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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-issues
http://projecteuclid.org/jap
Comments: Indexed cover-to-cover
Documents Indexed: 5,426 Publications (since 1964)
References Indexed: 1,627 Publications with 31,796 References.
all top 5

Latest Issues

60, No. 2 (2023)
60, No. 1 (2023)
59, No. 4 (2022)
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)
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57, No. 1 (2020)
56, No. 4 (2019)
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41A, Spec. Iss. (2004)
41, No. 4 (2004)
41, No. 3 (2004)
41, No. 2 (2004)
41, No. 1 (2004)
40, No. 4 (2003)
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39, No. 4 (2002)
39, No. 3 (2002)
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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)
...and 72 more Volumes
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Authors

34 Ross, Sheldon Mark
30 Seneta, Eugene
28 Heyde, Christopher Charles
27 Kella, Offer
24 Daley, Daryl John
24 Gani, Joseph Mark
23 Boxma, Onno Johan
23 Stadje, Wolfgang
22 Miyazawa, Masakiyo
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 Iksanov, Aleksander M.
15 Mandjes, Michel Robertus Hendrikus
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 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 Di Crescenzo, Antonio
13 Jagers, Peter
13 Keilson, Julian
13 Langberg, Naftali A.
13 Peköz, Erol A.
13 Ricciardi, Luigi Maria
13 Righter, Rhonda
13 Taylor, Peter Gerrard
13 Teugels, Jozef L.
13 Wolff, Ronald W.
12 Britton, Tom
12 Haigh, John
12 McCormick, William P.
12 Möhle, Martin
12 RĂĽschendorf, Ludger
12 Sumita, Ushio
12 Weber, Richard Robert
12 Whittle, Peter
11 Billard, Lynne
11 Brown, Mark
11 Ekström, Erik
11 Glynn, Peter W.
11 Kaplan, Norman L.
11 Kijima, Masaaki
11 Kingman, John Frank Charles
11 KlĂĽppelberg, 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 Asadi, Majid
10 Athreya, Krishna Balasundaram
10 Chen, Anyue
10 Conolly, Brian W.
10 Gnedin, Alexander V.
10 GrĂĽbel, Rudolf
10 Guillemin, Fabrice M.
10 Hall, Peter Gavin
10 Hannan, Edward James
10 Hines, W. G. S.
10 HĂĽsler, JĂĽrg
10 Kennedy, Douglas P.
10 Letac, Gérard G.
10 Navarro, Jorge
10 Perry, David
10 Picard, Philippe
10 Quine, Malcolm P.
10 Sagitov, Serik
10 Sericola, Bruno
...and 4,224 more Authors
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Fields

4,679 Probability theory and stochastic processes (60-XX)
947 Statistics (62-XX)
831 Operations research, mathematical programming (90-XX)
444 Biology and other natural sciences (92-XX)
398 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
166 Computer science (68-XX)
164 Numerical analysis (65-XX)
163 Combinatorics (05-XX)
121 Systems theory; control (93-XX)
73 Statistical mechanics, structure of matter (82-XX)
50 Information and communication theory, circuits (94-XX)
41 Convex and discrete geometry (52-XX)
37 Linear and multilinear algebra; matrix theory (15-XX)
33 History and biography (01-XX)
29 Partial differential equations (35-XX)
24 Integral transforms, operational calculus (44-XX)
24 Calculus of variations and optimal control; optimization (49-XX)
22 Dynamical systems and ergodic theory (37-XX)
18 Ordinary differential equations (34-XX)
17 Special functions (33-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)
6 Differential geometry (53-XX)
5 Quantum theory (81-XX)
4 Mathematical logic and foundations (03-XX)
4 Sequences, series, summability (40-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 Algebraic topology (55-XX)
1 Astronomy and astrophysics (85-XX)

Publications by Year

Citations contained in zbMATH Open

4,382 Publications have been cited 40,938 times in 25,088 Documents Cited by Year
A new family of life distributions. Zbl 0209.49801
Birnbaum, Z. W.; Saunders, S. C.
