Goncalves, Branda; Huillet, Thierry; Löcherbach, Eva On decay-surge population models. (English) Zbl 1512.92068 Adv. Appl. Probab. 55, No. 2, 444-472 (2023). MSC: 92D25 60J20 60G55 PDFBibTeX XMLCite \textit{B. Goncalves} et al., Adv. Appl. Probab. 55, No. 2, 444--472 (2023; Zbl 1512.92068) Full Text: DOI arXiv
Akbarzadeh, Nima; Mahajan, Aditya Conditions for indexability of restless bandits and an \(\mathcal{O}(K^3)\) algorithm to compute Whittle index. (English) Zbl 1508.90113 Adv. Appl. Probab. 54, No. 4, 1164-1192 (2022); corrigendum ibid. 55, No. 4, 1473-1474 (2023). MSC: 90C40 90C39 49M20 91B32 PDFBibTeX XMLCite \textit{N. Akbarzadeh} and \textit{A. Mahajan}, Adv. Appl. Probab. 54, No. 4, 1164--1192 (2022; Zbl 1508.90113) Full Text: DOI arXiv
Privault, Nicolas Moments of Markovian growth-collapse processes. (English) Zbl 1503.60106 Adv. Appl. Probab. 54, No. 4, 1070-1093 (2022). MSC: 60J25 60J22 60G55 PDFBibTeX XMLCite \textit{N. Privault}, Adv. Appl. Probab. 54, No. 4, 1070--1093 (2022; Zbl 1503.60106) Full Text: DOI arXiv
Martinucci, Barbara; Meoli, Alessandra; Zacks, Shelemyahu Some results on the telegraph process driven by gamma components. (English) Zbl 1499.60312 Adv. Appl. Probab. 54, No. 3, 808-848 (2022). MSC: 60K15 60K99 PDFBibTeX XMLCite \textit{B. Martinucci} et al., Adv. Appl. Probab. 54, No. 3, 808--848 (2022; Zbl 1499.60312) Full Text: DOI
Nolde, Natalia; Wadsworth, Jennifer L. Linking representations for multivariate extremes via a limit set. (English) Zbl 1517.62062 Adv. Appl. Probab. 54, No. 3, 688-717 (2022). MSC: 62G32 60G70 PDFBibTeX XMLCite \textit{N. Nolde} and \textit{J. L. Wadsworth}, Adv. Appl. Probab. 54, No. 3, 688--717 (2022; Zbl 1517.62062) Full Text: DOI arXiv
Foucart, Clément; Ma, Chunhua; Yuan, Linglong Limit theorems for continuous-state branching processes with immigration. (English) Zbl 1492.60237 Adv. Appl. Probab. 54, No. 2, 599-624 (2022). MSC: 60J80 60F05 60F15 PDFBibTeX XMLCite \textit{C. Foucart} et al., Adv. Appl. Probab. 54, No. 2, 599--624 (2022; Zbl 1492.60237) Full Text: DOI arXiv
Daw, Andrew; Pender, Jamol An ephemerally self-exciting point process. (English) Zbl 1490.60121 Adv. Appl. Probab. 54, No. 2, 340-403 (2022). MSC: 60G55 60K25 60J74 PDFBibTeX XMLCite \textit{A. Daw} and \textit{J. Pender}, Adv. Appl. Probab. 54, No. 2, 340--403 (2022; Zbl 1490.60121) Full Text: DOI arXiv
Rosenbaum, Mathieu; Tomas, Mehdi From microscopic price dynamics to multidimensional rough volatility models. (English) Zbl 1487.60056 Adv. Appl. Probab. 53, No. 2, 425-462 (2021). MSC: 60F05 60F17 60G55 62P05 PDFBibTeX XMLCite \textit{M. Rosenbaum} and \textit{M. Tomas}, Adv. Appl. Probab. 53, No. 2, 425--462 (2021; Zbl 1487.60056) Full Text: DOI arXiv
Ipsen, Yuguang; Maller, Ross A.; Shemehsavar, Soudabeh A generalised Dickman distribution and the number of species in a negative binomial process model. (English) Zbl 1490.60112 Adv. Appl. Probab. 53, No. 2, 370-399 (2021). MSC: 60G51 60G52 60G55 60G57 62E20 62P10 PDFBibTeX XMLCite \textit{Y. Ipsen} et al., Adv. Appl. Probab. 53, No. 2, 370--399 (2021; Zbl 1490.60112) Full Text: DOI
Meyer, Nicolas; Wintenberger, Olivier Sparse regular variation. (English) Zbl 1479.62032 Adv. Appl. Probab. 53, No. 4, 1115-1148 (2021). MSC: 62G32 62H12 62M15 60G70 PDFBibTeX XMLCite \textit{N. Meyer} and \textit{O. Wintenberger}, Adv. Appl. Probab. 53, No. 4, 1115--1148 (2021; Zbl 1479.62032) Full Text: DOI arXiv HAL
Gao, Fuqing; Wang, Yujing Functional central limit theorems and moderate deviations for Poisson cluster processes. (English) Zbl 1473.60060 Adv. Appl. Probab. 52, No. 3, 916-941 (2020). MSC: 60F10 60F17 60G55 PDFBibTeX XMLCite \textit{F. Gao} and \textit{Y. Wang}, Adv. Appl. Probab. 52, No. 3, 916--941 (2020; Zbl 1473.60060) Full Text: DOI
