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: 2,828 Publications (since 1969) References Indexed: 1,022 Publications with 25,194 References. all top 5 Latest Issues 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) 31, No. 4 (1999) 31, No. 3 (1999) 31, No. 2 (1999) 31, No. 1 (1999) ...and 65 more Volumes all top 5 Authors 22 Resnick, Sidney Ira 21 Barbour, Andrew David 20 Ball, Frank G. 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 Lefèvre, Claude 13 Baccelli, François Louis 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 Picard, Philippe 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 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 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 Wade, Andrew R. 7 Weiß, Viola 7 Wolff, Ronald W. 7 Zuyev, Sergei 6 Antonelli, Peter Louis 6 Bather, John A. 6 Blanchet, Jose H. 6 Brockwell, Peter J. 6 Calka, Pierre 6 Doney, Ronald Arthur 6 Donnelly, Peter 6 Embrechts, Paul 6 Foss, Sergey G. 6 Hall, Peter Gavin 6 Janson, Svante 6 Javier López, F. 6 Jensen, Jens Ledet 6 Kendall, David George 6 Kennedy, Douglas P. ...and 2,603 more Authors all top 5 Fields 2,581 Probability theory and stochastic processes (60-XX) 502 Statistics (62-XX) 490 Operations research, mathematical programming (90-XX) 269 Biology and other natural sciences (92-XX) 194 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 133 Combinatorics (05-XX) 132 Computer science (68-XX) 127 Numerical analysis (65-XX) 125 Systems theory; control (93-XX) 86 Convex and discrete geometry (52-XX) 64 Statistical mechanics, structure of matter (82-XX) 34 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) 17 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 2,442 Publications have been cited 28,547 times in 19,603 Documents Cited by ▼ Year ▼ Stability of Markovian processes. III: Foster-Lyapunov criteria for continuous-time processes. Zbl 0781.60053Meyn, Sean P.; Tweedie, R. L. 374 1993 Saddle point approximation for the distribution of the sum of independent random variables. Zbl 0425.60042Lugannani, Robert; Rice, Stephen 225 1980 On a stochastic difference equation and a representation of non-negative infinitely divisible random variables. Zbl 0417.60073Vervaat, Wim 214 1979 Stability of Markovian processes. II: Continuous-time processes and sampled chains. Zbl 0781.60052Meyn, Sean P.; Tweedie, R. L. 181 1993 On some exponential functionals of Brownian motion. Zbl 0765.60084Yor, Marc 158 1992 First passage times of a jump diffusion process. Zbl 1037.60073Kou, S. G.; Wang, Hui 146 2003 The intrinsic random functions and their applications. Zbl 0324.60036Matheron, G. 136 1973 Point processes, regular variation and weak convergence. Zbl 0597.60048Resnick, Sidney I. 132 1986 Autoregressive moving-average processes with negative-binomial and geometric marginal distributions. Zbl 0603.62100McKenzie, Ed 131 1986 A single-server queue with server vacations and a class of non-renewal arrival processes. Zbl 0709.60094Lucantoni, David M.; Meier-Hellstern, Kathleen S.; Neuts, Marcel F. 130 1990 The stochastic equation \(Y_{n+1}=A_ nY_ n+B_ n\) with stationary coefficients. Zbl 0588.60056Brandt, Andreas 129 1986 Some ARMA models for dependent sequences of Poisson counts. Zbl 0664.62089McKenzie, Ed 125 1988 The coincidence approach to stochastic point processes. Zbl 0366.60081Macchi, Odile 124 1975 First-order autoregressive gamma sequences and point processes. Zbl 0453.60048Gaver, D. P.; Lewis, P. A. W. 106 1980 Ruin theory with stochastic return on investments. Zbl 0892.90046Paulsen, Jostein; Gjessing, Håkon K. 104 1997 Stability of Markovian processes. I: Criteria for discrete-time chains. Zbl 0757.60061Meyn, Sean P.; Tweedie, R. L. 103 1992 Multiple channel queues in heavy traffic. I. Zbl 0218.60098Iglehart, D. L.; Whitt, W. 102 1970 Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040Tang, Qihe; Tsitsiashvili, Gurami 100 2004 Weak convergence of sequences of semimartingales with applications to multitype branching processes. Zbl 0595.60008Joffe, A.; Métivier, M. 99 1986 A note on the optimal replacement problem. Zbl 0642.60071Yeh, Lam 99 1988 Testing and estimating change-points in time series. Zbl 0585.62151Picard, Dominique 99 1985 Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061Li, Jinzhu; Tang, Qihe; Wu, Rong 98 2010 Brownian excursions and Parisian barrier options. Zbl 0882.60042Chesney, Marc; Jeanblanc-Picqué, Monique; Yor, Marc 95 1997 Markov renewal theory. Zbl 0212.49601Çinlar, E. 94 1969 Measure change in multitype branching. Zbl 1056.60082Biggins, J. D.; Kyprianou, A. E. 92 2004 Vector linear time series models. Zbl 0327.62055Dunsmuir, W.; Hannan, E. J. 89 1976 Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes. Zbl 0736.60076van Doorn, Erik A. 87 1991 The latent roots of certain Markov chains arising in genetics: A new approach. I: Haploid models. Zbl 0284.60064Cannings, C. 84 1974 Multivariate extremes, aggregation and dependence in elliptical distributions. Zbl 1023.60021Hult, Henrik; Lindskog, Filip 83 2002 Risk-sensitive linear/quadratic/Gaussian control. Zbl 0489.93067Whittle, P. 83 1981 A new integral equation for the evaluation of first-passage-time probability densities. Zbl 0632.60079Buonocore, A.; Nobile, A. G.; Ricciardi, L. M. 82 1987 Quadratic transformations: A model for population growth. I. Zbl 0328.92011Kesten, Harry 82 1970 Subgeometric rates of convergence of \(f\)-ergodic Markov chains. Zbl 0803.60061Tuominen, Pekka; Tweedie, Richard L. 81 1994 One-dimensional Brownian motion and the three-dimensional Bessel process. Zbl 0332.60055Pitman, James W. 81 1975 Anticipative portfolio optimization. Zbl 0867.90013Pikovsky, Igor; Karatzas, Ioannis 81 1996 Isotropic random simplices. Zbl 0237.60006Miles, R. E. 81 1971 Fluctuation theory in continuous time. Zbl 0322.60068Bingham, N. H. 79 1975 On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations. Zbl 0573.60056Chan, K. S.; Tong, H. 78 1985 Birth, immigration and catastrophe processes. Zbl 0496.92007Brockwell, P. J.; Gani, J.; Resnick, S. I. 77 1982 Nonlinear time series and Markov chains. Zbl 0712.62080Tjøstheim, Dag 77 1990 Some new approaches to probability distributions. Zbl 0454.62085Kotz, S.; Shanbhag, D. N. 75 1980 On a conditionally Poissonian graph process. Zbl 1096.05047Norros, Ilkka; Reittu, Hannu 75 2006 The N/G/1 queue and its detailed analysis. Zbl 0424.60093Ramaswami, V. 74 1980 Bivariate characterization of some stochastic order relations. Zbl 0745.62054Shanthikumar, J. George; Yao, David D. 73 1991 Stochastic theory of a fluid model of producers and consumers coupled by a buffer. Zbl 0656.60079Mitra, Debasis 73 1988 Generalized gamma measures and shot-noise Cox processes. Zbl 0957.60055Brix, Anders 72 1999 