255
1969
Solutions of ordinary differential equations as limits of pure jump Markov processes. Zbl 0191.47301
Kurtz, T. G.
237
1970
Limit theorems for continuous-time random walks with infinite mean waiting times. Zbl 1065.60042
Meerschaert, Mark M.; Scheffler, Hans-Peter
198
2004
A versatile Markovian point process. Zbl 0422.60043
Neuts, Marcel F.
192
1979
Limit theorems for sequences of jump Markov processes approximating ordinary differential processes. Zbl 0219.60060
Kurtz, T. G.
186
1971
Changes of numĂ©raire, changes of probability measure and option pricing. Zbl 0829.90007
Geman, Hélyette; El Karoui, Nicole; Rochet, Jean-Charles
181
1995
The value of an Asian option. Zbl 0839.90013
Rogers, L. C. G.; Shi, Z.
176
1995
On the genealogy of large populations. Zbl 0516.92011
Kingman, J. F. C.
176
1982
A cluster process representation of a self-exciting process. Zbl 0305.60021
Hawkes, Alan G.; Oakes, David
153
1974
Imperfect repair. Zbl 0526.60080
Brown, Mark; Proschan, Frank
151
1983
Estimation for a family of life distributions with applications to fatigue. Zbl 0216.22702
Birnbaum, Z. W.; Saunders, S. C.
151
1969
The asymptotic theory of linear time-series models. Zbl 0261.62073
Hannan, E. J.
150
1973
Product-form queueing networks with negative and positive customers. Zbl 0741.60091
Gelenbe, Erol
147
1991
Subexponential distributions and integrated tails. Zbl 0651.60020
KlĂĽppelberg, Claudia
140
1988
Diffusion models in population genetics. Zbl 0134.38103
Kimura, Motoo
135
1964
The general coalescent with asynchronous mergers of ancestral lines. Zbl 0962.92026
Sagitov, Serik
128
1999
Non-strong mixing autoregressive processes. Zbl 0552.60049
Andrews, Donald W. K.
126
1984
Martingale convergence in the branching random walk. Zbl 0356.60053
Biggins, J. D.
126
1977
Some results for repairable systems with general repair. Zbl 0671.60080
Kijima, Masaaki
124
1989
On the eigenvalues of random matrices. Zbl 0807.15015
Diaconis, Persi; Shahshahani, Mehrdad
124
1994
An integer-valued p th-order autoregressive structure (INAR(p)) process. Zbl 0704.62081
Alzaid, A. A.; Al-Osh, M.
121
1990
Age-dependent minimal repair. Zbl 0564.60084
Block, Henry W.; Borges, Wagner S.; Savits, Thomas H.
120
1985
Approximations of small jumps of LĂ©vy processes with a view towards simulation. Zbl 0989.60047
Asmussen, Søren; Rosiński, Jan
114
2001
Weak convergence of probability measures and random functions in the function space D\([0,\infty)\). Zbl 0258.60008
Lindvall, Torgny
111
1973
Inequalities with applications to percolation and reliability. Zbl 0571.60019
van den Berg, J.; Kesten, H.
107
1985
Perburbation theory and finite Markov chains. Zbl 0196.19803
Schweitzer, Paul J.
102
1968
On quasi-stationary distributions on absorbing discrete-time finite Markov chains. Zbl 0134.34704
Darroch, J. N.; Seneta, E.
101
1965
A logarithmic reduction algorithm for quasi-birth-death processes. Zbl 0789.60055
Latouche, Guy; Ramaswami, V.
99
1993
On estimating the diffusion coefficient from discrete observations. Zbl 0796.62070
Florens-Zmirou, Danielle
95
1993
Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms. Zbl 1137.62015
Roberts, Gareth O.; Rosenthal, Jeffrey S.
93
2007
Convolution equivalence and infinite divisibility. Zbl 1051.60019
Pakes, Anthony G.
