# zbMATH — the first resource for mathematics

## 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: 5,286 Publications (since 1964) References Indexed: 1,487 Publications with 28,057 References.
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#### Latest Issues

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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 Savits, Thomas H. 16 Sudbury, Aidan 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 D. 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. 13 Asmussen, Søren 13 Borovkov, Konstantin A. 13 Iksanov, Aleksander M. 13 Jagers, Peter 13 Keilson, Julian 13 Langberg, Naftali A. 13 Mahmoud, Hosam M. 13 Ricciardi, Luigi Maria 13 Righter, Rhonda 13 Taylor, Peter Gerrard 13 Teugels, Jozef L. 13 Wolff, Ronald W. 12 Balakrishnan, Narayanaswamy 12 Di Crescenzo, Antonio 12 Haigh, John 12 Mandjes, Michel Robertus Hendrikus 12 McCormick, William P. 12 Peköz, Erol A. 12 Rüschendorf, Ludger 12 Sumita, Ushio 12 Weber, Richard Robert 12 Whittle, Peter 11 Billard, Lynne 11 Britton, Tom 11 Brown, Mark 11 Glynn, Peter W. 11 Kaplan, Norman L. 11 Kijima, Masaaki 11 Kingman, John Frank Charles 11 Klüppelberg, Claudia 11 Möhle, Martin 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 Baccelli, François Louis 10 Chen, Anyue 10 Conolly, Brian W. 10 Ekström, Erik 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 Picard, Philippe 10 Quine, Malcolm P. 10 Sericola, Bruno 10 Sigman, Karl 10 Szekli, Ryszard 10 Zuckerman, Dror 9 Chao, Xiuli 9 Grey, D. R. 9 Itoh, Yoshiaki ...and 4,047 more Authors
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#### Fields

 4,546 Probability theory and stochastic processes (60-XX) 930 Statistics (62-XX) 816 Operations research, mathematical programming (90-XX) 436 Biology and other natural sciences (92-XX) 378 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 161 Computer science (68-XX) 157 Numerical analysis (65-XX) 146 Combinatorics (05-XX) 120 Systems theory; control (93-XX) 69 Statistical mechanics, structure of matter (82-XX) 48 Information and communication theory, circuits (94-XX) 37 Convex and discrete geometry (52-XX) 34 Linear and multilinear algebra; matrix theory (15-XX) 33 History and biography (01-XX) 25 Partial differential equations (35-XX) 23 Calculus of variations and optimal control; optimization (49-XX) 21 Integral transforms, operational calculus (44-XX) 18 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) 12 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) 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 Differential geometry (53-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)

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4,225 Publications have been cited 36,106 times in 22,185 Documents Cited by Year
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1970
A new family of life distributions. Zbl 0209.49801
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1969
Limit theorems for continuous-time random walks with infinite mean waiting times. Zbl 1065.60042
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2004
Changes of numéraire, changes of probability measure and option pricing. Zbl 0829.90007
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1995
The value of an Asian option. Zbl 0839.90013
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1995
A versatile Markovian point process. Zbl 0422.60043
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1979
On the genealogy of large populations. Zbl 0516.92011
Kingman, J. F. C.
1982
Limit theorems for sequences of jump Markov processes approximating ordinary differential processes. Zbl 0219.60060
Kurtz, T. G.
1971
Imperfect repair. Zbl 0526.60080
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1983
The asymptotic theory of linear time-series models. Zbl 0261.62073
Hannan, E. J.
1973
Subexponential distributions and integrated tails. Zbl 0651.60020
Klüppelberg, Claudia
1988
Estimation for a family of life distributions with applications to fatigue. Zbl 0216.22702
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1969
Product-form queueing networks with negative and positive customers. Zbl 0741.60091
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1991
Non-strong mixing autoregressive processes. Zbl 0552.60049
Andrews, Donald W. K.
1984
Diffusion models in population genetics. Zbl 0134.38103
Kimura, Motoo
1964
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
The general coalescent with asynchronous mergers of ancestral lines. Zbl 0962.92026
Sagitov, Serik
1999
A cluster process representation of a self-exciting process. Zbl 0305.60021
Hawkes, Alan G.; Oakes, David
1974
Martingale convergence in the branching random walk. Zbl 0356.60053
Biggins, J. D.
