### 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: 2,784 Publications (since 1969) References Indexed: 978 Publications with 23,816 References.
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### 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
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### 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)

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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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Autoregressive moving-average processes with negative-binomial and geometric marginal distributions. Zbl 0603.62100
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The coincidence approach to stochastic point processes. Zbl 0366.60081
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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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Ruin theory with stochastic return on investments. Zbl 0892.90046
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First-order autoregressive gamma sequences and point processes. Zbl 0453.60048
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A note on the optimal replacement problem. Zbl 0642.60071
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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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Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040
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Weak convergence of sequences of semimartingales with applications to multitype branching processes. Zbl 0595.60008
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Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061
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Vector linear time series models. Zbl 0327.62055
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1976
Brownian excursions and Parisian barrier options. Zbl 0882.60042
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Measure change in multitype branching. Zbl 1056.60082
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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
Anticipative portfolio optimization. Zbl 0867.90013
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Multivariate extremes, aggregation and dependence in elliptical distributions. Zbl 1023.60021
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2002
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1981
A new integral equation for the evaluation of first-passage-time probability densities. Zbl 0632.60079
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1987
Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes. Zbl 0736.60076
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1991
Fluctuation theory in continuous time. Zbl 0322.60068
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1975
Isotropic random simplices. Zbl 0237.60006
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1971
Subgeometric rates of convergence of $$f$$-ergodic Markov chains. Zbl 0803.60061
Tuominen, Pekka; Tweedie, Richard L.
1994
Some new approaches to probability distributions. Zbl 0454.62085
Kotz, S.; Shanbhag, D. N.
1980
Nonlinear time series and Markov chains. Zbl 0712.62080
Tjøstheim, Dag
1990
The N/G/1 queue and its detailed analysis. Zbl 0424.60093
Ramaswami, V.
1980
Stochastic theory of a fluid model of producers and consumers coupled by a buffer. Zbl 0656.60079
Mitra, Debasis
1988
On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations. Zbl 0573.60056
Chan, K. S.; Tong, H.
1985
One-dimensional Brownian motion and the three-dimensional Bessel process. Zbl 0332.60055
Pitman, James W.
1975
Birth, immigration and catastrophe processes. Zbl 0496.92007
Brockwell, P. J.; Gani, J.; Resnick, S. I.
1982
Quadratic transformations: A model for population growth. I. Zbl 0328.92011
Kesten, Harry
1970
Generalized gamma measures and shot-noise Cox processes. Zbl 0957.60055
Brix, Anders
1999
Bivariate characterization of some stochastic order relations. Zbl 0745.62054
Shanthikumar, J. George; Yao, David D.
1991
A class of singular stochastic control problems. Zbl 0511.93076
Karatzas, Ioannis
1983
Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach. Zbl 0263.60011
Scott, D. J.
1973
Single-server queues with impatient customers. Zbl 0549.60091
Baccelli, F.; Boyer, P.; Hebuterne, G.
1984
Statistical spatial series modelling. Zbl 0383.62060
Tjostheim, Dag
1978
Hitting-time and occupation-time bounds implied by drift analysis with applications. Zbl 0495.60094
Hajek, Bruce
1982
On a conditionally Poissonian graph process. Zbl 1096.05047
Norros, Ilkka; Reittu, Hannu
2006
The probabilities of rooted tree-shapes generated by random bifurcation. Zbl 0241.92012
Harding, E. F.
1971
A simple coupling of renewal processes. Zbl 0760.60078
Lindvall, T.
1992
Multivariate subordination, self-decomposability and stability. Zbl 0982.60046
Barndorff-Nielsen, Ole E.; Pedersen, Jan; Sato, Ken-iti
2001
Optimal control of service rates in networks of queues. Zbl 0617.60090
Weber, Richard R.; Stidham, Shaler jun.
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.
1996
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 first- and last-birth problems for a multitype age-dependent branching process. Zbl 0339.60074
Biggins, J. D.
1976
The quasi-stationary distribution of the closed endemic SIS model. Zbl 0854.92020
Nåsell, Ingemar
1996
Finite birth-and-death models in randomly changing environments. Zbl 0554.60079
Gaver, D. P.; Jacobs, P. A.; Latouche, G.
1984
Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations. Zbl 1217.93183
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
2011
Properties of the spatial unilateral first-order ARMA model. Zbl 0780.62072
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1993
Maximum likelihood estimation for continuous-time stochastic processes. Zbl 0355.62086
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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
Asymptotic properties of supercritical branching processes. I: The Galton-Watson process. Zbl 0297.60044
Bingham, N. H.; Doney, R. A.
1974
Criteria for classifying general Markov chains. Zbl 0361.60014
Tweedie, R. L.