91
2004
Stochastic approach to chemical kinetics. Zbl 0231.60090
McQuarrie, Donald A.
89
1967
Entropy-based measure of uncertainty in past lifetime distributions. Zbl 1003.62087
Di Crescenzo, Antonio; Longobardi, Maria
89
2002
Large deviations of heavy-tailed random sums with applications in insurance and finance. Zbl 0903.60021
KlĂĽppelberg, C.; Mikosch, T.
88
1997
Limit theorems for iterated random functions. Zbl 1046.60024
Wu, Wei Biao; Shao, Xiaofeng
84
2004
Optimality of the shortest line discipline. Zbl 0357.60023
Winston, Wayne
83
1977
Exponential behavior in the presence of dependence in risk theory. Zbl 1097.62110
Albrecher, Hansjörg; Teugels, Jef L.
83
2006
On quasi-stationary distributions in absorbing continuous-time finite Markov chains. Zbl 0168.16303
Darroch, J. N.; Seneta, E.
83
1967
Restless bandits: Activity allocation in a changing world. Zbl 0664.90043
Whittle, P.
83
1988
Extreme values of independent stochastic processes. Zbl 0384.60055
Brown, Bruce M.; Resnick, Sidney I.
81
1977
The strong law of large numbers for extended negatively dependent random variables. Zbl 1213.60058
Chen, Yiqing; Chen, Anyue; Ng, Kai W.
81
2010
On the rate of convergence of normal extremes. Zbl 0403.60024
Hall, Peter
80
1979
On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states. Zbl 0147.36603
Seneta, E.; Vere-Jones, D.
77
1966
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
76
2004
Oscillating random walk models for GI/G/1 vacation systems with Bernoulli schedules. Zbl 0612.60087
Keilson, J.; Servi, L. D.
75
1986
Diffusion approximations in collective risk theory. Zbl 0191.51202
Iglehart, D. L.
75
1969
A continuous-time GARCH process driven by a LĂ©vy process: Stationarity and second-order behaviour. Zbl 1068.62093
KlĂĽppelberg, Claudia; Lindner, Alexander; Maller, Ross
75
2004
The second-order analysis of stationary point processes. Zbl 0364.60087
Ripley, B. D.
72
1976
Asymptotic stability of stochastic differential equations driven by LĂ©vy noise. Zbl 1185.60058
Applebaum, David; Siakalli, Michailina
72
2009
Multivariate distributions for the life lengths of components of a system sharing a common environment. Zbl 0603.60084
Lindley, Dennis V.; Singpurwalla, Nozer D.
70
1986
Asymptotic behaviour of continuous time, continuous state-space branching processes. Zbl 0301.60060
Grey, D. R.
70
1974
Exact and ordinary lumpability in finite Markov chains. Zbl 0796.60073
Buchholz, Peter
69
1994
Applications of the hazard rate ordering in reliability and order statistics. Zbl 0793.62053
Boland, Philip J.; El-Neweihi, Emad; Proschan, Frank
69
1994
A supplement to the strong law of large numbers. Zbl 0305.60008
Heyde, C. C.
68
1975
Chernoff’s theorem in the branching random walk. Zbl 0373.60090
Biggins, J. D.
66
1977
Multivariate Hawkes processes: an application to financial data. Zbl 1242.62093
Embrechts, Paul; Liniger, Thomas; Lin, Lu
66
2011
Useful martingales for stochastic storage processes with LĂ©vy input. Zbl 0761.60065
Kella, Offer; Whitt, Ward
65
1992
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.
65
1971
Logarithmic asymptotics for steady-state tail probabilities in a single- server queue. Zbl 0805.60093
Glynn, Peter W.; Whitt, Ward
65
1994
Dispersive ordering of distributions. Zbl 0481.60022
Shaked, Moshe
64
1982
Some new results on stochastic comparisons of parallel systems. Zbl 0995.62104
Khaledi, Baha-Eldin; Kochar, Subhash
64
2000
The threshold behaviour of epidemic models. Zbl 0519.92023
Ball, Frank
63
1983
Diffusion with ’collisions’ between particles. Zbl 0139.34804
Harris, T. E.
