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-issueshttp://projecteuclid.org/jap Comments: Indexed cover-to-cover Documents Indexed: 5,331 Publications (since 1964) References Indexed: 1,532 Publications with 29,279 References. all top 5 Latest Issues 59, No. 1 (2022) 58, No. 4 (2021) 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) 56, No. 2 (2019) 56, No. 1 (2019) 55, No. 4 (2018) 55, No. 3 (2018) 55, No. 2 (2018) 55, No. 1 (2018) 54, No. 4 (2017) 54, No. 3 (2017) 54, No. 2 (2017) 54, No. 1 (2017) 53, No. 4 (2016) 53, No. 3 (2016) 53, No. 2 (2016) 53, No. 1 (2016) 52, No. 4 (2015) 52, No. 3 (2015) 52, No. 2 (2015) 52, No. 1 (2015) 51A, Spec. 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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 Navarro, Jorge 10 Picard, Philippe 10 Quine, Malcolm P. 10 Sericola, Bruno 10 Sigman, Karl 10 Szekli, Ryszard 10 Yao, Yi-Ching ...and 4,102 more Authors all top 5 Fields 4,588 Probability theory and stochastic processes (60-XX) 933 Statistics (62-XX) 823 Operations research, mathematical programming (90-XX) 438 Biology and other natural sciences (92-XX) 385 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 161 Computer science (68-XX) 160 Numerical analysis (65-XX) 153 Combinatorics (05-XX) 121 Systems theory; control (93-XX) 70 Statistical mechanics, structure of matter (82-XX) 48 Information and communication theory, circuits (94-XX) 38 Convex and discrete geometry (52-XX) 36 Linear and multilinear algebra; matrix theory (15-XX) 33 History and biography (01-XX) 26 Partial differential equations (35-XX) 23 Integral transforms, operational calculus (44-XX) 23 Calculus of variations and optimal control; optimization (49-XX) 19 Dynamical systems and ergodic theory (37-XX) 17 Special functions (33-XX) 17 Ordinary differential equations (34-XX) 17 Operator theory (47-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) 13 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) 5 Differential geometry (53-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 Global analysis, analysis on manifolds (58-XX) 3 Mechanics of particles and systems (70-XX) 3 Mathematics education (97-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) 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 all cited Publications top 5 cited Publications Citations contained in zbMATH Open 4,292 Publications have been cited 38,186 times in 23,509 Documents Cited by ▼ Year ▼ A new family of life distributions. Zbl 0209.49801Birnbaum, Z. W.; Saunders, S. C. 228 1969 Solutions of ordinary differential equations as limits of pure jump Markov processes. Zbl 0191.47301Kurtz, T. G. 223 1970 Limit theorems for continuous-time random walks with infinite mean waiting times. Zbl 1065.60042Meerschaert, Mark M.; Scheffler, Hans-Peter 181 2004 A versatile Markovian point process. Zbl 0422.60043Neuts, Marcel F. 179 1979 Limit theorems for sequences of jump Markov processes approximating ordinary differential processes. Zbl 0219.60060Kurtz, T. G. 173 1971 The value of an Asian option. Zbl 0839.90013Rogers, L. C. G.; Shi, Z. 170 1995 Changes of numéraire, changes of probability measure and option pricing. Zbl 0829.90007Geman, Hélyette; El Karoui, Nicole; Rochet, Jean-Charles 169 1995 On the genealogy of large populations. Zbl 0516.92011Kingman, J. F. C. 167 1982 Imperfect repair. Zbl 0526.60080Brown, Mark; Proschan, Frank 147 1983 The asymptotic theory of linear time-series models. Zbl 0261.62073Hannan, E. 