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: Indexed cover-to-cover Documents Indexed: 2,805 Publications (since 1969) References Indexed: 999 Publications with 24,476 References. all top 5 Latest Issues 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) 30, No. 4 (1998) 30, No. 3 (1998) ...and 63 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 Hug, Daniel 9 Iglehart, Donald Lee 9 Klebaner, Fima C. 9 Tweedie, Richard Lewis 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 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 van Lieshout, Marie-Colette N. M. 7 Wade, Andrew R. 7 Weiß, Viola 7 Wolff, Ronald W. 7 Zuyev, Sergei 6 Antonelli, Peter Louis 6 Bather, John A. 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 2,574 more Authors all top 5 Fields 2,557 Probability theory and stochastic processes (60-XX) 500 Statistics (62-XX) 488 Operations research, mathematical programming (90-XX) 267 Biology and other natural sciences (92-XX) 189 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 133 Computer science (68-XX) 131 Combinatorics (05-XX) 125 Systems theory; control (93-XX) 124 Numerical analysis (65-XX) 85 Convex and discrete geometry (52-XX) 62 Statistical mechanics, structure of matter (82-XX) 34 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) 19 Ordinary differential equations (34-XX) 15 Partial differential equations (35-XX) 15 Integral transforms, operational calculus (44-XX) 14 Special functions (33-XX) 14 Operator theory (47-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) 4 Algebraic topology (55-XX) 4 Fluid mechanics (76-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 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) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 2,366 Publications have been cited 26,987 times in 18,545 Documents Cited by ▼ Year ▼ Stability of Markovian processes. III: Foster-Lyapunov criteria for continuous-time processes. Zbl 0781.60053Meyn, Sean P.; Tweedie, R. L. 341 1993 Saddle point approximation for the distribution of the sum of independent random variables. Zbl 0425.60042Lugannani, Robert; Rice, Stephen 219 1980 On a stochastic difference equation and a representation of non-negative infinitely divisible random variables. Zbl 0417.60073Vervaat, Wim 209 1979 Stability of Markovian processes. II: Continuous-time processes and sampled chains. Zbl 0781.60052Meyn, Sean P.; Tweedie, R. L. 173 1993 On some exponential functionals of Brownian motion. Zbl 0765.60084Yor, Marc 153 1992 First passage times of a jump diffusion process. Zbl 1037.60073Kou, S. G.; Wang, Hui 138 2003 The intrinsic random functions and their applications. Zbl 0324.60036Matheron, G. 131 1973 Point processes, regular variation and weak convergence. Zbl 0597.60048Resnick, Sidney I. 130 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. 129 1990 Autoregressive moving-average processes with negative-binomial and geometric marginal distributions. Zbl 0603.62100McKenzie, Ed 120 1986 Some ARMA models for dependent sequences of Poisson counts. Zbl 0664.62089McKenzie, Ed 118 1988 The coincidence approach to stochastic point processes. Zbl 0366.60081Macchi, Odile 113 1975 The stochastic equation \(Y_{n+1}=A_ nY_ n+B_ n\) with stationary coefficients. Zbl 0588.60056Brandt, Andreas 108 1986 Multiple channel queues in heavy traffic. I. Zbl 0218.60098Iglehart, D. L.; Whitt, W. 101 1970 Ruin theory with stochastic return on investments. Zbl 0892.90046Paulsen, Jostein; Gjessing, Håkon K. 100 1997 Stability of Markovian processes. I: Criteria