Volume 26; Issue none

1

Poisson convergence and poisson processes with applications to random graphs

Year:
1987
Language:
english
File:
PDF, 1.55 MB
english, 1987
2

Local equilibrium for a one dimensional zero range process

Year:
1987
Language:
english
File:
PDF, 867 KB
english, 1987
3

Partial likelihood process and asymptotic normality

Year:
1987
Language:
english
File:
PDF, 1.28 MB
english, 1987
4

On moment conditions for the supremum of normed sums

Year:
1987
Language:
english
File:
PDF, 349 KB
english, 1987
6

An expected average reward criterion

Year:
1987
Language:
english
File:
PDF, 770 KB
english, 1987
8

Poisson approximation by the Stein-Chen method

Year:
1987
Language:
english
File:
PDF, 64 KB
english, 1987
9

Solving boundary value problems by probability methods

Year:
1987
Language:
english
File:
PDF, 62 KB
english, 1987
10

Asymptotics for finite particle systems

Year:
1987
Language:
english
File:
PDF, 276 KB
english, 1987
11

Travelling Waves in branching diffusion

Year:
1987
Language:
english
File:
PDF, 68 KB
english, 1987
12

Stochastic flow networks

Year:
1987
Language:
english
File:
PDF, 127 KB
english, 1987
13

Queues with non-stationary input stream

Year:
1987
Language:
english
File:
PDF, 61 KB
english, 1987
15

Algebraic duality of Markov processes

Year:
1987
Language:
english
File:
PDF, 120 KB
english, 1987
16

Quick simulations of networks of GI/GI/1 queues

Year:
1987
Language:
english
File:
PDF, 60 KB
english, 1987
18

Limit theorems for downcrossings of a class of birth and death processes

Year:
1987
Language:
english
File:
PDF, 72 KB
english, 1987
19

On some characterizations of the poisson processes

Year:
1987
Language:
english
File:
PDF, 72 KB
english, 1987
21

Infinitely divisible sequences and renewal sequences

Year:
1987
Language:
english
File:
PDF, 113 KB
english, 1987
24

On the behaviour of solutions of stochastic differential equations

Year:
1987
Language:
english
File:
PDF, 126 KB
english, 1987
26

Stochastic evolution equations with exponential type fluctuation

Year:
1987
Language:
english
File:
PDF, 111 KB
english, 1987
27

Degenerate Bellman equation and its applications

Year:
1987
Language:
english
File:
PDF, 48 KB
english, 1987
28

Leaving an interval in limited playing time

Year:
1987
Language:
english
File:
PDF, 69 KB
english, 1987
30

Optimal switching between a pair of Brownian motions

Year:
1987
Language:
english
File:
PDF, 136 KB
english, 1987
31

On estimating measures of performance for queues and survival models

Year:
1987
Language:
english
File:
PDF, 68 KB
english, 1987
32

Forecasting with non-linear time series models

Year:
1987
Language:
english
File:
PDF, 134 KB
english, 1987
33

Recursive estimation for a class of counting processes

Year:
1987
Language:
english
File:
PDF, 68 KB
english, 1987
34

White noise approach and approximations for two-parameter filters

Year:
1987
Language:
english
File:
PDF, 132 KB
english, 1987
36

Conditional and pattern-oriented robustness

Year:
1987
Language:
english
File:
PDF, 67 KB
english, 1987
37

Stochastic processes with linear conditional structure

Year:
1987
Language:
english
File:
PDF, 60 KB
english, 1987
39

Some properties of Westcott's functional

Year:
1987
Language:
english
File:
PDF, 66 KB
english, 1987
41

Insensitivity and generalised transition rates

Year:
1987
Language:
english
File:
PDF, 136 KB
english, 1987
42

Insensitivity without instantaneous attention

Year:
1987
Language:
english
File:
PDF, 72 KB
english, 1987
43