1977
Weak convergence of probability measures and random functions in the function space D$$[0,\infty)$$. Zbl 0258.60008
Lindvall, Torgny
1973
On the eigenvalues of random matrices. Zbl 0807.15015
1994
Approximations of small jumps of Lévy processes with a view towards simulation. Zbl 0989.60047
Asmussen, Søren; Rosiński, Jan
2001
Perburbation theory and finite Markov chains. Zbl 0196.19803
Schweitzer, Paul J.
1968
Inequalities with applications to percolation and reliability. Zbl 0571.60019
van den Berg, J.; Kesten, H.
1985
A logarithmic reduction algorithm for quasi-birth-death processes. Zbl 0789.60055
Latouche, Guy; Ramaswami, V.
1993
An integer-valued p th-order autoregressive structure (INAR(p)) process. Zbl 0704.62081
Alzaid, A. A.; Al-Osh, M.
1990
On quasi-stationary distributions on absorbing discrete-time finite Markov chains. Zbl 0134.34704
Darroch, J. N.; Seneta, E.
1965
On estimating the diffusion coefficient from discrete observations. Zbl 0796.62070
Florens-Zmirou, Danielle
1993
Stochastic approach to chemical kinetics. Zbl 0231.60090
McQuarrie, Donald A.
1967
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
On quasi-stationary distributions in absorbing continuous-time finite Markov chains. Zbl 0168.16303
Darroch, J. N.; Seneta, E.
1967
Exponential behavior in the presence of dependence in risk theory. Zbl 1097.62110
Albrecher, Hansjörg; Teugels, Jef L.
2006
Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms. Zbl 1137.62015
Roberts, Gareth O.; Rosenthal, Jeffrey S.
2007
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
Extreme values of independent stochastic processes. Zbl 0384.60055
Brown, Bruce M.; Resnick, Sidney I.
1977
Limit theorems for iterated random functions. Zbl 1046.60024
Wu, Wei Biao; Shao, Xiaofeng
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
Diffusion approximations in collective risk theory. Zbl 0191.51202
Iglehart, D. L.
1969
Oscillating random walk models for GI/G/1 vacation systems with Bernoulli schedules. Zbl 0612.60087
Keilson, J.; Servi, L. D.
1986
Restless bandits: Activity allocation in a changing world. Zbl 0664.90043
Whittle, P.
1988
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
A supplement to the strong law of large numbers. Zbl 0305.60008
Heyde, C. C.
1975
Dispersive ordering of distributions. Zbl 0481.60022
Shaked, Moshe
1982
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
The second-order analysis of stationary point processes. Zbl 0364.60087
Ripley, B. D.
1976
Diffusion with ’collisions’ between particles. Zbl 0139.34804
Harris, T. E.
1965
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
Entropy-based measure of uncertainty in past lifetime distributions. Zbl 1003.62087
Di Crescenzo, Antonio; Longobardi, Maria
2002
The strong law of large numbers for extended negatively dependent random variables. Zbl 1213.60058
Chen, Yiqing; Chen, Anyue; Ng, Kai W.
2010
Exact and ordinary lumpability in finite Markov chains. Zbl 0796.60073
Buchholz, Peter
1994
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
On the tails of waiting-time distributions. Zbl 0314.60072
Pakes, A. G.
1975
Useful martingales for stochastic storage processes with Lévy input. Zbl 0761.60065
Kella, Offer; Whitt, Ward
1992
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
Chernoff’s theorem in the branching random walk. Zbl 0373.60090
Biggins, J. D.
1977
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
Partial orderings of distributions based on right-spread functions. Zbl 0898.62124
Fernández Ponce, J. M.; Kochar, S. C.; Muñoz Pérez, J.
1998
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
Logarithmic asymptotics for steady-state tail probabilities in a single- server queue. Zbl 0805.60093
Glynn, Peter W.; Whitt, Ward
1994
Discrimination between monotonic trends and long-range dependence. Zbl 0623.62085
Künsch, H.
1986
On the prediction of fractional Brownian motion. Zbl 0861.60049
Gripenberg, Gustaf; Norros, Ilkka
1996
The stationary distribution of the infinitely-many neutral alleles diffusion model. Zbl 0356.92012
Watterson, G. A.