1976
Complications with stochastic volatility models. Zbl 0907.90026
Sin, Carlos A.
1998
The multivariate GINAR($$p$$) process. Zbl 0871.62073
Latour, Alain
1997
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
The integral of geometric Brownian motion. Zbl 0980.60103
Dufresne, Daniel
2001
Fixed points of a generalized smoothing transformation and applications to the branching random walk. Zbl 0909.60075
Liu, Quansheng
1998
Conditions for exponential ergodicity and bounds for the decay parameter of a birth-death process. Zbl 0597.60080
van Doorn, Erik A.
1985
Blocking probabilities in large circuit-switched networks. Zbl 0597.60092
Kelly, F. P.
1986
The growth and composition of branching populations. Zbl 0535.60075
Jagers, Peter; Nerman, Olle
1984
Ruin estimation for a general insurance risk model. Zbl 0811.62096
Embrechts, Paul; Schmidli, Hanspeter
1994
Coefficients of ergodicity: Structure and applications. Zbl 0406.60060
Seneta, E.
1979
Estimation and control in Markov chains. Zbl 0281.60070
Mandl, P.
1974
Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes. Zbl 1123.60309
Kendall, Wilfrid S.; Møller, Jesper
2000
Random tessellations in $${\mathbb{R}}^ d$$. Zbl 0684.60007
Møller, J.
1989
The c$$\mu$$ rule revisited. Zbl 0557.60082
Buyukkoc, C.; Varaiya, P.; Walrand, J.
1985
A multi-dimensional martingale for Markov additive processes and its applications. Zbl 0961.60081
Asmussen, Søren; Kella, Offer
2000
Student processes. Zbl 1081.60035
Heyde, C. C.; Leonenko, N. N.
2005
Convergence and finite-time behavior of simulated annealing. Zbl 0604.60067
Mitra, Debasis; Romeo, Fabio; Sangiovanni-Vincentelli, Alberto
1986
Multivariate linear time series models. Zbl 0547.62059
Hannan, E. J.; Kavalieris, L.
1984
Corrected diffusion approximations in certain random walk problems. Zbl 0422.60053
Siegmund, D.
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
2002
A dynamic contagion process. Zbl 1230.60089
Dassios, Angelos; Zhao, Hongbiao
2011
Comparing counting processes and queues. Zbl 0449.60064
Whitt, Ward
1981
Random variables with maximum sums. Zbl 0487.60026
Rüschendorf, Ludger
1982
Local maxima and the expected Euler characteristic of excursion sets of $$\chi^ 2$$, $$F$$ and $$t$$ fields. Zbl 0797.60042
Worsley, K. J.
1994
Fractional diffusion and fractional heat equation. Zbl 0986.60077
Angulo, J. M.; Ruiz-Medina, M. D.; Anh, V. V.; Grecksch, W.
2000
Probability metrics and recursive algorithms. Zbl 0829.60094
Rachev, S. T.; Rüschendorf, L.
1995
Convergence theorems for empirical Lorenz curves and their inverses. Zbl 0383.60003
Goldie, Charles M.
1977
Stochastic orders generated by integrals: A unified study. Zbl 0890.60015
Müller, Alfred
1997
Stochastic convexity and its applications. Zbl 0656.60047
Shaked, Moshe; Shanthikumar, J. George
1988
Basic properties and prediction of max-ARMA processes. Zbl 0716.62098
Davis, Richard A.; Resnick, Sidney I.
1989
Statistical spatial series modelling. II: Some further results on unilateral lattice processes. Zbl 0525.62084
Tjostheim, Dag
1983
Analysis of an $$M/G/1$$ queue with two types of impatient units. Zbl 0829.60085
Martin, M.; Artalejo, J. R.
1995
Moment-constrained optimal dividends: precommitment and consistent planning. Zbl 07549537
Christensen, Sören; Lindensjö, Kristoffer
2022
On operator fractional Lévy motion: integral representations and time-reversibility. Zbl 1490.60087
Boniece, B. Cooper; Didier, Gustavo
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.
