Journal: Advances in Applied Probability

Found 243 papers in total
A Markov chain of triangle shapes
A Markov chain of triangle shapes
1988,
The process of choosing a random triangle inside a compact convex region, K, may be...
Maxima and exceedances of stationary Markov chains
Maxima and exceedances of stationary Markov chains
1988,
Recent work by Athreya and Ney and by Nummelin on the limit theory for Markov chains...
Second-order approximations for certain stopped sums in extended renewal theory
Second-order approximations for certain stopped sums in extended renewal theory
1988,
Let ( X 0 ,Y 0 ), (X 1 ,Y 1 ),... be a sequence of independent two-dimensional random...
On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary
On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary
1988,
Let be a smooth function on , and a standard Brownian motion. This paper derives...
Open bandit processes and optimal scheduling of queueing networks
Open bandit processes and optimal scheduling of queueing networks
1988,
Asymptotic approximations are developed herein for the optimal policies in discounted...
On the weak convergence of stochastic processes with embedded point processes
On the weak convergence of stochastic processes with embedded point processes
1988,
The authors consider a stochastic process in continuous time and two point processes...
A note on the optimal replacement problem
A note on the optimal replacement problem
1988,
The paper studies a new repair replacement model for a deteriorating system, in which...
The multitype branching random walk: Temporal and spatial limit theorems
The multitype branching random walk: Temporal and spatial limit theorems
1989,
The paper considers a multitype branching random walk with independent Poisson random...
Extremal properties of shot noise processes
Extremal properties of shot noise processes
1989,
Consider the shot noise process X(t):¸=Σ i h(t-τ i ), t≥0 , where h...
Convergence in mean of some characteristics of the convex hull
Convergence in mean of some characteristics of the convex hull
1989,
A sequence X n ,n≥1 of independent and identically distributed random vectors is...
Poisson functionals of Markov processes and queueing networks
Poisson functionals of Markov processes and queueing networks
1989,
The paper presents conditions under which a point process of certain jump times of a...
Insensitivity in processes with zero speeds
Insensitivity in processes with zero speeds
1989,
Many authors have discussed the equivalence of partial balance and insensitivity in...
A note on the geometric ergodicity of a Markov chain
A note on the geometric ergodicity of a Markov chain
1989,
It is known that if an irreducible and aperiodic Markov chain satisfies a...
Some power series with random gaps
Some power series with random gaps
1989,
Power series are studied, where is a strictly increasing sinteger-valued stochastic...
A note on stochastic search methods for global optimization
A note on stochastic search methods for global optimization
1988,
Let [ A n ,B n ] be random subintervals of [0,1] defined recursively as follows. Let A...
Probabilistic profiles of continuously replenished spherically symmetric clouds
Probabilistic profiles of continuously replenished spherically symmetric clouds
1988,
The evolution of a spherically symmetric cloud, continuously replenished from a...
On the winding number problem with finite steps
On the winding number problem with finite steps
1988,
The winding number problem concerns the net angle through which the route of a random...
Consistent estimates for hidden frequencies in a linear process
Consistent estimates for hidden frequencies in a linear process
1988,
Traditional methods for detecting the hidden frequencies in white or coloured noise is...
Asymptotic Poisson distributions with applications to statistical analysis of graphs
Asymptotic Poisson distributions with applications to statistical analysis of graphs
1988,
Various types of graph statistics for graphs and digraphs are presented as numerators...
Stochastic convexity and its applications
Stochastic convexity and its applications
1988,
Several notions of stochastic convexity and concavity and their properties are studied...
Objects arranged randomly in space: An accessible theory
Objects arranged randomly in space: An accessible theory
1989,
This expository paper deals with many problems concerning bounded objects arranged...
Random spherical triangles I: Geometrical background
Random spherical triangles I: Geometrical background
1989,
This paper identifies the shape space Σ( S 2 ,k) for k labelled points on the...
Random spherical triangles II: Shape densities
Random spherical triangles II: Shape densities
1989,
This paper gives the exact evaluation of the shape density on the shape space Σ(...
Coverage of a square lattice by an inclined rectangle
Coverage of a square lattice by an inclined rectangle
1989,
By use of a method of dissection, a formula is derived for the variance in the number...
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