Segers, Johan One- versus multi-component regular variation and extremes of Markov trees. (English) Zbl 1473.60086 Adv. Appl. Probab. 52, No. 3, 855-878 (2020). MSC: 60G70 62G32 62H12 PDFBibTeX XMLCite \textit{J. Segers}, Adv. Appl. Probab. 52, No. 3, 855--878 (2020; Zbl 1473.60086) Full Text: DOI arXiv
Kamal Hazra, Nil; Misra, Neeraj On relative ageing of coherent systems with dependent identically distributed components. (English) Zbl 1442.90060 Adv. Appl. Probab. 52, No. 1, 348-376 (2020). MSC: 90B25 60E15 60K10 PDFBibTeX XMLCite \textit{N. Kamal Hazra} and \textit{N. Misra}, Adv. Appl. Probab. 52, No. 1, 348--376 (2020; Zbl 1442.90060) Full Text: DOI arXiv
Lemaire, Vincent; Thieullen, Michéle; Thomas, Nicolas Thinning and multilevel Monte Carlo methods for piecewise deterministic (Markov) processes with an application to a stochastic Morris-Lecar model. (English) Zbl 1477.65017 Adv. Appl. Probab. 52, No. 1, 138-172 (2020). MSC: 65C05 60H35 65C30 60G55 60J25 PDFBibTeX XMLCite \textit{V. Lemaire} et al., Adv. Appl. Probab. 52, No. 1, 138--172 (2020; Zbl 1477.65017) Full Text: DOI arXiv
Cui, Lirong; Hawkes, Alan; Yi, He An elementary derivation of moments of Hawkes processes. (English) Zbl 1482.60064 Adv. Appl. Probab. 52, No. 1, 102-137 (2020). MSC: 60G55 60G57 60G44 60J80 PDFBibTeX XMLCite \textit{L. Cui} et al., Adv. Appl. Probab. 52, No. 1, 102--137 (2020; Zbl 1482.60064) Full Text: DOI Link
Qu, Yan; Dassios, Angelos; Zhao, Hongbiao Efficient simulation of Lévy-driven point processes. (English) Zbl 1427.60090 Adv. Appl. Probab. 51, No. 4, 927-966 (2019). MSC: 60G55 62E15 65C05 60E07 60G51 60J74 PDFBibTeX XMLCite \textit{Y. Qu} et al., Adv. Appl. Probab. 51, No. 4, 927--966 (2019; Zbl 1427.60090) Full Text: DOI Link
Zayas-Cabán, Gabriel; Jasin, Stefanus; Wang, Guihua An asymptotically optimal heuristic for general nonstationary finite-horizon restless multi-armed, multi-action bandits. (English) Zbl 1427.90288 Adv. Appl. Probab. 51, No. 3, 745-772 (2019); corrigendum ibid. 55, No. 3, 1075-1083 (2023). MSC: 90C40 68M20 90B36 PDFBibTeX XMLCite \textit{G. Zayas-Cabán} et al., Adv. Appl. Probab. 51, No. 3, 745--772 (2019; Zbl 1427.90288) Full Text: DOI Link
Chen, Ye; Ryzhov, Ilya O. Complete expected improvement converges to an optimal budget allocation. (English) Zbl 1428.62038 Adv. Appl. Probab. 51, No. 1, 209-235 (2019). MSC: 62C10 62P20 62F07 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{I. O. Ryzhov}, Adv. Appl. Probab. 51, No. 1, 209--235 (2019; Zbl 1428.62038) Full Text: DOI Link
Azaïs, Romain; Delyon, Bernard; Portier, François Integral estimation based on Markovian design. (English) Zbl 1436.62397 Adv. Appl. Probab. 50, No. 3, 833-857 (2018). MSC: 62M05 60J05 62P30 62P12 PDFBibTeX XMLCite \textit{R. Azaïs} et al., Adv. Appl. Probab. 50, No. 3, 833--857 (2018; Zbl 1436.62397) Full Text: DOI arXiv
Bayer, Christian; Mai, Hilmar; Schoenmakers, John Forward-reverse expectation-maximization algorithm for Markov chains: convergence and numerical analysis. (English) Zbl 07163659 Adv. Appl. Probab. 50, No. 2, 621-644 (2018). MSC: 65C05 65J20 PDFBibTeX XMLCite \textit{C. Bayer} et al., Adv. Appl. Probab. 50, No. 2, 621--644 (2018; Zbl 07163659) Full Text: DOI
Bierkens, Joris; Duncan, Andrew Limit theorems for the zig-zag process. (English) Zbl 1433.65008 Adv. Appl. Probab. 49, No. 3, 791-825 (2017). MSC: 65C05 60J25 60F05 60F17 PDFBibTeX XMLCite \textit{J. Bierkens} and \textit{A. Duncan}, Adv. Appl. Probab. 49, No. 3, 791--825 (2017; Zbl 1433.65008) Full Text: DOI arXiv Link
Feng, Shui; Gao, Fuqing; Zhou, Youzhou Limit theorems associated with the Pitman-Yor process. (English) Zbl 1425.60028 Adv. Appl. Probab. 49, No. 2, 581-602 (2017). MSC: 60F10 60G57 PDFBibTeX XMLCite \textit{S. Feng} et al., Adv. Appl. Probab. 49, No. 2, 581--602 (2017; Zbl 1425.60028) Full Text: DOI arXiv
Miyazawa, Masakiyo A unified approach for large queue asymptotics in a heterogeneous multiserver queue. (English) Zbl 1425.60078 Adv. Appl. Probab. 49, No. 1, 182-220 (2017). MSC: 60K25 60J27 60K37 PDFBibTeX XMLCite \textit{M. Miyazawa}, Adv. Appl. Probab. 49, No. 1, 182--220 (2017; Zbl 1425.60078) Full Text: DOI arXiv
Papastathopoulos, I.; Strokorb, K.; Tawn, J. A.; Butler, A. Extreme events of Markov chains. (English) Zbl 1425.60051 Adv. Appl. Probab. 49, No. 1, 134-161 (2017). MSC: 60G70 60J05 60G10 PDFBibTeX XMLCite \textit{I. Papastathopoulos} et al., Adv. Appl. Probab. 49, No. 1, 134--161 (2017; Zbl 1425.60051) Full Text: DOI arXiv Link
Mijatović, Aleksandar; Vysotsky, Vladislav On the weak limit law of the maximal uniform \(k\)-spacing. (English) Zbl 1426.60030 Adv. Appl. Probab. 48, No. A, 235-238 (2016). MSC: 60F05 60G70 62G30 PDFBibTeX XMLCite \textit{A. Mijatović} and \textit{V. Vysotsky}, Adv. Appl. Probab. 48, No. A, 235--238 (2016; Zbl 1426.60030) Full Text: DOI arXiv
Gietzmann, Miles B.; Ostaszewski, Adam J. The sound of silence: equilibrium filtering and optimal censoring in financial markets. (English) Zbl 1427.91293 Adv. Appl. Probab. 48, No. A, 119-144 (2016). MSC: 91G50 91G80 93E11 93E35 60G35 60G25 PDFBibTeX XMLCite \textit{M. B. Gietzmann} and \textit{A. J. Ostaszewski}, Adv. Appl. Probab. 48, No. A, 119--144 (2016; Zbl 1427.91293) Full Text: DOI arXiv Link
Barbour, A. D.; Hamza, K.; Kaspi, Haya; Klebaner, F. C. Escape from the boundary in Markov population processes. (English) Zbl 1355.92085 Adv. Appl. Probab. 47, No. 4, 1190-1211 (2015). MSC: 92D25 60J27 60B12 PDFBibTeX XMLCite \textit{A. D. Barbour} et al., Adv. Appl. Probab. 47, No. 4, 1190--1211 (2015; Zbl 1355.92085) Full Text: DOI arXiv Euclid
Gouet, Raúl; López, F. Javier; Sanz, Gerardo Records from stationary observations subject to a random trend. (English) Zbl 1333.60051 Adv. Appl. Probab. 47, No. 4, 1175-1189 (2015). MSC: 60F15 60G10 60F05 60G50 60G70 PDFBibTeX XMLCite \textit{R. Gouet} et al., Adv. Appl. Probab. 47, No. 4, 1175--1189 (2015; Zbl 1333.60051) Full Text: DOI Euclid Link
Louhichi, Sana; Ycart, Bernard Exponential growth of bifurcating processes with ancestral dependence. (English) Zbl 1318.60088 Adv. Appl. Probab. 47, No. 2, 545-564 (2015). MSC: 60J80 60J85 92C17 92D25 PDFBibTeX XMLCite \textit{S. Louhichi} and \textit{B. Ycart}, Adv. Appl. Probab. 47, No. 2, 545--564 (2015; Zbl 1318.60088) Full Text: DOI arXiv Euclid
Hansen, Linda V.; Thorarinsdottir, Thordis L.; Ovcharov, Evgeni; Gneiting, Tilmann; Richards, Donald Gaussian random particles with flexible Hausdorff dimension. (English) Zbl 1352.60013 Adv. Appl. Probab. 47, No. 2, 307-327 (2015). Reviewer: Andrew Wade (Durham) MSC: 60D05 60G60 37F35 PDFBibTeX XMLCite \textit{L. V. Hansen} et al., Adv. Appl. Probab. 47, No. 2, 307--327 (2015; Zbl 1352.60013) Full Text: DOI arXiv Euclid
Ahlberg, Daniel Asymptotics of first-passage percolation on one-dimensional graphs. (English) Zbl 1310.60136 Adv. Appl. Probab. 47, No. 1, 182-209 (2015). MSC: 60K35 60K05 60F15 60F05 60F20 PDFBibTeX XMLCite \textit{D. Ahlberg}, Adv. Appl. Probab. 47, No. 1, 182--209 (2015; Zbl 1310.60136) Full Text: DOI arXiv Euclid
