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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: Indexed cover-to-cover
Documents Indexed: 2,773 Publications (since 1969)
References Indexed: 968 Publications with 23,443 References.
all top 5

Latest Issues

54, No. 1 (2022)
53, No. 4 (2021)
53, No. 3 (2021)
53, No. 2 (2021)
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33, No. 4 (2001)
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32, No. 4 (2000)
32, No. 3 (2000)
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32, No. 1 (2000)
31, No. 4 (1999)
31, No. 3 (1999)
31, No. 2 (1999)
31, No. 1 (1999)
30, No. 4 (1998)
30, No. 3 (1998)
30, No. 2 (1998)
30, No. 1 (1998)
29, No. 4 (1997)
...and 60 more Volumes
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Authors

21 Barbour, Andrew David
21 Resnick, Sidney Ira
20 Ball, Frank G.
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 Lefèvre, Claude
13 Glazebrook, Kevin D.
13 Kendall, Wilfrid S.
13 Le, Huiling
13 Neuts, Marcel Fernand
13 Shanthikumar, Jeyaveerasingam George
12 Baccelli, François Louis
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 Hug, Daniel
9 Iglehart, Donald Lee
9 Klebaner, Fima C.
9 Tweedie, Richard Lewis
9 Weil, Wolfgang
8 Biggins, J. D.
8 Boxma, Onno Johan
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 Ethier, Stewart N.
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 Lieshout, Marie-Colette N. M.
7 Wade, Andrew R.
7 Weiß, Viola
7 Wolff, Ronald W.
7 Zuyev, Sergei
6 Antonelli, Peter Louis
6 Bather, John A.
6 Brockwell, Peter J.
6 Calka, Pierre
6 Crisan, Dan O.
6 Doney, Ronald Arthur
6 Donnelly, Peter
6 Embrechts, Paul
6 Foss, Sergey G.
6 Hall, Peter Gavin
6 Janson, Svante
6 Javier López, F.
6 Jensen, Jens Ledet
6 Kendall, David George
6 Kennedy, Douglas P.
6 Kertz, Robert P.
...and 2,538 more Authors
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Fields

2,530 Probability theory and stochastic processes (60-XX)
494 Statistics (62-XX)
487 Operations research, mathematical programming (90-XX)
264 Biology and other natural sciences (92-XX)
182 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
132 Computer science (68-XX)
128 Combinatorics (05-XX)
122 Numerical analysis (65-XX)
119 Systems theory; control (93-XX)
84 Convex and discrete geometry (52-XX)
61 Statistical mechanics, structure of matter (82-XX)
31 Calculus of variations and optimal control; optimization (49-XX)
26 Dynamical systems and ergodic theory (37-XX)
23 Information and communication theory, circuits (94-XX)
19 Measure and integration (28-XX)
19 Ordinary differential equations (34-XX)
15 Integral transforms, operational calculus (44-XX)
14 Partial differential equations (35-XX)
14 Operator theory (47-XX)
13 Real functions (26-XX)
13 Special functions (33-XX)
13 Differential geometry (53-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 Geophysics (86-XX)
6 General and overarching topics; collections (00-XX)
6 Harmonic analysis on Euclidean spaces (42-XX)
5 Global analysis, analysis on manifolds (58-XX)
5 Mechanics of deformable solids (74-XX)
4 Geometry (51-XX)
4 Algebraic topology (55-XX)
4 Fluid mechanics (76-XX)
4 Quantum theory (81-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 Order, lattices, ordered algebraic structures (06-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 Group theory and generalizations (20-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

2,326 Publications have been cited 25,496 times in 17,617 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.
307
1993
Saddle point approximation for the distribution of the sum of independent random variables. Zbl 0425.60042
Lugannani, Robert; Rice, Stephen
212
1980
On a stochastic difference equation and a representation of non-negative infinitely divisible random variables. Zbl 0417.60073
Vervaat, Wim
202
1979
Stability of Markovian processes. II: Continuous-time processes and sampled chains. Zbl 0781.60052
Meyn, Sean P.; Tweedie, R. L.
155
1993
On some exponential functionals of Brownian motion. Zbl 0765.60084
Yor, Marc
142
1992
First passage times of a jump diffusion process. Zbl 1037.60073
Kou, S. G.; Wang, Hui
129
2003
The intrinsic random functions and their applications. Zbl 0324.60036
Matheron, G.
127
1973
Point processes, regular variation and weak convergence. Zbl 0597.60048
Resnick, Sidney I.
127
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.
