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: 5,301 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) 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 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 all top 5 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 all cited Publications top 5 cited Publications 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. 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Zbl 0356.60053Biggins, J. D. 109 1977 Weak convergence of probability measures and random functions in the function space D\([0,\infty)\). Zbl 0258.60008Lindvall, Torgny 108 1973 On the eigenvalues of random matrices. Zbl 0807.15015Diaconis, Persi; Shahshahani, Mehrdad 106 1994 Approximations of small jumps of Lévy processes with a view towards simulation. Zbl 0989.60047Asmussen, Søren; Rosiński, Jan 99 2001 Perburbation theory and finite Markov chains. Zbl 0196.19803Schweitzer, Paul J. 97 1968 Inequalities with applications to percolation and reliability. Zbl 0571.60019van den Berg, J.; Kesten, H. 96 1985 A logarithmic reduction algorithm for quasi-birth-death processes. Zbl 0789.60055Latouche, Guy; Ramaswami, V. 95 1993 An integer-valued p th-order autoregressive structure (INAR(p)) process. Zbl 0704.62081Alzaid, A. A.; Al-Osh, M. 94 1990 On quasi-stationary distributions on absorbing discrete-time finite Markov chains. Zbl 0134.34704Darroch, J. N.; Seneta, E. 90 1965 On estimating the diffusion coefficient from discrete observations. Zbl 0796.62070Florens-Zmirou, Danielle 85 1993 Stochastic approach to chemical kinetics. Zbl 0231.60090McQuarrie, Donald A. 82 1967 Large deviations of heavy-tailed random sums with applications in insurance and finance. Zbl 0903.60021Klüppelberg, C.; Mikosch, T. 80 1997 Convolution equivalence and infinite divisibility. Zbl 1051.60019Pakes, Anthony G. 76 2004 On quasi-stationary distributions in absorbing continuous-time finite Markov chains. Zbl 0168.16303Darroch, J. N.; Seneta, E. 75 1967 Exponential behavior in the presence of dependence in risk theory. Zbl 1097.62110Albrecher, Hansjörg; Teugels, Jef L. 74 2006 Optimality of the shortest line discipline. Zbl 0357.60023Winston, Wayne 72 1977 Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms. Zbl 1137.62015Roberts, Gareth O.; Rosenthal, Jeffrey S. 72 2007 Extreme values of independent stochastic processes. Zbl 0384.60055Brown, Bruce M.; Resnick, Sidney I. 70 1977 On the rate of convergence of normal extremes. Zbl 0403.60024Hall, Peter 70 1979 On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states. Zbl 0147.36603Seneta, E.; Vere-Jones, D. 69 1966 Diffusion approximations in collective risk theory. Zbl 0191.51202Iglehart, D. L. 69 1969 Limit theorems for iterated random functions. Zbl 1046.60024Wu, Wei Biao; Shao, Xiaofeng 69 2004 Oscillating random walk models for GI/G/1 vacation systems with Bernoulli schedules. Zbl 0612.60087Keilson, J.; Servi, L. D. 68 1986 Restless bandits: Activity allocation in a changing world. Zbl 0664.90043Whittle, P. 68 1988 Precise large deviations for sums of random variables with consistently varying tails. Zbl 1051.60032Ng, Kai W.; Tang, Qihe; Yan, Jia-An; Yang, Hailiang 68 2004 A supplement to the strong law of large numbers. Zbl 0305.60008Heyde, C. C. 64 1975 Dispersive ordering of distributions. Zbl 0481.60022Shaked, 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 0225.60037Durbin, J. 63 1971 Diffusion with ’collisions’ between particles. Zbl 0139.34804Harris, T. E. 62 