63
1965
Mixture representations of residual lifetimes of used systems. Zbl 1155.60305
Navarro, Jorge; Balakrishnan, N.; Samaniego, Francisco J.
63
2008
Multivariate normal approximations by Stein’s method and size bias couplings. Zbl 0845.60023
Goldstein, Larry; Rinott, Yosef
62
1996
The total progeny in a branching process and a related random walk. Zbl 0192.54401
Dwass, M.
62
1969
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.
62
1994
Queues with negative arrivals. Zbl 0744.60110
Gelenbe, Erol; Glynn, Peter; Sigman, Karl
61
1991
On the tails of waiting-time distributions. Zbl 0314.60072
Pakes, A. G.
61
1975
Partial orderings of distributions based on right-spread functions. Zbl 0898.62124
Fernández Ponce, J. M.; Kochar, S. C.; Muñoz Pérez, J.
61
1998
Discrimination between monotonic trends and long-range dependence. Zbl 0623.62085
KĂĽnsch, H.
60
1986
On the prediction of fractional Brownian motion. Zbl 0861.60049
Gripenberg, Gustaf; Norros, Ilkka
60
1996
G-networks with triggered customer movement. Zbl 0781.60088
Gelenbe, Erol
60
1993
Signatures of indirect majority systems. Zbl 1042.62090
Boland, Philip J.
60
2001
On the optimal assignment of customers to parallel servers. Zbl 0378.60095
Weber, Richard R.
59
1978
The first-passage density of a continuous Gaussian process to a general boundary. Zbl 0576.60029
Durbin, J.
58
1985
Aspects of positive ageing. Zbl 0612.60072
Deshpande, Jayant V.; Kochar, Subhash C.; Singh, Harshinder
58
1986
A quantum-mechanical central limit theorem. Zbl 0224.60049
Cushen, C. D.; Hudson, R. L.
58
1971
Distributional study of De Finetti’s dividend problem for a general LĂ©vy insurance risk process. Zbl 1137.60047
Kyprianou, A. E.; Palmowski, Z.
58
2007
The stationary distribution of the infinitely-many neutral alleles diffusion model. Zbl 0356.92012
Watterson, G. A.
57
1976
Longest common subsequences of two random sequences. Zbl 0313.60008
Chvatal, Vaclav; Sankoff, David
56
1975
An upper bound for the probability of a union. Zbl 0349.60007
Hunter, David
56
1976
Conditional tail expectations for multivariate phase-type distributions. Zbl 1079.62022
Cai, Jun; Li, Haijun
56
2005
A generalized bivariate exponential distribution. Zbl 0155.24001
Marshall, A. W.; Olkin, I.
56
1967
An explicit solution to an optimal stopping problem with regime switching. Zbl 0988.60038
Guo, Xin
56
2001
On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012
Cai, Jun; Tang, Qihe
56
2004
A threshold AR(1) model. Zbl 0541.62073
Petruccelli, Joseph D.; Woolford, Samuel W.
56
1984
Sensitivity and convergence of uniformly ergodic Markov chains. Zbl 1092.60027
Mitrophanov, A. Yu.
55
2005
A Pollaczek-Khintchine formula for \(M/G/1\) queues with disasters. Zbl 0867.60082
Jain, Gautam; Sigman, Karl
55
1996
New partial ordering of survival functions based on the notion of uncertainty. Zbl 0817.62082
Ebrahimi, Nader; Pellerey, Franco
54
1995
Non-linear time series regression. Zbl 0227.62052
Hannan, E. J.
54
1971
Stein’s method and Poisson process convergence. Zbl 0661.60034
Barbour, A. D.
54
1988
Multistate reliability models. Zbl 0435.60088
Griffith, William S.
