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Advances in Applied Probability

Including a Section on Stochastic Geometry and Statistical Applications

Short Title: Adv. Appl. Probab.
Publisher: Applied Probability Trust, Sheffield; Cambridge University Press, Cambridge
ISSN: 0001-8678
Online: https://www.cambridge.org/core/journals/advances-in-applied-probability/all-issues
http://projecteuclid.org/aap
http://www.jstor.org/journals/00018678.html
Comments: Journal; Indexed cover-to-cover
Documents Indexed: 2,860 Publications (since 1969)
References Indexed: 1,054 Publications with 26,296 References.
all top 5

Latest Issues

56, No. 1 (2024)
55, No. 4 (2023)
55, No. 3 (2023)
55, No. 2 (2023)
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33, No. 4 (2001)
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32, No. 4 (2000)
32, No. 3 (2000)
32, No. 2 (2000)
32, No. 1 (2000)
31, No. 4 (1999)
...and 68 more Volumes
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Authors

22 Resnick, Sidney Ira
21 Ball, Frank G.
21 Barbour, Andrew David
18 Cowan, Richard J.
17 Pakes, Anthony G.
16 Moller, Jesper
16 Schmidt, Volker
16 Whitt, Ward
15 Last, Günter
15 Pollett, Philip K.
14 Baccelli, François Louis
14 Lefèvre, Claude
13 Glazebrook, Kevin D.
13 Kendall, Wilfrid S.
13 Le, Huiling
13 Neuts, Marcel Fernand
13 Shanthikumar, Jeyaveerasingam George
12 Penrose, Mathew D.
12 Seneta, Eugene
12 Walrand, Jean C.
12 Whittle, Peter
11 Adler, Robert Joseph
11 Asmussen, Søren
11 Baddeley, Adrian John
11 Martinez Aguilera, Servet
11 Schassberger, Rolf
10 Griffiths, Robert C.
10 Hordijk, Arie
10 Miyazawa, Masakiyo
10 Nagel, Werner
10 Shaked, Moshe
9 Bingham, Nicholas Hugh
9 Boxma, Onno Johan
9 Hug, Daniel
9 Iglehart, Donald Lee
9 Klebaner, Fima C.
9 Tweedie, Richard Lewis
9 Weil, Wolfgang
8 Biggins, J. D.
8 Cannings, Chris
8 Daley, Daryl John
8 Federgruen, Awi
8 Glynn, Peter W.
8 Guillemin, Fabrice M.
8 Hunter, Jeffrey J.
8 Karlin, Samuel
8 Mandjes, Michel Robertus Hendrikus
8 Mardia, Kanti V.
8 Möhle, Martin
8 Molchanov, Ilya S.
8 Picard, Philippe
8 Robert, Philippe
8 Schneider, Rolf G.
8 Sumita, Ushio
8 Taylor, Peter Gerrard
8 Vedel Jensen, Eva Bjørn
7 Barndorff-Nielsen, Ole Eiler
7 Błaszczyszyn, Bartłomiej
7 Brémaud, Pierre
7 Chiu, Sung Nok
7 Crisan, Dan O.
7 Ethier, Stewart N.
7 Foss, Sergey G.
7 Janson, Svante
7 Jasra, Ajay
7 Kelly, Frank P.
7 Kesten, Harry
7 Kiderlen, Markus
7 Maller, Ross Arthur
7 Mazumdar, Ravi R.
7 Miles, Roger E.
7 Nobile, Amelia G.
7 Orsingher, Enzo
7 Quine, Malcolm P.
7 Rachev, Svetlozar T.
7 Righter, Rhonda
7 Rolski, Tomasz
7 Rüschendorf, Ludger
7 Samorodnitsky, Gennady Pinkhosovich
7 Serfozo, Richard F.
7 Stadje, Wolfgang
7 Szczotka, Władysław
7 Tavaré, Simon
7 van der Hofstad, Remco W.
7 Wade, Andrew R.
7 Weiß, Viola
7 Wolff, Ronald W.
7 Xia, Aihua
7 Zuyev, Sergei
6 Antonelli, Peter Louis
6 Bather, John A.
6 Blanchet, Jose H.
6 Brockwell, Peter J.
6 Calka, Pierre
6 Doney, Ronald Arthur
6 Donnelly, Peter
6 Embrechts, Paul
6 Hall, Peter Gavin
6 Javier López, F.
6 Jensen, Jens Ledet
...and 2,645 more Authors
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Fields

2,610 Probability theory and stochastic processes (60-XX)
511 Statistics (62-XX)
493 Operations research, mathematical programming (90-XX)
273 Biology and other natural sciences (92-XX)
199 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
141 Combinatorics (05-XX)
135 Computer science (68-XX)
128 Numerical analysis (65-XX)
126 Systems theory; control (93-XX)
86 Convex and discrete geometry (52-XX)
66 Statistical mechanics, structure of matter (82-XX)
35 Calculus of variations and optimal control; optimization (49-XX)
28 Dynamical systems and ergodic theory (37-XX)
23 Information and communication theory, circuits (94-XX)
20 Measure and integration (28-XX)
19 Ordinary differential equations (34-XX)
18 Partial differential equations (35-XX)
16 Operator theory (47-XX)
15 Integral transforms, operational calculus (44-XX)
14 Special functions (33-XX)
14 Differential geometry (53-XX)
13 Real functions (26-XX)
12 Linear and multilinear algebra; matrix theory (15-XX)
11 Difference and functional equations (39-XX)
9 History and biography (01-XX)
8 Integral equations (45-XX)
7 Approximations and expansions (41-XX)
7 Harmonic analysis on Euclidean spaces (42-XX)
7 Geophysics (86-XX)
6 General and overarching topics; collections (00-XX)
5 Geometry (51-XX)
5 Global analysis, analysis on manifolds (58-XX)
5 Mechanics of deformable solids (74-XX)
5 Fluid mechanics (76-XX)
4 Algebraic topology (55-XX)
4 Quantum theory (81-XX)
3 Order, lattices, ordered algebraic structures (06-XX)
3 Number theory (11-XX)
3 Functions of a complex variable (30-XX)
3 Functional analysis (46-XX)
2 Mathematical logic and foundations (03-XX)
2 Group theory and generalizations (20-XX)
2 Sequences, series, summability (40-XX)
2 Manifolds and cell complexes (57-XX)
2 Mechanics of particles and systems (70-XX)
1 Field theory and polynomials (12-XX)
1 Several complex variables and analytic spaces (32-XX)
1 Abstract harmonic analysis (43-XX)
1 Optics, electromagnetic theory (78-XX)

Publications by Year

Citations contained in zbMATH Open

2,469 Publications have been cited 29,362 times in 20,184 Documents Cited by Year
Stability of Markovian processes. III: Foster-Lyapunov criteria for continuous-time processes. Zbl 0781.60053
Meyn, Sean P.; Tweedie, R. L.
398
1993
Saddle point approximation for the distribution of the sum of independent random variables. Zbl 0425.60042
Lugannani, Robert; Rice, Stephen
229
1980
On a stochastic difference equation and a representation of non-negative infinitely divisible random variables. Zbl 0417.60073
Vervaat, Wim
220
1979
Stability of Markovian processes. II: Continuous-time processes and sampled chains. Zbl 0781.60052
Meyn, Sean P.; Tweedie, R. L.
190
1993
On some exponential functionals of Brownian motion. Zbl 0765.60084
Yor, Marc
161
1992
First passage times of a jump diffusion process. Zbl 1037.60073
Kou, S. G.; Wang, Hui
148
2003
The intrinsic random functions and their applications. Zbl 0324.60036
Matheron, G.
140
1973
The stochastic equation \(Y_{n+1}=A_ nY_ n+B_ n\) with stationary coefficients. Zbl 0588.60056
Brandt, Andreas
140
1986
The coincidence approach to stochastic point processes. Zbl 0366.60081
Macchi, Odile
137
1975
Autoregressive moving-average processes with negative-binomial and geometric marginal distributions. Zbl 0603.62100
McKenzie, Ed
136
1986
Point processes, regular variation and weak convergence. Zbl 0597.60048
Resnick, Sidney I.
135
1986
A single-server queue with server vacations and a class of non-renewal arrival processes. Zbl 0709.60094
Lucantoni, David M.; Meier-Hellstern, Kathleen S.; Neuts, Marcel F.
134
1990
Some ARMA models for dependent sequences of Poisson counts. Zbl 0664.62089
McKenzie, Ed
129
1988
Stability of Markovian processes. I: Criteria for discrete-time chains. Zbl 0757.60061
Meyn, Sean P.; Tweedie, R. L.
108
1992
First-order autoregressive gamma sequences and point processes. Zbl 0453.60048
Gaver, D. P.; Lewis, P. A. W.
108
1980
Weak convergence of sequences of semimartingales with applications to multitype branching processes. Zbl 0595.60008
Joffe, A.; Métivier, M.
105
1986
Ruin theory with stochastic return on investments. Zbl 0892.90046
Paulsen, Jostein; Gjessing, Håkon K.
104
1997
Multiple channel queues in heavy traffic. I. Zbl 0218.60098
Iglehart, D. L.; Whitt, W.
104
1970
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040
Tang, Qihe; Tsitsiashvili, Gurami
102
2004
A note on the optimal replacement problem. Zbl 0642.60071
Yeh, Lam
101
1988
Testing and estimating change-points in time series. Zbl 0585.62151
Picard, Dominique
100
1985
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061
Li, Jinzhu; Tang, Qihe; Wu, Rong
99
2010
Measure change in multitype branching. Zbl 1056.60082
Biggins, J. D.; Kyprianou, A. E.
96
2004
Brownian excursions and Parisian barrier options. Zbl 0882.60042
Chesney, Marc; Jeanblanc-Picqué, Monique; Yor, Marc
96
1997
Markov renewal theory. Zbl 0212.49601
Çinlar, E.
94
1969
Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes. Zbl 0736.60076
van Doorn, Erik A.
92
1991
Vector linear time series models. Zbl 0327.62055
Dunsmuir, W.; Hannan, E. J.
90
1976
Risk-sensitive linear/quadratic/Gaussian control. Zbl 0489.93067
Whittle, P.
88
1981
Quadratic transformations: A model for population growth. I. Zbl 0328.92011
Kesten, Harry
87
1970
The latent roots of certain Markov chains arising in genetics: A new approach. I: Haploid models. Zbl 0284.60064
Cannings, C.
86
1974
One-dimensional Brownian motion and the three-dimensional Bessel process. Zbl 0332.60055
Pitman, James W.
86
1975
Multivariate extremes, aggregation and dependence in elliptical distributions. Zbl 1023.60021
Hult, Henrik; Lindskog, Filip
85
2002
A new integral equation for the evaluation of first-passage-time probability densities. Zbl 0632.60079
Buonocore, A.; Nobile, A. G.; Ricciardi, L. M.
84
1987
Isotropic random simplices. Zbl 0237.60006
Miles, R. E.
82
1971
Anticipative portfolio optimization. Zbl 0867.90013
Pikovsky, Igor; Karatzas, Ioannis
82
1996
Birth, immigration and catastrophe processes. Zbl 0496.92007
Brockwell, P. J.; Gani, J.; Resnick, S. I.
81
1982
On a conditionally Poissonian graph process. Zbl 1096.05047
Norros, Ilkka; Reittu, Hannu
81
2006
On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations. Zbl 0573.60056
Chan, K. S.; Tong, H.
81
1985
Subgeometric rates of convergence of \(f\)-ergodic Markov chains. Zbl 0803.60061
Tuominen, Pekka; Tweedie, Richard L.
81
1994
Fluctuation theory in continuous time. Zbl 0322.60068
Bingham, N. H.
80
1975
Some new approaches to probability distributions. Zbl 0454.62085
Kotz, S.; Shanbhag, D. N.
80
1980
Nonlinear time series and Markov chains. Zbl 0712.62080
Tjøstheim, Dag
77
1990
Stochastic theory of a fluid model of producers and consumers coupled by a buffer. Zbl 0656.60079
Mitra, Debasis
74
1988
Generalized gamma measures and shot-noise Cox processes. Zbl 0957.60055
Brix, Anders
74
1999
The first- and last-birth problems for a multitype age-dependent branching process. Zbl 0339.60074
Biggins, J. D.
74
1976
Bivariate characterization of some stochastic order relations. Zbl 0745.62054
Shanthikumar, J. George; Yao, David D.
74
1991
The N/G/1 queue and its detailed analysis. Zbl 0424.60093
Ramaswami, V.
74
1980
Hitting-time and occupation-time bounds implied by drift analysis with applications. Zbl 0495.60094
Hajek, Bruce
73
1982
A class of singular stochastic control problems. Zbl 0511.93076
Karatzas, Ioannis
71
1983
Single-server queues with impatient customers. Zbl 0549.60091
Baccelli, F.; Boyer, P.; Hebuterne, G.
70
1984
The probabilities of rooted tree-shapes generated by random bifurcation. Zbl 0241.92012
Harding, E. F.
70
1971
Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach. Zbl 0263.60011
Scott, D. J.
68
1973
Multiple channel queues in heavy traffic. II: Sequences, networks, and batches. Zbl 0206.22503
Iglehart, D. L.; Whitt, W.
67
1970
Optimal control of service rates in networks of queues. Zbl 0617.60090
Weber, Richard R.; Stidham, Shaler jun.
67
1987
A simple coupling of renewal processes. Zbl 0760.60078
Lindvall, T.
67
1992
The multivariate GINAR(\(p\)) process. Zbl 0871.62073
Latour, Alain
65
1997
Statistical spatial series modelling. Zbl 0383.62060
Tjostheim, Dag
65
1978
Multivariate subordination, self-decomposability and stability. Zbl 0982.60046
Barndorff-Nielsen, Ole E.; Pedersen, Jan; Sato, Ken-iti
64
2001
Random variables with maximum sums. Zbl 0487.60026
Rüschendorf, Ludger
63
1982
Finite birth-and-death models in randomly changing environments. Zbl 0554.60079
Gaver, D. P.; Jacobs, P. A.; Latouche, G.
63
1984
A unified approach to the distribution of total size and total area under the trajectory of infectives in epidemic models. Zbl 0606.92018
Ball, Frank
63
1986
The growth and composition of branching populations. Zbl 0535.60075
Jagers, Peter; Nerman, Olle
62
1984
On the transition densities for reflected diffusions. Zbl 1073.60074
Linetsky, Vadim
62
2005
Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations. Zbl 1217.93183
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
62
2011
Regularly varying functions in the theory of simple branching processes. Zbl 0291.60043
Seneta, E.