1976
Multivariate normal approximations by Stein’s method and size bias couplings. Zbl 0845.60023
Goldstein, Larry; Rinott, Yosef
1996
Non-linear time series regression. Zbl 0227.62052
Hannan, E. J.
1971
The first-passage density of a continuous Gaussian process to a general boundary. Zbl 0576.60029
Durbin, J.
1985
Signatures of indirect majority systems. Zbl 1042.62090
Boland, Philip J.
2001
The total progeny in a branching process and a related random walk. Zbl 0192.54401
Dwass, M.
1969
Multistate reliability models. Zbl 0435.60088
Griffith, William S.
1980
Distributional study of De Finetti’s dividend problem for a general Lévy insurance risk process. Zbl 1137.60047
Kyprianou, A. E.; Palmowski, Z.
2007
Queues with negative arrivals. Zbl 0744.60110
Gelenbe, Erol; Glynn, Peter; Sigman, Karl
1991
A Pollaczek-Khintchine formula for $$M/G/1$$ queues with disasters. Zbl 0867.60082
Jain, Gautam; Sigman, Karl
1996
On the optimal assignment of customers to parallel servers. Zbl 0378.60095
Weber, Richard R.
1978
Aspects of positive ageing. Zbl 0612.60072
Deshpande, Jayant V.; Kochar, Subhash C.; Singh, Harshinder
1986
Pseudo-conservation laws in cyclic-service systems. Zbl 0639.60087
Boxma, O. J.; Groenendijk, W. P.
1987
Some new results on stochastic comparisons of parallel systems. Zbl 0995.62104
Khaledi, Baha-Eldin; Kochar, Subhash
2000
On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012
Cai, Jun; Tang, Qihe
2004
The M/M/1 queue with mass exodus and mass arrivals when empty. Zbl 0876.60079
Chen, Anyue; Renshaw, Eric
1997
Longest common subsequences of two random sequences. Zbl 0313.60008
Chvatal, Vaclav; Sankoff, David
1975
An upper bound for the probability of a union. Zbl 0349.60007
Hunter, David
1976
An explicit solution to an optimal stopping problem with regime switching. Zbl 0988.60038
Guo, Xin
2001
A threshold AR(1) model. Zbl 0541.62073
Petruccelli, Joseph D.; Woolford, Samuel W.
1984
Marked point processes as limits of Markovian arrival streams. Zbl 0778.60035
Asmussen, Søren; Koole, Ger
1993
New partial ordering of survival functions based on the notion of uncertainty. Zbl 0817.62082
1995
Multivariate Hawkes processes: an application to financial data. Zbl 1242.62093
Embrechts, Paul; Liniger, Thomas; Lin, Lu
2011
Approximations of boundary crossing probabilities for a Brownian motion. Zbl 0978.60092
Novikov, Alex; Frishling, Volf; Kordzakhia, Nino
1999
First-passage-time density and moments of the Ornstein-Uhlenbeck process. Zbl 0651.60080
Ricciardi, Luigi M.; Sato, Shunsuke
1988
Sensitivity and convergence of uniformly ergodic Markov chains. Zbl 1092.60027
Mitrophanov, A. Yu.
2005
Hazard rate ordering of order statistics and systems. Zbl 1111.62098
Navarro, Jorge; Shaked, Moshe
2006
Dispersive distributions and the connection between dispersivity and strong unimodality. Zbl 0453.60023
Lewis, Toby; Thompson, J. W.
1981
G-networks with triggered customer movement. Zbl 0781.60088
Gelenbe, Erol
1993
Saddlepoint expansions for conditional distributions. Zbl 0638.62018
Skovgaard, Ib M.
1987
Martingales versus PDEs in finance: an equivalence result with examples. Zbl 0996.91069
Heath, David; Schweizer, Martin
2000
A quantum-mechanical central limit theorem. Zbl 0224.60049
Cushen, C. D.; Hudson, R. L.
1971
Evolutionarily stable strategies with two types of player. Zbl 0398.90120
Taylor, Peter D.
