## Journal of Applied Probability

 Short Title: J. Appl. Probab. Publisher: Applied Probability Trust, Sheffield ISSN: 0021-9002; 1475-6072/e Online: https://www.cambridge.org/core/journals/journal-of-applied-probability/all-issueshttp://projecteuclid.org/jap Comments: Indexed cover-to-cover
 Documents Indexed: 5,365 Publications (since 1964) References Indexed: 1,566 Publications with 30,157 References.
all top 5

### Latest Issues

 59, No. 3 (2022) 59, No. 2 (2022) 59, No. 1 (2022) 58, No. 4 (2021) 58, No. 3 (2021) 58, No. 2 (2021) 58, No. 1 (2021) 57, No. 4 (2020) 57, No. 3 (2020) 57, No. 2 (2020) 57, No. 1 (2020) 56, No. 4 (2019) 56, No. 3 (2019) 56, No. 2 (2019) 56, No. 1 (2019) 55, No. 4 (2018) 55, No. 3 (2018) 55, No. 2 (2018) 55, No. 1 (2018) 54, No. 4 (2017) 54, No. 3 (2017) 54, No. 2 (2017) 54, No. 1 (2017) 53, No. 4 (2016) 53, No. 3 (2016) 53, No. 2 (2016) 53, No. 1 (2016) 52, No. 4 (2015) 52, No. 3 (2015) 52, No. 2 (2015) 52, No. 1 (2015) 51A, Spec. Vol. (2014) 51, No. 4 (2014) 51, No. 3 (2014) 51, No. 2 (2014) 51, No. 1 (2014) 50, No. 4 (2013) 50, No. 3 (2013) 50, No. 2 (2013) 50, No. 1 (2013) 49, No. 4 (2012) 49, No. 3 (2012) 49, No. 2 (2012) 49, No. 1 (2012) 48A, Spec. Vol. (2011) 48, No. 4 (2011) 48, No. 3 (2011) 48, No. 2 (2011) 48, No. 1 (2011) 47, No. 4 (2010) 47, No. 3 (2010) 47, No. 2 (2010) 47, No. 1 (2010) 46, No. 4 (2009) 46, No. 3 (2009) 46, No. 2 (2009) 46, No. 1 (2009) 45, No. 4 (2008) 45, No. 3 (2008) 45, No. 2 (2008) 45, No. 1 (2008) 44, No. 4 (2007) 44, No. 3 (2007) 44, No. 2 (2007) 44, No. 1 (2007) 43, No. 4 (2006) 43, No. 3 (2006) 43, No. 2 (2006) 43, No. 1 (2006) 42, No. 4 (2005) 42, No. 3 (2005) 42, No. 2 (2005) 42, No. 1 (2005) 41A, Spec. Iss. (2004) 41, No. 4 (2004) 41, No. 3 (2004) 41, No. 2 (2004) 41, No. 1 (2004) 40, No. 4 (2003) 40, No. 3 (2003) 40, No. 2 (2003) 40, No. 1 (2003) 39, No. 4 (2002) 39, No. 3 (2002) 39, No. 2 (2002) 39, No. 1 (2002) 38A, Spec. Iss. (2001) 38, No. 4 (2001) 38, No. 3 (2001) 38, No. 2 (2001) 38, No. 1 (2001) 37, No. 4 (2000) 37, No. 3 (2000) 37, No. 2 (2000) 37, No. 1 (2000) 36, No. 4 (1999) 36, No. 3 (1999) 36, No. 2 (1999) 36, No. 1 (1999) 35, No. 4 (1998) ...and 69 more Volumes
all top 5

### Authors

 34 Ross, Sheldon Mark 30 Seneta, Eugene 28 Heyde, Christopher Charles 26 Kella, Offer 24 Daley, Daryl John 24 Gani, Joseph Mark 22 Miyazawa, Masakiyo 22 Stadje, Wolfgang 21 Boxma, Onno Johan 21 Pakes, Anthony G. 20 Ball, Frank G. 20 Ebrahimi, Nader D. 20 Resnick, Sidney Ira 20 Shanthikumar, Jeyaveerasingam George 19 Lefèvre, Claude 19 Neuts, Marcel Fernand 19 Whitt, Ward 17 Shepp, Lawrence Alan 16 Cha, Ji Hwan 16 Pollett, Philip K. 16 Renshaw, Eric 16 Roberts, Gareth O. 16 Savits, Thomas H. 16 Sudbury, Aidan 16 Tweedie, Richard Lewis 15 Brockwell, Peter J. 15 Doney, Ronald Arthur 15 Holst, Lars 15 Phatarfod, Ravindra M. 15 Shaked, Moshe 15 Takács, Lajos 15 Walrand, Jean C. 14 Barbour, Andrew David 14 Block, Henry W. 14 Bruss, Franz Thomas 14 Cowan, Richard J. 14 Glazebrook, Kevin D. 14 Iksanov, Aleksander M. 14 Janson, Svante 14 Klebaner, Fima C. 14 Kyprianou, Andreas E. 14 Mahmoud, Hosam M. 13 Asmussen, Søren 13 Baccelli, François Louis 13 Balakrishnan, Narayanaswamy 13 Borovkov, Konstantin A. 13 Jagers, Peter 13 Keilson, Julian 13 Langberg, Naftali A. 13 Mandjes, Michel Robertus Hendrikus 13 Peköz, Erol A. 13 Ricciardi, Luigi Maria 13 Righter, Rhonda 13 Taylor, Peter Gerrard 13 Teugels, Jozef L. 13 Wolff, Ronald W. 12 Di Crescenzo, Antonio 12 Haigh, John 12 McCormick, William P. 12 Möhle, Martin 12 Rüschendorf, Ludger 12 Sumita, Ushio 12 Weber, Richard Robert 12 Whittle, Peter 11 Billard, Lynne 11 Britton, Tom 11 Brown, Mark 11 Ekström, Erik 11 Glynn, Peter W. 11 Kaplan, Norman L. 11 Kijima, Masaaki 11 Kingman, John Frank Charles 11 Klüppelberg, Claudia 11 Moran, Patrick Alfred Pierce 11 Natvig, Bent 11 Proschan, Frank 11 Rogers, L. C. G. 11 Tang, Qihe 11 Weiner, Howard Jacob 11 Zacks, Shelemyahu 10 Arnold, Barry Charles 10 Athreya, Krishna Balasundaram 10 Chen, Anyue 10 Conolly, Brian W. 10 Gnedin, Alexander V. 10 Grübel, Rudolf 10 Guillemin, Fabrice M. 10 Hall, Peter Gavin 10 Hannan, Edward James 10 Hines, W. G. S. 10 Hüsler, Jürg 10 Kennedy, Douglas P. 10 Letac, Gérard G. 10 Navarro, Jorge 10 Picard, Philippe 10 Quine, Malcolm P. 10 Sericola, Bruno 10 Sigman, Karl 10 Szekli, Ryszard 10 Yao, Yi-Ching ...and 4,147 more Authors
all top 5

