×

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: Journal; Indexed cover-to-cover
Documents Indexed: 5,508 Publications (since 1964)
References Indexed: 1,708 Publications with 33,881 References.
all top 5

Latest Issues

61, No. 2 (2024)
61, No. 1 (2024)
60, No. 4 (2023)
60, No. 3 (2023)
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)
57, No. 2 (2020)
57, No. 1 (2020)
56, No. 4 (2019)
56, No. 3 (2019)
56, No. 2 (2019)
56, No. 1 (2019)
55, No. 4 (2018)
55, No. 3 (2018)
55, No. 2 (2018)
55, No. 1 (2018)
54, No. 4 (2017)
54, No. 3 (2017)
54, No. 2 (2017)
54, No. 1 (2017)
53, No. 4 (2016)
53, No. 3 (2016)
53, No. 2 (2016)
53, No. 1 (2016)
52, No. 4 (2015)
52, No. 3 (2015)
52, No. 2 (2015)
52, No. 1 (2015)
51A, Spec. Vol. (2014)
51, No. 4 (2014)
51, No. 3 (2014)
51, No. 2 (2014)
51, No. 1 (2014)
50, No. 4 (2013)
50, No. 3 (2013)
50, No. 2 (2013)
50, No. 1 (2013)
49, No. 4 (2012)
49, No. 3 (2012)
49, No. 2 (2012)
49, No. 1 (2012)
48A, Spec. Vol. (2011)
48, No. 4 (2011)
48, No. 3 (2011)
48, No. 2 (2011)
48, No. 1 (2011)
47, No. 4 (2010)
47, No. 3 (2010)
47, No. 2 (2010)
47, No. 1 (2010)
46, No. 4 (2009)
46, No. 3 (2009)
46, No. 2 (2009)
46, No. 1 (2009)
45, No. 4 (2008)
45, No. 3 (2008)
45, No. 2 (2008)
45, No. 1 (2008)
44, No. 4 (2007)
44, No. 3 (2007)
44, No. 2 (2007)
44, No. 1 (2007)
43, No. 4 (2006)
43, No. 3 (2006)
43, No. 2 (2006)
43, No. 1 (2006)
42, No. 4 (2005)
42, No. 3 (2005)
42, No. 2 (2005)
42, No. 1 (2005)
41A, Spec. Iss. (2004)
41, No. 4 (2004)
41, No. 3 (2004)
41, No. 2 (2004)
41, No. 1 (2004)
40, No. 4 (2003)
40, No. 3 (2003)
40, No. 2 (2003)
40, No. 1 (2003)
39, No. 4 (2002)
39, No. 3 (2002)
39, No. 2 (2002)
39, No. 1 (2002)
38A, Spec. Iss. (2001)
38, No. 4 (2001)
38, No. 3 (2001)
38, No. 2 (2001)
38, No. 1 (2001)
37, No. 4 (2000)
37, No. 3 (2000)
...and 76 more Volumes
all top 5

Authors

34 Ross, Sheldon Mark
30 Seneta, Eugene
28 Heyde, Christopher Charles
28 Kella, Offer
24 Boxma, Onno Johan
24 Daley, Daryl John
24 Gani, Joseph Mark
23 Stadje, Wolfgang
22 Miyazawa, Masakiyo
21 Ball, Frank G.
21 Pakes, Anthony 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 Balakrishnan, Narayanaswamy
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 John
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 Borovkov, Konstantin A.
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 Di Crescenzo, Antonio
13 Ekström, Erik
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 Rogers, L. C. G.
12 Rüschendorf, Ludger
12 Sumita, Ushio
12 Weber, Richard Robert
12 Whittle, Peter
11 Billard, Lynne
11 Brown, Mark
11 Chen, Anyue
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 Navarro, Jorge
11 Proschan, Frank
11 Tang, Qihe
11 Weiner, Howard Jacob
11 Yao, Yi-Ching
11 Zacks, Shelemyahu
10 Arnold, Barry Charles
10 Asadi, Majid
10 Athreya, Krishna Balasundaram
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 Perry, David
10 Picard, Philippe
10 Quine, Malcolm P.
10 Sagitov, Serik
...and 4,302 more Authors
all top 5

Fields

4,746 Probability theory and stochastic processes (60-XX)
969 Statistics (62-XX)
839 Operations research, mathematical programming (90-XX)
450 Biology and other natural sciences (92-XX)
409 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
171 Combinatorics (05-XX)
170 Computer science (68-XX)
166 Numerical analysis (65-XX)
124 Systems theory; control (93-XX)
77 Statistical mechanics, structure of matter (82-XX)
53 Information and communication theory, circuits (94-XX)
41 Linear and multilinear algebra; matrix theory (15-XX)
41 Convex and discrete geometry (52-XX)
34 History and biography (01-XX)
33 Partial differential equations (35-XX)
25 Calculus of variations and optimal control; optimization (49-XX)
24 Integral transforms, operational calculus (44-XX)
22 Dynamical systems and ergodic theory (37-XX)
18 Ordinary differential equations (34-XX)
18 Operator theory (47-XX)
17 Special functions (33-XX)
16 Real functions (26-XX)
16 Geophysics (86-XX)
15 Measure and integration (28-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)
7 Quantum theory (81-XX)
6 Differential geometry (53-XX)
4 Mathematical logic and foundations (03-XX)
4 Sequences, series, summability (40-XX)
4 Mechanics of particles and systems (70-XX)
3 General and overarching topics; collections (00-XX)
3 Nonassociative rings and algebras (17-XX)
3 Global analysis, analysis on manifolds (58-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 Relativity and gravitational theory (83-XX)
1 Astronomy and astrophysics (85-XX)