The harmonic mean formula for combinatorial and D-parameter extrema

Year:
1987
Language:
english
File:
PDF, 136 KB
english, 1987
44

Large deviations of jump Markov processes with flat boundaries

Year:
1987
Language:
english
File:
PDF, 138 KB
english, 1987
49

A Markovian sequence; stationarity and extremal properties

Year:
1987
Language:
english
File:
PDF, 70 KB
english, 1987
50

Aggregated Markov processes incorporating time interval omission

Year:
1987
Language:
english
File:
PDF, 71 KB
english, 1987
51

On the convergence rate of annealing processes

Year:
1987
Language:
english
File:
PDF, 71 KB
english, 1987
52

Systems of independent Markov chains

Year:
1987
Language:
english
File:
PDF, 139 KB
english, 1987
54

The distribution of the splitting time for a DNA strand

Year:
1987
Language:
english
File:
PDF, 67 KB
english, 1987
55

On some inequalities of semimartingales

Year:
1987
Language:
english
File:
PDF, 119 KB
english, 1987
56

Fast simulation techniques based on large deviations theory

Year:
1987
Language:
english
File:
PDF, 67 KB
english, 1987
57

The control of a finite dam: Geometric Wiener process input

Year:
1987
Language:
english
File:
PDF, 69 KB
english, 1987
60

Problems in the silting of dams

Year:
1987
Language:
english
File:
PDF, 67 KB
english, 1987
61

Recent results on queues with time variations

Year:
1987
Language:
english
File:
PDF, 132 KB
english, 1987
62

Brownian models of open queueing networks

Year:
1987
Language:
english
File:
PDF, 67 KB
english, 1987
63

Multichannel queueing system with semi-ordered entry

Year:
1987
Language:
english
File:
PDF, 147 KB
english, 1987
65

Light traffic derivatives via likelihood ratios

Year:
1987
Language:
english
File:
PDF, 80 KB
english, 1987
66

Queues as Harris recurrent Markov chains

Year:
1987
Language:
english
File:
PDF, 69 KB
english, 1987
68

Matrix factorization methods in the theory of queues

Year:
1987
Language:
english
File:
PDF, 70 KB
english, 1987
69

Central-limit-theorem version of L = λW

Year:
1987
Language:
english
File:
PDF, 70 KB
english, 1987
70

Windings of planar random walks

Year:
1987
Language:
english
File:
PDF, 58 KB
english, 1987
71

Random walk on the quadrant

Year:
1987
Language:
english
File:
PDF, 63 KB
english, 1987
72

A limit theorem for random walk in random scenery

Year:
1987
Language:
english
File:
PDF, 115 KB
english, 1987
73

Random walks and convolution equivalent distributions

Year:
1987
Language:
english
File:
PDF, 112 KB
english, 1987
76

The stochastic performance of continuum structure functions

Year:
1987
Language:
english
File:
PDF, 69 KB
english, 1987
77

Local behaviour of simple stochastic models

Year:
1987
Language:
english
File:
PDF, 76 KB
english, 1987
78

A spot welding reliability problem

Year:
1987
Language:
english
File:
PDF, 76 KB
english, 1987
81

Random measures and particle statistics

Year:
1987
Language:
english
File:
PDF, 144 KB
english, 1987
83

Equilibrium in a multi-agent consumption/investment problem

Year:
1987
Language:
english
File:
PDF, 64 KB
english, 1987
86

Optimal robust estimation for discrete time stochastic processes

Year:
1987
Language:
english
File:
PDF, 510 KB
english, 1987
89

On the characterization of certain point processes

Year:
1987
Language:
english
File:
PDF, 959 KB
english, 1987
90

Author index

Year:
1987
Language:
english
File:
PDF, 73 KB
english, 1987
91

Editorial Board

Year:
1987
File:
PDF, 25 KB
1987
92

On the strong law of large numbers for multivariate martingales

Year:
1987
Language:
english
File:
PDF, 696 KB
english, 1987
93