### Fields

 4,620 Probability theory and stochastic processes (60-XX) 939 Statistics (62-XX) 825 Operations research, mathematical programming (90-XX) 440 Biology and other natural sciences (92-XX) 391 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 162 Numerical analysis (65-XX) 162 Computer science (68-XX) 158 Combinatorics (05-XX) 121 Systems theory; control (93-XX) 70 Statistical mechanics, structure of matter (82-XX) 48 Information and communication theory, circuits (94-XX) 40 Convex and discrete geometry (52-XX) 36 Linear and multilinear algebra; matrix theory (15-XX) 33 History and biography (01-XX) 27 Partial differential equations (35-XX) 23 Integral transforms, operational calculus (44-XX) 23 Calculus of variations and optimal control; optimization (49-XX) 20 Dynamical systems and ergodic theory (37-XX) 17 Special functions (33-XX) 17 Ordinary differential equations (34-XX) 17 Operator theory (47-XX) 16 Real functions (26-XX) 15 Measure and integration (28-XX) 15 Geophysics (86-XX) 14 Difference and functional equations (39-XX) 14 Approximations and expansions (41-XX) 13 Integral equations (45-XX) 11 Number theory (11-XX) 8 Functional analysis (46-XX) 7 Functions of a complex variable (30-XX) 7 Harmonic analysis on Euclidean spaces (42-XX) 5 Differential geometry (53-XX) 4 Mathematical logic and foundations (03-XX) 4 Sequences, series, summability (40-XX) 4 Quantum theory (81-XX) 3 General and overarching topics; collections (00-XX) 3 Nonassociative rings and algebras (17-XX) 3 Global analysis, analysis on manifolds (58-XX) 3 Mechanics of particles and systems (70-XX) 2 Order, lattices, ordered algebraic structures (06-XX) 2 Field theory and polynomials (12-XX) 2 Geometry (51-XX) 2 Mechanics of deformable solids (74-XX) 2 Fluid mechanics (76-XX) 2 Optics, electromagnetic theory (78-XX) 2 Classical thermodynamics, heat transfer (80-XX) 2 Mathematics education (97-XX) 1 Commutative algebra (13-XX) 1 Group theory and generalizations (20-XX) 1 Abstract harmonic analysis (43-XX) 1 General topology (54-XX) 1 Astronomy and astrophysics (85-XX)

