Volume 53; Issue 1

Journal of Applied Probability

Volume 53; Issue 1

1

Dynamic binomials with an application to gender bias analysis

Ferreira, Eva, Stute, Winfried

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 104 KB

english, 2016

2

Point process approach to modeling and analysis of general cascading failure models

Lee, Hyunju, Cha, Ji Hwan

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 307 KB

english, 2016

3

Continuity properties of a factor of Markov chains

de Carvalho, Walter A. F., Gallo, Sandro, Garcia, Nancy L.

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 144 KB

english, 2016

4

A general lower bound of parameter estimation for reflected Ornstein–Uhlenbeck processes

Zang, Qing-Pei, Zhang, Li-Xin

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 124 KB

english, 2016

5

A finite exact algorithm to solve a dice game

Crocce, Fabián, Mordecki, Ernesto

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 146 KB

english, 2016

6

A comparative analysis of the successive lumping and the lattice path counting algorithms

Katehakis, Michael N., Smit, Laurens C., Spieksma, Floske M.

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 166 KB

english, 2016

7

Weak convergence to the Student and Laplace distributions

Schluter, Christian, Trede, Mark

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 184 KB

english, 2016

8

Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions

Seifert, Miriam Isabel

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 223 KB

english, 2016

9

Nonstandard regular variation of in-degree and out-degree in the preferential attachment model

Samorodnitsky, Gennady, Resnick, Sidney, Towsley, Don, Davis, Richard, Willis, Amy, Wan, Phyllis

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 295 KB

english, 2016

10

Inequalities for variances of order statistics originating from urn models

Jasiński, Krzysztof, Rychlik, Tomasz

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 131 KB

english, 2016

11

Conditions for permanence and ergodicity of certain stochastic predator–prey models

Du, Nguyen Huu, Nguyen, Dang Hai, Yin, G. George

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 259 KB

english, 2016

12

On expected durations of birth–death processes, with applications to branching processes and SIS epidemics

Ball, Frank, Britton, Tom, Neal, Peter

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 129 KB

english, 2016

13

On explicit form of the stationary distributions for a class of bounded Markov chains

McKinlay, S., Borovkov, K.

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 447 KB

english, 2016

14

Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure

Rønn-Nielsen, Anders, Jensen, Eva B. Vedel

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 189 KB

english, 2016

15

An Euler–Poisson scheme for Lévy driven stochastic differential equations

Ferreiro-Castilla, A., Kyprianou, A. E., Scheichl, R.

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 189 KB

english, 2016

16

Moderate deviation principle for a class of stochastic partial differential equations

Fatheddin, Parisa, Xiong, Jie

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 159 KB

english, 2016

17

A note on integral representations of the Skorokhod map

Buckingham, Patrick, Fralix, Brian, Kella, Offer

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 84 KB

english, 2016

18

Separation cutoff for upward skip-free chains

Mao, Y. H., Zhang, C., Zhang, Y. H.

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 106 KB

english, 2016

19

Limit theorems for a supercritical Poisson random indexed branching process

Gao, Zhenlong, Zhang, Yanhua

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 102 KB

english, 2016

20

Moments for multidimensional Mandelbrot cascades

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 218 KB

english, 2016

21

On sufficient conditions for the comparison in the excess wealth order and spacings

Belzunce, Félix, Martínez-Riquelme, Carolina, Ruiz, José M., Sordo, Miguel A.

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 136 KB

english, 2016

22

Ordering scalar products with applications in financial engineering and actuarial science

You, Yinping, Li, Xiaohu

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 129 KB

english, 2016

23

The strong giant in a random digraph

Penrose, Mathew D.

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 177 KB

english, 2016

24

Asymptotic behaviour of multivariate default probabilities and default correlations under stress

Packham, N., Kalkbrener, M., Overbeck, L.

Journal:

Journal of Applied Probability

Year:

2016

Language:

english

File:

PDF, 138 KB

english, 2016