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Journal of Applied Probability

Short Title: J. Appl. Probab.
Publisher: Applied Probability Trust, Sheffield
ISSN: 0021-9002; 1475-6072/e
Online: https://www.cambridge.org/core/journals/journal-of-applied-probability/all-issues
http://projecteuclid.org/jap
Comments: Indexed cover-to-cover
Documents Indexed: 5,301 Publications (since 1964)
References Indexed: 1,502 Publications with 28,435 References.
all top 5

Latest Issues

58, No. 3 (2021)
58, No. 2 (2021)
58, No. 1 (2021)
57, No. 4 (2020)
57, No. 3 (2020)
57, No. 2 (2020)
57, No. 1 (2020)
56, No. 4 (2019)
56, No. 3 (2019)
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40, No. 4 (2003)
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39, No. 4 (2002)
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39, No. 1 (2002)
38A, Spec. Iss. (2001)
38, No. 4 (2001)
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38, No. 1 (2001)
37, No. 4 (2000)
37, No. 3 (2000)
37, No. 2 (2000)
37, No. 1 (2000)
36, No. 4 (1999)
36, No. 3 (1999)
36, No. 2 (1999)
36, No. 1 (1999)
35, No. 4 (1998)
35, No. 3 (1998)
35, No. 2 (1998)
35, No. 1 (1998)
34, No. 4 (1997)
...and 65 more Volumes
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Authors