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Zbl 0356.60053Biggins, J. D. 114 1977 On the eigenvalues of random matrices. Zbl 0807.15015Diaconis, Persi; Shahshahani, Mehrdad 111 1994 Weak convergence of probability measures and random functions in the function space D\([0,\infty)\). Zbl 0258.60008Lindvall, Torgny 108 1973 An integer-valued p th-order autoregressive structure (INAR(p)) process. Zbl 0704.62081Alzaid, A. A.; Al-Osh, M. 104 1990 Approximations of small jumps of Lévy processes with a view towards simulation. Zbl 0989.60047Asmussen, Søren; Rosiński, Jan 104 2001 Inequalities with applications to percolation and reliability. Zbl 0571.60019van den Berg, J.; Kesten, H. 100 1985 Perburbation theory and finite Markov chains. Zbl 0196.19803Schweitzer, Paul J. 99 1968 On quasi-stationary distributions on absorbing discrete-time finite Markov chains. Zbl 0134.34704Darroch, J. N.; Seneta, E. 97 1965 A logarithmic reduction algorithm for quasi-birth-death processes. Zbl 0789.60055Latouche, Guy; Ramaswami, V. 96 1993 On estimating the diffusion coefficient from discrete observations. Zbl 0796.62070Florens-Zmirou, Danielle 89 1993 Large deviations of heavy-tailed random sums with applications in insurance and finance. Zbl 0903.60021Klüppelberg, C.; Mikosch, T. 88 1997 Stochastic approach to chemical kinetics. Zbl 0231.60090McQuarrie, Donald A. 86 1967 Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms. Zbl 1137.62015Roberts, Gareth O.; Rosenthal, Jeffrey S. 86 2007 Convolution equivalence and infinite divisibility. Zbl 1051.60019Pakes, Anthony G. 84 2004 Exponential behavior in the presence of dependence in risk theory. Zbl 1097.62110Albrecher, Hansjörg; Teugels, Jef L. 80 2006 On quasi-stationary distributions in absorbing continuous-time finite Markov chains. Zbl 0168.16303Darroch, J. N.; Seneta, E. 79 1967 Extreme values of independent stochastic processes. Zbl 0384.60055Brown, Bruce M.; Resnick, Sidney I. 77 1977 On the rate of convergence of normal extremes. Zbl 0403.60024Hall, Peter 77 1979 Precise large deviations for sums of random variables with consistently varying tails. Zbl 1051.60032Ng, Kai W.; Tang, Qihe; Yan, Jia-An; Yang, Hailiang 74 2004 Limit theorems for iterated random functions. Zbl 1046.60024Wu, Wei Biao; Shao, Xiaofeng 74 2004 Optimality of the shortest line discipline. Zbl 0357.60023Winston, Wayne 74 1977 Entropy-based measure of uncertainty in past lifetime distributions. Zbl 1003.62087Di Crescenzo, Antonio; Longobardi, Maria 73 2002 On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states. Zbl 0147.36603Seneta, E.; Vere-Jones, D. 73 1966 Diffusion approximations in collective risk theory. Zbl 0191.51202Iglehart, D. L. 73 1969 Restless bandits: Activity allocation in a changing world. Zbl 0664.90043Whittle, P. 73 1988 Oscillating random walk models for GI/G/1 vacation systems with Bernoulli schedules. Zbl 0612.60087Keilson, J.; Servi, L. D. 71 1986 The strong law of large numbers for extended negatively dependent random variables. Zbl 1213.60058Chen, Yiqing; Chen, Anyue; Ng, Kai W. 71 2010 The second-order analysis of stationary point processes. Zbl 0364.60087Ripley, B. D. 69 1976 A supplement to the strong law of large numbers. Zbl 0305.60008Heyde, C. C. 67 1975 A continuous-time GARCH process driven by a Lévy process: Stationarity and second-order behaviour. Zbl 1068.62093Klüppelberg, Claudia; Lindner, Alexander; Maller, Ross 66 2004 Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov- Smirnov test. Zbl 0225.60037Durbin, J. 65 1971 Asymptotic behaviour of continuous time, continuous state-space branching processes. Zbl 0301.60060Grey, D. R. 64 1974 Dispersive ordering of distributions. Zbl 0481.60022Shaked, Moshe 64 1982 Applications of the hazard rate ordering in reliability and order statistics. Zbl 0793.62053Boland, Philip J.; El-Neweihi, Emad; Proschan, Frank 64 1994 Multivariate distributions for the life lengths of components of a system sharing a common environment. Zbl 0603.60084Lindley, Dennis V.; Singpurwalla, Nozer D. 63 1986 Exact and ordinary lumpability in finite Markov chains. Zbl 0796.60073Buchholz, Peter 63 1994 