### Citations contained in zbMATH Open

4,329 Publications have been cited 39,330 times in 24,274 Documents Cited by Year
A new family of life distributions. Zbl 0209.49801
Birnbaum, Z. W.; Saunders, S. C.
1969
Solutions of ordinary differential equations as limits of pure jump Markov processes. Zbl 0191.47301
Kurtz, T. G.
1970
A versatile Markovian point process. Zbl 0422.60043
Neuts, Marcel F.
1979
Limit theorems for continuous-time random walks with infinite mean waiting times. Zbl 1065.60042
Meerschaert, Mark M.; Scheffler, Hans-Peter
2004
Limit theorems for sequences of jump Markov processes approximating ordinary differential processes. Zbl 0219.60060
Kurtz, T. G.
1971
Changes of numéraire, changes of probability measure and option pricing. Zbl 0829.90007
Geman, Hélyette; El Karoui, Nicole; Rochet, Jean-Charles
1995
On the genealogy of large populations. Zbl 0516.92011
Kingman, J. F. C.
1982
The value of an Asian option. Zbl 0839.90013
Rogers, L. C. G.; Shi, Z.
1995
Imperfect repair. Zbl 0526.60080
Brown, Mark; Proschan, Frank
1983
The asymptotic theory of linear time-series models. Zbl 0261.62073
Hannan, E. J.
1973
Estimation for a family of life distributions with applications to fatigue. Zbl 0216.22702
Birnbaum, Z. W.; Saunders, S. C.
1969
A cluster process representation of a self-exciting process. Zbl 0305.60021
Hawkes, Alan G.; Oakes, David
1974
Product-form queueing networks with negative and positive customers. Zbl 0741.60091
Gelenbe, Erol
1991
Subexponential distributions and integrated tails. Zbl 0651.60020
Klüppelberg, Claudia
1988
Diffusion models in population genetics. Zbl 0134.38103
Kimura, Motoo
1964
Non-strong mixing autoregressive processes. Zbl 0552.60049
Andrews, Donald W. K.
1984
The general coalescent with asynchronous mergers of ancestral lines. Zbl 0962.92026
Sagitov, Serik
1999
Some results for repairable systems with general repair. Zbl 0671.60080
Kijima, Masaaki
1989
Age-dependent minimal repair. Zbl 0564.60084
Block, Henry W.; Borges, Wagner S.; Savits, Thomas H.
1985
On the eigenvalues of random matrices. Zbl 0807.15015
1994
Martingale convergence in the branching random walk. Zbl 0356.60053
Biggins, J. D.
1977
An integer-valued p th-order autoregressive structure (INAR(p)) process. Zbl 0704.62081
Alzaid, A. A.; Al-Osh, M.
1990
Approximations of small jumps of Lévy processes with a view towards simulation. Zbl 0989.60047
Asmussen, Søren; Rosiński, Jan
2001
Weak convergence of probability measures and random functions in the function space D$$[0,\infty)$$. Zbl 0258.60008
Lindvall, Torgny
1973
Inequalities with applications to percolation and reliability. Zbl 0571.60019
van den Berg, J.; Kesten, H.
1985
Perburbation theory and finite Markov chains. Zbl 0196.19803
Schweitzer, Paul J.
1968
On quasi-stationary distributions on absorbing discrete-time finite Markov chains. Zbl 0134.34704
Darroch, J. N.; Seneta, E.
1965
A logarithmic reduction algorithm for quasi-birth-death processes. Zbl 0789.60055
Latouche, Guy; Ramaswami, V.
1993
On estimating the diffusion coefficient from discrete observations. Zbl 0796.62070
Florens-Zmirou, Danielle
1993
Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms. Zbl 1137.62015
Roberts, Gareth O.; Rosenthal, Jeffrey S.
2007
Large deviations of heavy-tailed random sums with applications in insurance and finance. Zbl 0903.60021
Klüppelberg, C.; Mikosch, T.
1997
Convolution equivalence and infinite divisibility. Zbl 1051.60019
Pakes, Anthony G.
2004
Stochastic approach to chemical kinetics. Zbl 0231.60090
McQuarrie, Donald A.
1967
Exponential behavior in the presence of dependence in risk theory. Zbl 1097.62110
Albrecher, Hansjörg; Teugels, Jef L.
2006
On quasi-stationary distributions in absorbing continuous-time finite Markov chains. Zbl 0168.16303
Darroch, J. N.; Seneta, E.
1967
Extreme values of independent stochastic processes. Zbl 0384.60055
Brown, Bruce M.; Resnick, Sidney I.
1977
Entropy-based measure of uncertainty in past lifetime distributions. Zbl 1003.62087
Di Crescenzo, Antonio; Longobardi, Maria
2002
Optimality of the shortest line discipline. Zbl 0357.60023
Winston, Wayne
1977
On the rate of convergence of normal extremes. Zbl 0403.60024
Hall, Peter
1979
The strong law of large numbers for extended negatively dependent random variables. Zbl 1213.60058
Chen, Yiqing; Chen, Anyue; Ng, Kai W.
2010
Limit theorems for iterated random functions. Zbl 1046.60024
Wu, Wei Biao; Shao, Xiaofeng
2004
Precise large deviations for sums of random variables with consistently varying tails. Zbl 1051.60032
Ng, Kai W.; Tang, Qihe; Yan, Jia-An; Yang, Hailiang
2004
On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states. Zbl 0147.36603
Seneta, E.; Vere-Jones, D.
1966
Restless bandits: Activity allocation in a changing world. Zbl 0664.90043
Whittle, P.
1988
Diffusion approximations in collective risk theory. Zbl 0191.51202
Iglehart, D. L.
1969
A continuous-time GARCH process driven by a Lévy process: Stationarity and second-order behaviour. Zbl 1068.62093
Klüppelberg, Claudia; Lindner, Alexander; Maller, Ross
2004
Oscillating random walk models for GI/G/1 vacation systems with Bernoulli schedules. Zbl 0612.60087
Keilson, J.; Servi, L. D.
1986
The second-order analysis of stationary point processes. Zbl 0364.60087
Ripley, B. D.
1976
A supplement to the strong law of large numbers. Zbl 0305.60008
Heyde, C. C.
1975
Multivariate distributions for the life lengths of components of a system sharing a common environment. Zbl 0603.60084
Lindley, Dennis V.; Singpurwalla, Nozer D.
1986
Applications of the hazard rate ordering in reliability and order statistics. Zbl 0793.62053
Boland, Philip J.; El-Neweihi, Emad; Proschan, Frank
1994
Asymptotic behaviour of continuous time, continuous state-space branching processes. Zbl 0301.60060
Grey, D. R.
1974