34 Ross, Sheldon Mark
30 Seneta, Eugene
28 Heyde, Christopher Charles
26 Kella, Offer
24 Daley, Daryl John
24 Gani, Joseph Mark
22 Miyazawa, Masakiyo
22 Stadje, Wolfgang
21 Boxma, Onno Johan
21 Pakes, Anthony G.
20 Ball, Frank G.
20 Ebrahimi, Nader D.
20 Resnick, Sidney Ira
20 Shanthikumar, Jeyaveerasingam George
19 Lefèvre, Claude
19 Neuts, Marcel Fernand
19 Whitt, Ward
17 Shepp, Lawrence Alan
16 Cha, Ji Hwan
16 Pollett, Philip K.
16 Renshaw, Eric
16 Savits, Thomas H.
16 Sudbury, Aidan
15 Brockwell, Peter J.
15 Doney, Ronald Arthur
15 Holst, Lars
15 Phatarfod, Ravindra M.
15 Shaked, Moshe
15 Takács, Lajos
15 Walrand, Jean C.
14 Barbour, Andrew D.
14 Block, Henry W.
14 Bruss, Franz Thomas
14 Cowan, Richard J.
14 Glazebrook, Kevin D.
14 Janson, Svante
14 Klebaner, Fima C.
14 Kyprianou, Andreas E.
13 Asmussen, Søren
13 Balakrishnan, Narayanaswamy
13 Borovkov, Konstantin A.
13 Iksanov, Aleksander M.
13 Jagers, Peter
13 Keilson, Julian
13 Langberg, Naftali A.
13 Mahmoud, Hosam M.
13 Mandjes, Michel Robertus Hendrikus
13 Ricciardi, Luigi Maria
13 Righter, Rhonda
13 Taylor, Peter Gerrard
13 Teugels, Jozef L.
13 Wolff, Ronald W.
12 Di Crescenzo, Antonio
12 Haigh, John
12 McCormick, William P.
12 Peköz, Erol A.
12 Rüschendorf, Ludger
12 Sumita, Ushio
12 Weber, Richard Robert
12 Whittle, Peter
11 Baccelli, François Louis
11 Billard, Lynne
11 Britton, Tom
11 Brown, Mark
11 Glynn, Peter W.
11 Kaplan, Norman L.
11 Kijima, Masaaki
11 Kingman, John Frank Charles
11 Klüppelberg, Claudia
11 Möhle, Martin
11 Moran, Patrick Alfred Pierce
11 Natvig, Bent
11 Proschan, Frank
11 Rogers, L. C. G.
11 Tang, Qihe
11 Weiner, Howard Jacob
11 Zacks, Shelemyahu
10 Arnold, Barry Charles
10 Athreya, Krishna Balasundaram
10 Chen, Anyue
10 Conolly, Brian W.
10 Ekström, Erik
10 Gnedin, Alexander V.
10 Grübel, Rudolf
10 Guillemin, Fabrice M.
10 Hall, Peter Gavin
10 Hannan, Edward James
10 Hines, W. G. S.
10 Hüsler, Jürg
10 Kennedy, Douglas P.
10 Letac, Gérard G.
10 Picard, Philippe
10 Quine, Malcolm P.
10 Sericola, Bruno
10 Sigman, Karl
10 Szekli, Ryszard
10 Yao, Yi-Ching
10 Zuckerman, Dror
9 Chao, Xiuli
9 Gonzalez-Velasco, Miguel
...and 4,062 more Authors
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Fields

4,559 Probability theory and stochastic processes (60-XX)
933 Statistics (62-XX)
818 Operations research, mathematical programming (90-XX)
436 Biology and other natural sciences (92-XX)
379 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
159 Computer science (68-XX)
157 Numerical analysis (65-XX)
147 Combinatorics (05-XX)
120 Systems theory; control (93-XX)
70 Statistical mechanics, structure of matter (82-XX)
48 Information and communication theory, circuits (94-XX)
37 Convex and discrete geometry (52-XX)
34 Linear and multilinear algebra; matrix theory (15-XX)
33 History and biography (01-XX)
25 Partial differential equations (35-XX)
23 Calculus of variations and optimal control; optimization (49-XX)
22 Integral transforms, operational calculus (44-XX)
19 Dynamical systems and ergodic theory (37-XX)
18 Operator theory (47-XX)
17 Special functions (33-XX)
17 Ordinary differential equations (34-XX)
16 Real functions (26-XX)
15 Measure and integration (28-XX)
15 Geophysics (86-XX)
14 Difference and functional equations (39-XX)
14 Approximations and expansions (41-XX)
12 Integral equations (45-XX)
11 Number theory (11-XX)
8 Functional analysis (46-XX)
7 Functions of a complex variable (30-XX)
7 Harmonic analysis on Euclidean spaces (42-XX)
4 Mathematical logic and foundations (03-XX)
4 Sequences, series, summability (40-XX)
4 Quantum theory (81-XX)
3 General and overarching topics; collections (00-XX)
3 Nonassociative rings and algebras (17-XX)
3 Differential geometry (53-XX)
3 Global analysis, analysis on manifolds (58-XX)
3 Mechanics of particles and systems (70-XX)
2 Order, lattices, ordered algebraic structures (06-XX)
2 Field theory and polynomials (12-XX)
2 Geometry (51-XX)
2 Mechanics of deformable solids (74-XX)
2 Fluid mechanics (76-XX)
2 Optics, electromagnetic theory (78-XX)
2 Classical thermodynamics, heat transfer (80-XX)
2 Mathematics education (97-XX)
1 Commutative algebra (13-XX)
1 Group theory and generalizations (20-XX)
1 Abstract harmonic analysis (43-XX)
1 General topology (54-XX)
1 Astronomy and astrophysics (85-XX)

Publications by Year

Citations contained in zbMATH Open

4,226 Publications have been cited 36,144 times in 22,207 Documents Cited by Year
Solutions of ordinary differential equations as limits of pure jump Markov processes. Zbl 0191.47301
Kurtz, T. G.
209
1970
A new family of life distributions. Zbl 0209.49801
Birnbaum, Z. W.; Saunders, S. C.
205
1969
Limit theorems for continuous-time random walks with infinite mean waiting times. Zbl 1065.60042
Meerschaert, Mark M.; Scheffler, Hans-Peter
169
2004
Changes of numéraire, changes of probability measure and option pricing. Zbl 0829.90007
Geman, Hélyette; El Karoui, Nicole; Rochet, Jean-Charles
168
1995
The value of an Asian option. Zbl 0839.90013
Rogers, L. C. G.; Shi, Z.
164
1995
A versatile Markovian point process. Zbl 0422.60043
Neuts, Marcel F.
162
1979
On the genealogy of large populations. Zbl 0516.92011
Kingman, J. F. C.
161
1982
Limit theorems for sequences of jump Markov processes approximating ordinary differential processes. Zbl 0219.60060
Kurtz, T. G.
159
1971
Imperfect repair. Zbl 0526.60080
Brown, Mark; Proschan, Frank
144
1983
The asymptotic theory of linear time-series models. Zbl 0261.62073
Hannan, E. J.
135
1973
Subexponential distributions and integrated tails. Zbl 0651.60020
Klüppelberg, Claudia
129
1988
Estimation for a family of life distributions with applications to fatigue. Zbl 0216.22702
Birnbaum, Z. W.; Saunders, S. C.
124
1969
Product-form queueing networks with negative and positive customers. Zbl 0741.60091
Gelenbe, Erol
122
1991
Non-strong mixing autoregressive processes. Zbl 0552.60049
Andrews, Donald W. K.
118
1984
Diffusion models in population genetics. Zbl 0134.38103
Kimura, Motoo
116
1964
Some results for repairable systems with general repair. Zbl 0671.60080
Kijima, Masaaki
115
1989
Age-dependent minimal repair. Zbl 0564.60084
Block, Henry W.; Borges, Wagner S.; Savits, Thomas H.
113
1985
The general coalescent with asynchronous mergers of ancestral lines. Zbl 0962.92026
Sagitov, Serik
112
1999
A cluster process representation of a self-exciting process. Zbl 0305.60021
Hawkes, Alan G.; Oakes, David
110
1974
Martingale convergence in the branching random walk. Zbl 0356.60053
Biggins, J. D.
109
1977
Weak convergence of probability measures and random functions in the function space D\([0,\infty)\). Zbl 0258.60008
Lindvall, Torgny
108
1973
On the eigenvalues of random matrices. Zbl 0807.15015
Diaconis, Persi; Shahshahani, Mehrdad
106
1994
Approximations of small jumps of Lévy processes with a view towards simulation. Zbl 0989.60047
Asmussen, Søren; Rosiński, Jan
99
2001
Perburbation theory and finite Markov chains. Zbl 0196.19803
Schweitzer, Paul J.
