Volume 45; Issue 1

Journal of Applied Probability

Volume 45; Issue 1
2

On a comparison result for Markov processes

Year:
2008
Language:
english
File:
PDF, 91 KB
english, 2008
3

Volume Information

Year:
2008
File:
PDF, 133 KB
2008
4

Volume Information

Year:
2008
Language:
english
File:
PDF, 133 KB
english, 2008
5

On the Truncated Long-Range Percolation on Z2

Year:
2008
Language:
english
File:
PDF, 399 KB
english, 2008
6

Sums of Dependent Nonnegative Random Variables with Subexponential Tails

Year:
2008
Language:
english
File:
PDF, 686 KB
english, 2008
9

Optimal Buy/Sell Rules for Correlated Random Walks

Year:
2008
Language:
english
File:
PDF, 879 KB
english, 2008
13

Reduced Branching Processes with Very Heavy Tails

Year:
2008
Language:
english
File:
PDF, 676 KB
english, 2008
14

Law of Large Numbers for Dynamic Bargaining Markets

Year:
2008
Language:
english
File:
PDF, 683 KB
english, 2008
15

Evaluating Scale Functions of Spectrally Negative Lévy Processes

Year:
2008
Language:
english
File:
PDF, 871 KB
english, 2008
16

Back Matter

Year:
2008
Language:
english
File:
PDF, 412 KB
english, 2008
17

Front Matter

Year:
2008
Language:
english
File:
PDF, 403 KB
english, 2008
18

Smile Asymptotics II: Models with Known Moment Generating Functions

Year:
2008
Language:
english
File:
PDF, 1008 KB
english, 2008
20

On the Structure of a Swing Contracts Optimal Value and Optimal Strategy

Year:
2008
Language:
english
File:
PDF, 1.01 MB
english, 2008
21

On a Comparison result for Markov Processes

Year:
2008
Language:
english
File:
PDF, 674 KB
english, 2008
22

On the Structure and Estimation of Reflection Positive Processes

Year:
2008
Language:
english
File:
PDF, 1.00 MB
english, 2008
26

The Pareto copula, aggregation of risks, and the emperor's socks

Year:
2008
Language:
english
File:
PDF, 176 KB
english, 2008
28

On the Structure of a Swing Contract's Optimal Value and Optimal Strategy

Year:
2008
Language:
english
File:
PDF, 147 KB
english, 2008
29

On a Comparison Result for Markov Processes

Year:
2008
Language:
english
File:
PDF, 108 KB
english, 2008
31

Sums of dependent nonnegative random variables with subexponential tails

Year:
2008
Language:
english
File:
PDF, 123 KB
english, 2008
33

The limit behavior of dual Markov branching processes

Year:
2008
Language:
english
File:
PDF, 150 KB
english, 2008
34

The Large Deviation Principle for the On-Off Weibull Sojourn Process

Year:
2008
Language:
english
File:
PDF, 140 KB
english, 2008
35

Smile asymptotics II: models with known moment generating functions

Year:
2008
Language:
english
File:
PDF, 171 KB
english, 2008
38

Continuous Mixtures with Bathtub-Shaped Failure Rates

Year:
2008
Language:
english
File:
PDF, 125 KB
english, 2008
39

Sums of Dependent Nonnegative Random Variables with Subexponential Tails

Year:
2008
Language:
english
File:
PDF, 124 KB
english, 2008
40

Evaluating Scale Functions of Spectrally Negative Lévy Processes

Year:
2008
Language:
english
File:
PDF, 167 KB
english, 2008
42

Optimal Buy/Sell Rules for Correlated Random Walks

Year:
2008
Language:
english
File:
PDF, 131 KB
english, 2008
45

Law of Large Numbers for Dynamic Bargaining Markets

Year:
2008
Language:
english
File:
PDF, 123 KB
english, 2008
46

Transient Moments of the TCP Window Size Process

Year:
2008
Language:
english
File:
PDF, 148 KB
english, 2008
49

JPR volume 45 issue 1 Cover and Back matter

Year:
2008
Language:
english
File:
PDF, 508 KB
english, 2008
50

JPR volume 45 issue 1 Cover and Front matter

Year:
2008
Language:
english
File:
PDF, 576 KB
english, 2008
51

JPR volume 45 issue 1 Cover and Front matter

Year:
2008
File:
PDF, 576 KB
2008