62
1974
Spectral analysis of \(M/G/1\) and \(G/M/1\) type Markov chains. Zbl 0845.60092
Gail, H. R.; Hantler, S. L.; Taylor, B. A.
61
1996
The quasi-stationary distribution of the closed endemic SIS model. Zbl 0854.92020
Nåsell, Ingemar
61
1996
On a general class of renewal risk process: analysis of the Gerber-Shiu function. Zbl 1077.60063
Li, Shuanming; Garrido, José
60
2005
Asymptotic properties of supercritical branching processes. I: The Galton-Watson process. Zbl 0297.60044
Bingham, N. H.; Doney, R. A.
60
1974
Fixed points of a generalized smoothing transformation and applications to the branching random walk. Zbl 0909.60075
Liu, Quansheng
59
1998
Complications with stochastic volatility models. Zbl 0907.90026
Sin, Carlos A.
58
1998
Maximum likelihood estimation for continuous-time stochastic processes. Zbl 0355.62086
Feigin, Paul David
58
1976
Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes. Zbl 1123.60309
Kendall, Wilfrid S.; Møller, Jesper
57
2000
The integral of geometric Brownian motion. Zbl 0980.60103
Dufresne, Daniel
57
2001
Properties of the spatial unilateral first-order ARMA model. Zbl 0780.62072
Basu, Sabyasachi; Reinsel, Gregory C.
57
1993
The c\(\mu\) rule revisited. Zbl 0557.60082
Buyukkoc, C.; Varaiya, P.; Walrand, J.
56
1985
A dynamic contagion process. Zbl 1230.60089
Dassios, Angelos; Zhao, Hongbiao
56
2011
Criteria for classifying general Markov chains. Zbl 0361.60014
Tweedie, R. L.
56
1976
Blocking probabilities in large circuit-switched networks. Zbl 0597.60092
Kelly, F. P.
56
1986
Conditions for exponential ergodicity and bounds for the decay parameter of a birth-death process. Zbl 0597.60080
van Doorn, Erik A.
55
1985
Basic properties and prediction of max-ARMA processes. Zbl 0716.62098
Davis, Richard A.; Resnick, Sidney I.
54
1989
Ruin estimation for a general insurance risk model. Zbl 0811.62096
Embrechts, Paul; Schmidli, Hanspeter
54
1994
Random tessellations in \({\mathbb{R}}^ d\). Zbl 0684.60007
Møller, J.
53
1989
A multi-dimensional martingale for Markov additive processes and its applications. Zbl 0961.60081
Asmussen, Søren; Kella, Offer
53
2000
Student processes. Zbl 1081.60035
Heyde, C. C.; Leonenko, N. N.
53
2005
Convergence and finite-time behavior of simulated annealing. Zbl 0604.60067
Mitra, Debasis; Romeo, Fabio; Sangiovanni-Vincentelli, Alberto
53
1986
Multivariate linear time series models. Zbl 0547.62059
Hannan, E. J.; Kavalieris, L.
52
1984
Stochastic orders generated by integrals: A unified study. Zbl 0890.60015
Müller, Alfred
52
1997
Estimation and control in Markov chains. Zbl 0281.60070
Mandl, P.
52
1974
Coefficients of ergodicity: Structure and applications. Zbl 0406.60060
Seneta, E.
52
1979
Integral probability metrics and their generating classes of functions. Zbl 0890.60011
Müller, Alfred
51
1997
On the optimal control of a deterministic epidemic. Zbl 0324.92029
Morton, R.; Wickwire, K. H.
51
1974
Crack STIT tessellations: characterization of stationary random tessellations stable with respect to iteration. Zbl 1098.60012
Nagel, Werner; Weiss, Viola
49
2005
Corrected diffusion approximations in certain random walk problems. Zbl 0422.60053
Siegmund, D.
49
1979
Comparing counting processes and queues. Zbl 0449.60064
Whitt, Ward
49
1981
The total time on test transform and the excess wealth stochastic orders of distributions. Zbl 1031.62086
Kochar, Subhash C.; Li, Xiaohu; Shaked, Moshe
49
2002
On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary. Zbl 0647.60087
Salminen, Paavo
48
1988
Maxima and exceedances of stationary Markov chains. Zbl 0654.60023
Rootzén, Holger
48
1988
Smoothing the Hill estimator. Zbl 0873.60021
Resnick, Sidney; Stărică, Cătălin
48
1997
A Markovian analysis of additive-increase multiplicative-decrease algorithms. Zbl 1002.60091
Dumas, Vincent; Guillemin, Fabrice; Robert, Philippe
48
2002
Adaptation of a population to a changing environment in the light of quasi-stationarity. Zbl 07807063
Velleret, Aurélien
1
2024
Degree distributions in recursive trees with fitnesses. Zbl 1512.90060
Iyer, Tejas
2
2023
Optimal scaling of MCMC beyond Metropolis. Zbl 1514.65004
Agrawal, Sanket; Vats, Dootika; Łatuszyński, Krzysztof; Roberts, Gareth O.