The first- and last-birth problems for a multitype age-dependent branching process. Zbl 0339.60074Biggins, J. D. 71 1976 Hitting-time and occupation-time bounds implied by drift analysis with applications. Zbl 0495.60094Hajek, Bruce 70 1982 Single-server queues with impatient customers. Zbl 0549.60091Baccelli, F.; Boyer, P.; Hebuterne, G. 70 1984 A class of singular stochastic control problems. Zbl 0511.93076Karatzas, Ioannis 69 1983 Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach. Zbl 0263.60011Scott, D. J. 68 1973 A simple coupling of renewal processes. Zbl 0760.60078Lindvall, T. 66 1992 Multiple channel queues in heavy traffic. II: Sequences, networks, and batches. Zbl 0206.22503Iglehart, D. L.; Whitt, W. 66 1970 The probabilities of rooted tree-shapes generated by random bifurcation. Zbl 0241.92012Harding, E. F. 66 1971 Optimal control of service rates in networks of queues. Zbl 0617.60090Weber, Richard R.; Stidham, Shaler jun. 65 1987 Statistical spatial series modelling. Zbl 0383.62060Tjostheim, Dag 63 1978 Multivariate subordination, self-decomposability and stability. Zbl 0982.60046Barndorff-Nielsen, Ole E.; Pedersen, Jan; Sato, Ken-iti 62 2001 Regularly varying functions in the theory of simple branching processes. Zbl 0291.60043Seneta, E. 62 1974 The growth and composition of branching populations. Zbl 0535.60075Jagers, Peter; Nerman, Olle 62 1984 Finite birth-and-death models in randomly changing environments. Zbl 0554.60079Gaver, D. P.; Jacobs, P. A.; Latouche, G. 62 1984 Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations. Zbl 1217.93183Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng 61 2011 A unified approach to the distribution of total size and total area under the trajectory of infectives in epidemic models. Zbl 0606.92018Ball, Frank 61 1986 Spectral analysis of \(M/G/1\) and \(G/M/1\) type Markov chains. Zbl 0845.60092Gail, H. R.; Hantler, S. L.; Taylor, B. A. 61 1996 The quasi-stationary distribution of the closed endemic SIS model. Zbl 0854.92020Nåsell, Ingemar 61 1996 The multivariate GINAR(\(p\)) process. Zbl 0871.62073Latour, Alain 61 1997 On the transition densities for reflected diffusions. Zbl 1073.60074Linetsky, Vadim 61 2005 Asymptotic properties of supercritical branching processes. I: The Galton-Watson process. Zbl 0297.60044Bingham, N. H.; Doney, R. A. 60 1974 Random variables with maximum sums. Zbl 0487.60026Rüschendorf, Ludger 59 1982 On a general class of renewal risk process: analysis of the Gerber-Shiu function. Zbl 1077.60063Li, Shuanming; Garrido, José 58 2005 Properties of the spatial unilateral first-order ARMA model. Zbl 0780.62072Basu, Sabyasachi; Reinsel, Gregory C. 57 1993 Maximum likelihood estimation for continuous-time stochastic processes. Zbl 0355.62086Feigin, Paul David 57 1976 Fixed points of a generalized smoothing transformation and applications to the branching random walk. Zbl 0909.60075Liu, Quansheng 57 1998 Blocking probabilities in large circuit-switched networks. Zbl 0597.60092Kelly, F. P. 56 1986 Criteria for classifying general Markov chains. Zbl 0361.60014Tweedie, R. L. 56 1976 Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes. Zbl 1123.60309Kendall, Wilfrid S.; Møller, Jesper 56 2000 Complications with stochastic volatility models. Zbl 0907.90026Sin, Carlos A. 56 1998 A dynamic contagion process. Zbl 1230.60089Dassios, Angelos; Zhao, Hongbiao 