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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: 2,725 Publications (since 1969)
References Indexed: 920 Publications with 21,912 References.
all top 5

Latest Issues

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30, No. 4 (1998)
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29, No. 4 (1997)
29, No. 3 (1997)
29, No. 2 (1997)
29, No. 1 (1997)
28, No. 4 (1996)
28, No. 3 (1996)
...and 55 more Volumes
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Authors

21 Barbour, Andrew D.
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.
13 Glazebrook, Kevin D.
13 Kendall, Wilfrid S.
13 Le, Huiling
13 Lefèvre, Claude
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 L.
9 Klebaner, Fima C.
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 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 Brémaud, Pierre
7 Chiu, Sung Nok
7 Ethier, Stewart N.
7 Kelly, Frank P.
7 Kesten, Harry
7 Kiderlen, Markus
7 Mandjes, Michel Robertus Hendrikus
7 Mardia, Kanti V.
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 van Lieshout, Marie-Colette N. M.
7 Wade, Andrew R.
7 Weiß, Viola
7 Zuyev, Sergei
6 Antonelli, Peter Louis
6 Bather, John A.
6 Błaszczyszyn, Bartłomiej
6 Brockwell, Peter J.
6 Calka, Pierre
6 Crisan, Dan O.
6 Doney, Ronald Arthur
6 Donnelly, Peter
6 Embrechts, Paul
6 Hall, Peter Gavin
6 Janson, Svante
6 Javier López, F.
6 Jensen, Jens Ledet
6 Kennedy, Douglas P.
6 Kertz, Robert P.
6 Mahmoud, Hosam M.
6 Maller, Ross Arthur
6 Mannion, David
6 Mitra, Debasis
6 Natvig, Bent
6 Ott, Teunis J.
...and 2,452 more Authors
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Fields

2,486 Probability theory and stochastic processes (60-XX)
486 Statistics (62-XX)
479 Operations research, mathematical programming (90-XX)
257 Biology and other natural sciences (92-XX)
177 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
128 Computer science (68-XX)
120 Combinatorics (05-XX)
119 Systems theory; control (93-XX)
117 Numerical analysis (65-XX)
83 Convex and discrete geometry (52-XX)
60 Statistical mechanics, structure of matter (82-XX)
30 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)
17 Ordinary differential equations (34-XX)
15 Integral transforms, operational calculus (44-XX)
14 Operator theory (47-XX)
13 Real functions (26-XX)
13 Special functions (33-XX)
13 Partial differential equations (35-XX)
13 Differential geometry (53-XX)
11 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 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)
3 Algebraic topology (55-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

2,282 Publications have been cited 24,147 times in 16,658 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.
278
1993
Saddle point approximation for the distribution of the sum of independent random variables. Zbl 0425.60042
Lugannani, Robert; Rice, Stephen
207
1980
On a stochastic difference equation and a representation of non-negative infinitely divisible random variables. Zbl 0417.60073
Vervaat, Wim
196
1979
Stability of Markovian processes. II: Continuous-time processes and sampled chains. Zbl 0781.60052
Meyn, Sean P.; Tweedie, R. L.
144
1993
On some exponential functionals of Brownian motion. Zbl 0765.60084
Yor, Marc
132
1992
First passage times of a jump diffusion process. Zbl 1037.60073
Kou, S. G.; Wang, Hui
124
2003
The intrinsic random functions and their applications. Zbl 0324.60036
Matheron, G.
120
1973
Point processes, regular variation and weak convergence. Zbl 0597.60048
Resnick, Sidney I.
119
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.
118
1990
Some ARMA models for dependent sequences of Poisson counts. Zbl 0664.62089
McKenzie, Ed
102
1988
The stochastic equation \(Y_{n+1}=A_ nY_ n+B_ n\) with stationary coefficients. Zbl 0588.60056
Brandt, Andreas
98
1986
Autoregressive moving-average processes with negative-binomial and geometric marginal distributions. Zbl 0603.62100
McKenzie, Ed
98
1986
Multiple channel queues in heavy traffic. I. Zbl 0218.60098
Iglehart, D. L.; Whitt, W.
92
1970
The coincidence approach to stochastic point processes. Zbl 0366.60081
Macchi, Odile
92
1975
First-order autoregressive gamma sequences and point processes. Zbl 0453.60048
Gaver, D. P.; Lewis, P. A. W.