54
1980
Central limit theorem for nonlinear Hawkes processes. Zbl 1306.60015
Zhu, Lingjiong
54
2013
The M/M/1 queue with mass exodus and mass arrivals when empty. Zbl 0876.60079
Chen, Anyue; Renshaw, Eric
53
1997
Marked point processes as limits of Markovian arrival streams. Zbl 0778.60035
Asmussen, Søren; Koole, Ger
53
1993
Pseudo-conservation laws in cyclic-service systems. Zbl 0639.60087
Boxma, O. J.; Groenendijk, W. P.
52
1987
Hazard rate ordering of order statistics and systems. Zbl 1111.62098
Navarro, Jorge; Shaked, Moshe
51
2006
First-passage-time density and moments of the Ornstein-Uhlenbeck process. Zbl 0651.60080
Ricciardi, Luigi M.; Sato, Shunsuke
51
1988
Approximations of boundary crossing probabilities for a Brownian motion. Zbl 0978.60092
Novikov, Alex; Frishling, Volf; Kordzakhia, Nino
51
1999
On the continuity of Pickands constants. Zbl 1492.60140
Dębicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew
2
2022
Renewal theory for iterated perturbed random walks on a general branching process tree: intermediate generations. Zbl 1496.60107
Bohun, Vladyslav; Iksanov, Alexander; Marynych, Alexander; Rashytov, Bohdan
2
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
2
2022
Rate of strong convergence to Markov-modulated Brownian motion. Zbl 1493.60120
Nguyen, Giang T.; Peralta, Oscar
1
2022
Replica-mean-field limits of fragmentation-interaction-aggregation processes. Zbl 1492.60262
Baccelli, François; Davydov, Michel; Taillefumier, Thibaud
1
2022
Large-deviation results for triangular arrays of semiexponential random variables. Zbl 1492.60066
Klein, Thierry; Lagnoux, Agnès; Petit, Pierre
1
2022
Limit laws for large \(k\)th-nearest neighbor balls. Zbl 1497.60023
Chenavier, Nicolas; Henze, Norbert; Otto, Moritz
1
2022
A note on the polynomial ergodicity of the one-dimensional zig-zag process. Zbl 07589164
Vasdekis, Giorgos; Roberts, Gareth O.
1
2022
Rate of convergence for particle approximation of PDEs in Wasserstein space. Zbl 1501.35449
Germain, Maximilien; Pham, HuyĂŞn; Warin, Xavier
1
2022
An elementary approach to component sizes in critical random graphs. Zbl 1503.05109
De Ambroggio, Umberto
1
2022
On classes of life distributions based on the mean time to failure function. Zbl 1467.62159
Khan, Ruhul Ali; Bhattacharyya, Dhrubasish; Mitra, Murari
5
2021
Exact simulation of Ornstein-Uhlenbeck tempered stable processes. Zbl 07364090
Qu, Yan; Dassios, Angelos; Zhao, Hongbiao
5
2021
A product form for the general stochastic matching model. Zbl 1476.60121
Moyal, Pascal; Bušić, Ana; Mairesse, Jean
4
2021
Variations of the elephant random walk. Zbl 1479.60049
Gut, Allan; StadtmĂĽller, Ulrich
3
2021
Bounds for expected supremum of fractional Brownian motion with drift. Zbl 1476.60074
Bisewski, Krzysztof; Dębicki, Krzysztof; Mandjes, Michel
3
2021
Sequential metric dimension for random graphs. Zbl 1482.05314
Ódor, Gergely; Thiran, Patrick
3
2021
Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration. Zbl 1478.60237
Rabehasaina, Landy; Woo, Jae-Kyung
3
2021
General drawdown of general tax model in a time-homogeneous Markov framework. Zbl 1475.60076
Avram, Florin; Li, Bin; Li, Shu
3
2021
Tail asymptotics of an infinitely divisible space-time model with convolution equivalent LĂ©vy measure. Zbl 1476.60090
Stehr, Mads; Rønn-Nielsen, Anders
2
2021
Double hypergeometric LĂ©vy processes and self-similarity. Zbl 1470.60128
Kyprianou, Andreas E.; Pardo, Juan Carlos; Vidmar, Matija
2
2021
Gaussian process approximations for multicolor PĂłlya urn models. Zbl 1476.60015
Borovkov, Konstantin
2
2021
Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates. Zbl 1470.90152
Guo, Xin; Huang, Yonghui
2
2021
Ergodic control of diffusions with random intervention times. Zbl 1459.49010
Saarinen, Harto; Lempa, Jukka
1
2021
Scale-free percolation in continuous space: quenched degree and clustering coefficient. Zbl 1459.05298
Dalmau, Joseba; Salvi, Michele
1
2021
Extinction and coming down from infinity of continuous-state branching processes with competition in a LĂ©vy environment. Zbl 1476.60155
Leman, H.; Pardo, J. C.