1979
Consistency of Hill’s estimator for dependent data. Zbl 0836.60020
Resnick, Sidney; Stărică, Cătălin
1995
Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift. Zbl 1458.91208
Sass, Jörn; Westphal, Dorothee; Wunderlich, Ralf
2021
A product form for the general stochastic matching model. Zbl 07364095
Moyal, Pascal; Bušić, Ana; Mairesse, Jean
2021
Branching processes in a random environment with immigration stopped at zero. Zbl 1434.60240
Dyakonova, Elena; Li, Doudou; Vatutin, Vladimir; Zhang, Mei
2020
Simultaneous ruin probability for two-dimensional Brownian risk model. Zbl 1464.60031
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew
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
Tails of exit times from unstable equilibria on the line. Zbl 1464.60057
Bakhtin, Yuri; Pajor-Gyulai, Zsolt
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
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
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
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
Asymptotic results on Hoppe trees and their variations. Zbl 1444.05041
Hiesmayr, Ella; Işlak, Ümit
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
Limit theorems for the fractional nonhomogeneous Poisson process. Zbl 1418.60025
Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan
2019
Relational exchangeability. Zbl 1418.60027
Crane, Harry; Dempsey, Walter
2019
Inhomogeneous phase-type distributions and heavy tails. Zbl 1428.62103
2019
On first exit times and their means for Brownian bridges. Zbl 1436.60075
Geiss, Christel; Luoto, Antti; Salminen, Paavo
2019
First passage upwards for state-dependent-killed spectrally negative Lévy processes. Zbl 1415.60050
Vidmar, Matija
2019
Is the Sibuya distribution a progeny? Zbl 1418.60112
Letac, Gérard
2019
Exact simulation of generalised Vervaat perpetuities. Zbl 1418.60040
Dassios, Angelos; Qu, Yan; Lim, Jia Wei
2019
Absolute regularity of semi-contractive GARCH-type processes. Zbl 1418.60029
Doukhan, Paul; Neumann, Michael H.
2019
A particle system approach to aggregation phenomena. Zbl 1416.35139
Flandoli, Franco; Leocata, Marta
2019
Degree correlations in scale-free random graph models. Zbl 1421.05082
Stegehuis, Clara
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
Branching Brownian motion with spatially homogeneous and point-catalytic branching. Zbl 1436.60077
Bocharov, Sergey; Wang, Li
2019
On the existence of sure profits via flash strategies. Zbl 1422.91650
Fontana, Claudio; Pelger, Markus; Platen, Eckhard
2019
The $$N$$-star network evolution model. Zbl 1416.05258
Fazekas, István; Noszály, Csaba; Perecsényi, Attila
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
On association and other forms of positive dependence for Feller processes. Zbl 1415.60022
Tu, Eddie
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
Central limit theorem for mean and variogram estimators in Lévy-based models. Zbl 1418.60017
Rønn-Nielsen, Anders; Vedel Jensen, Eva B.
2019
Cramér type moderate deviations for random fields. Zbl 1418.60018
Beknazaryan, Aleksandr; Sang, Hailin; Xiao, Yimin
2019
Discrete-type approximations for non-Markovian optimal stopping problems. I. Zbl 1427.60069
Leão, Dorival; Ohashi, Alberto; Russo, Francesco
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
Monte Carlo integration with a growing number of control variates. Zbl 1427.60048
Portier, François; Segers, Johan
2019
On maxima of stationary fields. Zbl 1427.60099
Soja-Kukieła, N.
2019
Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes. Zbl 1432.91099
Goffard, Pierre-Olivier; Sarantsev, Andrey
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
A conditional limit theorem for high-dimensional $$\ell^p$$-spheres. Zbl 1405.60038
Kim, Steven S.; Ramanan, Kavitar
2018
Multiple drawing multi-colour urns by stochastic approximation. Zbl 1401.60035
Lasmar, Nabil; Mailler, Cécile; Selmi, Olfa
2018
Why is Kemeny’s constant a constant? Zbl 1405.60112
Bini, Dario; Hunter, Jeffrey J.; Latouche, Guy; Meini, Beatrice; Taylor, Peter
2018
Effective procedure of verifying stochastic ordering of system lifetimes. Zbl 1405.60026
Rychlik, Tomasz; Navarro, Jorge; Rubio, Rafael
2018
On perpetuities with gamma-like tails. Zbl 1401.60127
Buraczewski, Dariusz; Dyszewski, Piotr; Iksanov, Alexander; Marynych, Alexander
2018
A quenched central limit theorem for biased random walks on supercritical Galton-Watson trees. Zbl 1401.60051
2018
Stochastic LU factorizations, Darboux transformations and urn models. Zbl 1402.60090
Grünbaum, F. Alberto; de la Iglesia, Manuel D.