for discrete-time chains. Zbl 0757.60061Meyn, Sean P.; Tweedie, R. L. 98 1992 First-order autoregressive gamma sequences and point processes. Zbl 0453.60048Gaver, D. P.; Lewis, P. A. W. 98 1980 A note on the optimal replacement problem. Zbl 0642.60071Yeh, Lam 98 1988 Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040Tang, Qihe; Tsitsiashvili, Gurami 98 2004 Testing and estimating change-points in time series. Zbl 0585.62151Picard, Dominique 96 1985 Weak convergence of sequences of semimartingales with applications to multitype branching processes. Zbl 0595.60008Joffe, A.; Métivier, M. 94 1986 Vector linear time series models. Zbl 0327.62055Dunsmuir, W.; Hannan, E. J. 89 1976 Brownian excursions and Parisian barrier options. Zbl 0882.60042Chesney, Marc; Jeanblanc-Picqué, Monique; Yor, Marc 89 1997 Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061Li, Jinzhu; Tang, Qihe; Wu, Rong 89 2010 Markov renewal theory. Zbl 0212.49601Çinlar, E. 89 1969 Measure change in multitype branching. Zbl 1056.60082Biggins, J. D.; Kyprianou, A. E. 86 2004 The latent roots of certain Markov chains arising in genetics: A new approach. I: Haploid models. Zbl 0284.60064Cannings, C. 82 1974 Multivariate extremes, aggregation and dependence in elliptical distributions. Zbl 1023.60021Hult, Henrik; Lindskog, Filip 80 2002 Risk-sensitive linear/quadratic/Gaussian control. Zbl 0489.93067Whittle, P. 80 1981 Subgeometric rates of convergence of \(f\)-ergodic Markov chains. Zbl 0803.60061Tuominen, Pekka; Tweedie, Richard L. 79 1994 Anticipative portfolio optimization. Zbl 0867.90013Pikovsky, Igor; Karatzas, Ioannis 79 1996 Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes. Zbl 0736.60076van Doorn, Erik A. 77 1991 Fluctuation theory in continuous time. Zbl 0322.60068Bingham, N. H. 76 1975 A new integral equation for the evaluation of first-passage-time probability densities. Zbl 0632.60079Buonocore, A.; Nobile, A. G.; Ricciardi, L. M. 76 1987 Quadratic transformations: A model for population growth. I. Zbl 0328.92011Kesten, Harry 75 1970 One-dimensional Brownian motion and the three-dimensional Bessel process. Zbl 0332.60055Pitman, James W. 75 1975 Isotropic random simplices. Zbl 0237.60006Miles, R. E. 75 1971 Nonlinear time series and Markov chains. Zbl 0712.62080Tjøstheim, Dag 74 1990 The N/G/1 queue and its detailed analysis. Zbl 0424.60093Ramaswami, V. 73 1980 Some new approaches to probability distributions. Zbl 0454.62085Kotz, S.; Shanbhag, D. N. 73 1980 Bivariate characterization of some stochastic order relations. Zbl 0745.62054Shanthikumar, J. George; Yao, David D. 72 1991 On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations. Zbl 0573.60056Chan, K. S.; Tong, H. 71 1985 Birth, immigration and catastrophe processes. Zbl 0496.92007Brockwell, P. J.; Gani, J.; Resnick, S. I. 71 1982 Stochastic theory of a fluid model of producers and consumers coupled by a buffer. Zbl 0656.60079Mitra, Debasis 71 1988 Generalized gamma measures and shot-noise Cox processes. Zbl 0957.60055Brix, Anders 70 1999 Single-server queues with impatient customers. Zbl 0549.60091Baccelli, F.; Boyer, P.; Hebuterne, G. 69 1984 A class of singular stochastic control problems. Zbl 0511.93076Karatzas, Ioannis 67 1983 On a conditionally Poissonian graph process. Zbl 1096.05047Norros, Ilkka; Reittu, Hannu 65 2006 The first- and last-birth problems for a multitype age-dependent branching process. Zbl 0339.60074Biggins, J. D. 65 1976 Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach. Zbl 0263.60011Scott, D. J. 65 1973 