97
1968
Inequalities with applications to percolation and reliability. Zbl 0571.60019
van den Berg, J.; Kesten, H.
96
1985
A logarithmic reduction algorithm for quasi-birth-death processes. Zbl 0789.60055
Latouche, Guy; Ramaswami, V.
95
1993
An integer-valued p th-order autoregressive structure (INAR(p)) process. Zbl 0704.62081
Alzaid, A. A.; Al-Osh, M.
94
1990
On quasi-stationary distributions on absorbing discrete-time finite Markov chains. Zbl 0134.34704
Darroch, J. N.; Seneta, E.
90
1965
On estimating the diffusion coefficient from discrete observations. Zbl 0796.62070
Florens-Zmirou, Danielle
85
1993
Stochastic approach to chemical kinetics. Zbl 0231.60090
McQuarrie, Donald A.
82
1967
Large deviations of heavy-tailed random sums with applications in insurance and finance. Zbl 0903.60021
Klüppelberg, C.; Mikosch, T.
80
1997
Convolution equivalence and infinite divisibility. Zbl 1051.60019
Pakes, Anthony G.
76
2004
On quasi-stationary distributions in absorbing continuous-time finite Markov chains. Zbl 0168.16303
Darroch, J. N.; Seneta, E.
75
1967
Exponential behavior in the presence of dependence in risk theory. Zbl 1097.62110
Albrecher, Hansjörg; Teugels, Jef L.
74
2006
Optimality of the shortest line discipline. Zbl 0357.60023
Winston, Wayne
72
1977
Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms. Zbl 1137.62015
Roberts, Gareth O.; Rosenthal, Jeffrey S.
72
2007
Extreme values of independent stochastic processes. Zbl 0384.60055
Brown, Bruce M.; Resnick, Sidney I.
70
1977
On the rate of convergence of normal extremes. Zbl 0403.60024
Hall, Peter
70
1979
On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states. Zbl 0147.36603
Seneta, E.; Vere-Jones, D.
69
1966
Diffusion approximations in collective risk theory. Zbl 0191.51202
Iglehart, D. L.
69
1969
Limit theorems for iterated random functions. Zbl 1046.60024
Wu, Wei Biao; Shao, Xiaofeng
69
2004
Oscillating random walk models for GI/G/1 vacation systems with Bernoulli schedules. Zbl 0612.60087
Keilson, J.; Servi, L. D.
68
1986
Restless bandits: Activity allocation in a changing world. Zbl 0664.90043
Whittle, P.
68
1988
Precise large deviations for sums of random variables with consistently varying tails. Zbl 1051.60032
Ng, Kai W.; Tang, Qihe; Yan, Jia-An; Yang, Hailiang
68
2004
A supplement to the strong law of large numbers. Zbl 0305.60008
Heyde, C. C.
64
1975
Dispersive ordering of distributions. Zbl 0481.60022
Shaked, Moshe
63
1982
Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov- Smirnov test. Zbl 0225.60037
Durbin, J.
63
1971
Diffusion with ’collisions’ between particles. Zbl 0139.34804
Harris, T. E.
62
1965
The second-order analysis of stationary point processes. Zbl 0364.60087
Ripley, B. D.
62
1976
A continuous-time GARCH process driven by a Lévy process: Stationarity and second-order behaviour. Zbl 1068.62093
Klüppelberg, Claudia; Lindner, Alexander; Maller, Ross
61
2004
Entropy-based measure of uncertainty in past lifetime distributions. Zbl 1003.62087
Di Crescenzo, Antonio; Longobardi, Maria
61
2002
Exact and ordinary lumpability in finite Markov chains. Zbl 0796.60073
Buchholz, Peter
60
1994
Applications of the hazard rate ordering in reliability and order statistics. Zbl 0793.62053
Boland, Philip J.; El-Neweihi, Emad; Proschan, Frank
60
1994
The strong law of large numbers for extended negatively dependent random variables. Zbl 1213.60058
Chen, Yiqing; Chen, Anyue; Ng, Kai W.
60
2010
Asymptotic behaviour of continuous time, continuous state-space branching processes. Zbl 0301.60060
Grey, D. R.
60
1974
On the tails of waiting-time distributions. Zbl 0314.60072
Pakes, A. G.
60
1975
Useful martingales for stochastic storage processes with Lévy input. Zbl 0761.60065
Kella, Offer; Whitt, Ward
59
1992
The threshold behaviour of epidemic models. Zbl 0519.92023
Ball, Frank
59
1983
Chernoff’s theorem in the branching random walk. Zbl 0373.60090
Biggins, J. D.
58
1977
Mixture representations of residual lifetimes of used systems. Zbl 1155.60305
Navarro, Jorge; Balakrishnan, N.; Samaniego, Francisco J.