2018
Uniform decomposition of probability measures: quantization, clustering and rate of convergence. Zbl 1405.60025
Chevallier, Julien
2018
New nonparametric classes of distributions in terms of mean time to failure in age replacement. Zbl 1409.62196
Izadi, Muhyiddin; Sharafi, Maryam; Khaledi, Baha-Eldin
2018
Functional limit theorems for the number of busy servers in a $$\mathrm{G}/\mathrm{G}/\infty$$ queue. Zbl 1396.60035
Iksanov, Alexander; Jedidi, Wissem; Bouzeffour, Fethi
2018
Inhomogeneous random graphs, isolated vertices, and Poisson approximation. Zbl 1396.05102
Penrose, Mathew D.
2018
Univariate and multivariate stochastic comparisons and ageing properties of the generalized Pólya process. Zbl 1401.60023
Badía, F. G.; Sangüesa, C.; Cha, Ji Hwan
2018
A temporal approach to the Parisian risk model. Zbl 1396.60045
Li, Bin; Willmot, Gordon E.; Wong, Jeff T. Y.
2018
On unimodality of the lifetime distribution of coherent systems with failure-dependent component lifetimes. Zbl 1401.62194
Bieniek, M.; Burkschat, M.
2018
Multi-type branching processes with time-dependent branching rates. Zbl 1402.60107
Dolgopyat, D.; Hebbar, P.; Koralov, L.; Perlman, M.
2018
Domains of attraction for positive and discrete tempered stable distributions. Zbl 1401.60034
Grabchak, Michael
2018
On multivariate records from random vectors with independent components. Zbl 1401.60097
Falk, M.; Khorrami Chokami, A.; Padoan, S. A.
2018
On a jump-telegraph process driven by an alternating fractional Poisson process. Zbl 1401.60062
Di Crescenzo, Antonio; Meoli, Alessandra
2018
Exact simulation of multidimensional reflected Brownian motion. Zbl 1401.65006
Blanchet, Jose; Murthy, Karthyek
2018
Exact moderate and large deviations for linear random fields. Zbl 1401.60047
Sang, Hailin; Xiao, Yimin
2018
Stochastic comparisons of coherent systems under different random environments. Zbl 1403.90256
Amini-Seresht, Ebrahim; Zhang, Yiying; Balakrishnan, Narayanaswamy
2018
Joint distribution of a Lévy process and its running supremum. Zbl 1396.60049
Coutin, Laure; Pontier, Monique; Ngom, Waly
2018
Occupation times of alternating renewal processes with Lévy applications. Zbl 1405.60133
Starreveld, Nicos; Bekker, Réne; Mandjes, Michel
2018
Structure-preserving equivalent martingale measures for $$\mathcal H$$-SII models. Zbl 1401.60075
Criens, David
2018
On the age of a randomly picked individual in a linear birth-and-death process. Zbl 1401.60162
Kück, Fabian; Schuhmacher, Dominic
2018
Uniformly efficient simulation for extremes of Gaussian random fields. Zbl 1401.65011
Li, Xiaoou; Xu, Gongjun
2018
A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular $$\mathbb{Z}^d$$-actions. Zbl 1401.60055
Bhattacharya, Ayan; Roy, Parthanil
2018
Stein’s method for negatively associated random variables with applications to second-order stationary random fields. Zbl 1401.60040
Wiroonsri, Nathakhun
2018
On stochastic comparisons of $$k$$-out-of-$$n$$ systems with Weibull components. Zbl 1401.60024
Balakrishnan, Narayanaswamy; Barmalzan, Ghobad; Haidari, Abedin
2018
Recursive formula for the double-barrier Parisian stopping time. Zbl 1398.91579
Dassios, Angelos; Lim, Jia Wei
2018
Recovering a hidden community beyond the Kesten-Stigum threshold in $$O(| E|\log^\ast| V|)$$ time. Zbl 1401.62085
Hajek, Bruce; Wu, Yihong; Xu, Jiaming
2018
On the significands of uniform random variables. Zbl 1396.60026
Berger, Arno; Twelves, Isaac
2018
On an ageing class based on the moment generating function order. Zbl 1401.62198
Ghosh, Shyamal; Mitra, Murari
2018
Self-normalized large deviation for supercritical branching processes. Zbl 1401.60158
Chu, Weijuan
2018
Weighted least-squares estimation for the subcritical Heston process. Zbl 1401.62134
du Roy de Chaumaray, M.