Exact and ordinary lumpability in finite Markov chains. Zbl 0796.60073
Buchholz, Peter
1994
Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov- Smirnov test. Zbl 0225.60037
Durbin, J.
1971
Useful martingales for stochastic storage processes with Lévy input. Zbl 0761.60065
Kella, Offer; Whitt, Ward
1992
Asymptotic stability of stochastic differential equations driven by Lévy noise. Zbl 1185.60058
Applebaum, David; Siakalli, Michailina
2009
Dispersive ordering of distributions. Zbl 0481.60022
Shaked, Moshe
1982
Logarithmic asymptotics for steady-state tail probabilities in a single- server queue. Zbl 0805.60093
Glynn, Peter W.; Whitt, Ward
1994
Chernoff’s theorem in the branching random walk. Zbl 0373.60090
Biggins, J. D.
1977
Diffusion with ’collisions’ between particles. Zbl 0139.34804
Harris, T. E.
1965
Multivariate Hawkes processes: an application to financial data. Zbl 1242.62093
Embrechts, Paul; Liniger, Thomas; Lin, Lu
2011
Analysis of the $$M^ X/G/1$$ queue with $$N$$-policy and multiple vacations. Zbl 0804.60081
Lee, Ho Woo; Lee, Soon Seok; Park, Jeong Ok; Chae, K. C.
1994
The threshold behaviour of epidemic models. Zbl 0519.92023
Ball, Frank
1983
Mixture representations of residual lifetimes of used systems. Zbl 1155.60305
Navarro, Jorge; Balakrishnan, N.; Samaniego, Francisco J.
2008
Partial orderings of distributions based on right-spread functions. Zbl 0898.62124
Fernández Ponce, J. M.; Kochar, S. C.; Muñoz Pérez, J.
1998
Some new results on stochastic comparisons of parallel systems. Zbl 0995.62104
Khaledi, Baha-Eldin; Kochar, Subhash
2000
Multivariate normal approximations by Stein’s method and size bias couplings. Zbl 0845.60023
Goldstein, Larry; Rinott, Yosef
1996
On the tails of waiting-time distributions. Zbl 0314.60072
Pakes, A. G.
1975
Discrimination between monotonic trends and long-range dependence. Zbl 0623.62085
Künsch, H.
1986
Queues with negative arrivals. Zbl 0744.60110
Gelenbe, Erol; Glynn, Peter; Sigman, Karl
1991
On the prediction of fractional Brownian motion. Zbl 0861.60049
Gripenberg, Gustaf; Norros, Ilkka
1996
The total progeny in a branching process and a related random walk. Zbl 0192.54401
Dwass, M.
1969
G-networks with triggered customer movement. Zbl 0781.60088
Gelenbe, Erol
1993
The stationary distribution of the infinitely-many neutral alleles diffusion model. Zbl 0356.92012
Watterson, G. A.
1976
The first-passage density of a continuous Gaussian process to a general boundary. Zbl 0576.60029
Durbin, J.
1985
On the optimal assignment of customers to parallel servers. Zbl 0378.60095
Weber, Richard R.
1978
Signatures of indirect majority systems. Zbl 1042.62090
Boland, Philip J.
2001
On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012
Cai, Jun; Tang, Qihe
2004
Distributional study of De Finetti’s dividend problem for a general Lévy insurance risk process. Zbl 1137.60047
Kyprianou, A. E.; Palmowski, Z.
2007
An explicit solution to an optimal stopping problem with regime switching. Zbl 0988.60038
Guo, Xin
2001
A Pollaczek-Khintchine formula for $$M/G/1$$ queues with disasters. Zbl 0867.60082
Jain, Gautam; Sigman, Karl
1996
Aspects of positive ageing. Zbl 0612.60072
Deshpande, Jayant V.; Kochar, Subhash C.; Singh, Harshinder
1986
Multistate reliability models. Zbl 0435.60088
Griffith, William S.
1980
Non-linear time series regression. Zbl 0227.62052
Hannan, E. J.
1971
Longest common subsequences of two random sequences. Zbl 0313.60008
Chvatal, Vaclav; Sankoff, David
1975
New partial ordering of survival functions based on the notion of uncertainty. Zbl 0817.62082
1995
Conditional tail expectations for multivariate phase-type distributions. Zbl 1079.62022
Cai, Jun; Li, Haijun
2005
Sensitivity and convergence of uniformly ergodic Markov chains. Zbl 1092.60027
Mitrophanov, A. Yu.
2005
Marked point processes as limits of Markovian arrival streams. Zbl 0778.60035
Asmussen, Søren; Koole, Ger
1993
The M/M/1 queue with mass exodus and mass arrivals when empty. Zbl 0876.60079
Chen, Anyue; Renshaw, Eric
1997
A threshold AR(1) model. Zbl 0541.62073
Petruccelli, Joseph D.; Woolford, Samuel W.
1984
An upper bound for the probability of a union. Zbl 0349.60007
Hunter, David
1976
A quantum-mechanical central limit theorem. Zbl 0224.60049
Cushen, C. D.; Hudson, R. L.
1971
A generalized bivariate exponential distribution. Zbl 0155.24001
Marshall, A. W.; Olkin, I.
1967
First-passage-time density and moments of the Ornstein-Uhlenbeck process. Zbl 0651.60080
Ricciardi, Luigi M.; Sato, Shunsuke
1988
Approximations of boundary crossing probabilities for a Brownian motion. Zbl 0978.60092
Novikov, Alex; Frishling, Volf; Kordzakhia, Nino
1999
Portfolio optimization with unobservable Markov-modulated drift process. Zbl 1138.93428
Rieder, Ulrich; Bäuerle, Nicole
2005
Pseudo-conservation laws in cyclic-service systems. Zbl 0639.60087
Boxma, O. J.; Groenendijk, W. P.
1987
Martingales versus PDEs in finance: an equivalence result with examples. Zbl 0996.91069
Heath, David; Schweizer, Martin
2000
Reliability analysis of M/G/1 queueing systems with server breakdowns and vacations. Zbl 0894.60084
Li, Wei; Shi, Dinghua; Chao, Xiuli
1997
Rate of strong convergence to Markov-modulated Brownian motion. Zbl 07501645
Nguyen, Giang T.; Peralta, Oscar
2022
On the continuity of Pickands constants. Zbl 07501657
Dębicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew
2022
Large-deviation results for triangular arrays of semiexponential random variables. Zbl 07554596
Klein, Thierry; Lagnoux, Agnès; Petit, Pierre
2022
Ruin probabilities with investments: smoothness, integro-differential and ordinary differential equations, asymptotic behavior. (Ruin probabilities with investments: smoothness, inegro-differential and ordinary differential equations, asymptotic behavior.) Zbl 1489.91222
Kabanov, Yuri; Pukhlyakov, Nikita
2022