1965 The second-order analysis of stationary point processes. Zbl 0364.60087Ripley, B. D. 62 1976 A continuous-time GARCH process driven by a Lévy process: Stationarity and second-order behaviour. Zbl 1068.62093Klüppelberg, Claudia; Lindner, Alexander; Maller, Ross 61 2004 Entropy-based measure of uncertainty in past lifetime distributions. Zbl 1003.62087Di Crescenzo, Antonio; Longobardi, Maria 61 2002 Exact and ordinary lumpability in finite Markov chains. Zbl 0796.60073Buchholz, Peter 60 1994 Applications of the hazard rate ordering in reliability and order statistics. Zbl 0793.62053Boland, Philip J.; El-Neweihi, Emad; Proschan, Frank 60 1994 The strong law of large numbers for extended negatively dependent random variables. Zbl 1213.60058Chen, Yiqing; Chen, Anyue; Ng, Kai W. 60 2010 Asymptotic behaviour of continuous time, continuous state-space branching processes. Zbl 0301.60060Grey, D. R. 60 1974 On the tails of waiting-time distributions. Zbl 0314.60072Pakes, A. G. 60 1975 Useful martingales for stochastic storage processes with Lévy input. Zbl 0761.60065Kella, Offer; Whitt, Ward 59 1992 The threshold behaviour of epidemic models. Zbl 0519.92023Ball, Frank 59 1983 Chernoff’s theorem in the branching random walk. Zbl 0373.60090Biggins, J. D. 58 1977 Mixture representations of residual lifetimes of used systems. Zbl 1155.60305Navarro, Jorge; Balakrishnan, N.; Samaniego, Francisco J. 58 2008 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. 57 1994 Logarithmic asymptotics for steady-state tail probabilities in a single- server queue. Zbl 0805.60093Glynn, Peter W.; Whitt, Ward 57 1994 Partial orderings of distributions based on right-spread functions. Zbl 0898.62124Fernández 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 0603.60084Lindley, Dennis V.; Singpurwalla, Nozer D. 57 1986 Discrimination between monotonic trends and long-range dependence. Zbl 0623.62085Künsch, H. 56 1986 On the prediction of fractional Brownian motion. Zbl 0861.60049Gripenberg, Gustaf; Norros, Ilkka 55 1996 The stationary distribution of the infinitely-many neutral alleles diffusion model. Zbl 0356.92012Watterson, G. A. 55 1976 Multivariate normal approximations by Stein’s method and size bias couplings. Zbl 0845.60023Goldstein, Larry; Rinott, Yosef 54 1996 Non-linear time series regression. Zbl 0227.62052Hannan, E. J. 53 1971 The total progeny in a branching process and a related random walk. Zbl 0192.54401Dwass, M. 52 1969 Signatures of indirect majority systems. Zbl 1042.62090Boland, Philip J. 52 2001 The first-passage density of a continuous Gaussian process to a general boundary. Zbl 0576.60029Durbin, J. 52 1985 Queues with negative arrivals. Zbl 0744.60110Gelenbe, Erol; Glynn, Peter; Sigman, Karl 51 1991 A Pollaczek-Khintchine formula for \(M/G/1\) queues with disasters. Zbl 0867.60082Jain, Gautam; Sigman, Karl 51 1996 On the optimal assignment of customers to parallel servers. Zbl 0378.60095Weber, Richard R. 51 1978 Multistate reliability models. Zbl 0435.60088Griffith, William S. 51 1980 Distributional study of De Finetti’s dividend problem for a general Lévy insurance risk process. Zbl 1137.60047Kyprianou, A. E.; Palmowski, Z. 51 2007 An upper bound for the probability of a union. Zbl 0349.60007Hunter, David 50 1976 The M/M/1 queue with mass exodus and mass arrivals when empty. Zbl 0876.60079Chen, Anyue; Renshaw, Eric 50 1997 Longest common subsequences of two random sequences. Zbl 0313.60008Chvatal, Vaclav; Sankoff, David 50 1975 Aspects of