1
2021
Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift. Zbl 1458.91208
Sass, Jörn; Westphal, Dorothee; Wunderlich, Ralf
1
2021
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. Zbl 1476.60081
Denisov, Denis; Perfilev, Elena; Wachtel, Vitali
1
2021
Extinction time of the logistic process. Zbl 1477.60080
Foxall, Eric
1
2021
A transient CramĂ©r-Lundberg model with applications to credit risk. Zbl 1477.60073
Delsing, Guusje; Mandjes, Michel
1
2021
Random additions in urns of integers. Zbl 1476.60018
Simper, Mackenzie
1
2021
Couplings for determinantal point processes and their reduced palm distributions with a view to quantifying repulsiveness. Zbl 1476.60087
Møller, Jesper; O’Reilly, Eliza
1
2021
Queues with path-dependent arrival processes. Zbl 1476.60166
Fendick, Kerry; Whitt, Ward
1
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
1
2021
Two Poisson limit theorems for the coupon collector’s problem with group drawings. Zbl 1478.60092
Schilling, Judith; Henze, Norbert
1
2021
Large-deviation asymptotics of condition numbers of random matrices. Zbl 1478.60019
Singull, Martin; Uwamariya, Denise; Yang, Xiangfeng
1
2021
Optimal allocation of relevations in coherent systems. Zbl 1478.90034
Yan, Rongfang; Zhang, Jiandong; Zhang, Yiying
1
2021
Branching processes in a random environment with immigration stopped at zero. Zbl 1434.60240
Dyakonova, Elena; Li, Doudou; Vatutin, Vladimir; Zhang, Mei
10
2020
A unifying approach to branching processes in a varying environment. Zbl 1434.60242
Kersting, Götz
9
2020
Simultaneous ruin probability for two-dimensional Brownian risk model. Zbl 1464.60031
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew
9
2020
Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model. Zbl 1443.60068
Nguyen, Dang H.; Nguyen, Nhu N.; Yin, George
8
2020
On two classes of reflected autoregressive processes. Zbl 1444.62098
Boxma, Onno; Löpker, Andreas; Mandjes, Michel
6
2020
Weak convergence of random processes with immigration at random times. Zbl 1434.60068
Dong, Congzao; Iksanov, Alexander
4
2020
A functional limit theorem for general shot noise processes. Zbl 1434.60106
Iksanov, Alexander; Rashytov, Bohdan
4
2020
Asymptotic results on Hoppe trees and their variations. Zbl 1444.05041
Hiesmayr, Ella; IĹźlak, Ăśmit
4
2020
Existence of Gibbs point processes with stable infinite range interaction. Zbl 1457.60141
Dereudre, David; Vasseur, Thibaut
3
2020
Trees grown under young-age preferential attachment. Zbl 1453.05022
Lyon, Merritt R.; Mahmoud, Hosam M.