Publications by Year

Citations contained in zbMATH Open

4,518 Publications have been cited 45,101 times in 27,893 Documents Cited by Year
A new family of life distributions. Zbl 0209.49801
Birnbaum, Z. W.; Saunders, S. C.
286
1969
Solutions of ordinary differential equations as limits of pure jump Markov processes. Zbl 0191.47301
Kurtz, T. G.
268
1970
Limit theorems for continuous-time random walks with infinite mean waiting times. Zbl 1065.60042
Meerschaert, Mark M.; Scheffler, Hans-Peter
217
2004
A versatile Markovian point process. Zbl 0422.60043
Neuts, Marcel F.
215
1979
On the genealogy of large populations. Zbl 0516.92011
Kingman, J. F. C.
214
1982
Limit theorems for sequences of jump Markov processes approximating ordinary differential processes. Zbl 0219.60060
Kurtz, T. G.
203
1971
Changes of numéraire, changes of probability measure and option pricing. Zbl 0829.90007
Geman, Hélyette; El Karoui, Nicole; Rochet, Jean-Charles
193
1995
The value of an Asian option. Zbl 0839.90013
Rogers, L. C. G.; Shi, Z.
186
1995
A cluster process representation of a self-exciting process. Zbl 0305.60021
Hawkes, Alan G.; Oakes, David
184
1974
Imperfect repair. Zbl 0526.60080
Brown, Mark; Proschan, Frank
164
1983
Estimation for a family of life distributions with applications to fatigue. Zbl 0216.22702
Birnbaum, Z. W.; Saunders, S. C.
163
1969
Product-form queueing networks with negative and positive customers. Zbl 0741.60091
Gelenbe, Erol
158
1991
The asymptotic theory of linear time-series models. Zbl 0261.62073
Hannan, E. J.
157
1973
Diffusion models in population genetics. Zbl 0134.38103
Kimura, Motoo
156
1964
On the eigenvalues of random matrices. Zbl 0807.15015
Diaconis, Persi; Shahshahani, Mehrdad
155
1994
Subexponential distributions and integrated tails. Zbl 0651.60020
Klüppelberg, Claudia
147
1988
The general coalescent with asynchronous mergers of ancestral lines. Zbl 0962.92026
Sagitov, Serik
146
1999
An integer-valued p th-order autoregressive structure (INAR(p)) process. Zbl 0704.62081
Alzaid, A. A.; Al-Osh, M.
140
1990
Non-strong mixing autoregressive processes. Zbl 0552.60049
Andrews, Donald W. K.
135
1984
Approximations of small jumps of Lévy processes with a view towards simulation. Zbl 0989.60047
Asmussen, Søren; Rosiński, Jan
133
2001
Martingale convergence in the branching random walk. Zbl 0356.60053
Biggins, J. D.
133
1977
Some results for repairable systems with general repair. Zbl 0671.60080
Kijima, Masaaki
131
1989
Age-dependent minimal repair. Zbl 0564.60084
Block, Henry W.; Borges, Wagner S.; Savits, Thomas H.
129
1985
Inequalities with applications to percolation and reliability. Zbl 0571.60019
van den Berg, J.; Kesten, H.
119
1985
Weak convergence of probability measures and random functions in the function space D\([0,\infty)\). Zbl 0258.60008
Lindvall, Torgny
113
1973
Perburbation theory and finite Markov chains. Zbl 0196.19803
Schweitzer, Paul J.
112
1968
On quasi-stationary distributions on absorbing discrete-time finite Markov chains. Zbl 0134.34704
Darroch, J. N.; Seneta, E.
112
1965
A logarithmic reduction algorithm for quasi-birth-death processes. Zbl 0789.60055
Latouche, Guy; Ramaswami, V.
107
1993
Stochastic approach to chemical kinetics. Zbl 0231.60090
McQuarrie, Donald A.
104
1967
On estimating the diffusion coefficient from discrete observations. Zbl 0796.62070
Florens-Zmirou, Danielle
102
1993
Entropy-based measure of uncertainty in past lifetime distributions. Zbl 1003.62087
Di Crescenzo, Antonio; Longobardi, Maria
100
2002
Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms. Zbl 1137.62015
Roberts, Gareth O.; Rosenthal, Jeffrey S.
100
2007
Convolution equivalence and infinite divisibility. Zbl 1051.60019
Pakes, Anthony G.
99
2004
Restless bandits: Activity allocation in a changing world. Zbl 0664.90043
Whittle, P.
97
1988
Large deviations of heavy-tailed random sums with applications in insurance and finance. Zbl 0903.60021
Klüppelberg, C.; Mikosch, T.
95
1997
Optimality of the shortest line discipline. Zbl 0357.60023
Winston, Wayne
95
1977
Limit theorems for iterated random functions. Zbl 1046.60024
Wu, Wei Biao; Shao, Xiaofeng
92
2004
Extreme values of independent stochastic processes. Zbl 0384.60055
Brown, Bruce M.; Resnick, Sidney I.
91
1977
The strong law of large numbers for extended negatively dependent random variables. Zbl 1213.60058
Chen, Yiqing; Chen, Anyue; Ng, Kai W.
90
2010
On quasi-stationary distributions in absorbing continuous-time finite Markov chains. Zbl 0168.16303
Darroch, J. N.; Seneta, E.
89
1967
Asymptotic stability of stochastic differential equations driven by Lévy noise. Zbl 1185.60058
Applebaum, David; Siakalli, Michailina
88
2009
On the rate of convergence of normal extremes. Zbl 0403.60024
Hall, Peter
87
1979
Exponential behavior in the presence of dependence in risk theory. Zbl 1097.62110
Albrecher, Hansjörg; Teugels, Jef L.
87
2006
A continuous-time GARCH process driven by a Lévy process: Stationarity and second-order behaviour. Zbl 1068.62093
Klüppelberg, Claudia; Lindner, Alexander; Maller, Ross
84
2004
The second-order analysis of stationary point processes. Zbl 0364.60087
Ripley, B. D.
84
1976
Diffusion with ’collisions’ between particles. Zbl 0139.34804
Harris, T. E.
83
1965
Exact and ordinary lumpability in finite Markov chains. Zbl 0796.60073
Buchholz, Peter
82
1994
Asymptotic behaviour of continuous time, continuous state-space branching processes. Zbl 0301.60060
Grey, D. R.
82
1974
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
81
2004
On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states. Zbl 0147.36603
Seneta, E.; Vere-Jones, D.
80
1966
Multivariate distributions for the life lengths of components of a system sharing a common environment. Zbl 0603.60084
Lindley, Dennis V.; Singpurwalla, Nozer D.
79
1986
Oscillating random walk models for GI/G/1 vacation systems with Bernoulli schedules. Zbl 0612.60087
Keilson, J.; Servi, L. D.
79
1986
Multivariate Hawkes processes: an application to financial data. Zbl 1242.62093
Embrechts, Paul; Liniger, Thomas; Lin, Lu
79
2011
Conditions for permanence and ergodicity of certain stochastic predator-prey models. Zbl 1338.34091
Du, Nguyen Huu; Nguyen, Dang Hai; Yin, G. George
79
2016
Diffusion approximations in collective risk theory. Zbl 0191.51202
Iglehart, D. L.
78
1969
Stein’s method and Poisson process convergence. Zbl 0661.60034
Barbour, A. D.
75
1988
Applications of the hazard rate ordering in reliability and order statistics. Zbl 0793.62053
Boland, Philip J.; El-Neweihi, Emad; Proschan, Frank
74
1994
Some new results on stochastic comparisons of parallel systems. Zbl 0995.62104
Khaledi, Baha-Eldin; Kochar, Subhash
72
2000
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.
72
1994
Multivariate normal approximations by Stein’s method and size bias couplings. Zbl 0845.60023
Goldstein, Larry; Rinott, Yosef
72
1996
Chernoff’s theorem in the branching random walk. Zbl 0373.60090
Biggins, J. D.
70
1977
A supplement to the strong law of large numbers. Zbl 0305.60008
Heyde, C. C.
69
1975
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.
69
1971
Useful martingales for stochastic storage processes with Lévy input. Zbl 0761.60065
Kella, Offer; Whitt, Ward
68
1992
Mixture representations of residual lifetimes of used systems. Zbl 1155.60305
Navarro, Jorge; Balakrishnan, N.; Samaniego, Francisco J.
68
2008
The total progeny in a branching process and a related random walk. Zbl 0192.54401
Dwass, M.
68
1969
A quantum-mechanical central limit theorem. Zbl 0224.60049
Cushen, C. D.; Hudson, R. L.
68
1971
Dispersive ordering of distributions. Zbl 0481.60022
Shaked, Moshe
67
1982
The threshold behaviour of epidemic models. Zbl 0519.92023
Ball, Frank
66
1983
Logarithmic asymptotics for steady-state tail probabilities in a single- server queue. Zbl 0805.60093
Glynn, Peter W.; Whitt, Ward
66
1994
G-networks with triggered customer movement. Zbl 0781.60088
Gelenbe, Erol
66
1993
On the optimal assignment of customers to parallel servers. Zbl 0378.60095
Weber, Richard R.
66
1978
Queues with negative arrivals. Zbl 0744.60110
Gelenbe, Erol; Glynn, Peter; Sigman, Karl
65
1991
On the prediction of fractional Brownian motion. Zbl 0861.60049
Gripenberg, Gustaf; Norros, Ilkka
65
1996
Sensitivity and convergence of uniformly ergodic Markov chains. Zbl 1092.60027
Mitrophanov, A. Yu.
65
2005
Signatures of indirect majority systems. Zbl 1042.62090
Boland, Philip J.
64
2001
On the tails of waiting-time distributions. Zbl 0314.60072
Pakes, A. G.
64
1975
Discrimination between monotonic trends and long-range dependence. Zbl 0623.62085
Künsch, H.
63
1986
Conditional tail expectations for multivariate phase-type distributions. Zbl 1079.62022
Cai, Jun; Li, Haijun
63
2005
Partial orderings of distributions based on right-spread functions. Zbl 0898.62124
Fernández Ponce, J. M.; Kochar, S. C.; Muñoz Pérez, J.
63
1998
The first-passage density of a continuous Gaussian process to a general boundary. Zbl 0576.60029
Durbin, J.
62
1985
Evolutionarily stable strategies with two types of player. Zbl 0398.90120
Taylor, Peter D.
62
1979
A generalized bivariate exponential distribution. Zbl 0155.24001
Marshall, A. W.; Olkin, I.
62
1967
Distributional study of De Finetti’s dividend problem for a general Lévy insurance risk process. Zbl 1137.60047
Kyprianou, A. E.; Palmowski, Z.
62
2007
Portfolio optimization with unobservable Markov-modulated drift process. Zbl 1138.93428
Rieder, Ulrich; Bäuerle, Nicole
62
2005
A threshold AR(1) model. Zbl 0541.62073
Petruccelli, Joseph D.; Woolford, Samuel W.
61
1984
General shock models associated with correlated renewal sequences. Zbl 0526.60078
Shanthikumar, J. G.; Sumita, U.
61
1983
An explicit solution to an optimal stopping problem with regime switching. Zbl 0988.60038
Guo, Xin
60
2001
The stationary distribution of the infinitely-many neutral alleles diffusion model. Zbl 0356.92012
Watterson, G. A.
60
1976
The M/M/1 queue with mass exodus and mass arrivals when empty. Zbl 0876.60079
Chen, Anyue; Renshaw, Eric
59
1997
Aspects of positive ageing. Zbl 0612.60072
Deshpande, Jayant V.; Kochar, Subhash C.; Singh, Harshinder
59
1986
First-passage-time density and moments of the Ornstein-Uhlenbeck process. Zbl 0651.60080
Ricciardi, Luigi M.; Sato, Shunsuke
59
1988
Longest common subsequences of two random sequences. Zbl 0313.60008
Chvatal, Vaclav; Sankoff, David
59
1975
Central limit theorem for nonlinear Hawkes processes. Zbl 1306.60015
Zhu, Lingjiong
59
2013
An upper bound for the probability of a union. Zbl 0349.60007
Hunter, David
59
1976
A Pollaczek-Khintchine formula for \(M/G/1\) queues with disasters. Zbl 0867.60082
Jain, Gautam; Sigman, Karl
58
1996
Marked point processes as limits of Markovian arrival streams. Zbl 0778.60035
Asmussen, Søren; Koole, Ger
58
1993
New partial ordering of survival functions based on the notion of uncertainty. Zbl 0817.62082
Ebrahimi, Nader; Pellerey, Franco
58
1995
Shocks, runs and random sums. Zbl 0987.60028
Mallor, F.; Omey, E.
57
2001
The proportion of the population never hearing a rumour. Zbl 0578.92025
Sudbury, Aidan
57
1985
Stochastic differential equation approximations of generative adversarial network training and its long-run behavior. Zbl 07845400
Cao, Haoyang; Guo, Xin
1
2024
A branching random walk in the presence of a hard wall. Zbl 1533.60138
Roy, Rishideep
1
2024
On connectivity and robustness of random graphs with inhomogeneity. Zbl 1527.60012
Shang, Yilun
4
2023
Sojourn functionals for spatiotemporal Gaussian random fields with long memory. Zbl 1515.60158
Leonenko, N. N.; Ruiz-Medina, M. D.
2
2023
Graph distances in scale-free percolation: the logarithmic case. Zbl 1515.60312
Hao, Nannan; Heydenreich, Markus
2
2023
Inheritance of strong mixing and weak dependence under renewal sampling. Zbl 1516.60015
Brandes, Dirk-Philip; Curato, Imma Valentina; Stelzer, Robert
1
2023
A decomposition for Lévy processes inspected at Poisson moments. Zbl 1516.60029
Boxma, Onno; Mandjes, Michel
1
2023
On mixed fractional stochastic differential equations with discontinuous drift coefficient. Zbl 1516.60034
Sönmez, Ercan
1
2023
On the splitting and aggregating of Hawkes processes. Zbl 1516.60032
Li, Bo; Pang, Guodong
1
2023
Bose-Einstein condensation for particles with repulsive short-range pair interactions in a Poisson random external potential in \(\mathbb{R}^d\). Zbl 1515.82087
Kerner, Joachim; Pechmann, Maximilian
1
2023
Ruin probabilities in a Markovian shot-noise environment. Zbl 1518.91225
Pojer, Simon; Thonhauser, Stefan
1
2023
Nonlinear Markov chains with finite state space: invariant distributions and long-term behaviour. Zbl 1515.60260
Neumann, Berenice Anne
1
2023
Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes. Zbl 1515.60134
van der Hofstad, Remco; Kapodistria, Stella; Palmowski, Zbigniew; Shneer, Seva
1
2023
Interacting urns on a finite directed graph. Zbl 1515.60319
Kaur, Gursharn; Sahasrabudhe, Neeraja
1
2023
Limit theory for \(U\)-statistics under geometric and topological constraints with rare events. Zbl 1509.60016
Owada, Takashi
1
2023
Short-time behavior of solutions to Lévy-driven stochastic differential equations. Zbl 1517.60067
Reker, Jana
1
2023
Robustness of iterated function systems of Lipschitz maps. Zbl 1530.60058
Hervé, Loïc; Ledoux, James
1
2023
On tournaments and negative dependence. Zbl 07727560
Malinovsky, Yaakov; Rinott, Yosef
1
2023
Non-reversible guided Metropolis kernel. Zbl 1520.65004
Kamatani, Kengo; Song, Xiaolin
1
2023
Rate of convergence for particle approximation of PDEs in Wasserstein space. Zbl 1501.35449
Germain, Maximilien; Pham, Huyên; Warin, Xavier
6
2022
On the continuity of Pickands constants. Zbl 1492.60140
Dębicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew
5
2022
On local weak limit and subgraph counts for sparse random graphs. Zbl 1507.60023
Kurauskas, Valentas
4
2022
Limit laws for large \(k\)th-nearest neighbor balls. Zbl 1497.60023
Chenavier, Nicolas; Henze, Norbert; Otto, Moritz
4
2022
Prevalence of deficiency-zero reaction networks in an Erdős-Rényi framework. Zbl 1492.05142
Anderson, David F.; Nguyen, Tung D.
4
2022
Bounds for the chi-square approximation of the power divergence family of statistics. Zbl 07616202
Gaunt, Robert E.
4
2022
An elementary approach to component sizes in critical random graphs. Zbl 1503.05109
De Ambroggio, Umberto
4
2022
A note on the polynomial ergodicity of the one-dimensional zig-zag process. Zbl 07589164
Vasdekis, Giorgos; Roberts, Gareth O.
3
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
3
2022
Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance. Zbl 1489.91215
Brinker, Leonie Violetta; Schmidli, Hanspeter
3
2022
An explicit Dobrushin uniqueness region for Gibbs point processes with repulsive interactions. Zbl 1496.60117
Houdebert, Pierre; Zass, Alexander
3
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
3
2022
Discounted probability of exponential Parisian ruin: diffusion approximation. Zbl 1483.91058
Liang, Xiaoqing; Young, Virginia R.
3
2022
A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions. Zbl 1501.60045
Yamato, Kosuke
3
2022
Characterization of random variables with stationary digits. Zbl 1498.60138
Cornean, Horia D.; Herbst, Ira W.; Møller, Jesper; Sørensen, Kasper S.; Støttrup, Benjamin B.
2
2022
Surprising identities for the greedy independent set on Cayley trees. Zbl 1503.05055
Contat, Alice
2
2022
A probabilistic model for interfaces in a martensitic phase transition. Zbl 1501.60054
Cesana, Pierluigi; Hambly, Ben M.
2
2022
Dynamical fitness models: evidence of universality classes for preferential attachment graphs. Zbl 1497.05242
Cipriani, Alessandra; Fontanari, Andrea
1
2022
The shape of a seed bank tree. Zbl 1497.60123
González Casanova, Adrián; Peñaloza, Lizbeth; Siri-Jégousse, Arno
1
2022
Generalized limit theorems for \(U\)-max statistics. Zbl 07589160
Nikitin, Yakov; Simarova, Ekaterina
1
2022
The hit-and-run version of top-to-random. Zbl 1497.60099
Boardman, Samuel; Rudolf, Daniel; Saloff-Coste, Laurent
1
2022
How a probabilistic analogue of the mean value theorem yields Stein-type covariance identities. Zbl 1492.60040
Psarrakos, Georgios
1
2022
Large-deviation results for triangular arrays of semiexponential random variables. Zbl 1492.60066
Klein, Thierry; Lagnoux, Agnès; Petit, Pierre
1
2022
On large-deviation probabilities for the empirical distribution of branching random walks with heavy tails. Zbl 1492.60070
Zhang, Shuxiong
1
2022
An ergodic theorem for the weighted ensemble method. Zbl 1492.65030
Aristoff, David
1
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
A note on the screaming toes game. Zbl 1492.60025
Tavaré, Simon
1
2022
Two-type linear-fractional branching processes in varying environments with asymptotically constant mean matrices. Zbl 1486.60114
Wang, Hua-Ming; Yao, Huizi
1
2022
A deep look into the Dagum family of isotropic covariance functions. Zbl 1498.60182
Faouzi, Tarik; Porcu, Emilio; Kondrashuk, Igor; Malyarenko, Anatoliy
1
2022
Asymptotic behavior and quasi-limiting distributions on time-fractional birth and death processes. Zbl 1498.60340
Curinao, Jorge Littin
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
9
2021
Variations of the elephant random walk. Zbl 1479.60049
Gut, Allan; Stadtmüller, Ulrich
8
2021
Exact simulation of Ornstein-Uhlenbeck tempered stable processes. Zbl 07364090
Qu, Yan; Dassios, Angelos; Zhao, Hongbiao
8
2021
Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates. Zbl 1470.90152
Guo, Xin; Huang, Yonghui
7
2021
Optimal allocation of relevations in coherent systems. Zbl 1478.90034
Yan, Rongfang; Zhang, Jiandong; Zhang, Yiying
6
2021
Bounds for expected supremum of fractional Brownian motion with drift. Zbl 1476.60074
Bisewski, Krzysztof; Dębicki, Krzysztof; Mandjes, Michel
6
2021
Queues with path-dependent arrival processes. Zbl 1476.60166
Fendick, Kerry; Whitt, Ward
6
2021
General drawdown of general tax model in a time-homogeneous Markov framework. Zbl 1475.60076
Avram, Florin; Li, Bin; Li, Shu
5
2021
A product form for the general stochastic matching model. Zbl 1476.60121
Moyal, Pascal; Bušić, Ana; Mairesse, Jean
5
2021
Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift. Zbl 1458.91208
Sass, Jörn; Westphal, Dorothee; Wunderlich, Ralf
4
2021
Gaussian process approximations for multicolor Pólya urn models. Zbl 1476.60015
Borovkov, Konstantin
4
2021
Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration. Zbl 1478.60237
Rabehasaina, Landy; Woo, Jae-Kyung
4
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
4
2021
Scale-free percolation in continuous space: quenched degree and clustering coefficient. Zbl 1459.05298
Dalmau, Joseba; Salvi, Michele
3
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
3
2021
Sequential metric dimension for random graphs. Zbl 1482.05314
Ódor, Gergely; Thiran, Patrick
3
2021
Two Poisson limit theorems for the coupon collector’s problem with group drawings. Zbl 1478.60092
Schilling, Judith; Henze, Norbert
3
2021
Ergodic control of diffusions with random intervention times. Zbl 1459.49010
Saarinen, Harto; Lempa, Jukka
2
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
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.
2
2021
Double hypergeometric Lévy processes and self-similarity. Zbl 1470.60128
Kyprianou, Andreas E.; Pardo, Juan Carlos; Vidmar, Matija
2
2021
A restaurant process with cocktail bar and relations to the three-parameter Mittag-Leffler distribution. Zbl 1475.60023
Möhle, Martin
2
2021
On transform orders for largest claim amounts. Zbl 1479.91346
Zhang, Yiying
2
2021
Large-deviation asymptotics of condition numbers of random matrices. Zbl 1478.60019
Singull, Martin; Uwamariya, Denise; Yang, Xiangfeng
2
2021
Long range dependence of heavy-tailed random functions. Zbl 1477.60061
Kulik, Rafal; Spodarev, Evgeny
2
2021
Subgeometric ergodicity and \(\beta\)-mixing. Zbl 1473.60102
Meitz, Mika; Saikkonen, Pentti
2
2021
Computing minimal signature of coherent systems through matrix-geometric distributions. Zbl 1473.62333
Eryilmaz, Serkan; Tank, Fatih
2
2021
Controlled branching processes with continuous time. Zbl 1476.60154
González, Miguel; Molina, Manuel; Del Puerto, Ines; Yanev, Nikolay M.; Yanev, George P.
2
2021
Corrigendum to: “Pathwise large deviations for the rough Bergomi model”. Zbl 1470.60087
Gerhold, Stefan; Jacquier, Antoine; Pakkanen, Mikko; Stone, Henry; Wagenhofer, Thomas
2
2021
Stochastic orderings of multivariate elliptical distributions. Zbl 1476.60043
Yin, Chuancun
2
2021
Simple conditions for metastability of continuous Markov chains. Zbl 1464.60071
Mangoubi, Oren; Pillai, Natesh; Smith, Aaron
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
On the forward algorithm for stopping problems on continuous-time Markov chains. Zbl 1478.60211
Miclo, Laurent; Villeneuve, Stéphane
1
2021
On the finiteness and tails of perpetuities under a Lamperti-Kiu map. Zbl 1475.60085
Alili, Larbi; Woodford, David
1
2021
On the comparison of Shapley values for variance and standard deviation games. Zbl 1471.91015
Galeotti, Marcello; Rabitti, Giovanni
1
2021
Extinction time of the logistic process. Zbl 1477.60080
Foxall, Eric
1
2021
Stochastic ordering for birth-death processes with killing. Zbl 1473.60045
Hsiau, Shoou-Ren; Chen, May-Ru; Yao, Yi-Ching
1
2021
A transient Cramér-Lundberg model with applications to credit risk. Zbl 1477.60073
Delsing, Guusje; Mandjes, Michel
1
2021
Stochastic properties of generalized finite mixture models with dependent components. Zbl 1473.90059
Amini-Seresht, Ebrahim; Balakrishnan, Narayanaswamy
1
2021
Random additions in urns of integers. Zbl 1476.60018
Simper, Mackenzie
1
2021
Stochastic analysis of average-based distributed algorithms. Zbl 1476.60120
Mocquard, Yves; Robin, Frédérique; Séricola, Bruno; Anceaume, Emmanuelle
1
2021
Sensitivity of mean-field fluctuations in Erlang loss models with randomized routing. Zbl 1476.60174
Vasantam, Thirupathaiah; Mazumdar, Ravi R.
1
2021
Population dynamics driven by truncated stable processes with Markovian switching. Zbl 1476.60083
Zhang, Zhenzhong; Tong, Jinying; Meng, Qingting; Liang, You
1
2021
The martingale comparison method for Markov processes. Zbl 1476.60041
Köpfer, Benedikt; Rüschendorf, Ludger
1
2021
Simultaneous ruin probability for two-dimensional Brownian risk model. Zbl 1464.60031
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew
13
2020
Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model. Zbl 1443.60068
Nguyen, Dang H.; Nguyen, Nhu N.; Yin, George
12
2020
Branching processes in a random environment with immigration stopped at zero. Zbl 1434.60240
Dyakonova, Elena; Li, Doudou; Vatutin, Vladimir; Zhang, Mei
12
2020
A unifying approach to branching processes in a varying environment. Zbl 1434.60242
Kersting, Götz
10
2020
On two classes of reflected autoregressive processes. Zbl 1444.62098
Boxma, Onno; Löpker, Andreas; Mandjes, Michel
9
2020
Existence of Gibbs point processes with stable infinite range interaction. Zbl 1457.60141
Dereudre, David; Vasseur, Thibaut
9
2020
...and 1528 more Documents
all top 5

