Journal: Journal of Applied Probability

Found 465 papers in total
Absorbing process in recursive stochastic equations
Absorbing process in recursive stochastic equations
1998,
We introduce the concept of the absorbing process for analysing a state process. Our...
A deterministic epidemic model taking account of repeated contacts between the same individuals
A deterministic epidemic model taking account of repeated contacts between the same individuals
1998,
We introduce a certain population contact structure and derive, in three different...
PλM-policy for a dam with input formed by a compound Poisson process
PλM-policy for a dam with input formed by a compound Poisson process
1998,
An infinite dam with input formed by a compound Poisson process is considered. As an...
The generalization of the Geske-formula for compound options to stochastic interest rates is not trivial – a note
The generalization of the Geske-formula for compound options to stochastic interest rates is not trivial – a note
1998,
This note refers to the paper by German et al ., in which an extension of the...
Last round betting
Last round betting
1997,
Two players with differing amounts of money simultaneously choose an amount to bet on...
Cost comparison of a spectrum of self-organizing rules
Cost comparison of a spectrum of self-organizing rules
1997,
Consider the following self-organizing rule called POS( i ): after a book in the j th...
Sooner waiting time problems in a sequence of trinary trials
Sooner waiting time problems in a sequence of trinary trials
1997,
Let X 1 , X 2 , ... be a (linear or circular) sequence of trials with three possible...
Regularity and reversibility results for birth–death–migration processes
Regularity and reversibility results for birth–death–migration processes
1997,
A spatial process is considered in which two general birth–death processes are...
On the move-to-front scheme with Markov dependent requests
On the move-to-front scheme with Markov dependent requests
1997,
In this paper we consider the operation of the move-to-front scheme where the requests...
The geometric convergence rate of a Lindley random walk
The geometric convergence rate of a Lindley random walk
1997,
Let { X n } be the Lindley random walk on [0,∞) defined by X n =max[ X n-1...
A geometric invariant in weak lumpability of finite Markov chains
A geometric invariant in weak lumpability of finite Markov chains
1997,
We consider weak lumpability of finite homogeneous Markov chains, which is when a...
Approximate upper bounds for the critical probability of oriented percolation in two dimensions based on rapidly mixing Markov chains
Approximate upper bounds for the critical probability of oriented percolation in two dimensions based on rapidly mixing Markov chains
1997,
We develop a technique for establishing statistical tests with precise confidence...
Convergence properties of perturbed Markov chains
Convergence properties of perturbed Markov chains
1998,
In this paper, we consider the question of which convergence properties of Markov...
The equations of Markovian random evolution on the line
The equations of Markovian random evolution on the line
1998,
We consider a general model of one-dimensional random evolution with n velocities and...
A prophet inequality for independent random variables with finite variances
A prophet inequality for independent random variables with finite variances
1997,
It is demonstrated that for each n ≧ 2 there exists a minimal universal constant, c...
Multiple buying or selling with vector offers
Multiple buying or selling with vector offers
1997,
We consider a generalization of the house-selling problem to selling k houses. Let the...
Stochastic indicator analysis of contaminated sites
Stochastic indicator analysis of contaminated sites
1997,
We formulate stochastic indicator parameters that characterize pollution levels in...
A secretary problem with two decision makers
A secretary problem with two decision makers
1997,
n applicants of similar qualification are on an interview list and their salary...
The moments of FIND
The moments of FIND
1997,
To study the limiting behaviour of the random running-time of the FIND algorithm, the...
Asymptotic expansions for array branching processes with applications to bootstrapping
Asymptotic expansions for array branching processes with applications to bootstrapping
1998,
Asymptotic expansions are obtained for the distribution function of a studentized...
Hoare's selection algorithm: A Markov chain approach
Hoare's selection algorithm: A Markov chain approach
1998,
We obtain bounds for the distribution of the number of comparisons needed by Hoare's...
Multivariate convex orderings, dependence, and stochastic equality
Multivariate convex orderings, dependence, and stochastic equality
1998,
We consider the convex ordering for random vectors and some weaker versions of it,...
Heavy traffic analysis for continuous polling models
Heavy traffic analysis for continuous polling models
1997,
We consider a continuous polling system in heavy traffic. Using the relationship...
Partial balances in batch arrival batch service and assemble–transfer queueing networks
Partial balances in batch arrival batch service and assemble–transfer queueing networks
1997,
Recently Miyazawa and Taylor proposed a new class of queueing networks with batch...
Papers per page: