# zbMATH — the first resource for mathematics

## Advances in Applied Probability

### Including 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: Indexed cover-to-cover
 Documents Indexed: 2,725 Publications (since 1969) References Indexed: 920 Publications with 21,912 References.
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#### Latest Issues

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#### Authors

 21 Barbour, Andrew D. 21 Resnick, Sidney Ira 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. 13 Glazebrook, Kevin D. 13 Kendall, Wilfrid S. 13 Le, Huiling 13 Lefèvre, Claude 13 Neuts, Marcel Fernand 13 Shanthikumar, Jeyaveerasingam George 12 Baccelli, François Louis 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 Hug, Daniel 9 Iglehart, Donald L. 9 Klebaner, Fima C. 9 Weil, Wolfgang 8 Biggins, J. D. 8 Boxma, Onno Johan 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 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 Brémaud, Pierre 7 Chiu, Sung Nok 7 Ethier, Stewart N. 7 Kelly, Frank P. 7 Kesten, Harry 7 Kiderlen, Markus 7 Mandjes, Michel Robertus Hendrikus 7 Mardia, Kanti V. 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 van Lieshout, Marie-Colette N. M. 7 Wade, Andrew R. 7 Weiß, Viola 7 Zuyev, Sergei 6 Antonelli, Peter Louis 6 Bather, John A. 6 Błaszczyszyn, Bartłomiej 6 Brockwell, Peter J. 6 Calka, Pierre 6 Crisan, Dan O. 6 Doney, Ronald Arthur 6 Donnelly, Peter 6 Embrechts, Paul 6 Hall, Peter Gavin 6 Janson, Svante 6 Javier López, F. 6 Jensen, Jens Ledet 6 Kennedy, Douglas P. 6 Kertz, Robert P. 6 Mahmoud, Hosam M. 6 Maller, Ross Arthur 6 Mannion, David 6 Mitra, Debasis 6 Natvig, Bent 6 Ott, Teunis J. ...and 2,452 more Authors
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#### Fields

 2,486 Probability theory and stochastic processes (60-XX) 486 Statistics (62-XX) 479 Operations research, mathematical programming (90-XX) 257 Biology and other natural sciences (92-XX) 177 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 128 Computer science (68-XX) 120 Combinatorics (05-XX) 119 Systems theory; control (93-XX) 117 Numerical analysis (65-XX) 83 Convex and discrete geometry (52-XX) 60 Statistical mechanics, structure of matter (82-XX) 30 Calculus of variations and optimal control; optimization (49-XX) 26 Dynamical systems and ergodic theory (37-XX) 23 Information and communication theory, circuits (94-XX) 19 Measure and integration (28-XX) 17 Ordinary differential equations (34-XX) 15 Integral transforms, operational calculus (44-XX) 14 Operator theory (47-XX) 13 Real functions (26-XX) 13 Special functions (33-XX) 13 Partial differential equations (35-XX) 13 Differential geometry (53-XX) 11 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 Geophysics (86-XX) 6 General and overarching topics; collections (00-XX) 6 Harmonic analysis on Euclidean spaces (42-XX) 5 Global analysis, analysis on manifolds (58-XX) 5 Mechanics of deformable solids (74-XX) 4 Geometry (51-XX) 4 Fluid mechanics (76-XX) 4 Quantum theory (81-XX) 3 Number theory (11-XX) 3 Functions of a complex variable (30-XX) 3 Functional analysis (46-XX) 3 Algebraic topology (55-XX) 2 Mathematical logic and foundations (03-XX) 2 Order, lattices, ordered algebraic structures (06-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 Group theory and generalizations (20-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Abstract harmonic analysis (43-XX) 1 Optics, electromagnetic theory (78-XX)

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A single-server queue with server vacations and a class of non-renewal arrival processes. Zbl 0709.60094
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Some ARMA models for dependent sequences of Poisson counts. Zbl 0664.62089
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The stochastic equation $$Y_{n+1}=A_ nY_ n+B_ n$$ with stationary coefficients. Zbl 0588.60056
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Autoregressive moving-average processes with negative-binomial and geometric marginal distributions. Zbl 0603.62100
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Markov renewal theory. Zbl 0212.49601
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Ruin theory with stochastic return on investments. Zbl 0892.90046
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Weak convergence of sequences of semimartingales with applications to multitype branching processes. Zbl 0595.60008
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Testing and estimating change-points in time series. Zbl 0585.62151
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Stability of Markovian processes. I: Criteria for discrete-time chains. Zbl 0757.60061
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1992
Brownian excursions and Parisian barrier options. Zbl 0882.60042
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The latent roots of certain Markov chains arising in genetics: A new approach. I: Haploid models. Zbl 0284.60064
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1974
Fluctuation theory in continuous time. Zbl 0322.60068
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Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061
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Some new approaches to probability distributions. Zbl 0454.62085
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Measure change in multitype branching. Zbl 1056.60082
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A new integral equation for the evaluation of first-passage-time probability densities. Zbl 0632.60079
Buonocore, A.; Nobile, A. G.; Ricciardi, L. M.