Jones, Galin L.; Roberts, Gareth O.; Rosenthal, Jeffrey S. Convergence of conditional Metropolis-Hastings samplers. (English) Zbl 1379.60082 Adv. Appl. Probab. 46, No. 2, 422-445 (2014). MSC: 60J22 60J05 65C05 62F15 PDFBibTeX XMLCite \textit{G. L. Jones} et al., Adv. Appl. Probab. 46, No. 2, 422--445 (2014; Zbl 1379.60082) Full Text: DOI Euclid
Remerova, Maria; Foss, Sergey; Zwart, Bert Random fluid limit of an overloaded polling model. (English) Zbl 1292.60093 Adv. Appl. Probab. 46, No. 1, 76-101 (2014). Reviewer: Vyacheslav Abramov (Melbourne) MSC: 60K25 60F17 90B15 90B22 PDFBibTeX XMLCite \textit{M. Remerova} et al., Adv. Appl. Probab. 46, No. 1, 76--101 (2014; Zbl 1292.60093) Full Text: DOI arXiv Euclid
Glazebrook, K. D.; Hodge, D. J.; Kirkbride, C. Monotone policies and indexability for bidirectional restless bandits. (English) Zbl 1274.90473 Adv. Appl. Probab. 45, No. 1, 51-85 (2013). Reviewer: Wiesław Kotarski (Sosnowiec) MSC: 90C40 49L20 90C39 49M20 PDFBibTeX XMLCite \textit{K. D. Glazebrook} et al., Adv. Appl. Probab. 45, No. 1, 51--85 (2013; Zbl 1274.90473) Full Text: DOI Euclid
Fontbona, Joaquin; Guérin, Hélène; Malrieu, Florent Quantitative estimates for the long-time behavior of an ergodic variant of the telegraph process. (English) Zbl 1274.60240 Adv. Appl. Probab. 44, No. 4, 977-994 (2012). Reviewer: Ion C. Vladimirescu (Craiova) MSC: 60J25 60J75 93E15 60F17 PDFBibTeX XMLCite \textit{J. Fontbona} et al., Adv. Appl. Probab. 44, No. 4, 977--994 (2012; Zbl 1274.60240) Full Text: DOI arXiv Euclid
Hazra, Rajat Subhra; Maulik, Krishanu Tail behavior of randomly weighted sums. (English) Zbl 1264.60036 Adv. Appl. Probab. 44, No. 3, 794-814 (2012). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 60G70 62G32 PDFBibTeX XMLCite \textit{R. S. Hazra} and \textit{K. Maulik}, Adv. Appl. Probab. 44, No. 3, 794--814 (2012; Zbl 1264.60036) Full Text: DOI arXiv Euclid
Genadot, Alexandre; Thieullen, Michèle Averaging for a fully coupled piecewise-deterministic Markov process in infinite dimensions. (English) Zbl 1276.60023 Adv. Appl. Probab. 44, No. 3, 749-773 (2012). Reviewer: Martin Riedler (Wien) MSC: 60F05 60J75 92C20 92C45 47B80 PDFBibTeX XMLCite \textit{A. Genadot} and \textit{M. Thieullen}, Adv. Appl. Probab. 44, No. 3, 749--773 (2012; Zbl 1276.60023) Full Text: DOI arXiv Euclid
Franz, Uwe; Liebscher, Volkmar; Zeiser, Stefan Piecewise-deterministic Markov processes as limits of Markov jump processes. (English) Zbl 1254.60031 Adv. Appl. Probab. 44, No. 3, 729-748 (2012). MSC: 60F15 60J28 92C40 PDFBibTeX XMLCite \textit{U. Franz} et al., Adv. Appl. Probab. 44, No. 3, 729--748 (2012; Zbl 1254.60031) Full Text: DOI Euclid
Dayanik, Savas; Egami, Masahiko Optimal stopping problems for asset management. (English) Zbl 1262.91123 Adv. Appl. Probab. 44, No. 3, 655-677 (2012). MSC: 91G10 91B25 60G40 60J60 60J70 60J75 PDFBibTeX XMLCite \textit{S. Dayanik} and \textit{M. Egami}, Adv. Appl. Probab. 44, No. 3, 655--677 (2012; Zbl 1262.91123) Full Text: DOI Euclid
Møller, Jesper; Berthelsen, Kasper K. Transforming spatial point processes into Poisson processes using random superposition. (English) Zbl 1239.60034 Adv. Appl. Probab. 44, No. 1, 42-62 (2012). Reviewer: Viktor Ohanyan (Erevan) MSC: 60G55 62M99 62M30 60J80 62H11 PDFBibTeX XMLCite \textit{J. Møller} and \textit{K. K. Berthelsen}, Adv. Appl. Probab. 44, No. 1, 42--62 (2012; Zbl 1239.60034) Full Text: DOI
Kvitkovičová, Andrea; Panaretos, Victor M. Asymptotic inference for partially observed branching processes. (English) Zbl 1230.62108 Adv. Appl. Probab. 43, No. 4, 1166-1190 (2011). MSC: 62M05 60J80 62G05 62G20 60J85 92D30 62P10 PDFBibTeX XMLCite \textit{A. Kvitkovičová} and \textit{V. M. Panaretos}, Adv. Appl. Probab. 43, No. 4, 1166--1190 (2011; Zbl 1230.62108) Full Text: DOI
Xu, Fang The sampling formula and Laplace transform associated with the two-parameter Poisson-Dirichlet distribution. (English) Zbl 1251.60010 Adv. Appl. Probab. 43, No. 4, 1066-1085 (2011). Reviewer: Nicolas Perkowski (Berlin) MSC: 60C05 60F05 PDFBibTeX XMLCite \textit{F. Xu}, Adv. Appl. Probab. 43, No. 4, 1066--1085 (2011; Zbl 1251.60010) Full Text: DOI
Dayar, Tuǧrul; Sandmann, Werner; Spieler, David; Wolf, Verena Infinite level-dependent QBD processes and matrix-analytic solutions for stochastic chemical kinetics. (English) Zbl 1233.60042 Adv. Appl. Probab. 43, No. 4, 1005-1026 (2011). MSC: 60J22 60J28 92C45 92D25 PDFBibTeX XMLCite \textit{T. Dayar} et al., Adv. Appl. Probab. 43, No. 4, 1005--1026 (2011; Zbl 1233.60042) Full Text: DOI
Dassios, Angelos; Zhao, Hongbiao A dynamic contagion process. (English) Zbl 1230.60089 Adv. Appl. Probab. 43, No. 3, 814-846 (2011). Reviewer: A. Świerniak (Gliwice) MSC: 60J75 60G55 60G44 91G40 60E10 91B30 PDFBibTeX XMLCite \textit{A. Dassios} and \textit{H. Zhao}, Adv. Appl. Probab. 43, No. 3, 814--846 (2011; Zbl 1230.60089) Full Text: DOI
Qu, S.; Gittins, J. C. A forwards induction approach to candidate drug selection. (English) Zbl 1230.90107 Adv. Appl. Probab. 43, No. 3, 649-665 (2011). MSC: 90B36 90C40 91B32 PDFBibTeX XMLCite \textit{S. Qu} and \textit{J. C. Gittins}, Adv. Appl. Probab. 43, No. 3, 649--665 (2011; Zbl 1230.90107) Full Text: DOI
Wang, Yizao; Stoev, Stilian A. Conditional sampling for spectrally discrete max-stable random fields. (English) Zbl 1225.60085 Adv. Appl. Probab. 43, No. 2, 461-483 (2011). Reviewer: Michael Falk (Würzburg) MSC: 60G70 65C50 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{S. A. Stoev}, Adv. Appl. Probab. 43, No. 2, 461--483 (2011; Zbl 1225.60085) Full Text: DOI arXiv Euclid
De Haan, Laurens; Zhou, Chen Extreme residual dependence for random vectors and processes. (English) Zbl 1216.62078 Adv. Appl. Probab. 43, No. 1, 217-242 (2011). MSC: 62G32 62G20 62H99 91B30 PDFBibTeX XMLCite \textit{L. De Haan} and \textit{C. Zhou}, Adv. Appl. Probab. 43, No. 1, 217--242 (2011; Zbl 1216.62078) Full Text: DOI
Pakdaman, K.; Thieullen, M.; Wainrib, G. Fluid limit theorems for stochastic hybrid systems with application to neuron models. (English) Zbl 1232.60019 Adv. Appl. Probab. 42, No. 3, 761-794 (2010). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60F05 60F17 60J75 92C20 92C45 PDFBibTeX XMLCite \textit{K. Pakdaman} et al., Adv. Appl. Probab. 42, No. 3, 761--794 (2010; Zbl 1232.60019) Full Text: DOI arXiv
Møller, Jesper; Schoenberg, Frederic Paik Thinning spatial point processes into Poisson processes. (English) Zbl 1239.60035 Adv. Appl. Probab. 42, No. 2, 347-358 (2010). MSC: 60G55 62M30 PDFBibTeX XMLCite \textit{J. Møller} and \textit{F. P. Schoenberg}, Adv. Appl. Probab. 42, No. 2, 347--358 (2010; Zbl 1239.60035) Full Text: DOI
Caldentey, René; Kaplan, Edward H.; Weiss, Gideon FCFS infinite bipartite matching of servers and customers. (English) Zbl 1247.90099 Adv. Appl. Probab. 41, No. 3, 695-730 (2009). Reviewer: Andreas Brandt (Berlin) MSC: 90B22 60J20 68M20 PDFBibTeX XMLCite \textit{R. Caldentey} et al., Adv. Appl. Probab. 41, No. 3, 695--730 (2009; Zbl 1247.90099) Full Text: DOI
Cai, Jun; Feng, Runhuan; Willmot, Gordon E. On the expectation of total discounted operating costs up to default and its applications. (English) Zbl 1173.91023 Adv. Appl. Probab. 41, No. 2, 495-522 (2009). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B70 91G20 PDFBibTeX XMLCite \textit{J. Cai} et al., Adv. Appl. Probab. 41, No. 2, 495--522 (2009; Zbl 1173.91023) Full Text: DOI