124
1990
Some ARMA models for dependent sequences of Poisson counts. Zbl 0664.62089
McKenzie, Ed
109
1988
The coincidence approach to stochastic point processes. Zbl 0366.60081
Macchi, Odile
107
1975
Autoregressive moving-average processes with negative-binomial and geometric marginal distributions. Zbl 0603.62100
McKenzie, Ed
107
1986
The stochastic equation \(Y_{n+1}=A_ nY_ n+B_ n\) with stationary coefficients. Zbl 0588.60056
Brandt, Andreas
106
1986
Multiple channel queues in heavy traffic. I. Zbl 0218.60098
Iglehart, D. L.; Whitt, W.
96
1970
Ruin theory with stochastic return on investments. Zbl 0892.90046
Paulsen, Jostein; Gjessing, Håkon K.
95
1997
First-order autoregressive gamma sequences and point processes. Zbl 0453.60048
Gaver, D. P.; Lewis, P. A. W.
95
1980
Testing and estimating change-points in time series. Zbl 0585.62151
Picard, Dominique
92
1985
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040
Tang, Qihe; Tsitsiashvili, Gurami
90
2004
A note on the optimal replacement problem. Zbl 0642.60071
Yeh, Lam
90
1988
Stability of Markovian processes. I: Criteria for discrete-time chains. Zbl 0757.60061
Meyn, Sean P.; Tweedie, R. L.
89
1992
Vector linear time series models. Zbl 0327.62055
Dunsmuir, W.; Hannan, E. J.
87
1976
Markov renewal theory. Zbl 0212.49601
Çinlar, E.
86
1969
Weak convergence of sequences of semimartingales with applications to multitype branching processes. Zbl 0595.60008
Joffe, A.; Métivier, M.
86
1986
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061
Li, Jinzhu; Tang, Qihe; Wu, Rong
84
2010
Brownian excursions and Parisian barrier options. Zbl 0882.60042
Chesney, Marc; Jeanblanc-Picqué, Monique; Yor, Marc
82
1997
Measure change in multitype branching. Zbl 1056.60082
Biggins, J. D.; Kyprianou, A. E.
79
2004
The latent roots of certain Markov chains arising in genetics: A new approach. I: Haploid models. Zbl 0284.60064
Cannings, C.
79
1974
Multivariate extremes, aggregation and dependence in elliptical distributions. Zbl 1023.60021
Hult, Henrik; Lindskog, Filip
75
2002
Fluctuation theory in continuous time. Zbl 0322.60068
Bingham, N. H.
75
1975
A new integral equation for the evaluation of first-passage-time probability densities. Zbl 0632.60079
Buonocore, A.; Nobile, A. G.; Ricciardi, L. M.
75
1987
Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes. Zbl 0736.60076
van Doorn, Erik A.
74
1991
Risk-sensitive linear/quadratic/Gaussian control. Zbl 0489.93067
Whittle, P.
74
1981
Isotropic random simplices. Zbl 0237.60006
Miles, R. E.
73
1971
Some new approaches to probability distributions. Zbl 0454.62085
Kotz, S.; Shanbhag, D. N.
73
1980
Anticipative portfolio optimization. Zbl 0867.90013
Pikovsky, Igor; Karatzas, Ioannis
71
1996
Subgeometric rates of convergence of \(f\)-ergodic Markov chains. Zbl 0803.60061
Tuominen, Pekka; Tweedie, Richard L.
71
1994
The N/G/1 queue and its detailed analysis. Zbl 0424.60093
Ramaswami, V.
70
1980
Nonlinear time series and Markov chains. Zbl 0712.62080
Tjøstheim, Dag
69
1990
Stochastic theory of a fluid model of producers and consumers coupled by a buffer. Zbl 0656.60079
Mitra, Debasis
69
1988
One-dimensional Brownian motion and the three-dimensional Bessel process. Zbl 0332.60055
Pitman, James W.
68
1975
Generalized gamma measures and shot-noise Cox processes. Zbl 0957.60055
Brix, Anders
68
1999
Birth, immigration and catastrophe processes. Zbl 0496.92007
Brockwell, P. J.; Gani, J.; Resnick, S. I.
68
1982
On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations. Zbl 0573.60056
Chan, K. S.; Tong, H.
67
1985
Quadratic transformations: A model for population growth. I. Zbl 0328.92011
Kesten, Harry
65
1970
Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach. Zbl 0263.60011
Scott, D. J.
64
1973
Bivariate characterization of some stochastic order relations. Zbl 0745.62054
Shanthikumar, J. George; Yao, David D.