1987
Risk-sensitive linear/quadratic/Gaussian control. Zbl 0489.93067
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1981
Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes. Zbl 0736.60076
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1991
Multivariate extremes, aggregation and dependence in elliptical distributions. Zbl 1023.60021
Hult, Henrik; Lindskog, Filip
2002
Subgeometric rates of convergence of $$f$$-ergodic Markov chains. Zbl 0803.60061
Tuominen, Pekka; Tweedie, Richard L.
1994
Stochastic theory of a fluid model of producers and consumers coupled by a buffer. Zbl 0656.60079
Mitra, Debasis
1988
Anticipative portfolio optimization. Zbl 0867.90013
Pikovsky, Igor; Karatzas, Ioannis
1996
Isotropic random simplices. Zbl 0237.60006
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1971
The N/G/1 queue and its detailed analysis. Zbl 0424.60093
Ramaswami, V.
1980
Nonlinear time series and Markov chains. Zbl 0712.62080
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1990
On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations. Zbl 0573.60056
Chan, K. S.; Tong, H.
1985
Generalized gamma measures and shot-noise Cox processes. Zbl 0957.60055
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1999
Birth, immigration and catastrophe processes. Zbl 0496.92007
Brockwell, P. J.; Gani, J.; Resnick, S. I.
1982
Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach. Zbl 0263.60011
Scott, D. J.
1973
Optimal control of service rates in networks of queues. Zbl 0617.60090
Weber, Richard R.; Stidham, Shaler jun.
1987
Bivariate characterization of some stochastic order relations. Zbl 0745.62054
Shanthikumar, J. George; Yao, David D.
1991
One-dimensional Brownian motion and the three-dimensional Bessel process. Zbl 0332.60055
Pitman, James W.
1975
Single-server queues with impatient customers. Zbl 0549.60091
Baccelli, F.; Boyer, P.; Hebuterne, G.
1984
A class of singular stochastic control problems. Zbl 0511.93076
Karatzas, Ioannis
1983
Statistical spatial series modelling. Zbl 0383.62060
Tjostheim, Dag
1978
A simple coupling of renewal processes. Zbl 0760.60078
Lindvall, T.
1992
Multiple channel queues in heavy traffic. II: Sequences, networks, and batches. Zbl 0206.22503
Iglehart, D. L.; Whitt, W.
1970
Regularly varying functions in the theory of simple branching processes. Zbl 0291.60043
Seneta, E.
1974
The probabilities of rooted tree-shapes generated by random bifurcation. Zbl 0241.92012
Harding, E. F.
1971
Quadratic transformations: A model for population growth. I. Zbl 0328.92011
Kesten, Harry
1970
Maximum likelihood estimation for continuous-time stochastic processes. Zbl 0355.62086
Feigin, Paul David
1976
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
1986
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.
1996
The quasi-stationary distribution of the closed endemic SIS model. Zbl 0854.92020
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1996
Hitting-time and occupation-time bounds implied by drift analysis with applications. Zbl 0495.60094
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1982
Finite birth-and-death models in randomly changing environments. Zbl 0554.60079
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1984
Blocking probabilities in large circuit-switched networks. Zbl 0597.60092
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1986
Criteria for classifying general Markov chains. Zbl 0361.60014
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1976
Properties of the spatial unilateral first-order ARMA model. Zbl 0780.62072
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1993
Complications with stochastic volatility models. Zbl 0907.90026
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1998
The first- and last-birth problems for a multitype age-dependent branching process. Zbl 0339.60074
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1976
Fixed points of a generalized smoothing transformation and applications to the branching random walk. Zbl 0909.60075
Liu, Quansheng
1998
Multivariate subordination, self-decomposability and stability. Zbl 0982.60046
Barndorff-Nielsen, Ole E.; Pedersen, Jan; Sato, Ken-iti
2001
Conditions for exponential ergodicity and bounds for the decay parameter of a birth-death process. Zbl 0597.60080
van Doorn, Erik A.
