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: Journal; Indexed cover-to-cover Documents Indexed: 5,487 Publications (since 1964) References Indexed: 1,687 Publications with 33,375 References. all top 5 Latest Issues 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. 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(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) 37, No. 2 (2000) ...and 75 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 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 Balakrishnan, Narayanaswamy 15 Brockwell, Peter J. 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 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 Ekström, Erik 12 Haigh, John 12 McCormick, William P. 12 Möhle, Martin 12 Rogers, L. C. G. 12 RĂĽschendorf, 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 KlĂĽppelberg, Claudia 11 Moran, Patrick Alfred Pierce 11 Natvig, Bent 11 Proschan, Frank 11 Tang, Qihe 11 Weiner, Howard Jacob 11 Zacks, Shelemyahu 10 Arnold, Barry Charles 10 Asadi, Majid 10 Athreya, Krishna Balasundaram 10 Conolly, Brian W. 10 Gnedin, Alexander V. 10 GrĂĽbel, Rudolf 10 Guillemin, Fabrice M. 10 Hall, Peter Gavin 10 Hannan, Edward James 10 Hines, W. G. S. 10 HĂĽsler, JĂĽrg 10 Kennedy, Douglas P. 10 Letac, GĂ©rard G. 10 Navarro, Jorge 10 Perry, David 10 Picard, Philippe 10 Quine, Malcolm P. 10 Sagitov, Serik 10 Sericola, Bruno ...and 4,280 more Authors all top 5 Fields 4,727 Probability theory and stochastic processes (60-XX) 965 Statistics (62-XX) 837 Operations research, mathematical programming (90-XX) 449 Biology and other natural sciences (92-XX) 404 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 170 Combinatorics (05-XX) 168 Computer science (68-XX) 166 Numerical analysis (65-XX) 123 Systems theory; control (93-XX) 77 Statistical mechanics, structure of matter (82-XX) 52 Information and communication theory, circuits (94-XX) 41 Convex and discrete geometry (52-XX) 40 Linear and multilinear algebra; matrix theory (15-XX) 34 History and biography (01-XX) 32 Partial differential equations (35-XX) 24 Integral transforms, operational calculus (44-XX) 24 Calculus of variations and optimal control; optimization (49-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 all cited Publications top 5 cited Publications Citations contained in zbMATH Open 4,472 Publications have been cited 43,499 times in 26,805 Documents Cited by ▼ Year ▼ A new family of life distributions. Zbl 0209.49801 Birnbaum, Z. W.; Saunders, S. C. 274 1969 Solutions of ordinary differential equations as limits of pure jump Markov processes. Zbl 0191.47301 Kurtz, T. G. 257 1970 A versatile Markovian point process. Zbl 0422.60043 Neuts, Marcel F. 209 1979 Limit theorems for continuous-time random walks with infinite mean waiting times. Zbl 1065.60042 Meerschaert, Mark M.; Scheffler, Hans-Peter 206 2004 Limit theorems for sequences of jump Markov processes approximating ordinary differential processes. Zbl 0219.60060 Kurtz, T. G. 199 1971 On the genealogy of large populations. Zbl 0516.92011 Kingman, J. F. C. 193 1982 Changes of numĂ©raire, changes of probability measure and option pricing. Zbl 0829.90007 Geman, HĂ©lyette; El Karoui, Nicole; Rochet, Jean-Charles 185 1995 The value of an Asian option. Zbl 0839.90013 Rogers, L. C. G.; Shi, Z. 183 1995 A cluster process representation of a self-exciting process. Zbl 0305.60021 Hawkes, Alan G.; Oakes, David 172 1974 Imperfect repair. Zbl 0526.60080 Brown, Mark; Proschan, Frank 159 1983 Estimation for a family of life distributions with applications to fatigue. Zbl 0216.22702 Birnbaum, Z. W.; Saunders, S. C. 156 1969 The asymptotic theory of linear time-series models. Zbl 0261.62073 Hannan, E. J. 154 1973 Product-form queueing networks with negative and positive customers. Zbl 0741.60091 Gelenbe, Erol 154 1991 Subexponential distributions and integrated