2018
On the consistency of the spacings test for multivariate uniformity, including on manifolds. Zbl 1401.62089
Henze, Norbert
2018
Exponential models by Orlicz spaces and applications. Zbl 1407.62127
Santacroce, Marina; Siri, Paola; Trivellato, Barbara
2018
Characterization and simplification of optimal strategies in positive stochastic games. Zbl 1417.91072
Flesch, János; Predtetchinski, Arkadi; Sudderth, William
2018
Relaxation of monotone coupling conditions: Poisson approximation and beyond. Zbl 1402.62022
Daly, Fraser; Johnson, Oliver
2018
Reach of repulsion for determinantal point processes in high dimensions. Zbl 1402.60058
Baccelli, François; O&rsquo;Reilly, Eliza
2018
Pair correlation functions and limiting distributions of iterated cluster point processes. Zbl 1402.60060
Møller, Jesper; Christoffersen, Andreas D.
2018
Frog models on trees through renewal theory. Zbl 1402.60128
Gallo, Sandro; Rodriguez, Pablo M.
2018
From trees to graphs: collapsing continuous-time branching processes. Zbl 1400.05210
Garavaglia, A.; van der Hofstad, R.
2018
Optimal routeing in two-queue polling systems. Zbl 1402.60117
Adan, I. J. B. F.; Kulkarni, V. G.; Lee, N.; Lefeber, E.
2018
Approximation of excessive backlog probabilities of two tandem queues. Zbl 1401.60081
Sezer, Ali Devin
2018
Partisan gerrymandering with geographically compact districts. Zbl 1405.60058
Alexeev, Boris; Mixon, Dustin G.
2018
On random quadratic forms: supports of potential local maxima. Zbl 1407.37122
Pittel, Boris
2018
Weak convergence of the number of vertices at intermediate levels of random recursive trees. Zbl 1405.60031
Iksanov, Alexander; Kabluchko, Zakhar
2018
On the last exit times for spectrally negative Lévy processes. Zbl 1400.60068
Li, Yingqiu; Yin, Chuancun; Zhou, Xiaowen
2017
On the asymptotics of constrained exponential random graphs. Zbl 1396.05101
Kenyon, Richard; Yin, Mei
2017
Large deviation principle for epidemic models. Zbl 1402.60034
Pardoux, Etienne; Samegni-Kepgnou, Brice
2017
Nonuniversality of weighted random graphs with infinite variance degree. Zbl 1396.05098
Baroni, Enrico; Van Der Hofstad, Remco; Komjáthy, Júlia
2017
...and 1472 more Documents
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#### Cited by 18,463 Authors

 121 Balakrishnan, Narayanaswamy 98 Mandjes, Michel Robertus Hendrikus 76 Boxma, Onno Johan 69 Hashorva, Enkelejd 67 Cha, Ji Hwan 66 Li, Xiaohu 59 Stadje, Wolfgang 58 Leonenko, Nikolai N. 57 Lefèvre, Claude 55 Whitt, Ward 54 Navarro, Jorge 53 Eryılmaz, Serkan N. 52 Finkelstein, Maxim 51 Tang, Qihe 49 Asmussen, Søren 49 Zhao, Peng 48 Perry, David 47 Resnick, Sidney Ira 46 Guo, Xianping 46 Kyprianou, Andreas E. 46 Wang, Yuebao 44 Pakes, Anthony G. 44 Shaked, Moshe 43 Klüppelberg, Claudia 43 Palmowski, Zbigniew 43 Willmot, Gordon E. 42 Zeifman, Alexander Izrailevich 42 Zwart, Bert P. 40 Ball, Frank G. 40 Dębicki, Krzysztof 40 Di Crescenzo, Antonio 40 Nadarajah, Saralees 40 Seneta, Eugene 39 Kim, Bara 39 Meerschaert, Mark Marvin 39 Ruiz, José-María 39 Sheu, Sheyhuei 38 Leiva, Víctor 37 Iksanov, Aleksander M. 37 Mahmoud, Hosam M. 36 Belzunce, Félix 36 Foss, Sergey G. 36 Ke, Jauchuan 36 Kochar, Subhash C. 36 Mota, Manuel 35 Gonzalez-Velasco, Miguel 35 Hu, Taizhong 35 Kundu, Debasis 35 Pollett, Philip K. 34 Glazebrook, Kevin D. 34 Kabluchko, Zakhar A. 34 Roberts, Gareth O. 34 Taylor, Peter Gerrard 33 Adan, Ivo J. B. F. 33 Artalejo, Jesus R. 33 Kella, Offer 33 Landriault, David 33 Šiaulys, Jonas 33 Wang, Kaiyong 33 Wu, Wei Biao 32 Leipus, Remigijus 32 Lemonte, Artur José 32 Parthasarathy, Panamalai Ramarao 32 Pellerey, Franco 32 van