1985
On a conditionally Poissonian graph process. Zbl 1096.05047
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2006
Estimation and control in Markov chains. Zbl 0281.60070
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1974
Asymptotic properties of supercritical branching processes. I: The Galton-Watson process. Zbl 0297.60044
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1974
The growth and composition of branching populations. Zbl 0535.60075
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1984
On the transition densities for reflected diffusions. Zbl 1073.60074
2005
On a general class of renewal risk process: analysis of the Gerber-Shiu function. Zbl 1077.60063
Li, Shuanming; Garrido, José
2005
Ruin estimation for a general insurance risk model. Zbl 0811.62096
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1994
Coefficients of ergodicity: Structure and applications. Zbl 0406.60060
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1979
The multivariate GINAR($$p$$) process. Zbl 0871.62073
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1997
Convergence and finite-time behavior of simulated annealing. Zbl 0604.60067
Mitra, Debasis; Romeo, Fabio; Sangiovanni-Vincentelli, Alberto
1986
The c$$\mu$$ rule revisited. Zbl 0557.60082
Buyukkoc, C.; Varaiya, P.; Walrand, J.
1985
Random tessellations in $${\mathbb{R}}^ d$$. Zbl 0684.60007
Møller, J.
1989
Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes. Zbl 1123.60309
Kendall, Wilfrid S.; Møller, Jesper
2000
The integral of geometric Brownian motion. Zbl 0980.60103
Dufresne, Daniel
2001
Student processes. Zbl 1081.60035
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2005
Corrected diffusion approximations in certain random walk problems. Zbl 0422.60053
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1979
Comparing counting processes and queues. Zbl 0449.60064
Whitt, Ward
1981
Multivariate linear time series models. Zbl 0547.62059
Hannan, E. J.; Kavalieris, L.
1984
Probability metrics and recursive algorithms. Zbl 0829.60094
Rachev, S. T.; Rüschendorf, L.
1995
Fractional diffusion and fractional heat equation. Zbl 0986.60077
Angulo, J. M.; Ruiz-Medina, M. D.; Anh, V. V.; Grecksch, W.
2000
A Markovian analysis of additive-increase multiplicative-decrease algorithms. Zbl 1002.60091
Dumas, Vincent; Guillemin, Fabrice; Robert, Philippe
2002
The total time on test transform and the excess wealth stochastic orders of distributions. Zbl 1031.62086
Kochar, Subhash C.; Li, Xiaohu; Shaked, Moshe
2002
Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations. Zbl 1217.93183
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
2011
Maxima and exceedances of stationary Markov chains. Zbl 0654.60023
Rootzén, Holger
1988
Stochastic convexity and its applications. Zbl 0656.60047
Shaked, Moshe; Shanthikumar, J. George
1988
A multi-dimensional martingale for Markov additive processes and its applications. Zbl 0961.60081
Asmussen, Søren; Kella, Offer
2000
The multiclass GI/PH/$$N$$ queue in the Halfin-Whitt regime. Zbl 0962.60089
Puhalskii, A. A.; Reiman, M. I.
2000
Analysis of an $$M/G/1$$ queue with two types of impatient units. Zbl 0829.60085
Martin, M.; Artalejo, J. R.
1995
Convergence theorems for empirical Lorenz curves and their inverses. Zbl 0383.60003
Goldie, Charles M.
1977
Optimal strategies for some repair replacement models. Zbl 0704.60085
Stadje, Wolfgang; Zuckerman, Dror
1990
Stochastic orders generated by integrals: A unified study. Zbl 0890.60015
Müller, Alfred
1997
Some stationary processes in discrete and continuous time. Zbl 0930.60026
Barndorff-Nielsen, O. E.; Jensen, J. L.; Sørensen, M.
1998
A non-exponential extension of Sanov’s theorem via convex duality. Zbl 1453.60074
Lacker, Daniel
2020
Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance. Zbl 1446.62248
Pilipauskaitė, Vytautė; Skorniakov, Viktor; Surgailis, Donatas
2020
Limit theorems for process-level Betti numbers for sparse and critical regimes. Zbl 1456.60044
Owada, Takashi; Thomas, Andrew M.
2020
An elementary derivation of moments of Hawkes processes. Zbl 07221654
Cui, Lirong; Hawkes, Alan; Yi, He
2020
Simulation of elliptic and hypo-elliptic conditional diffusions. Zbl 1448.60164
Bierkens, Joris; van der Meulen, Frank; Schauer, Moritz
2020
The diameter of KPKVB random graphs. Zbl 1427.05212
Müller, Tobias; Staps, Merlijn
2019
The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem. Zbl 1427.60050
Pan, Yuqing; Borovkov, Konstantin A.
