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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: 5,331 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)
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55, No. 4 (2018)
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42, No. 4 (2005)
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41A, Spec. Iss. (2004)
41, No. 4 (2004)
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41, No. 1 (2004)
40, No. 4 (2003)
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40, No. 1 (2003)
39, No. 4 (2002)
39, No. 3 (2002)
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39, No. 1 (2002)
38A, Spec. Iss. (2001)
38, No. 4 (2001)
38, No. 3 (2001)
38, No. 2 (2001)
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)
...and 67 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
16 Tweedie, Richard Lewis
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 David
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.
14 Mahmoud, Hosam M.
14 Roberts, Gareth O.
13 Asmussen, Søren
13 Baccelli, François Louis
13 Balakrishnan, Narayanaswamy
13 Borovkov, Konstantin A.
13 Iksanov, Aleksander M.
13 Jagers, Peter
13 Keilson, Julian
13 Langberg, Naftali A.
13 Mandjes, Michel Robertus Hendrikus
13 Peköz, Erol A.
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 Möhle, Martin
12 Rüschendorf, Ludger
12 Sumita, Ushio
12 Weber, Richard Robert
12 Whittle, Peter
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 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 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
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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

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 0209.49801
Birnbaum, Z. W.; Saunders, S. C.
228
1969
Solutions of ordinary differential equations as limits of pure jump Markov processes. Zbl 0191.47301
Kurtz, T. G.
223
1970
Limit theorems for continuous-time random walks with infinite mean waiting times. Zbl 1065.60042
Meerschaert, Mark M.; Scheffler, Hans-Peter
181
2004
A versatile Markovian point process. Zbl 0422.60043
Neuts, Marcel F.
179
1979
Limit theorems for sequences of jump Markov processes approximating ordinary differential processes. Zbl 0219.60060
Kurtz, T. G.
173
1971
The value of an Asian option. Zbl 0839.90013
Rogers, L. C. G.; Shi, Z.
170
1995
Changes of numéraire, changes of probability measure and option pricing. Zbl 0829.90007
Geman, Hélyette; El Karoui, Nicole; Rochet, Jean-Charles
169
1995
On the genealogy of large populations. Zbl 0516.92011
Kingman, J. F. C.
167
1982
Imperfect repair. Zbl 0526.60080
Brown, Mark; Proschan, Frank
147
1983
The asymptotic theory of linear time-series models. Zbl 0261.62073
Hannan, E. J.
143
1973
Product-form queueing networks with negative and positive customers. Zbl 0741.60091
Gelenbe, Erol
140
1991
Estimation for a family of life distributions with applications to fatigue. Zbl 0216.22702
Birnbaum, Z. W.; Saunders, S. C.
135
1969
Subexponential distributions and integrated tails. Zbl 0651.60020
Klüppelberg, Claudia
134
1988
A cluster process representation of a self-exciting process. Zbl 0305.60021
Hawkes, Alan G.; Oakes, David
132
1974
Non-strong mixing autoregressive processes. Zbl 0552.60049
Andrews, Donald W. K.
124
1984
Diffusion models in population genetics. Zbl 0134.38103
Kimura, Motoo
122
1964
The general coalescent with asynchronous mergers of ancestral lines. Zbl 0962.92026
Sagitov, Serik
120
1999
Some results for repairable systems with general repair. Zbl 0671.60080
Kijima, Masaaki
119
1989
Age-dependent minimal repair. Zbl 0564.60084
Block, Henry W.; Borges, Wagner S.; Savits, Thomas H.
116
1985
Martingale convergence in the branching random walk. Zbl 0356.60053
Biggins, J. D.
114
1977
On the eigenvalues of random matrices. Zbl 0807.15015
Diaconis, Persi; Shahshahani, Mehrdad
111
1994
Weak convergence of probability measures and random functions in the function space D\([0,\infty)\). Zbl 0258.60008
Lindvall, Torgny
108
1973
An integer-valued p th-order autoregressive structure (INAR(p)) process. Zbl 0704.62081
Alzaid, A. A.; Al-Osh, M.
104
1990
Approximations of small jumps of Lévy processes with a view towards simulation. Zbl 0989.60047
Asmussen, Søren; Rosiński, Jan
104
2001
Inequalities with applications to percolation and reliability. Zbl 0571.60019
van den Berg, J.; Kesten, H.