64
1991
Single-server queues with impatient customers. Zbl 0549.60091
Baccelli, F.; Boyer, P.; Hebuterne, G.
63
1984
The probabilities of rooted tree-shapes generated by random bifurcation. Zbl 0241.92012
Harding, E. F.
61
1971
Optimal control of service rates in networks of queues. Zbl 0617.60090
Weber, Richard R.; Stidham, Shaler jun.
61
1987
A class of singular stochastic control problems. Zbl 0511.93076
Karatzas, Ioannis
61
1983
Statistical spatial series modelling. Zbl 0383.62060
Tjostheim, Dag
60
1978
Multiple channel queues in heavy traffic. II: Sequences, networks, and batches. Zbl 0206.22503
Iglehart, D. L.; Whitt, W.
60
1970
A simple coupling of renewal processes. Zbl 0760.60078
Lindvall, T.
60
1992
Hitting-time and occupation-time bounds implied by drift analysis with applications. Zbl 0495.60094
Hajek, Bruce
59
1982
Regularly varying functions in the theory of simple branching processes. Zbl 0291.60043
Seneta, E.
58
1974
The quasi-stationary distribution of the closed endemic SIS model. Zbl 0854.92020
Nåsell, Ingemar
58
1996
Finite birth-and-death models in randomly changing environments. Zbl 0554.60079
Gaver, D. P.; Jacobs, P. A.; Latouche, G.
58
1984
The first- and last-birth problems for a multitype age-dependent branching process. Zbl 0339.60074
Biggins, J. D.
58
1976
On a conditionally Poissonian graph process. Zbl 1096.05047
Norros, Ilkka; Reittu, Hannu
58
2006
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.
57
1996
Maximum likelihood estimation for continuous-time stochastic processes. Zbl 0355.62086
Feigin, Paul David
57
1976
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
56
1986
Multivariate subordination, self-decomposability and stability. Zbl 0982.60046
Barndorff-Nielsen, Ole E.; Pedersen, Jan; Sato, Ken-iti
55
2001
Asymptotic properties of supercritical branching processes. I: The Galton-Watson process. Zbl 0297.60044
Bingham, N. H.; Doney, R. A.
54
1974
Criteria for classifying general Markov chains. Zbl 0361.60014
Tweedie, R. L.
54
1976
Properties of the spatial unilateral first-order ARMA model. Zbl 0780.62072
Basu, Sabyasachi; Reinsel, Gregory C.
54
1993
Complications with stochastic volatility models. Zbl 0907.90026
Sin, Carlos A.
53
1998
On a general class of renewal risk process: analysis of the Gerber-Shiu function. Zbl 1077.60063
Li, Shuanming; Garrido, José
53
2005
Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations. Zbl 1217.93183
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
53
2011
Fixed points of a generalized smoothing transformation and applications to the branching random walk. Zbl 0909.60075
Liu, Quansheng
52
1998
On the transition densities for reflected diffusions. Zbl 1073.60074
Linetsky, Vadim
52
2005
Blocking probabilities in large circuit-switched networks. Zbl 0597.60092
Kelly, F. P.
52
1986
The multivariate GINAR(\(p\)) process. Zbl 0871.62073
Latour, Alain
51
1997
Estimation and control in Markov chains. Zbl 0281.60070
Mandl, P.
51
1974
Conditions for exponential ergodicity and bounds for the decay parameter of a birth-death process. Zbl 0597.60080
van Doorn, Erik A.
51
1985
Random tessellations in \({\mathbb{R}}^ d\). Zbl 0684.60007
Møller, J.
51
1989
Coefficients of ergodicity: Structure and applications. Zbl 0406.60060
Seneta, E.
50
1979
The integral of geometric Brownian motion. Zbl 0980.60103
Dufresne, Daniel
50
2001
The growth and composition of branching populations. Zbl 0535.60075
Jagers, Peter; Nerman, Olle
50
1984
Ruin estimation for a general insurance risk model. Zbl 0811.62096
Embrechts, Paul; Schmidli, Hanspeter
50
1994
The c\(\mu\) rule revisited. Zbl 0557.60082
Buyukkoc, C.; Varaiya, P.; Walrand, J.
49
1985
Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes. Zbl 1123.60309
Kendall, Wilfrid S.; Møller, Jesper
48
2000
The total time on test transform and the excess wealth stochastic orders of distributions. Zbl 1031.62086
Kochar, Subhash C.; Li, Xiaohu; Shaked, Moshe
47
2002
Student processes. Zbl 1081.60035
Heyde, C. C.; Leonenko, N. N.
