Volume 49; Issue 1

Journal of Applied Probability

Volume 49; Issue 1
1

A RECURRENT SOLUTION OF PH/M/c/N-LIKE AND PH/M/c-LIKE QUEUES

Year:
2012
Language:
english
File:
PDF, 1.19 MB
english, 2012
4

PHASE-TYPE DISTRIBUTIONS AND OPTIMAL STOPPING FOR AUTOREGRESSIVE PROCESSES

Year:
2012
Language:
english
File:
PDF, 1.02 MB
english, 2012
5

MODERATE DEVIATIONS FOR STABLE RANDOM WALKS IN RANDOM SCENERY

Year:
2012
Language:
english
File:
PDF, 786 KB
english, 2012
6

JUGGLER'S EXCLUSION PROCESS

Year:
2012
Language:
english
File:
PDF, 936 KB
english, 2012
8

CARD COUNTING IN CONTINUOUS TIME

Year:
2012
Language:
english
File:
PDF, 809 KB
english, 2012
10

PERSISTENCE AND EQUILIBRIA OF BRANCHING POPULATIONS WITH EXPONENTIAL INTENSITY

Year:
2012
Language:
english
File:
PDF, 1.37 MB
english, 2012
12

APPROXIMATING MULTIVARIATE TEMPERED STABLE PROCESSES

Year:
2012
Language:
english
File:
PDF, 1.06 MB
english, 2012
14

RATIONAL PROCESSES RELATED TO COMMUNICATING MARKOV PROCESSES

Year:
2012
Language:
english
File:
PDF, 1.33 MB
english, 2012
15

CENTRAL LIMIT THEOREMS FOR LAW-INVARIANT COHERENT RISK MEASURES

Year:
2012
Language:
english
File:
PDF, 1.41 MB
english, 2012
16

Card Counting in Continuous Time

Year:
2012
Language:
english
File:
PDF, 132 KB
english, 2012
17

Continuous, Discrete, and Conditional Scan Statistics

Year:
2012
Language:
english
File:
PDF, 112 KB
english, 2012
18

Central Limit Theorems for Law-Invariant Coherent Risk Measures

Year:
2012
Language:
english
File:
PDF, 177 KB
english, 2012
19

Phase-Type Distributions and Optimal Stopping for Autoregressive Processes

Year:
2012
Language:
english
File:
PDF, 188 KB
english, 2012
20

Rational Processes Related to Communicating Markov Processes

Year:
2012
Language:
english
File:
PDF, 151 KB
english, 2012
24

The Smooth-Fit Property in an Exponential Lévy Model

Year:
2012
Language:
english
File:
PDF, 119 KB
english, 2012
26

Approximating Multivariate Tempered Stable Processes

Year:
2012
Language:
english
File:
PDF, 423 KB
english, 2012
28

Persistence and Equilibria of Branching Populations with Exponential Intensity

Year:
2012
Language:
english
File:
PDF, 198 KB
english, 2012
29

Spectral Theory for Weakly Reversible Markov Chains

Year:
2012
Language:
english
File:
PDF, 205 KB
english, 2012
30

Juggler's Exclusion Process

Year:
2012
Language:
english
File:
PDF, 125 KB
english, 2012
31

Moderate Deviations for Stable Random Walks in Random Scenery

Year:
2012
Language:
english
File:
PDF, 135 KB
english, 2012
33

A Recurrent Solution of PH/M/c/N-Like and PH/M/c-Like Queues

Year:
2012
Language:
english
File:
PDF, 379 KB
english, 2012
34

CONTINUOUS, DISCRETE, AND CONDITIONAL SCAN STATISTICS

Year:
2012
Language:
english
File:
PDF, 774 KB
english, 2012
35

SPECTRAL THEORY FOR WEAKLY REVERSIBLE MARKOV CHAINS

Year:
2012
Language:
english
File:
PDF, 1.21 MB
english, 2012
36

Central limit theorems for law-invariant coherent risk measures

Year:
2012
Language:
english
File:
PDF, 220 KB
english, 2012
37

Card counting in continuous time

Year:
2012
Language:
english
File:
PDF, 148 KB
english, 2012
39

Spectral theory for weakly reversible Markov chains

Year:
2012
Language:
english
File:
PDF, 243 KB
english, 2012
40

Approximating multivariate tempered stable processes

Year:
2012
Language:
english
File:
PDF, 443 KB
english, 2012
41

The Smooth-Fit Property in an Exponential Lévy Model

Year:
2012
Language:
english
File:
PDF, 145 KB
english, 2012
44

Continuous, Discrete, and Conditional Scan Statistics

Year:
2012
Language:
english
File:
PDF, 134 KB
english, 2012
45

A Recurrent Solution of PH/M/c/N-Like and PH/M/c-Like Queues

Year:
2012
Language:
english
File:
PDF, 411 KB
english, 2012
49

Persistence and Equilibria of Branching Populations with Exponential Intensity

Year:
2012
Language:
english
File:
PDF, 231 KB
english, 2012