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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: 5,365 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)
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56, No. 4 (2019)
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40, No. 4 (2003)
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39, No. 4 (2002)
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38A, Spec. Iss. (2001)
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38, No. 3 (2001)
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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
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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
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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)

Publications by Year

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.
243
1969
Solutions of ordinary differential equations as limits of pure jump Markov processes. Zbl 0191.47301
Kurtz, T. G.
227
1970
A versatile Markovian point process. Zbl 0422.60043
Neuts, Marcel F.
188
1979
Limit theorems for continuous-time random walks with infinite mean waiting times. Zbl 1065.60042
Meerschaert, Mark M.; Scheffler, Hans-Peter
184
2004
Limit theorems for sequences of jump Markov processes approximating ordinary differential processes. Zbl 0219.60060
Kurtz, T. G.
176
1971
Changes of numéraire, changes of probability measure and option pricing. Zbl 0829.90007
Geman, Hélyette; El Karoui, Nicole; Rochet, Jean-Charles
174
1995
On the genealogy of large populations. Zbl 0516.92011
Kingman, J. F. C.
174
1982
The value of an Asian option. Zbl 0839.90013
Rogers, L. C. G.; Shi, Z.
172
1995
Imperfect repair. Zbl 0526.60080
Brown, Mark; Proschan, Frank
150
1983
The asymptotic theory of linear time-series models. Zbl 0261.62073
Hannan, E. J.
147
1973
Estimation for a family of life distributions with applications to fatigue. Zbl 0216.22702
Birnbaum, Z. W.; Saunders, S. C.
144
1969
A cluster process representation of a self-exciting process. Zbl 0305.60021
Hawkes, Alan G.; Oakes, David
142
1974
Product-form queueing networks with negative and positive customers. Zbl 0741.60091
Gelenbe, Erol
141
1991
Subexponential distributions and integrated tails. Zbl 0651.60020
Klüppelberg, Claudia
137
1988
Diffusion models in population genetics. Zbl 0134.38103
Kimura, Motoo
129
1964
Non-strong mixing autoregressive processes. Zbl 0552.60049
Andrews, Donald W. K.
125
1984
The general coalescent with asynchronous mergers of ancestral lines. Zbl 0962.92026
Sagitov, Serik
124
1999
Some results for repairable systems with general repair. Zbl 0671.60080
Kijima, Masaaki
121
1989
Age-dependent minimal repair. Zbl 0564.60084
Block, Henry W.; Borges, Wagner S.; Savits, Thomas H.
120
1985
On the eigenvalues of random matrices. Zbl 0807.15015
Diaconis, Persi; Shahshahani, Mehrdad
116
1994
Martingale convergence in the branching random walk. Zbl 0356.60053
Biggins, J. D.
116
1977
An integer-valued p th-order autoregressive structure (INAR(p)) process. Zbl 0704.62081
Alzaid, A. A.; Al-Osh, M.
116
1990
Approximations of small jumps of Lévy processes with a view towards simulation. Zbl 0989.60047
Asmussen, Søren; Rosiński, Jan
108
2001
Weak convergence of probability measures and random functions in the function space D\([0,\infty)\). Zbl 0258.60008
Lindvall, Torgny
108
1973
Inequalities with applications to percolation and reliability. Zbl 0571.60019
van den Berg, J.; Kesten, H.
103
1985
Perburbation theory and finite Markov chains. Zbl 0196.19803
Schweitzer, Paul J.
100
1968
On quasi-stationary distributions on absorbing discrete-time finite Markov chains. Zbl 0134.34704
Darroch, J. N.; Seneta, E.
99
1965
A logarithmic reduction algorithm for quasi-birth-death processes. Zbl 0789.60055
Latouche, Guy; Ramaswami, V.
98
1993
On estimating the diffusion coefficient from discrete observations. Zbl 0796.62070
Florens-Zmirou, Danielle
94
1993
Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms. Zbl 1137.62015
Roberts, Gareth O.; Rosenthal, Jeffrey S.
89
2007
Large deviations of heavy-tailed random sums with applications in insurance and finance. Zbl 0903.60021
Klüppelberg, C.; Mikosch, T.
88
1997
Convolution equivalence and infinite divisibility. Zbl 1051.60019
Pakes, Anthony G.
88
2004
Stochastic approach to chemical kinetics. Zbl 0231.60090
McQuarrie, Donald A.
86
1967
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.
80
1967
Extreme values of independent stochastic processes. Zbl 0384.60055
Brown, Bruce M.; Resnick, Sidney I.
79
1977
Entropy-based measure of uncertainty in past lifetime distributions. Zbl 1003.62087
Di Crescenzo, Antonio; Longobardi, Maria
79
2002
Optimality of the shortest line discipline. Zbl 0357.60023
Winston, Wayne
78
1977
On the rate of convergence of normal extremes. Zbl 0403.60024
Hall, Peter
78
1979
The strong law of large numbers for extended negatively dependent random variables. Zbl 1213.60058
Chen, Yiqing; Chen, Anyue; Ng, Kai W.
78
2010
Limit theorems for iterated random functions. Zbl 1046.60024
Wu, Wei Biao; Shao, Xiaofeng
77
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
76
2004
On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states. Zbl 0147.36603
Seneta, E.; Vere-Jones, D.
75
1966
Restless bandits: Activity allocation in a changing world. Zbl 0664.90043
Whittle, P.
74
1988
Diffusion approximations in collective risk theory. Zbl 0191.51202
Iglehart, D. L.
74
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
72
2004
Oscillating random walk models for GI/G/1 vacation systems with Bernoulli schedules. Zbl 0612.60087
Keilson, J.; Servi, L. D.
72
1986
The second-order analysis of stationary point processes. Zbl 0364.60087
Ripley, B. D.
70
1976
A supplement to the strong law of large numbers. Zbl 0305.60008
Heyde, C. C.
68
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.
68
1986
Applications of the hazard rate ordering in reliability and order statistics. Zbl 0793.62053
Boland, Philip J.; El-Neweihi, Emad; Proschan, Frank
67
1994
Asymptotic behaviour of continuous time, continuous state-space branching processes. Zbl 0301.60060
Grey, D. R.
67
1974
Exact and ordinary lumpability in finite Markov chains. Zbl 0796.60073
Buchholz, Peter
66
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.
65
1971
Useful martingales for stochastic storage processes with Lévy input. Zbl 0761.60065
Kella, Offer; Whitt, Ward
64
1992
Asymptotic stability of stochastic differential equations driven by Lévy noise. Zbl 1185.60058
Applebaum, David; Siakalli, Michailina
64
2009
Dispersive ordering of distributions. Zbl 0481.60022
Shaked, Moshe
64
1982
Logarithmic asymptotics for steady-state tail probabilities in a single- server queue. Zbl 0805.60093
Glynn, Peter W.; Whitt, Ward
63
1994
Chernoff’s theorem in the branching random walk. Zbl 0373.60090
Biggins, J. D.
63
1977
Diffusion with ’collisions’ between particles. Zbl 0139.34804
Harris, T. E.
63
1965
Multivariate Hawkes processes: an application to financial data. Zbl 1242.62093
Embrechts, Paul; Liniger, Thomas; Lin, Lu
63
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.
62
1994
The threshold behaviour of epidemic models. Zbl 0519.92023
Ball, Frank
62
1983
Mixture representations of residual lifetimes of used systems. Zbl 1155.60305
Navarro, Jorge; Balakrishnan, N.; Samaniego, Francisco J.
61
2008
Partial orderings of distributions based on right-spread functions. Zbl 0898.62124
Fernández Ponce, J. M.; Kochar, S. C.; Muñoz Pérez, J.
61
1998
Some new results on stochastic comparisons of parallel systems. Zbl 0995.62104
Khaledi, Baha-Eldin; Kochar, Subhash
60
2000
Multivariate normal approximations by Stein’s method and size bias couplings. Zbl 0845.60023
Goldstein, Larry; Rinott, Yosef
60
1996
On the tails of waiting-time distributions. Zbl 0314.60072
Pakes, A. G.
60
1975
Discrimination between monotonic trends and long-range dependence. Zbl 0623.62085
Künsch, H.
60
1986
Queues with negative arrivals. Zbl 0744.60110
Gelenbe, Erol; Glynn, Peter; Sigman, Karl
60
1991
On the prediction of fractional Brownian motion. Zbl 0861.60049
Gripenberg, Gustaf; Norros, Ilkka
59
1996
The total progeny in a branching process and a related random walk. Zbl 0192.54401
Dwass, M.
59
1969
G-networks with triggered customer movement. Zbl 0781.60088
Gelenbe, Erol
57
1993
The stationary distribution of the infinitely-many neutral alleles diffusion model. Zbl 0356.92012
Watterson, G. A.
