×

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-issues
http://projecteuclid.org/aap
http://www.jstor.org/journals/00018678.html
Comments: Indexed cover-to-cover
Documents Indexed: 2,784 Publications (since 1969)
References Indexed: 978 Publications with 23,816 References.
all top 5

Latest Issues

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)
30, No. 2 (1998)
30, No. 1 (1998)
...and 61 more Volumes
all top 5

Authors

21 Barbour, Andrew David
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.
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 Ethier, Stewart N.
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 Crisan, Dan O.
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.
6 Kertz, Robert P.
...and 2,545 more Authors
all top 5

Fields

2,539 Probability theory and stochastic processes (60-XX)
494 Statistics (62-XX)
487 Operations research, mathematical programming (90-XX)
266 Biology and other natural sciences (92-XX)
185 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
132 Computer science (68-XX)
129 Combinatorics (05-XX)
122 Numerical analysis (65-XX)
122 Systems theory; control (93-XX)
84 Convex and discrete geometry (52-XX)
62 Statistical mechanics, structure of matter (82-XX)
33 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 Integral transforms, operational calculus (44-XX)
14 Partial differential equations (35-XX)
14 Operator theory (47-XX)
13 Real functions (26-XX)
13 Special functions (33-XX)
13 Differential geometry (53-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 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 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