89
1980
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040
Tang, Qihe; Tsitsiashvili, Gurami
86
2004
A note on the optimal replacement problem. Zbl 0642.60071
Yeh, Lam
85
1988
Markov renewal theory. Zbl 0212.49601
Çinlar, E.
84
1969
Ruin theory with stochastic return on investments. Zbl 0892.90046
Paulsen, Jostein; Gjessing, Håkon K.
83
1997
Vector linear time series models. Zbl 0327.62055
Dunsmuir, W.; Hannan, E. J.
83
1976
Testing and estimating change-points in time series. Zbl 0585.62151
Picard, Dominique
82
1985
Weak convergence of sequences of semimartingales with applications to multitype branching processes. Zbl 0595.60008
Joffe, A.; Métivier, M.
82
1986
Stability of Markovian processes. I: Criteria for discrete-time chains. Zbl 0757.60061
Meyn, Sean P.; Tweedie, R. L.
81
1992
Brownian excursions and Parisian barrier options. Zbl 0882.60042
Chesney, Marc; Jeanblanc-Picqué, Monique; Yor, Marc
79
1997
The latent roots of certain Markov chains arising in genetics: A new approach. I: Haploid models. Zbl 0284.60064
Cannings, C.
76
1974
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061
Li, Jinzhu; Tang, Qihe; Wu, Rong
74
2010
Fluctuation theory in continuous time. Zbl 0322.60068
Bingham, N. H.
74
1975
Some new approaches to probability distributions. Zbl 0454.62085
Kotz, S.; Shanbhag, D. N.
73
1980
A new integral equation for the evaluation of first-passage-time probability densities. Zbl 0632.60079
Buonocore, A.; Nobile, A. G.; Ricciardi, L. M.
72
1987
Measure change in multitype branching. Zbl 1056.60082
Biggins, J. D.; Kyprianou, A. E.
72
2004
Risk-sensitive linear/quadratic/Gaussian control. Zbl 0489.93067
Whittle, P.
71
1981
Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes. Zbl 0736.60076
van Doorn, Erik A.
70
1991
Subgeometric rates of convergence of \(f\)-ergodic Markov chains. Zbl 0803.60061
Tuominen, Pekka; Tweedie, Richard L.
70
1994
Multivariate extremes, aggregation and dependence in elliptical distributions. Zbl 1023.60021
Hult, Henrik; Lindskog, Filip
70
2002
Anticipative portfolio optimization. Zbl 0867.90013
Pikovsky, Igor; Karatzas, Ioannis
68
1996
Stochastic theory of a fluid model of producers and consumers coupled by a buffer. Zbl 0656.60079
Mitra, Debasis
68
1988
Isotropic random simplices. Zbl 0237.60006
Miles, R. E.
68
1971
The N/G/1 queue and its detailed analysis. Zbl 0424.60093
Ramaswami, V.
67
1980
Nonlinear time series and Markov chains. Zbl 0712.62080
Tjøstheim, Dag
66
1990
On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations. Zbl 0573.60056
Chan, K. S.; Tong, H.
65
1985
Generalized gamma measures and shot-noise Cox processes. Zbl 0957.60055
Brix, Anders
64
1999
Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach. Zbl 0263.60011
Scott, D. J.
63
1973
Birth, immigration and catastrophe processes. Zbl 0496.92007
Brockwell, P. J.; Gani, J.; Resnick, S. I.
63
1982
Optimal control of service rates in networks of queues. Zbl 0617.60090
Weber, Richard R.; Stidham, Shaler jun.
61
1987
Bivariate characterization of some stochastic order relations. Zbl 0745.62054
Shanthikumar, J. George; Yao, David D.
60
1991
One-dimensional Brownian motion and the three-dimensional Bessel process. Zbl 0332.60055
Pitman, James W.
60
1975
Single-server queues with impatient customers. Zbl 0549.60091
Baccelli, F.; Boyer, P.; Hebuterne, G.
60
1984
Statistical spatial series modelling. Zbl 0383.62060
Tjostheim, Dag
59
1978
A class of singular stochastic control problems. Zbl 0511.93076
Karatzas, Ioannis
59
1983
Multiple channel queues in heavy traffic. II: Sequences, networks, and batches. Zbl 0206.22503
Iglehart, D. L.; Whitt, W.
58
1970
A simple coupling of renewal processes. Zbl 0760.60078
Lindvall, T.