der Hofstad, Remco W. 32 van Leeuwaarden, Johan S. H. 31 Denuit, Michel M. 31 Tan, Zhongquan 30 Albrecher, Hansjörg 30 Glynn, Peter W. 30 Gupta, Ramesh Chandra 30 Huillet, Thierry E. 30 Janson, Svante 30 Ma, Chunsheng 30 Nanda, Asok K. 29 Cordeiro, Gauss Moutinho 29 Hüsler, Jürg 29 Li, Junping 29 Molina, Manuel 29 Yang, Hailiang 29 Yor, Marc 28 Chen, Anyue 28 Knessl, Charles 28 Orsingher, Enzo 28 Peng, Zuoxiang 28 Shanthikumar, Jeyaveerasingam George 28 Vellaisamy, Palaniappan 27 Barbour, Andrew D. 27 Durrett, Richard Timothy 27 Mikosch, Thomas 27 Nane, Erkan 27 Rüschendorf, Ludger 26 Asadi, Majid 26 Blanchet, Jose H. 26 Goldstein, Larry 26 Ivanovs, Jevgeņijs 26 Kim, Jeongsim 26 Möhle, Martin 26 Sordo, Miguel A. 26 Xu, Maochao ...and 18,363 more Authors
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#### Cited in 823 Journals

 1,039 Statistics & Probability Letters 1,010 Stochastic Processes and their Applications 909 Journal of Applied Probability 589 Queueing Systems 531 Communications in Statistics. Theory and Methods 513 European Journal of Operational Research 471 Journal of Statistical Planning and Inference 466 The Annals of Applied Probability 465 Advances in Applied Probability 438 Insurance Mathematics & Economics 376 Theoretical Population Biology 346 Probability in the Engineering and Informational Sciences 305 Methodology and Computing in Applied Probability 298 Mathematical Biosciences 292 Journal of Multivariate Analysis 283 Operations Research Letters 274 Journal of Statistical Physics 271 Stochastic Models 270 Journal of Mathematical Analysis and Applications 252 Journal of Mathematical Biology 250 The Annals of Probability 246 Bernoulli 226 Probability Theory and Related Fields 214 Stochastic Analysis and Applications 212 Journal of Theoretical Probability 197 Annals of Operations Research 185 Computational Statistics and Data Analysis 174 The Annals of Statistics 169 Applied Mathematics and Computation 167 Annals of the Institute of Statistical Mathematics 161 Journal of Computational and Applied Mathematics 157 Journal of Econometrics 155 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 155 Journal of Time Series Analysis 141 Statistics 139 Extremes 137 Quantitative Finance 135 Metrika 130 Journal of Statistical Computation and Simulation 128 Statistical Papers 127 Applied Mathematical Modelling 116 Computers & Operations Research 115 Journal of Theoretical Biology 113 Scandinavian Actuarial Journal 107 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 105 Bulletin of Mathematical Biology 104 Computers & Mathematics with Applications 104 Mathematical and Computer Modelling 99 Mathematical Methods of Operations Research 89 Lithuanian Mathematical Journal 89 International Journal of Theoretical and Applied Finance 85 Finance and Stochastics 84 International Journal of Systems Science 84 Communications in Statistics. Simulation and Computation 81 Linear Algebra and its Applications 77 Electronic Journal of Probability 74 Theoretical Computer Science 73 Test 73 Electronic Journal of Statistics 72 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 71 The Canadian Journal of Statistics 71 Acta Mathematicae Applicatae Sinica. English Series 70 Journal of Mathematical Sciences (New York) 66 Econometric Theory 66 Frontiers of Mathematics in China 64 Stochastics 62 Mathematical Problems in Engineering 61 Optimization 60 Journal of Optimization Theory and Applications 57 Communications in Mathematical Physics 57 Mathematics of Operations Research 57 Journal of the Korean Statistical Society 55 Transactions of the American