Liang, Vincent; Borovkov, Konstantin On Markov chain approximations for computing boundary crossing probabilities of diffusion processes. (English) Zbl 07787416 J. Appl. Probab. 60, No. 4, 1386-1415 (2023). Reviewer: Nasir N. Ganikhodjaev (Tashkent) MSC: 60J60 60J10 65C30 PDFBibTeX XMLCite \textit{V. Liang} and \textit{K. Borovkov}, J. Appl. Probab. 60, No. 4, 1386--1415 (2023; Zbl 07787416) Full Text: DOI arXiv
Schilling, Judith; Henze, Norbert Two Poisson limit theorems for the coupon collector’s problem with group drawings. (English) Zbl 1478.60092 J. Appl. Probab. 58, No. 4, 966-977 (2021). MSC: 60F05 60G70 PDFBibTeX XMLCite \textit{J. Schilling} and \textit{N. Henze}, J. Appl. Probab. 58, No. 4, 966--977 (2021; Zbl 1478.60092) Full Text: DOI
Koutras, Markos V.; Lyberopoulos, Demetrios P. New maximal inequalities for \(N\)-demimartingales with scan statistic applications. (English) Zbl 1400.60030 J. Appl. Probab. 54, No. 2, 363-378 (2017). MSC: 60E15 60G48 PDFBibTeX XMLCite \textit{M. V. Koutras} and \textit{D. P. Lyberopoulos}, J. Appl. Probab. 54, No. 2, 363--378 (2017; Zbl 1400.60030) Full Text: DOI
Boutsikas, M. V.; Koutras, M. V.; Milienos, F. S. Asymptotic results for the multiple scan statistic. (English) Zbl 1401.62023 J. Appl. Probab. 54, No. 1, 320-330 (2017). MSC: 62E17 60F05 60G50 PDFBibTeX XMLCite \textit{M. V. Boutsikas} et al., J. Appl. Probab. 54, No. 1, 320--330 (2017; Zbl 1401.62023) Full Text: DOI
Yao, Yi-Ching; Wei-Chung Miao, Daniel; Chang-Shuo Lin, Xenos Corrected discrete approximations for the conditional and unconditional distributions of the continuous scan statistic. (English) Zbl 1400.60022 J. Appl. Probab. 54, No. 1, 304-319 (2017). MSC: 60E05 62E20 60J10 60D05 PDFBibTeX XMLCite \textit{Y.-C. Yao} et al., J. Appl. Probab. 54, No. 1, 304--319 (2017; Zbl 1400.60022) Full Text: DOI arXiv
Fu, James C.; Wu, Tung-Lung Boundary crossing probabilities for high-dimensional Brownian motion. (English) Zbl 1343.60125 J. Appl. Probab. 53, No. 2, 543-553 (2016). MSC: 60J65 60J10 60J22 60J60 60J70 65C40 PDFBibTeX XMLCite \textit{J. C. Fu} and \textit{T.-L. Wu}, J. Appl. Probab. 53, No. 2, 543--553 (2016; Zbl 1343.60125) Full Text: DOI Euclid
Holst, Lars; Konstantopoulos, Takis Runs in coin tossing: a general approach for deriving distributions for functionals. (English) Zbl 1345.60041 J. Appl. Probab. 52, No. 3, 752-770 (2015). MSC: 60G40 60G50 60F99 60E10 PDFBibTeX XMLCite \textit{L. Holst} and \textit{T. Konstantopoulos}, J. Appl. Probab. 52, No. 3, 752--770 (2015; Zbl 1345.60041) Full Text: DOI arXiv Euclid
Gava, Renato Jacob; Salotti, Danilo Stopping probabilities for patterns in Markov chains. (English) Zbl 1291.60147 J. Appl. Probab. 51, No. 1, 287-292 (2014). MSC: 60J10 60G42 PDFBibTeX XMLCite \textit{R. J. Gava} and \textit{D. Salotti}, J. Appl. Probab. 51, No. 1, 287--292 (2014; Zbl 1291.60147) Full Text: DOI Euclid
Wu, Tung-Lung; Glaz, Joseph; Fu, James C. Discrete, continuous and conditional multiple window scan statistics. (English) Zbl 1291.60036 J. Appl. Probab. 50, No. 4, 1089-1101 (2013). Reviewer: Miroslav M. Ristic (Niš) MSC: 60E05 60J10 PDFBibTeX XMLCite \textit{T.-L. Wu} et al., J. Appl. Probab. 50, No. 4, 1089--1101 (2013; Zbl 1291.60036) Full Text: DOI Euclid
Nuel, G. On the first \(k\) moments of the random count of a pattern in a multistate sequence generated by a Markov source. (English) Zbl 1223.60056 J. Appl. Probab. 47, No. 4, 1105-1123 (2010). Reviewer: Leonid Petrov (Moskva) MSC: 60J10 62E15 62E17 92D20 PDFBibTeX XMLCite \textit{G. Nuel}, J. Appl. Probab. 47, No. 4, 1105--1123 (2010; Zbl 1223.60056) Full Text: DOI arXiv
Fu, James C.; Wu, Tung-Lung Linear and nonlinear boundary crossing probabilities for Brownian motion and related processes. (English) Zbl 1208.60080 J. Appl. Probab. 47, No. 4, 1058-1071 (2010). MSC: 60J65 60J70 60J60 60J10 PDFBibTeX XMLCite \textit{J. C. Fu} and \textit{T.-L. Wu}, J. Appl. Probab. 47, No. 4, 1058--1071 (2010; Zbl 1208.60080) Full Text: DOI
Makri, Frosso S. On occurrences of \(F-S\) strings in linearly and circularly ordered binary sequences. (English) Zbl 1191.60018 J. Appl. Probab. 47, No. 1, 157-178 (2010). MSC: 60E05 62E15 60C05 60G09 60F05 PDFBibTeX XMLCite \textit{F. S. Makri}, J. Appl. Probab. 47, No. 1, 157--178 (2010; Zbl 1191.60018) Full Text: DOI
Eryilmaz, Serkan Run statistics defined on the multicolor urn model. (English) Zbl 1155.60002 J. Appl. Probab. 45, No. 4, 1007-1023 (2008). MSC: 60C05 62E15 PDFBibTeX XMLCite \textit{S. Eryilmaz}, J. Appl. Probab. 45, No. 4, 1007--1023 (2008; Zbl 1155.60002) Full Text: DOI
Nuel, Grégory Pattern Markov chains: Optimal Markov chain embedding through deterministic finite automata. (English) Zbl 1142.65010 J. Appl. Probab. 45, No. 1, 226-243 (2008). MSC: 65C40 60J22 68T10 68U15 PDFBibTeX XMLCite \textit{G. Nuel}, J. Appl. Probab. 45, No. 1, 226--243 (2008; Zbl 1142.65010) Full Text: DOI
Navarro, Jorge; Eryilmaz, Serkan Mean residual lifetimes of consecutive-\(k\)-out-of-\(n\) systems. (English) Zbl 1135.62084 J. Appl. Probab. 44, No. 1, 82-98 (2007). Reviewer: Moshe Shaked (Tucson) MSC: 62N05 60K10 60E15 PDFBibTeX XMLCite \textit{J. Navarro} and \textit{S. Eryilmaz}, J. Appl. Probab. 44, No. 1, 82--98 (2007; Zbl 1135.62084) Full Text: DOI
Inoue, Kiyoshi; Aki, Sigeo On generating functions of waiting times and numbers of occurences of compound patterns in a sequence of multistate trials. (English) Zbl 1134.60012 J. Appl. Probab. 44, No. 1, 71-81 (2007). MSC: 60E05 60J10 PDFBibTeX XMLCite \textit{K. Inoue} and \textit{S. Aki}, J. Appl. Probab. 44, No. 1, 71--81 (2007; Zbl 1134.60012) Full Text: DOI
Boutsikas, Michael V.; Koutras, Markos V. On the asymptotic distribution of the discrete scan statistic. (English) Zbl 1130.62017 J. Appl. Probab. 43, No. 4, 1137-1154 (2006). MSC: 62E20 62E17 62G32 60F05 60F10 PDFBibTeX XMLCite \textit{M. V. Boutsikas} and \textit{M. V. Koutras}, J. Appl. Probab. 43, No. 4, 1137--1154 (2006; Zbl 1130.62017) Full Text: DOI
Glaz, Joseph; Kulldorff, Martin; Pozdnyakov, Vladimir; Steele, J. Michael Gambling teams and waiting times for patterns in two-state Markov chains. (English) Zbl 1105.60051 J. Appl. Probab. 43, No. 1, 127-140 (2006). Reviewer: Gheorghe Oprişan (Bucureşti) MSC: 60J10 60G42 PDFBibTeX XMLCite \textit{J. Glaz} et al., J. Appl. Probab. 43, No. 1, 127--140 (2006; Zbl 1105.60051) Full Text: DOI Euclid
Aston, John A. D.; Martin, Donald E. K. Waiting time distributions of competing patterns in higher-order Markovian sequences. (English) Zbl 1094.60005 J. Appl. Probab. 42, No. 4, 977-988 (2005). Reviewer: Neculai Curteanu (Iaşi) MSC: 60E05 60J05 PDFBibTeX XMLCite \textit{J. A. D. Aston} and \textit{D. E. K. Martin}, J. Appl. Probab. 42, No. 4, 977--988 (2005; Zbl 1094.60005) Full Text: DOI
Stefanov, Valeri T. The intersite distances between pattern occurrences in strings generated by general discrete- and continuous-time models: an algorithmic approach. (English) Zbl 1054.60022 J. Appl. Probab. 40, No. 4, 881-892 (2003). MSC: 60E10 60K20 PDFBibTeX XMLCite \textit{V. T. Stefanov}, J. Appl. Probab. 40, No. 4, 881--892 (2003; Zbl 1054.60022) Full Text: DOI
Wang, Y. H.; Chang, Hsiao-Fen; Chen, Shun-Yi Convergence theorems for the lengths of consecutive successes of Markov Bernoulli sequences. (English) Zbl 1045.60025 J. Appl. Probab. 40, No. 3, 741-749 (2003). MSC: 60F05 62E20 PDFBibTeX XMLCite \textit{Y. H. Wang} et al., J. Appl. Probab. 40, No. 3, 741--749 (2003; Zbl 1045.60025) Full Text: DOI
Fu, James C.; Chang, Yung-Ming On ordered series and later waiting time distributions in a sequence of Markov dependent multistate trials. (English) Zbl 1046.60011 J. Appl. Probab. 40, No. 3, 623-642 (2003). Reviewer: Aurel Spătaru (Bucureşti) MSC: 60E05 60J10 PDFBibTeX XMLCite \textit{J. C. Fu} and \textit{Y.-M. Chang}, J. Appl. Probab. 40, No. 3, 623--642 (2003; Zbl 1046.60011) Full Text: DOI
Fu, James C.; Wang, Liqun; Lou, W. Y. Wendy On exact and large deviation approximation for the distribution of the longest run in a sequence of two-state Markov dependent trials. (English) Zbl 1028.60068 J. Appl. Probab. 40, No. 2, 346-360 (2003). MSC: 60J10 60F10 60E05 PDFBibTeX XMLCite \textit{J. C. Fu} et al., J. Appl. Probab. 40, No. 2, 346--360 (2003; Zbl 1028.60068) Full Text: DOI