58
2008
Analysis of the \(M^ X/G/1\) queue with \(N\)-policy and multiple vacations. Zbl 0804.60081
Lee, Ho Woo; Lee, Soon Seok; Park, Jeong Ok; Chae, K. C.
57
1994
Logarithmic asymptotics for steady-state tail probabilities in a single- server queue. Zbl 0805.60093
Glynn, Peter W.; Whitt, Ward
57
1994
Partial orderings of distributions based on right-spread functions. Zbl 0898.62124
Fernández Ponce, J. M.; Kochar, S. C.; Muñoz Pérez, J.
57
1998
Multivariate distributions for the life lengths of components of a system sharing a common environment. Zbl 0603.60084
Lindley, Dennis V.; Singpurwalla, Nozer D.
57
1986
Discrimination between monotonic trends and long-range dependence. Zbl 0623.62085
Künsch, H.
56
1986
On the prediction of fractional Brownian motion. Zbl 0861.60049
Gripenberg, Gustaf; Norros, Ilkka
55
1996
The stationary distribution of the infinitely-many neutral alleles diffusion model. Zbl 0356.92012
Watterson, G. A.
55
1976
Multivariate normal approximations by Stein’s method and size bias couplings. Zbl 0845.60023
Goldstein, Larry; Rinott, Yosef
54
1996
Non-linear time series regression. Zbl 0227.62052
Hannan, E. J.
53
1971
The total progeny in a branching process and a related random walk. Zbl 0192.54401
Dwass, M.
52
1969
Signatures of indirect majority systems. Zbl 1042.62090
Boland, Philip J.
52
2001
The first-passage density of a continuous Gaussian process to a general boundary. Zbl 0576.60029
Durbin, J.
52
1985
Queues with negative arrivals. Zbl 0744.60110
Gelenbe, Erol; Glynn, Peter; Sigman, Karl
51
1991
A Pollaczek-Khintchine formula for \(M/G/1\) queues with disasters. Zbl 0867.60082
Jain, Gautam; Sigman, Karl
51
1996
On the optimal assignment of customers to parallel servers. Zbl 0378.60095
Weber, Richard R.
51
1978
Multistate reliability models. Zbl 0435.60088
Griffith, William S.
51
1980
Distributional study of De Finetti’s dividend problem for a general Lévy insurance risk process. Zbl 1137.60047
Kyprianou, A. E.; Palmowski, Z.
51
2007
An upper bound for the probability of a union. Zbl 0349.60007
Hunter, David
50
1976
The M/M/1 queue with mass exodus and mass arrivals when empty. Zbl 0876.60079
Chen, Anyue; Renshaw, Eric
50
1997
Longest common subsequences of two random sequences. Zbl 0313.60008
Chvatal, Vaclav; Sankoff, David
50
1975
Aspects of positive ageing. Zbl 0612.60072
Deshpande, Jayant V.; Kochar, Subhash C.; Singh, Harshinder
50
1986
Pseudo-conservation laws in cyclic-service systems. Zbl 0639.60087
Boxma, O. J.; Groenendijk, W. P.
50
1987
On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012
Cai, Jun; Tang, Qihe
50
2004
Some new results on stochastic comparisons of parallel systems. Zbl 0995.62104
Khaledi, Baha-Eldin; Kochar, Subhash
50
2000
Marked point processes as limits of Markovian arrival streams. Zbl 0778.60035
Asmussen, Søren; Koole, Ger
49
1993
An explicit solution to an optimal stopping problem with regime switching. Zbl 0988.60038
Guo, Xin
49
2001
A threshold AR(1) model. Zbl 0541.62073
Petruccelli, Joseph D.; Woolford, Samuel W.
49
1984
Approximations of boundary crossing probabilities for a Brownian motion. Zbl 0978.60092
Novikov, Alex; Frishling, Volf; Kordzakhia, Nino
48
1999
Multivariate Hawkes processes: an application to financial data. Zbl 1242.62093
Embrechts, Paul; Liniger, Thomas; Lin, Lu
48
2011
New partial ordering of survival functions based on the notion of uncertainty. Zbl 0817.62082
Ebrahimi, Nader; Pellerey, Franco
48
1995
G-networks with triggered customer movement. Zbl 0781.60088
Gelenbe, Erol
47
1993
First-passage-time density and moments of the Ornstein-Uhlenbeck process. Zbl 0651.60080
Ricciardi, Luigi M.; Sato, Shunsuke
47
1988
Dispersive distributions and the connection between dispersivity and strong unimodality. Zbl 0453.60023
Lewis, Toby; Thompson, J. W.
47
1981
Sensitivity and convergence of uniformly ergodic Markov chains. Zbl 1092.60027
Mitrophanov, A. Yu.
47
2005
Hazard rate ordering of order statistics and systems. Zbl 1111.62098
Navarro, Jorge; Shaked, Moshe
47
2006
Evolutionarily stable strategies with two types of player. Zbl 0398.90120
Taylor, Peter D.
46
1979
A quantum-mechanical central limit theorem. Zbl 0224.60049
Cushen, C. D.; Hudson, R. L.