A product form for the general stochastic matching model. Zbl 1476.60121
Moyal, Pascal; Bušić, Ana; Mairesse, Jean
2021
Sequential metric dimension for random graphs. Zbl 1482.05314
Ódor, Gergely; Thiran, Patrick
2021
Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure. Zbl 1476.60090
2021
Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates. Zbl 1470.90152
Guo, Xin; Huang, Yonghui
2021
Variations of the elephant random walk. Zbl 1479.60049
2021
Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration. Zbl 1478.60237
Rabehasaina, Landy; Woo, Jae-Kyung
2021
Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment. Zbl 1476.60155
Leman, H.; Pardo, J. C.
2021
Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift. Zbl 1458.91208
Sass, Jörn; Westphal, Dorothee; Wunderlich, Ralf
2021
Gaussian process approximations for multicolor Pólya urn models. Zbl 1476.60015
Borovkov, Konstantin
2021
On classes of life distributions based on the mean time to failure function. Zbl 1467.62159
Khan, Ruhul Ali; Bhattacharyya, Dhrubasish; Mitra, Murari
2021
Exact simulation of Ornstein-Uhlenbeck tempered stable processes. Zbl 07364090
Qu, Yan; Dassios, Angelos; Zhao, Hongbiao
2021
Couplings for determinantal point processes and their reduced palm distributions with a view to quantifying repulsiveness. Zbl 1476.60087
Møller, Jesper; O&rsquo;Reilly, Eliza
2021
Queues with path-dependent arrival processes. Zbl 1476.60166
Fendick, Kerry; Whitt, Ward
2021
Arcsine laws for random walks generated from random permutations with applications to genomics. Zbl 1475.60021
Fang, Xiao; Gan, Han L.; Holmes, Susan; Huang, Haiyan; Peköz, Erol; Röllin, Adrian; Tang, Wenpin
2021
Two Poisson limit theorems for the coupon collector’s problem with group drawings. Zbl 1478.60092
Schilling, Judith; Henze, Norbert
2021
Simultaneous ruin probability for two-dimensional Brownian risk model. Zbl 1464.60031
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew
2020
Branching processes in a random environment with immigration stopped at zero. Zbl 1434.60240
Dyakonova, Elena; Li, Doudou; Vatutin, Vladimir; Zhang, Mei
2020
Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model. Zbl 1443.60068
Nguyen, Dang H.; Nguyen, Nhu N.; Yin, George
2020
A unifying approach to branching processes in a varying environment. Zbl 1434.60242
Kersting, Götz
2020
Weak convergence of random processes with immigration at random times. Zbl 1434.60068
Dong, Congzao; Iksanov, Alexander
2020
A functional limit theorem for general shot noise processes. Zbl 1434.60106
Iksanov, Alexander; Rashytov, Bohdan
2020
Tails of exit times from unstable equilibria on the line. Zbl 1464.60057
Bakhtin, Yuri; Pajor-Gyulai, Zsolt
2020
On two classes of reflected autoregressive processes. Zbl 1444.62098
Boxma, Onno; Löpker, Andreas; Mandjes, Michel
2020
Trees grown under young-age preferential attachment. Zbl 1453.05022
Lyon, Merritt R.; Mahmoud, Hosam M.
2020
Strong convergence of multivariate maxima. Zbl 1462.60068
Falk, Michael; Padoan, Simone A.; Rizzelli, Stefano
2020
On the extension of signature-based representations for coherent systems with dependent non-exchangeable components. Zbl 1464.60015
Navarro, Jorge; Fernández-Sánchez, Juan
2020
Liu, Xin; Ying, Lei
2020
Existence of Gibbs point processes with stable infinite range interaction. Zbl 1457.60141
Dereudre, David; Vasseur, Thibaut
2020
Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications. Zbl 1457.60026
Li, Lu; Wu, Qinyu; Mao, Tiantian
2020
Decorrelation of a class of Gibbs particle processes and asymptotic properties of $$U$$-statistics. Zbl 1457.60066
Beneš, Viktor; Hofer-Temmel, Christoph; Last, Günter; Večeřa, Jakub
2020
Skeletal stochastic differential equations for superprocesses. Zbl 1457.60128
Fekete, Dorottya; Fontbona, Joaquin; Kyprianou, Andreas E.
2020
On $$\Lambda$$-Fleming-Viot processes with general frequency-dependent selection. Zbl 1457.60079
2020
Multivariate finite-support phase-type distributions. Zbl 1457.60027
Pavithra, Celeste R.; Deepak, T. G.
2020
Improvements on the distribution of maximal segmental scores in a Markovian sequence. Zbl 1435.60052
Grusea, S.; Mercier, S.
2020
On the occupancy problem for a regime-switching model. Zbl 1434.60183
Grabchak, Michael; Kelbert, Mark; Paris, Quentin
2020
Directed preferential attachment models: limiting degree distributions and their tails. Zbl 1434.60312
Britton, Tom
2020
On first passage times of sticky reflecting diffusion processes with double exponential jumps. Zbl 1462.60104
Song, Shiyu; Wang, Yongjin
2020
On a class of random walks in simplexes. Zbl 1446.60052
Nguyen, Tuan-Minh; Volkov, Stanislav
2020
Asymptotic results on Hoppe trees and their variations. Zbl 1444.05041
Hiesmayr, Ella; Işlak, Ümit
2020
Optimal stopping for measure-valued piecewise deterministic Markov processes. Zbl 1446.60034
Cloez, Bertrand; De Saporta, Benoîte; Joubaud, Maud
2020
Joint law of an Ornstein-Uhlenbeck process and its supremum. Zbl 1456.60199
Blanchet-Scalliet, Christophette; Dorobantu, Diana; Gay, Laura
2020
Long-range orientational order of random near-lattice hard sphere and hard disk processes. Zbl 1446.60082
Gaál, Alexisz Tamás
2020
Central limit theorems for nearly long range dependent subordinated linear processes. Zbl 1446.60023
Wendler, Martin; Wu, Wei Biao
2020
Limit theory for unbiased and consistent estimators of statistics of random tessellations. Zbl 1445.60020
Flimmel, Daniela; Pawlas, Zbyněk; Yukich, J. E.
2020
Strong convergence of infinite color balanced urns under uniform ergodicity. Zbl 1452.60019
Bandyopadhyay, Antar; Janson, Svante; Thacker, Debleena
2020
On moderate deviations in Poisson approximation. Zbl 1452.60020
Liu, Qingwei; Xia, Aihua
2020
A temporal factorization at the maximum for certain positive self-similar Markov processes. Zbl 1457.60058