Brachner, Claudia; Fasen, Vicky; Lindner, Alexander Extremes of autoregressive threshold processes. (English) Zbl 1179.62074 Adv. Appl. Probab. 41, No. 2, 428-451 (2009). Reviewer: Michael Falk (Würzburg) MSC: 62G32 62M10 60G70 60G10 60G55 PDFBibTeX XMLCite \textit{C. Brachner} et al., Adv. Appl. Probab. 41, No. 2, 428--451 (2009; Zbl 1179.62074) Full Text: DOI
Covo, Shai One-dimensional distributions of subordinators with upper truncated Lévy measure, and applications. (English) Zbl 1169.60316 Adv. Appl. Probab. 41, No. 2, 367-392 (2009). MSC: 60G51 60E07 60F17 PDFBibTeX XMLCite \textit{S. Covo}, Adv. Appl. Probab. 41, No. 2, 367--392 (2009; Zbl 1169.60316) Full Text: DOI
Degen, Matthias; Embrechts, Paul EVT-based estimation of risk capital and convergence of high quantiles. (English) Zbl 1149.62314 Adv. Appl. Probab. 40, No. 3, 696-715 (2008). MSC: 62G32 62P05 91B30 62G20 PDFBibTeX XMLCite \textit{M. Degen} and \textit{P. Embrechts}, Adv. Appl. Probab. 40, No. 3, 696--715 (2008; Zbl 1149.62314) Full Text: DOI
Hellmund, Gunnar; Prokešová, Michaela; Vedel Jensen, Eva B. Lévy-based Cox point processes. (English) Zbl 1149.60031 Adv. Appl. Probab. 40, No. 3, 603-629 (2008). MSC: 60G55 60D05 60K35 PDFBibTeX XMLCite \textit{G. Hellmund} et al., Adv. Appl. Probab. 40, No. 3, 603--629 (2008; Zbl 1149.60031) Full Text: DOI
Dayanik, Savas; Powell, Warren; Yamazaki, Kazutoshi Index policies for discounted bandit problems with availability constraints. (English) Zbl 1140.93047 Adv. Appl. Probab. 40, No. 2, 377-400 (2008). MSC: 93E20 90B36 93A30 PDFBibTeX XMLCite \textit{S. Dayanik} et al., Adv. Appl. Probab. 40, No. 2, 377--400 (2008; Zbl 1140.93047) Full Text: DOI
Ball, Frank; Britton, Tom An epidemic model with infector-dependent severity. (English) Zbl 1130.92045 Adv. Appl. Probab. 39, No. 4, 949-972 (2007). MSC: 92D30 60J85 60K99 PDFBibTeX XMLCite \textit{F. Ball} and \textit{T. Britton}, Adv. Appl. Probab. 39, No. 4, 949--972 (2007; Zbl 1130.92045) Full Text: DOI
Cline, Daren B. H. Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models. (English) Zbl 1143.62051 Adv. Appl. Probab. 39, No. 2, 462-491 (2007). Reviewer: Alexander Lindner (Braunschweig) MSC: 62M10 60G10 60J05 PDFBibTeX XMLCite \textit{D. B. H. Cline}, Adv. Appl. Probab. 39, No. 2, 462--491 (2007; Zbl 1143.62051) Full Text: DOI Euclid
Borovkov, K. A.; Odell, D. A. On spatial thinning-replacement processes based on Voronoi cells. (English) Zbl 1139.60023 Adv. Appl. Probab. 39, No. 2, 293-306 (2007). Reviewer: Daniel Hlubinka (Praha) MSC: 60G55 60J27 60F99 60D05 PDFBibTeX XMLCite \textit{K. A. Borovkov} and \textit{D. A. Odell}, Adv. Appl. Probab. 39, No. 2, 293--306 (2007; Zbl 1139.60023) Full Text: DOI arXiv Euclid
Roquain, Etienne; Schbath, Sophie Improved compound Poisson approximation for the number of occurrences of any rare word family in a stationary Markov chain. (English) Zbl 1109.62012 Adv. Appl. Probab. 39, No. 1, 128-140 (2007). MSC: 62E17 62J10 65C50 60C05 PDFBibTeX XMLCite \textit{E. Roquain} and \textit{S. Schbath}, Adv. Appl. Probab. 39, No. 1, 128--140 (2007; Zbl 1109.62012) Full Text: DOI
Vera, Francisco; Lynch, James General convex stochastic orderings and related martingale-type structures. (English) Zbl 1123.60012 Adv. Appl. Probab. 39, No. 1, 105-127 (2007). Reviewer: Moshe Shaked (Tucson) MSC: 60E15 60G48 26B25 PDFBibTeX XMLCite \textit{F. Vera} and \textit{J. Lynch}, Adv. Appl. Probab. 39, No. 1, 105--127 (2007; Zbl 1123.60012) Full Text: DOI
Subba Rao, Suhasini On some nonstationary, nonlinear random processes and their stationary approximations. (English) Zbl 1103.62085 Adv. Appl. Probab. 38, No. 4, 1155-1172 (2006). MSC: 62M10 60G10 62F10 PDFBibTeX XMLCite \textit{S. Subba Rao}, Adv. Appl. Probab. 38, No. 4, 1155--1172 (2006; Zbl 1103.62085) Full Text: DOI
