Xia, Weixuan On exact and asymptotic formulas for the distribution of the integral of a squared Brownian motion with drift. (English) Zbl 1459.60043 Methodol. Comput. Appl. Probab. 22, No. 3, 1389-1413 (2020). MSC: 60E10 60G15 60J60 PDFBibTeX XMLCite \textit{W. Xia}, Methodol. Comput. Appl. Probab. 22, No. 3, 1389--1413 (2020; Zbl 1459.60043) Full Text: DOI
Vialaret, Marie; Maire, Florian On the convergence time of some non-reversible Markov chain Monte Carlo methods. (English) Zbl 1460.60081 Methodol. Comput. Appl. Probab. 22, No. 3, 1349-1387 (2020). MSC: 60J22 60J10 60J20 65C05 PDFBibTeX XMLCite \textit{M. Vialaret} and \textit{F. Maire}, Methodol. Comput. Appl. Probab. 22, No. 3, 1349--1387 (2020; Zbl 1460.60081) Full Text: DOI arXiv
Giorgi, Daphné; Lemaire, Vincent; Pagès, Gilles Weak error for nested multilevel Monte Carlo. (English) Zbl 1456.65003 Methodol. Comput. Appl. Probab. 22, No. 3, 1325-1348 (2020). MSC: 65C05 65C30 PDFBibTeX XMLCite \textit{D. Giorgi} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 1325--1348 (2020; Zbl 1456.65003) Full Text: DOI arXiv
Kumar, Nitin; Gupta, U. C. A renewal generated geometric catastrophe model with discrete-time Markovian arrival process. (English) Zbl 1460.60099 Methodol. Comput. Appl. Probab. 22, No. 3, 1293-1324 (2020). MSC: 60K20 60J10 60K15 PDFBibTeX XMLCite \textit{N. Kumar} and \textit{U. C. Gupta}, Methodol. Comput. Appl. Probab. 22, No. 3, 1293--1324 (2020; Zbl 1460.60099) Full Text: DOI
Pozdnyakov, V.; Elbroch, L. M.; Hu, C.; Meyer, T.; Yan, J. On estimation for Brownian motion governed by telegraph process with multiple off states. (English) Zbl 1457.62247 Methodol. Comput. Appl. Probab. 22, No. 3, 1275-1291 (2020). MSC: 62M05 60J65 62P10 92D50 PDFBibTeX XMLCite \textit{V. Pozdnyakov} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 1275--1291 (2020; Zbl 1457.62247) Full Text: DOI arXiv
Oh, Jungtaek; Weiß, Christian H. On the individuals chart with supplementary runs rules under serial dependence. (English) Zbl 1460.60077 Methodol. Comput. Appl. Probab. 22, No. 3, 1257-1273 (2020). MSC: 60J10 60J20 62M10 62P30 PDFBibTeX XMLCite \textit{J. Oh} and \textit{C. H. Weiß}, Methodol. Comput. Appl. Probab. 22, No. 3, 1257--1273 (2020; Zbl 1460.60077) Full Text: DOI
Bezerra, Sérgio C.; Ohashi, Alberto; Russo, Francesco; de Souza, Francys Discrete-type approximations for non-Markovian optimal stopping problems. II. (English) Zbl 1455.93208 Methodol. Comput. Appl. Probab. 22, No. 3, 1221-1255 (2020). MSC: 93E20 60G40 PDFBibTeX XMLCite \textit{S. C. Bezerra} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 1221--1255 (2020; Zbl 1455.93208) Full Text: DOI arXiv
Chaturvedi, Ajit; Bapat, Sudeep R.; Joshi, Neeraj Purely sequential and \(k\)-stage procedures for estimating the mean of an inverse Gaussian distribution. (English) Zbl 1457.62242 Methodol. Comput. Appl. Probab. 22, No. 3, 1193-1219 (2020). MSC: 62L05 62L12 62F10 62F12 62P30 62N05 PDFBibTeX XMLCite \textit{A. Chaturvedi} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 1193--1219 (2020; Zbl 1457.62242) Full Text: DOI
Nitithumbundit, Thanakorn; Chan, Jennifer S. K. ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density. (English) Zbl 1457.62171 Methodol. Comput. Appl. Probab. 22, No. 3, 1169-1191 (2020). MSC: 62H12 62F10 62M10 62P05 91B84 PDFBibTeX XMLCite \textit{T. Nitithumbundit} and \textit{J. S. K. Chan}, Methodol. Comput. Appl. Probab. 22, No. 3, 1169--1191 (2020; Zbl 1457.62171) Full Text: DOI
Chang, Baoxian; Jiang, Tao; Ye, Qingqing; Chai, Xudong; Liu, Liwei Analysis of tollbooth systems with two tandem skill-based servers and two vehicle types. (English) Zbl 1460.60102 Methodol. Comput. Appl. Probab. 22, No. 3, 1145-1167 (2020). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{B. Chang} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 1145--1167 (2020; Zbl 1460.60102) Full Text: DOI
Ling, Chengxiu; Zhang, Hong On generalized Berman constants. (English) Zbl 1460.60021 Methodol. Comput. Appl. Probab. 22, No. 3, 1125-1143 (2020). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{C. Ling} and \textit{H. Zhang}, Methodol. Comput. Appl. Probab. 22, No. 3, 1125--1143 (2020; Zbl 1460.60021) Full Text: DOI
