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Content
February 1978, Volume 6, Issue 3
January 1978, Volume 6, Issue 2
- 115-127 The efficiency criteria problem for stochastic processes
by Feigin, Paul D.
- 129-134 Local and integral properties of a search algorithm of the stochastic approximation type
by Rubinstein, Y. & Karnovsky, A.
- 135-137 A note on a representation for the Gauss-Poison process
by Brillinger, David R.
- 139-151 On multivariate infinitely divisible distributions
by Horn, Roger A. & Steutel, F. W.
- 153-163 On optimal stopping of a sequence of independent random variables -- probability maximizing approach
by Bojdecki, Tomasz
- 165-178 Semi-stationary clearing processes
by Serfozo, Richard & Stidham, Shaler
- 179-194 Optimal control of a Brownian storage system
by Harrison, J. Michael & Taylor, Allison J.
- 195-200 A note on reversed conservative processes
by Saunders, Roy & Severo, Norman C.
- 201-211 Normalizing constants for branching processes in random environments (B.P.R.E.)
by Tanny, David
- 213-222 Inventory control with two switch-over levels for a class of M/G/1 queueing systems with variable arrival and service rate
by Tijms, H. C. & Duyn Schouten, F. A. van der
November 1977, Volume 6, Issue 1
- 1-7 Sequential tests on a multinomial distribution and a Markov chain
by Weiss, Lionel
- 9-24 Estimation of a time series model from unequally spaced data
by Robinson, P. M.
- 25-32 On optimal right-of-way policies at a single-server station when insertion of idle times is permitted
by Meilijson, Isaac & Yechiali, Uri
- 33-39 Life expectancy under random censorship
by Yang, Grace
- 41-52 A poisson convergence theorem for a particle system with dependent constant velocities
by Jacobs, P. A.
- 53-64 Semi-Markov processes and [alpha]-invariant distributions
by Arjas, E. & Nummelin, E.
- 65-75 On limit distributions of first crossing points of Gaussian sequences
by Hüsler, J.
- 77-86 The behaviour of a non-differentiable stationary Gaussian process after a level crossing
by De Maré, Jacques
- 87-94 On the structure of regular infinitely divisible point processes
by Ammann, Larry P. & Thall, Peter F.
- 95-111 Stochastic backtrackings
by Oakes, David
July 1977, Volume 5, Issue 3
- 207-211 On the posterior distribution of a dirichlet process given randomly right censored observations
by Blum, J. & Susarla, V.
- 213-220 Weak convergence with random indices
by Durrett, Richard T. & Resnick, Sidney I.
- 221-230 The convergence of Cesaro averages for certain nonstationary Markov chains
by Bowerman, Bruce & David, H. T. & Isaacson, Dean
- 231-241 Monotone matrices and monotone Markov processes
by Keilson, Julian & Kester, Adri
- 243-263 Nonexistence of strong nonanticipating solutions to stochastic DEs: implications for functional DEs, filtering, and control
by Benes, V. E.
- 265-284 Continuous time control of the arrival process in an m/g/1 queue
by Doshi, Bharat T.
- 285-296 A semigroup approach to the study of a general stochastic epidemic
by Capasso, Vincenzo
- 297-305 Limit theorems for the critical age-dependent branching process with infinite variance
by Goldstein, Martin I. & Hoppe, Fred M.
- 307-314 A continuity theorem and some counterexamples for the theory of maintained systems
by Miller, Douglas R.
- 315-322 Optimal replacement policies for two-unit machines with running costs: II
by Berg, Menachem
May 1977, Volume 5, Issue 2
February 1977, Volume 5, Issue 1
August 1976, Volume 4, Issue 3
April 1976, Volume 4, Issue 2
- 107-120 On spectral estimation for a homogeneous random process on the circle
by Dufour, Jean-Marie & Roy, Roch
- 121-133 On a multivariate central limit theorem for stationary bilinear processes
by Villegas, C.
- 135-148 The superposition of the backward and forward processes of a renewal process
by Coleman, Rodney
- 149-155 Martingales, the smoothing index and ergodic theory
by Blake, Louis H.
- 157-165 A note on the J1-convergence of a first-passage process
by Mohan, N. R.
- 167-173 On the time to first failure in multicomponent exponential reliability systems
by Ross, Sheldon M.
- 175-185 Some new limit theorems for the critical branching process allowing immigration
by Pakes, A. G.
- 187-202 A study of the action of wild fires on remote forests
by Wilkins, C. W.
- 203-213 A Lindeberg-type theorem
by Wolfson, David B.
January 1976, Volume 4, Issue 1
- 1-13 Branching random walks I
by Asmussen, Soren & Kaplan, Norman
- 15-31 Branching random walks II
by Kaplan, Norman & Asmussen, Soren
- 33-40 Second order limit theorems for the Markov branching process in random environments
by Barbour, Andrew D.