tails. Zbl 0651.60020 KlĂĽppelberg, Claudia 146 1988 On the eigenvalues of random matrices. Zbl 0807.15015 Diaconis, Persi; Shahshahani, Mehrdad 146 1994 Diffusion models in population genetics. Zbl 0134.38103 Kimura, Motoo 144 1964 The general coalescent with asynchronous mergers of ancestral lines. Zbl 0962.92026 Sagitov, Serik 138 1999 An integer-valued p th-order autoregressive structure (INAR(p)) process. Zbl 0704.62081 Alzaid, A. A.; Al-Osh, M. 134 1990 Non-strong mixing autoregressive processes. Zbl 0552.60049 Andrews, Donald W. K. 131 1984 Martingale convergence in the branching random walk. Zbl 0356.60053 Biggins, J. D. 130 1977 Some results for repairable systems with general repair. Zbl 0671.60080 Kijima, Masaaki 126 1989 Age-dependent minimal repair. Zbl 0564.60084 Block, Henry W.; Borges, Wagner S.; Savits, Thomas H. 126 1985 Approximations of small jumps of LĂ©vy processes with a view towards simulation. Zbl 0989.60047 Asmussen, Søren; RosiĹ„ski, Jan 123 2001 Inequalities with applications to percolation and reliability. Zbl 0571.60019 van den Berg, J.; Kesten, H. 113 1985 Weak convergence of probability measures and random functions in the function space D\([0,\infty)\). Zbl 0258.60008 Lindvall, Torgny 111 1973 On quasi-stationary distributions on absorbing discrete-time finite Markov chains. Zbl 0134.34704 Darroch, J. N.; Seneta, E. 107 1965 A logarithmic reduction algorithm for quasi-birth-death processes. Zbl 0789.60055 Latouche, Guy; Ramaswami, V. 104 1993 Perburbation theory and finite Markov chains. Zbl 0196.19803 Schweitzer, Paul J. 103 1968 Stochastic approach to chemical kinetics. Zbl 0231.60090 McQuarrie, Donald A. 99 1967 On estimating the diffusion coefficient from discrete observations. Zbl 0796.62070 Florens-Zmirou, Danielle 99 1993 Entropy-based measure of uncertainty in past lifetime distributions. Zbl 1003.62087 Di Crescenzo, Antonio; Longobardi, Maria 97 2002 Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms. Zbl 1137.62015 Roberts, Gareth O.; Rosenthal, Jeffrey S. 96 2007 Convolution equivalence and infinite divisibility. Zbl 1051.60019 Pakes, Anthony G. 96 2004 Large deviations of heavy-tailed random sums with applications in insurance and finance. Zbl 0903.60021 KlĂĽppelberg, C.; Mikosch, T. 94 1997 Restless bandits: Activity allocation in a changing world. Zbl 0664.90043 Whittle, P. 92 1988 Limit theorems for iterated random functions. Zbl 1046.60024 Wu, Wei Biao; Shao, Xiaofeng 90 2004 Optimality of the shortest line discipline. Zbl 0357.60023 Winston, Wayne 89 1977 On quasi-stationary distributions in absorbing continuous-time finite Markov chains. Zbl 0168.16303 Darroch, J. N.; Seneta, E. 87 1967 The strong law of large numbers for extended negatively dependent random variables. Zbl 1213.60058 Chen, Yiqing; Chen, Anyue; Ng, Kai W. 87 2010 Extreme values of independent stochastic processes. Zbl 0384.60055 Brown, Bruce M.; Resnick, Sidney I. 86 1977 Exponential behavior in the presence of dependence in risk theory. Zbl 1097.62110 Albrecher, Hansjörg; Teugels, Jef L. 85 2006 Asymptotic stability of stochastic differential equations driven by LĂ©vy noise. Zbl 1185.60058 Applebaum, David; Siakalli, Michailina 83 2009 On the rate of convergence of normal extremes. Zbl 0403.60024 Hall, Peter 83 1979 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. 