47
2005
Convergence and finite-time behavior of simulated annealing. Zbl 0604.60067
Mitra, Debasis; Romeo, Fabio; Sangiovanni-Vincentelli, Alberto
47
1986
Corrected diffusion approximations in certain random walk problems. Zbl 0422.60053
Siegmund, D.
46
1979
Multivariate linear time series models. Zbl 0547.62059
Hannan, E. J.; Kavalieris, L.
45
1984
Comparing counting processes and queues. Zbl 0449.60064
Whitt, Ward
45
1981
Local maxima and the expected Euler characteristic of excursion sets of \(\chi^ 2\), \(F\) and \(t\) fields. Zbl 0797.60042
Worsley, K. J.
45
1994
Stochastic orders generated by integrals: A unified study. Zbl 0890.60015
Müller, Alfred
44
1997
Probability metrics and recursive algorithms. Zbl 0829.60094
Rachev, S. T.; Rüschendorf, L.
44
1995
Analysis of an \(M/G/1\) queue with two types of impatient units. Zbl 0829.60085
Martin, M.; Artalejo, J. R.
44
1995
Convergence theorems for empirical Lorenz curves and their inverses. Zbl 0383.60003
Goldie, Charles M.
44
1977
Basic properties and prediction of max-ARMA processes. Zbl 0716.62098
Davis, Richard A.; Resnick, Sidney I.
44
1989
Random variables with maximum sums. Zbl 0487.60026
Rüschendorf, Ludger
44
1982
A multi-dimensional martingale for Markov additive processes and its applications. Zbl 0961.60081
Asmussen, Søren; Kella, Offer
44
2000
A Markovian analysis of additive-increase multiplicative-decrease algorithms. Zbl 1002.60091
Dumas, Vincent; Guillemin, Fabrice; Robert, Philippe
43
2002
Fractional diffusion and fractional heat equation. Zbl 0986.60077
Angulo, J. M.; Ruiz-Medina, M. D.; Anh, V. V.; Grecksch, W.
43
2000
Maxima and exceedances of stationary Markov chains. Zbl 0654.60023
Rootzén, Holger
43
1988
Some stationary processes in discrete and continuous time. Zbl 0930.60026
Barndorff-Nielsen, O. E.; Jensen, J. L.; Sørensen, M.
42
1998
Percolation phase transition in weight-dependent random connection models. Zbl 1475.60198
Gracar, Peter; Lüchtrath, Lukas; Mörters, Peter
1
2021
Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime. Zbl 1475.60072
Li, Bo; Pang, Guodong
1
2021
Branching processes with interactions: subcritical cooperative regime. Zbl 07458586
González Casanova, Adrián; Pardo, Juan Carlos; Pérez, José Luis
1
2021
An elementary derivation of moments of Hawkes processes. Zbl 1482.60064
Cui, Lirong; Hawkes, Alan; Yi, He
4
2020
Simulation of elliptic and hypo-elliptic conditional diffusions. Zbl 1448.60164
Bierkens, Joris; van der Meulen, Frank; Schauer, Moritz
4
2020
Renewal in Hawkes processes with self-excitation and inhibition. Zbl 1473.60081
Costa, Manon; Graham, Carl; Marsalle, Laurence; Tran, Viet Chi
4
2020
Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance. Zbl 1446.62248
Pilipauskaitė, Vytautė; Skorniakov, Viktor; Surgailis, Donatas
3
2020
Mean reflected stochastic differential equations with jumps. Zbl 1473.60088
Briand, Phillippe; Ghannoum, Abir; Labart, Céline
3
2020
Exact simulation for multivariate Itô diffusions. Zbl 07378191
Blanchet, Jose; Zhang, Fan
3
2020
Limit theorems for process-level Betti numbers for sparse and critical regimes. Zbl 1456.60044
Owada, Takashi; Thomas, Andrew M.
2
2020
A non-exponential extension of Sanov’s theorem via convex duality. Zbl 1453.60074
Lacker, Daniel
2
2020
Absorption probabilities for Gaussian polytopes and regular spherical simplices. Zbl 1473.60030
Kabluchko, Zakhar; Zaporozhets, Dmitry
2
2020
On the multi-state signatures of ordered system lifetimes. Zbl 1477.60132
Yi, He; Balakrishnan, Narayanaswamy; Cui, Lirong
1
2020
The potentially negative effects of cooperation in service systems. Zbl 1442.90046
Chung, Hakjin; Ahn, Hyun-Soo; Righter, Rhonda
1
2020
On relative ageing of coherent systems with dependent identically distributed components. Zbl 1442.90060
Kamal Hazra, Nil; Misra, Neeraj
1
2020
Limit theorems for sequential MCMC methods. Zbl 07378171
Finke, Axel; Doucet, Arnaud; Johansen, Adam M.