Hitting-time and occupation-time bounds implied by drift analysis with applications. Zbl 0495.60094Hajek, Bruce 64 1982 Multiple channel queues in heavy traffic. II: Sequences, networks, and batches. Zbl 0206.22503Iglehart, D. L.; Whitt, W. 64 1970 A simple coupling of renewal processes. Zbl 0760.60078Lindvall, T. 63 1992 Statistical spatial series modelling. Zbl 0383.62060Tjostheim, Dag 63 1978 The probabilities of rooted tree-shapes generated by random bifurcation. Zbl 0241.92012Harding, E. F. 63 1971 Regularly varying functions in the theory of simple branching processes. Zbl 0291.60043Seneta, E. 62 1974 Multivariate subordination, self-decomposability and stability. Zbl 0982.60046Barndorff-Nielsen, Ole E.; Pedersen, Jan; Sato, Ken-iti 62 2001 Optimal control of service rates in networks of queues. Zbl 0617.60090Weber, Richard R.; Stidham, Shaler jun. 61 1987 Spectral analysis of \(M/G/1\) and \(G/M/1\) type Markov chains. Zbl 0845.60092Gail, H. R.; Hantler, S. L.; Taylor, B. A. 60 1996 The quasi-stationary distribution of the closed endemic SIS model. Zbl 0854.92020Nåsell, Ingemar 60 1996 Finite birth-and-death models in randomly changing environments. Zbl 0554.60079Gaver, D. P.; Jacobs, P. A.; Latouche, G. 59 1984 Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations. Zbl 1217.93183Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng 59 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 58 1986 Properties of the spatial unilateral first-order ARMA model. Zbl 0780.62072Basu, Sabyasachi; Reinsel, Gregory C. 57 1993 Asymptotic properties of supercritical branching processes. I: The Galton-Watson process. Zbl 0297.60044Bingham, N. H.; Doney, R. A. 57 1974 Maximum likelihood estimation for continuous-time stochastic processes. Zbl 0355.62086Feigin, Paul David 57 1976 Blocking probabilities in large circuit-switched networks. Zbl 0597.60092Kelly, F. P. 56 1986 The growth and composition of branching populations. Zbl 0535.60075Jagers, Peter; Nerman, Olle 56 1984 Complications with stochastic volatility models. Zbl 0907.90026Sin, Carlos A. 56 1998 Criteria for classifying general Markov chains. Zbl 0361.60014Tweedie, R. L. 55 1976 Fixed points of a generalized smoothing transformation and applications to the branching random walk. Zbl 0909.60075Liu, Quansheng 55 1998 On the transition densities for reflected diffusions. Zbl 1073.60074Linetsky, Vadim 55 2005 On a general class of renewal risk process: analysis of the Gerber-Shiu function. Zbl 1077.60063Li, Shuanming; Garrido, José 55 2005 Conditions for exponential ergodicity and bounds for the decay parameter of a birth-death process. Zbl 0597.60080van Doorn, Erik A. 54 1985 The multivariate GINAR(\(p\)) process. Zbl 0871.62073Latour, Alain 54 1997 The integral of geometric Brownian motion. Zbl 0980.60103Dufresne, Daniel 53 2001 Ruin estimation for a general insurance risk model. Zbl 0811.62096Embrechts, Paul; Schmidli, Hanspeter 52 1994 Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes. Zbl 1123.60309Kendall, Wilfrid S.; Møller, Jesper 52 2000 Coefficients of ergodicity: Structure and applications. Zbl 0406.60060Seneta, E. 51 1979 Random tessellations in \({\mathbb{R}}^ d\). Zbl 0684.60007Møller, J. 51 1989 Convergence and finite-time behavior of simulated annealing. Zbl 0604.60067Mitra, Debasis; Romeo, Fabio; Sangiovanni-Vincentelli, Alberto 51 1986 The c\(\mu\) rule revisited. Zbl 0557.60082Buyukkoc, C.; Varaiya, P.; Walrand, J. 51 1985 Estimation and control in Markov chains. Zbl 0281.60070Mandl, P. 51 1974 Random variables