79 1966 Asymptotic behaviour of continuous time, continuous state-space branching processes. Zbl 0301.60060 Grey, D. R. 79 1974 Oscillating random walk models for GI/G/1 vacation systems with Bernoulli schedules. Zbl 0612.60087 Keilson, J.; Servi, L. D. 79 1986 A continuous-time GARCH process driven by a LĂ©vy process: Stationarity and second-order behaviour. Zbl 1068.62093 KlĂĽppelberg, Claudia; Lindner, Alexander; Maller, Ross 79 2004 Exact and ordinary lumpability in finite Markov chains. Zbl 0796.60073 Buchholz, Peter 79 1994 Diffusion approximations in collective risk theory. Zbl 0191.51202 Iglehart, D. L. 78 1969 The second-order analysis of stationary point processes. Zbl 0364.60087 Ripley, B. D. 78 1976 Multivariate Hawkes processes: an application to financial data. Zbl 1242.62093 Embrechts, Paul; Liniger, Thomas; Lin, Lu 74 2011 Multivariate distributions for the life lengths of components of a system sharing a common environment. Zbl 0603.60084 Lindley, Dennis V.; Singpurwalla, Nozer D. 74 1986 Applications of the hazard rate ordering in reliability and order statistics. Zbl 0793.62053 Boland, Philip J.; El-Neweihi, Emad; Proschan, Frank 73 1994 Multivariate normal approximations by Stein’s method and size bias couplings. Zbl 0845.60023 Goldstein, Larry; Rinott, Yosef 71 1996 Some new results on stochastic comparisons of parallel systems. Zbl 0995.62104 Khaledi, Baha-Eldin; Kochar, Subhash 70 2000 Conditions for permanence and ergodicity of certain stochastic predator-prey models. Zbl 1338.34091 Du, Nguyen Huu; Nguyen, Dang Hai; Yin, G. George 70 2016 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 A supplement to the strong law of large numbers. Zbl 0305.60008 Heyde, C. C. 69 1975 Useful martingales for stochastic storage processes with LĂ©vy input. Zbl 0761.60065 Kella, Offer; Whitt, Ward 68 1992 Chernoff’s theorem in the branching random walk. Zbl 0373.60090 Biggins, J. D. 68 1977 Diffusion with ’collisions’ between particles. Zbl 0139.34804 Harris, T. E. 67 1965 The total progeny in a branching process and a related random walk. Zbl 0192.54401 Dwass, M. 67 1969 Dispersive ordering of distributions. Zbl 0481.60022 Shaked, Moshe 66 1982 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. 66 1994 Logarithmic asymptotics for steady-state tail probabilities in a single- server queue. Zbl 0805.60093 Glynn, Peter W.; Whitt, Ward 66 1994 The threshold behaviour of epidemic models. Zbl 0519.92023 Ball, Frank 65 1983 Mixture representations of residual lifetimes of used systems. Zbl 1155.60305 Navarro, Jorge; Balakrishnan, N.; Samaniego, Francisco J. 65 2008 On the prediction of fractional Brownian motion. Zbl 0861.60049 Gripenberg, Gustaf; Norros, Ilkka 65 1996 Stein’s method and Poisson process convergence. Zbl 0661.60034 Barbour, A. D. 64 1988 G-networks with triggered customer movement. Zbl 0781.60088 Gelenbe, Erol 64 1993 A quantum-mechanical central limit theorem. Zbl 0224.60049 Cushen, C. D.; Hudson, R. L. 63 1971 On the tails of waiting-time distributions. Zbl 0314.60072 Pakes, A. G. 63 1975 On the optimal assignment of customers to parallel servers. Zbl 0378.60095 Weber, Richard R. 63 1978 Distributional study of De Finetti’s dividend problem for a general LĂ©vy insurance risk process. Zbl 1137.60047 Kyprianou, A. E.; Palmowski, Z. 62 2007 Partial orderings of distributions based on right-spread functions. Zbl 0898.62124 Fernández Ponce, J. M.; Kochar, S. C.; Muñoz PĂ©rez, J. 62 1998 A generalized bivariate exponential distribution. Zbl 0155.24001 Marshall, A. W.; Olkin, I. 62 1967 Queues with negative arrivals. Zbl 0744.60110 Gelenbe, Erol; Glynn, Peter; Sigman, Karl 62 1991 Discrimination between monotonic trends and long-range dependence. Zbl 0623.62085 KĂĽnsch, H. 62 1986 Signatures of indirect majority systems. Zbl 1042.62090 Boland, Philip J. 61 2001 Sensitivity and convergence of uniformly ergodic Markov chains. Zbl 1092.60027 Mitrophanov, A. Yu. 61 2005 The first-passage density of a continuous Gaussian process to a general boundary. Zbl 0576.60029 Durbin, J. 61 1985 A threshold AR(1) model. Zbl 0541.62073 Petruccelli, Joseph D.; Woolford, Samuel W. 60 1984 Conditional tail expectations for multivariate phase-type distributions. Zbl 1079.62022 Cai, Jun; Li, Haijun 60 2005 General shock models associated with correlated renewal sequences. Zbl 0526.60078 Shanthikumar, J. G.; Sumita, U. 59 1983 The stationary distribution