3
2020
A temporal factorization at the maximum for certain positive self-similar Markov processes. Zbl 1457.60058
Vidmar, Matija
3
2020
On the extension of signature-based representations for coherent systems with dependent non-exchangeable components. Zbl 1464.60015
Navarro, Jorge; Fernández-Sánchez, Juan
3
2020
Tails of exit times from unstable equilibria on the line. Zbl 1464.60057
Bakhtin, Yuri; Pajor-Gyulai, Zsolt
3
2020
Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications. Zbl 1457.60026
Li, Lu; Wu, Qinyu; Mao, Tiantian
2
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
2
2020
Skeletal stochastic differential equations for superprocesses. Zbl 1457.60128
Fekete, Dorottya; Fontbona, Joaquin; Kyprianou, Andreas E.
2
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
2
2020
On \(\Lambda\)-Fleming-Viot processes with general frequency-dependent selection. Zbl 1457.60079
Gonzalez Casanova, Adrian; Smadi, Charline
2
2020
Exact sampling of determinantal point processes without eigendecomposition. Zbl 1472.60085
Launay, Claire; Galerne, Bruno; Desolneux, Agnès
2
2020
Multivariate finite-support phase-type distributions. Zbl 1457.60027
Pavithra, Celeste R.; Deepak, T. G.
2
2020
Directed preferential attachment models: limiting degree distributions and their tails. Zbl 1434.60312
Britton, Tom
2
2020
Strong convergence of multivariate maxima. Zbl 1462.60068
Falk, Michael; Padoan, Simone A.; Rizzelli, Stefano
2
2020
Steady-state analysis of load-balancing algorithms in the sub-Halfin-Whitt regime. Zbl 1444.90044
Liu, Xin; Ying, Lei
2
2020
The probabilities of extinction in a branching random walk on a strip. Zbl 1457.60129
Braunsteins, Peter; Hautphenne, Sophie
1
2020
Strong convergence of infinite color balanced urns under uniform ergodicity. Zbl 1452.60019
Bandyopadhyay, Antar; Janson, Svante; Thacker, Debleena
1
2020
On moderate deviations in Poisson approximation. Zbl 1452.60020
Liu, Qingwei; Xia, Aihua
1
2020
Synchronized LĂ©vy queues. Zbl 1457.60139
Kella, Offer; Boxma, Onno
1
2020
Representations of Hermite processes using local time of intersecting stationary stable regenerative sets. Zbl 1457.60056
Bai, Shuyang
1
2020
The empirical mean position of a branching LĂ©vy process. Zbl 1457.60130
Cheek, David; Shneer, Seva
1
2020
Improvements on the distribution of maximal segmental scores in a Markovian sequence. Zbl 1435.60052
Grusea, S.; Mercier, S.
1
2020
On the occupancy problem for a regime-switching model. Zbl 1434.60183
Grabchak, Michael; Kelbert, Mark; Paris, Quentin
1
2020
Some new results on stochastic comparisons of coherent systems using signatures. Zbl 1462.60028
Amini-Seresht, Ebrahim; Khaledi, Baha-Eldin; Kochar, Subhash
1
2020
On first passage times of sticky reflecting diffusion processes with double exponential jumps. Zbl 1462.60104
Song, Shiyu; Wang, Yongjin
1
2020
Long-time behavior of LĂ©vy-driven Ornstein-Uhlenbeck processes with regime switching. Zbl 1434.60238
Liao, Zhongwei; Shao, Jinghai
1
2020
Optimal stopping for the exponential of a Brownian bridge. Zbl 1434.60120
De Angelis, Tiziano; Milazzo, Alessandro
1
2020
On a class of random walks in simplexes. Zbl 1446.60052
Nguyen, Tuan-Minh; Volkov, Stanislav
1
2020
Optimal stopping for measure-valued piecewise deterministic Markov processes. Zbl 1446.60034
Cloez, Bertrand; De Saporta, Benoîte; Joubaud, Maud
1
2020
Joint law of an Ornstein-Uhlenbeck process and its supremum. Zbl 1456.60199
Blanchet-Scalliet, Christophette; Dorobantu, Diana; Gay, Laura
1
2020
Long-range orientational order of random near-lattice hard sphere and hard disk processes. Zbl 1446.60082
Gaál, Alexisz Tamás
1
2020
Central limit theorems for nearly long range dependent subordinated linear processes. Zbl 1446.60023
Wendler, Martin; Wu, Wei Biao
1
2020
Limit theory for unbiased and consistent estimators of statistics of random tessellations. Zbl 1445.60020
Flimmel, Daniela; Pawlas, Zbyněk; Yukich, J. E.