46
1971
Saddlepoint expansions for conditional distributions. Zbl 0638.62018
Skovgaard, Ib M.
46
1987
Martingales versus PDEs in finance: an equivalence result with examples. Zbl 0996.91069
Heath, David; Schweizer, Martin
46
2000
Portfolio optimization with unobservable Markov-modulated drift process. Zbl 1138.93428
Rieder, Ulrich; Bäuerle, Nicole
45
2005
Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift. Zbl 1458.91208
Sass, Jörn; Westphal, Dorothee; Wunderlich, Ralf
1
2021
A product form for the general stochastic matching model. Zbl 07364095
Moyal, Pascal; Bušić, Ana; Mairesse, Jean
1
2021
Branching processes in a random environment with immigration stopped at zero. Zbl 1434.60240
Dyakonova, Elena; Li, Doudou; Vatutin, Vladimir; Zhang, Mei
3
2020
Simultaneous ruin probability for two-dimensional Brownian risk model. Zbl 1464.60031
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew
3
2020
Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model. Zbl 1443.60068
Nguyen, Dang H.; Nguyen, Nhu N.; Yin, George
3
2020
A unifying approach to branching processes in a varying environment. Zbl 1434.60242
Kersting, Götz
2
2020
Tails of exit times from unstable equilibria on the line. Zbl 1464.60057
Bakhtin, Yuri; Pajor-Gyulai, Zsolt
2
2020
Weak convergence of random processes with immigration at random times. Zbl 1434.60068
Dong, Congzao; Iksanov, Alexander
1
2020
A functional limit theorem for general shot noise processes. Zbl 1434.60106
Iksanov, Alexander; Rashytov, Bohdan
1
2020
Strong convergence of multivariate maxima. Zbl 1462.60068
Falk, Michael; Padoan, Simone A.; Rizzelli, Stefano
1
2020
On the extension of signature-based representations for coherent systems with dependent non-exchangeable components. Zbl 1464.60015
Navarro, Jorge; Fernández-Sánchez, Juan
1
2020
Asymptotic results on Hoppe trees and their variations. Zbl 1444.05041
Hiesmayr, Ella; Işlak, Ümit
1
2020
Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications. Zbl 1457.60026
Li, Lu; Wu, Qinyu; Mao, Tiantian
1
2020
Decorrelation of a class of Gibbs particle processes and asymptotic properties of \(U\)-statistics. Zbl 1457.60066
Beneš, Viktor; Hofer-Temmel, Christoph; Last, Günter; Večeřa, Jakub
1
2020
Maximizing the \(p\)th moment of the exit time of planar Brownian motion from a given domain. Zbl 1457.60125
Boudabra, Maher; Markowsky, Greg
1
2020
Robust Wasserstein profile inference and applications to machine learning. Zbl 1436.62336
Blanchet, Jose; Kang, Yang; Murthy, Karthyek
10
2019
Exit problems for general draw-down times of spectrally negative Lévy processes. Zbl 1415.60048
Li, Bo; Vu, Nhat Linh; Zhou, Xiaowen
6
2019
Limit theorems for the fractional nonhomogeneous Poisson process. Zbl 1418.60025
Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan
4
2019
Asymptotic behaviour of randomised fractional volatility models. Zbl 1465.60071
Horvath, Blanka; Jacquier, Antoine; Lacombe, Chloé
4
2019
Relational exchangeability. Zbl 1418.60027
Crane, Harry; Dempsey, Walter
3
2019
Inhomogeneous phase-type distributions and heavy tails. Zbl 1428.62103
Albrecher, Hansjörg; Bladt, Mogens
3
2019
Is the Sibuya distribution a progeny? Zbl 1418.60112
Letac, Gérard
2
2019
Exact simulation of generalised Vervaat perpetuities. Zbl 1418.60040
Dassios, Angelos; Qu, Yan; Lim, Jia Wei
2
2019
Absolute regularity of semi-contractive GARCH-type processes. Zbl 1418.60029
Doukhan, Paul; Neumann, Michael H.
2
2019
A particle system approach to aggregation phenomena. Zbl 1416.35139
Flandoli, Franco; Leocata, Marta
2
2019
First passage upwards for state-dependent-killed spectrally negative Lévy processes. Zbl 1415.60050
Vidmar, Matija
2
2019
On first exit times and their means for Brownian bridges. Zbl 1436.60075
Geiss, Christel; Luoto, Antti; Salminen, Paavo
2
2019
On negative association of some finite point processes on general state spaces. Zbl 1418.60042
Last, Günter; Szekli, Ryszard
1
2019
Preservation of the mean residual life order for coherent and mixed systems. Zbl 1418.60013
Lindqvist, Bo H.; Samaniego, Francisco J.; Wang, Nana
1
2019
Central limit theorem for mean and variogram estimators in Lévy-based models. Zbl 1418.60017
Rønn-Nielsen, Anders; Vedel Jensen, Eva B.