Dalessandro, Antonio; Peters, Gareth W. Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas. (English) Zbl 07297550 Methodol. Comput. Appl. Probab. 22, No. 3, 1089-1124 (2020). MSC: 47N30 60B15 46N30 62G32 62H86 PDFBibTeX XMLCite \textit{A. Dalessandro} and \textit{G. W. Peters}, Methodol. Comput. Appl. Probab. 22, No. 3, 1089--1124 (2020; Zbl 07297550) Full Text: DOI
Chen, Anyue; Li, Junping; Zhang, Jing Branching collision processes with immigration. (English) Zbl 1460.60084 Methodol. Comput. Appl. Probab. 22, No. 3, 1063-1088 (2020). MSC: 60J27 60J35 60J80 PDFBibTeX XMLCite \textit{A. Chen} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 1063--1088 (2020; Zbl 1460.60084) Full Text: DOI
Kulik, A. M.; Leonenko, N. N.; Papić, I.; Šuvak, N. Parameter estimation for non-stationary Fisher-Snedecor diffusion. (English) Zbl 1460.60019 Methodol. Comput. Appl. Probab. 22, No. 3, 1023-1061 (2020). MSC: 60G10 33C05 60J60 62M05 62M15 PDFBibTeX XMLCite \textit{A. M. Kulik} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 1023--1061 (2020; Zbl 1460.60019) Full Text: DOI Link
Al-Meanazel, Ayat; Johnson, Brad C. The distribution of the length of the longest increasing subsequence in random permutations of arbitrary multi-sets. (English) Zbl 1453.60022 Methodol. Comput. Appl. Probab. 22, No. 3, 1009-1021 (2020). MSC: 60E05 60J10 60C05 PDFBibTeX XMLCite \textit{A. Al-Meanazel} and \textit{B. C. Johnson}, Methodol. Comput. Appl. Probab. 22, No. 3, 1009--1021 (2020; Zbl 1453.60022) Full Text: DOI Link
van Lieshout, M. N. M. Infill asymptotics and bandwidth selection for kernel estimators of spatial intensity functions. (English) Zbl 1460.60042 Methodol. Comput. Appl. Probab. 22, No. 3, 995-1008 (2020). MSC: 60G55 62G07 60D05 PDFBibTeX XMLCite \textit{M. N. M. van Lieshout}, Methodol. Comput. Appl. Probab. 22, No. 3, 995--1008 (2020; Zbl 1460.60042) Full Text: DOI arXiv
Michael, Boutsikas V.; Eutichia, Vaggelatou On the distribution of the number of success runs in a continuous time Markov chain. (English) Zbl 1460.60086 Methodol. Comput. Appl. Probab. 22, No. 3, 969-993 (2020). MSC: 60J28 60E10 62E15 60G40 PDFBibTeX XMLCite \textit{B. V. Michael} and \textit{V. Eutichia}, Methodol. Comput. Appl. Probab. 22, No. 3, 969--993 (2020; Zbl 1460.60086) Full Text: DOI
Asanjarani, Azam; Nazarathy, Yoni The role of information in system stability with partially observable servers. (English) Zbl 1460.60085 Methodol. Comput. Appl. Probab. 22, No. 3, 949-968 (2020). MSC: 60J28 49L20 49K21 PDFBibTeX XMLCite \textit{A. Asanjarani} and \textit{Y. Nazarathy}, Methodol. Comput. Appl. Probab. 22, No. 3, 949--968 (2020; Zbl 1460.60085) Full Text: DOI arXiv
Delsing, G. A.; Mandjes, M. R. H.; Spreij, P. J. C.; Winands, E. M. M. Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment. (English) Zbl 1455.91217 Methodol. Comput. Appl. Probab. 22, No. 3, 927-948 (2020). MSC: 91G05 60G55 60J28 PDFBibTeX XMLCite \textit{G. A. Delsing} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 927--948 (2020; Zbl 1455.91217) Full Text: DOI arXiv
Hervé, Loic; Ledoux, James State-discretization of \(V\)-geometrically ergodic Markov chains and convergence to the stationary distribution. (English) Zbl 1460.60074 Methodol. Comput. Appl. Probab. 22, No. 3, 905-925 (2020). MSC: 60J05 60J22 PDFBibTeX XMLCite \textit{L. Hervé} and \textit{J. Ledoux}, Methodol. Comput. Appl. Probab. 22, No. 3, 905--925 (2020; Zbl 1460.60074) Full Text: DOI arXiv
Warr, Richard L.; Wight, Cason J. Error bounds for cumulative distribution functions of convolutions via the discrete Fourier transform. (English) Zbl 07297541 Methodol. Comput. Appl. Probab. 22, No. 3, 881-904 (2020). MSC: 65T50 44A35 46F12 60K15 PDFBibTeX XMLCite \textit{R. L. Warr} and \textit{C. J. Wight}, Methodol. Comput. Appl. Probab. 22, No. 3, 881--904 (2020; Zbl 07297541) Full Text: DOI
Wacker, Philipp; Knabner, Peter Wavelet-based priors accelerate maximum-a-posteriori optimization in Bayesian inverse problems. (English) Zbl 1452.65215 Methodol. Comput. Appl. Probab. 22, No. 3, 853-879 (2020). MSC: 65M32 62F15 65K10 PDFBibTeX XMLCite \textit{P. Wacker} and \textit{P. Knabner}, Methodol. Comput. Appl. Probab. 22, No. 3, 853--879 (2020; Zbl 1452.65215) Full Text: DOI arXiv