of the infinitely-many neutral alleles diffusion model. Zbl 0356.92012 Watterson, G. A. 59 1976 Aspects of positive ageing. Zbl 0612.60072 Deshpande, Jayant V.; Kochar, Subhash C.; Singh, Harshinder 59 1986 Central limit theorem for nonlinear Hawkes processes. Zbl 1306.60015 Zhu, Lingjiong 59 2013 An explicit solution to an optimal stopping problem with regime switching. Zbl 0988.60038 Guo, Xin 58 2001 Longest common subsequences of two random sequences. Zbl 0313.60008 Chvatal, Vaclav; Sankoff, David 58 1975 First-passage-time density and moments of the Ornstein-Uhlenbeck process. Zbl 0651.60080 Ricciardi, Luigi M.; Sato, Shunsuke 57 1988 New partial ordering of survival functions based on the notion of uncertainty. Zbl 0817.62082 Ebrahimi, Nader; Pellerey, Franco 57 1995 A Pollaczek-Khintchine formula for \(M/G/1\) queues with disasters. Zbl 0867.60082 Jain, Gautam; Sigman, Karl 57 1996 Marked point processes as limits of Markovian arrival streams. Zbl 0778.60035 Asmussen, Søren; Koole, Ger 57 1993 On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012 Cai, Jun; Tang, Qihe 56 2004 The M/M/1 queue with mass exodus and mass arrivals when empty. Zbl 0876.60079 Chen, Anyue; Renshaw, Eric 56 1997 Shocks, runs and random sums. Zbl 0987.60028 Mallor, F.; Omey, E. 55 2001 Portfolio optimization with unobservable Markov-modulated drift process. Zbl 1138.93428 Rieder, Ulrich; Bäuerle, Nicole 55 2005 Extreme value theory for a class of discrete distributions with applications to some stochastic processes. Zbl 0192.54202 Anderson, C. W. 55 1970 An upper bound for the probability of a union. Zbl 0349.60007 Hunter, David 55 1976 A branching random walk in the presence of a hard wall. Zbl 07808653 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 Robustness of iterated function systems of Lipschitz maps. Zbl 07727559 HervĂ©, LoĂŻc; Ledoux, James 1 2023 Nonlinear Markov chains with finite state space: invariant distributions and long-term behaviour. Zbl 1515.60260 Neumann, Berenice Anne 1 2023 Limit theory for \(U\)-statistics under geometric and topological constraints with rare events. Zbl 1509.60016 Owada, Takashi 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 Inheritance of strong mixing and weak dependence under renewal sampling. Zbl 1516.60015 Brandes, Dirk-Philip; Curato, Imma Valentina; Stelzer, Robert 1 2023 Ruin probabilities in a Markovian shot-noise environment. Zbl 1518.91225 Pojer, Simon; Thonhauser, Stefan 1 2023 A decomposition for LĂ©vy 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 Rate of convergence for particle approximation of PDEs in Wasserstein space. Zbl 1501.35449 Germain, Maximilien; Pham, HuyĂŞn; Warin, Xavier 5 2022 On the continuity of Pickands constants. Zbl 1492.60140 DÄ™bicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew 4 2022 Bounds for the chi-square approximation of the power divergence family of statistics. Zbl 07616202 Gaunt, Robert E. 3 2022 An elementary approach to component sizes in critical random graphs. Zbl 1503.05109 De Ambroggio, Umberto 3 2022 On local weak limit and subgraph counts for sparse random graphs. Zbl 1507.60023 Kurauskas, Valentas 3 2022 Limit laws for large \(k\)th-nearest neighbor balls. Zbl 1497.60023 Chenavier, Nicolas; Henze, Norbert; Otto, Moritz 3 2022 A note on the polynomial ergodicity of the one-dimensional zig-zag process. Zbl 07589164 Vasdekis, Giorgos; Roberts, Gareth O. 3 2022 Discounted probability of exponential Parisian ruin: diffusion approximation. Zbl 1483.91058 Liang, Xiaoqing; Young, Virginia R. 3 2022 Prevalence of deficiency-zero reaction networks in an ErdĹ‘s-RĂ©nyi framework. Zbl 1492.05142 Anderson, David F.; Nguyen, Tung D. 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 A probabilistic model for interfaces in a martensitic phase transition. Zbl 1501.60054 Cesana, Pierluigi; Hambly, Ben M. 2 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. 