Advances in Applied ProbabilityIncluding 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-issueshttp://projecteuclid.org/aaphttp://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) 55, No. 1 (2023) 54, No. 4 (2022) 54, No. 3 (2022) 54, No. 2 (2022) 54, No. 1 (2022) 53, No. 4 (2021) 53, No. 3 (2021) 53, No. 2 (2021) 53, No. 1 (2021) 52, No. 4 (2020) 52, No. 3 (2020) 52, No. 2 (2020) 52, No. 1 (2020) 51, No. 4 (2019) 51, No. 3 (2019) 51, No. 2 (2019) 51, No. 1 (2019) 50, No. 4 (2018) 50, No. 3 (2018) 50, No. 2 (2018) 50, No. 1 (2018) 50, No. A (2018) 49, No. 4 (2017) 49, No. 3 (2017) 49, No. 2 (2017) 49, No. 1 (2017) 48, No. 4 (2016) 48, No. 3 (2016) 48, No. 2 (2016) 48, No. 1 (2016) 48, No. A (2016) 47, No. 4 (2015) 47, No. 3 (2015) 47, No. 2 (2015) 47, No. 1 (2015) 46, No. 4 (2014) 46, No. 3 (2014) 46, No. 2 (2014) 46, No. 1 (2014) 45, No. 4 (2013) 45, No. 3 (2013) 45, No. 2 (2013) 45, No. 1 (2013) 44, No. 4 (2012) 44, No. 3 (2012) 44, No. 2 (2012) 44, No. 1 (2012) 43, No. 4 (2011) 43, No. 3 (2011) 43, No. 2 (2011) 43, No. 1 (2011) 42, No. 4 (2010) 42, No. 3 (2010) 42, No. 2 (2010) 42, No. 1 (2010) 41, No. 4 (2009) 41, No. 3 (2009) 41, No. 2 (2009) 41, No. 1 (2009) 40, No. 4 (2008) 40, No. 3 (2008) 40, No. 2 (2008) 40, No. 1 (2008) 39, No. 4 (2007) 39, No. 3 (2007) 39, No. 2 (2007) 39, No. 1 (2007) 38, No. 4 (2006) 38, No. 3 (2006) 38, No. 2 (2006) 38, No. 1 (2006) 37, No. 4 (2005) 37, No. 3 (2005) 37, No. 2 (2005) 37, No. 1 (2005) 36, No. 4 (2004) 36, No. 3 (2004) 36, No. 2 (2004) 36, No. 1 (2004) 35, No. 4 (2003) 35, No. 3 (2003) 35, No. 2 (2003) 35, No. 1 (2003) 34, No. 4 (2002) 34, No. 3 (2002) 34, No. 2 (2002) 34, No. 1 (2002) 33, No. 4 (2001) 33, No. 3 (2001) 33, No. 2 (2001) 33, No. 1 (2001) 32, No. 4 (2000) 32, No. 3 (2000) 32, No. 2 (2000) 32, No. 1 (2000) 31, No. 4 (1999) ...and 68 more Volumes all top 5 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 all top 5 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 all cited Publications top 5 cited Publications 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 2022 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 2022 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 2022 Exponential and gamma form for tail expansions of first-passage distributions in semi-Markov processes. Zbl 1499.60310 Butler, Ronald W. 2 2022 SINR percolation for Cox point processes with random powers. Zbl 1487.82013 Jahnel, Benedikt; Tóbiás, András 2 2022 Spectral alignment of correlated Gaussian matrices. Zbl 1486.60012 Ganassali, Luca; Lelarge, Marc; Massoulié, Laurent 2 2022 Optimal entry and consumption under habit formation. Zbl 1489.91243 Yang, Yue; Yu, Xiang 1 2022 On operator fractional Lévy motion: integral representations and time-reversibility. Zbl 1490.60087 Boniece, B. Cooper; Didier, Gustavo 1 2022 Normal approximation for functions of hidden Markov models. Zbl 1492.60057 Houdré, Christian; Kerchev, George 1 2022 Limit theorems for continuous-state branching processes with immigration. 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Zbl 1505.91348 Ferrari, Giorgio; Li, Hanwu; Riedel, Frank 1 2022 Kingman’s model with random mutation probabilities: convergence and condensation. I. Zbl 1486.92139 Yuan, Linglong 1 2022 Percolation phase transition in weight-dependent random connection models. Zbl 1475.60198 Gracar, Peter; Lüchtrath, Lukas; Mörters, Peter 7 2021 Markov chain approximation of one-dimensional sticky diffusions. Zbl 1480.65027 Meier, Christian; Li, Lingfei; Zhang, Gongqiu 7 2021 Functional limit theorems for the Euler characteristic process in the critical regime. Zbl 1493.60065 Thomas, Andrew M.; Owada, Takashi 7 2021 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 2021 Can coherent predictions be contradictory? Zbl 1482.60023 Burdzy, Krzysztof; Pal, Soumik 6 2021 Branching processes with interactions: subcritical cooperative regime. Zbl 1490.60228 González Casanova, Adrián; Pardo, Juan Carlos; Pérez, José Luis 6 2021 From microscopic price dynamics to multidimensional rough volatility models. Zbl 1487.60056 Rosenbaum, Mathieu; Tomas, Mehdi 4 2021 Diffusion approximation of multi-class Hawkes processes: theoretical and numerical analysis. Zbl 1471.60106 Chevallier, Julien; Melnykova, Anna; Tubikanec, Irene 3 2021 Approximations of geometrically ergodic reversible Markov chains. Zbl 1478.60199 Negrea, Jeffrey; Rosenthal, Jeffrey S. 2 2021 Ruin problems for epidemic insurance. Zbl 1481.91172 Lefèvre, Claude; Simon, Matthieu 2 2021 Load-sharing reliability models with different component sensitivities to other components’ working states. Zbl 1478.62304 Rychlik, Tomasz; Spizzichino, Fabio 2 2021 Detailed balance, local detailed balance, and global potential for stochastic chemical reaction networks. Zbl 1476.92059 Jia, Chen; Jiang, Da-Quan; Li, Youming 2 2021 Exact simulation of coupled Wright-Fisher diffusions. 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Zbl 1470.91325 Dassios, Angelos; Li, Luting 1 2020 ...and 1645 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 17,631 Authors 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 ...and 17,531 more Authors all top 5 Cited in 882 Journals 1,041 Stochastic Processes and their Applications 729 Journal of Applied Probability 724 Statistics & Probability Letters 658 Queueing Systems 628 Advances in Applied Probability 548 The Annals of Applied Probability 447 Communications in Statistics. 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