57
1976
The first-passage density of a continuous Gaussian process to a general boundary. Zbl 0576.60029
Durbin, J.
57
1985
On the optimal assignment of customers to parallel servers. Zbl 0378.60095
Weber, Richard R.
56
1978
Signatures of indirect majority systems. Zbl 1042.62090
Boland, Philip J.
55
2001
On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012
Cai, Jun; Tang, Qihe
55
2004
Distributional study of De Finetti’s dividend problem for a general Lévy insurance risk process. Zbl 1137.60047
Kyprianou, A. E.; Palmowski, Z.
55
2007
An explicit solution to an optimal stopping problem with regime switching. Zbl 0988.60038
Guo, Xin
54
2001
A Pollaczek-Khintchine formula for \(M/G/1\) queues with disasters. Zbl 0867.60082
Jain, Gautam; Sigman, Karl
54
1996
Aspects of positive ageing. Zbl 0612.60072
Deshpande, Jayant V.; Kochar, Subhash C.; Singh, Harshinder
54
1986
Multistate reliability models. Zbl 0435.60088
Griffith, William S.
53
1980
Non-linear time series regression. Zbl 0227.62052
Hannan, E. J.
53
1971
Longest common subsequences of two random sequences. Zbl 0313.60008
Chvatal, Vaclav; Sankoff, David
53
1975
New partial ordering of survival functions based on the notion of uncertainty. Zbl 0817.62082
Ebrahimi, Nader; Pellerey, Franco
53
1995
Conditional tail expectations for multivariate phase-type distributions. Zbl 1079.62022
Cai, Jun; Li, Haijun
53
2005
Sensitivity and convergence of uniformly ergodic Markov chains. Zbl 1092.60027
Mitrophanov, A. Yu.
53
2005
Marked point processes as limits of Markovian arrival streams. Zbl 0778.60035
Asmussen, Søren; Koole, Ger
52
1993
The M/M/1 queue with mass exodus and mass arrivals when empty. Zbl 0876.60079
Chen, Anyue; Renshaw, Eric
52
1997
A threshold AR(1) model. Zbl 0541.62073
Petruccelli, Joseph D.; Woolford, Samuel W.
52
1984
An upper bound for the probability of a union. Zbl 0349.60007
Hunter, David
52
1976
A quantum-mechanical central limit theorem. Zbl 0224.60049
Cushen, C. D.; Hudson, R. L.
51
1971
A generalized bivariate exponential distribution. Zbl 0155.24001
Marshall, A. W.; Olkin, I.
51
1967
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
50
1999
Portfolio optimization with unobservable Markov-modulated drift process. Zbl 1138.93428
Rieder, Ulrich; Bäuerle, Nicole
50
2005
Pseudo-conservation laws in cyclic-service systems. Zbl 0639.60087
Boxma, O. J.; Groenendijk, W. P.
50
1987
Martingales versus PDEs in finance: an equivalence result with examples. Zbl 0996.91069
Heath, David; Schweizer, Martin
49
2000
Reliability analysis of M/G/1 queueing systems with server breakdowns and vacations. Zbl 0894.60084
Li, Wei; Shi, Dinghua; Chao, Xiuli
49
1997
Rate of strong convergence to Markov-modulated Brownian motion. Zbl 07501645
Nguyen, Giang T.; Peralta, Oscar
1
2022
On the continuity of Pickands constants. Zbl 07501657
Dębicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew
1
2022
Large-deviation results for triangular arrays of semiexponential random variables. Zbl 07554596
Klein, Thierry; Lagnoux, Agnès; Petit, Pierre
1
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
1
2022
A product form for the general stochastic matching model. Zbl 1476.60121
Moyal, Pascal; Bušić, Ana; Mairesse, Jean
4
2021
Sequential metric dimension for random graphs. Zbl 1482.05314
Ódor, Gergely; Thiran, Patrick
3
2021
Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure. Zbl 1476.60090
Stehr, Mads; Rønn-Nielsen, Anders
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
Variations of the elephant random walk. Zbl 1479.60049
Gut, Allan; Stadtmüller, Ulrich
2
2021
Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration. Zbl 1478.60237
Rabehasaina, Landy; Woo, Jae-Kyung
2
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.