2019
Extended Laplace principle for empirical measures of a Markov chain. Zbl 1427.60145
Eckstein, Stephan
2019
New perspectives on the Erlang-A queue. Zbl 1427.60190
Daw, Andrew; Pender, Jamol
2019
Exact simulation of the extrema of stable processes. Zbl 07141464
Cázares, Jorge I. González; Mijatović, Aleksandar; Bravo, Gerónimo Uribe
2019
Cluster expansions for Gibbs point processes. Zbl 1427.60202
Jansen, S.
2019
Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time. Zbl 1427.60084
Wang, Wenyuan; Zhang, Zhimin
2019
Deviation bounds for the first passage time in the frog model. Zbl 1427.60206
Kubota, Naoki
2019
Singular vector distribution of sample covariance matrices. Zbl 07141393
Ding, Xiucai
2019
The sharp threshold for jigsaw percolation in random graphs. Zbl 1427.05207
Cooley, Oliver; Kapetanopoulos, Tobias; Makai, Tamás
2019
First passage problems for upwards skip-free random walks via the scale functions paradigm. Zbl 1427.60077
Avram, Florin; Vidmar, Matija
2019
Fraud risk assessment within blockchain transactions. Zbl 1427.60088
Goffard, Pierre-O.
2019
On the total claim amount for marked Poisson cluster models. Zbl 1430.91073
Basrak, Bojan; Wintenberger, Olivier; Žugec, Petra
2019
On the support of extremal martingale measures with given marginals: the countable case. Zbl 1427.60072
Campi, Luciano; Martini, Claude
2019
Accelerating parallel tempering: quantile tempering algorithm (QuanTA). Zbl 1429.65012
Tawn, Nicholas G.; Roberts, Gareth O.
2019
Subgraphs in preferential attachment models. Zbl 1427.05209
Garavaglia, Alessandro; Stegehuis, Clara
2019
Efficient simulation of Lévy-driven point processes. Zbl 1427.60090
Qu, Yan; Dassios, Angelos; Zhao, Hongbiao
2019
Uniform convergence of conditional distributions for absorbed one-dimensional diffusions. Zbl 1431.60086
Champagnat, Nicolas; Villemonais, Denis
2018
Error bounds for augmented truncation approximations of Markov chains via the perturbation method. Zbl 1431.60076
Liu, Yuanyuan; Li, Wendi
2018
Stochastic nonzero-sum games: a new connection between singular control and optimal stopping. Zbl 1443.91037
De Angelis, Tiziano; Ferrari, Giorgio
2018
An optimal consumption and investment problem with partial information. Zbl 1434.91060
Hata, Hiroaki; Sheu, Shuenn-Jyi
2018
Kesten’s bound for subexponential densities on the real line and its multi-dimensional analogues. Zbl 1443.60012
Finkelshtein, Dmitri; Tkachov, Pasha
2018
Stretch factor in a planar Poisson-Delaunay triangulation with a large intensity. Zbl 1431.60012
Chenavier, Nicolas; Devillers, Olivier
2018
Asymptotic shape and the speed of propagation of continuous-time continuous-space birth processes. Zbl 1431.60120
Bezborodov, Viktor; Di Persio, Luca; Krueger, Tyll; Lebid, Mykola; Ożański, Tomasz
2018
Jante’s law process. Zbl 1431.60071
Kennerberg, Philip; Volkov, Stanislav
2018
On an optimal extraction problem with regime switching. Zbl 1431.91277
Ferrari, Giorgio; Yang, Shuzhen
2018
Large deviations for randomly connected neural networks. I: Spatially extended systems. Zbl 1442.60036
Cabana, Tanguy; Touboul, Jonathan D.
2018
A weak convergence approach to inventory control using a long-term average criterion. Zbl 1433.90019
Helmes, K. L.; Stockbridge, R. H.; Zhu, C.
2018
A threshold policy in a Markov-modulated production system with server vacation: the case of continuous and batch supplies. Zbl 1431.60110
Barron, Yonit
2018
The linear birth-death process: an inferential retrospective. Zbl 1436.62100
Tavaré, Simon
2018
Yaglom limits can depend on the starting state. Zbl 1431.60075
Foley, R. D.; McDonald, D. R.
2018
A necessary and sufficient condition for the subexponentiality of the product convolution. Zbl 1443.60018
Xu, Hui; Cheng, Fengyang; Wang, Yuebao; Cheng, Dongya
2018
Forward sensitivity analysis for contracting stochastic systems. Zbl 1430.60059
Flynn, Thomas
2018
On the two-filter approximations of marginal smoothing distributions in general state-space models. Zbl 07163641
Nguyen, Thi Ngoc Minh; Le Corff, Sylvain; Moulines, Eric
2018
Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion. Zbl 1430.93217
Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel
2018
Percolation results for the continuum random cluster model. Zbl 1431.60013
Houdebert, Pierre
2018
Spectral bounds in random graphs applied to spreading phenomena and percolation. Zbl 1430.05113
Lemonnier, Rémi; Scaman, Kevin; Vayatis, Nicolas
2018
On Seneta-Heyde scaling for a stable branching random walk. Zbl 1431.60096
He, Hui; Liu, Jingning; Zhang, Mei
2018
Local asymptotics for the area under the random walk excursion. Zbl 1456.60108
Perfilev, Elena; Wachtel, Vitali
2018
Correction to: “Subgeometric rates of convergence for Markov processes under subordination”. Zbl 1430.60062
Deng, C.-S.; Schilling, R. L.; Song, Y.-H.