Cited by 23,548 Authors

179 Balakrishnan, Narayanaswamy
111 Mandjes, Michel Robertus Hendrikus
91 Boxma, Onno Johan
86 Cha, Ji Hwan
81 Li, Xiaohu
78 Hashorva, Enkelejd
73 Finkelstein, Maxim
67 Yang, Yang
66 Eryılmaz, Serkan N.
65 Lefèvre, Claude
64 Leonenko, Nikolai N.
63 Whitt, Ward
61 Stadje, Wolfgang
60 Navarro, Jorge
60 Palmowski, Zbigniew
60 Zhao, Peng
58 Leiva, Víctor
58 Resnick, Sidney Ira
56 Kyprianou, Andreas E.
54 Di Crescenzo, Antonio
53 Asmussen, Søren
52 Perry, David
51 Nadarajah, Saralees
51 Tang, Qihe
51 Wang, Yuebao
50 Guo, Xianping
49 Asadi, Majid
49 Dębicki, Krzysztof
49 Iksanov, Aleksander M.
49 Janson, Svante
48 Klüppelberg, Claudia
48 Zwart, Bert P.
47 Pakes, Anthony G.
47 Zeifman, Alexander Izrailevich
46 Ball, Frank G.
46 Roberts, Gareth O.
46 Sankaran, Paduthol Godan
46 Willmot, Gordon E.
45 Shaked, Moshe
44 Albrecher, Hansjörg
43 Foss, Sergey G.
43 Seneta, Eugene
42 Belzunce, Félix
42 Kim, Bara
41 Kabluchko, Zakhar A.
41 Meerschaert, Mark Marvin
41 Ruiz, José-María
41 van Leeuwaarden, Johan S. H.
40 Huillet, Thierry E.
40 Kella, Offer
40 Mahmoud, Hosam M.
40 Nair, N. Unnikrishnan
40 Sheu, Sheyhuei
40 Zhou, Xiaowen
39 Denuit, Michel M.
39 Gonzalez-Velasco, Miguel
39 Hu, Taizhong
39 Ke, Jauchuan
39 Šiaulys, Jonas
39 Taylor, Peter Gerrard
39 van der Hofstad, Remco W.
39 Wang, Kaiyong
38 Glynn, Peter W.
38 Landriault, David
37 Adan, Ivo J. B. F.
37 Tan, Zhongquan
36 Kochar, Subhash C.
36 Kundu, Debasis
36 Mota, Manuel
36 Pellerey, Franco
36 Pollett, Philip K.
35 Cui, Lirong
35 Leipus, Remigijus
35 Lemonte, Artur José
35 Zhang, Yiying
34 Glazebrook, Kevin D.
34 Krishnamoorthy, Achyutha
34 Li, Junping
33 Artalejo, Jesus R.
33 Macci, Claudio
33 Möhle, Martin
33 Nanda, Asok K.
33 Parthasarathy, Panamalai Ramarao
32 Chen, Anyue
32 Cordeiro, Gauss Moutinho
32 Ma, Chunsheng
32 Mikosch, Thomas
32 Orsingher, Enzo
32 Peng, Zuoxiang
32 Rüschendorf, Ludger
32 Vellaisamy, Palaniappan
32 Zhao, Yiqiang Q.
31 Badía, Francisco German
31 Barbour, Andrew David
31 Blanchet, Jose H.
31 Dassios, Angelos
31 Diaconis, Persi Warren
31 Gupta, Ramesh Chandra
31 Ivanovs, Jevgeņijs
31 Maller, Ross Arthur
...and 23,448 more Authors
all top 5