with maximum sums. Zbl 0487.60026Rüschendorf, Ludger 50 1982 A multi-dimensional martingale for Markov additive processes and its applications. Zbl 0961.60081Asmussen, Søren; Kella, Offer 50 2000 Multivariate linear time series models. Zbl 0547.62059Hannan, E. J.; Kavalieris, L. 49 1984 Comparing counting processes and queues. Zbl 0449.60064Whitt, Ward 48 1981 Student processes. Zbl 1081.60035Heyde, C. C.; Leonenko, N. N. 48 2005 A dynamic contagion process. Zbl 1230.60089Dassios, Angelos; Zhao, Hongbiao 48 2011 The total time on test transform and the excess wealth stochastic orders of distributions. Zbl 1031.62086Kochar, Subhash C.; Li, Xiaohu; Shaked, Moshe 47 2002 Corrected diffusion approximations in certain random walk problems. Zbl 0422.60053Siegmund, D. 47 1979 Stochastic orders generated by integrals: A unified study. Zbl 0890.60015Müller, Alfred 47 1997 Probability metrics and recursive algorithms. Zbl 0829.60094Rachev, S. T.; Rüschendorf, L. 46 1995 On the optimal control of a deterministic epidemic. Zbl 0324.92029Morton, R.; Wickwire, K. H. 46 1974 Convergence theorems for empirical Lorenz curves and their inverses. Zbl 0383.60003Goldie, Charles M. 46 1977 Fractional diffusion and fractional heat equation. Zbl 0986.60077Angulo, J. M.; Ruiz-Medina, M. D.; Anh, V. V.; Grecksch, W. 46 2000 Stochastic convexity and its applications. Zbl 0656.60047Shaked, Moshe; Shanthikumar, J. George 46 1988 Local maxima and the expected Euler characteristic of excursion sets of \(\chi^ 2\), \(F\) and \(t\) fields. Zbl 0797.60042Worsley, K. J. 45 1994 A Markovian analysis of additive-increase multiplicative-decrease algorithms. Zbl 1002.60091Dumas, Vincent; Guillemin, Fabrice; Robert, Philippe 45 2002 Improved algorithms for rare event simulation with heavy tails. Zbl 1097.65017Asmussen, Søren; Kroese, Dirk P. 45 2006 Moment-constrained optimal dividends: precommitment and consistent planning. Zbl 1494.91174Christensen, Sören; Lindensjö, Kristoffer 1 2022 Optimal entry and consumption under habit formation. Zbl 1489.91243Yang, Yue; Yu, Xiang 1 2022 On equal-input and monotone Markov matrices. Zbl 1492.60215Baake, Michael; Sumner, Jeremy 1 2022 On operator fractional Lévy motion: integral representations and time-reversibility. Zbl 1490.60087Boniece, B. Cooper; Didier, Gustavo 1 2022 Linking representations for multivariate extremes via a limit set. Zbl 07632604Nolde, 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 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 Percolation phase transition in weight-dependent random connection models. Zbl 1475.60198Gracar, Peter; Lüchtrath, Lukas; Mörters, Peter 4 2021 Ruin problems for epidemic insurance. Zbl 1481.91172Lefèvre, Claude; Simon, Matthieu 2 2021 Functional limit theorems for the Euler characteristic process in the critical regime. Zbl 1493.60065Thomas, Andrew M.; Owada, Takashi 2 2021 Branching processes with interactions: subcritical cooperative regime. Zbl 1490.60228González Casanova, Adrián; Pardo, Juan Carlos; Pérez, José Luis 2 2021 Non-Gaussian fluctuations of randomly trapped random walks. Zbl 1471.60155Bowditch, Adam 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 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 Markov chain approximation of one-dimensional sticky diffusions. Zbl 1480.65027Meier, Christian; Li, Lingfei; Zhang, Gongqiu 1 2021 From microscopic price dynamics to multidimensional rough volatility models. Zbl 1487.60056Rosenbaum, Mathieu; Tomas, Mehdi 1 2021 An elementary derivation of moments of Hawkes