2018
Identification and isotropy characterization of deformed random fields through excursion sets. Zbl 1436.62452
Fournier, Julie
2018
Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria. Zbl 1431.90170
Huang, Yonghui; Lian, Zhaotong; Guo, Xianping
2018
Integral estimation based on Markovian design. Zbl 1436.62397
Azaïs, Romain; Delyon, Bernard; Portier, François
2018
Large deviations for randomly connected neural networks. II: State-dependent interactions. Zbl 1431.60030
Cabana, Tanguy; Touboul, Jonathan D.
2018
On perpetuities with light tails. Zbl 1443.60070
Kołodziejek, Bartosz
2018
Limit theorems for random polytopes with vertices on convex surfaces. Zbl 07163684
Turchi, N.; Wespi, F.
2018
Regular variation in a fixed-point problem for single- and multi-class branching processes and queues. Zbl 1443.60077
Asmussen, Søren; Foss, Sergey
2018
Persistence of small noise and random initial conditions. Zbl 1431.60085
Baker, J.; Chigansky, P.; Hamza, K.; Klebaner, F. C.
2018
Heavy-tailed distributions in branching process models of secondary cancerous tumors. Zbl 1430.60070
Ernst, Philip A.; Kimmel, Marek; Kurpas, Monika; Zhou, Quan
2018
Multitype branching processes with inhomogeneous Poisson immigration. Zbl 1431.60100
Mitov, Kosto V.; Yanev, Nikolay M.; Hyrien, Ollivier
2018
Rank-dependent Galton-Watson processes and their pathwise duals. Zbl 1431.60102
Sagitov, Serik; Jagers, Jonas
2018
Multi-type subcritical branching processes in a random environment. Zbl 1431.60103
Vatutin, Vladimir; Wachtel, Vitali
2018
Optimal dividend strategies for two collaborating insurance companies. Zbl 1429.91274
Albrecher, Hansjörg; Azcue, Pablo; Muler, Nora
2017
Limit theorems for some branching measure-valued processes. Zbl 1425.60075
Cloez, Bertrand
2017
A spectral method for community detection in moderately sparse degree-corrected stochastic block models. Zbl 1429.91261
Gulikers, Lennart; Lelarge, Marc; Massoulié, Laurent
2017
Uniform tail approximation of homogenous functionals of Gaussian fields. (Uniform tail approximation of homogeneous functionals of Gaussian fields.) Zbl 1425.60036
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
2017
A stable particle filter for a class of high-dimensional state-space models. Zbl 1426.62274
Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kamatani, Kengo; Zhou, Yan
2017
Hawkes processes with variable length memory and an infinite number of components. Zbl 1425.60048
Hodara, Pierre; Löcherbach, Eva
2017
Joint degree distributions of preferential attachment random graphs. Zbl 1425.60025
Peköz, Erol; Röllin, Adrian; Ross, Nathan
2017
Marshall-Olkin distributions, subordinators, efficient simulation, and applications to credit risk. Zbl 1425.60047
Sun, Yunpeng; Mendoza-Arriaga, Rafael; Linetsky, Vadim
2017
Expected sizes of Poisson-Delaunay mosaics and their discrete Morse functions. Zbl 1425.60013
Edelsbrunner, Herbert; Nikitenko, Anton; Reitzner, Matthias
2017
Limit theorems for the zig-zag process. Zbl 1433.65008
Bierkens, Joris; Duncan, Andrew
2017
Exponential ergodicity of an affine two-factor model based on the $${\alpha}$$-root process. Zbl 1425.60065
Jin, Peng; Kremer, Jonas; Rüdiger, Barbara
2017
Subgeometric rates of convergence for Markov processes under subordination. Zbl 1425.60064
Deng, Chang-Song; Schilling, René L.; Song, Yan-Hong
2017
On the range of the transient frog model on $$\mathbb{Z}$$. Zbl 1425.60063
Ghosh, Arka; Noren, Steven; Roitershtein, Alexander
2017
On the central management of risk networks. Zbl 1427.91076
Avram, Florin; Minca, Andreea
2017
Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion. Zbl 1429.91079
Attard, Natalie
2017
Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options. Zbl 1429.91327
Pirjol, Dan; Zhu, Lingjiong
2017
On zero-sum two-person undiscounted semi-Markov games with a multichain structure. Zbl 1429.91036
Mondal, Prasenjit
2017
Weak limits for the largest subpopulations in Yule processes with high mutation probabilities. Zbl 1425.60066
Baur, Erich; Bertoin, Jean
2017
Dirichlet approximation of equilibrium distributions in Cannings models with mutation. Zbl 1429.92104
Gan, Han L.; Röllin, Adrian; Ross, Nathan
2017
Estimating perimeter using graph cuts. Zbl 1425.60014
García Trillos, Nicolás; Slepčev, Dejan; von Brecht, James
2017
Generalized Markov branching trees. Zbl 1425.60032
Crane, Harry
2017
A unified approach for large queue asymptotics in a heterogeneous multiserver queue. Zbl 1425.60078
Miyazawa, Masakiyo
2017
Impulse control and expected suprema. Zbl 1430.49034
Christensen, Sören; Salminen, Paavo
2017
Estimation of entropy for Poisson marked point processes. Zbl 1426.62282
Alonso-Ruiz, P.; Spodarev, E.
