Journal: Advances in Applied Probability

Found 243 papers in total
Gamma-type results and other related properties of Poisson processes
Gamma-type results and other related properties of Poisson processes
1996,
Families of Poisson processes defined on general state spaces and with the intensity...
Passage-time moments for continuous non-negative stochastic processes and applications
Passage-time moments for continuous non-negative stochastic processes and applications
1996,
The authors give criteria for the finiteness or infiniteness of the passage-time...
Equivalent necessary and sufficient conditions on noise sequences for stochastic approximation algorithms
Equivalent necessary and sufficient conditions on noise sequences for stochastic approximation algorithms
1996,
The authors consider stochastic approximation algorithms on a general Hilbert space,...
Confidence bounds for the adjustment coefficient
Confidence bounds for the adjustment coefficient
1996,
Let ψ(u) be the probability of eventual ruin in the classical Sparre Andersen...
The secretary problem: Minimizing the expected rank with i.i.d. random variables
The secretary problem: Minimizing the expected rank with i.i.d. random variables
1996,
n candidates, represented by n i.i.d. continuous random varaibles X 1 ,...,X n with...
First crossing of basic counting processes with lower non-linear boundaries: A unified approach through pseudopolynomials (I)
First crossing of basic counting processes with lower non-linear boundaries: A unified approach through pseudopolynomials (I)
1996,
The paper is concerned with the distribution of the level N of the first crossing of a...
The quasi-stationary distribution of the closed endemic SIS model
The quasi-stationary distribution of the closed endemic SIS model
1996,
The quasi-stationary distribution of the closed stochastic SIS model changes...
Continuous-time threshold AR(1) processes
Continuous-time threshold AR(1) processes
1996,
A threshold AR(1) process with boundary width 2 δ>0 was defined by Brockwell...
Abelian-type expansions and non-linear death processes (II)
Abelian-type expansions and non-linear death processes (II)
1996,
This paper is concerned with the study of death processes and time-homogeneous...
The allocation of resources in a multiple-trial War of Attrition conflict
The allocation of resources in a multiple-trial War of Attrition conflict
1996,
The paper considers a model in which players must divide a fixed amount of resource...
A stopping time concerning sphere data and its applications
A stopping time concerning sphere data and its applications
1996,
Denote by A( x )={ a :ℝ a ’τ x ℝ•h} a circle zone on the...
Markov chain models, time series analysis and extreme value theory
Markov chain models, time series analysis and extreme value theory
1996,
Markov chain processes are becoming increasingly popular as a means of modelling...
The random division of faces in a planar graph
The random division of faces in a planar graph
1996,
A planar graph contains faces which can be classified into types depending on the...
Rates of convergence for random approximations of convex sets
Rates of convergence for random approximations of convex sets
1996,
The Hausdorff distance between a compact convex set Kℝ ℝ’ d and random...
Estimation of oriented direction distribution of a planar body
Estimation of oriented direction distribution of a planar body
1996,
Methods of estimation of the oriented direction distribution (i.e. the distribution of...
Random discrete distributions invariant under size-biased permutation
Random discrete distributions invariant under size-biased permutation
1996,
Invariance of a random discrete distribution under size-biased permutation is...
Perpetuities with thin walls
Perpetuities with thin walls
1996,
The authors investigate the behaviour of nd as for the random variable , where is an...
The Gaussian distribution revisited
The Gaussian distribution revisited
1996,
A new construction of the Gaussian distribution is introduced and proven. The...
The M/G/1 queue with negative customers
The M/G/1 queue with negative customers
1996,
The authors derive expressions for the generating function of the equilibrium queue...
Queues with marked customers
Queues with marked customers
1996,
Queueing systems with distinguished arrivals are described on the basis of Markov...
A unified method to analyze overtake free queueing systems
A unified method to analyze overtake free queueing systems
1996,
In this paper the authors demonstrate that the distributional laws that relate the...
Markov properties of cluster processes
Markov properties of cluster processes
1996,
The authors show that a Poisson cluster point process is a nearest-neighbour Markov...
The sectional Poisson Voronoi tessellation is not a Voronoi tessellation
The sectional Poisson Voronoi tessellation is not a Voronoi tessellation
1996,
Is the intersection between an arbitrary but fixed plane and the spatial Poisson...
Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments
Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments
1996,
The paper considers the piecewise linear interpolation of Gaussian processes with...
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