processes. Zbl 1482.60064Cui, Lirong; Hawkes, Alan; Yi, He 6 2020 Renewal in Hawkes processes with self-excitation and inhibition. Zbl 1473.60081Costa, Manon; Graham, Carl; Marsalle, Laurence; Tran, Viet Chi 6 2020 Simulation of elliptic and hypo-elliptic conditional diffusions. Zbl 1448.60164Bierkens, Joris; van der Meulen, Frank; Schauer, Moritz 5 2020 Exact simulation for multivariate Itô diffusions. Zbl 07378191Blanchet, Jose; Zhang, Fan 5 2020 Draw-down Parisian ruin for spectrally negative Lévy processes. Zbl 1473.60079Wang, Wenyuan; Zhou, Xiaowen 5 2020 On the multi-state signatures of ordered system lifetimes. Zbl 1477.60132Yi, He; Balakrishnan, Narayanaswamy; Cui, Lirong 4 2020 Limit theorems for process-level Betti numbers for sparse and critical regimes. Zbl 1456.60044Owada, Takashi; Thomas, Andrew M. 3 2020 Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance. Zbl 1446.62248Pilipauskaitė, Vytautė; Skorniakov, Viktor; Surgailis, Donatas 3 2020 On relative ageing of coherent systems with dependent identically distributed components. Zbl 1442.90060Kamal Hazra, Nil; Misra, Neeraj 3 2020 Mean reflected stochastic differential equations with jumps. Zbl 1473.60088Briand, Phillippe; Ghannoum, Abir; Labart, Céline 3 2020 A non-exponential extension of Sanov’s theorem via convex duality. Zbl 1453.60074Lacker, Daniel 2 2020 Limit theorems for sequential MCMC methods. Zbl 07378171Finke, Axel; Doucet, Arnaud; Johansen, Adam M. 2 2020 Absorption probabilities for Gaussian polytopes and regular spherical simplices. Zbl 1473.60030Kabluchko, Zakhar; Zaporozhets, Dmitry 2 2020 The equilibrium states of large networks of Erlang queues. Zbl 1473.60138Martirosyan, Davit; Robert, Philippe 2 2020 One- versus multi-component regular variation and extremes of Markov trees. Zbl 1473.60086Segers, Johan 2 2020 The existence of a giant cluster for percolation on large Crump-Mode-Jagers trees. Zbl 1475.60164Berzunza, Gabriel 1 2020 The potentially negative effects of cooperation in service systems. Zbl 1442.90046Chung, Hakjin; Ahn, Hyun-Soo; Righter, Rhonda 1 2020 Speed and concentration of the covering time for structured coupon collectors. Zbl 1473.60023Falgas-Ravry, Victor; Larsson, Joel; Markström, Klas 1 2020 Stability and moment bounds under utility-maximising service allocations: finite and infinite networks. Zbl 1473.60145Shneer, Seva; Stolyar, Alexander 1 2020 Failure rate properties of parallel systems. Zbl 1473.60040Arab, Idir; Hadjikyriakou, Milto; Oliveira, Paulo Eduardo 1 2020 Improved queue-size scaling for input-queued switches via graph factorization. Zbl 1473.60147Xu, Jiaming; Zhong, Yuan 1 2020 Central limit theorems for coupled particle filters. Zbl 07378190Jasra, Ajay; Yu, Fangyuan 1 2020 Limit theorems for assortativity and clustering in null models for scale-free networks. Zbl 1469.05153van der Hofstad, Remco; van der Hoorn, Pim; Litvak, Nelly; Stegehuis, Clara 1 2020 On component failure in coherent systems with applications to maintenance strategies. Zbl 1469.90061Hashemi, M.; Asadi, M. 1 2020 Characterization of the conditional stationary distribution in Markov chains via systems of linear inequalities. Zbl 1473.60111Kimura, Masatoshi; Takine, Tetsuya 1 2020 Corrigendum to: “Asymptotic shape and the speed of propagation of continuous-time continuous-space birth processes”. Zbl 1468.60112Bezborodov, V. 1 2020 Cluster expansions for Gibbs point processes. Zbl 1427.60202Jansen, S. 11 2019 Exact simulation of the extrema of stable processes. Zbl 07141464Cázares, Jorge