Kim, Bara; Sohraby, Khosrow Tail behavior of the queue size and waiting time in a queue with discrete autoregressive arrivals. (English) Zbl 1112.60069 Adv. Appl. Probab. 38, No. 4, 1116-1131 (2006). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K25 68M20 90B22 PDFBibTeX XMLCite \textit{B. Kim} and \textit{K. Sohraby}, Adv. Appl. Probab. 38, No. 4, 1116--1131 (2006; Zbl 1112.60069) Full Text: DOI
Meester, Ronald; Trapman, Pieter Estimation in branching processes with restricted observations. (English) Zbl 1119.92058 Adv. Appl. Probab. 38, No. 4, 1098-1115 (2006). Reviewer: Victor V. Goryainov (Volzhsky) MSC: 92D30 60J85 62P10 60J80 60G42 PDFBibTeX XMLCite \textit{R. Meester} and \textit{P. Trapman}, Adv. Appl. Probab. 38, No. 4, 1098--1115 (2006; Zbl 1119.92058) Full Text: DOI
McCullagh, Peter; Møller, Jesper The permanental process. (English) Zbl 1126.60040 Adv. Appl. Probab. 38, No. 4, 873-888 (2006). MSC: 60G55 60K99 PDFBibTeX XMLCite \textit{P. McCullagh} and \textit{J. Møller}, Adv. Appl. Probab. 38, No. 4, 873--888 (2006; Zbl 1126.60040) Full Text: DOI
Glazebrook, K. D.; Ruiz-Hernandez, D.; Kirkbride, C. Some indexable families of restless bandit problems. (English) Zbl 1101.90079 Adv. Appl. Probab. 38, No. 3, 643-672 (2006). MSC: 90C40 49L20 90C39 49M20 PDFBibTeX XMLCite \textit{K. D. Glazebrook} et al., Adv. Appl. Probab. 38, No. 3, 643--672 (2006; Zbl 1101.90079) Full Text: DOI
Doukhan, P.; Latour, A.; Oraichi, D. A simple integer-valued bilinear time series model. (English) Zbl 1096.62082 Adv. Appl. Probab. 38, No. 2, 559-578 (2006). MSC: 62M10 60G10 62E20 62F10 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Adv. Appl. Probab. 38, No. 2, 559--578 (2006; Zbl 1096.62082) Full Text: DOI
Boxma, Onno; Perry, David; Stadje, Wolfgang; Zacks, Shelemyahu A Markovian growth-collapse model. (English) Zbl 1122.60067 Adv. Appl. Probab. 38, No. 1, 221-243 (2006). Reviewer: Hans Daduna (Hamburg) MSC: 60J27 60K30 60J75 60K15 60K20 PDFBibTeX XMLCite \textit{O. Boxma} et al., Adv. Appl. Probab. 38, No. 1, 221--243 (2006; Zbl 1122.60067) Full Text: DOI
Rødland, Einar Andreas Exact distribution of word counts in shuffled sequences. (English) Zbl 1094.92032 Adv. Appl. Probab. 38, No. 1, 116-133 (2006). Reviewer: Gheorghe Oprişan (Bucureşti) MSC: 92C40 60C05 05A15 60J20 62E15 PDFBibTeX XMLCite \textit{E. A. Rødland}, Adv. Appl. Probab. 38, No. 1, 116--133 (2006; Zbl 1094.92032) Full Text: DOI
Glazebrook, K. D.; Kirkbride, C.; Ruiz-Hernandez, D. Spinning plates and squad systems: policies for bi-directional restless bandits. (English) Zbl 1105.90103 Adv. Appl. Probab. 38, No. 1, 95-115 (2006). MSC: 90C40 49L20 90C39 49M20 PDFBibTeX XMLCite \textit{K. D. Glazebrook} et al., Adv. Appl. Probab. 38, No. 1, 95--115 (2006; Zbl 1105.90103) Full Text: DOI
Brémaud, Pierre; Massoulié, Laurent; Ridolfi, Andrea Power spectra of random spike fields and related processes. (English) Zbl 1102.60030 Adv. Appl. Probab. 37, No. 4, 1116-1146 (2005). Reviewer: Andrew Olenko (Kyïv) MSC: 60G12 60G35 62M15 62M40 60G55 60G60 60J27 60J80 60G20 62M30 94A05 94A20 PDFBibTeX XMLCite \textit{P. Brémaud} et al., Adv. Appl. Probab. 37, No. 4, 1116--1146 (2005; Zbl 1102.60030) Full Text: DOI
Møller, Jesper; Rasmussen, Jakob G. Perfect simulation of Hawkes processes. (English) Zbl 1074.60057 Adv. Appl. Probab. 37, No. 3, 629-646 (2005). MSC: 60G55 68U20 PDFBibTeX XMLCite \textit{J. Møller} and \textit{J. G. Rasmussen}, Adv. Appl. Probab. 37, No. 3, 629--646 (2005; Zbl 1074.60057) Full Text: DOI