1
2020
Robust Wasserstein profile inference and applications to machine learning. Zbl 1436.62336
Blanchet, Jose; Kang, Yang; Murthy, Karthyek
23
2019
Exit problems for general draw-down times of spectrally negative LĂ©vy processes. Zbl 1415.60048
Li, Bo; Vu, Nhat Linh; Zhou, Xiaowen
17
2019
Inhomogeneous phase-type distributions and heavy tails. Zbl 1428.62103
Albrecher, Hansjörg; Bladt, Mogens
10
2019
Asymptotic behaviour of randomised fractional volatility models. Zbl 1465.60071
Horvath, Blanka; Jacquier, Antoine; Lacombe, Chloé
9
2019
Absolute regularity of semi-contractive GARCH-type processes. Zbl 1418.60029
Doukhan, Paul; Neumann, Michael H.
5
2019
Limit theorems for the fractional nonhomogeneous Poisson process. Zbl 1418.60025
Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan
5
2019
First passage upwards for state-dependent-killed spectrally negative LĂ©vy processes. Zbl 1415.60050
Vidmar, Matija
5
2019
The alpha-mixture of survival functions. Zbl 1428.62447
Asadi, Majid; Ebrahimi, Nader; Soofi, Ehsan S.
4
2019
On maxima of stationary fields. Zbl 1427.60099
Soja-Kukieła, N.
4
2019
Central limit theorem for mean and variogram estimators in LĂ©vy-based models. Zbl 1418.60017
Rønn-Nielsen, Anders; Vedel Jensen, Eva B.
4
2019
Runoff on rooted trees. Zbl 1427.60203
Jones, Owen Dafydd
3
2019
Monte Carlo integration with a growing number of control variates. Zbl 1427.60048
Portier, François; Segers, Johan
3
2019
How strong can the Parrondo effect be? Zbl 1427.60152
Ethier, S. N.; Lee, Jiyeon
3
2019
Exponential convergence rate of ruin probabilities for level-dependent LĂ©vy-driven risk processes. Zbl 1432.91099
Goffard, Pierre-Olivier; Sarantsev, Andrey
3
2019
Is the Sibuya distribution a progeny? Zbl 1418.60112
Letac, Gérard
3
2019
Exact simulation of generalised Vervaat perpetuities. Zbl 1418.60040
Dassios, Angelos; Qu, Yan; Lim, Jia Wei
3
2019
Relational exchangeability. Zbl 1418.60027
Crane, Harry; Dempsey, Walter
3
2019
CramĂ©r type moderate deviations for random fields. Zbl 1418.60018
Beknazaryan, Aleksandr; Sang, Hailin; Xiao, Yimin
3
2019
A particle system approach to aggregation phenomena. Zbl 1416.35139
Flandoli, Franco; Leocata, Marta
3
2019
The limit distribution of the maximum probability nearest-neighbour ball. Zbl 1415.60028
Györfi, László; Henze, Norbert; Walk, Harro
3
2019
Degree correlations in scale-free random graph models. Zbl 1421.05082
Stegehuis, Clara
3
2019
Branching Brownian motion with spatially homogeneous and point-catalytic branching. Zbl 1436.60077
Bocharov, Sergey; Wang, Li
3
2019
Piecewise deterministic processes following two alternating patterns. Zbl 1427.60162
Ratanov, Nikita; Di Crescenzo, Antonio; Martinucci, Barbara
2
2019
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Cited by 21,042 Authors

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