Citations contained in zbMATH Open

2,353 Publications have been cited 26,278 times in 18,189 Documents Cited by Year
Stability of Markovian processes. III: Foster-Lyapunov criteria for continuous-time processes. Zbl 0781.60053
Meyn, Sean P.; Tweedie, R. L.
326
1993
Saddle point approximation for the distribution of the sum of independent random variables. Zbl 0425.60042
Lugannani, Robert; Rice, Stephen
218
1980
On a stochastic difference equation and a representation of non-negative infinitely divisible random variables. Zbl 0417.60073
Vervaat, Wim
204
1979
Stability of Markovian processes. II: Continuous-time processes and sampled chains. Zbl 0781.60052
Meyn, Sean P.; Tweedie, R. L.
165
1993
On some exponential functionals of Brownian motion. Zbl 0765.60084
Yor, Marc
148
1992
First passage times of a jump diffusion process. Zbl 1037.60073
Kou, S. G.; Wang, Hui
136
2003
Point processes, regular variation and weak convergence. Zbl 0597.60048
Resnick, Sidney I.
129
1986
The intrinsic random functions and their applications. Zbl 0324.60036
Matheron, G.
128
1973
A single-server queue with server vacations and a class of non-renewal arrival processes. Zbl 0709.60094
Lucantoni, David M.; Meier-Hellstern, Kathleen S.; Neuts, Marcel F.
127
1990
Autoregressive moving-average processes with negative-binomial and geometric marginal distributions. Zbl 0603.62100
McKenzie, Ed
119
1986
The coincidence approach to stochastic point processes. Zbl 0366.60081
Macchi, Odile
112
1975
Some ARMA models for dependent sequences of Poisson counts. Zbl 0664.62089
McKenzie, Ed
112
1988
The stochastic equation \(Y_{n+1}=A_ nY_ n+B_ n\) with stationary coefficients. Zbl 0588.60056
Brandt, Andreas
107
1986
Ruin theory with stochastic return on investments. Zbl 0892.90046
Paulsen, Jostein; Gjessing, Håkon K.
99
1997
Multiple channel queues in heavy traffic. I. Zbl 0218.60098
Iglehart, D. L.; Whitt, W.
97
1970
First-order autoregressive gamma sequences and point processes. Zbl 0453.60048
Gaver, D. P.; Lewis, P. A. W.
96
1980
A note on the optimal replacement problem. Zbl 0642.60071
Yeh, Lam
96
1988
Testing and estimating change-points in time series. Zbl 0585.62151
Picard, Dominique
96
1985
Stability of Markovian processes. I: Criteria for discrete-time chains. Zbl 0757.60061
Meyn, Sean P.; Tweedie, R. L.
94
1992
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040
Tang, Qihe; Tsitsiashvili, Gurami
93
2004
Markov renewal theory. Zbl 0212.49601
Çinlar, E.
88
1969
Weak convergence of sequences of semimartingales with applications to multitype branching processes. Zbl 0595.60008
Joffe, A.; Métivier, M.
88
1986
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061
Li, Jinzhu; Tang, Qihe; Wu, Rong
88
2010
Vector linear time series models. Zbl 0327.62055
Dunsmuir, W.; Hannan, E. J.
88
1976
Brownian excursions and Parisian barrier options. Zbl 0882.60042
Chesney, Marc; Jeanblanc-Picqué, Monique; Yor, Marc
84
1997
Measure change in multitype branching. Zbl 1056.60082
Biggins, J. D.; Kyprianou, A. E.
83
2004
The latent roots of certain Markov chains arising in genetics: A new approach. I: Haploid models. Zbl 0284.60064
Cannings, C.
80
1974
Anticipative portfolio optimization. Zbl 0867.90013
Pikovsky, Igor; Karatzas, Ioannis
78
1996
Multivariate extremes, aggregation and dependence in elliptical distributions. Zbl 1023.60021
Hult, Henrik; Lindskog, Filip
78
2002
Risk-sensitive linear/quadratic/Gaussian control. Zbl 0489.93067
Whittle, P.
76
1981
A new integral equation for the evaluation of first-passage-time probability densities. Zbl 0632.60079
Buonocore, A.; Nobile, A. G.; Ricciardi, L. M.
75
1987
Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes. Zbl 0736.60076
van Doorn, Erik A.
75
1991
Fluctuation theory in continuous time. Zbl 0322.60068
Bingham, N. H.
75
1975
Isotropic random simplices. Zbl 0237.60006
Miles, R. E.
74
1971
Subgeometric rates of convergence of \(f\)-ergodic Markov chains. Zbl 0803.60061
Tuominen, Pekka; Tweedie, Richard L.
73
1994
Some new approaches to probability distributions. Zbl 0454.62085
Kotz, S.; Shanbhag, D. N.
73
1980
Nonlinear time series and Markov chains. Zbl 0712.62080
Tjøstheim, Dag
72
1990
The N/G/1 queue and its detailed analysis. Zbl 0424.60093
Ramaswami, V.
71
1980
Stochastic theory of a fluid model of producers and consumers coupled by a buffer. Zbl 0656.60079
Mitra, Debasis
71
1988
On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations. Zbl 0573.60056
Chan, K. S.; Tong, H.
71
1985
One-dimensional Brownian motion and the three-dimensional Bessel process. Zbl 0332.60055
Pitman, James W.
70
1975
Birth, immigration and catastrophe processes. Zbl 0496.92007
Brockwell, P. J.; Gani, J.; Resnick, S. I.
70
1982
Quadratic transformations: A model for population growth. I. Zbl 0328.92011
Kesten, Harry
69
1970
Generalized gamma measures and shot-noise Cox processes. Zbl 0957.60055
Brix, Anders
68
1999
Bivariate characterization of some stochastic order relations. Zbl 0745.62054
Shanthikumar, J. George; Yao, David D.
68
1991
A class of singular stochastic control problems. Zbl 0511.93076
Karatzas, Ioannis
66
1983
Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach. Zbl 0263.60011
Scott, D. J.
65
1973
Single-server queues with impatient customers. Zbl 0549.60091
Baccelli, F.; Boyer, P.; Hebuterne, G.
65
1984
Statistical spatial series modelling. Zbl 0383.62060
Tjostheim, Dag
63
1978
Hitting-time and occupation-time bounds implied by drift analysis with applications. Zbl 0495.60094
Hajek, Bruce
63
1982
On a conditionally Poissonian graph process. Zbl 1096.05047
Norros, Ilkka; Reittu, Hannu
63
2006
The probabilities of rooted tree-shapes generated by random bifurcation. Zbl 0241.92012
Harding, E. F.
62
1971
A simple coupling of renewal processes. Zbl 0760.60078
Lindvall, T.
62
1992
Multivariate subordination, self-decomposability and stability. Zbl 0982.60046
Barndorff-Nielsen, Ole E.; Pedersen, Jan; Sato, Ken-iti
61
2001
Optimal control of service rates in networks of queues. Zbl 0617.60090
Weber, Richard R.; Stidham, Shaler jun.
61
1987
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.
60
1996
Multiple channel queues in heavy traffic. II: Sequences, networks, and batches. Zbl 0206.22503
Iglehart, D. L.; Whitt, W.
60
1970
Regularly varying functions in the theory of simple branching processes. Zbl 0291.60043
Seneta, E.
59
1974
The first- and last-birth problems for a multitype age-dependent branching process. Zbl 0339.60074
Biggins, J. D.
59
1976
The quasi-stationary distribution of the closed endemic SIS model. Zbl 0854.92020
Nåsell, Ingemar
58
1996
Finite birth-and-death models in randomly changing environments. Zbl 0554.60079
Gaver, D. P.; Jacobs, P. A.; Latouche, G.
58
1984
Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations. Zbl 1217.93183
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
58
2011
Properties of the spatial unilateral first-order ARMA model. Zbl 0780.62072
Basu, Sabyasachi; Reinsel, Gregory C.
57
1993
Maximum likelihood estimation for continuous-time stochastic processes. Zbl 0355.62086
Feigin, Paul David
57
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
57
1986
Asymptotic properties of supercritical branching processes. I: The Galton-Watson process. Zbl 0297.60044
Bingham, N. H.; Doney, R. A.
56
1974
Criteria for classifying general Markov chains. Zbl 0361.60014
Tweedie, R. L.
55
1976
Complications with stochastic volatility models. Zbl 0907.90026
Sin, Carlos A.
55
1998
The multivariate GINAR(\(p\)) process. Zbl 0871.62073
Latour, Alain
54
1997
On the transition densities for reflected diffusions. Zbl 1073.60074
Linetsky, Vadim
54
2005
On a general class of renewal risk process: analysis of the Gerber-Shiu function. Zbl 1077.60063
Li, Shuanming; Garrido, José
54
2005
The integral of geometric Brownian motion. Zbl 0980.60103
Dufresne, Daniel
53
2001
Fixed points of a generalized smoothing transformation and applications to the branching random walk. Zbl 0909.60075
Liu, Quansheng
53
1998
Conditions for exponential ergodicity and bounds for the decay parameter of a birth-death process. Zbl 0597.60080
van Doorn, Erik A.
52
1985
Blocking probabilities in large circuit-switched networks. Zbl 0597.60092
Kelly, F. P.
52
1986
The growth and composition of branching populations. Zbl 0535.60075
Jagers, Peter; Nerman, Olle
52
1984
Ruin estimation for a general insurance risk model. Zbl 0811.62096
Embrechts, Paul; Schmidli, Hanspeter
51
1994
Coefficients of ergodicity: Structure and applications. Zbl 0406.60060
Seneta, E.
51
1979
Estimation and control in Markov chains. Zbl 0281.60070
Mandl, P.
51
1974
Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes. Zbl 1123.60309
Kendall, Wilfrid S.; Møller, Jesper
51
2000
Random tessellations in \({\mathbb{R}}^ d\). Zbl 0684.60007
Møller, J.
51
1989
The c\(\mu\) rule revisited. Zbl 0557.60082
Buyukkoc, C.; Varaiya, P.; Walrand, J.
50
1985
A multi-dimensional martingale for Markov additive processes and its applications. Zbl 0961.60081
Asmussen, Søren; Kella, Offer
49
2000
Student processes. Zbl 1081.60035
Heyde, C. C.; Leonenko, N. N.
48
2005
Convergence and finite-time behavior of simulated annealing. Zbl 0604.60067
Mitra, Debasis; Romeo, Fabio; Sangiovanni-Vincentelli, Alberto
48
1986
Multivariate linear time series models. Zbl 0547.62059
Hannan, E. J.; Kavalieris, L.
48
1984
Corrected diffusion approximations in certain random walk problems. Zbl 0422.60053
Siegmund, D.
47
1979
The total time on test transform and the excess wealth stochastic orders of distributions. Zbl 1031.62086
Kochar, Subhash C.; Li, Xiaohu; Shaked, Moshe
47
2002
A dynamic contagion process. Zbl 1230.60089
Dassios, Angelos; Zhao, Hongbiao
47
2011
Comparing counting processes and queues. Zbl 0449.60064
Whitt, Ward
46
1981
Random variables with maximum sums. Zbl 0487.60026
Rüschendorf, Ludger
46
1982
Local maxima and the expected Euler characteristic of excursion sets of \(\chi^ 2\), \(F\) and \(t\) fields. Zbl 0797.60042
Worsley, K. J.
45
1994
Fractional diffusion and fractional heat equation. Zbl 0986.60077
Angulo, J. M.; Ruiz-Medina, M. D.; Anh, V. V.; Grecksch, W.
45
2000
Probability metrics and recursive algorithms. Zbl 0829.60094
Rachev, S. T.; Rüschendorf, L.
45
1995
Convergence theorems for empirical Lorenz curves and their inverses. Zbl 0383.60003
Goldie, Charles M.
45
1977
Stochastic orders generated by integrals: A unified study. Zbl 0890.60015
Müller, Alfred
45
1997
Stochastic convexity and its applications. Zbl 0656.60047
Shaked, Moshe; Shanthikumar, J. George
45
1988
Basic properties and prediction of max-ARMA processes. Zbl 0716.62098
Davis, Richard A.; Resnick, Sidney I.
45
1989
Statistical spatial series modelling. II: Some further results on unilateral lattice processes. Zbl 0525.62084
Tjostheim, Dag
45
1983
Analysis of an \(M/G/1\) queue with two types of impatient units. Zbl 0829.60085
Martin, M.; Artalejo, J. R.
44
1995
Moment-constrained optimal dividends: precommitment and consistent planning. Zbl 07549537
Christensen, Sören; Lindensjö, Kristoffer
1
2022
On operator fractional Lévy motion: integral representations and time-reversibility. Zbl 1490.60087
Boniece, B. Cooper; Didier, Gustavo
1
2022
Discounted optimal stopping problems for maxima of geometric Brownian motions with switching payoffs. Zbl 07458584
Gapeev, Pavel V.; Kort, Peter M.; Lavrutich, Maria N.
7
2021
Percolation phase transition in weight-dependent random connection models. Zbl 1475.60198
Gracar, Peter; Lüchtrath, Lukas; Mörters, Peter
3
2021
Branching processes with interactions: subcritical cooperative regime. Zbl 1490.60228
González Casanova, Adrián; Pardo, Juan Carlos; Pérez, José Luis
2
2021
Non-Gaussian fluctuations of randomly trapped random walks. Zbl 1471.60155
Bowditch, Adam
1
2021
On gradual-impulse control of continuous-time Markov decision processes with exponential utility. Zbl 1483.90173
Guo, Xin; Kurushima, Aiko; Piunovskiy, Alexey; Zhang, Yi
1
2021
Markov chain approximation of one-dimensional sticky diffusions. Zbl 1480.65027
Meier, Christian; Li, Lingfei; Zhang, Gongqiu
1
2021
From microscopic price dynamics to multidimensional rough volatility models. Zbl 1487.60056
Rosenbaum, Mathieu; Tomas, Mehdi
1
2021
Ruin problems for epidemic insurance. Zbl 1481.91172
Lefèvre, Claude; Simon, Matthieu
1
2021
Functional limit theorems for the Euler characteristic process in the critical regime. Zbl 07458579
Thomas, Andrew M.; Owada, Takashi
1
2021
Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime. Zbl 1475.60072
Li, Bo; Pang, Guodong
1
2021
An elementary derivation of moments of Hawkes processes. Zbl 1482.60064
Cui, Lirong; Hawkes, Alan; Yi, He
6
2020
Renewal in Hawkes processes with self-excitation and inhibition. Zbl 1473.60081
Costa, Manon; Graham, Carl; Marsalle, Laurence; Tran, Viet Chi
5
2020
Exact simulation for multivariate Itô diffusions. Zbl 07378191
Blanchet, Jose; Zhang, Fan
5
2020
Simulation of elliptic and hypo-elliptic conditional diffusions. Zbl 1448.60164
Bierkens, Joris; van der Meulen, Frank; Schauer, Moritz
4
2020
Mean reflected stochastic differential equations with jumps. Zbl 1473.60088
Briand, Phillippe; Ghannoum, Abir; Labart, Céline
3
2020
Draw-down Parisian ruin for spectrally negative Lévy processes. Zbl 1473.60079
Wang, Wenyuan; Zhou, Xiaowen
3
2020
Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance. Zbl 1446.62248
Pilipauskaitė, Vytautė; Skorniakov, Viktor; Surgailis, Donatas
3
2020
Absorption probabilities for Gaussian polytopes and regular spherical simplices. Zbl 1473.60030
Kabluchko, Zakhar; Zaporozhets, Dmitry
2
2020
The equilibrium states of large networks of Erlang queues. Zbl 1473.60138
Martirosyan, Davit; Robert, Philippe
2
2020
One- versus multi-component regular variation and extremes of Markov trees. Zbl 1473.60086
Segers, Johan
2
2020
Limit theorems for process-level Betti numbers for sparse and critical regimes. Zbl 1456.60044
Owada, Takashi; Thomas, Andrew M.
2
2020
A non-exponential extension of Sanov’s theorem via convex duality. Zbl 1453.60074
Lacker, Daniel
2
2020