A complete coupling proof of Blackwell's renewal theorem

Year:
1987
Language:
english
File:
PDF, 566 KB
english, 1987
94

Continuous-time, constant causative Markov chains

Year:
1987
Language:
english
File:
PDF, 545 KB
english, 1987
95

On the supremum of an infinitely divisible process

Year:
1987
Language:
english
File:
PDF, 135 KB
english, 1987
96

Prophet inequalities and related problems of optimal stopping

Year:
1987
Language:
english
File:
PDF, 79 KB
english, 1987
97

Ergodicity and inequalities for certain point processes

Year:
1987
Language:
english
File:
PDF, 68 KB
english, 1987
99

When is a stochastic integral a time change of a diffusion?

Year:
1987
Language:
english
File:
PDF, 61 KB
english, 1987
102

Branching processes as Markov fields

Year:
1987
Language:
english
File:
PDF, 72 KB
english, 1987
103

Coupling and the Neumann heat kernel

Year:
1987
Language:
english
File:
PDF, 68 KB
english, 1987
104

A stochastic differential equation involving cylindrical Brownian motion

Year:
1987
Language:
english
File:
PDF, 60 KB
english, 1987
105

Stochastic sequential assignment based on discrete match-levels

Year:
1987
Language:
english
File:
PDF, 68 KB
english, 1987
106

The role of martingales in the analysis of biomedical data

Year:
1987
Language:
english
File:
PDF, 68 KB
english, 1987
108

On criteria of optimality in estimation for stochastic processes

Year:
1987
Language:
english
File:
PDF, 68 KB
english, 1987
109

Spectral conditions for local nondeterminism

Year:
1987
Language:
english
File:
PDF, 67 KB
english, 1987
111

RKHS for Gaussian measures on metric vector spaces

Year:
1987
Language:
english
File:
PDF, 65 KB
english, 1987
112

Von Mises statistics for strongly dependent random variables

Year:
1987
Language:
english
File:
PDF, 124 KB
english, 1987
113

Space-time stochastic processes

Year:
1987
Language:
english
File:
PDF, 125 KB
english, 1987
115

Subordination of stationary processes

Year:
1987
Language:
english
File:
PDF, 66 KB
english, 1987
116

Insensitivity with interruptions

Year:
1987
Language:
english
File:
PDF, 131 KB
english, 1987
117

On invariant record processes and their applications

Year:
1987
Language:
english
File:
PDF, 66 KB
english, 1987
118

From a solar energy model to extreme-type limit laws

Year:
1987
Language:
english
File:
PDF, 134 KB
english, 1987
120

Maxima of symmetric stable processes

Year:
1987
Language:
english
File:
PDF, 70 KB
english, 1987
121

On the Ibragimov-Iosifescu conjecture for φ-mixing sequences

Year:
1987
Language:
english
File:
PDF, 44 KB
english, 1987
122

Universal limit theorems for the function indexed empirical process

Year:
1987
Language:
english
File:
PDF, 64 KB
english, 1987
124

Random time changes for processes with random birth and death

Year:
1987
Language:
english
File:
PDF, 142 KB
english, 1987
125

Constrained Dynkin's stopping problem with continuous parameter

Year:
1987
Language:
english
File:
PDF, 119 KB
english, 1987
126

Notes on the classical Dynkin stopping problem

Year:
1987
Language:
english
File:
PDF, 67 KB
english, 1987
129

Stochastic models of queue storage

Year:
1987
Language:
english
File:
PDF, 147 KB
english, 1987
130

Stochastic ordering of conditional steady-state probabilities

Year:
1987
Language:
english
File:
PDF, 147 KB
english, 1987
135

A pathwise approach to stochastic integration

Year:
1987
Language:
english
File:
PDF, 64 KB
english, 1987
139

On the Levy-Prohorov distance between counting processes

Year:
1987
Language:
english
File:
PDF, 58 KB
english, 1987