positive ageing. Zbl 0612.60072Deshpande, Jayant V.; Kochar, Subhash C.; Singh, Harshinder 50 1986 Pseudo-conservation laws in cyclic-service systems. Zbl 0639.60087Boxma, O. J.; Groenendijk, W. P. 50 1987 On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012Cai, Jun; Tang, Qihe 50 2004 Some new results on stochastic comparisons of parallel systems. Zbl 0995.62104Khaledi, Baha-Eldin; Kochar, Subhash 50 2000 Marked point processes as limits of Markovian arrival streams. Zbl 0778.60035Asmussen, Søren; Koole, Ger 49 1993 An explicit solution to an optimal stopping problem with regime switching. Zbl 0988.60038Guo, Xin 49 2001 A threshold AR(1) model. Zbl 0541.62073Petruccelli, Joseph D.; Woolford, Samuel W. 49 1984 Approximations of boundary crossing probabilities for a Brownian motion. Zbl 0978.60092Novikov, Alex; Frishling, Volf; Kordzakhia, Nino 48 1999 Multivariate Hawkes processes: an application to financial data. Zbl 1242.62093Embrechts, Paul; Liniger, Thomas; Lin, Lu 48 2011 New partial ordering of survival functions based on the notion of uncertainty. Zbl 0817.62082Ebrahimi, Nader; Pellerey, Franco 48 1995 G-networks with triggered customer movement. Zbl 0781.60088Gelenbe, Erol 47 1993 First-passage-time density and moments of the Ornstein-Uhlenbeck process. Zbl 0651.60080Ricciardi, Luigi M.; Sato, Shunsuke 47 1988 Dispersive distributions and the connection between dispersivity and strong unimodality. Zbl 0453.60023Lewis, Toby; Thompson, J. W. 47 1981 Sensitivity and convergence of uniformly ergodic Markov chains. Zbl 1092.60027Mitrophanov, A. Yu. 47 2005 Hazard rate ordering of order statistics and systems. Zbl 1111.62098Navarro, Jorge; Shaked, Moshe 47 2006 Evolutionarily stable strategies with two types of player. Zbl 0398.90120Taylor, Peter D. 46 1979 A quantum-mechanical central limit theorem. Zbl 0224.60049Cushen, C. D.; Hudson, R. L. 46 1971 Saddlepoint expansions for conditional distributions. Zbl 0638.62018Skovgaard, Ib M. 46 1987 Martingales versus PDEs in finance: an equivalence result with examples. Zbl 0996.91069Heath, David; Schweizer, Martin 46 2000 Portfolio optimization with unobservable Markov-modulated drift process. Zbl 1138.93428Rieder, Ulrich; Bäuerle, Nicole 45 2005 Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift. Zbl 1458.91208Sass, Jörn; Westphal, Dorothee; Wunderlich, Ralf 1 2021 A product form for the general stochastic matching model. Zbl 07364095Moyal, Pascal; Bušić, Ana; Mairesse, Jean 1 2021 Branching processes in a random environment with immigration stopped at zero. Zbl 1434.60240Dyakonova, Elena; Li, Doudou; Vatutin, Vladimir; Zhang, Mei 3 2020 Simultaneous ruin probability for two-dimensional Brownian risk model. Zbl 1464.60031Dȩbicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew 3 2020 Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model. Zbl 1443.60068Nguyen, Dang H.; Nguyen, Nhu N.; Yin, George 3 2020 A unifying approach to branching processes in a varying environment. Zbl 1434.60242Kersting, Götz 2 2020 Tails of exit times from unstable equilibria on the line. Zbl 1464.60057Bakhtin, Yuri; Pajor-Gyulai, Zsolt 2 2020 Weak convergence of random processes with immigration at random times. Zbl 1434.60068Dong, Congzao; Iksanov, Alexander 1 2020 A functional limit theorem for general shot noise processes. Zbl 1434.60106Iksanov, Alexander; Rashytov, Bohdan 1 2020 Strong convergence of multivariate maxima. Zbl 1462.60068Falk, Michael; Padoan, Simone A.; Rizzelli, Stefano 1 2020 