Volume 49; Issue 3

Journal of Applied Probability

Volume 49; Issue 3
1

Extinction probabilities of supercritical decomposable branching processes

Year:
2012
Language:
english
File:
PDF, 131 KB
english, 2012
2

On ε-optimality of the pursuit learning algorithm

Year:
2012
Language:
english
File:
PDF, 110 KB
english, 2012
3

First passage time of skew Brownian motion

Year:
2012
Language:
english
File:
PDF, 232 KB
english, 2012
5

ON ε-OPTIMALITY OF THE PURSUIT LEARNING ALGORITHM

Year:
2012
Language:
english
File:
PDF, 892 KB
english, 2012
7

COALESCENCE IN CRITICAL AND SUBCRITICAL GALTON–WATSON BRANCHING PROCESSES

Year:
2012
Language:
english
File:
PDF, 661 KB
english, 2012
9

EXTINCTION PROBABILITIES OF SUPERCRITICAL DECOMPOSABLE BRANCHING PROCESSES

Year:
2012
Language:
english
File:
PDF, 1.02 MB
english, 2012
13

THE PROBABILITY OF THE ALABAMA PARADOX

Year:
2012
Language:
english
File:
PDF, 1.48 MB
english, 2012
14

PROBABILITIES OF COMPETING BINOMIAL RANDOM VARIABLES

Year:
2012
Language:
english
File:
PDF, 959 KB
english, 2012
16

THE CLASS OF DISTRIBUTIONS ASSOCIATED WITH THE GENERALIZED POLLACZEK-KHINCHINE FORMULA

Year:
2012
Language:
english
File:
PDF, 451 KB
english, 2012
17

FIRST PASSAGE TIME OF SKEW BROWNIAN MOTION

Year:
2012
Language:
english
File:
PDF, 1006 KB
english, 2012
18

PREDICTING THE SUPREMUM: OPTIMALITY OF 'STOP AT ONCE OR NOT AT ALL'

Year:
2012
Language:
english
File:
PDF, 1.11 MB
english, 2012
19

COAGULATION PROCESSES WITH GIBBSIAN TIME EVOLUTION

Year:
2012
Language:
english
File:
PDF, 1014 KB
english, 2012
20

TIGHTNESS FOR MAXIMA OF GENERALIZED BRANCHING RANDOM WALKS

Year:
2012
Language:
english
File:
PDF, 1.13 MB
english, 2012
21

A BRANCHING PROCESS FOR VIRUS SURVIVAL

Year:
2012
Language:
english
File:
PDF, 618 KB
english, 2012
22

OPTION PRICING DRIVEN BY A TELEGRAPH PROCESS WITH RANDOM JUMPS

Year:
2012
Language:
english
File:
PDF, 929 KB
english, 2012
23

Coagulation Processes with Gibbsian Time Evolution

Year:
2012
Language:
english
File:
PDF, 126 KB
english, 2012
26

A Pólya Approximation to the Poisson-Binomial Law

Year:
2012
Language:
english
File:
PDF, 121 KB
english, 2012
27

A New Proof of the Wiener-Hopf Factorization via Basu's Theorem

Year:
2012
Language:
english
File:
PDF, 90 KB
english, 2012
29

Coalescence in Critical and Subcritical Galton-Watson Branching Processes

Year:
2012
Language:
english
File:
PDF, 110 KB
english, 2012
30

Extinction Probabilities of Supercritical Decomposable Branching Processes

Year:
2012
Language:
english
File:
PDF, 131 KB
english, 2012
31

Tightness for Maxima of Generalized Branching Random Walks

Year:
2012
Language:
english
File:
PDF, 158 KB
english, 2012
32

First Passage Time of Skew Brownian Motion

Year:
2012
Language:
english
File:
PDF, 232 KB
english, 2012
33

Exit Problems for Reflected Markov-Modulated Brownian Motion

Year:
2012
Language:
english
File:
PDF, 132 KB
english, 2012
34

Fractional Brownian Motion with H < 1/2 as a Limit of Scheduled Traffic

Year:
2012
Language:
english
File:
PDF, 97 KB
english, 2012
36

Probabilities of Competing Binomial Random Variables

Year:
2012
Language:
english
File:
PDF, 129 KB
english, 2012
37

Joint Distributions of Counts of Strings in Finite Bernoulli Sequences

Year:
2012
Language:
english
File:
PDF, 141 KB
english, 2012
38

The Probability of the Alabama Paradox

Year:
2012
Language:
english
File:
PDF, 178 KB
english, 2012
39

On ε-Optimality of the Pursuit Learning Algorithm

Year:
2012
Language:
english
File:
PDF, 110 KB
english, 2012
40

Predicting the Supremum: Optimality of ‘Stop at Once or Not at All’

Year:
2012
Language:
english
File:
PDF, 136 KB
english, 2012
42

Option Pricing Driven by a Telegraph Process with Random Jumps

Year:
2012
Language:
english
File:
PDF, 128 KB
english, 2012
45

The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula

Year:
2012
Language:
english
File:
PDF, 75 KB
english, 2012
46

A Branching Process for Virus Survival

Year:
2012
Language:
english
File:
PDF, 78 KB
english, 2012
47

A NEW PROOF OF THE WIENER-HOPF FACTORIZATION VIA BASU'S THEOREM

Year:
2012
Language:
english
File:
PDF, 625 KB
english, 2012
48

EXIT PROBLEMS FOR REFLECTED MARKOV-MODULATED BROWNIAN MOTION

Year:
2012
Language:
english
File:
PDF, 880 KB
english, 2012
50

A PÓLYA APPROXIMATION TO THE POISSON-BINOMIAL LAW

Year:
2012
Language:
english
File:
PDF, 1005 KB
english, 2012
51

A Pólya approximation to the Poisson-binomial law

Year:
2012
Language:
english
File:
PDF, 148 KB
english, 2012
52

A Branching Process for Virus Survival

Year:
2012
Language:
english
File:
PDF, 95 KB
english, 2012
53

The Probability of the Alabama Paradox

Year:
2012
Language:
english
File:
PDF, 215 KB
english, 2012
54

Coagulation Processes with Gibbsian Time Evolution

Year:
2012
Language:
english
File:
PDF, 154 KB
english, 2012
55

Tightness for Maxima of Generalized Branching Random Walks

Year:
2012
Language:
english
File:
PDF, 192 KB
english, 2012
57

Fractional Brownian Motion with H < 1/2 as a Limit of Scheduled Traffic

Year:
2012
Language:
english
File:
PDF, 116 KB
english, 2012
58

Coalescence in Critical and Subcritical Galton-Watson Branching Processes

Year:
2012
Language:
english
File:
PDF, 134 KB
english, 2012
59

Option Pricing Driven by a Telegraph Process with Random Jumps

Year:
2012
Language:
english
File:
PDF, 152 KB
english, 2012
61

Exit Problems for Reflected Markov-Modulated Brownian Motion

Year:
2012
Language:
english
File:
PDF, 157 KB
english, 2012
63

Joint Distributions of Counts of Strings in Finite Bernoulli Sequences

Year:
2012
Language:
english
File:
PDF, 168 KB
english, 2012