2017
Genealogies of two linked neutral loci after a selective sweep in a large population of stochastically varying size. Zbl 1429.92115
2017
Robust scheduling for flexible processing networks. Zbl 1425.60079
Pedarsani, Ramtin; Walrand, Jean; Zhong, Yuan
2017
Overly determined agents prevent consensus in a generalized Deffuant model on $$\mathbb{Z}$$ with dispersed opinions. Zbl 1425.60081
Hirscher, Timo
2017
Computing absorbing times via fluid approximations. Zbl 1427.60154
Gast, Nicolas; Gaujal, Bruno
2017
On a random search tree: asymptotic enumeration of vertices by distance from leaves. Zbl 1428.05005
Bóna, Miklós; Pittel, Boris
2017
Simulation from quasi-stationary distributions on reducible state spaces. Zbl 1425.60067
Griffin, A.; Jenkins, P. A.; Roberts, G. O.; Spencer, S. E. F.
2017
Moderate deviations-based importance sampling for stochastic recursive equations. Zbl 1426.65004
Dupuis, Paul; Johnson, Dane
2017
Traffic flow densities in large transport networks. Zbl 1425.60080
Hirsch, Christian; Jahnel, Benedikt; Keeler, Paul; Patterson, Robert I. A.
2017
Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state-space Markov models. Zbl 1432.62320
Crisan, Dan; Míguez, Joaquín
2017
On the Ornstein-Zernike equation for stationary cluster processes and the random connection model. Zbl 1423.60159
Last, Günter; Ziesche, Sebastian
2017
A non-local random walk on the hypercube. Zbl 1423.60111
Nestoridi, Evita
2017
On comparing coherent systems with heterogeneous components. Zbl 1336.60034
Samaniego, Francisco J.; Navarro, Jorge
2016
Speed of coming down from infinity for birth-and-death processes. Zbl 1358.60087
Bansaye, Vincent; Méléard, Sylvie; Richard, Mathieu
2016
First-passage times of two-dimensional Brownian motion. Zbl 1358.60084
Kou, Steven; Zhong, Haowen
2016
Optimal financing and dividend distribution in a general diffusion model with regime switching. Zbl 1343.49032
Zhu, Jinxia; Yang, Hailiang
2016
Markov-modulated Ornstein-Uhlenbeck processes. Zbl 1337.60191
Huang, G.; Jansen, H. M.; Mandjes, M.; Spreij, P.; De Turck, K.
2016
Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view. Zbl 1337.60090
Guérin, Hélène; Renaud, Jean-François
2016
Probabilistic aspects of critical growth-fragmentation equations. Zbl 1426.35213
Bertoin, Jean; Watson, Alexander R.
2016
On the equivalence of systems of different sizes, with applications to system comparisons. Zbl 1344.60084
Lindqvist, Bo H.; Samaniego, Francisco J.; Huseby, Arne B.