1
2019
Cramér type moderate deviations for random fields. Zbl 1418.60018
Beknazaryan, Aleksandr; Sang, Hailin; Xiao, Yimin
1
2019
On the existence of sure profits via flash strategies. Zbl 1422.91650
Fontana, Claudio; Pelger, Markus; Platen, Eckhard
1
2019
The \(N\)-star network evolution model. Zbl 1416.05258
Fazekas, István; Noszály, Csaba; Perecsényi, Attila
1
2019
On the rate of convergence for the length of the longest common subsequences in hidden Markov models. Zbl 1415.60013
Houdré, C.; Kerchev, G.
1
2019
On association and other forms of positive dependence for Feller processes. Zbl 1415.60022
Tu, Eddie
1
2019
Degree correlations in scale-free random graph models. Zbl 1421.05082
Stegehuis, Clara
1
2019
A martingale approach for asset allocation with derivative security and hidden economic risk. Zbl 1425.91408
Siu, Tak Kuen; Zhu, Jinxia; Yang, Hailiang
1
2019
Transient and slim versus recurrent and fat: random walks and the trees they grow. Zbl 1436.60084
Iacobelli, Giulio; Figueiredo, Daniel R.; Neglia, Giovanni
1
2019
Branching Brownian motion with spatially homogeneous and point-catalytic branching. Zbl 1436.60077
Bocharov, Sergey; Wang, Li
1
2019
Discrete-type approximations for non-Markovian optimal stopping problems. I. Zbl 1427.60069
Leão, Dorival; Ohashi, Alberto; Russo, Francesco
1
2019
Runoff on rooted trees. Zbl 1427.60203
Jones, Owen Dafydd
1
2019
Skeletal stochastic differential equations for continuous-state branching processes. Zbl 1427.60176
Fekete, D.; Fontbona, J.; Kyprianou, A. E.
1
2019
Monte Carlo integration with a growing number of control variates. Zbl 1427.60048
Portier, François; Segers, Johan
1
2019
On maxima of stationary fields. Zbl 1427.60099
Soja-Kukieła, N.
1
2019
Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes. Zbl 1432.91099
Goffard, Pierre-Olivier; Sarantsev, Andrey
1
2019
Pathwise large deviations for the rough Bergomi model. Zbl 1405.60037
Jacquier, Antoine; Pakkanen, Mikko S.; Stone, Henry
9
2018
Infinite-server queues with Hawkes input. Zbl 1402.60120
Koops, D. T.; Saxena, M.; Boxma, O. J.; Mandjes, M.
6
2018
A conditional limit theorem for high-dimensional \(\ell^p\)-spheres. Zbl 1405.60038
Kim, Steven S.; Ramanan, Kavitar
6
2018
General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes. Zbl 1396.91314
Wang, Wenyuan; Zhou, Xiaowen
6
2018
Why is Kemeny’s constant a constant? Zbl 1405.60112
Bini, Dario; Hunter, Jeffrey J.; Latouche, Guy; Meini, Beatrice; Taylor, Peter
5
2018
Effective procedure of verifying stochastic ordering of system lifetimes. Zbl 1405.60026
Rychlik, Tomasz; Navarro, Jorge; Rubio, Rafael
5
2018
Multiple drawing multi-colour urns by stochastic approximation. Zbl 1401.60035
Lasmar, Nabil; Mailler, Cécile; Selmi, Olfa
5
2018
Stochastic LU factorizations, Darboux transformations and urn models. Zbl 1402.60090
Grünbaum, F. Alberto; de la Iglesia, Manuel D.
4
2018
Uniform decomposition of probability measures: quantization, clustering and rate of convergence. Zbl 1405.60025
Chevallier, Julien
4
2018
New nonparametric classes of distributions in terms of mean time to failure in age replacement. Zbl 1409.62196
Izadi, Muhyiddin; Sharafi, Maryam; Khaledi, Baha-Eldin
4
2018
On perpetuities with gamma-like tails. Zbl 1401.60127
Buraczewski, Dariusz; Dyszewski, Piotr; Iksanov, Alexander; Marynych, Alexander
4
2018
A quenched central limit theorem for biased random walks on supercritical Galton-Watson trees. Zbl 1401.60051
Bowditch, Adam
4
2018
Multi-type branching processes with time-dependent branching rates. Zbl 1402.60107
Dolgopyat, D.; Hebbar, P.; Koralov, L.; Perlman, M.
3
2018
Functional limit theorems for the number of busy servers in a \(\mathrm{G}/\mathrm{G}/\infty\) queue. Zbl 1396.60035
Iksanov, Alexander; Jedidi, Wissem; Bouzeffour, Fethi
3
2018
Inhomogeneous random graphs, isolated vertices, and Poisson approximation. Zbl 1396.05102
Penrose, Mathew D.
3
2018
Univariate and multivariate stochastic comparisons and ageing properties of the generalized Pólya process. Zbl 1401.60023
Badía, F. G.; Sangüesa, C.; Cha, Ji Hwan
3
2018
A temporal approach to the Parisian risk model. Zbl 1396.60045
Li, Bin; Willmot, Gordon E.; Wong, Jeff T. Y.