1 2022 Surprising identities for the greedy independent set on Cayley trees. Zbl 1503.05055 Contat, Alice 1 2022 A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions. Zbl 1501.60045 Yamato, Kosuke 1 2022 Asymptotic behavior and quasi-limiting distributions on time-fractional birth and death processes. Zbl 1498.60340 Curinao, Jorge Littin 1 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-JĂ©gousse, Arno 1 2022 Generalized limit theorems for \(U\)-max statistics. Zbl 07589160 Nikitin, Yakov; Simarova, Ekaterina 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 TavarĂ©, Simon 1 2022 An ergodic theorem for the weighted ensemble method. Zbl 1492.65030 Aristoff, David 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 Variations of the elephant random walk. Zbl 1479.60049 Gut, Allan; StadtmĂĽller, Ulrich 8 2021 Exact simulation of Ornstein-Uhlenbeck tempered stable processes. Zbl 07364090 Qu, Yan; Dassios, Angelos; Zhao, Hongbiao 7 2021 Optimal allocation of relevations in coherent systems. Zbl 1478.90034 Yan, Rongfang; Zhang, Jiandong; Zhang, Yiying 6 2021 On classes of life distributions based on the mean time to failure function. Zbl 1467.62159 Khan, Ruhul Ali; Bhattacharyya, Dhrubasish; Mitra, Murari 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 Bounds for expected supremum of fractional Brownian motion with drift. Zbl 1476.60074 Bisewski, Krzysztof; DÄ™bicki, Krzysztof; Mandjes, Michel 5 2021 A product form for the general stochastic matching model. Zbl 1476.60121 Moyal, Pascal; Bušić, Ana; Mairesse, Jean 5 2021 Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration. 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Zbl 1457.60129 Braunsteins, Peter; Hautphenne, Sophie 2 2020 ...and 1514 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 22,532 Authors 172 Balakrishnan, Narayanaswamy 111 Mandjes, Michel Robertus Hendrikus 90 Boxma, Onno Johan 82 Cha, Ji Hwan 77 Hashorva, Enkelejd 77 Li, Xiaohu 68 Finkelstein, Maxim 66 Yang, Yang 65 Lefèvre, Claude 63 Leonenko, Nikolai N. 62 Eryılmaz, Serkan N. 61 Stadje, Wolfgang 60 Whitt, Ward 59 Navarro, Jorge 57 Zhao, Peng 56 Kyprianou, Andreas E. 56 Leiva, VĂctor 56 Palmowski, Zbigniew 55 Resnick, Sidney Ira 53 Asmussen, Søren 52 Perry, David 51 Di Crescenzo, Antonio 51 Tang, Qihe 50 Guo, Xianping 50 Wang, Yuebao 48 DÄ™bicki, Krzysztof 48 Iksanov, Aleksander M. 48 Nadarajah, Saralees 46 Asadi, Majid 46 Janson, Svante 46 KlĂĽppelberg, Claudia 46 Willmot, Gordon E. 46 Zeifman, Alexander Izrailevich 46 Zwart, Bert P. 45 Ball, Frank G. 45 Pakes, Anthony G. 45 Roberts, Gareth O. 45 Sankaran, Paduthol Godan 44 Shaked, Moshe 43 Albrecher, Hansjörg 42 Foss, Sergey G. 42 Seneta, Eugene 41 Belzunce, FĂ©lix 41 Kabluchko, Zakhar A. 41 Kim, Bara 41 Ruiz, JosĂ©-MarĂa 41 van Leeuwaarden, Johan S. H. 40 Kella, Offer 40 Mahmoud, Hosam M. 40 Sheu, Sheyhuei 39 Denuit, Michel M. 39 Hu, Taizhong 39 Huillet, Thierry E. 39 Meerschaert, Mark Marvin 39 Nair, N. Unnikrishnan 39 Ĺ iaulys, Jonas 39 van der Hofstad, Remco W. 39 Zhou, Xiaowen 38 Glynn, Peter W. 38 Gonzalez-Velasco, Miguel 38 Landriault, David 38 Taylor, Peter Gerrard 38 Wang, Kaiyong 37 Adan, Ivo J. B. F. 37 Tan, Zhongquan 36 Ke, Jauchuan 36 Kochar, Subhash C. 36 Kundu, Debasis 36 Mota, Manuel 36 Pellerey, Franco 36 Pollett, Philip K. 35 Leipus, Remigijus 35 Lemonte, Artur JosĂ© 35 Vellaisamy, Palaniappan 34 Glazebrook, Kevin D. 33 Artalejo, Jesus R. 33 Cui, Lirong 33 Krishnamoorthy, Achyutha 32 Li, Junping 32 Ma, Chunsheng 32 Macci, Claudio 32 Mikosch, Thomas 32 Nanda, Asok K. 32 Parthasarathy, Panamalai Ramarao 32 Zhang, Yiying 32 Zhao, Yiqiang Q. 31 Blanchet, Jose H. 31 Chen, Anyue 31 Cordeiro, Gauss Moutinho 31 Gupta, Ramesh Chandra 31 Ivanovs, Jevgeņijs 31 Möhle, Martin 31 Molina, Manuel 31 Orsingher, Enzo 31 Peng, Zuoxiang 31 RĂĽschendorf, Ludger 31 Wu, Wei Biao 30 Barbour, Andrew David 30 Choudhury, Gautam 30 Gupta, Umesh Chandra ...and 22,432 more Authors all top 5 Cited in 934 Journals 1,139 Statistics & Probability Letters 1,129 Stochastic Processes and their Applications 1,028 Journal of Applied Probability 812 Communications in Statistics. 