1
2020
Speed and concentration of the covering time for structured coupon collectors. Zbl 1473.60023
Falgas-Ravry, Victor; Larsson, Joel; Markström, Klas
1
2020
Stability and moment bounds under utility-maximising service allocations: finite and infinite networks. Zbl 1473.60145
Shneer, Seva; Stolyar, Alexander
1
2020
Failure rate properties of parallel systems. Zbl 1473.60040
Arab, Idir; Hadjikyriakou, Milto; Oliveira, Paulo Eduardo
1
2020
The equilibrium states of large networks of Erlang queues. Zbl 1473.60138
Martirosyan, Davit; Robert, Philippe
1
2020
Improved queue-size scaling for input-queued switches via graph factorization. Zbl 1473.60147
Xu, Jiaming; Zhong, Yuan
1
2020
One- versus multi-component regular variation and extremes of Markov trees. Zbl 1473.60086
Segers, Johan
1
2020
Central limit theorems for coupled particle filters. Zbl 07378190
Jasra, Ajay; Yu, Fangyuan
1
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
1
2020
Draw-down Parisian ruin for spectrally negative Lévy processes. Zbl 1473.60079
Wang, Wenyuan; Zhou, Xiaowen
1
2020
The diameter of KPKVB random graphs. Zbl 1427.05212
Müller, Tobias; Staps, Merlijn
7
2019
The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem. Zbl 1427.60050
Pan, Yuqing; Borovkov, Konstantin A.
7
2019
Cluster expansions for Gibbs point processes. Zbl 1427.60202
Jansen, S.
6
2019
Extended Laplace principle for empirical measures of a Markov chain. Zbl 1427.60145
Eckstein, Stephan
5
2019
New perspectives on the Erlang-A queue. Zbl 1427.60190
Daw, Andrew; Pender, Jamol
4
2019
Exact simulation of the extrema of stable processes. Zbl 07141464
Cázares, Jorge I. González; Mijatović, Aleksandar; Bravo, Gerónimo Uribe
4
2019
On the total claim amount for marked Poisson cluster models. Zbl 1430.91073
Basrak, Bojan; Wintenberger, Olivier; Žugec, Petra
3
2019
Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time. Zbl 1427.60084
Wang, Wenyuan; Zhang, Zhimin
3
2019
Subgraphs in preferential attachment models. Zbl 1427.05209
Garavaglia, Alessandro; Stegehuis, Clara
3
2019
Moment bounds of PH distributions with infinite or finite support based on the steepest increase property. Zbl 1427.60039
He, Qi-Ming; Horváth, Gábor; Horváth, Illés; Telek, Miklós
2
2019
Singular vector distribution of sample covariance matrices. Zbl 1475.15042
Ding, Xiucai
2
2019
Fraud risk assessment within blockchain transactions. Zbl 1427.60088
Goffard, Pierre-O.
2
2019
Diffusion approximations for load balancing mechanisms in cloud storage systems. Zbl 1427.60187
Budhiraja, Amarjit; Friedlander, Eric
1
2019
Deviation bounds for the first passage time in the frog model. Zbl 1427.60206
Kubota, Naoki
1
2019
Complete expected improvement converges to an optimal budget allocation. Zbl 1428.62038
Chen, Ye; Ryzhov, Ilya O.
1
2019
The sharp threshold for jigsaw percolation in random graphs. Zbl 1427.05207
Cooley, Oliver; Kapetanopoulos, Tobias; Makai, Tamás
1
2019
First passage problems for upwards skip-free random walks via the scale functions paradigm. Zbl 1427.60077
Avram, Florin; Vidmar, Matija
1
2019
On the support of extremal martingale measures with given marginals: the countable case. Zbl 1427.60072
Campi, Luciano; Martini, Claude
1
2019
Limit theorems for multivariate Brownian semistationary processes and feasible results. Zbl 1427.60047
Passeggeri, Riccardo; Veraart, Almut E. D.
1
2019
Accelerating parallel tempering: quantile tempering algorithm (QuanTA). Zbl 1429.65012
Tawn, Nicholas G.; Roberts, Gareth O.