100
1985
Perburbation theory and finite Markov chains. Zbl 0196.19803
Schweitzer, Paul J.
99
1968
On quasi-stationary distributions on absorbing discrete-time finite Markov chains. Zbl 0134.34704
Darroch, J. N.; Seneta, E.
97
1965
A logarithmic reduction algorithm for quasi-birth-death processes. Zbl 0789.60055
Latouche, Guy; Ramaswami, V.
96
1993
On estimating the diffusion coefficient from discrete observations. Zbl 0796.62070
Florens-Zmirou, Danielle
89
1993
Large deviations of heavy-tailed random sums with applications in insurance and finance. Zbl 0903.60021
Klüppelberg, C.; Mikosch, T.
88
1997
Stochastic approach to chemical kinetics. Zbl 0231.60090
McQuarrie, Donald A.
86
1967
Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms. Zbl 1137.62015
Roberts, Gareth O.; Rosenthal, Jeffrey S.
86
2007
Convolution equivalence and infinite divisibility. Zbl 1051.60019
Pakes, Anthony G.
84
2004
Exponential behavior in the presence of dependence in risk theory. Zbl 1097.62110
Albrecher, Hansjörg; Teugels, Jef L.
80
2006
On quasi-stationary distributions in absorbing continuous-time finite Markov chains. Zbl 0168.16303
Darroch, J. N.; Seneta, E.
79
1967
Extreme values of independent stochastic processes. Zbl 0384.60055
Brown, Bruce M.; Resnick, Sidney I.
77
1977
On the rate of convergence of normal extremes. Zbl 0403.60024
Hall, Peter
77
1979
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
74
2004
Limit theorems for iterated random functions. Zbl 1046.60024
Wu, Wei Biao; Shao, Xiaofeng
74
2004
Optimality of the shortest line discipline. Zbl 0357.60023
Winston, Wayne
74
1977
Entropy-based measure of uncertainty in past lifetime distributions. Zbl 1003.62087
Di Crescenzo, Antonio; Longobardi, Maria
73
2002
On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states. Zbl 0147.36603
Seneta, E.; Vere-Jones, D.
73
1966
Diffusion approximations in collective risk theory. Zbl 0191.51202
Iglehart, D. L.
73
1969
Restless bandits: Activity allocation in a changing world. Zbl 0664.90043
Whittle, P.
73
1988
Oscillating random walk models for GI/G/1 vacation systems with Bernoulli schedules. Zbl 0612.60087
Keilson, J.; Servi, L. D.
71
1986
The strong law of large numbers for extended negatively dependent random variables. Zbl 1213.60058
Chen, Yiqing; Chen, Anyue; Ng, Kai W.
71
2010
The second-order analysis of stationary point processes. Zbl 0364.60087
Ripley, B. D.
69
1976
A supplement to the strong law of large numbers. Zbl 0305.60008
Heyde, C. C.
67
1975
A continuous-time GARCH process driven by a Lévy process: Stationarity and second-order behaviour. Zbl 1068.62093
Klüppelberg, 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 0225.60037
Durbin, J.
65
1971
Asymptotic behaviour of continuous time, continuous state-space branching processes. Zbl 0301.60060
Grey, D. R.
64
1974
Dispersive ordering of distributions. Zbl 0481.60022
Shaked, Moshe
64
1982
Applications of the hazard rate ordering in reliability and order statistics. Zbl 0793.62053
Boland, 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 0603.60084
Lindley, Dennis V.; Singpurwalla, Nozer D.
63
1986
Exact and ordinary lumpability in finite Markov chains. Zbl 0796.60073
Buchholz, Peter
63
1994
Diffusion with ’collisions’ between particles. Zbl 0139.34804
Harris, T. E.
62
1965
Logarithmic asymptotics for steady-state tail probabilities in a single- server queue. Zbl 0805.60093
Glynn, Peter W.; Whitt, Ward
62
1994
Multivariate Hawkes processes: an application to financial data. Zbl 1242.62093
Embrechts, Paul; Liniger, Thomas; Lin, Lu
61
2011
Useful martingales for stochastic storage processes with Lévy input. Zbl 0761.60065
Kella, Offer; Whitt, Ward
61
1992
Mixture representations of residual lifetimes of used systems. Zbl 1155.60305
Navarro, Jorge; Balakrishnan, N.; Samaniego, Francisco J.
