Journal: Journal of Applied Probability

Found 465 papers in total
On weak lumpability in Markov chains
On weak lumpability in Markov chains
1989,
The authors analyse the conditions under which the aggregated process constructed from...
A discrete-time storage process with a general release rule
A discrete-time storage process with a general release rule
1989,
A discrete-time storage system with a general release rule and stationary non-negative...
A note on the multitype Markov branching process
A note on the multitype Markov branching process
1989,
The paper considers a supercritical, p- dimensional Markov branching process (MBP)....
Poisson theorem for non-homogeneous Markov chains
Poisson theorem for non-homogeneous Markov chains
1989,
This paper gives necessary and sufficient conditions for the convergence in...
Quasi-ergodicity for non-homogeneous continuous-time Markov chains
Quasi-ergodicity for non-homogeneous continuous-time Markov chains
1989,
The paper considers a non-homogeneous continuous-time Markov chain X(t) with countable...
On the extinction of the S-I-S stochastic logistic epidemic
On the extinction of the S-I-S stochastic logistic epidemic
1989,
The authors obtain an approximation to the mean time to extinction and to the...
Sojourn times in finite Markov processes
Sojourn times in finite Markov processes
1989,
Sojourn times of Markov processes in subsets of the finite state space are considered....
Some explicit results for correlated random walks
Some explicit results for correlated random walks
1989,
In a correlated random walk (CRW) the probabilities of movement in the positive and...
Shepp statistic for Markov chains application to a long-run average cost criterion
Shepp statistic for Markov chains application to a long-run average cost criterion
1989,
This paper is a generalization to Markov chains of the work of Shepp in the i.i.d....
The rate of convergence of the vector of variances and covariances in non-homogeneous Markov systems
The rate of convergence of the vector of variances and covariances in non-homogeneous Markov systems
1989,
The aims of this paper are twofold. The first is to study the rate of convergence of...
NBUE and NWUE properties of increasing Markov processes
NBUE and NWUE properties of increasing Markov processes
1989,
Consider a device that deteriorates in time according to an increasing Markov process...
On a Daley-Kendall model of random rumours
On a Daley-Kendall model of random rumours
1990,
Suppose that a certain population consists of N individuals. One member initially...
Stationary distributions for piecewise-deterministic Markov processes
Stationary distributions for piecewise-deterministic Markov processes
1990,
The paper shows that the problem of existence and uniqueness of stationary...
Laplace transform inversion and passage-time distributions on Markov processes
Laplace transform inversion and passage-time distributions on Markov processes
1990,
Products of the Laplace transforms of exponential distributions with different...
A construction for multi-modal processes and a potential memory device
A construction for multi-modal processes and a potential memory device
1990,
It is shown that if parameters occurring linearly in the transition intensity of a...
Circuit-switching networks with priorities on a one-dimensional lattice
Circuit-switching networks with priorities on a one-dimensional lattice
1989,
The paper proves existence and uniqueness of a stationary regime for a model of a...
Tree-dependent extreme values: The exponential case
Tree-dependent extreme values: The exponential case
1990,
The length of the main channel in a river network is viewed as an extreme value...
Stopping rules for proofreading
Stopping rules for proofreading
1989,
A manuscript with an unknown random number M of misprints is subjected to a series of...
Bonferroni bounds revisited
Bonferroni bounds revisited
1989,
Lower and upper bounds of degree m for the probability of the union of n not...
The convex hull of a uniform sample from the interior of a simple d-polytope
The convex hull of a uniform sample from the interior of a simple d-polytope
1989,
An asymptotic expression is given for the expected number of vertices of the convex...
Random circles in the d-dimensional unit ball
Random circles in the d-dimensional unit ball
1989,
This note gives the solution of the following problem concerning geometric...
On the compound Poisson limit for high level exceedances
On the compound Poisson limit for high level exceedances
1989,
Let • 1 ,• 2 ,..., be a stationary sequence satisfying the weak long-range...
Some further results on random splitting of an interval
Some further results on random splitting of an interval
1989,
The random splitting model of Lloyd and Williams is generalized, to allow first beta...
Analysis of planar anisotropy by means of the Steiner compact
Analysis of planar anisotropy by means of the Steiner compact
1989,
A graphical method for the estimation of the anisotropy of planar fibre systems based...
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