I. González; Mijatović, Aleksandar; Bravo, Gerónimo Uribe 9 2019 The diameter of KPKVB random graphs. Zbl 1427.05212Müller, Tobias; Staps, Merlijn 7 2019 The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem. Zbl 1427.60050Pan, Yuqing; Borovkov, Konstantin A. 7 2019 Extended Laplace principle for empirical measures of a Markov chain. Zbl 1427.60145Eckstein, Stephan 6 2019 New perspectives on the Erlang-A queue. Zbl 1427.60190Daw, Andrew; Pender, Jamol 5 2019 Fraud risk assessment within blockchain transactions. Zbl 1427.60088Goffard, Pierre-O. 5 2019 Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time. Zbl 1427.60084Wang, Wenyuan; Zhang, Zhimin 5 2019 Subgraphs in preferential attachment models. 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Zbl 1475.15042Ding, Xiucai 2 2019 Limit theorems for multivariate Brownian semistationary processes and feasible results. Zbl 1427.60047Passeggeri, Riccardo; Veraart, Almut E. D. 2 2019 Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation. Zbl 1427.60146Mijatović, Aleksandar; Vogrinc, Jure 2 2019 Deviation bounds for the first passage time in the frog model. Zbl 1427.60206Kubota, Naoki 1 2019 The economic average cost Brownian control problem. Zbl 1427.60172Matoglu, Melda Ormeci; Vate, John H. Vande; Yu, Haiyue 1 2019 Reliability analysis of \(k\)-out-of-\(n\) systems based on a grouping of components. Zbl 1427.90103Ding, Weiyong; Fang, Rui; Zhao, Peng 1 2019 The sharp threshold for jigsaw percolation in random graphs. Zbl 1427.05207Cooley, Oliver; Kapetanopoulos, Tobias; Makai, Tamás 1 2019 On the support of extremal martingale measures with given marginals: the countable case. 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Zbl 1434.37047Paulin, Daniel; Jasra, Ajay; Crisan, Dan; Beskos, Alexandros 1 2018 ...and 1594 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 16,204 Authors 86 Mandjes, Michel Robertus Hendrikus 62 Boxma, Onno Johan 62 Whitt, Ward 60 Resnick, Sidney Ira 58 Hashorva, Enkelejd 54 Leonenko, Nikolai N. 53 Asmussen, Søren 49 Thäle, Christoph 48 Cha, Ji Hwan 48 Lefèvre, Claude 47 Li, Xiaohu 47 Palmowski, Zbigniew 45 van Leeuwaarden, Johan S. H. 43 Zwart, Bert P. 42 Yang, Yang 41 Glynn, Peter W. 41 Schmidt, Volker 41 Stadje, Wolfgang 40 Ball, Frank G. 39 Balakrishnan, Narayanaswamy 39 Iksanov, Aleksander M. 39 Pakes, Anthony G. 38 Pollett, Philip K. 36 Griffiths, Robert C. 36 Perry, David 36 van der Hofstad, Remco W. 35 Finkelstein, Maxim 35 Last, Günter 35 Yor, Marc 34 Mahmoud, Hosam M. 34 Samorodnitsky, Gennady Pinkhosovich 33 Barbour, Andrew David 33 Guo, Xianping 33 Mikosch, Thomas 33 Pang, Guodong 33 Tang, Qihe 32 Dębicki, Krzysztof 32 Huillet, Thierry E. 32 Kabluchko, Zakhar A. 32 Taylor, Peter Gerrard 31 Di Crescenzo, Antonio 31 Klüppelberg, Claudia 31 Pap, Gyula 31 Penrose, Mathew D. 31 Pitman, Jim William 31 Platen, Eckhard 31 Zhao, Yiqiang Q. 30 Adan, Ivo J. B. F. 30 Albrecher, Hansjörg 30 Heinrich, Lothar 29 Kyprianou, Andreas E. 29 Pirozzi, Enrica 29 Ruiz-Medina, María Dolores 29 Seneta, Eugene 29 van Dijk, Nico M. 28 Aldous, David John 28 Hernández-Lerma, Onésimo 28 Janson, Svante 28 Latouche, Guy 28 Willmot, Gordon E. 28 Yang, Hailiang 28 Yuen, Kam Chuen 27 Dudin, Alexander N. 27 He, Qi-Ming 27 Kella, Offer 27 Knessl, Charles 27 Miyazawa, Masakiyo 27 Zeifman, Alexander Izrailevich 26 Artalejo, Jesus R. 26 Bertoin, Jean 26 Britton, Tom 26 Foss, Sergey G. 26 Glazebrook, Kevin D. 26 Lambert, Amaury 26 Maller, Ross Arthur 26 Möhle, Martin 26 Ristić, Miroslav M. 26 Ruiz, José-María 26 Sagitov, Serik 26 