61
2008
Partial orderings of distributions based on right-spread functions. Zbl 0898.62124
Fernández Ponce, J. M.; Kochar, S. C.; Muñoz Pérez, J.
60
1998
On the tails of waiting-time distributions. Zbl 0314.60072
Pakes, A. G.
60
1975
The threshold behaviour of epidemic models. Zbl 0519.92023
Ball, Frank
60
1983
Multivariate normal approximations by Stein’s method and size bias couplings. Zbl 0845.60023
Goldstein, Larry; Rinott, Yosef
59
1996
Discrimination between monotonic trends and long-range dependence. Zbl 0623.62085
Künsch, H.
59
1986
Chernoff’s theorem in the branching random walk. Zbl 0373.60090
Biggins, J. D.
59
1977
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.
59
1994
On the prediction of fractional Brownian motion. Zbl 0861.60049
Gripenberg, Gustaf; Norros, Ilkka
58
1996
Queues with negative arrivals. Zbl 0744.60110
Gelenbe, Erol; Glynn, Peter; Sigman, Karl
58
1991
The total progeny in a branching process and a related random walk. Zbl 0192.54401
Dwass, M.
57
1969
The stationary distribution of the infinitely-many neutral alleles diffusion model. Zbl 0356.92012
Watterson, G. A.
56
1976
G-networks with triggered customer movement. Zbl 0781.60088
Gelenbe, Erol
56
1993
Some new results on stochastic comparisons of parallel systems. Zbl 0995.62104
Khaledi, Baha-Eldin; Kochar, Subhash
55
2000
The first-passage density of a continuous Gaussian process to a general boundary. Zbl 0576.60029
Durbin, J.
55
1985
A Pollaczek-Khintchine formula for \(M/G/1\) queues with disasters. Zbl 0867.60082
Jain, Gautam; Sigman, Karl
54
1996
Signatures of indirect majority systems. Zbl 1042.62090
Boland, Philip J.
54
2001
Distributional study of De Finetti’s dividend problem for a general Lévy insurance risk process. Zbl 1137.60047
Kyprianou, A. E.; Palmowski, Z.
54
2007
Asymptotic stability of stochastic differential equations driven by Lévy noise. Zbl 1185.60058
Applebaum, David; Siakalli, Michailina
54
2009
Multistate reliability models. Zbl 0435.60088
Griffith, William S.
53
1980
On the optimal assignment of customers to parallel servers. Zbl 0378.60095
Weber, Richard R.
53
1978
Non-linear time series regression. Zbl 0227.62052
Hannan, E. J.
53
1971
On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012
Cai, Jun; Tang, Qihe
52
2004
New partial ordering of survival functions based on the notion of uncertainty. Zbl 0817.62082
Ebrahimi, Nader; Pellerey, Franco
52
1995
Longest common subsequences of two random sequences. Zbl 0313.60008
Chvatal, Vaclav; Sankoff, David
52
1975
An upper bound for the probability of a union. Zbl 0349.60007
Hunter, David
52
1976
Sensitivity and convergence of uniformly ergodic Markov chains. Zbl 1092.60027
Mitrophanov, A. Yu.
52
2005
An explicit solution to an optimal stopping problem with regime switching. Zbl 0988.60038
Guo, Xin
52
2001
The M/M/1 queue with mass exodus and mass arrivals when empty. Zbl 0876.60079
Chen, Anyue; Renshaw, Eric
51
1997
A threshold AR(1) model. Zbl 0541.62073
Petruccelli, Joseph D.; Woolford, Samuel W.
51
1984
Aspects of positive ageing. Zbl 0612.60072
Deshpande, Jayant V.; Kochar, Subhash C.; Singh, Harshinder
51
1986
First-passage-time density and moments of the Ornstein-Uhlenbeck process. Zbl 0651.60080
Ricciardi, Luigi M.; Sato, Shunsuke
51
1988
Conditional tail expectations for multivariate phase-type distributions. Zbl 1079.62022
Cai, Jun; Li, Haijun
50
2005
Pseudo-conservation laws in cyclic-service systems. Zbl 0639.60087
Boxma, O. J.; Groenendijk, W. P.