2
2023
Moran models and Wright-Fisher diffusions with selection and mutation in a one-sided random environment. Zbl 07779232
Cordero, Fernando; Véchambre, Grégoire
1
2023
Parking functions: interdisciplinary connections. Zbl 07779233
Yin, Mei
1
2023
Local limits of spatial inhomogeneous random graphs. Zbl 1528.05061
Van Der Hofstad, Remco; Van Der Hoorn, Pim; Maitra, Neeladri
1
2023
A new matrix-infinite-product-form solution for upper block-Hessenberg Markov chains and its quasi-algorithmic constructibility. Zbl 1517.60095
Masuyama, Hiroyuki
1
2023
Large-time behaviour and the second eigenvalue problem for finite-state mean-field interacting particle systems. Zbl 1512.60020
Yasodharan, Sarath; Sundaresan, Rajesh
1
2023
Matrix calculations for moments of Markov processes. Zbl 1512.60047
Daw, Andrew; Pender, Jamol
1
2023
Construction of aggregation paradoxes through load-sharing models. Zbl 1523.60141
De Santis, Emilio; Spizzichino, Fabio
1
2023
Full classification of dynamics for one-dimensional continuous-time Markov chains with polynomial transition rates. Zbl 1512.60051
Xu, Chuang; Hansen, Mads Christian; Wiuf, Carsten
1
2023
On decay-surge population models. Zbl 1512.92068
Goncalves, Branda; Huillet, Thierry; Löcherbach, Eva
1
2023
Branching Brownian motion in a periodic environment and uniqueness of pulsating traveling waves. Zbl 1518.60083
Ren, Yan-Xia; Song, Renming; Yang, Fan
1
2023
Stochastic comparison on active redundancy allocation to \(K\)-out-Of-\(N\) systems with statistically dependent component and redundancy lifetimes. Zbl 07806759
You, Yinping; Li, Xiaohu; Li, Xiaoqin
1
2023
Moment-constrained optimal dividends: precommitment and consistent planning. Zbl 1494.91174
Christensen, Sören; Lindensjö, Kristoffer
4
2022
Unbiased filtering of a class of partially observed diffusions. Zbl 1518.65006
Jasra, Ajay; Law, Kody J. H.; Yu, Fangyuan
4
2022
Measuring reciprocity in a directed preferential attachment network. Zbl 1518.60049
Wang, Tiandong; Resnick, Sidney I.
3
2022
A functional central limit theorem for SI processes on configuration model graphs. Zbl 1503.60041
Khudabukhsh, Wasiur R.; Woroszylo, Casper; Rempała, Grzegorz A.; Koeppl, Heinz
3
2022
The \(\beta\)-Delaunay tessellation: description of the model and geometry of typical cells. Zbl 1503.60014
Gusakova, Anna; Kabluchko, Zakhar; Thäle, Christoph
3
2022
An ephemerally self-exciting point process. Zbl 1490.60121
Daw, Andrew; Pender, Jamol
2
2022
On equal-input and monotone Markov matrices. Zbl 1492.60215
Baake, Michael; Sumner, Jeremy
2
2022
Linking representations for multivariate extremes via a limit set. Zbl 1517.62062
Nolde, Natalia; Wadsworth, Jennifer L.
2
2022
Some results on the telegraph process driven by gamma components. Zbl 1499.60312
Martinucci, Barbara; Meoli, Alessandra; Zacks, Shelemyahu
2
2022
The rescaled Pólya urn: local reinforcement and chi-squared goodness-of-fit test. Zbl 1503.60026
Aletti, Giacomo; Crimaldi, Irene
2
2022
Central limit theorem for bifurcating Markov chains under \(L^2\)-ergodic conditions. Zbl 1503.60090
Bitseki Penda, S. Valère; Delmas, Jean-François
2
2022
Sub-tree counts on hyperbolic random geometric graphs. Zbl 1503.60030
Owada, Takashi; Yogeshwaran, D.
2
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Log-normalization constant estimation using the ensemble Kalman-Bucy filter with application to high-dimensional models. Zbl 1499.60126
Crisan, Dan; Del Moral, Pierre; Jasra, Ajay; Ruzayqat, Hamza
2
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Conditions for indexability of restless bandits and an \(\mathcal{O}(K^3)\) algorithm to compute Whittle index. Zbl 1508.90113
Akbarzadeh, Nima; Mahajan, Aditya
2
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Exponential and gamma form for tail expansions of first-passage distributions in semi-Markov processes. Zbl 1499.60310
Butler, Ronald W.