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
Gaussian process approximations for multicolor Pólya urn models. Zbl 1476.60015
Borovkov, Konstantin
1
2021
On classes of life distributions based on the mean time to failure function. Zbl 1467.62159
Khan, Ruhul Ali; Bhattacharyya, Dhrubasish; Mitra, Murari
1
2021
Exact simulation of Ornstein-Uhlenbeck tempered stable processes. Zbl 07364090
Qu, Yan; Dassios, Angelos; Zhao, Hongbiao
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
Simultaneous ruin probability for two-dimensional Brownian risk model. Zbl 1464.60031
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew
9
2020
Branching processes in a random environment with immigration stopped at zero. Zbl 1434.60240
Dyakonova, Elena; Li, Doudou; Vatutin, Vladimir; Zhang, Mei
8
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
A unifying approach to branching processes in a varying environment. Zbl 1434.60242
Kersting, Götz
7
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
Tails of exit times from unstable equilibria on the line. Zbl 1464.60057
Bakhtin, Yuri; Pajor-Gyulai, Zsolt
3
2020
On two classes of reflected autoregressive processes. Zbl 1444.62098
Boxma, Onno; Löpker, Andreas; Mandjes, Michel
3
2020
Trees grown under young-age preferential attachment. Zbl 1453.05022
Lyon, Merritt R.; Mahmoud, Hosam M.
3
2020
Strong convergence of multivariate maxima. Zbl 1462.60068
Falk, Michael; Padoan, Simone A.; Rizzelli, Stefano
2
2020
On the extension of signature-based representations for coherent systems with dependent non-exchangeable components. Zbl 1464.60015
Navarro, Jorge; Fernández-Sánchez, Juan
2
2020
Steady-state analysis of load-balancing algorithms in the sub-Halfin-Whitt regime. Zbl 1444.90044
Liu, Xin; Ying, Lei
2
2020
Existence of Gibbs point processes with stable infinite range interaction. Zbl 1457.60141
Dereudre, David; Vasseur, Thibaut
2
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
On \(\Lambda\)-Fleming-Viot processes with general frequency-dependent selection. Zbl 1457.60079
Gonzalez Casanova, Adrian; Smadi, Charline
2
2020
Multivariate finite-support phase-type distributions. Zbl 1457.60027
Pavithra, Celeste R.; Deepak, T. G.
2
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
Directed preferential attachment models: limiting degree distributions and their tails. Zbl 1434.60312
Britton, Tom
1
2020
On first passage times of sticky reflecting diffusion processes with double exponential jumps. Zbl 1462.60104
Song, Shiyu; Wang, Yongjin
1
2020
On a class of random walks in simplexes. Zbl 1446.60052
Nguyen, Tuan-Minh; Volkov, Stanislav
1
2020
Asymptotic results on Hoppe trees and their variations. Zbl 1444.05041
Hiesmayr, Ella; Işlak, Ümit
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
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
A temporal factorization at the maximum for certain positive self-similar Markov processes. Zbl 1457.60058
Vidmar, Matija
1
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
1
2020
Exact sampling of determinantal point processes without eigendecomposition. Zbl 1472.60085
Launay, Claire; Galerne, Bruno; Desolneux, Agnès
1
2020
Synchronized Lévy 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
Robust Wasserstein profile inference and applications to machine learning. Zbl 1436.62336
Blanchet, Jose; Kang, Yang; Murthy, Karthyek
21
2019
Exit problems for general draw-down times of spectrally negative Lévy processes. Zbl 1415.60048
Li, Bo; Vu, Nhat Linh; Zhou, Xiaowen
12
2019
Asymptotic behaviour of randomised fractional volatility models. Zbl 1465.60071
Horvath, Blanka; Jacquier, Antoine; Lacombe, Chloé
7
2019
Inhomogeneous phase-type distributions and heavy tails. Zbl 1428.62103
Albrecher, Hansjörg; Bladt, Mogens
6
2019
Absolute regularity of semi-contractive GARCH-type processes. Zbl 1418.60029
Doukhan, Paul; Neumann, Michael H.
5
2019
On maxima of stationary fields. Zbl 1427.60099
Soja-Kukieła, N.
4
2019
Central limit theorem for mean and variogram estimators in Lévy-based models. Zbl 1418.60017
Rønn-Nielsen, Anders; Vedel Jensen, Eva B.
4
2019
Limit theorems for the fractional nonhomogeneous Poisson process. Zbl 1418.60025
Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan
4
2019
The alpha-mixture of survival functions. Zbl 1428.62447
Asadi, Majid; Ebrahimi, Nader; Soofi, Ehsan S.