1
2019
Efficient simulation of Lévy-driven point processes. Zbl 1427.60090
Qu, Yan; Dassios, Angelos; Zhao, Hongbiao
1
2019
Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation. Zbl 1427.60146
Mijatović, Aleksandar; Vogrinc, Jure
1
2019
Uniform convergence of conditional distributions for absorbed one-dimensional diffusions. Zbl 1431.60086
Champagnat, Nicolas; Villemonais, Denis
10
2018
Stochastic nonzero-sum games: a new connection between singular control and optimal stopping. Zbl 1443.91037
De Angelis, Tiziano; Ferrari, Giorgio
7
2018
Error bounds for augmented truncation approximations of Markov chains via the perturbation method. Zbl 1431.60076
Liu, Yuanyuan; Li, Wendi
6
2018
The linear birth-death process: an inferential retrospective. Zbl 1436.62100
Tavaré, Simon
5
2018
Asymptotic shape and the speed of propagation of continuous-time continuous-space birth processes. Zbl 1431.60120
Bezborodov, Viktor; Di Persio, Luca; Krueger, Tyll; Lebid, Mykola; Ożański, Tomasz
4
2018
An optimal consumption and investment problem with partial information. Zbl 1434.91060
Hata, Hiroaki; Sheu, Shuenn-Jyi
4
2018
Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria. Zbl 1431.90170
Huang, Yonghui; Lian, Zhaotong; Guo, Xianping
4
2018
Large deviations for randomly connected neural networks. I: Spatially extended systems. Zbl 1442.60036
Cabana, Tanguy; Touboul, Jonathan D.
4
2018
A weak convergence approach to inventory control using a long-term average criterion. Zbl 1433.90019
Helmes, K. L.; Stockbridge, R. H.; Zhu, C.
4
2018
A threshold policy in a Markov-modulated production system with server vacation: the case of continuous and batch supplies. Zbl 1431.60110
Barron, Yonit
4
2018
Multi-type subcritical branching processes in a random environment. Zbl 1431.60103
Vatutin, Vladimir; Wachtel, Vitali
4
2018
Kesten’s bound for subexponential densities on the real line and its multi-dimensional analogues. Zbl 1443.60012
Finkelshtein, Dmitri; Tkachov, Pasha
3
2018
Multitype branching processes with inhomogeneous Poisson immigration. Zbl 1431.60100
Mitov, Kosto V.; Yanev, Nikolay M.; Hyrien, Ollivier
3
2018
Yaglom limits can depend on the starting state. Zbl 1431.60075
Foley, R. D.; McDonald, D. R.
2
2018
Stretch factor in a planar Poisson-Delaunay triangulation with a large intensity. Zbl 1431.60012
Chenavier, Nicolas; Devillers, Olivier
2
2018
Jante’s law process. Zbl 1431.60071
Kennerberg, Philip; Volkov, Stanislav
2
2018
Local asymptotics for the area under the random walk excursion. Zbl 1456.60108
Perfilev, Elena; Wachtel, Vitali
2
2018
On an optimal extraction problem with regime switching. Zbl 1431.91277
Ferrari, Giorgio; Yang, Shuzhen
2
2018
Large deviations for randomly connected neural networks. II: State-dependent interactions. Zbl 1431.60030
Cabana, Tanguy; Touboul, Jonathan D.
2
2018
On perpetuities with light tails. Zbl 1443.60070
Kołodziejek, Bartosz
2
2018
Limit theorems for random polytopes with vertices on convex surfaces. Zbl 1475.52009
Turchi, N.; Wespi, F.
2
2018
A necessary and sufficient condition for the subexponentiality of the product convolution. Zbl 1443.60018
Xu, Hui; Cheng, Fengyang; Wang, Yuebao; Cheng, Dongya
1
2018
Forward sensitivity analysis for contracting stochastic systems. Zbl 1430.60059
Flynn, Thomas
1
2018
On the two-filter approximations of marginal smoothing distributions in general state-space models. Zbl 07163641
Nguyen, Thi Ngoc Minh; Le Corff, Sylvain; Moulines, Eric
1
2018
Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion. Zbl 1430.93217
Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel
1
2018
Percolation results for the continuum random cluster model. Zbl 1431.60013
Houdebert, Pierre
1
2018
Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise. Zbl 1441.60033
Qiao, Huijie
1
2018
Spectral bounds in random graphs applied to spreading phenomena and percolation. Zbl 1430.05113
Lemonnier, Rémi; Scaman, Kevin; Vayatis, Nicolas
1
2018
On Seneta-Heyde scaling for a stable branching random walk. Zbl 1431.60096
He, Hui; Liu, Jingning; Zhang, Mei
1
2018
Correction to: “Subgeometric rates of convergence for Markov processes under subordination”. Zbl 1430.60062
Deng, C.-S.; Schilling, R. L.; Song, Y.-H.