55 2011 Conditions for exponential ergodicity and bounds for the decay parameter of a birth-death process. Zbl 0597.60080van Doorn, Erik A. 55 1985 The integral of geometric Brownian motion. Zbl 0980.60103Dufresne, Daniel 55 2001 Ruin estimation for a general insurance risk model. Zbl 0811.62096Embrechts, Paul; Schmidli, Hanspeter 54 1994 The c\(\mu\) rule revisited. Zbl 0557.60082Buyukkoc, C.; Varaiya, P.; Walrand, J. 54 1985 Random tessellations in \({\mathbb{R}}^ d\). Zbl 0684.60007Møller, J. 53 1989 A multi-dimensional martingale for Markov additive processes and its applications. Zbl 0961.60081Asmussen, Søren; Kella, Offer 53 2000 Estimation and control in Markov chains. Zbl 0281.60070Mandl, P. 52 1974 Coefficients of ergodicity: Structure and applications. Zbl 0406.60060Seneta, E. 52 1979 Convergence and finite-time behavior of simulated annealing. Zbl 0604.60067Mitra, Debasis; Romeo, Fabio; Sangiovanni-Vincentelli, Alberto 51 1986 On the optimal control of a deterministic epidemic. Zbl 0324.92029Morton, R.; Wickwire, K. H. 50 1974 Multivariate linear time series models. Zbl 0547.62059Hannan, E. J.; Kavalieris, L. 50 1984 Stochastic orders generated by integrals: A unified study. Zbl 0890.60015Müller, Alfred 50 1997 Student processes. Zbl 1081.60035Heyde, C. C.; Leonenko, N. N. 50 2005 Corrected diffusion approximations in certain random walk problems. Zbl 0422.60053Siegmund, D. 49 1979 Comparing counting processes and queues. Zbl 0449.60064Whitt, Ward 49 1981 Basic properties and prediction of max-ARMA processes. Zbl 0716.62098Davis, Richard A.; Resnick, Sidney I. 49 1989 The total time on test transform and the excess wealth stochastic orders of distributions. Zbl 1031.62086Kochar, Subhash C.; Li, Xiaohu; Shaked, Moshe 49 2002 A Markovian analysis of additive-increase multiplicative-decrease algorithms. Zbl 1002.60091Dumas, Vincent; Guillemin, Fabrice; Robert, Philippe 48 2002 Maxima and exceedances of stationary Markov chains. Zbl 0654.60023Rootzén, Holger 48 1988 Calculating the extremal index for a class of stationary sequences. Zbl 0741.60042Chernick, Michael R.; Hsing, Tailen; McCormick, William P. 47 1991 Probability metrics and recursive algorithms. Zbl 0829.60094Rachev, S. T.; Rüschendorf, L. 47 1995 Crack STIT tessellations: characterization of stationary random tessellations stable with respect to iteration. Zbl 1098.60012Nagel, Werner; Weiss, Viola 47 2005 Convergence theorems for empirical Lorenz curves and their inverses. Zbl 0383.60003Goldie, Charles M. 46 1977 Optimal scaling of MCMC beyond Metropolis. Zbl 1514.65004Agrawal, Sanket; Vats, Dootika; Łatuszyński, Krzysztof; Roberts, Gareth O. 2 2023 Matrix calculations for moments of Markov processes. Zbl 1512.60047Daw, Andrew; Pender, Jamol 1 2023 Construction of aggregation paradoxes through load-sharing models. Zbl 07682779De Santis, Emilio; Spizzichino, Fabio 1 2023 Full classification of dynamics for one-dimensional continuous-time Markov chains with polynomial transition rates. Zbl 1512.60051Xu, Chuang; Hansen, Mads Christian; Wiuf, Carsten 1 2023 Degree distributions in recursive trees with fitnesses. Zbl 1512.90060Iyer, Tejas 1 2023 On decay-surge population models. Zbl 1512.92068Goncalves, Branda; Huillet, Thierry; Löcherbach, Eva 1 2023 Branching Brownian motion in a periodic environment and uniqueness of pulsating traveling waves. Zbl 