On the multi-state signatures of ordered system lifetimes. Zbl 1477.60132
Yi, He; Balakrishnan, Narayanaswamy; Cui, Lirong
2
2020
Limit theorems for sequential MCMC methods. Zbl 07378171
Finke, Axel; Doucet, Arnaud; Johansen, Adam M.
1
2020
Speed and concentration of the covering time for structured coupon collectors. Zbl 1473.60023
Falgas-Ravry, Victor; Larsson, Joel; Markström, Klas
1
2020
Stability and moment bounds under utility-maximising service allocations: finite and infinite networks. Zbl 1473.60145
Shneer, Seva; Stolyar, Alexander
1
2020
Failure rate properties of parallel systems. Zbl 1473.60040
Arab, Idir; Hadjikyriakou, Milto; Oliveira, Paulo Eduardo
1
2020
Improved queue-size scaling for input-queued switches via graph factorization. Zbl 1473.60147
Xu, Jiaming; Zhong, Yuan
1
2020
Central limit theorems for coupled particle filters. Zbl 07378190
Jasra, Ajay; Yu, Fangyuan
1
2020
Limit theorems for assortativity and clustering in null models for scale-free networks. Zbl 1469.05153
van der Hofstad, Remco; van der Hoorn, Pim; Litvak, Nelly; Stegehuis, Clara
1
2020
Characterization of the conditional stationary distribution in Markov chains via systems of linear inequalities. Zbl 1473.60111
Kimura, Masatoshi; Takine, Tetsuya
1
2020
Corrigendum to: “Asymptotic shape and the speed of propagation of continuous-time continuous-space birth processes”. Zbl 1468.60112
Bezborodov, V.
1
2020
The existence of a giant cluster for percolation on large Crump-Mode-Jagers trees. Zbl 1475.60164
Berzunza, Gabriel
1
2020
The potentially negative effects of cooperation in service systems. Zbl 1442.90046
Chung, Hakjin; Ahn, Hyun-Soo; Righter, Rhonda
1
2020
On relative ageing of coherent systems with dependent identically distributed components. Zbl 1442.90060
Kamal Hazra, Nil; Misra, Neeraj
1
2020
Cluster expansions for Gibbs point processes. Zbl 1427.60202
Jansen, S.
9
2019
The diameter of KPKVB random graphs. Zbl 1427.05212
Müller, Tobias; Staps, Merlijn
7
2019
The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem. Zbl 1427.60050
Pan, Yuqing; Borovkov, Konstantin A.
7
2019
Extended Laplace principle for empirical measures of a Markov chain. Zbl 1427.60145
Eckstein, Stephan
6
2019
Exact simulation of the extrema of stable processes. Zbl 07141464
Cázares, Jorge I. González; Mijatović, Aleksandar; Bravo, Gerónimo Uribe
6
2019
New perspectives on the Erlang-A queue. Zbl 1427.60190
Daw, Andrew; Pender, Jamol
5
2019
Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time. Zbl 1427.60084
Wang, Wenyuan; Zhang, Zhimin
5
2019
Subgraphs in preferential attachment models. Zbl 1427.05209
Garavaglia, Alessandro; Stegehuis, Clara
4
2019
Diffusion approximations for load balancing mechanisms in cloud storage systems. Zbl 1427.60187
Budhiraja, Amarjit; Friedlander, Eric
3
2019
Moment bounds of PH distributions with infinite or finite support based on the steepest increase property. Zbl 1427.60039
He, Qi-Ming; Horváth, Gábor; Horváth, Illés; Telek, Miklós
3
2019
Fraud risk assessment within blockchain transactions. Zbl 1427.60088
Goffard, Pierre-O.
3
2019
On the total claim amount for marked Poisson cluster models. Zbl 1430.91073
Basrak, Bojan; Wintenberger, Olivier; Žugec, Petra
3
2019
Accelerating parallel tempering: quantile tempering algorithm (QuanTA). Zbl 1429.65012
Tawn, Nicholas G.; Roberts, Gareth O.
3
2019
Complete expected improvement converges to an optimal budget allocation. Zbl 1428.62038
Chen, Ye; Ryzhov, Ilya O.
2
2019
Singular vector distribution of sample covariance matrices. Zbl 1475.15042
Ding, Xiucai
2
2019
First passage problems for upwards skip-free random walks via the scale functions paradigm. Zbl 1427.60077
Avram, Florin; Vidmar, Matija
2
2019
Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation. Zbl 1427.60146
Mijatović, Aleksandar; Vogrinc, Jure
2
2019
Deviation bounds for the first passage time in the frog model. Zbl 1427.60206
Kubota, Naoki
1
2019
The economic average cost Brownian control problem. Zbl 1427.60172
Matoglu, 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 1427.90103
Ding, Weiyong; Fang, Rui; Zhao, Peng
1
2019
The sharp threshold for jigsaw percolation in random graphs. Zbl 1427.05207
Cooley, Oliver; Kapetanopoulos, Tobias; Makai, Tamás
1
2019
On the support of extremal martingale measures with given marginals: the countable case. Zbl 1427.60072
Campi, Luciano; Martini, Claude
1
2019
Limit theorems for multivariate Brownian semistationary processes and feasible results. Zbl 1427.60047
Passeggeri, Riccardo; Veraart, Almut E. D.
1
2019
Efficient simulation of Lévy-driven point processes. Zbl 1427.60090
Qu, Yan; Dassios, Angelos; Zhao, Hongbiao
1
2019