2021
Percolation phase transition in weight-dependent random connection models. Zbl 1475.60198
Gracar, Peter; Lüchtrath, Lukas; Mörters, Peter
2021
Branching processes with interactions: subcritical cooperative regime. Zbl 1490.60228
González Casanova, Adrián; Pardo, Juan Carlos; Pérez, José Luis
2021
Non-Gaussian fluctuations of randomly trapped random walks. Zbl 1471.60155
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
2021
Markov chain approximation of one-dimensional sticky diffusions. Zbl 1480.65027
Meier, Christian; Li, Lingfei; Zhang, Gongqiu
2021
From microscopic price dynamics to multidimensional rough volatility models. Zbl 1487.60056
Rosenbaum, Mathieu; Tomas, Mehdi
2021
Ruin problems for epidemic insurance. Zbl 1481.91172
Lefèvre, Claude; Simon, Matthieu
2021
Functional limit theorems for the Euler characteristic process in the critical regime. Zbl 07458579
2021
Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime. Zbl 1475.60072
Li, Bo; Pang, Guodong
2021
An elementary derivation of moments of Hawkes processes. Zbl 1482.60064
Cui, Lirong; Hawkes, Alan; Yi, He
2020
Renewal in Hawkes processes with self-excitation and inhibition. Zbl 1473.60081
Costa, Manon; Graham, Carl; Marsalle, Laurence; Tran, Viet Chi
2020
Exact simulation for multivariate Itô diffusions. Zbl 07378191
Blanchet, Jose; Zhang, Fan
2020
Simulation of elliptic and hypo-elliptic conditional diffusions. Zbl 1448.60164
Bierkens, Joris; van der Meulen, Frank; Schauer, Moritz
2020
Mean reflected stochastic differential equations with jumps. Zbl 1473.60088
Briand, Phillippe; Ghannoum, Abir; Labart, Céline
2020
Draw-down Parisian ruin for spectrally negative Lévy processes. Zbl 1473.60079
Wang, Wenyuan; Zhou, Xiaowen
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
Absorption probabilities for Gaussian polytopes and regular spherical simplices. Zbl 1473.60030
Kabluchko, Zakhar; Zaporozhets, Dmitry
2020
The equilibrium states of large networks of Erlang queues. Zbl 1473.60138
Martirosyan, Davit; Robert, Philippe
2020
One- versus multi-component regular variation and extremes of Markov trees. Zbl 1473.60086
Segers, Johan
2020
Limit theorems for process-level Betti numbers for sparse and critical regimes. Zbl 1456.60044
2020
A non-exponential extension of Sanov’s theorem via convex duality. Zbl 1453.60074
Lacker, Daniel
2020
On the multi-state signatures of ordered system lifetimes. Zbl 1477.60132
Yi, He; Balakrishnan, Narayanaswamy; Cui, Lirong
2020
Limit theorems for sequential MCMC methods. Zbl 07378171
Finke, Axel; Doucet, Arnaud; Johansen, Adam M.
2020
Speed and concentration of the covering time for structured coupon collectors. Zbl 1473.60023
Falgas-Ravry, Victor; Larsson, Joel; Markström, Klas
2020
Stability and moment bounds under utility-maximising service allocations: finite and infinite networks. Zbl 1473.60145
Shneer, Seva; Stolyar, Alexander
2020
Failure rate properties of parallel systems. Zbl 1473.60040
Arab, Idir; Hadjikyriakou, Milto; Oliveira, Paulo Eduardo
2020
Improved queue-size scaling for input-queued switches via graph factorization. Zbl 1473.60147
Xu, Jiaming; Zhong, Yuan
2020
Central limit theorems for coupled particle filters. Zbl 07378190
Jasra, Ajay; Yu, Fangyuan
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
2020
Characterization of the conditional stationary distribution in Markov chains via systems of linear inequalities. Zbl 1473.60111
Kimura, Masatoshi; Takine, Tetsuya
2020
Corrigendum to: “Asymptotic shape and the speed of propagation of continuous-time continuous-space birth processes”. Zbl 1468.60112
Bezborodov, V.
2020
The existence of a giant cluster for percolation on large Crump-Mode-Jagers trees. Zbl 1475.60164
Berzunza, Gabriel
2020
The potentially negative effects of cooperation in service systems. Zbl 1442.90046
Chung, Hakjin; Ahn, Hyun-Soo; Righter, Rhonda
2020
On relative ageing of coherent systems with dependent identically distributed components. Zbl 1442.90060
Kamal Hazra, Nil; Misra, Neeraj
2020
Cluster expansions for Gibbs point processes. Zbl 1427.60202
Jansen, S.
2019
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
Exact simulation of the extrema of stable processes. Zbl 07141464
Cázares, Jorge I. González; Mijatović, Aleksandar; Bravo, Gerónimo Uribe
2019
New perspectives on the Erlang-A queue. Zbl 1427.60190
Daw, Andrew; Pender, Jamol
2019
Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time. Zbl 1427.60084
Wang, Wenyuan; Zhang, Zhimin
2019
Subgraphs in preferential attachment models. Zbl 1427.05209
Garavaglia, Alessandro; Stegehuis, Clara
2019
Diffusion approximations for load balancing mechanisms in cloud storage systems. Zbl 1427.60187
Budhiraja, Amarjit; Friedlander, Eric
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
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
Accelerating parallel tempering: quantile tempering algorithm (QuanTA). Zbl 1429.65012
Tawn, Nicholas G.; Roberts, Gareth O.