Heffernan, Janet; Resnick, Sidney Hidden regular variation and the rank transform. (English) Zbl 1073.60057 Adv. Appl. Probab. 37, No. 2, 393-414 (2005). MSC: 60G70 62H05 62H20 60E05 PDFBibTeX XMLCite \textit{J. Heffernan} and \textit{S. Resnick}, Adv. Appl. Probab. 37, No. 2, 393--414 (2005; Zbl 1073.60057) Full Text: DOI
Piera, Francisco J.; Mazumdar, Ravi R.; Guillemin, Fabrice M. On product-form stationary distributions for reflected diffusions with jumps in the positive orthant. (English) Zbl 1064.60168 Adv. Appl. Probab. 37, No. 1, 212-228 (2005). MSC: 60J50 60J55 60J60 60J75 90B22 PDFBibTeX XMLCite \textit{F. J. Piera} et al., Adv. Appl. Probab. 37, No. 1, 212--228 (2005; Zbl 1064.60168) Full Text: DOI
Møller, Jesper; Torrisi, Giovanni Luca Generalised shot noise Cox processes. (English) Zbl 1078.60012 Adv. Appl. Probab. 37, No. 1, 48-74 (2005). Reviewer: Volker Schmidt (Ulm) MSC: 60D05 60G55 62M30 60K35 68U20 PDFBibTeX XMLCite \textit{J. Møller} and \textit{G. L. Torrisi}, Adv. Appl. Probab. 37, No. 1, 48--74 (2005; Zbl 1078.60012) Full Text: DOI
Huillet, Thierry On a deposition process on the circle with disorder. (English) Zbl 1066.60012 Adv. Appl. Probab. 36, No. 4, 996-1020 (2004). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60C05 60K99 62E15 62E20 PDFBibTeX XMLCite \textit{T. Huillet}, Adv. Appl. Probab. 36, No. 4, 996--1020 (2004; Zbl 1066.60012) Full Text: DOI
Jarner, Søren F.; Yuen, Wai Kong Conductance bounds on the \(L^2\) convergence rate of Metropolis algorithms on unbounded state spaces. (English) Zbl 1042.60040 Adv. Appl. Probab. 36, No. 1, 243-266 (2004). MSC: 60J05 60J10 PDFBibTeX XMLCite \textit{S. F. Jarner} and \textit{W. K. Yuen}, Adv. Appl. Probab. 36, No. 1, 243--266 (2004; Zbl 1042.60040) Full Text: DOI
Wolfe, Ronald W.; Wang, Chia-Li Idle period approximations and bounds for the GI/G/1 queue. (English) Zbl 1046.60090 Adv. Appl. Probab. 35, No. 3, 773-792 (2003). Reviewer: O. K. Zakusilo (Kyïv) MSC: 60K25 PDFBibTeX XMLCite \textit{R. W. Wolfe} and \textit{C.-L. Wang}, Adv. Appl. Probab. 35, No. 3, 773--792 (2003; Zbl 1046.60090) Full Text: DOI
Møller, Jesper Shot noise Cox processes. (English) Zbl 1045.60007 Adv. Appl. Probab. 35, No. 3, 614-640 (2003). Reviewer: Viktor Oganyan (Erevan) MSC: 60D05 60G55 60K35 68U20 PDFBibTeX XMLCite \textit{J. Møller}, Adv. Appl. Probab. 35, No. 3, 614--640 (2003; Zbl 1045.60007) Full Text: DOI
Koch, Karsten; Ohser, Joachim; Schladitz, Katja Spectral theory for random closed sets and estimating the covariance via frequency space. (English) Zbl 1040.62083 Adv. Appl. Probab. 35, No. 3, 603-613 (2003). MSC: 62M15 60D05 62G05 42B10 62M40 PDFBibTeX XMLCite \textit{K. Koch} et al., Adv. Appl. Probab. 35, No. 3, 603--613 (2003; Zbl 1040.62083) Full Text: DOI Link
Huillet, Thierry Random covering of the circle: The size of the connected components. (English) Zbl 1052.60010 Adv. Appl. Probab. 35, No. 3, 563-582 (2003). Reviewer: Malcolm Quine (Sydney) MSC: 60D05 60F05 PDFBibTeX XMLCite \textit{T. Huillet}, Adv. Appl. Probab. 35, No. 3, 563--582 (2003; Zbl 1052.60010) Full Text: DOI
Segers, Johan Functionals of clusters of extremes. (English) Zbl 1043.60043 Adv. Appl. Probab. 35, No. 4, 1028-1045 (2003). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 60G70 62G32 PDFBibTeX XMLCite \textit{J. Segers}, Adv. Appl. Probab. 35, No. 4, 1028--1045 (2003; Zbl 1043.60043) Full Text: DOI Link
Huillet, Thierry Energy cascades as branching processes with emphasis on Neveu’s approach to Derrida’s random energy model. (English) Zbl 1034.60079 Adv. Appl. Probab. 35, No. 2, 477-503 (2003). MSC: 60J85 60J25 60J75 PDFBibTeX XMLCite \textit{T. Huillet}, Adv. Appl. Probab. 35, No. 2, 477--503 (2003; Zbl 1034.60079) Full Text: DOI