58
1992
Regularly varying functions in the theory of simple branching processes. Zbl 0291.60043
Seneta, E.
58
1974
The probabilities of rooted tree-shapes generated by random bifurcation. Zbl 0241.92012
Harding, E. F.
57
1971
Quadratic transformations: A model for population growth. I. Zbl 0328.92011
Kesten, Harry
57
1970
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
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.
55
1996
The quasi-stationary distribution of the closed endemic SIS model. Zbl 0854.92020
Nåsell, Ingemar
54
1996
Hitting-time and occupation-time bounds implied by drift analysis with applications. Zbl 0495.60094
Hajek, Bruce
54
1982
Finite birth-and-death models in randomly changing environments. Zbl 0554.60079
Gaver, D. P.; Jacobs, P. A.; Latouche, G.
54
1984
Criteria for classifying general Markov chains. Zbl 0361.60014
Tweedie, R. L.
52
1976
Blocking probabilities in large circuit-switched networks. Zbl 0597.60092
Kelly, F. P.
52
1986
Complications with stochastic volatility models. Zbl 0907.90026
Sin, Carlos A.
51
1998
The first- and last-birth problems for a multitype age-dependent branching process. Zbl 0339.60074
Biggins, J. D.
51
1976
Properties of the spatial unilateral first-order ARMA model. Zbl 0780.62072
Basu, Sabyasachi; Reinsel, Gregory C.
51
1993
Fixed points of a generalized smoothing transformation and applications to the branching random walk. Zbl 0909.60075
Liu, Quansheng
50
1998
Estimation and control in Markov chains. Zbl 0281.60070
Mandl, P.
50
1974
Asymptotic properties of supercritical branching processes. I: The Galton-Watson process. Zbl 0297.60044
Bingham, N. H.; Doney, R. A.
50
1974
On a conditionally Poissonian graph process. Zbl 1096.05047
Norros, Ilkka; Reittu, Hannu
50
2006
Conditions for exponential ergodicity and bounds for the decay parameter of a birth-death process. Zbl 0597.60080
van Doorn, Erik A.
50
1985
The growth and composition of branching populations. Zbl 0535.60075
Jagers, Peter; Nerman, Olle
50
1984
Multivariate subordination, self-decomposability and stability. Zbl 0982.60046
Barndorff-Nielsen, Ole E.; Pedersen, Jan; Sato, Ken-iti
50
2001
On the transition densities for reflected diffusions. Zbl 1073.60074
Linetsky, Vadim
49
2005
On a general class of renewal risk process: analysis of the Gerber-Shiu function. Zbl 1077.60063
Li, Shuanming; Garrido, José
49
2005
Ruin estimation for a general insurance risk model. Zbl 0811.62096
Embrechts, Paul; Schmidli, Hanspeter
48
1994
Coefficients of ergodicity: Structure and applications. Zbl 0406.60060
Seneta, E.
48
1979
The multivariate GINAR(\(p\)) process. Zbl 0871.62073
Latour, Alain
47
1997
Convergence and finite-time behavior of simulated annealing. Zbl 0604.60067
Mitra, Debasis; Romeo, Fabio; Sangiovanni-Vincentelli, Alberto
47
1986
The c\(\mu\) rule revisited. Zbl 0557.60082
Buyukkoc, C.; Varaiya, P.; Walrand, J.
47
1985
Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes. Zbl 1123.60309
Kendall, Wilfrid S.; Møller, Jesper
46
2000
Student processes. Zbl 1081.60035
Heyde, C. C.; Leonenko, N. N.
46
2005
Corrected diffusion approximations in certain random walk problems. Zbl 0422.60053
Siegmund, D.
46
1979
Random tessellations in \({\mathbb{R}}^ d\). Zbl 0684.60007
Møller, J.
46
1989
The integral of geometric Brownian motion. Zbl 0980.60103
Dufresne, Daniel
46
2001
Comparing counting processes and queues. Zbl 0449.60064
Whitt, Ward
45
1981
Multivariate linear time series models. Zbl 0547.62059
Hannan, E. J.; Kavalieris, L.
45
1984
Probability metrics and recursive algorithms. Zbl 0829.60094
Rachev, S. T.; Rüschendorf, L.
44
1995
Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations. Zbl 1217.93183
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
43
2011
Fractional diffusion and fractional heat equation. Zbl 0986.60077
Angulo, J. M.; Ruiz-Medina, M. D.; Anh, V. V.; Grecksch, W.
