir; Labart, Céline 8 2020 ...and 1666 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 18,835 Authors 94 Mandjes, Michel Robertus Hendrikus 69 Whitt, Ward 68 Boxma, Onno Johan 67 Hashorva, Enkelejd 63 Thäle, Christoph 62 Resnick, Sidney Ira 57 Cha, Ji Hwan 55 Asmussen, Søren 55 Leonenko, Nikolai N. 55 Li, Xiaohu 54 Balakrishnan, Narayanaswamy 54 Palmowski, Zbigniew 51 Lefèvre, Claude 49 van Leeuwaarden, Johan S. H. 48 Yang, Yang 46 Ball, Frank G. 46 Finkelstein, Maxim 45 Glynn, Peter W. 45 Zwart, Bert P. 44 Kabluchko, Zakhar A. 44 Last, Günter 44 van der Hofstad, Remco W. 43 Schmidt, Volker 42 Iksanov, Aleksander M. 42 Stadje, Wolfgang 40 Di Crescenzo, Antonio 40 Pakes, Anthony G. 39 Dębicki, Krzysztof 38 Griffiths, Robert C. 38 Pang, Guodong 38 Pollett, Philip K. 37 Mahmoud, Hosam M. 37 Perry, David 37 Zhao, Yiqiang Q. 35 Barbour, Andrew David 35 Guo, Xianping 35 Huillet, Thierry E. 35 Samorodnitsky, Gennady Pinkhosovich 35 Yor, Marc 34 Albrecher, Hansjörg 34 Mikosch, Thomas 33 Klüppelberg, Claudia 33 Pitman, Jim William 33 Platen, Eckhard 33 Tang, Qihe 33 Taylor, Peter Gerrard 33 Wang, Dehui 32 Adan, Ivo J. B. F. 32 Janson, Svante 32 Jasra, Ajay 32 Pap, Gyula 32 Penrose, Mathew D. 32 Yuen, Kam Chuen 31 Dudin, Alexander N. 31 Heinrich, Lothar 31 Kella, Offer 31 Kyprianou, Andreas E. 31 Seneta, Eugene 31 Zhou, Xiaowen 30 Britton, Tom 30 Dassios, Angelos 30 Jamilov, Uygun U. 30 Latouche, Guy 29 Eryılmaz, Serkan N. 29 Foss, Sergey G. 29 He, Qi-Ming 29 Maller, Ross Arthur 29 Miyazawa, Masakiyo 29 Möhle, Martin 29 Navarro, Jorge 29 Pirozzi, Enrica 29 Ruiz-Medina, María Dolores 29 van Dijk, Nico M. 29 Yin, Chuancun 29 Zeifman, Alexander Izrailevich 28 Aldous, David John 28 Asadi, Majid 28 Bertoin, Jean 28 Hernández-Lerma, Onésimo 28 Lambert, Amaury 28 Li, Junping 28 Liu, Yuanyuan 28 Omey, Edward 28 Willmot, Gordon E. 28 Yang, Hailiang 28 Zhao, Peng 27 Glazebrook, Kevin D. 27 Knessl, Charles 27 Reitzner, Matthias 27 Roberts, Gareth O. 27 Ruiz, José-María 27 Vatutin, Vladimir Alekseevich 27 Wang, Yuebao 27 Zhang, Yiying 26 Alsmeyer, Gerold 26 Anh, Vo V. 26 Artalejo, Jesus R. 26 Baccelli, François Louis 26 Daduna, Hans 26 Hug, Daniel ...and 18,735 more Authors all top 5 Cited in 906 Journals 1,070 Stochastic Processes and their Applications 763 Journal of Applied Probability 746 Statistics & Probability Letters 672 Queueing Systems 634 Advances in Applied Probability 571 The Annals of Applied Probability 467 Communications in Statistics. 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Mathematics 44 Communications in Mathematical Physics 44 Top 43 Automation and Remote Control 43 Theory of Probability and Mathematical Statistics 43 Journal of Physics A: Mathematical and Theoretical 42 Theory of Probability and its Applications ...and 806 more Journals all top 5 Cited in 59 Fields 14,145 Probability theory and stochastic processes (60-XX) 6,082 Statistics (62-XX) 3,655 Operations research, mathematical programming (90-XX) 3,046 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2,012 Biology and other natural sciences (92-XX) 1,263 Numerical analysis (65-XX) 1,126 Computer science (68-XX) 1,055 Systems theory; control (93-XX) 946 Combinatorics (05-XX) 701 Statistical mechanics, structure of matter (82-XX) 483 Partial differential equations (35-XX) 411 Dynamical systems and ergodic theory (37-XX) 398 Calculus of variations and optimal control; optimization (49-XX) 335 Convex and discrete geometry (52-XX) 243 Linear and multilinear algebra; matrix theory (15-XX) 222 Ordinary differential equations (34-XX) 197 Operator theory (47-XX) 186 Information and communication theory, circuits (94-XX) 161 Measure and integration (28-XX) 117 Differential geometry (53-XX) 114 Real functions (26-XX) 111 Special functions (33-XX) 110 Integral transforms, operational calculus (44-XX) 110 Integral equations (45-XX) 108 Geophysics (86-XX) 97 Harmonic analysis on Euclidean spaces (42-XX) 93 Functional analysis (46-XX) 87 Fluid mechanics (76-XX) 74 Quantum theory (81-XX) 73 Difference and functional equations (39-XX) 65 Approximations and expansions (41-XX) 63 Number theory (11-XX) 60 Global analysis, analysis on manifolds (58-XX) 54 Mechanics of deformable solids (74-XX) 50 Functions of a complex variable (30-XX) 45 History and biography (01-XX) 34 Abstract harmonic analysis (43-XX) 28 Group theory and generalizations (20-XX) 28 Algebraic topology (55-XX) 27 General and overarching topics; collections (00-XX) 27 Geometry (51-XX) 26 Mechanics of particles and systems (70-XX) 21 Potential theory (31-XX) 20 Topological groups, Lie groups (22-XX) 20 General topology (54-XX) 19 Classical thermodynamics, heat transfer (80-XX) 18 Mathematical logic and foundations (03-XX) 17 Algebraic geometry (14-XX) 17 Sequences, series, summability (40-XX) 12 Nonassociative rings and algebras (17-XX) 12 Several complex variables and analytic spaces (32-XX) 11 Manifolds and cell complexes (57-XX) 9 Field theory and polynomials (12-XX) 8 Order, lattices, ordered algebraic structures (06-XX) 8 Optics, electromagnetic theory (78-XX) 8 Relativity and gravitational theory (83-XX) 7 Astronomy and astrophysics (85-XX) 7 Mathematics education (97-XX) 5 Associative rings and algebras (16-XX) Citations by Year