Diffusion with ’collisions’ between particles. Zbl 0139.34804Harris, T. E. 62 1965 Logarithmic asymptotics for steady-state tail probabilities in a single- server queue. Zbl 0805.60093Glynn, Peter W.; Whitt, Ward 62 1994 Multivariate Hawkes processes: an application to financial data. Zbl 1242.62093Embrechts, Paul; Liniger, Thomas; Lin, Lu 61 2011 Useful martingales for stochastic storage processes with Lévy input. Zbl 0761.60065Kella, Offer; Whitt, Ward 61 1992 Mixture representations of residual lifetimes of used systems. Zbl 1155.60305Navarro, Jorge; Balakrishnan, N.; Samaniego, Francisco J. 61 2008 Partial orderings of distributions based on right-spread functions. Zbl 0898.62124Fernández Ponce, J. M.; Kochar, S. C.; Muñoz Pérez, J. 60 1998 On the tails of waiting-time distributions. Zbl 0314.60072Pakes, A. G. 60 1975 The threshold behaviour of epidemic models. Zbl 0519.92023Ball, Frank 60 1983 Multivariate normal approximations by Stein’s method and size bias couplings. Zbl 0845.60023Goldstein, Larry; Rinott, Yosef 59 1996 Discrimination between monotonic trends and long-range dependence. Zbl 0623.62085Künsch, H. 59 1986 Chernoff’s theorem in the branching random walk. Zbl 0373.60090Biggins, J. D. 59 1977 Analysis of the \(M^ X/G/1\) queue with \(N\)-policy and multiple vacations. Zbl 0804.60081Lee, Ho Woo; Lee, Soon Seok; Park, Jeong Ok; Chae, K. C. 59 1994 On the prediction of fractional Brownian motion. Zbl 0861.60049Gripenberg, Gustaf; Norros, Ilkka 58 1996 Queues with negative arrivals. Zbl 0744.60110Gelenbe, Erol; Glynn, Peter; Sigman, Karl 58 1991 The total progeny in a branching process and a related random walk. Zbl 0192.54401Dwass, M. 57 1969 The stationary distribution of the infinitely-many neutral alleles diffusion model. Zbl 0356.92012Watterson, G. A. 56 1976 G-networks with triggered customer movement. Zbl 0781.60088Gelenbe, Erol 56 1993 Some new results on stochastic comparisons of parallel systems. Zbl 0995.62104Khaledi, Baha-Eldin; Kochar, Subhash 55 2000 The first-passage density of a continuous Gaussian process to a general boundary. Zbl 0576.60029Durbin, J. 55 1985 A Pollaczek-Khintchine formula for \(M/G/1\) queues with disasters. Zbl 0867.60082Jain, Gautam; Sigman, Karl 54 1996 Signatures of indirect majority systems. Zbl 1042.62090Boland, Philip J. 54 2001 Distributional study of De Finetti’s dividend problem for a general Lévy insurance risk process. Zbl 1137.60047Kyprianou, A. E.; Palmowski, Z. 54 2007 Asymptotic stability of stochastic differential equations driven by Lévy noise. Zbl 1185.60058Applebaum, David; Siakalli, Michailina 54 2009 Multistate reliability models. Zbl 0435.60088Griffith, William S. 53 1980 On the optimal assignment of customers to parallel servers. Zbl 0378.60095Weber, Richard R. 53 1978 Non-linear time series regression. Zbl 0227.62052Hannan, E. J. 53 1971 On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012Cai, Jun; Tang, Qihe 52 2004 New partial ordering of survival functions based on the notion of uncertainty. Zbl 0817.62082Ebrahimi, Nader; Pellerey, Franco 52 1995 Longest common subsequences of two random sequences. Zbl 0313.60008Chvatal, Vaclav; Sankoff, David 52 1975 An upper bound for the probability of a union. Zbl 0349.60007Hunter, David 52 1976 Sensitivity and convergence of uniformly ergodic Markov chains. Zbl 1092.60027Mitrophanov, A. Yu. 52 2005 An explicit solution to an optimal stopping problem with regime switching. Zbl 0988.60038Guo, Xin 52 2001 The M/M/1 queue with mass exodus and mass arrivals when empty. Zbl 0876.60079Chen, Anyue; Renshaw, Eric 51 1997 A threshold AR(1) model. Zbl 0541.62073Petruccelli, Joseph D.; Woolford, Samuel W. 51 1984 Aspects of positive ageing. Zbl 0612.60072Deshpande, Jayant V.; Kochar, Subhash C.; Singh, Harshinder 51 1986 First-passage-time