Journal: Journal of Applied Probability

Found 465 papers in total
Weakly approaching sequences of random distributions
Weakly approaching sequences of random distributions
2000,
We introduce the notion of weakly approaching sequences of distributions, which is a...
Filtering equations for the conditional law of residual lifetimes from a heterogeneous population
Filtering equations for the conditional law of residual lifetimes from a heterogeneous population
2000,
We consider a probabilistic model of a heterogeneous population 𝒫 subdivided into...
Poisson approximations for conditional r-scan lengths of multiple renewal processes and application to marker arrays in biomolecular sequences
Poisson approximations for conditional r-scan lengths of multiple renewal processes and application to marker arrays in biomolecular sequences
2000,
This study is motivated by problems of molecular sequence comparison for multiple...
An insensitivity property of Lundberg's estimate for delayed claims
An insensitivity property of Lundberg's estimate for delayed claims
2000,
This short note shows that the Lundberg exponential upper bound in the ruin problem of...
A general shock model for a reliability system
A general shock model for a reliability system
2000,
We study a reliability system subject to shocks generated by a renewal point process....
Asymptotic distribution for the sum and maximum of Gaussian processes
Asymptotic distribution for the sum and maximum of Gaussian processes
2000,
Previous work on the joint asymptotic distribution of the sum and maximum of Gaussian...
Discounted optimal stopping problems for the maximum process
Discounted optimal stopping problems for the maximum process
2000,
The maximality principle is shown to be valid in some examples of discounted optimal...
Generalized reliability bounds for coherent structures
Generalized reliability bounds for coherent structures
2000,
In this article we introduce generalizations of several well-known reliability bounds....
Bounded normal approximation in simulations of highly reliable Markovian systems
Bounded normal approximation in simulations of highly reliable Markovian systems
1999,
In this paper, we give necessary and sufficient conditions to ensure the validity of...
Hedging in discrete time under transaction costs and continuous-time limit
Hedging in discrete time under transaction costs and continuous-time limit
1999,
We consider a discrete-time financial market model with L 1 risky asset price process...
The fundamental matrix for a certain random walk
The fundamental matrix for a certain random walk
1999,
Consider the random walk {S n } whose summands have the distribution P(X = 0) = 1...
Exact distribution of word occurrences in a random sequence of letters
Exact distribution of word occurrences in a random sequence of letters
1999,
The study of the distribution of the distance between words in a random sequence of...
Reliability of a system with Poisson inspection times
Reliability of a system with Poisson inspection times
1999,
For systems subject to inspections at Poisson random times, we present an analytic...
Rates of convergence of stochastically monotone and continuous time Markov models
Rates of convergence of stochastically monotone and continuous time Markov models
2000,
In this paper we give bounds on the total variation distance from convergence of a...
Search schemes for random optimization algorithms that preserve the asymptotic distribution
Search schemes for random optimization algorithms that preserve the asymptotic distribution
1999,
Markovian algorithms for estimating the global maximum or minimum of real valued...
Mass transportation problems with capacity constraints
Mass transportation problems with capacity constraints
1999,
We exhibit solutions of Monge–Kantorovich mass transportation problems with...
A brokered market with heterogeneous suppliers and consumers
A brokered market with heterogeneous suppliers and consumers
1999,
We consider a brokered market with heterogeneous suppliers and consumers of identical...
Linear stochastic fluid networks
Linear stochastic fluid networks
1999,
We introduce open stochastic fluid networks that can be regarded as continuous...
On the convergence to stationarity of the many-server Poisson queue
On the convergence to stationarity of the many-server Poisson queue
1999,
We consider the many-server Poisson queue M/M/c with arrival intensity λ , mean...
On the time-dependent occupancy and backlog distributions for the GI/G/∞ queue
On the time-dependent occupancy and backlog distributions for the GI/G/∞ queue
1999,
We consider an infinite server queueing system. An examination of sample path dynamics...
A Laplace transform representation in a class of renewal queueing and risk processes
A Laplace transform representation in a class of renewal queueing and risk processes
1999,
For a class of renewal queueing processes characterized by a rational...
Setups in polling models: Does it make sense to set up if no work is waiting
Setups in polling models: Does it make sense to set up if no work is waiting
1999,
We compare two versions of a symmetric two-queue polling model with switchover times...
A BMAP/SM/1 queuing system with Markovian arrival input of disasters
A BMAP/SM/1 queuing system with Markovian arrival input of disasters
1999,
Disaster arrival in a queuing system with negative arrivals causes all customers to...
On the transient delays of M/G/1 queues
On the transient delays of M/G/1 queues
1999,
A recent study on the GI/G/ 1 queue derives the Maclaurin series for the moments of...
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