Journal: Journal of Applied Probability

Found 465 papers in total
On the rate of Poisson process approximation to a Bernoulli process
On the rate of Poisson process approximation to a Bernoulli process
1997,
This note gives the rate for a Wasserstein distance between the distribution of a...
On the rate of convergence for extremes of mean square differentiable stationary normal processes
On the rate of convergence for extremes of mean square differentiable stationary normal processes
1997,
Let &zetacn;( t ); t ≧ 0 be a normalized continuous mean square differentiable...
Limit motion of an Ornstein–Uhlenbeck particle on the equilibrium manifold of a force field
Limit motion of an Ornstein–Uhlenbeck particle on the equilibrium manifold of a force field
1997,
In this paper we consider a position–velocity Ornstein–Uhlenbeck process...
On defining long-range dependence
On defining long-range dependence
1997,
Long-range dependence has usually been defined in terms of covariance properties...
Preservation of multivariate stochastic orders under multivariate Poisson shock models
Preservation of multivariate stochastic orders under multivariate Poisson shock models
1997,
Consider two systems, labeled system 1 and system 2, each with m components. Suppose...
Reliability analysis for systems in a random environment
Reliability analysis for systems in a random environment
1997,
We consider some important systems in reliability theory situated in a random...
Multivariate age replacement
Multivariate age replacement
1997,
Age replacement policy is commonly used in order to reduce the number of in-service...
Spectral factorization of periodically correlated MA(1) processes
Spectral factorization of periodically correlated MA(1) processes
1998,
The spectral factorization problem, i.e. the problem of obtaining all possible MA...
Phase transition and law of large numbers for a non-symmetric one-dimensional random walk with self-interactions
Phase transition and law of large numbers for a non-symmetric one-dimensional random walk with self-interactions
1998,
We study a not necessarily symmetric random walk with interactions on ℤ, which is...
Increment-vector methodology: Transforming non-stationary series to stationary series
Increment-vector methodology: Transforming non-stationary series to stationary series
1998,
In time series analysis, it is well known that the differencing operator ▽ d may...
Stationary time series models with exponential dispersion model margins
Stationary time series models with exponential dispersion model margins
1998,
We consider a class of stationary infinite-order moving average processes with margins...
On reliability bounds via conditional inequalities
On reliability bounds via conditional inequalities
1998,
In this paper we study an approximation of system reliability using one-step...
General conditions for comparing the reliability functions of systems of components sharing a common environment
General conditions for comparing the reliability functions of systems of components sharing a common environment
1998,
We present general criteria for analyzing the crossing characteristics of R I , the...
Optimal stopping of a risk reserve process with interest and cost rates
Optimal stopping of a risk reserve process with interest and cost rates
1998,
The risk reserve process of an insurance company within a deteriorating...
Stochastic scheduling for a two-machine open shop
Stochastic scheduling for a two-machine open shop
1997,
We study the problem of preemptive scheduling of jobs in a two-machine open shop. Jobs...
Mechanical models for cell movement – locomotion, translocation, migration
Mechanical models for cell movement – locomotion, translocation, migration
1997,
This paper provides a detailed stochastic analysis of leucocyte cell movement based on...
A Bayesian analysis of layered defense systems
A Bayesian analysis of layered defense systems
1997,
A Bayesian approach for analyzing layered defense systems is presented. This approach...
Orthogonal representations of random fields and an application to geophysics data
Orthogonal representations of random fields and an application to geophysics data
1997,
We present a brief summary of some results related to deriving orthogonal...
Dimensioning a multiple hashing scheme
Dimensioning a multiple hashing scheme
1997,
The number of items of data which are irretrievable without additional effort after...
Large deviations of heavy-tailed random sums with applications in insurance and finance
Large deviations of heavy-tailed random sums with applications in insurance and finance
1997,
We prove large deviation results for the random sum S(t) = Σ i=1 N(t) X i , t...
Limit theorems and estimation theory for branching processes with an increasing random number of ancestors
Limit theorems and estimation theory for branching processes with an increasing random number of ancestors
1997,
This paper deals with Bienaymé–Galton–Watson process having a...
On the rate of convergence of Borovkov's multidimensional ergodic Markov chain
On the rate of convergence of Borovkov's multidimensional ergodic Markov chain
1997,
This paper is concerned with the multidimensional Markov chain...
On the time a Markov chain spends in a lumped state
On the time a Markov chain spends in a lumped state
1997,
The sojourn time that a Markov chain spends in a subset E of its state space has a...
The propagation of chaos of multitype mean field interacting particle systems
The propagation of chaos of multitype mean field interacting particle systems
1997,
A result for the propagation of chaos is obtained for a class of pure jump particle...
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