43
2000
A Markovian analysis of additive-increase multiplicative-decrease algorithms. Zbl 1002.60091
Dumas, Vincent; Guillemin, Fabrice; Robert, Philippe
43
2002
The total time on test transform and the excess wealth stochastic orders of distributions. Zbl 1031.62086
Kochar, Subhash C.; Li, Xiaohu; Shaked, Moshe
43
2002
A multi-dimensional martingale for Markov additive processes and its applications. Zbl 0961.60081
Asmussen, Søren; Kella, Offer
42
2000
The multiclass GI/PH/\(N\) queue in the Halfin-Whitt regime. Zbl 0962.60089
Puhalskii, A. A.; Reiman, M. I.
42
2000
Analysis of an \(M/G/1\) queue with two types of impatient units. Zbl 0829.60085
Martin, M.; Artalejo, J. R.
42
1995
Maxima and exceedances of stationary Markov chains. Zbl 0654.60023
Rootzén, Holger
42
1988
Stochastic convexity and its applications. Zbl 0656.60047
Shaked, Moshe; Shanthikumar, J. George
42
1988
Convergence theorems for empirical Lorenz curves and their inverses. Zbl 0383.60003
Goldie, Charles M.
42
1977
Stochastic orders generated by integrals: A unified study. Zbl 0890.60015
Müller, Alfred
41
1997
Improved algorithms for rare event simulation with heavy tails. Zbl 1097.65017
Asmussen, Søren; Kroese, Dirk P.
41
2006
Optimal strategies for some repair replacement models. Zbl 0704.60085
Stadje, Wolfgang; Zuckerman, Dror
41
1990
A non-exponential extension of Sanov’s theorem via convex duality. Zbl 1453.60074
Lacker, Daniel
2
2020
Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance. Zbl 1446.62248
Pilipauskaitė, Vytautė; Skorniakov, Viktor; Surgailis, Donatas
2
2020
Limit theorems for process-level Betti numbers for sparse and critical regimes. Zbl 1456.60044
Owada, Takashi; Thomas, Andrew M.
1
2020
An elementary derivation of moments of Hawkes processes. Zbl 07221654
Cui, Lirong; Hawkes, Alan; Yi, He
1
2020
Simulation of elliptic and hypo-elliptic conditional diffusions. Zbl 1448.60164
Bierkens, Joris; van der Meulen, Frank; Schauer, Moritz
1
2020
The diameter of KPKVB random graphs. Zbl 1427.05212
Müller, Tobias; Staps, Merlijn
5
2019
The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem. Zbl 1427.60050
Pan, Yuqing; Borovkov, Konstantin A.
5
2019
Extended Laplace principle for empirical measures of a Markov chain. Zbl 1427.60145
Eckstein, Stephan
4
2019
New perspectives on the Erlang-A queue. Zbl 1427.60190
Daw, Andrew; Pender, Jamol
3
2019
Exact simulation of the extrema of stable processes. Zbl 07141464
Cázares, Jorge I. González; Mijatović, Aleksandar; Bravo, Gerónimo Uribe
3
2019
Cluster expansions for Gibbs point processes. Zbl 1427.60202
Jansen, S.
3
2019
Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time. Zbl 1427.60084
Wang, Wenyuan; Zhang, Zhimin
2
2019
Deviation bounds for the first passage time in the frog model. Zbl 1427.60206
Kubota, Naoki
1
2019
Singular vector distribution of sample covariance matrices. Zbl 07141393
Ding, Xiucai
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
Fraud risk assessment within blockchain transactions. Zbl 1427.60088
Goffard, Pierre-O.
1
2019
On the total claim amount for marked Poisson cluster models. Zbl 1430.91073
Basrak, Bojan; Wintenberger, Olivier; Žugec, Petra
1
2019
On the support of extremal martingale measures with given marginals: the countable case. Zbl 1427.60072
Campi, Luciano; Martini, Claude
1
2019
Accelerating parallel tempering: quantile tempering algorithm (QuanTA). Zbl 1429.65012
Tawn, Nicholas G.; Roberts, Gareth O.