On the extension of signature-based representations for coherent systems with dependent non-exchangeable components. Zbl 1464.60015Navarro, Jorge; Fernández-Sánchez, Juan 1 2020 Asymptotic results on Hoppe trees and their variations. Zbl 1444.05041Hiesmayr, Ella; Işlak, Ümit 1 2020 Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications. Zbl 1457.60026Li, Lu; Wu, Qinyu; Mao, Tiantian 1 2020 Decorrelation of a class of Gibbs particle processes and asymptotic properties of \(U\)-statistics. Zbl 1457.60066Beneš, 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 1457.60125Boudabra, Maher; Markowsky, Greg 1 2020 Robust Wasserstein profile inference and applications to machine learning. Zbl 1436.62336Blanchet, Jose; Kang, Yang; Murthy, Karthyek 10 2019 Exit problems for general draw-down times of spectrally negative Lévy processes. Zbl 1415.60048Li, Bo; Vu, Nhat Linh; Zhou, Xiaowen 6 2019 Limit theorems for the fractional nonhomogeneous Poisson process. Zbl 1418.60025Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan 4 2019 Asymptotic behaviour of randomised fractional volatility models. Zbl 1465.60071Horvath, Blanka; Jacquier, Antoine; Lacombe, Chloé 4 2019 Relational exchangeability. Zbl 1418.60027Crane, Harry; Dempsey, Walter 3 2019 Inhomogeneous phase-type distributions and heavy tails. Zbl 1428.62103Albrecher, Hansjörg; Bladt, Mogens 3 2019 Is the Sibuya distribution a progeny? Zbl 1418.60112Letac, Gérard 2 2019 Exact simulation of generalised Vervaat perpetuities. Zbl 1418.60040Dassios, Angelos; Qu, Yan; Lim, Jia Wei 2 2019 Absolute regularity of semi-contractive GARCH-type processes. Zbl 1418.60029Doukhan, Paul; Neumann, Michael H. 2 2019 A particle system approach to aggregation phenomena. Zbl 1416.35139Flandoli, Franco; Leocata, Marta 2 2019 First passage upwards for state-dependent-killed spectrally negative Lévy processes. Zbl 1415.60050Vidmar, Matija 2 2019 On first exit times and their means for Brownian bridges. Zbl 1436.60075Geiss, Christel; Luoto, Antti; Salminen, Paavo 2 2019 On negative association of some finite point processes on general state spaces. Zbl 1418.60042Last, Günter; Szekli, Ryszard 1 2019 Preservation of the mean residual life order for coherent and mixed systems. Zbl 1418.60013Lindqvist, Bo H.; Samaniego, Francisco J.; Wang, Nana 1 2019 Central limit theorem for mean and variogram estimators in Lévy-based models. Zbl 1418.60017Rønn-Nielsen, Anders; Vedel Jensen, Eva B. 1 2019 Cramér type moderate deviations for random fields. Zbl 1418.60018Beknazaryan, Aleksandr; Sang, Hailin; Xiao, Yimin 1 2019 On the existence of sure profits via flash strategies. Zbl 1422.91650Fontana, Claudio; Pelger, Markus; Platen, Eckhard 1 2019 The \(N\)-star network evolution model. Zbl 1416.05258Fazekas, 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 1415.60013Houdré, C.; Kerchev, G. 1 2019 On association and other forms of positive dependence for Feller processes. Zbl 1415.60022Tu, Eddie 1 2019 Degree correlations in scale-free random graph models. Zbl 1421.05082Stegehuis, Clara 1 2019 A martingale approach for asset allocation with derivative security and hidden economic risk. Zbl 1425.91408Siu, Tak Kuen; Zhu, Jinxia; Yang, Hailiang 1 2019 Transient and slim versus recurrent and fat: random walks and the trees they grow. Zbl 1436.60084Iacobelli, Giulio; Figueiredo, Daniel R.; Neglia, Giovanni 1 2019 Branching Brownian motion with spatially homogeneous and point-catalytic branching. Zbl 1436.60077Bocharov, Sergey; Wang, Li 