1
2018
Identification and isotropy characterization of deformed random fields through excursion sets. Zbl 1436.62452
Fournier, Julie
1
2018
Integral estimation based on Markovian design. Zbl 1436.62397
Azaïs, Romain; Delyon, Bernard; Portier, François
1
2018
Extremes of nonstationary Gaussian fluid queues. Zbl 1444.60024
Dȩbicki, Krzysztof; Liu, Peng
1
2018
Dilation volumes of sets of finite perimeter. Zbl 1440.60012
Kiderlen, Markus; Rataj, Jan
1
2018
Renewal theorems for processes with dependent interarrival times. Zbl 1431.60106
Kombrink, Sabrina
1
2018
Regular variation in a fixed-point problem for single- and multi-class branching processes and queues. Zbl 1443.60077
Asmussen, Søren; Foss, Sergey
1
2018
Persistence of small noise and random initial conditions. Zbl 1431.60085
Baker, J.; Chigansky, P.; Hamza, K.; Klebaner, F. C.
1
2018
Heavy-tailed distributions in branching process models of secondary cancerous tumors. Zbl 1430.60070
Ernst, Philip A.; Kimmel, Marek; Kurpas, Monika; Zhou, Quan
1
2018
Rank-dependent Galton-Watson processes and their pathwise duals. Zbl 1431.60102
Sagitov, Serik; Jagers, Jonas
1
2018
Optimal dividend strategies for two collaborating insurance companies. Zbl 1429.91274
Albrecher, Hansjörg; Azcue, Pablo; Muler, Nora
14
2017
Limit theorems for some branching measure-valued processes. Zbl 1425.60075
Cloez, Bertrand
11
2017
A spectral method for community detection in moderately sparse degree-corrected stochastic block models. Zbl 1429.91261
Gulikers, Lennart; Lelarge, Marc; Massoulié, Laurent
10
2017
Limit theorems for the zig-zag process. Zbl 1433.65008
Bierkens, Joris; Duncan, Andrew
8
2017
A stable particle filter for a class of high-dimensional state-space models. Zbl 1426.62274
Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kamatani, Kengo; Zhou, Yan
7
2017
Uniform tail approximation of homogenous functionals of Gaussian fields. (Uniform tail approximation of homogeneous functionals of Gaussian fields.) Zbl 1425.60036
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
7
2017
Hawkes processes with variable length memory and an infinite number of components. Zbl 1425.60048
Hodara, Pierre; Löcherbach, Eva
6
2017
Expected sizes of Poisson-Delaunay mosaics and their discrete Morse functions. Zbl 1425.60013
Edelsbrunner, Herbert; Nikitenko, Anton; Reitzner, Matthias
5
2017
Dirichlet approximation of equilibrium distributions in Cannings models with mutation. Zbl 1429.92104
Gan, Han L.; Röllin, Adrian; Ross, Nathan
5
2017
Subgeometric rates of convergence for Markov processes under subordination. Zbl 1425.60064
Deng, Chang-Song; Schilling, René L.; Song, Yan-Hong
4
2017
On the range of the transient frog model on \(\mathbb{Z}\). Zbl 1425.60063
Ghosh, Arka; Noren, Steven; Roitershtein, Alexander
4
2017
Joint degree distributions of preferential attachment random graphs. Zbl 1425.60025
Peköz, Erol; Röllin, Adrian; Ross, Nathan
4
2017
Marshall-Olkin distributions, subordinators, efficient simulation, and applications to credit risk. Zbl 1425.60047
Sun, Yunpeng; Mendoza-Arriaga, Rafael; Linetsky, Vadim
4
2017
Estimating perimeter using graph cuts. Zbl 1425.60014
García Trillos, Nicolás; Slepčev, Dejan; von Brecht, James
4
2017
...and 1588 more Documents
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Cited by 15,309 Authors

83 Mandjes, Michel Robertus Hendrikus
59 Boxma, Onno Johan
59 Resnick, Sidney Ira
59 Whitt, Ward
57 Hashorva, Enkelejd
53 Asmussen, Søren
53 Leonenko, Nikolai N.
46 Lefèvre, Claude
46 Li, Xiaohu
46 Thäle, Christoph
43 Cha, Ji Hwan
43 Palmowski, Zbigniew
42 van Leeuwaarden, Johan S. H.