2
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SINR percolation for Cox point processes with random powers. Zbl 1487.82013
Jahnel, Benedikt; Tóbiás, András
2
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Spectral alignment of correlated Gaussian matrices. Zbl 1486.60012
Ganassali, Luca; Lelarge, Marc; Massoulié, Laurent
2
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Optimal entry and consumption under habit formation. Zbl 1489.91243
Yang, Yue; Yu, Xiang
1
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On operator fractional Lévy motion: integral representations and time-reversibility. Zbl 1490.60087
Boniece, B. Cooper; Didier, Gustavo
1
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Normal approximation for functions of hidden Markov models. Zbl 1492.60057
Houdré, Christian; Kerchev, George
1
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Limit theorems for continuous-state branching processes with immigration. Zbl 1492.60237
Foucart, Clément; Ma, Chunhua; Yuan, Linglong
1
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Discrete-time risk-aware optimal switching with non-adapted costs. Zbl 1494.93144
Martyr, Randall; Moriarty, John; Perninge, Magnus
1
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On a mixed singular/switching control problem with multiple regimes. Zbl 1505.93254
Kelbert, Mark; Moreno-Franco, Harold A.
1
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Subexponential potential asymptotics with applications. Zbl 1499.60313
Knopova, Victoria; Palmowski, Zbigniew
1
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Moments of Markovian growth-collapse processes. Zbl 1503.60106
Privault, Nicolas
1
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Probability of total domination for transient reflecting processes in a quadrant. Zbl 1499.60146
Fomichov, Vladimir; Franceschi, Sandro; Ivanovs, Jevgenijs
1
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Spectral analysis of bilateral birth-death processes: some new explicit examples. Zbl 1507.60098
De La Iglesia, Manuel D.
1
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Optimal consumption with Hindy-Huang-Kreps preferences under nonlinear expectations. Zbl 1505.91348
Ferrari, Giorgio; Li, Hanwu; Riedel, Frank
1
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Kingman’s model with random mutation probabilities: convergence and condensation. I. Zbl 1486.92139
Yuan, Linglong
1
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Percolation phase transition in weight-dependent random connection models. Zbl 1475.60198
Gracar, Peter; Lüchtrath, Lukas; Mörters, Peter
7
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Markov chain approximation of one-dimensional sticky diffusions. Zbl 1480.65027
Meier, Christian; Li, Lingfei; Zhang, Gongqiu
7
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Functional limit theorems for the Euler characteristic process in the critical regime. Zbl 1493.60065
Thomas, Andrew M.; Owada, Takashi
7
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Discounted optimal stopping problems for maxima of geometric Brownian motions with switching payoffs. Zbl 1497.60059
Gapeev, Pavel V.; Kort, Peter M.; Lavrutich, Maria N.
7
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Can coherent predictions be contradictory? Zbl 1482.60023
Burdzy, Krzysztof; Pal, Soumik
6
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Branching processes with interactions: subcritical cooperative regime. Zbl 1490.60228
González Casanova, Adrián; Pardo, Juan Carlos; Pérez, José Luis
6
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From microscopic price dynamics to multidimensional rough volatility models. Zbl 1487.60056
Rosenbaum, Mathieu; Tomas, Mehdi
4
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Diffusion approximation of multi-class Hawkes processes: theoretical and numerical analysis. Zbl 1471.60106
Chevallier, Julien; Melnykova, Anna; Tubikanec, Irene
3
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Approximations of geometrically ergodic reversible Markov chains. Zbl 1478.60199
Negrea, Jeffrey; Rosenthal, Jeffrey S.