Insensitivity of the mean field limit of loss systems under \(\mathrm{SQ}(d)\) routeing. Zbl 1427.60210
Vasantam, Thirupathaiah; Mukhopadhyay, Arpan; Mazumdar, Ravi R.
1
2019
Uniform convergence of conditional distributions for absorbed one-dimensional diffusions. Zbl 1431.60086
Champagnat, Nicolas; Villemonais, Denis
10
2018
Stochastic nonzero-sum games: a new connection between singular control and optimal stopping. Zbl 1443.91037
De Angelis, Tiziano; Ferrari, Giorgio
7
2018
Error bounds for augmented truncation approximations of Markov chains via the perturbation method. Zbl 1431.60076
Liu, Yuanyuan; Li, Wendi
6
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
5
2018
The linear birth-death process: an inferential retrospective. Zbl 1436.62100
Tavaré, Simon
5
2018
An optimal consumption and investment problem with partial information. Zbl 1434.91060
Hata, Hiroaki; Sheu, Shuenn-Jyi
4
2018
Kesten’s bound for subexponential densities on the real line and its multi-dimensional analogues. Zbl 1443.60012
Finkelshtein, Dmitri; Tkachov, Pasha
4
2018
Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria. Zbl 1431.90170
Huang, Yonghui; Lian, Zhaotong; Guo, Xianping
4
2018
Large deviations for randomly connected neural networks. I: Spatially extended systems. Zbl 1442.60036
Cabana, Tanguy; Touboul, Jonathan D.
4
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.
4
2018
Limit theorems for random polytopes with vertices on convex surfaces. Zbl 1475.52009
Turchi, N.; Wespi, F.
4
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
4
2018
Multi-type subcritical branching processes in a random environment. Zbl 1431.60103
Vatutin, Vladimir; Wachtel, Vitali
4
2018
Yaglom limits can depend on the starting state. Zbl 1431.60075
Foley, R. D.; McDonald, D. R.
3
2018
A necessary and sufficient condition for the subexponentiality of the product convolution. Zbl 1443.60018
Xu, Hui; Cheng, Fengyang; Wang, Yuebao; Cheng, Dongya
3
2018
On an optimal extraction problem with regime switching. Zbl 1431.91277
Ferrari, Giorgio; Yang, Shuzhen
3
2018
Multitype branching processes with inhomogeneous Poisson immigration. Zbl 1431.60100
Mitov, Kosto V.; Yanev, Nikolay M.; Hyrien, Ollivier
3
2018
Stretch factor in a planar Poisson-Delaunay triangulation with a large intensity. Zbl 1431.60012
Chenavier, Nicolas; Devillers, Olivier
2
2018
Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise. Zbl 1441.60033
Qiao, Huijie
2
2018
Jante’s law process. Zbl 1431.60071
Kennerberg, Philip; Volkov, Stanislav
2
2018
Local asymptotics for the area under the random walk excursion. Zbl 1456.60108
Perfilev, Elena; Wachtel, Vitali
2
2018
Correction to: “Subgeometric rates of convergence for Markov processes under subordination”. Zbl 1430.60062
Deng, C.-S.; Schilling, R. L.; Song, Y.-H.
2
2018
Large deviations for randomly connected neural networks. II: State-dependent interactions. Zbl 1431.60030
Cabana, Tanguy; Touboul, Jonathan D.
2
2018
On perpetuities with light tails. Zbl 1443.60070
Kołodziejek, Bartosz
2
2018
Renewal theorems for processes with dependent interarrival times. Zbl 1431.60106
Kombrink, Sabrina
2
2018
Forward sensitivity analysis for contracting stochastic systems. Zbl 1430.60059
Flynn, Thomas
1
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
1
2018
Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion. Zbl 1430.93217
Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel
1
2018
Percolation results for the continuum random cluster model. Zbl 1431.60013
Houdebert, Pierre
1
2018
On concentration properties of partially observed chaotic systems. Zbl 1434.37047
Paulin, Daniel; Jasra, Ajay; Crisan, Dan; Beskos, Alexandros
1
2018
Spectral bounds in random graphs applied to spreading phenomena and percolation. Zbl 1430.05113
Lemonnier, Rémi; Scaman, Kevin; Vayatis, Nicolas
1
2018
On Seneta-Heyde scaling for a stable branching random walk. Zbl 1431.60096
He, Hui; Liu, Jingning; Zhang, Mei
1
2018
Identification and isotropy characterization of deformed random fields through excursion sets. Zbl 1436.62452
Fournier, Julie
1
2018
Integral estimation based on Markovian design. Zbl 1436.62397
Azaïs, Romain; Delyon, Bernard; Portier, François
1
2018
Extremes of nonstationary Gaussian fluid queues. Zbl 1444.60024
Dȩbicki, Krzysztof; Liu, Peng
1
2018
Dilation volumes of sets of finite perimeter. Zbl 1440.60012
Kiderlen, Markus; Rataj, Jan
1
2018
Efficient simulation of Brown-Resnick processes based on variance reduction of Gaussian processes. Zbl 1436.60051
Oesting, Marco; Strokorb, Kirstin
1
2018
The sequential loss of allelic diversity. Zbl 1432.92060
Achaz, Guillaume; Lambert, Amaury; Schertzer, Emmanuel
1
2018
...and 1603 more Documents
all top 5