Vidmar, Matija
2020
Maximizing the $$p$$th moment of the exit time of planar Brownian motion from a given domain. Zbl 1457.60125
Boudabra, Maher; Markowsky, Greg
2020
Exact sampling of determinantal point processes without eigendecomposition. Zbl 1472.60085
Launay, Claire; Galerne, Bruno; Desolneux, Agnès
2020
Synchronized Lévy queues. Zbl 1457.60139
Kella, Offer; Boxma, Onno
2020
Representations of Hermite processes using local time of intersecting stationary stable regenerative sets. Zbl 1457.60056
Bai, Shuyang
2020
Robust Wasserstein profile inference and applications to machine learning. Zbl 1436.62336
Blanchet, Jose; Kang, Yang; Murthy, Karthyek
2019
Exit problems for general draw-down times of spectrally negative Lévy processes. Zbl 1415.60048
Li, Bo; Vu, Nhat Linh; Zhou, Xiaowen
2019
Asymptotic behaviour of randomised fractional volatility models. Zbl 1465.60071
Horvath, Blanka; Jacquier, Antoine; Lacombe, Chloé
2019
Inhomogeneous phase-type distributions and heavy tails. Zbl 1428.62103
2019
Absolute regularity of semi-contractive GARCH-type processes. Zbl 1418.60029
Doukhan, Paul; Neumann, Michael H.
2019
On maxima of stationary fields. Zbl 1427.60099
Soja-Kukieła, N.
2019
Central limit theorem for mean and variogram estimators in Lévy-based models. Zbl 1418.60017
Rønn-Nielsen, Anders; Vedel Jensen, Eva B.
2019
Limit theorems for the fractional nonhomogeneous Poisson process. Zbl 1418.60025
Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan
2019
The alpha-mixture of survival functions. Zbl 1428.62447
2019
Monte Carlo integration with a growing number of control variates. Zbl 1427.60048
Portier, François; Segers, Johan
2019
Exact simulation of generalised Vervaat perpetuities. Zbl 1418.60040
Dassios, Angelos; Qu, Yan; Lim, Jia Wei
2019
Relational exchangeability. Zbl 1418.60027
Crane, Harry; Dempsey, Walter
2019
Degree correlations in scale-free random graph models. Zbl 1421.05082
Stegehuis, Clara
2019
Branching Brownian motion with spatially homogeneous and point-catalytic branching. Zbl 1436.60077
Bocharov, Sergey; Wang, Li
2019
Runoff on rooted trees. Zbl 1427.60203
Jones, Owen Dafydd
2019
Skeletal stochastic differential equations for continuous-state branching processes. Zbl 1427.60176
Fekete, D.; Fontbona, J.; Kyprianou, A. E.
2019
How strong can the Parrondo effect be? Zbl 1427.60152
Ethier, S. N.; Lee, Jiyeon
2019
Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes. Zbl 1432.91099
Goffard, Pierre-Olivier; Sarantsev, Andrey
2019
Is the Sibuya distribution a progeny? Zbl 1418.60112
Letac, Gérard
2019
Cramér type moderate deviations for random fields. Zbl 1418.60018
Beknazaryan, Aleksandr; Sang, Hailin; Xiao, Yimin
2019
A particle system approach to aggregation phenomena. Zbl 1416.35139
Flandoli, Franco; Leocata, Marta
2019
First passage upwards for state-dependent-killed spectrally negative Lévy processes. Zbl 1415.60050
Vidmar, Matija
2019
On the rate of convergence for the length of the longest common subsequences in hidden Markov models. Zbl 1415.60013
Houdré, C.; Kerchev, G.
2019
The limit distribution of the maximum probability nearest-neighbour ball. Zbl 1415.60028
Györfi, László; Henze, Norbert; Walk, Harro
2019
On first exit times and their means for Brownian bridges. Zbl 1436.60075
Geiss, Christel; Luoto, Antti; Salminen, Paavo
2019
A martingale approach for asset allocation with derivative security and hidden economic risk. Zbl 1425.91408
Siu, Tak Kuen; Zhu, Jinxia; Yang, Hailiang
2019
Transient and slim versus recurrent and fat: random walks and the trees they grow. Zbl 1436.60084
Iacobelli, Giulio; Figueiredo, Daniel R.; Neglia, Giovanni
2019
Discrete-type approximations for non-Markovian optimal stopping problems. I. Zbl 1427.60069
Leão, Dorival; Ohashi, Alberto; Russo, Francesco
2019
Piecewise deterministic processes following two alternating patterns. Zbl 1427.60162
Ratanov, Nikita; Di Crescenzo, Antonio; Martinucci, Barbara
2019
Random affine simplexes. Zbl 1447.60033
Götze, Friedrich; Gusakova, Anna; Zaporozhets, Dmitry
2019
A conditional Berry-Esseen inequality. Zbl 1418.60015
Klein, Thierry; Lagnoux, Agnés; Petit, Pierre
2019
On negative association of some finite point processes on general state spaces. Zbl 1418.60042
Last, Günter; Szekli, Ryszard
2019
Preservation of the mean residual life order for coherent and mixed systems. Zbl 1418.60013
Lindqvist, Bo H.; Samaniego, Francisco J.; Wang, Nana
2019
Monte Carlo fusion. Zbl 1416.65017
Dai, Hongsheng; Pollock, Murray; Roberts, Gareth
2019
Measures of ageing tendency. Zbl 1415.60020
Szymkowiak, Magdalena
2019
On the existence of sure profits via flash strategies. Zbl 1422.91650
Fontana, Claudio; Pelger, Markus; Platen, Eckhard
2019
Some explicit results on one kind of sticky diffusion. Zbl 1415.60093
Jiang, Yiming; Song, Shiyu; Wang, Yongjin
2019
The $$N$$-star network evolution model. Zbl 1416.05258
Fazekas, István; Noszály, Csaba; Perecsényi, Attila
2019
The de Vylder-Goovaerts conjecture holds within the diffusion limit. Zbl 1415.60031
Ankirchner, Stefan; Blanchet-Scalliet, Christophette; Kazi-Tani, Nabil
2019
On association and other forms of positive dependence for Feller processes. Zbl 1415.60022
Tu, Eddie
2019
Boundary effect in competition processes. Zbl 1436.60082
2019
Comparing lifetimes of coherent systems with dependent components operating in random environments. Zbl 1423.90068
Hazra, Nil Kamal; Finkelstein, Maxim
2019
Pathwise large deviations for the rough Bergomi model. Zbl 1405.60037
Jacquier, Antoine; Pakkanen, Mikko S.; Stone, Henry
2018
General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes. Zbl 1396.91314
Wang, Wenyuan; Zhou, Xiaowen
2018
Infinite-server queues with Hawkes input. Zbl 1402.60120
Koops, D. T.; Saxena, M.; Boxma, O. J.; Mandjes, M.
2018
...and 1504 more Documents
all top 5