Cited in 952 Journals

1,165 Statistics & Probability Letters
1,154 Stochastic Processes and their Applications
1,042 Journal of Applied Probability
837 Communications in Statistics. Theory and Methods
665 Queueing Systems
571 The Annals of Applied Probability
561 European Journal of Operational Research
545 Advances in Applied Probability
490 Journal of Statistical Planning and Inference
482 Insurance Mathematics & Economics
441 Probability in the Engineering and Informational Sciences
423 Methodology and Computing in Applied Probability
398 Theoretical Population Biology
318 Operations Research Letters
317 Journal of Statistical Physics
316 Mathematical Biosciences
313 Journal of Multivariate Analysis
310 Stochastic Models
295 Journal of Mathematical Analysis and Applications
289 Journal of Mathematical Biology
289 Bernoulli
278 Journal of Theoretical Probability
277 The Annals of Probability
261 Annals of Operations Research
244 Probability Theory and Related Fields
237 Stochastic Analysis and Applications
202 Applied Mathematics and Computation
201 Computational Statistics and Data Analysis
198 Journal of Computational and Applied Mathematics
196 The Annals of Statistics
193 Electronic Journal of Probability
191 Journal of Time Series Analysis
178 Journal of Econometrics
174 Annals of the Institute of Statistical Mathematics
170 Journal of Statistical Computation and Simulation
169 Extremes
167 Quantitative Finance
164 Journal of Theoretical Biology
162 Statistics
160 Communications in Statistics. Simulation and Computation
159 Applied Mathematical Modelling
156 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
154 Statistical Papers
151 Metrika
142 Scandinavian Actuarial Journal
140 Physica A
140 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
127 Computers & Operations Research
124 Stochastics
118 Bulletin of Mathematical Biology
115 ALEA. Latin American Journal of Probability and Mathematical Statistics
113 Mathematical Methods of Operations Research
107 Computers & Mathematics with Applications
106 Mathematical and Computer Modelling
105 Lithuanian Mathematical Journal
105 Journal of Statistical Mechanics: Theory and Experiment
103 Random Structures & Algorithms
101 Naval Research Logistics
98 Finance and Stochastics
97 Applied Stochastic Models in Business and Industry
96 International Journal of Theoretical and Applied Finance
94 Mathematical Finance
92 Linear Algebra and its Applications
92 Statistics and Computing
91 Test
90 Journal of Mathematical Sciences (New York)
88 Electronic Journal of Statistics
85 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
84 International Journal of Systems Science
83 Journal of Industrial and Management Optimization
80 Theoretical Computer Science
79 The Canadian Journal of Statistics
79 Acta Mathematicae Applicatae Sinica. English Series
76 Journal of Physics A: Mathematical and Theoretical
75 Electronic Communications in Probability
73 Scandinavian Journal of Statistics
73 Econometric Theory
70 Mathematics of Operations Research
70 Brazilian Journal of Probability and Statistics
69 Journal of the Korean Statistical Society
68 Journal of Applied Statistics
68 Frontiers of Mathematics in China
67 Operations Research
67 Optimization
66 Journal of Optimization Theory and Applications
65 Communications in Mathematical Physics
65 Statistical Science
65 Mathematical Problems in Engineering
64 Transactions of the American Mathematical Society
63 SIAM Journal on Financial Mathematics
61 Applied Mathematics and Optimization
61 Journal of Economic Dynamics & Control
60 Stochastic Systems
59 Science China. Mathematics
58 Acta Mathematica Sinica. English Series
57 Theory of Probability and its Applications
57 Statistical Inference for Stochastic Processes
55 SIAM Journal on Control and Optimization
55 Acta Applicandae Mathematicae
55 Journal of Nonparametric Statistics
...and 852 more Journals
all top 5

Cited in 62 Fields

17,802 Probability theory and stochastic processes (60-XX)
8,551 Statistics (62-XX)
4,849 Operations research, mathematical programming (90-XX)
4,196 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2,657 Biology and other natural sciences (92-XX)
1,598 Numerical analysis (65-XX)
1,305 Computer science (68-XX)
1,097 Combinatorics (05-XX)
1,046 Systems theory; control (93-XX)
955 Statistical mechanics, structure of matter (82-XX)
621 Partial differential equations (35-XX)
388 Dynamical systems and ergodic theory (37-XX)
341 Calculus of variations and optimal control; optimization (49-XX)
328 Linear and multilinear algebra; matrix theory (15-XX)
310 Ordinary differential equations (34-XX)
283 Information and communication theory, circuits (94-XX)
232 Convex and discrete geometry (52-XX)
194 Operator theory (47-XX)
178 Real functions (26-XX)
165 Integral equations (45-XX)
157 Special functions (33-XX)
138 Integral transforms, operational calculus (44-XX)
137 Measure and integration (28-XX)
133 Number theory (11-XX)
132 Quantum theory (81-XX)
117 Functional analysis (46-XX)
93 Harmonic analysis on Euclidean spaces (42-XX)
88 Fluid mechanics (76-XX)
82 Geophysics (86-XX)
81 Difference and functional equations (39-XX)
78 Approximations and expansions (41-XX)
67 History and biography (01-XX)
53 Group theory and generalizations (20-XX)
49 Functions of a complex variable (30-XX)
42 Differential geometry (53-XX)
40 Global analysis, analysis on manifolds (58-XX)
35 Mechanics of deformable solids (74-XX)
34 Classical thermodynamics, heat transfer (80-XX)
29 Order, lattices, ordered algebraic structures (06-XX)
27 Sequences, series, summability (40-XX)
24 General and overarching topics; collections (00-XX)
21 Mathematical logic and foundations (03-XX)
21 Abstract harmonic analysis (43-XX)
19 Nonassociative rings and algebras (17-XX)
18 General topology (54-XX)
17 Potential theory (31-XX)
16 Mechanics of particles and systems (70-XX)
15 Topological groups, Lie groups (22-XX)
13 Associative rings and algebras (16-XX)
12 Geometry (51-XX)
11 Field theory and polynomials (12-XX)
11 Astronomy and astrophysics (85-XX)
9 Algebraic geometry (14-XX)
9 Algebraic topology (55-XX)
9 Relativity and gravitational theory (83-XX)
8 Several complex variables and analytic spaces (32-XX)
8 Optics, electromagnetic theory (78-XX)
7 Commutative algebra (13-XX)
5 Category theory; homological algebra (18-XX)
5 Manifolds and cell complexes (57-XX)
5 Mathematics education (97-XX)
2 General algebraic systems (08-XX)

Citations by Year