Wang, Yuebao 26 Yin, Chuancun 25 Daduna, Hans 25 Eryılmaz, Serkan N. 25 Jagers, Peter 25 Zhou, Xiaowen 24 Anh, Vo V. 24 Hu, Taizhong 24 Shanthikumar, Jeyaveerasingam George 24 Vatutin, Vladimir Alekseevich 24 Wang, Dehui 23 Alsmeyer, Gerold 23 Baccelli, François Louis 23 Chen, Anyue 23 Jowaheer, Vandna 23 Macci, Claudio 23 Neal, Peter J. 23 Zhao, Peng 22 Asadi, Majid 22 Blanchet, Jose H. 22 Borst, Sem C. ...and 16,104 more Authors all top 5 Cited in 826 Journals 996 Stochastic Processes and their Applications 706 Statistics & Probability Letters 677 Journal of Applied Probability 633 Queueing Systems 572 Advances in Applied Probability 504 The Annals of Applied Probability 411 Communications in Statistics. 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Mathematics 38 Mathematical Proceedings of the Cambridge Philosophical Society 37 Discrete Event Dynamic Systems 37 Brazilian Journal of Probability and Statistics 36 Mathematical Problems in Engineering 36 Journal of Applied Statistics 35 Theory of Probability and its Applications 34 Advances in Applied Mathematics ...and 726 more Journals all top 5 Cited in 59 Fields 12,391 Probability theory and stochastic processes (60-XX) 5,173 Statistics (62-XX) 3,330 Operations research, mathematical programming (90-XX) 2,624 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1,744 Biology and other natural sciences (92-XX) 1,106 Numerical analysis (65-XX) 964 Computer science (68-XX) 920 Systems theory; control (93-XX) 730 Combinatorics (05-XX) 548 Statistical mechanics, structure of matter (82-XX) 364 Partial differential equations (35-XX) 326 Dynamical systems and ergodic theory (37-XX) 320 Calculus of variations and optimal control; optimization (49-XX) 284 Convex and discrete geometry (52-XX) 210 Linear and multilinear algebra; matrix theory (15-XX) 184 Ordinary differential equations (34-XX) 165 Information and communication theory, circuits (94-XX) 150 Operator theory (47-XX) 141 Measure and integration (28-XX) 98 Special functions (33-XX) 98 Geophysics (86-XX) 97 Real functions (26-XX) 96 Differential geometry (53-XX) 93 Integral transforms, operational calculus (44-XX) 91 Integral equations (45-XX) 87 Harmonic analysis on Euclidean spaces (42-XX) 74 Functional analysis (46-XX) 70 Fluid mechanics (76-XX) 62 Difference and functional equations (39-XX) 57 Approximations and expansions (41-XX) 51 Quantum theory (81-XX) 50 Global analysis, analysis on manifolds (58-XX) 47 Number theory (11-XX) 41 History and biography (01-XX) 37 Mechanics of deformable solids (74-XX) 36 Functions of a complex variable (30-XX) 33 Abstract harmonic analysis (43-XX) 29 Group theory and generalizations (20-XX) 19 Potential theory (31-XX) 19 General topology (54-XX) 18 Mathematical logic and foundations (03-XX) 18 Geometry (51-XX) 18 Mechanics of particles and systems (70-XX) 17 Topological groups, Lie groups (22-XX) 17 Algebraic topology (55-XX) 16 Sequences, series, summability (40-XX) 15 General and overarching topics; collections (00-XX) 14 Algebraic geometry (14-XX) 13 Classical thermodynamics, heat transfer (80-XX) 10 Manifolds and cell complexes (57-XX) 9 Field theory and polynomials (12-XX) 9 Several complex variables and analytic spaces (32-XX) 8 Order, lattices, ordered algebraic structures (06-XX) 8 Nonassociative rings and algebras (17-XX) 7 Optics, electromagnetic theory (78-XX) 7 Relativity and gravitational theory (83-XX) 7 Astronomy and astrophysics (85-XX) 6 Mathematics education (97-XX) 4 Associative rings and algebras (16-XX) Citations by Year