### Cited by 20,232 Authors

 145 Balakrishnan, Narayanaswamy 104 Mandjes, Michel Robertus Hendrikus 80 Boxma, Onno Johan 76 Cha, Ji Hwan 73 Hashorva, Enkelejd 72 Li, Xiaohu 61 Lefèvre, Claude 60 Leonenko, Nikolai N. 59 Stadje, Wolfgang 59 Yang, Yang 58 Finkelstein, Maxim 57 Eryılmaz, Serkan N. 57 Navarro, Jorge 56 Whitt, Ward 53 Zhao, Peng 52 Asmussen, Søren 51 Resnick, Sidney Ira 51 Tang, Qihe 50 Leiva, Víctor 50 Wang, Yuebao 49 Kyprianou, Andreas E. 48 Guo, Xianping 48 Palmowski, Zbigniew 48 Perry, David 46 Nadarajah, Saralees 45 Pakes, Anthony G. 44 Di Crescenzo, Antonio 44 Sankaran, Paduthol Godan 44 Shaked, Moshe 44 Willmot, Gordon E. 44 Zeifman, Alexander Izrailevich 44 Zwart, Bert P. 43 Dębicki, Krzysztof 43 Klüppelberg, Claudia 42 Iksanov, Aleksander M. 42 Seneta, Eugene 41 Ball, Frank G. 41 Foss, Sergey G. 41 Kim, Bara 40 Mahmoud, Hosam M. 40 Ruiz, José-María 39 Meerschaert, Mark Marvin 39 Roberts, Gareth O. 39 Sheu, Sheyhuei 38 Albrecher, Hansjörg 38 Belzunce, Félix 38 van Leeuwaarden, Johan S. H. 37 Kabluchko, Zakhar A. 37 Kundu, Debasis 37 Taylor, Peter Gerrard 37 Wang, Kaiyong 36 Gonzalez-Velasco, Miguel 36 Hu, Taizhong 36 Ke, Jauchuan 36 Kochar, Subhash C. 36 Landriault, David 36 Mota, Manuel 36 Nair, N. Unnikrishnan 36 Pollett, Philip K. 35 Denuit, Michel M. 35 Huillet, Thierry E. 35 Kella, Offer 35 Šiaulys, Jonas 35 Tan, Zhongquan 34 Adan, Ivo J. B. F. 34 Glazebrook, Kevin D. 34 Janson, Svante 34 Lemonte, Artur José 34 Wu, Wei Biao 33 Artalejo, Jesus R. 33 Glynn, Peter W. 33 Pellerey, Franco 33 van der Hofstad, Remco W. 32 Leipus, Remigijus 32 Parthasarathy, Panamalai Ramarao 32 Vellaisamy, Palaniappan 31 Asadi, Majid 31 Cordeiro, Gauss Moutinho 31 Gupta, Ramesh Chandra 31 Li, Junping 31 Zhou, Xiaowen 30 Cheung, Eric C. K. 30 Ivanovs, Jevgeņijs 30 Möhle, Martin 30 Molina, Manuel 30 Nanda, Asok K. 29 Barbour, Andrew David 29 Blanchet, Jose H. 29 Chen, Anyue 29 Hüsler, Jürg 29 Knessl, Charles 29 Ma, Chunsheng 29 Macci, Claudio 29 Orsingher, Enzo 29 Peng, Zuoxiang 29 Yang, Hailiang 29 Yor, Marc 28 Choudhury, Gautam 28 Cui, Lirong 28 Gupta, Umesh Chandra ...and 20,132 more Authors
all top 5