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English Series 75 Electronic Communications in Probability 72 Mathematical Finance 71 Econometric Theory 70 Mathematics of Operations Research 69 Brazilian Journal of Probability and Statistics 68 Frontiers of Mathematics in China 67 Operations Research 67 Optimization 67 Journal of Applied Statistics 67 Applied Stochastic Models in Business and Industry 67 Journal of the Korean Statistical Society 66 Journal of Optimization Theory and Applications 65 Journal of Physics A: Mathematical and Theoretical 64 Communications in Mathematical Physics 64 Mathematical Problems in Engineering 63 Transactions of the American Mathematical Society 62 Statistical Science 61 Naval Research Logistics 60 Journal of Economic Dynamics & Control 59 SIAM Journal on Financial Mathematics 59 Stochastic Systems 58 Applied Mathematics and Optimization 58 Acta Mathematica Sinica. English Series 58 Science China. Mathematics 56 Journal of Statistical Mechanics: Theory and Experiment 55 Theory of Probability and its Applications 55 Acta Applicandae Mathematicae 55 Journal of Nonparametric Statistics 55 Statistical Inference for Stochastic Processes 52 SIAM Journal on Control and Optimization 52 Automation and Remote Control ...and 834 more Journals all top 5 Cited in 62 Fields 17,241 Probability theory and stochastic processes (60-XX) 8,229 Statistics (62-XX) 4,693 Operations research, mathematical programming (90-XX) 4,004 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2,521 Biology and other natural sciences (92-XX) 1,551 Numerical analysis (65-XX) 1,242 Computer science (68-XX) 1,027 Combinatorics (05-XX) 1,003 Systems theory; control (93-XX) 879 Statistical mechanics, structure of matter (82-XX) 590 Partial differential equations (35-XX) 360 Dynamical systems and ergodic theory (37-XX) 325 Calculus of variations and optimal control; optimization (49-XX) 306 Linear and multilinear algebra; matrix theory (15-XX) 293 Ordinary differential equations (34-XX) 274 Information and communication theory, circuits (94-XX) 225 Convex and discrete geometry (52-XX) 186 Operator theory (47-XX) 165 Real functions (26-XX) 159 Integral equations (45-XX) 150 Special functions (33-XX) 135 Measure and integration (28-XX) 132 Integral transforms, operational calculus (44-XX) 125 Number theory (11-XX) 115 Quantum theory (81-XX) 111 Functional analysis (46-XX) 89 Harmonic analysis on Euclidean spaces (42-XX) 86 Fluid mechanics (76-XX) 78 Difference and functional equations (39-XX) 77 Geophysics (86-XX) 74 Approximations and expansions (41-XX) 66 History and biography (01-XX) 50 Group theory and generalizations (20-XX) 49 Functions of a complex variable (30-XX) 42 Differential geometry (53-XX) 39 Global analysis, analysis on manifolds (58-XX) 33 Mechanics of deformable solids (74-XX) 31 Classical thermodynamics, heat transfer (80-XX) 28 Order, lattices, ordered algebraic structures (06-XX) 26 Sequences, series, summability (40-XX) 24 General and overarching topics; collections (00-XX) 21 Abstract harmonic analysis (43-XX) 20 Mathematical logic and foundations (03-XX) 19 Nonassociative rings and algebras (17-XX) 18 General topology (54-XX) 16 Mechanics of particles and systems (70-XX) 15 Potential theory (31-XX) 14 Topological groups, Lie groups (22-XX) 12 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) 8 Several complex variables and analytic spaces (32-XX) 8 Optics, electromagnetic theory (78-XX) 7 Commutative algebra (13-XX) 7 Relativity and gravitational theory (83-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