1 2019 Discrete-type approximations for non-Markovian optimal stopping problems. I. Zbl 1427.60069Leão, Dorival; Ohashi, Alberto; Russo, Francesco 1 2019 Runoff on rooted trees. Zbl 1427.60203Jones, Owen Dafydd 1 2019 Skeletal stochastic differential equations for continuous-state branching processes. Zbl 1427.60176Fekete, D.; Fontbona, J.; Kyprianou, A. E. 1 2019 Monte Carlo integration with a growing number of control variates. Zbl 1427.60048Portier, François; Segers, Johan 1 2019 On maxima of stationary fields. Zbl 1427.60099Soja-Kukieła, N. 1 2019 Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes. Zbl 1432.91099Goffard, Pierre-Olivier; Sarantsev, Andrey 1 2019 Pathwise large deviations for the rough Bergomi model. Zbl 1405.60037Jacquier, Antoine; Pakkanen, Mikko S.; Stone, Henry 9 2018 Infinite-server queues with Hawkes input. Zbl 1402.60120Koops, D. T.; Saxena, M.; Boxma, O. J.; Mandjes, M. 6 2018 A conditional limit theorem for high-dimensional \(\ell^p\)-spheres. Zbl 1405.60038Kim, Steven S.; Ramanan, Kavitar 6 2018 General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes. Zbl 1396.91314Wang, Wenyuan; Zhou, Xiaowen 6 2018 Why is Kemeny’s constant a constant? Zbl 1405.60112Bini, Dario; Hunter, Jeffrey J.; Latouche, Guy; Meini, Beatrice; Taylor, Peter 5 2018 Effective procedure of verifying stochastic ordering of system lifetimes. Zbl 1405.60026Rychlik, Tomasz; Navarro, Jorge; Rubio, Rafael 5 2018 Multiple drawing multi-colour urns by stochastic approximation. Zbl 1401.60035Lasmar, Nabil; Mailler, Cécile; Selmi, Olfa 5 2018 Stochastic LU factorizations, Darboux transformations and urn models. Zbl 1402.60090Grünbaum, F. Alberto; de la Iglesia, Manuel D. 4 2018 Uniform decomposition of probability measures: quantization, clustering and rate of convergence. Zbl 1405.60025Chevallier, Julien 4 2018 New nonparametric classes of distributions in terms of mean time to failure in age replacement. Zbl 1409.62196Izadi, Muhyiddin; Sharafi, Maryam; Khaledi, Baha-Eldin 4 2018 On perpetuities with gamma-like tails. Zbl 1401.60127Buraczewski, Dariusz; Dyszewski, Piotr; Iksanov, Alexander; Marynych, Alexander 4 2018 A quenched central limit theorem for biased random walks on supercritical Galton-Watson trees. Zbl 1401.60051Bowditch, Adam 4 2018 Multi-type branching processes with time-dependent branching rates. Zbl 1402.60107Dolgopyat, 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 1396.60035Iksanov, Alexander; Jedidi, Wissem; Bouzeffour, Fethi 3 2018 Inhomogeneous random graphs, isolated vertices, and Poisson approximation. Zbl 1396.05102Penrose, Mathew D. 3 2018 Univariate and multivariate stochastic comparisons and ageing properties of the generalized Pólya process. Zbl 1401.60023Badía, F. G.; Sangüesa, C.; Cha, Ji Hwan 3 2018 A temporal approach to the Parisian risk model. Zbl 1396.60045Li, Bin; Willmot, Gordon E.; Wong, Jeff T. Y. 3 2018 Stochastic comparisons of coherent systems under different random environments. Zbl 1403.90256Amini-Seresht, Ebrahim; Zhang, Yiying; Balakrishnan, Narayanaswamy 3 2018 On unimodality of the lifetime distribution of coherent systems with failure-dependent component lifetimes. Zbl 1401.62194Bieniek, M.; Burkschat, M. 3 2018 Occupation times of alternating renewal processes with Lévy applications. 