Journal: Journal of Applied Probability

Found 465 papers in total
A symmetry-based constructive approach to probability densities for one-dimensional diffusion processes
A symmetry-based constructive approach to probability densities for one-dimensional diffusion processes
1989,
Special symmetry conditions on the transition p.d.f. of one-dimensional...
Extremal processes, secretary problems and the 1/e law
Extremal processes, secretary problems and the 1/e law
1989,
The paper considers a class of secretary problems in which the order of arrival of...
Limit theorems for jump shock models
Limit theorems for jump shock models
1989,
The paper considers an additive shock process where shocks occur according to a...
A population process with offspring distribution depending on both population size and generation
A population process with offspring distribution depending on both population size and generation
1989,
A population process { Z n } is defined, with offspring distribution depending on both...
On the two-boundary first-crossing-time problem for diffusion processes
On the two-boundary first-crossing-time problem for diffusion processes
1990,
The first-crossing-time problem through two time-dependent boundaries for...
On Wiener-Ito representation and the best linear predictors for bilinear time series
On Wiener-Ito representation and the best linear predictors for bilinear time series
1989,
This paper gives the necessary and sufficient condition for the second-order...
A comparison of the ordinary and a varying parameter exponential smoothing
A comparison of the ordinary and a varying parameter exponential smoothing
1989,
An adaptive-type exponential smoothing, motivated by an insurance tariff problem, is...
On a relationship between the inverse of a stationary covariance matrix and the linear interpolator
On a relationship between the inverse of a stationary covariance matrix and the linear interpolator
1990,
Let { x t } be a discrete-time multivariate stationary process possessing an infinite...
Non-negative time series models for dry river flow
Non-negative time series models for dry river flow
1990,
Non-negative time series which are first-order autoregressive with a mixed exponential...
Invariance principles in queueing theory
Invariance principles in queueing theory
1989,
Several stochastic processes in queueing theory are based upon compound renewal...
Procedures for the evaluation of strategies for resource allocation in a stochastic environment
Procedures for the evaluation of strategies for resource allocation in a stochastic environment
1990,
Existing procedures for strategy evaluation based on earlier work by the author have...
Next-fit packing with random piece sizes
Next-fit packing with random piece sizes
1989,
Investigations into time-slotted communication channels for transmission of data...
A renewal look at switching rules in the MIL-STD-105D sampling system
A renewal look at switching rules in the MIL-STD-105D sampling system
1990,
A sampling system, MIL-STD-105D, used in quality control consists of three sampling...
Resolvent operators of Markov processes and their applications in the control of a finite dam
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...
Optimal inspection policy for a multi-unit machine
Optimal inspection policy for a multi-unit machine
1989,
The paper considers a machine which generates income at rate I during its operating...
On a non-Markovian time-dependent queueing system
On a non-Markovian time-dependent queueing system
1989,
This paper studies the transient and steady-state behaviour of a continuous and...
M/G/1 queueing systems with returning customers
M/G/1 queueing systems with returning customers
1989,
Single-channel queues with Poisson arrivals, general service distributions, and no...
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...
Empirical Laplace transform and approximation of compound distributions
Empirical Laplace transform and approximation of compound distributions
1990,
Let be i.i.d. non-negative random variables with d.f. F and Laplace transform L . Let...
On the non-closure under convolution of the subexponential family
On the non-closure under convolution of the subexponential family
1989,
A distribution F of a non-negative random variable belongs to the subexponential...
The limit distribution of the largest nearest-neighbour link in the unit d-cube
The limit distribution of the largest nearest-neighbour link in the unit d-cube
1989,
Let ℝëℝ p denote the p- norm on ℝ d , d≥2,...
Ballots, queues and random graphs
Ballots, queues and random graphs
1989,
This paper demonstrates how a simple ballot theorem leads, through the interjection of...
How large is the support of an ESS?
How large is the support of an ESS?
1989,
Suppose the payoffs ( a ij ) in the n×n matrix A are drawn independently from...
On the maximum of Gaussian Fourier series emerging in the analysis of random vibrations
On the maximum of Gaussian Fourier series emerging in the analysis of random vibrations
1989,
This paper studies the maximum of Gaussian Fourier series emerging in the analysis of...
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