Mathematical Society 55 Statistics and Computing 54 Acta Mathematica Sinica. English Series 53 Journal of Economic Dynamics & Control 52 ALEA. Latin American Journal of Probability and Mathematical Statistics 51 Mathematical Finance 51 Applied Stochastic Models in Business and Industry 51 Brazilian Journal of Probability and Statistics 51 Journal of Industrial and Management Optimization 51 Science China. Mathematics 50 Acta Applicandae Mathematicae 49 Journal of Nonparametric Statistics 49 Stochastic Systems 48 Kybernetika 48 Sequential Analysis 47 Statistical Science 47 Random Structures & Algorithms 46 Automation and Remote Control 45 Journal of Soviet Mathematics 45 Scandinavian Actuarial Journal 44 Operations Research 44 Journal of Applied Statistics 44 Statistical Inference for Stochastic Processes 43 Automatica 43 Journal of Economic Theory 43 Proceedings of the American Mathematical Society 43 Discrete Event Dynamic Systems 43 Electronic Communications in Probability ...and 723 more Journals
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#### Cited in 62 Fields

 14,367 Probability theory and stochastic processes (60-XX) 6,690 Statistics (62-XX) 4,109 Operations research, mathematical programming (90-XX) 3,306 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2,131 Biology and other natural sciences (92-XX) 1,343 Numerical analysis (65-XX) 1,025 Computer science (68-XX) 827 Systems theory; control (93-XX) 756 Combinatorics (05-XX) 648 Statistical mechanics, structure of matter (82-XX) 445 Partial differential equations (35-XX) 268 Dynamical systems and ergodic theory (37-XX) 260 Linear and multilinear algebra; matrix theory (15-XX) 242 Calculus of variations and optimal control; optimization (49-XX) 226 Ordinary differential equations (34-XX) 209 Information and communication theory, circuits (94-XX) 178 Convex and discrete geometry (52-XX) 143 Operator theory (47-XX) 126 Real functions (26-XX) 121 Integral equations (45-XX) 115 Special functions (33-XX) 108 Measure and integration (28-XX) 106 Integral transforms, operational calculus (44-XX) 91 Number theory (11-XX) 81 Functional analysis (46-XX) 78 Harmonic analysis on Euclidean spaces (42-XX) 77 Quantum theory (81-XX) 70 Fluid mechanics (76-XX) 69 Difference and functional equations (39-XX) 65 Geophysics (86-XX) 52 Approximations and expansions (41-XX) 50 History and biography (01-XX) 40 Functions of a complex variable (30-XX) 39 Group theory and generalizations (20-XX) 34 Differential geometry (53-XX) 33 Global analysis, analysis on manifolds (58-XX) 25 Classical thermodynamics, heat transfer (80-XX) 24 Order, lattices, ordered algebraic structures (06-XX) 21 Mathematical logic and foundations (03-XX) 21 Sequences, series, summability (40-XX) 18 Abstract harmonic analysis (43-XX) 18 Mechanics of deformable solids (74-XX) 16 Nonassociative rings and algebras (17-XX) 14 Topological groups, Lie groups (22-XX) 12 General and overarching topics; collections (00-XX) 12 General topology (54-XX) 11 Field theory and polynomials (12-XX) 11 Potential theory (31-XX) 11 Astronomy and astrophysics (85-XX) 10 Mechanics of particles and systems (70-XX) 9 Algebraic geometry (14-XX) 9 Associative rings and algebras (16-XX) 9 Geometry (51-XX) 8 Optics, electromagnetic theory (78-XX) 7 Commutative algebra (13-XX) 6 Manifolds and cell complexes (57-XX) 5 Several complex variables and analytic spaces (32-XX) 4 Category theory; homological algebra (18-XX) 4 Algebraic topology (55-XX) 4 Relativity and gravitational theory (83-XX) 3 Mathematics education (97-XX) 1 General algebraic systems (08-XX)