Cited by 15,799 Authors

84 Mandjes, Michel Robertus Hendrikus
61 Whitt, Ward
60 Resnick, Sidney Ira
59 Boxma, Onno Johan
58 Hashorva, Enkelejd
54 Leonenko, Nikolai N.
53 Asmussen, Søren
49 Thäle, Christoph
47 Cha, Ji Hwan
47 Lefèvre, Claude
46 Li, Xiaohu
45 van Leeuwaarden, Johan S. H.
44 Palmowski, Zbigniew
43 Zwart, Bert P.
41 Glynn, Peter W.
41 Schmidt, Volker
40 Stadje, Wolfgang
40 Yang, Yang
39 Ball, Frank G.
39 Iksanov, Aleksander M.
39 Pakes, Anthony G.
38 Pollett, Philip K.
36 Balakrishnan, Narayanaswamy
36 Griffiths, Robert C.
35 Last, Günter
35 van der Hofstad, Remco W.
35 Yor, Marc
34 Perry, David
34 Samorodnitsky, Gennady Pinkhosovich
33 Barbour, Andrew David
33 Finkelstein, Maxim
33 Guo, Xianping
33 Mahmoud, Hosam M.
33 Mikosch, Thomas
33 Tang, Qihe
32 Taylor, Peter Gerrard
31 Dębicki, Krzysztof
31 Kabluchko, Zakhar A.
31 Penrose, Mathew D.
31 Pitman, Jim William
31 Platen, Eckhard
30 Albrecher, Hansjörg
30 Huillet, Thierry E.
30 Klüppelberg, Claudia
30 Pang, Guodong
30 Pap, Gyula
29 Di Crescenzo, Antonio
29 Heinrich, Lothar
29 Pirozzi, Enrica
29 Seneta, Eugene
29 van Dijk, Nico M.
28 Adan, Ivo J. B. F.
28 Hernández-Lerma, Onésimo
28 Latouche, Guy
28 Ruiz-Medina, María Dolores
28 Yang, Hailiang
28 Zhao, Yiqiang Q.
27 He, Qi-Ming
27 Knessl, Charles
27 Miyazawa, Masakiyo
27 Willmot, Gordon E.
27 Yuen, Kam Chuen
26 Aldous, David John
26 Artalejo, Jesus R.
26 Britton, Tom
26 Dudin, Alexander N.
26 Foss, Sergey G.
26 Glazebrook, Kevin D.
26 Janson, Svante
26 Kyprianou, Andreas E.
26 Möhle, Martin
26 Ristić, Miroslav M.
26 Ruiz, José-María
26 Sagitov, Serik
26 Wang, Yuebao
26 Yin, Chuancun
26 Zeifman, Alexander Izrailevich
25 Bertoin, Jean
25 Daduna, Hans
25 Eryılmaz, Serkan N.
25 Jagers, Peter
25 Kella, Offer
25 Lambert, Amaury
25 Maller, Ross Arthur
24 Anh, Vo V.
24 Shanthikumar, Jeyaveerasingam George
24 Wang, Dehui
23 Baccelli, François Louis
23 Chen, Anyue
23 Hu, Taizhong
23 Jowaheer, Vandna
23 Macci, Claudio
23 Vatutin, Vladimir Alekseevich
23 Zhou, Xiaowen
22 Alsmeyer, Gerold
22 Blanchet, Jose H.
22 Borst, Sem C.
22 Davis, Richard A.
22 Denuit, Michel M.
22 Embrechts, Paul
...and 15,699 more Authors
all top 5