3
2018
Stochastic comparisons of coherent systems under different random environments. Zbl 1403.90256
Amini-Seresht, Ebrahim; Zhang, Yiying; Balakrishnan, Narayanaswamy
3
2018
On unimodality of the lifetime distribution of coherent systems with failure-dependent component lifetimes. Zbl 1401.62194
Bieniek, M.; Burkschat, M.
3
2018
Occupation times of alternating renewal processes with Lévy applications. Zbl 1405.60133
Starreveld, Nicos; Bekker, Réne; Mandjes, Michel
2
2018
Domains of attraction for positive and discrete tempered stable distributions. Zbl 1401.60034
Grabchak, Michael
2
2018
On multivariate records from random vectors with independent components. Zbl 1401.60097
Falk, M.; Khorrami Chokami, A.; Padoan, S. A.
2
2018
On a jump-telegraph process driven by an alternating fractional Poisson process. Zbl 1401.60062
Di Crescenzo, Antonio; Meoli, Alessandra
2
2018
Exact simulation of multidimensional reflected Brownian motion. Zbl 1401.65006
Blanchet, Jose; Murthy, Karthyek
2
2018
Exact moderate and large deviations for linear random fields. Zbl 1401.60047
Sang, Hailin; Xiao, Yimin
2
2018
Joint distribution of a Lévy process and its running supremum. Zbl 1396.60049
Coutin, Laure; Pontier, Monique; Ngom, Waly
2
2018
Exponential models by Orlicz spaces and applications. Zbl 1407.62127
Santacroce, Marina; Siri, Paola; Trivellato, Barbara
1
2018
Characterization and simplification of optimal strategies in positive stochastic games. Zbl 1417.91072
Flesch, János; Predtetchinski, Arkadi; Sudderth, William
1
2018
Relaxation of monotone coupling conditions: Poisson approximation and beyond. Zbl 1402.62022
Daly, Fraser; Johnson, Oliver
1
2018
Reach of repulsion for determinantal point processes in high dimensions. Zbl 1402.60058
Baccelli, François; O’Reilly, Eliza
1
2018
Pair correlation functions and limiting distributions of iterated cluster point processes. Zbl 1402.60060
Møller, Jesper; Christoffersen, Andreas D.
1
2018
Frog models on trees through renewal theory. Zbl 1402.60128
Gallo, Sandro; Rodriguez, Pablo M.
1
2018
From trees to graphs: collapsing continuous-time branching processes. Zbl 1400.05210
Garavaglia, A.; van der Hofstad, R.
1
2018
Optimal routeing in two-queue polling systems. Zbl 1402.60117
Adan, I. J. B. F.; Kulkarni, V. G.; Lee, N.; Lefeber, E.
1
2018
Approximation of excessive backlog probabilities of two tandem queues. Zbl 1401.60081
Sezer, Ali Devin
1
2018
Partisan gerrymandering with geographically compact districts. Zbl 1405.60058
Alexeev, Boris; Mixon, Dustin G.
1
2018
On random quadratic forms: supports of potential local maxima. Zbl 1407.37122
Pittel, Boris
1
2018
Weak convergence of the number of vertices at intermediate levels of random recursive trees. Zbl 1405.60031
Iksanov, Alexander; Kabluchko, Zakhar
1
2018
Structure-preserving equivalent martingale measures for \(\mathcal H\)-SII models. Zbl 1401.60075
Criens, David
1
2018
On the age of a randomly picked individual in a linear birth-and-death process. Zbl 1401.60162
Kück, Fabian; Schuhmacher, Dominic
1
2018
Uniformly efficient simulation for extremes of Gaussian random fields. Zbl 1401.65011
Li, Xiaoou; Xu, Gongjun
1
2018
A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular \(\mathbb{Z}^d\)-actions. Zbl 1401.60055
Bhattacharya, Ayan; Roy, Parthanil
1
2018
Stein’s method for negatively associated random variables with applications to second-order stationary random fields. Zbl 1401.60040
Wiroonsri, Nathakhun
1
2018
On stochastic comparisons of \(k\)-out-of-\(n\) systems with Weibull components. Zbl 1401.60024
Balakrishnan, Narayanaswamy; Barmalzan, Ghobad; Haidari, Abedin
1
2018
Recursive formula for the double-barrier Parisian stopping time. Zbl 1398.91579
Dassios, Angelos; Lim, Jia Wei
1
2018
Recovering a hidden community beyond the Kesten-Stigum threshold in \(O(| E|\log^\ast| V|)\) time. Zbl 1401.62085
Hajek, Bruce; Wu, Yihong; Xu, Jiaming
1
2018
On the significands of uniform random variables. Zbl 1396.60026
Berger, Arno; Twelves, Isaac
1
2018
On an ageing class based on the moment generating function order. Zbl 1401.62198
Ghosh, Shyamal; Mitra, Murari
1
2018
Self-normalized large deviation for supercritical branching processes. Zbl 1401.60158
Chu, Weijuan
1
2018
Weighted least-squares estimation for the subcritical Heston process. Zbl 1401.62134
du Roy de Chaumaray, M.