2
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Ruin problems for epidemic insurance. Zbl 1481.91172
Lefèvre, Claude; Simon, Matthieu
2
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Load-sharing reliability models with different component sensitivities to other components’ working states. Zbl 1478.62304
Rychlik, Tomasz; Spizzichino, Fabio
2
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Detailed balance, local detailed balance, and global potential for stochastic chemical reaction networks. Zbl 1476.92059
Jia, Chen; Jiang, Da-Quan; Li, Youming
2
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Exact simulation of coupled Wright-Fisher diffusions. Zbl 1478.60219
García-Pareja, Celia; Hult, Henrik; Koski, Timo
1
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A stochastic matching model on hypergraphs. Zbl 1479.05244
Rahme, Youssef; Moyal, Pascal
1
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Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration. Zbl 1478.60231
Barczy, Mátyás; Palau, Sandra; Pap, Gyula
1
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Random intersection graphs with communities. Zbl 1475.60024
van der Hofstad, Remco; Komjáthy, Júlia; Vadon, Viktória
1
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Sparse regular variation. Zbl 1479.62032
Meyer, Nicolas; Wintenberger, Olivier
1
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Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime. Zbl 1475.60072
Li, Bo; Pang, Guodong
1
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On gradual-impulse control of continuous-time Markov decision processes with exponential utility. Zbl 1483.90173
Guo, Xin; Kurushima, Aiko; Piunovskiy, Alexey; Zhang, Yi
1
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A generalised Dickman distribution and the number of species in a negative binomial process model. Zbl 1490.60112
Ipsen, Yuguang; Maller, Ross A.; Shemehsavar, Soudabeh
1
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A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty. Zbl 1480.60232
Alvarez E., Luis H. R.; Christensen, Sören
1
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Continuum line-of-sight percolation on Poisson-Voronoi tessellations. Zbl 1490.60277
Le Gall, Quentin; Błaszczyszyn, Bartłomiej; Cali, Élie; En-Najjary, Taoufik
1
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Model-independent pricing with insider information: a Skorokhod embedding approach. Zbl 1481.91207
Acciaio, Beatrice; Cox, Alexander M. G.; Huesmann, Martin
1
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Yaglom limit for stochastic fluid models. Zbl 1522.60063
Bean, Nigel G.; O’Reilly, Małgorzata M.; Palmowski, Zbigniew
1
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Non-Gaussian fluctuations of randomly trapped random walks. Zbl 1471.60155
Bowditch, Adam
1
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Rejection- and importance-sampling-based perfect simulation for Gibbs hard-sphere models. Zbl 07408819
Moka, Sarat; Juneja, Sandeep; Mandjes, Michel
1
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Renewal in Hawkes processes with self-excitation and inhibition. Zbl 1473.60081
Costa, Manon; Graham, Carl; Marsalle, Laurence; Tran, Viet Chi
15
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An elementary derivation of moments of Hawkes processes. Zbl 1482.60064
Cui, Lirong; Hawkes, Alan; Yi, He
10
2020
Limit theorems for process-level Betti numbers for sparse and critical regimes. Zbl 1456.60044
Owada, Takashi; Thomas, Andrew M.
9
2020
A non-exponential extension of Sanov’s theorem via convex duality. Zbl 1453.60074
Lacker, Daniel
9
2020
Simulation of elliptic and hypo-elliptic conditional diffusions. Zbl 1448.60164
Bierkens, Joris; van der Meulen, Frank; Schauer, Moritz
8
2020
On the multi-state signatures of ordered system lifetimes. Zbl 1477.60132
Yi, He; Balakrishnan, Narayanaswamy; Cui, Lirong
7
2020
On relative ageing of coherent systems with dependent identically distributed components. Zbl 1442.90060
Kamal Hazra, Nil; Misra, Neeraj
7
2020
Absorption probabilities for Gaussian polytopes and regular spherical simplices. Zbl 1473.60030
Kabluchko, Zakhar; Zaporozhets, Dmitry
7
2020
Draw-down Parisian ruin for spectrally negative Lévy processes. Zbl 1473.60079
Wang, Wenyuan; Zhou, Xiaowen
7
2020
Mean reflected stochastic differential equations with jumps. Zbl 1473.60088
Briand, Phillippe; Ghannoum, Abir; Labart, Céline
6
2020
Exact simulation for multivariate Itô diffusions. Zbl 07378191
Blanchet, Jose; Zhang, Fan
6
2020
Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance. Zbl 1446.62248
Pilipauskaitė, Vytautė; Skorniakov, Viktor; Surgailis, Donatas
5
2020
Speed and concentration of the covering time for structured coupon collectors. Zbl 1473.60023
Falgas-Ravry, Victor; Larsson, Joel; Markström, Klas
5
2020
Central limit theorems for coupled particle filters. Zbl 07378190
Jasra, Ajay; Yu, Fangyuan
5
2020
One- versus multi-component regular variation and extremes of Markov trees. Zbl 1473.60086
Segers, Johan
4
2020
On component failure in coherent systems with applications to maintenance strategies. Zbl 1469.90061
Hashemi, M.; Asadi, M.
4
2020
Mean and variance of balanced Pólya urns. Zbl 1473.60025
Janson, Svante
4
2020
Thinning and multilevel Monte Carlo methods for piecewise deterministic (Markov) processes with an application to a stochastic Morris-Lecar model. Zbl 1477.65017
Lemaire, Vincent; Thieullen, Michéle; Thomas, Nicolas
3
2020
Failure rate properties of parallel systems. Zbl 1473.60040
Arab, Idir; Hadjikyriakou, Milto; Oliveira, Paulo Eduardo
3
2020
The equilibrium states of large networks of Erlang queues. Zbl 1473.60138
Martirosyan, Davit; Robert, Philippe
3
2020
Mean square rate of convergence for random walk approximation of forward-backward SDEs. Zbl 1473.60089
Geiss, Christel; Labart, Céline; Luoto, Antti
3
2020
The existence of a giant cluster for percolation on large Crump-Mode-Jagers trees. Zbl 1475.60164
Berzunza, Gabriel
2
2020
Limit theorems for sequential MCMC methods. Zbl 07378171
Finke, Axel; Doucet, Arnaud; Johansen, Adam M.
