Journal: Journal of Applied Probability

Found 465 papers in total
Analysis of the Luria-Delbrück distribution using discrete convolution powers
1992,
The Luria-Delbrück distribution arises in birth-and-mutation processes in...
Analysis of the Luria-Delbrück distribution using discrete convolution powers
1992,
The Luria-Delbrück distribution arises in birth-and-mutation processes in...
An optimal repairable replacement model for deteriorating systems
1991,
This paper studies a repair replacement model for a stochastically deteriorating...
Zero-sum two-person semi-Markov games
1992,
Semi-Markov games are investigated under discounted and limiting average payoff...
Reliability estimation of a complex renewable system with an unbounded number of repair units
1991,
In this study an asymptotical analysis of the reliability of a complex renewable...
Optimal block replacement policies with multiple choice at failure
1992,
A generalization of the block replacement policy is proposed and analysed. Under such...
Biometric and chromosome algebras
1992,
This note continues the development of the infinite-dimensional genetic algebra...
A distributed clustering process
1991,
The points of a graph G will form clusters as a result of a flow process. Initially,...
A simple proof for optimality of (s,S) policies in infinite horizon inventory systems
1991,
The classical proofs for the existence of a stationary ( s,S) inventory policy that...
Minimizing the learning loss in adaptive control of Markov chains under the weak accessibility condition
1991,
The paper considers the adaptive control of Markov chains under the weak accessibility...
The extremal index for a Markov chain
1992,
The paper presents a method of computing the extremal index for a discrete-time...
New better than used in expectation processes
1992,
The paper studies the new better than used in expectation (NBUE) and new worse than...
The first-passage density of the Brownian motion process to a curved boundary
1992,
An expression for the first-passage density of Brownian motion to a curved boundary is...
On the existence of quasi-stationary distributions in denumerable R-transient Markov chains
1992,
Let be a transient Markov chain which, when restricted to the state space , is...
Estimation of the derivative of a stationary measure with respect to a control parameter
1992,
The paper deals with a problem which arises in the Monte Carlo optimization of steady...
On strict stationarity and ergodicity of a non-linear ARMA model
1992,
Two recent papers by Petruccelli and Woolford and Chan et al. showed that the key...
Applications of the key renewal theorem: Crudely regenerative processes
1992,
Limit statements obtainable by the key renewal theorem are of the form EX t...
On the weak convergence of sequences of circuit processes: A probabilistic approach
1992,
The asymptotic behaviour of sequences of Markov processes whose finite distributions...
A new continuous-time search model
1991,
The paper studies a search model in which offers of random size are received randomly...
n-Point, win-by-k games
1989,
Consider a sequence of Bernoulli trials between players A and B in which player A wins...
An extremal Markovian sequence
1989,
The paper considers an independent and identically distributed sequence { Y n } with...
Insensitivity of processes with interruptions
1989,
The theory of insensitivity within generalised semi-Markov processes is extended to...
Resolvent operators of Markov processes and their applications in the control of a finite dam
1989,
The resolvent operators of the following two processes are obtained: (a) the bivariate...
Linear growth in near-critical population-size dependent multitype Galton-Watson processes
1989,
The paper considers a multitype population-size-dependent branching process in...
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