1
2019
Subgraphs in preferential attachment models. Zbl 1427.05209
Garavaglia, Alessandro; Stegehuis, Clara
1
2019
Efficient simulation of Lévy-driven point processes. Zbl 1427.60090
Qu, Yan; Dassios, Angelos; Zhao, Hongbiao
1
2019
Uniform convergence of conditional distributions for absorbed one-dimensional diffusions. Zbl 1431.60086
Champagnat, Nicolas; Villemonais, Denis
8
2018
Error bounds for augmented truncation approximations of Markov chains via the perturbation method. Zbl 1431.60076
Liu, Yuanyuan; Li, Wendi
5
2018
Stochastic nonzero-sum games: a new connection between singular control and optimal stopping. Zbl 1443.91037
De Angelis, Tiziano; Ferrari, Giorgio
4
2018
An optimal consumption and investment problem with partial information. Zbl 1434.91060
Hata, Hiroaki; Sheu, Shuenn-Jyi
3
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
Stretch factor in a planar Poisson-Delaunay triangulation with a large intensity. Zbl 1431.60012
Chenavier, Nicolas; Devillers, Olivier
2
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
2
2018
Jante’s law process. Zbl 1431.60071
Kennerberg, Philip; Volkov, Stanislav
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. I: Spatially extended systems. Zbl 1442.60036
Cabana, Tanguy; Touboul, Jonathan D.
2
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.
2
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
2
2018
The linear birth-death process: an inferential retrospective. Zbl 1436.62100
Tavaré, Simon
2
2018
Yaglom limits can depend on the starting state. Zbl 1431.60075
Foley, R. D.; McDonald, D. R.
1
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
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
Local asymptotics for the area under the random walk excursion. Zbl 1456.60108
Perfilev, Elena; Wachtel, Vitali
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
Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria. Zbl 1431.90170
Huang, Yonghui; Lian, Zhaotong; Guo, Xianping
1
2018
Integral estimation based on Markovian design. Zbl 1436.62397
Azaïs, Romain; Delyon, Bernard; Portier, François
1
2018
Large deviations for randomly connected neural networks. II: State-dependent interactions. Zbl 1431.60030
Cabana, Tanguy; Touboul, Jonathan D.
1
2018
On perpetuities with light tails. Zbl 1443.60070
Kołodziejek, Bartosz
1
2018
Limit theorems for random polytopes with vertices on convex surfaces. Zbl 07163684
Turchi, N.; Wespi, F.
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
Multitype branching processes with inhomogeneous Poisson immigration. Zbl 1431.60100
Mitov, Kosto V.; Yanev, Nikolay M.; Hyrien, Ollivier
1
2018
Rank-dependent Galton-Watson processes and their pathwise duals. Zbl 1431.60102
Sagitov, Serik; Jagers, Jonas
1
2018
Multi-type subcritical branching processes in a random environment. Zbl 1431.60103
Vatutin, Vladimir; Wachtel, Vitali
1
2018
Optimal dividend strategies for two collaborating insurance companies. Zbl 1429.91274
Albrecher, Hansjörg; Azcue, Pablo; Muler, Nora
11
2017
Limit theorems for some branching measure-valued processes. Zbl 1425.60075
Cloez, Bertrand
9
2017
A spectral method for community detection in moderately sparse degree-corrected stochastic block models. Zbl 1429.91261
Gulikers, Lennart; Lelarge, Marc; Massoulié, Laurent
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
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
6
2017
Hawkes processes with variable length memory and an infinite number of components. Zbl 1425.60048
Hodara, Pierre; Löcherbach, Eva
5
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
Expected sizes of Poisson-Delaunay mosaics and their discrete Morse functions. Zbl 1425.60013
Edelsbrunner, Herbert; Nikitenko, Anton; Reitzner, Matthias
4
2017
Limit theorems for the zig-zag process. Zbl 1433.65008
Bierkens, Joris; Duncan, Andrew
4
2017
Exponential ergodicity of an affine two-factor model based on the \({\alpha}\)-root process. Zbl 1425.60065
Jin, Peng; Kremer, Jonas; Rüdiger, Barbara
4
2017
Subgeometric rates of convergence for Markov processes under subordination. Zbl 1425.60064
Deng, Chang-Song; Schilling, René L.; Song, Yan-Hong
3
2017
On the range of the transient frog model on \(\mathbb{Z}\). Zbl 1425.60063
Ghosh, Arka; Noren, Steven; Roitershtein, Alexander
3
2017
On the central management of risk networks. Zbl 1427.91076
Avram, Florin; Minca, Andreea
2
2017
Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion. Zbl 1429.91079
Attard, Natalie
2
2017
Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options. Zbl 1429.91327
Pirjol, Dan; Zhu, Lingjiong
2
2017
On zero-sum two-person undiscounted semi-Markov games with a multichain structure. Zbl 1429.91036
Mondal, Prasenjit
2
2017
Weak limits for the largest subpopulations in Yule processes with high mutation probabilities. Zbl 1425.60066
Baur, Erich; Bertoin, Jean
2
2017
Dirichlet approximation of equilibrium distributions in Cannings models with mutation. Zbl 1429.92104
Gan, Han L.; Röllin, Adrian; Ross, Nathan
2
2017
Estimating perimeter using graph cuts. Zbl 1425.60014
García Trillos, Nicolás; Slepčev, Dejan; von Brecht, James
2
2017
Generalized Markov branching trees. Zbl 1425.60032
Crane, Harry
1
2017
A unified approach for large queue asymptotics in a heterogeneous multiserver queue. Zbl 1425.60078
Miyazawa, Masakiyo
1
2017
Impulse control and expected suprema. Zbl 1430.49034
Christensen, Sören; Salminen, Paavo
1
2017
Estimation of entropy for Poisson marked point processes. Zbl 1426.62282
Alonso-Ruiz, P.; Spodarev, E.