density and moments of the Ornstein-Uhlenbeck process. Zbl 0651.60080Ricciardi, Luigi M.; Sato, Shunsuke 51 1988 Conditional tail expectations for multivariate phase-type distributions. Zbl 1079.62022Cai, Jun; Li, Haijun 50 2005 Pseudo-conservation laws in cyclic-service systems. Zbl 0639.60087Boxma, O. J.; Groenendijk, W. P. 50 1987 Marked point processes as limits of Markovian arrival streams. Zbl 0778.60035Asmussen, Søren; Koole, Ger 50 1993 Hazard rate ordering of order statistics and systems. Zbl 1111.62098Navarro, Jorge; Shaked, Moshe 49 2006 Martingales versus PDEs in finance: an equivalence result with examples. Zbl 0996.91069Heath, David; Schweizer, Martin 49 2000 Approximations of boundary crossing probabilities for a Brownian motion. Zbl 0978.60092Novikov, Alex; Frishling, Volf; Kordzakhia, Nino 49 1999 A generalized bivariate exponential distribution. Zbl 0155.24001Marshall, A. W.; Olkin, I. 48 1967 Portfolio optimization with unobservable Markov-modulated drift process. Zbl 1138.93428Rieder, Ulrich; Bäuerle, Nicole 47 2005 On the extinction of the S-I-S stochastic logistic epidemic. Zbl 0687.92012Kryscio, Richard J.; Lefèvre, Claude 47 1989 A product form for the general stochastic matching model. 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Zbl 1396.60026Berger, Arno; Twelves, Isaac 2 2018 ...and 1493 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 19,612 Authors 134 Balakrishnan, Narayanaswamy 104 Mandjes, Michel Robertus Hendrikus 80 Boxma, Onno Johan 73 Cha, Ji Hwan 72 Hashorva, Enkelejd 72 Li, Xiaohu 60 Lefèvre, Claude 60 Leonenko, Nikolai N. 59 Stadje, Wolfgang 59 Yang, Yang 56 Navarro, Jorge 55 Eryılmaz, Serkan N. 55 Finkelstein, Maxim 55 Whitt, Ward 51 Tang, Qihe 50 Asmussen, Søren 50 Zhao, Peng 49 Resnick, Sidney Ira 48 Kyprianou, Andreas E. 48 Leiva, Víctor 48 Perry, David 47 Palmowski, Zbigniew 47 Wang, Yuebao 46 Guo, Xianping 45 Nadarajah, Saralees 45 Pakes, Anthony G. 44 Shaked, Moshe 44 Zeifman, Alexander Izrailevich 43 Dębicki, Krzysztof 43 Di Crescenzo, Antonio 43 Klüppelberg, Claudia 43 Willmot, Gordon E. 43 Zwart, Bert P. 42 Sankaran, Paduthol Godan 42 Seneta, Eugene 41 Ball, Frank G. 41 Iksanov, Aleksander M. 41 Kim, Bara 40 Foss, Sergey G. 40 Ruiz, José-María 39 Mahmoud, Hosam M. 39 Meerschaert, Mark Marvin 39 Roberts, Gareth O. 39 Sheu, Sheyhuei 38 Belzunce, Félix 37 Taylor, Peter Gerrard 36 Albrecher, Hansjörg 36 Gonzalez-Velasco, Miguel 36 Hu, Taizhong 36 Kabluchko, Zakhar A. 36 Ke, Jauchuan 36 Kochar, Subhash C. 36 Kundu, Debasis 36 Landriault, David 36 Mota, Manuel 35 Nair, N. Unnikrishnan 35 Pollett, Philip K. 35 Wang, Kaiyong 34 Denuit, Michel M. 34 Glazebrook, Kevin D. 34 Janson, Svante 34 Kella, Offer 34 Lemonte, Artur José 34 Šiaulys, Jonas 34 van Leeuwaarden, Johan S. H. 33 Adan, Ivo J. B. F. 33 Artalejo, Jesus R. 33 Tan, Zhongquan 33 van der Hofstad, Remco W. 33 Wu, Wei Biao 32 Glynn, Peter W. 32 Huillet, Thierry E. 32 Leipus, Remigijus 32 Parthasarathy, Panamalai Ramarao 32 Pellerey, Franco 31 Cordeiro, Gauss Moutinho 30 Asadi, Majid 30 Gupta, Ramesh Chandra 30 Ivanovs, Jevgeņijs 30 Li, Junping 30 Molina, Manuel 30 Nanda, Asok K. 29 Chen, Anyue 29 Cheung, Eric C. K. 29 Hüsler, Jürg 29 Knessl, Charles 29 Ma, Chunsheng 29 Orsingher, Enzo 29 Vellaisamy, Palaniappan 29 Yang, Hailiang 29 Yor, Marc 28 Barbour, Andrew David 28 Krishna Kumar, Balasubramanian 28 Mikosch, Thomas 28 Möhle, Martin 28 Peng, Zuoxiang 28 Shanthikumar, Jeyaveerasingam George 27 Blanchet, Jose H. 27 Cai, Jun 27 Durrett, Richard Timothy ...and 19,512 more Authors all top 5 Cited in 852 Journals 1,090 Statistics & Probability Letters 1,043 Stochastic Processes and their Applications 938 Journal of Applied Probability 618 Queueing Systems 610 Communications in Statistics. 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