42 Zwart, Bert P.
41 Glynn, Peter W.
41 Schmidt, Volker
40 Stadje, Wolfgang
40 Yang, Yang
39 Ball, Frank G.
39 Pakes, Anthony G.
38 Iksanov, Aleksander M.
37 Pollett, Philip K.
36 Griffiths, Robert C.
35 Last, Günter
35 van der Hofstad, Remco W.
35 Yor, Marc
34 Perry, David
34 Samorodnitsky, Gennady Pinkhosovich
33 Balakrishnan, Narayanaswamy
33 Mikosch, Thomas
33 Tang, Qihe
32 Barbour, Andrew David
32 Mahmoud, Hosam M.
32 Taylor, Peter Gerrard
31 Dębicki, Krzysztof
31 Finkelstein, Maxim
31 Guo, Xianping
31 Penrose, Mathew D.
31 Platen, Eckhard
30 Kabluchko, Zakhar A.
30 Pitman, Jim William
29 Di Crescenzo, Antonio
29 Heinrich, Lothar
29 Huillet, Thierry E.
29 Klüppelberg, Claudia
29 Pap, Gyula
29 Seneta, Eugene
29 van Dijk, Nico M.
28 Adan, Ivo J. B. F.
28 Hernández-Lerma, Onésimo
28 Ruiz-Medina, María Dolores
28 Yang, Hailiang
28 Zhao, Yiqiang Q.
27 Albrecher, Hansjörg
27 He, Qi-Ming
27 Knessl, Charles
27 Latouche, Guy
27 Miyazawa, Masakiyo
27 Pang, Guodong
27 Willmot, Gordon E.
27 Yuen, Kam Chuen
26 Artalejo, Jesus R.
26 Glazebrook, Kevin D.
26 Janson, Svante
26 Pirozzi, Enrica
26 Ruiz, José-María
26 Yin, Chuancun
26 Zeifman, Alexander Izrailevich
25 Aldous, David John
25 Bertoin, Jean
25 Britton, Tom
25 Dudin, Alexander N.
25 Eryılmaz, Serkan N.
25 Foss, Sergey G.
25 Jagers, Peter
25 Kyprianou, Andreas E.
25 Lambert, Amaury
25 Maller, Ross Arthur
25 Möhle, Martin
25 Ristić, Miroslav M.
25 Sagitov, Serik
24 Anh, Vo V.
24 Daduna, Hans
24 Kella, Offer
24 Shanthikumar, Jeyaveerasingam George
23 Chen, Anyue
23 Hu, Taizhong
23 Macci, Claudio
23 Vatutin, Vladimir Alekseevich
23 Wang, Yuebao
22 Alsmeyer, Gerold
22 Baccelli, François Louis
22 Blanchet, Jose H.
22 Davis, Richard A.
22 Denuit, Michel M.
22 Embrechts, Paul
22 Hug, Daniel
22 Li, Junping
22 Moller, Jesper
22 Neal, Peter J.
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Cited in 794 Journals

959 Stochastic Processes and their Applications
689 Statistics & Probability Letters
655 Journal of Applied Probability
602 Queueing Systems
569 Advances in Applied Probability
483 The Annals of Applied Probability
346 European Journal of Operational Research
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315 Insurance Mathematics & Economics
262 Journal of Statistical Planning and Inference
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254 Stochastic Models
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249 Probability in the Engineering and Informational Sciences
248 Journal of Multivariate Analysis
246 Bernoulli
228 The Annals of Probability
212 Journal of Statistical Physics
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203 Journal of Mathematical Biology
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147 Extremes
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116 Journal of Econometrics
111 Journal of Computational and Applied Mathematics
110 Annals of the Institute of Statistical Mathematics
107 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
106 Applied Mathematics and Computation
102 Journal of Time Series Analysis
100 Journal of Statistical Computation and Simulation
99 Electronic Journal of Probability
94 Lithuanian Mathematical Journal
90 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
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80 Quantitative Finance
79 Electronic Journal of Statistics
73 Automatica
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56 Bulletin of Mathematical Biology
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39 ALEA. Latin American Journal of Probability and Mathematical Statistics
39 Science China. Mathematics
38 Communications in Mathematical Physics
37 Mathematical Proceedings of the Cambridge Philosophical Society
37 Discrete Event Dynamic Systems
36 Mathematical Problems in Engineering
35 Brazilian Journal of Probability and Statistics
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33 Theory of Probability and its Applications
33 Advances in Applied Mathematics
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