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Zbl 1396.05098Baroni, Enrico; Van Der Hofstad, Remco; Komjáthy, Júlia 7 2017 ...and 1458 more Documents all cited Publications top 5 cited Publications all top 5 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 ...and 18,382 more Authors all top 5 Cited in 824 Journals 1,039 Statistics & Probability Letters 1,010 Stochastic Processes and their Applications 920 Journal of Applied Probability 589 Queueing Systems 531 Communications in Statistics. 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Mathematics 49 Journal of Nonparametric Statistics 49 Stochastic Systems 48 Kybernetika 48 Sequential Analysis 47 Statistical Science 47 Random Structures & Algorithms 46 Automation and Remote Control 45 Journal of Soviet Mathematics 45 Scandinavian Actuarial Journal 44 Operations Research 44 Journal of Applied Statistics 44 Statistical Inference for Stochastic Processes 43 Automatica 43 Journal of Economic Theory 43 Proceedings of the American Mathematical Society 43 Discrete Event Dynamic Systems 43 Electronic Communications in Probability ...and 724 more Journals all top 5 Cited in 62 Fields 14,388 Probability theory and stochastic processes (60-XX) 6,694 Statistics (62-XX) 4,112 Operations research, mathematical programming (90-XX) 3,305 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2,134 Biology and other natural sciences (92-XX) 1,344 Numerical analysis (65-XX) 1,024 Computer science (68-XX) 829 Systems theory; control (93-XX) 756 Combinatorics (05-XX) 649 Statistical mechanics, structure of matter (82-XX) 445 Partial differential equations (35-XX) 268 Dynamical systems and ergodic theory (37-XX) 260 Linear and multilinear algebra; matrix theory (15-XX) 243 Calculus of variations and optimal control; optimization (49-XX) 226 Ordinary differential equations (34-XX) 210 Information and communication theory, circuits (94-XX) 178 Convex and discrete geometry (52-XX) 144 Operator theory (47-XX) 126 Real functions (26-XX) 121 Integral equations (45-XX) 116 Special functions (33-XX) 107 Measure and integration (28-XX) 107 Integral transforms, operational calculus (44-XX) 91 Number theory (11-XX) 81 Functional analysis (46-XX) 79 Harmonic analysis on Euclidean spaces (42-XX) 78 Quantum theory (81-XX) 71 Fluid mechanics (76-XX) 69 Difference and functional equations (39-XX) 67 Geophysics (86-XX) 52 Approximations and expansions (41-XX) 50 History and biography (01-XX) 40 Functions of a complex variable (30-XX) 39 Group theory and generalizations (20-XX) 34 Differential geometry (53-XX) 33 Global analysis, analysis on manifolds (58-XX) 25 Classical thermodynamics, heat transfer (80-XX) 24 Order, lattices, ordered algebraic structures (06-XX) 21 Mathematical logic and foundations (03-XX) 21 Sequences, series, summability (40-XX) 18 Abstract harmonic analysis (43-XX) 18 Mechanics of deformable solids (74-XX) 16 Nonassociative rings and algebras (17-XX) 14 Topological groups, Lie groups (22-XX) 12 General and overarching topics; collections (00-XX) 12 General topology (54-XX) 11 Field theory and polynomials (12-XX) 11 Potential theory (31-XX) 11 Astronomy and astrophysics (85-XX) 10 Mechanics of particles and systems (70-XX) 9 Algebraic geometry (14-XX) 9 Associative rings and algebras (16-XX) 9 Geometry (51-XX) 8 Optics, electromagnetic theory (78-XX) 7 Commutative algebra (13-XX) 6 Manifolds and cell complexes (57-XX) 5 Several complex variables and analytic spaces (32-XX) 4 Category theory; homological algebra (18-XX) 4 Algebraic topology (55-XX) 4 Relativity and gravitational theory (83-XX) 3 Mathematics education (97-XX) 1 General algebraic systems (08-XX) Citations by Year