3
2019
Monte Carlo integration with a growing number of control variates. Zbl 1427.60048
Portier, François; Segers, Johan
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
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
Runoff on rooted trees. Zbl 1427.60203
Jones, Owen Dafydd
2
2019
Skeletal stochastic differential equations for continuous-state branching processes. Zbl 1427.60176
Fekete, D.; Fontbona, J.; Kyprianou, A. E.
2
2019
How strong can the Parrondo effect be? Zbl 1427.60152
Ethier, S. N.; Lee, Jiyeon
2
2019
Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes. Zbl 1432.91099
Goffard, Pierre-Olivier; Sarantsev, Andrey
2
2019
Is the Sibuya distribution a progeny? Zbl 1418.60112
Letac, Gérard
2
2019
Cramér type moderate deviations for random fields. Zbl 1418.60018
Beknazaryan, Aleksandr; Sang, Hailin; Xiao, Yimin
2
2019
A particle system approach to aggregation phenomena. Zbl 1416.35139
Flandoli, Franco; Leocata, Marta
2
2019
First passage upwards for state-dependent-killed spectrally negative Lévy processes. Zbl 1415.60050
Vidmar, Matija
2
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.
2
2019
The limit distribution of the maximum probability nearest-neighbour ball. Zbl 1415.60028
Györfi, László; Henze, Norbert; Walk, Harro
2
2019
On first exit times and their means for Brownian bridges. Zbl 1436.60075
Geiss, Christel; Luoto, Antti; Salminen, Paavo
2
2019
A martingale approach for asset allocation with derivative security and hidden economic risk. Zbl 1425.91408
Siu, Tak Kuen; Zhu, Jinxia; Yang, Hailiang
2
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
2
2019
Discrete-type approximations for non-Markovian optimal stopping problems. I. Zbl 1427.60069
Leão, Dorival; Ohashi, Alberto; Russo, Francesco
1
2019
Piecewise deterministic processes following two alternating patterns. Zbl 1427.60162
Ratanov, Nikita; Di Crescenzo, Antonio; Martinucci, Barbara
1
2019
Random affine simplexes. Zbl 1447.60033
Götze, Friedrich; Gusakova, Anna; Zaporozhets, Dmitry
1
2019
A conditional Berry-Esseen inequality. Zbl 1418.60015
Klein, Thierry; Lagnoux, Agnés; Petit, Pierre
1
2019
On negative association of some finite point processes on general state spaces. Zbl 1418.60042
Last, Günter; Szekli, Ryszard
1
2019
Preservation of the mean residual life order for coherent and mixed systems. Zbl 1418.60013
Lindqvist, Bo H.; Samaniego, Francisco J.; Wang, Nana
1
2019
Monte Carlo fusion. Zbl 1416.65017
Dai, Hongsheng; Pollock, Murray; Roberts, Gareth
1
2019
Measures of ageing tendency. Zbl 1415.60020
Szymkowiak, Magdalena
1
2019
On the existence of sure profits via flash strategies. Zbl 1422.91650
Fontana, Claudio; Pelger, Markus; Platen, Eckhard
1
2019
Some explicit results on one kind of sticky diffusion. Zbl 1415.60093
Jiang, Yiming; Song, Shiyu; Wang, Yongjin
1
2019
The \(N\)-star network evolution model. Zbl 1416.05258
Fazekas, István; Noszály, Csaba; Perecsényi, Attila
1
2019
The de Vylder-Goovaerts conjecture holds within the diffusion limit. Zbl 1415.60031
Ankirchner, Stefan; Blanchet-Scalliet, Christophette; Kazi-Tani, Nabil
1
2019
On association and other forms of positive dependence for Feller processes. Zbl 1415.60022
Tu, Eddie
1
2019
Boundary effect in competition processes. Zbl 1436.60082
Shcherbakov, Vadim; Volkov, Stanislav
1
2019
Comparing lifetimes of coherent systems with dependent components operating in random environments. Zbl 1423.90068
Hazra, Nil Kamal; Finkelstein, Maxim
1
2019
Pathwise large deviations for the rough Bergomi model. Zbl 1405.60037
Jacquier, Antoine; Pakkanen, Mikko S.; Stone, Henry
15
2018
General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes. Zbl 1396.91314
Wang, Wenyuan; Zhou, Xiaowen
14
2018
Infinite-server queues with Hawkes input. Zbl 1402.60120
Koops, D. T.; Saxena, M.; Boxma, O. J.; Mandjes, M.
14
2018
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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
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1,098 Statistics & Probability Letters
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51 Automation and Remote Control
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50 Sequential Analysis
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49 Applied Mathematics and Optimization
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