50
1987
Marked point processes as limits of Markovian arrival streams. Zbl 0778.60035
Asmussen, Søren; Koole, Ger
50
1993
Hazard rate ordering of order statistics and systems. Zbl 1111.62098
Navarro, Jorge; Shaked, Moshe
49
2006
Martingales versus PDEs in finance: an equivalence result with examples. Zbl 0996.91069
Heath, David; Schweizer, Martin
49
2000
Approximations of boundary crossing probabilities for a Brownian motion. Zbl 0978.60092
Novikov, Alex; Frishling, Volf; Kordzakhia, Nino
49
1999
A generalized bivariate exponential distribution. Zbl 0155.24001
Marshall, A. W.; Olkin, I.
48
1967
Portfolio optimization with unobservable Markov-modulated drift process. Zbl 1138.93428
Rieder, Ulrich; Bäuerle, Nicole
47
2005
On the extinction of the S-I-S stochastic logistic epidemic. Zbl 0687.92012
Kryscio, Richard J.; Lefèvre, Claude
47
1989
A product form for the general stochastic matching model. Zbl 1476.60121
Moyal, Pascal; Bušić, Ana; Mairesse, Jean
4
2021
Sequential metric dimension for random graphs. Zbl 1482.05314
Ódor, Gergely; Thiran, Patrick
2
2021
Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure. Zbl 1476.60090
Stehr, Mads; Rønn-Nielsen, Anders
1
2021
Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment. Zbl 1476.60155
Leman, H.; Pardo, J. C.
1
2021
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
On classes of life distributions based on the mean time to failure function. Zbl 1467.62159
Khan, Ruhul Ali; Bhattacharyya, Dhrubasish; Mitra, Murari
1
2021
Exact simulation of Ornstein-Uhlenbeck tempered stable processes. Zbl 07364090
Qu, Yan; Dassios, Angelos; Zhao, Hongbiao
1
2021
Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration. Zbl 1478.60237
Rabehasaina, Landy; Woo, Jae-Kyung
1
2021
Simultaneous ruin probability for two-dimensional Brownian risk model. Zbl 1464.60031
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew
8
2020
Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model. Zbl 1443.60068
Nguyen, Dang H.; Nguyen, Nhu N.; Yin, George
7
2020
A unifying approach to branching processes in a varying environment. Zbl 1434.60242
Kersting, Götz
7
2020
Branching processes in a random environment with immigration stopped at zero. Zbl 1434.60240
Dyakonova, Elena; Li, Doudou; Vatutin, Vladimir; Zhang, Mei
7
2020
Tails of exit times from unstable equilibria on the line. Zbl 1464.60057
Bakhtin, Yuri; Pajor-Gyulai, Zsolt
3
2020
On two classes of reflected autoregressive processes. Zbl 1444.62098
Boxma, Onno; Löpker, Andreas; Mandjes, Michel
3
2020
Weak convergence of random processes with immigration at random times. Zbl 1434.60068
Dong, Congzao; Iksanov, Alexander
3
2020
A functional limit theorem for general shot noise processes. Zbl 1434.60106
Iksanov, Alexander; Rashytov, Bohdan
3
2020
On the extension of signature-based representations for coherent systems with dependent non-exchangeable components. Zbl 1464.60015
Navarro, Jorge; Fernández-Sánchez, Juan
2
2020
Trees grown under young-age preferential attachment. Zbl 1453.05022
Lyon, Merritt R.; Mahmoud, Hosam M.
2
2020
Asymptotic results on Hoppe trees and their variations. Zbl 1444.05041
Hiesmayr, Ella; Işlak, Ümit
1
2020
Optimal stopping for measure-valued piecewise deterministic Markov processes. Zbl 1446.60034
Cloez, Bertrand; De Saporta, Benoîte; Joubaud, Maud
1
2020
Joint law of an Ornstein-Uhlenbeck process and its supremum. Zbl 1456.60199
Blanchet-Scalliet, Christophette; Dorobantu, Diana; Gay, Laura
1
2020
Central limit theorems for nearly long range dependent subordinated linear processes. Zbl 1446.60023
Wendler, Martin; Wu, Wei Biao
1
2020
Limit theory for unbiased and consistent estimators of statistics of random tessellations. Zbl 1445.60020
Flimmel, Daniela; Pawlas, Zbyněk; Yukich, J. E.
1
2020
Existence of Gibbs point processes with stable infinite range interaction. Zbl 1457.60141
Dereudre, David; Vasseur, Thibaut
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
Strong convergence of infinite color balanced urns under uniform ergodicity. Zbl 1452.60019
Bandyopadhyay, Antar; Janson, Svante; Thacker, Debleena
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
On moderate deviations in Poisson approximation. Zbl 1452.60020
Liu, Qingwei; Xia, Aihua
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
Synchronized Lévy queues. Zbl 1457.60139
Kella, Offer; Boxma, Onno
1
2020
Representations of Hermite processes using local time of intersecting stationary stable regenerative sets. Zbl 1457.60056
Bai, Shuyang
1
2020
Multivariate finite-support phase-type distributions. Zbl 1457.60027
Pavithra, Celeste R.; Deepak, T. G.
1
2020
On first passage times of sticky reflecting diffusion processes with double exponential jumps. Zbl 1462.60104
Song, Shiyu; Wang, Yongjin
1
2020
Strong convergence of multivariate maxima. Zbl 1462.60068
Falk, Michael; Padoan, Simone A.; Rizzelli, Stefano
1
2020
Robust Wasserstein profile inference and applications to machine learning. Zbl 1436.62336
Blanchet, Jose; Kang, Yang; Murthy, Karthyek
17
2019
Exit problems for general draw-down times of spectrally negative Lévy processes. Zbl 1415.60048
Li, Bo; Vu, Nhat Linh; Zhou, Xiaowen
9
2019
Asymptotic behaviour of randomised fractional volatility models. Zbl 1465.60071
Horvath, Blanka; Jacquier, Antoine; Lacombe, Chloé
6
2019
Absolute regularity of semi-contractive GARCH-type processes. Zbl 1418.60029
Doukhan, Paul; Neumann, Michael H.
4
2019
Limit theorems for the fractional nonhomogeneous Poisson process. Zbl 1418.60025
Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan
4
2019
Relational exchangeability. Zbl 1418.60027
Crane, Harry; Dempsey, Walter
3
2019
Central limit theorem for mean and variogram estimators in Lévy-based models. Zbl 1418.60017
Rønn-Nielsen, Anders; Vedel Jensen, Eva B.
3
2019
Branching Brownian motion with spatially homogeneous and point-catalytic branching. Zbl 1436.60077
Bocharov, Sergey; Wang, Li
3
2019
Inhomogeneous phase-type distributions and heavy tails. Zbl 1428.62103
Albrecher, Hansjörg; Bladt, Mogens
3
2019
The alpha-mixture of survival functions. Zbl 1428.62447
Asadi, Majid; Ebrahimi, Nader; Soofi, Ehsan S.
3
2019
Monte Carlo integration with a growing number of control variates. Zbl 1427.60048
Portier, François; Segers, Johan
3
2019
On maxima of stationary fields. Zbl 1427.60099
Soja-Kukieła, N.
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
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
Degree correlations in scale-free random graph models. Zbl 1421.05082
Stegehuis, Clara
2
2019
On first exit times and their means for Brownian bridges. Zbl 1436.60075
Geiss, Christel; Luoto, Antti; Salminen, Paavo
2
2019
A martingale approach for asset allocation with derivative security and hidden economic risk. Zbl 1425.91408
Siu, Tak Kuen; Zhu, Jinxia; Yang, Hailiang
2
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
2
2019
Runoff on rooted trees. Zbl 1427.60203
Jones, Owen Dafydd
2
2019
How strong can the Parrondo effect be? Zbl 1427.60152
Ethier, S. N.; Lee, Jiyeon
2
2019
Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes. Zbl 1432.91099
Goffard, Pierre-Olivier; Sarantsev, Andrey
2
2019
Random affine simplexes. Zbl 1447.60033
Götze, Friedrich; Gusakova, Anna; Zaporozhets, Dmitry
1
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
Monte Carlo fusion. Zbl 1416.65017
Dai, Hongsheng; Pollock, Murray; Roberts, Gareth
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
Some explicit results on one kind of sticky diffusion. Zbl 1415.60093
Jiang, Yiming; Song, Shiyu; Wang, Yongjin
1
2019
The \(N\)-star network evolution model. Zbl 1416.05258
Fazekas, István; Noszály, Csaba; Perecsényi, Attila
1
2019
The de Vylder-Goovaerts conjecture holds within the diffusion limit. Zbl 1415.60031
Ankirchner, Stefan; Blanchet-Scalliet, Christophette; Kazi-Tani, Nabil
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
The limit distribution of the maximum probability nearest-neighbour ball. Zbl 1415.60028
Györfi, László; Henze, Norbert; Walk, Harro
1
2019
On association and other forms of positive dependence for Feller processes. Zbl 1415.60022
Tu, Eddie
1
2019
Boundary effect in competition processes. Zbl 1436.60082
Shcherbakov, Vadim; Volkov, Stanislav
1
2019
Comparing lifetimes of coherent systems with dependent components operating in random environments. Zbl 1423.90068
Hazra, Nil Kamal; Finkelstein, Maxim
1
2019
Discrete-type approximations for non-Markovian optimal stopping problems. I. Zbl 1427.60069
Leão, Dorival; Ohashi, Alberto; Russo, Francesco
1
2019
Piecewise deterministic processes following two alternating patterns. Zbl 1427.60162
Ratanov, Nikita; Di Crescenzo, Antonio; Martinucci, Barbara
1
2019
Skeletal stochastic differential equations for continuous-state branching processes. Zbl 1427.60176
Fekete, D.; Fontbona, J.; Kyprianou, A. E.