1
2018
On the consistency of the spacings test for multivariate uniformity, including on manifolds. Zbl 1401.62089
Henze, Norbert
1
2018
On the last exit times for spectrally negative Lévy processes. Zbl 1400.60068
Li, Yingqiu; Yin, Chuancun; Zhou, Xiaowen
9
2017
On the asymptotics of constrained exponential random graphs. Zbl 1396.05101
Kenyon, Richard; Yin, Mei
8
2017
Large deviation principle for epidemic models. Zbl 1402.60034
Pardoux, Etienne; Samegni-Kepgnou, Brice
8
2017
Nonuniversality of weighted random graphs with infinite variance degree. Zbl 1396.05098
Baroni, Enrico; Van Der Hofstad, Remco; Komjáthy, Júlia
7
2017
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Cited by 18,482 Authors

122 Balakrishnan, Narayanaswamy
98 Mandjes, Michel Robertus Hendrikus
76 Boxma, Onno Johan
69 Hashorva, Enkelejd
67 Cha, Ji Hwan
66 Li, Xiaohu
59 Stadje, Wolfgang
58 Leonenko, Nikolai N.
57 Lefèvre, Claude
55 Whitt, Ward
54 Eryılmaz, Serkan N.
54 Navarro, Jorge
52 Finkelstein, Maxim
51 Tang, Qihe
49 Asmussen, Søren
49 Zhao, Peng
48 Perry, David
47 Resnick, Sidney Ira
46 Guo, Xianping
46 Kyprianou, Andreas E.
46 Wang, Yuebao
44 Pakes, Anthony G.
44 Shaked, Moshe
43 Klüppelberg, Claudia
43 Palmowski, Zbigniew
43 Willmot, Gordon E.
42 Zeifman, Alexander Izrailevich
42 Zwart, Bert P.
41 Di Crescenzo, Antonio
40 Ball, Frank G.
40 Dębicki, Krzysztof
40 Nadarajah, Saralees
40 Seneta, Eugene
39 Kim, Bara
39 Meerschaert, Mark Marvin
39 Ruiz, José-María
39 Sheu, Sheyhuei
38 Leiva, Víctor
37 Iksanov, Aleksander M.
37 Mahmoud, Hosam M.
36 Belzunce, Félix
36 Foss, Sergey G.
36 Gonzalez-Velasco, Miguel
36 Ke, Jauchuan
36 Kochar, Subhash C.
36 Mota, Manuel
35 Hu, Taizhong
35 Kundu, Debasis
35 Pollett, Philip K.
34 Glazebrook, Kevin D.
34 Kabluchko, Zakhar A.
34 Roberts, Gareth O.
34 Taylor, Peter Gerrard
33 Adan, Ivo J. B. F.
33 Artalejo, Jesus R.
33 Kella, Offer
33 Landriault, David
33 Šiaulys, Jonas
33 Wang, Kaiyong
33 Wu, Wei Biao
32 Leipus, Remigijus
32 Lemonte, Artur José
32 Parthasarathy, Panamalai Ramarao
32 Pellerey, Franco
32 van der Hofstad, Remco W.
32 van Leeuwaarden, Johan S. H.
31 Denuit, Michel M.
31 Tan, Zhongquan
30 Albrecher, Hansjörg
30 Glynn, Peter W.
30 Gupta, Ramesh Chandra
30 Huillet, Thierry E.
30 Janson, Svante
30 Ma, Chunsheng
30 Molina, Manuel
30 Nanda, Asok K.
29 Cordeiro, Gauss Moutinho
29 Hüsler, Jürg
29 Li, Junping
29 Yang, Hailiang
29 Yor, Marc
28 Chen, Anyue
28 Knessl, Charles
28 Orsingher, Enzo
28 Peng, Zuoxiang
28 Shanthikumar, Jeyaveerasingam George
28 Vellaisamy, Palaniappan
27 Barbour, Andrew D.
27 Durrett, Richard Timothy
27 Mikosch, Thomas
27 Nane, Erkan
27 Rüschendorf, Ludger
26 Asadi, Majid
26 Blanchet, Jose H.
26 Goldstein, Larry
26 Ivanovs, Jevgeņijs
26 Kim, Jeongsim
26 Möhle, Martin
26 Sordo, Miguel A.
26 Xu, Maochao
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Cited in 824 Journals

1,039 Statistics & Probability Letters
1,010 Stochastic Processes and their Applications
920 Journal of Applied Probability
589 Queueing Systems
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283 Operations Research Letters
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135 Metrika
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66 Econometric Theory
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57 Communications in Mathematical Physics
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52 ALEA. Latin American Journal of Probability and Mathematical Statistics
51 Acta Applicandae Mathematicae
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51 Brazilian Journal of Probability and Statistics
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48 Kybernetika
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47 Statistical Science
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46 Automation and Remote Control
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44 Operations Research
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43 Automatica
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