2019
Complete expected improvement converges to an optimal budget allocation. Zbl 1428.62038
Chen, Ye; Ryzhov, Ilya O.
2019
Singular vector distribution of sample covariance matrices. Zbl 1475.15042
Ding, Xiucai
2019
First passage problems for upwards skip-free random walks via the scale functions paradigm. Zbl 1427.60077
Avram, Florin; Vidmar, Matija
2019
Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation. Zbl 1427.60146
Mijatović, Aleksandar; Vogrinc, Jure
2019
Deviation bounds for the first passage time in the frog model. Zbl 1427.60206
Kubota, Naoki
2019
The economic average cost Brownian control problem. Zbl 1427.60172
Matoglu, Melda Ormeci; Vate, John H. Vande; Yu, Haiyue
2019
Reliability analysis of $$k$$-out-of-$$n$$ systems based on a grouping of components. Zbl 1427.90103
Ding, Weiyong; Fang, Rui; Zhao, Peng
2019
The sharp threshold for jigsaw percolation in random graphs. Zbl 1427.05207
Cooley, Oliver; Kapetanopoulos, Tobias; Makai, Tamás
2019
On the support of extremal martingale measures with given marginals: the countable case. Zbl 1427.60072
Campi, Luciano; Martini, Claude
2019
Limit theorems for multivariate Brownian semistationary processes and feasible results. Zbl 1427.60047
Passeggeri, Riccardo; Veraart, Almut E. D.
2019
Efficient simulation of Lévy-driven point processes. Zbl 1427.60090
Qu, Yan; Dassios, Angelos; Zhao, Hongbiao
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.
2019
Uniform convergence of conditional distributions for absorbed one-dimensional diffusions. Zbl 1431.60086
Champagnat, Nicolas; Villemonais, Denis
2018
Stochastic nonzero-sum games: a new connection between singular control and optimal stopping. Zbl 1443.91037
De Angelis, Tiziano; Ferrari, Giorgio
2018
Error bounds for augmented truncation approximations of Markov chains via the perturbation method. Zbl 1431.60076
Liu, Yuanyuan; Li, Wendi
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
The linear birth-death process: an inferential retrospective. Zbl 1436.62100
Tavaré, Simon
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
Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria. Zbl 1431.90170
Huang, Yonghui; Lian, Zhaotong; Guo, Xianping
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
Limit theorems for random polytopes with vertices on convex surfaces. Zbl 1475.52009
Turchi, N.; Wespi, F.
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
Multi-type subcritical branching processes in a random environment. Zbl 1431.60103
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
On an optimal extraction problem with regime switching. Zbl 1431.91277
Ferrari, Giorgio; Yang, Shuzhen
2018
Multitype branching processes with inhomogeneous Poisson immigration. Zbl 1431.60100
Mitov, Kosto V.; Yanev, Nikolay M.; Hyrien, Ollivier
2018
Stretch factor in a planar Poisson-Delaunay triangulation with a large intensity. Zbl 1431.60012
Chenavier, Nicolas; Devillers, Olivier
2018
Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise. Zbl 1441.60033
Qiao, Huijie
2018
Jante’s law process. Zbl 1431.60071
Kennerberg, Philip; Volkov, Stanislav
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
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
Renewal theorems for processes with dependent interarrival times. Zbl 1431.60106
Kombrink, Sabrina
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
2018
Percolation results for the continuum random cluster model. Zbl 1431.60013
Houdebert, Pierre
2018
On concentration properties of partially observed chaotic systems. Zbl 1434.37047
Paulin, Daniel; Jasra, Ajay; Crisan, Dan; Beskos, Alexandros
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
Identification and isotropy characterization of deformed random fields through excursion sets. Zbl 1436.62452
Fournier, Julie
2018
Integral estimation based on Markovian design. Zbl 1436.62397
Azaïs, Romain; Delyon, Bernard; Portier, François
2018
Extremes of nonstationary Gaussian fluid queues. Zbl 1444.60024
Dȩbicki, Krzysztof; Liu, Peng
2018
Dilation volumes of sets of finite perimeter. Zbl 1440.60012
Kiderlen, Markus; Rataj, Jan
2018
Efficient simulation of Brown-Resnick processes based on variance reduction of Gaussian processes. Zbl 1436.60051
Oesting, Marco; Strokorb, Kirstin
2018
The sequential loss of allelic diversity. Zbl 1432.92060
Achaz, Guillaume; Lambert, Amaury; Schertzer, Emmanuel
2018
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### 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
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### 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
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### 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)