1
2019
Pathwise large deviations for the rough Bergomi model. Zbl 1405.60037
Jacquier, Antoine; Pakkanen, Mikko S.; Stone, Henry
14
2018
A conditional limit theorem for high-dimensional \(\ell^p\)-spheres. Zbl 1405.60038
Kim, Steven S.; Ramanan, Kavitar
11
2018
General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes. Zbl 1396.91314
Wang, Wenyuan; Zhou, Xiaowen
10
2018
Infinite-server queues with Hawkes input. Zbl 1402.60120
Koops, D. T.; Saxena, M.; Boxma, O. J.; Mandjes, M.
10
2018
Multiple drawing multi-colour urns by stochastic approximation. Zbl 1401.60035
Lasmar, Nabil; Mailler, Cécile; Selmi, Olfa
8
2018
Uniform decomposition of probability measures: quantization, clustering and rate of convergence. Zbl 1405.60025
Chevallier, Julien
7
2018
Inhomogeneous random graphs, isolated vertices, and Poisson approximation. Zbl 1396.05102
Penrose, Mathew D.
6
2018
Why is Kemeny’s constant a constant? Zbl 1405.60112
Bini, Dario; Hunter, Jeffrey J.; Latouche, Guy; Meini, Beatrice; Taylor, Peter
6
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
6
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
5
2018
A quenched central limit theorem for biased random walks on supercritical Galton-Watson trees. Zbl 1401.60051
Bowditch, Adam
5
2018
Effective procedure of verifying stochastic ordering of system lifetimes. Zbl 1405.60026
Rychlik, Tomasz; Navarro, Jorge; Rubio, Rafael
5
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
4
2018
On a jump-telegraph process driven by an alternating fractional Poisson process. Zbl 1401.60062
Di Crescenzo, Antonio; Meoli, Alessandra
4
2018
A temporal approach to the Parisian risk model. Zbl 1396.60045
Li, Bin; Willmot, Gordon E.; Wong, Jeff T. Y.
4
2018
On perpetuities with gamma-like tails. Zbl 1401.60127
Buraczewski, Dariusz; Dyszewski, Piotr; Iksanov, Alexander; Marynych, Alexander
4
2018
Multi-type branching processes with time-dependent branching rates. Zbl 1402.60107
Dolgopyat, D.; Hebbar, P.; Koralov, L.; Perlman, M.
4
2018
Stochastic LU factorizations, Darboux transformations and urn models. Zbl 1402.60090
Grünbaum, F. Alberto; de la Iglesia, Manuel D.
4
2018
On stochastic comparisons of \(k\)-out-of-\(n\) systems with Weibull components. Zbl 1401.60024
Balakrishnan, Narayanaswamy; Barmalzan, Ghobad; Haidari, Abedin
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
Optimal routeing in two-queue polling systems. Zbl 1402.60117
Adan, I. J. B. F.; Kulkarni, V. G.; Lee, N.; Lefeber, E.
3
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
Exact simulation of multidimensional reflected Brownian motion. Zbl 1401.65006
Blanchet, Jose; Murthy, Karthyek
2
2018
On the significands of uniform random variables. Zbl 1396.60026
Berger, Arno; Twelves, Isaac
2
2018
...and 1493 more Documents
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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
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Cited in 852 Journals

1,090 Statistics & Probability Letters
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938 Journal of Applied Probability
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154 Extremes
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