2016
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#### Cited by 14,361 Authors

 78 Mandjes, Michel Robertus Hendrikus 58 Resnick, Sidney Ira 58 Whitt, Ward 56 Boxma, Onno Johan 53 Asmussen, Søren 53 Hashorva, Enkelejd 53 Leonenko, Nikolai N. 45 Lefèvre, Claude 42 Zwart, Bert P. 41 Cha, Ji Hwan 41 Glynn, Peter W. 41 Li, Xiaohu 41 Thäle, Christoph 41 van Leeuwaarden, Johan S. H. 40 Schmidt, Volker 40 Stadje, Wolfgang 39 Pakes, Anthony G. 38 Ball, Frank G. 38 Palmowski, Zbigniew 37 Pollett, Philip K. 35 Griffiths, Robert C. 35 Iksanov, Aleksander M. 35 Yor, Marc 34 Last, Günter 34 Perry, David 33 Mikosch, Thomas 33 Tang, Qihe 32 Mahmoud, Hosam M. 32 Samorodnitsky, Gennady Pinkhosovich 32 van der Hofstad, Remco W. 31 Barbour, Andrew D. 31 Finkelstein, Maxim 31 Guo, Xianping 31 Platen, Eckhard 30 Penrose, Mathew D. 29 Heinrich, Lothar 29 Pitman, Jim William 29 Taylor, Peter Gerrard 29 van Dijk, Nico M. 28 Balakrishnan, Narayanaswamy 28 Dębicki, Krzysztof 28 Di Crescenzo, Antonio 28 Hernández-Lerma, Onésimo 28 Kabluchko, Zakhar A. 28 Pap, Gyula 28 Ruiz-Medina, María Dolores 27 Adan, Ivo J. B. F. 27 Huillet, Thierry E. 27 Klüppelberg, Claudia 27 Knessl, Charles 27 Miyazawa, Masakiyo 27 Seneta, Eugene 27 Yang, Hailiang 26 Artalejo, Jesus R. 26 Glazebrook, Kevin D. 26 Latouche, Guy 26 Ruiz, José-María 26 Yin, Chuancun 25 Bertoin, Jean 25 Britton, Tom 25 Eryılmaz, Serkan N. 25 He, Qi-Ming 25 Jagers, Peter 25 Pirozzi, Enrica 25 Willmot, Gordon E. 25 Zeifman, Alexander Izrailevich 25 Zhao, Yiqiang Q. 24 Anh, Vo V. 24 Kella, Offer 24 Kyprianou, Andreas E. 24 Ristić, Miroslav M. 24 Sagitov, Serik 24 Shanthikumar, Jeyaveerasingam George 24 Yuen, Kam Chuen 23 Albrecher, Hansjörg 23 Aldous, David John 23 Dudin, Alexander N. 23 Janson, Svante 23 Lambert, Amaury 23 Maller, Ross Arthur 23 Möhle, Martin 23 Pang, Guodong 23 Wang, Yuebao 22 Blanchet, Jose H. 22 Chen, Anyue 22 Daduna, Hans 22 Embrechts, Paul 22 Foss, Sergey G. 22 Hu, Taizhong 22 Hug, Daniel 22 Moller, Jesper 22 Neal, Peter J. 22 Robert, Philippe 22 Rüschendorf, Ludger 22 Shaked, Moshe 22 Vatutin, Vladimir Alekseevich 22 Yukich, Joseph Elliott 21 Alsmeyer, Gerold 21 Altman, Eitan 21 Avram, Florin ...and 14,261 more Authors
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#### Cited in 761 Journals

 924 Stochastic Processes and their Applications 661 Statistics & Probability Letters 636 Journal of Applied Probability 581 Queueing Systems 545 Advances in Applied Probability 448 The Annals of Applied Probability 334 European Journal of Operational Research 310 Insurance Mathematics & Economics 304 Communications in Statistics. Theory and Methods 258 Journal of Statistical Planning and Inference 254 Theoretical Population Biology 247 Stochastic Models 242 Probability in the Engineering and Informational Sciences 241 Journal of Multivariate Analysis 234 Bernoulli 232 Methodology and Computing in Applied Probability 218 The Annals of Probability 210 Mathematical Biosciences 206 Journal of Statistical Physics 197 Probability Theory and Related Fields 189 Journal of Mathematical Biology 189 Operations Research Letters 178 Annals of Operations Research 173 Journal of Mathematical Analysis and Applications 157 Stochastic Analysis and Applications 142 Journal of Theoretical Probability 135 The Annals of Statistics 135 Extremes 115 Computational Statistics and Data Analysis 114 Journal of Econometrics 108 Annals of the Institute of Statistical Mathematics 107 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 106 Journal of Computational and Applied Mathematics 102 Journal of Time Series Analysis 99 Applied Mathematics and Computation 93 Journal of Statistical Computation and Simulation 90 Lithuanian Mathematical Journal 89 Linear Algebra and its Applications 87 Statistics 83 Mathematical and Computer Modelling 83 Electronic Journal of Probability 82 Computers & Operations Research 82 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 82 Mathematical Methods of Operations Research 82 Scandinavian Actuarial Journal 80 Quantitative Finance 69 Automatica 68 Finance and Stochastics 66 Metrika 65 Electronic Journal of Statistics 63 Scandinavian Journal of Statistics 62 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 