2
2020
Stability and moment bounds under utility-maximising service allocations: finite and infinite networks. Zbl 1473.60145
Shneer, Seva; Stolyar, Alexander
2
2020
Limit theorems for assortativity and clustering in null models for scale-free networks. Zbl 1469.05153
van der Hofstad, Remco; van der Hoorn, Pim; Litvak, Nelly; Stegehuis, Clara
2
2020
Transient analysis for exponential time-limited polling models under the preemptive repeat random policy. Zbl 1448.60181
De Haan, Roland; Al Hanbali, Ahmad; Boucherie, Richard J.; van Ommeren, Jan-Kees
1
2020
Gumbel and Fréchet convergence of the maxima of independent random walks. Zbl 1453.60075
Mikosch, Thomas; Yslas, Jorge
1
2020
The potentially negative effects of cooperation in service systems. Zbl 1442.90046
Chung, Hakjin; Ahn, Hyun-Soo; Righter, Rhonda
1
2020
Fluctuation identities for omega-killed spectrally negative Markov additive processes and dividend problem. Zbl 1475.60078
Czarna, Irmina; Kaszubowski, Adam; Li, Shu; Palmowski, Zbigniew
1
2020
Samples with a limit shape, multivariate extremes, and risk. Zbl 1473.60085
Balkema, Guus; Nolde, Natalia
1
2020
Explicit asymptotics on first passage times of diffusion processes. Zbl 1470.91325
Dassios, Angelos; Li, Luting
1
2020
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90 Mandjes, Michel Robertus Hendrikus
67 Boxma, Onno Johan
65 Whitt, Ward
64 Hashorva, Enkelejd
62 Resnick, Sidney Ira
60 Thäle, Christoph
55 Asmussen, Søren
55 Leonenko, Nikolai N.
51 Cha, Ji Hwan
50 Lefèvre, Claude
50 Li, Xiaohu
50 Palmowski, Zbigniew
49 Balakrishnan, Narayanaswamy
49 van Leeuwaarden, Johan S. H.
45 Glynn, Peter W.
45 Yang, Yang
45 Zwart, Bert P.
44 Ball, Frank G.
43 van der Hofstad, Remco W.
42 Kabluchko, Zakhar A.
41 Iksanov, Aleksander M.
41 Last, Günter
41 Schmidt, Volker
41 Stadje, Wolfgang
39 Finkelstein, Maxim
39 Pakes, Anthony G.
38 Dębicki, Krzysztof
38 Di Crescenzo, Antonio
38 Pollett, Philip K.
37 Griffiths, Robert C.
37 Mahmoud, Hosam M.
37 Zhao, Yiqiang Q.
36 Pang, Guodong
36 Perry, David
35 Barbour, Andrew David
35 Guo, Xianping
35 Samorodnitsky, Gennady Pinkhosovich
35 Yor, Marc
34 Mikosch, Thomas
33 Huillet, Thierry E.
33 Pitman, Jim William
33 Tang, Qihe
33 Taylor, Peter Gerrard
32 Adan, Ivo J. B. F.
32 Klüppelberg, Claudia
32 Pap, Gyula
32 Penrose, Mathew D.
32 Platen, Eckhard
31 Albrecher, Hansjörg
31 Heinrich, Lothar
31 Janson, Svante
31 Kella, Offer
31 Wang, Dehui
30 Kyprianou, Andreas E.
30 Latouche, Guy
30 Miyazawa, Masakiyo
30 Yuen, Kam Chuen
29 Dudin, Alexander N.
29 He, Qi-Ming
29 Pirozzi, Enrica
29 Ruiz-Medina, María Dolores
29 Seneta, Eugene
29 van Dijk, Nico M.
28 Aldous, David John
28 Bertoin, Jean
28 Britton, Tom
28 Hernández-Lerma, Onésimo
28 Jasra, Ajay
28 Maller, Ross Arthur
28 Omey, Edward
28 Willmot, Gordon E.
28 Yang, Hailiang
28 Zeifman, Alexander Izrailevich
28 Zhou, Xiaowen
27 Eryılmaz, Serkan N.
27 Foss, Sergey G.
27 Glazebrook, Kevin D.
27 Knessl, Charles
27 Lambert, Amaury
27 Liu, Yuanyuan
27 Möhle, Martin
27 Yin, Chuancun
26 Alsmeyer, Gerold
26 Anh, Vo V.
26 Artalejo, Jesus R.
26 Baccelli, François Louis
26 Dassios, Angelos
26 Jagers, Peter
26 Jamilov, Uygun U.
26 Li, Junping
26 Ristić, Miroslav M.
26 Ruiz, José-María
26 Sagitov, Serik
26 Vatutin, Vladimir Alekseevich
26 Wang, Yuebao
26 Zhao, Peng
25 Blanchet, Jose H.
25 Daduna, Hans
25 Hug, Daniel
25 Macci, Claudio
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