1
2017
Genealogies of two linked neutral loci after a selective sweep in a large population of stochastically varying size. Zbl 1429.92115
Brink-Spalink, Rebekka; Smadi, Charline
1
2017
Robust scheduling for flexible processing networks. Zbl 1425.60079
Pedarsani, Ramtin; Walrand, Jean; Zhong, Yuan
1
2017
Overly determined agents prevent consensus in a generalized Deffuant model on \(\mathbb{Z}\) with dispersed opinions. Zbl 1425.60081
Hirscher, Timo
1
2017
Computing absorbing times via fluid approximations. Zbl 1427.60154
Gast, Nicolas; Gaujal, Bruno
1
2017
On a random search tree: asymptotic enumeration of vertices by distance from leaves. Zbl 1428.05005
Bóna, Miklós; Pittel, Boris
1
2017
Simulation from quasi-stationary distributions on reducible state spaces. Zbl 1425.60067
Griffin, A.; Jenkins, P. A.; Roberts, G. O.; Spencer, S. E. F.
1
2017
Moderate deviations-based importance sampling for stochastic recursive equations. Zbl 1426.65004
Dupuis, Paul; Johnson, Dane
1
2017
Traffic flow densities in large transport networks. Zbl 1425.60080
Hirsch, Christian; Jahnel, Benedikt; Keeler, Paul; Patterson, Robert I. A.
1
2017
Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state-space Markov models. Zbl 1432.62320
Crisan, Dan; Míguez, Joaquín
1
2017
On the Ornstein-Zernike equation for stationary cluster processes and the random connection model. Zbl 1423.60159
Last, Günter; Ziesche, Sebastian
1
2017
A non-local random walk on the hypercube. Zbl 1423.60111
Nestoridi, Evita
1
2017
On comparing coherent systems with heterogeneous components. Zbl 1336.60034
Samaniego, Francisco J.; Navarro, Jorge
19
2016
Speed of coming down from infinity for birth-and-death processes. Zbl 1358.60087
Bansaye, Vincent; Méléard, Sylvie; Richard, Mathieu
11
2016
First-passage times of two-dimensional Brownian motion. Zbl 1358.60084
Kou, Steven; Zhong, Haowen
10
2016
Optimal financing and dividend distribution in a general diffusion model with regime switching. Zbl 1343.49032
Zhu, Jinxia; Yang, Hailiang
9
2016
Markov-modulated Ornstein-Uhlenbeck processes. Zbl 1337.60191
Huang, G.; Jansen, H. M.; Mandjes, M.; Spreij, P.; De Turck, K.
8
2016
Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view. Zbl 1337.60090
Guérin, Hélène; Renaud, Jean-François
8
2016
On the equivalence of systems of different sizes, with applications to system comparisons. Zbl 1344.60084
Lindqvist, Bo H.; Samaniego, Francisco J.; Huseby, Arne B.
7
2016
Probabilistic aspects of critical growth-fragmentation equations. Zbl 1426.35213
Bertoin, Jean; Watson, Alexander R.
7
2016
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Cited by 14,361 Authors

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