Optimal
scaling of the random walk Metropolis: general criteria for the 0.234
acceptance rule |
Chris Sherlock |
Journal of applied probability
(0021-9002) |
2013 |
vol.50 no.1 pp.1-15 |
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&page=toc&handle=euclid.jap/1363784419 |
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On the generalized drift
Skorokhod problem in one dimension |
Josh Reed, Amy Ward and
Dongyuan Zhan |
Journal of applied probability
(0021-9002) |
2013 |
vol.50 no.1 pp.16-28 |
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&page=toc&handle=euclid.jap/1363784419 |
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Optimal sequential change
detection for fractional diffusion-type processes |
Alexandra Chronopoulou and
Georgios Fellouris |
Journal of applied probability
(0021-9002) |
2013 |
vol.50 no.1 pp.29-41 |
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&page=toc&handle=euclid.jap/1363784419 |
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Sharp bounds for sums of
dependent risks |
Giovanni Puccetti and Ludger
R?schendorf |
Journal of applied probability
(0021-9002) |
2013 |
vol.50 no.1 pp.42-53 |
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&page=toc&handle=euclid.jap/1363784419 |
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Limit theorems for a
generalized Feller game |
Keisuke Matsumoto and Toshio
Nakata |
Journal of applied probability
(0021-9002) |
2013 |
vol.50 no.1 pp.54-63 |
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&page=toc&handle=euclid.jap/1363784419 |
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Asymptotics for the first
passage times of L?vy processes and random walks |
Denis Denisov and Vsevolod
Shneer |
Journal of applied probability
(0021-9002) |
2013 |
vol.50 no.1 pp.64-84 |
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&page=toc&handle=euclid.jap/1363784419 |
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Random walks reaching against
all odds the other side of the quarter plane |
Johan S. H. van Leeuwaarden
and Kilian Raschel |
Journal of applied probability
(0021-9002) |
2013 |
vol.50 no.1 pp.85-102 |
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&page=toc&handle=euclid.jap/1363784419 |
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Asymptotics of hybrid fluid
queues with L?vy input |
Krzysztof D?bicki, Iwona
Sierpi?ska and Bert Zwart |
Journal of applied probability
(0021-9002) |
2013 |
vol.50 no.1 pp.103-113 |
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&page=toc&handle=euclid.jap/1363784419 |
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Domain of attraction of the
quasistationary distribution for birth-and-death processes |
Hanjun Zhang and Yixia Zhu |
Journal of applied probability
(0021-9002) |
2013 |
vol.50 no.1 pp.114-126 |
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&page=toc&handle=euclid.jap/1363784419 |
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Heavy tails in queueing
systems: impact of parallelism on tail performance |
Bo Jiang, Jian Tan, Wei Wei,
Ness Shroff and Don Towsley |
Journal of applied probability
(0021-9002) |
2013 |
vol.50 no.1 pp.127-150 |
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&page=toc&handle=euclid.jap/1363784419 |
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Computing stationary
expectations in level-dependent QBD processes |
Hendrik Baumann and Werner
Sandmann |
Journal of applied probability
(0021-9002) |
2013 |
vol.50 no.1 pp.151-165 |
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&page=toc&handle=euclid.jap/1363784419 |
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Conditional distributions of
processes related to fractional Brownian motion |
Holger Fink, Claudia
Kl?ppelberg and Martina Z?hle |
Journal of applied probability
(0021-9002) |
2013 |
vol.50 no.1 pp.166-183 |
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&page=toc&handle=euclid.jap/1363784419 |
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Regular perturbation of
V-geometrically ergodic Markov chains |
D?borah Ferr?, Lo?c Herv? and
James Ledoux |
Journal of applied probability
(0021-9002) |
2013 |
vol.50 no.1 pp.184-194 |
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&page=toc&handle=euclid.jap/1363784419 |
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A time-homogeneous diffusion
model with tax |
Bin Li, Qihe Tang and Xiaowen
Zhou |
Journal of applied probability
(0021-9002) |
2013 |
vol.50 no.1 pp.195-207 |
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&page=toc&handle=euclid.jap/1363784419 |
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Splitting trees stopped when
the first clock rings and Vervaat's transformation |
Amaury Lambert and Pieter
Trapman |
Journal of applied probability
(0021-9002) |
2013 |
vol.50 no.1 pp.208-227 |
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&page=toc&handle=euclid.jap/1363784419 |
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Asymptotic analysis of Hoppe
trees |
Kevin Leckey and Ralph
Neininger |
Journal of applied probability
(0021-9002) |
2013 |
vol.50 no.1 pp.228-238 |
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&page=toc&handle=euclid.jap/1363784419 |
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Ancestral graph with bias in
gene conversion |
Shuhei Mano |
Journal of applied probability
(0021-9002) |
2013 |
vol.50 no.1 pp.239-255 |
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&page=toc&handle=euclid.jap/1363784419 |
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Duality between the two-locus
Wright?Fisher diffusion model and the ancestral process with recombination |
Shuhei Mano |
Journal of applied probability
(0021-9002) |
2013 |
vol.50 no.1 pp.256-271 |
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&page=toc&handle=euclid.jap/1363784419 |
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Dynamic signatures of coherent
systems based on sequential order statistics |
M. Burkschat and J. Navarro |
Journal of applied probability
(0021-9002) |
2013 |
vol.50 no.1 |
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&page=toc&handle=euclid.jap/1363784419 |
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Asymptotic expected number of
passages of a random walk through an interval |
Offer Kella and Wolfgang
Stadje |
Journal of applied probability
(0021-9002) |
2013 |
vol.50 no.1 pp.288-294 |
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&page=toc&handle=euclid.jap/1363784419 |
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The Laplace transform of
hitting times of integrated geometric Brownian motion |
Adam Metzler |
Journal of applied probability
(0021-9002) |
2013 |
vol.50 no.1 pp.295-299 |
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&page=toc&handle=euclid.jap/1363784419 |
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A duality relation between the
workload and attained waiting time in FCFS G/G/s queues |
Yi-Ching Yao |
Journal of applied probability
(0021-9002) |
2013 |
vol.50 no.1 pp.300-307 |
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&page=toc&handle=euclid.jap/1363784419 |