Cited in 810 Journals

985 Stochastic Processes and their Applications
694 Statistics & Probability Letters
670 Journal of Applied Probability
622 Queueing Systems
572 Advances in Applied Probability
489 The Annals of Applied Probability
407 Communications in Statistics. Theory and Methods
350 European Journal of Operational Research
318 Insurance Mathematics & Economics
281 Methodology and Computing in Applied Probability
265 Theoretical Population Biology
263 Journal of Statistical Planning and Inference
255 Stochastic Models
251 Bernoulli
250 Journal of Multivariate Analysis
249 Probability in the Engineering and Informational Sciences
228 The Annals of Probability
217 Journal of Statistical Physics
212 Mathematical Biosciences
204 Journal of Mathematical Biology
202 Operations Research Letters
200 Probability Theory and Related Fields
194 Annals of Operations Research
182 Journal of Mathematical Analysis and Applications
168 Stochastic Analysis and Applications
152 Journal of Theoretical Probability
148 Extremes
141 The Annals of Statistics
121 Computational Statistics and Data Analysis
116 Journal of Econometrics
114 Journal of Computational and Applied Mathematics
110 Annals of the Institute of Statistical Mathematics
110 Applied Mathematics and Computation
108 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
108 Electronic Journal of Probability
103 Journal of Statistical Computation and Simulation
102 Journal of Time Series Analysis
97 Stochastics
96 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
95 Lithuanian Mathematical Journal
93 Linear Algebra and its Applications
90 Statistics
88 Scandinavian Actuarial Journal
84 Computers & Operations Research
84 Quantitative Finance
83 Mathematical and Computer Modelling
83 Communications in Statistics. Simulation and Computation
83 Mathematical Methods of Operations Research
82 Electronic Journal of Statistics
73 Automatica
72 Finance and Stochastics
70 Metrika
69 Statistical Papers
67 Applied Mathematics and Optimization
65 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
63 Scandinavian Journal of Statistics
63 Mathematics of Operations Research
62 Computers & Mathematics with Applications
62 Journal of Optimization Theory and Applications
61 Journal of Theoretical Biology
59 Bulletin of Mathematical Biology
59 International Journal of Theoretical and Applied Finance
57 SIAM Journal on Control and Optimization
57 Applied Mathematical Modelling
56 Mathematical Finance
55 Test
55 Econometric Theory
54 Statistical Science
53 Theoretical Computer Science
53 Acta Mathematicae Applicatae Sinica. English Series
53 Stochastic Systems
52 Systems & Control Letters
52 Journal of Mathematical Sciences (New York)
50 Acta Applicandae Mathematicae
47 Frontiers of Mathematics in China
46 Statistics and Computing
45 The Canadian Journal of Statistics
45 Kybernetika
45 Transactions of the American Mathematical Society
45 Combinatorics, Probability and Computing
44 Physica A
44 Optimization
43 Random Structures & Algorithms
43 Automation and Remote Control
43 Electronic Communications in Probability
43 Statistical Inference for Stochastic Processes
43 Journal of Industrial and Management Optimization
42 Top
42 ALEA. Latin American Journal of Probability and Mathematical Statistics
41 Stochastics and Dynamics
40 Communications in Mathematical Physics
39 Science China. Mathematics
38 Mathematical Proceedings of the Cambridge Philosophical Society
38 Operations Research
37 Discrete Event Dynamic Systems
37 Brazilian Journal of Probability and Statistics
36 Mathematical Problems in Engineering
35 Theory of Probability and its Applications
35 Journal of Applied Statistics
34 Theory of Probability and Mathematical Statistics
...and 710 more Journals
all top 5

Cited in 59 Fields

12,138 Probability theory and stochastic processes (60-XX)
5,063 Statistics (62-XX)
3,274 Operations research, mathematical programming (90-XX)
2,562 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1,702 Biology and other natural sciences (92-XX)
1,099 Numerical analysis (65-XX)
948 Computer science (68-XX)
900 Systems theory; control (93-XX)
701 Combinatorics (05-XX)
532 Statistical mechanics, structure of matter (82-XX)
352 Partial differential equations (35-XX)
317 Dynamical systems and ergodic theory (37-XX)
303 Calculus of variations and optimal control; optimization (49-XX)
278 Convex and discrete geometry (52-XX)
207 Linear and multilinear algebra; matrix theory (15-XX)
179 Ordinary differential equations (34-XX)
157 Information and communication theory, circuits (94-XX)
142 Operator theory (47-XX)
138 Measure and integration (28-XX)
98 Real functions (26-XX)
96 Geophysics (86-XX)
95 Special functions (33-XX)
95 Differential geometry (53-XX)
93 Integral transforms, operational calculus (44-XX)
86 Harmonic analysis on Euclidean spaces (42-XX)
86 Integral equations (45-XX)
73 Functional analysis (46-XX)
68 Fluid mechanics (76-XX)
59 Difference and functional equations (39-XX)
56 Approximations and expansions (41-XX)
48 Global analysis, analysis on manifolds (58-XX)
48 Quantum theory (81-XX)
47 Number theory (11-XX)
40 History and biography (01-XX)
36 Functions of a complex variable (30-XX)
34 Mechanics of deformable solids (74-XX)
33 Abstract harmonic analysis (43-XX)
27 Group theory and generalizations (20-XX)
19 Potential theory (31-XX)
19 General topology (54-XX)
18 Mathematical logic and foundations (03-XX)
18 Mechanics of particles and systems (70-XX)
17 General and overarching topics; collections (00-XX)
17 Topological groups, Lie groups (22-XX)
17 Geometry (51-XX)
16 Sequences, series, summability (40-XX)
16 Algebraic topology (55-XX)
13 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)
6 Astronomy and astrophysics (85-XX)
5 Mathematics education (97-XX)
3 Associative rings and algebras (16-XX)

Citations by Year