### Cited in 871 Journals

 1,098 Statistics & Probability Letters 1,067 Stochastic Processes and their Applications 955 Journal of Applied Probability 728 Communications in Statistics. Theory and Methods 633 Queueing Systems 537 European Journal of Operational Research 511 The Annals of Applied Probability 502 Advances in Applied Probability 475 Journal of Statistical Planning and Inference 458 Insurance Mathematics & Economics 389 Theoretical Population Biology 363 Probability in the Engineering and Informational Sciences 362 Methodology and Computing in Applied Probability 303 Mathematical Biosciences 300 Journal of Multivariate Analysis 298 Operations Research Letters 288 Journal of Statistical Physics 285 Stochastic Models 280 Journal of Mathematical Analysis and Applications 263 The Annals of Probability 261 Bernoulli 260 Journal of Mathematical Biology 232 Journal of Theoretical Probability 228 Probability Theory and Related Fields 222 Stochastic Analysis and Applications 222 Annals of Operations Research 192 Computational Statistics and Data Analysis 188 Applied Mathematics and Computation 187 The Annals of Statistics 171 Journal of Computational and Applied Mathematics 169 Annals of the Institute of Statistical Mathematics 160 Journal of Econometrics 156 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 156 Extremes 155 Journal of Time Series Analysis 155 Journal of Statistical Computation and Simulation 149 Statistics 146 Quantitative Finance 143 Statistical Papers 141 Metrika 137 Applied Mathematical Modelling 128 Communications in Statistics. Simulation and Computation 125 Computers & Operations Research 125 Scandinavian Actuarial Journal 121 Journal of Theoretical Biology 118 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 111 Bulletin of Mathematical Biology 106 Stochastics 105 Physica A 104 Computers & Mathematics with Applications 104 Mathematical and Computer Modelling 102 Mathematical Methods of Operations Research 101 Electronic Journal of Probability 93 Lithuanian Mathematical Journal 90 Finance and Stochastics 90 International Journal of Theoretical and Applied Finance 84 International Journal of Systems Science 84 Linear Algebra and its Applications 81 Test 81 Electronic Journal of Statistics 78 ALEA. Latin American Journal of Probability and Mathematical Statistics 77 Theoretical Computer Science 75 Journal of Mathematical Sciences (New York) 75 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 73 Acta Mathematicae Applicatae Sinica. English Series 71 The Canadian Journal of Statistics 70 Mathematics of Operations Research 68 Econometric Theory 68 Frontiers of Mathematics in China 67 Statistics and Computing 66 Journal of Industrial and Management Optimization 66 Journal of the Korean Statistical Society 65 Optimization 63 Operations Research 62 Journal of Optimization Theory and Applications 62 Mathematical Problems in Engineering 62 Journal of Applied Statistics 62 Brazilian Journal of Probability and Statistics 60 Transactions of the American Mathematical Society 60 Statistical Science 59 Electronic Communications in Probability 57 Communications in Mathematical Physics 57 Journal of Economic Dynamics & Control 56 Acta Mathematica Sinica. English Series 56 Stochastic Systems 54 Science China. Mathematics 53 Acta Applicandae Mathematicae 52 Statistical Inference for Stochastic Processes 51 Automation and Remote Control 51 Journal of Nonparametric Statistics 51 Mathematical Finance 51 Applied Stochastic Models in Business and Industry 50 Sequential Analysis 50 SIAM Journal on Financial Mathematics 49 Applied Mathematics and Optimization 48 Theory of Probability and its Applications 48 Kybernetika 47 Random Structures & Algorithms 46 Automatica 45 Journal of Soviet Mathematics ...and 771 more Journals
all top 5

### Cited in 62 Fields

 15,627 Probability theory and stochastic processes (60-XX) 7,437 Statistics (62-XX) 4,377 Operations research, mathematical programming (90-XX) 3,617 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2,290 Biology and other natural sciences (92-XX) 1,438 Numerical analysis (65-XX) 1,131 Computer science (68-XX) 893 Systems theory; control (93-XX) 858 Combinatorics (05-XX) 764 Statistical mechanics, structure of matter (82-XX) 489 Partial differential equations (35-XX) 293 Dynamical systems and ergodic theory (37-XX) 275 Linear and multilinear algebra; matrix theory (15-XX) 268 Calculus of variations and optimal control; optimization (49-XX) 246 Ordinary differential equations (34-XX) 245 Information and communication theory, circuits (94-XX) 202 Convex and discrete geometry (52-XX) 154 Operator theory (47-XX) 142 Integral equations (45-XX) 130 Real functions (26-XX) 129 Special functions (33-XX) 119 Measure and integration (28-XX) 117 Integral transforms, operational calculus (44-XX) 100 Number theory (11-XX) 92 Functional analysis (46-XX) 88 Quantum theory (81-XX) 83 Harmonic analysis on Euclidean spaces (42-XX) 75 Fluid mechanics (76-XX) 72 Difference and functional equations (39-XX) 71 Geophysics (86-XX) 57 Approximations and expansions (41-XX) 56 History and biography (01-XX) 45 Group theory and generalizations (20-XX) 42 Functions of a complex variable (30-XX) 40 Differential geometry (53-XX) 33 Global analysis, analysis on manifolds (58-XX) 28 Classical thermodynamics, heat transfer (80-XX) 26 Sequences, series, summability (40-XX) 25 Order, lattices, ordered algebraic structures (06-XX) 23 Mechanics of deformable solids (74-XX) 22 Mathematical logic and foundations (03-XX) 19 Abstract harmonic analysis (43-XX) 17 Nonassociative rings and algebras (17-XX) 15 Topological groups, Lie groups (22-XX) 14 General and overarching topics; collections (00-XX) 14 General topology (54-XX) 14 Mechanics of particles and systems (70-XX) 12 Potential theory (31-XX) 11 Field theory and polynomials (12-XX) 11 Associative rings and algebras (16-XX) 11 Astronomy and astrophysics (85-XX) 10 Geometry (51-XX) 8 Algebraic geometry (14-XX) 8 Optics, electromagnetic theory (78-XX) 7 Commutative algebra (13-XX) 6 Manifolds and cell complexes (57-XX) 6 Relativity and gravitational theory (83-XX) 5 Mathematics education (97-XX) 4 Category theory; homological algebra (18-XX) 4 Several complex variables and analytic spaces (32-XX) 4 Algebraic topology (55-XX) 1 General algebraic systems (08-XX)