1518.60083Ren, Yan-Xia; Song, Renming; Yang, Fan 1 2023 Moment-constrained optimal dividends: precommitment and consistent planning. Zbl 1494.91174Christensen, Sören; Lindensjö, Kristoffer 3 2022 Unbiased filtering of a class of partially observed diffusions. Zbl 1518.65006Jasra, Ajay; Law, Kody J. H.; Yu, Fangyuan 3 2022 On equal-input and monotone Markov matrices. Zbl 1492.60215Baake, Michael; Sumner, Jeremy 2 2022 Spectral alignment of correlated Gaussian matrices. Zbl 1486.60012Ganassali, Luca; Lelarge, Marc; Massoulié, Laurent 2 2022 Measuring reciprocity in a directed preferential attachment network. Zbl 1518.60049Wang, Tiandong; Resnick, Sidney I. 2 2022 The rescaled Pólya urn: local reinforcement and chi-squared goodness-of-fit test. Zbl 1503.60026Aletti, Giacomo; Crimaldi, Irene 2 2022 A functional central limit theorem for SI processes on configuration model graphs. Zbl 1503.60041Khudabukhsh, Wasiur R.; Woroszylo, Casper; Rempała, Grzegorz A.; Koeppl, Heinz 2 2022 Central limit theorem for bifurcating Markov chains under \(L^2\)-ergodic conditions. Zbl 1503.60090Bitseki Penda, S. Valère; Delmas, Jean-François 2 2022 Sub-tree counts on hyperbolic random geometric graphs. Zbl 1503.60030Owada, Takashi; Yogeshwaran, D. 2 2022 Log-normalization constant estimation using the ensemble Kalman-Bucy filter with application to high-dimensional models. Zbl 1499.60126Crisan, Dan; Del Moral, Pierre; Jasra, Ajay; Ruzayqat, Hamza 2 2022 The \(\beta\)-Delaunay tessellation: description of the model and geometry of typical cells. Zbl 1503.60014Gusakova, Anna; Kabluchko, Zakhar; Thäle, Christoph 2 2022 Exponential and gamma form for tail expansions of first-passage distributions in semi-Markov processes. Zbl 1499.60310Butler, Ronald W. 2 2022 Optimal entry and consumption under habit formation. Zbl 1489.91243Yang, Yue; Yu, Xiang 1 2022 On operator fractional Lévy motion: integral representations and time-reversibility. Zbl 1490.60087Boniece, B. Cooper; Didier, Gustavo 1 2022 SINR percolation for Cox point processes with random powers. Zbl 1487.82013Jahnel, Benedikt; Tóbiás, András 1 2022 Kingman’s model with random mutation probabilities: convergence and condensation. I. Zbl 1486.92139Yuan, Linglong 1 2022 Linking representations for multivariate extremes via a limit set. Zbl 1517.62062Nolde, Natalia; Wadsworth, Jennifer L. 1 2022 Some results on the telegraph process driven by gamma components. Zbl 1499.60312Martinucci, Barbara; Meoli, Alessandra; Zacks, Shelemyahu 1 2022 Moments of Markovian growth-collapse processes. Zbl 1503.60106Privault, Nicolas 1 2022 Probability of total domination for transient reflecting processes in a quadrant. Zbl 1499.60146Fomichov, Vladimir; Franceschi, Sandro; Ivanovs, Jevgenijs 1 2022 Conditions for indexability of restless bandits and an \(\mathcal{O}(K^3)\) algorithm to compute Whittle index. Zbl 1508.90113Akbarzadeh, Nima; Mahajan, Aditya 1 2022 Spectral analysis of bilateral birth-death processes: some new explicit examples. Zbl 1507.60098De La Iglesia, Manuel D. 1 2022 Percolation phase transition in weight-dependent random connection models. Zbl 1475.60198Gracar, Peter; Lüchtrath, Lukas; Mörters, Peter 7 2021 Discounted optimal stopping problems for maxima of geometric Brownian motions with switching payoffs. Zbl 1497.60059Gapeev, Pavel V.; Kort, Peter M.; Lavrutich, Maria N. 7 2021 Markov chain