61 Computers & Mathematics with Applications 61 Statistical Papers 60 Stochastics 58 Journal of Optimization Theory and Applications 57 International Journal of Theoretical and Applied Finance 57 Journal of Theoretical Biology 56 Mathematical Finance 55 Bulletin of Mathematical Biology 54 Applied Mathematics and Optimization 54 Applied Mathematical Modelling 53 Theoretical Computer Science 52 Acta Mathematicae Applicatae Sinica. English Series 51 Mathematics of Operations Research 51 Journal of Mathematical Sciences (New York) 50 Acta Applicandae Mathematicae 50 Econometric Theory 49 Systems & Control Letters 49 Test 48 Communications in Statistics. Simulation and Computation 47 SIAM Journal on Control and Optimization 46 Frontiers of Mathematics in China 45 The Canadian Journal of Statistics 45 Kybernetika 45 Statistical Science 45 Combinatorics, Probability and Computing 44 Transactions of the American Mathematical Society 43 Random Structures & Algorithms 43 Stochastic Systems 42 Optimization 42 Top 41 Automation and Remote Control 38 Science China. Mathematics 37 Mathematical Proceedings of the Cambridge Philosophical Society 37 Statistical Inference for Stochastic Processes 37 Stochastics and Dynamics 37 Statistics and Computing 36 Communications in Mathematical Physics 36 Discrete Event Dynamic Systems 36 Mathematical Problems in Engineering 33 Advances in Applied Mathematics 32 Theory of Probability and its Applications 31 International Journal of Systems Science 31 Theory of Probability and Mathematical Statistics 31 Journal of Industrial and Management Optimization 30 International Journal of Production Research 30 Sequential Analysis 30 Journal of Nonparametric Statistics 29 Scandinavian Actuarial Journal ...and 661 more Journals
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#### Cited in 59 Fields

 11,176 Probability theory and stochastic processes (60-XX) 4,591 Statistics (62-XX) 3,068 Operations research, mathematical programming (90-XX) 2,322 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1,564 Biology and other natural sciences (92-XX) 1,023 Numerical analysis (65-XX) 850 Computer science (68-XX) 829 Systems theory; control (93-XX) 615 Combinatorics (05-XX) 453 Statistical mechanics, structure of matter (82-XX) 307 Partial differential equations (35-XX) 275 Dynamical systems and ergodic theory (37-XX) 272 Calculus of variations and optimal control; optimization (49-XX) 249 Convex and discrete geometry (52-XX) 198 Linear and multilinear algebra; matrix theory (15-XX) 164 Ordinary differential equations (34-XX) 141 Information and communication theory, circuits (94-XX) 127 Operator theory (47-XX) 123 Measure and integration (28-XX) 94 Real functions (26-XX) 87 Differential geometry (53-XX) 87 Geophysics (86-XX) 83 Special functions (33-XX) 82 Harmonic analysis on Euclidean spaces (42-XX) 82 Integral transforms, operational calculus (44-XX) 72 Integral equations (45-XX) 66 Functional analysis (46-XX) 62 Fluid mechanics (76-XX) 56 Difference and functional equations (39-XX) 49 Approximations and expansions (41-XX) 47 Global analysis, analysis on manifolds (58-XX) 44 Number theory (11-XX) 44 Quantum theory (81-XX) 37 History and biography (01-XX) 32 Abstract harmonic analysis (43-XX) 32 Mechanics of deformable solids (74-XX) 29 Functions of a complex variable (30-XX) 23 Group theory and generalizations (20-XX) 18 Potential theory (31-XX) 18 General topology (54-XX) 16 Mathematical logic and foundations (03-XX) 16 Sequences, series, summability (40-XX) 15 Topological groups, Lie groups (22-XX) 14 General and overarching topics; collections (00-XX) 14 Geometry (51-XX) 13 Algebraic topology (55-XX) 13 Classical thermodynamics, heat transfer (80-XX) 11 Algebraic geometry (14-XX) 11 Mechanics of particles and systems (70-XX) 10 Order, lattices, ordered algebraic structures (06-XX) 9 Field theory and polynomials (12-XX) 9 Nonassociative rings and algebras (17-XX) 9 Manifolds and cell complexes (57-XX) 7 Optics, electromagnetic theory (78-XX) 7 Relativity and gravitational theory (83-XX) 6 Astronomy and astrophysics (85-XX) 4 Several complex variables and analytic spaces (32-XX) 3 Associative rings and algebras (16-XX) 2 Mathematics education (97-XX)