- 41-54 On a Markov process generated by non-decreasing concave functions
by Yahav, Joseph A.
- 55-77 Continuous time control of Markov processes on an arbitrary state space: Average return criterion
by Doshi, Bharat T.
- 79-88 On a first-passage problem for a cumulative process with exponential decay
by Tsurui, Akira & Osaki, Shunji
- 89-106 Optimal replacement policies for two-unit machines with increasing running costs 1
by Berg, Menachem
October 1975, Volume 3, Issue 4
July 1975, Volume 3, Issue 3
April 1975, Volume 3, Issue 2
- 115-135 Convergence of a local lattice process
by Chover, Joshua
- 137-151 Information flow in graphs
by Dawson, D. A.
- 153-173 Importance of system components and fault tree events
by Barlow, Richard E. & Proschan, Frank
- 175-184 Markov chains with replacement
by Arjas, E. & Speed, T. P.
- 185-191 Further second-order properties of certain single-server queueing systems
by Daley, D. J.
- 193-207 Convexity properties, moment inequalities and asymptotic exponential approximations for delay distributions in G1/G/1 systems
by Delbrouck, L. E. N.
- 209-220 Critical age-dependent branching process diffusions
by Esty, Warren
January 1975, Volume 3, Issue 1
- 1-18 Limit distributions for the maxima of stationary Gaussian processes
by Mittal, Y. & Ylvisaker, D.
- 19-33 Optimal search strategies for Wienér processes
by Klimko, E. M. & Yackel, James
- 35-43 Normed-convergence theory for supercritical branching processes
by Seneta, E.
- 45-54 Asymptotic normality of the number of small distances between random points in a cube
by Kester, Adri
- 55-64 On the convergence of moments in stationary Markov chains
by Holewijn, P. J. & Hordijk, A.
- 65-72 Random orthogonal set functions and stochastic models for the gravity potential of the earth
by Lauritzen, Steffen L.
- 73-88 The stochastic behavior of a buffer with non-identical input lines
by Kaspi, Haya & Rubinovitch, Michael
- 89-111 Limit theorems for the integrals of some branching processes
by Pakes, A. G.
October 1974, Volume 2, Issue 4
July 1974, Volume 2, Issue 3
April 1974, Volume 2, Issue 2
January 1974, Volume 2, Issue 1
October 1973, Volume 1, Issue 4
July 1973, Volume 1, Issue 3
April 1973, Volume 1, Issue 2
- 107-124 Asymptotic relations in queueing theory
by Cohen, J. W.
- 125-143 Some recent results in infinite divisibility
by Steutel, F. W.
- 145-149 Convexity of the bounds induced by Markov's inequality
by Neuts, Marcel F. & Wolfson, David B.
- 151-168 Further results for ladder processes in continuous time
by Prabhu, N. U. & Rubinovitch, Michael
- 169-183 On minimizing expected absorption times
by Daniel, Klaus H. & Mikulski, Piotr W.
- 187-216 On exponential ergodicity and spectral structure for birth-death processes I
by Callaert, Herman & Keilson, Julian
January 1973, Volume 1, Issue 1
July 0000, Volume 100, Issue 1-2
- 3-25 Scaling exponents of random walks in random sceneries
by Piau, Didier
- 27-39 Liouville theorem and coupling on negatively curved Riemannian manifolds
by Wang, Feng-Yu
- 41-51 On sequential estimation for branching processes with immigration
by Qi, Yongcheng & Reeves, Jaxk
- 53-74 Almost sure exponential behaviour for a parabolic SPDE on a manifold
by Tindel, Samy & Viens, Frederi
- 75-107 On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts
by Avram, Florin & Chan, Terence & Usabel, Miguel
- 109-145 Conditioned stochastic differential equations: theory, examples and application to finance
by Baudoin, Fabrice
- 147-165 On mixtures of distributions of Markov chains
by Fortini, Sandra & Ladelli, Lucia & Petris, Giovanni & Regazzini, Eugenio
- 167-185 On AR(1) models with periodic and almost periodic coefficients
by Hurd, H. & Makagon, A. & Miamee, A. G.
- 187-222 Whittle estimation in a heavy-tailed GARCH(1,1) model
by Mikosch, Thomas & Straumann, Daniel
- 223-231 Self-similar processes with independent increments associated with Lévy and Bessel processes
by Jeanblanc, M. & Pitman, J. & Yor, M.
- 233-253 A stochastic maximum principle for processes driven by fractional Brownian motion
by Biagini, Francesca & Hu, Yaozhong & Øksendal, Bernt & Sulem, Agnès
- 255-274 Stable limits of empirical processes of moving averages with infinite variance
by Surgailis, Donatas
- 275-300 ARCH-type bilinear models with double long memory
by Giraitis, Liudas & Surgailis, Donatas
- 301-311 Solution of a roulette-type ruin problem--a correction to: a rule of thumb (not only) for gamblers
by Kozek, Andrzej S.
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