approximation of one-dimensional sticky diffusions. Zbl 1480.65027Meier, Christian; Li, Lingfei; Zhang, Gongqiu 6 2021 Functional limit theorems for the Euler characteristic process in the critical regime. Zbl 1493.60065Thomas, Andrew M.; Owada, Takashi 6 2021 Branching processes with interactions: subcritical cooperative regime. Zbl 1490.60228González Casanova, Adrián; Pardo, Juan Carlos; Pérez, José Luis 5 2021 Can coherent predictions be contradictory? Zbl 1482.60023Burdzy, Krzysztof; Pal, Soumik 3 2021 Approximations of geometrically ergodic reversible Markov chains. Zbl 1478.60199Negrea, Jeffrey; Rosenthal, Jeffrey S. 2 2021 From microscopic price dynamics to multidimensional rough volatility models. Zbl 1487.60056Rosenbaum, Mathieu; Tomas, Mehdi 2 2021 Ruin problems for epidemic insurance. Zbl 1481.91172Lefèvre, Claude; Simon, Matthieu 2 2021 Load-sharing reliability models with different component sensitivities to other components’ working states. Zbl 1478.62304Rychlik, Tomasz; Spizzichino, Fabio 2 2021 Diffusion approximation of multi-class Hawkes processes: theoretical and numerical analysis. Zbl 1471.60106Chevallier, Julien; Melnykova, Anna; Tubikanec, Irene 1 2021 Non-Gaussian fluctuations of randomly trapped random walks. Zbl 1471.60155Bowditch, Adam 1 2021 Rejection- and importance-sampling-based perfect simulation for Gibbs hard-sphere models. Zbl 07408819Moka, Sarat; Juneja, Sandeep; Mandjes, Michel 1 2021 Detailed balance, local detailed balance, and global potential for stochastic chemical reaction networks. Zbl 1476.92059Jia, Chen; Jiang, Da-Quan; Li, Youming 1 2021 A stochastic matching model on hypergraphs. Zbl 1479.05244Rahme, Youssef; Moyal, Pascal 1 2021 Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration. Zbl 1478.60231Barczy, Mátyás; Palau, Sandra; Pap, Gyula 1 2021 Random intersection graphs with communities. Zbl 1475.60024van der Hofstad, Remco; Komjáthy, Júlia; Vadon, Viktória 1 2021 Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime. Zbl 1475.60072Li, Bo; Pang, Guodong 1 2021 On gradual-impulse control of continuous-time Markov decision processes with exponential utility. Zbl 1483.90173Guo, Xin; Kurushima, Aiko; Piunovskiy, Alexey; Zhang, Yi 1 2021 A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty. Zbl 1480.60232Alvarez E., Luis H. R.; Christensen, Sören 1 2021 Model-independent pricing with insider information: a Skorokhod embedding approach. Zbl 1481.91207Acciaio, Beatrice; Cox, Alexander M. G.; Huesmann, Martin 1 2021 Renewal in Hawkes processes with self-excitation and inhibition. Zbl 1473.60081Costa, Manon; Graham, Carl; Marsalle, Laurence; Tran, Viet Chi 13 2020 An elementary derivation of moments of Hawkes processes. Zbl 1482.60064Cui, Lirong; Hawkes, Alan; Yi, He 9 2020 A non-exponential extension of Sanov’s theorem via convex duality. Zbl 1453.60074Lacker, Daniel 8 2020 Limit theorems for process-level Betti numbers for sparse and critical regimes. Zbl 1456.60044Owada, Takashi; Thomas, Andrew M. 7 2020 Simulation of elliptic and hypo-elliptic conditional diffusions. Zbl 1448.60164Bierkens, Joris; van der Meulen, Frank; Schauer, Moritz 7 2020 On the multi-state signatures of ordered system lifetimes. Zbl 1477.60132Yi, He; Balakrishnan, Narayanaswamy; Cui, Lirong 7 2020 Exact simulation for multivariate Itô diffusions. 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