CURRENT CONTENTS/Mathmatics
Journal of applied probability vol.50 no.1 2013
seoulfric
2013. 7. 8. 17:15
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |