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Content
December 2010, Volume 12, Issue 4
- 609-622 On a Sharper Lower Bound for a Percentile of a Student’s t Distribution with an Application
by Nitis Mukhopadhyay - 623-645 Level Crossing Prediction with Neural Networks
by Halfdan Grage & Jan Holst & Georg Lindgren & Mietek Saklak - 647-657 On Asymptotic and Strict Monotonicity of a Sharper Lower Bound for Student’s t Percentiles
by Allan Gut & Nitis Mukhopadhyay - 659-665 Runs of Markov Chains and Streaks in Baseball
by José Luis Palacios - 667-679 On a q-Steady State Markov Chain Model based on Transformed Dual q-Krawtchouk Orthogonal Polynomials and its Limiting Behaviour
by Andreas George Kyriakoussis & Malvina G. Vamvakari - 681-694 Multivariate Hierarchical Copulas with Shocks
by Fabrizio Durante & Marius Hofert & Matthias Scherer - 695-729 Numerical Computation of First-Passage Times of Increasing Lévy Processes
by Mark Veillette & Murad S. Taqqu - 731-747 Approximations for a Three Dimensional Scan Statistic
by Joseph Glaz & Marco Guerriero & Rohini Sen - 749-762 Spectrum-Based Comparison of Stationary Multivariate Time Series
by Nalini Ravishanker & J. R. M. Hosking & Jaydip Mukhopadhyay - 763-773 The Power of Choice in the Construction of Recursive Trees
by Hosam M. Mahmoud - 775-795 A New Method of Approximating the Probability of Matching Common Words in Multiple Random Sequences
by George Haiman & Cristian Preda
September 2010, Volume 12, Issue 3
- 309-322 A Two-Stage Group Testing Model for Infections with Window Periods
by Shaul K. Bar-Lev & Onno Boxma & Wolfgang Stadje & Frank A. Duyn Schouten - 323-334 Uniform Rate of Weak Convergence of the Minimum Contrast Estimator in the Ornstein–Uhlenbeck Process
by Jaya P. N. Bishwal - 335-360 Adaptive Optimal Allocation in Stratified Sampling Methods
by Pierre Étoré & Benjamin Jourdain - 361-377 Statistical Properties of a Generalized Threshold Network Model
by Yusuke Ide & Norio Konno & Naoki Masuda - 379-390 Modeling Dependencies in Operational Risk with Hybrid Bayesian Networks
by Stefan Mittnik & Irina Starobinskaya - 391-413 The Perturbed Compound Poisson Risk Process with Investment and Debit Interest
by Chuancun Yin & Chunwei Wang - 415-429 Risk Processes with Non-stationary Hawkes Claims Arrivals
by Gabriele Stabile & Giovanni Luca Torrisi - 431-449 Numerical Approach for Assessing System Dynamic Availability Via Continuous Time Homogeneous Semi-Markov Processes
by Márcio das Chagas Moura & Enrique López Droguett - 451-471 On Estimating the Asymptotic Variance of Stationary Point Processes
by Lothar Heinrich & Michaela Prokešová - 473-490 On the First Hitting Time of a One-dimensional Diffusion and a Compound Poisson Process
by Mario Abundo - 491-509 Least-squares Polynomial Estimation from Observations Featuring Correlated Random Delays
by R. Caballero-Águila & A. Hermoso-Carazo & J. Linares-Pérez - 511-531 Uniqueness, Extinction and Explosivity of Generalised Markov Branching Processes with Pairwise Interaction
by Anyue Chen & Phil Pollett & Junping Li & Hanjun Zhang - 533-551 A Saddlepoint Approximation to the Distribution of Inhomogeneous Discounted Compound Poisson Processes
by Riccardo Gatto
June 2010, Volume 12, Issue 2
- 213-214 Editorial
by Christos H. Skiadas - 215-225 Initial and Final Backward and Forward Discrete Time Non-homogeneous Semi-Markov Credit Risk Models
by Guglielmo D’Amico & Jacques Janssen & Raimondo Manca - 227-235 A Non-Homogeneous Continuous Time Semi-Markov Model for the Study of Accumulated Claim Process
by Giuseppe Di Biase & Jacques Janssen & Raimondo Manca - 237-245 Brownian Motion Hitting Probabilities for General Two-Sided Square-Root Boundaries
by Doncho S. Donchev - 247-259 On the Empirical Bayesian Approach for the Poisson-Gaussian Model
by Leonidas Sakalauskas - 261-270 Exact Solutions of Stochastic Differential Equations: Gompertz, Generalized Logistic and Revised Exponential
by Christos H. Skiadas - 271-292 $\boldsymbol{\mathcal{G}-}$ Inhomogeneous Markov Systems of High Order
by P.-C. G. Vassiliou & T. P. Moysiadis - 293-308 Drawdowns and Rallies in a Finite Time-horizon
by Hongzhong Zhang & Olympia Hadjiliadis
March 2010, Volume 12, Issue 1
- 1-50 Randomized Algorithms with Splitting: Why the Classic Randomized Algorithms Do Not Work and How to Make them Work
by Reuven Rubinstein - 51-62 Ascending Runs in Dependent Uniformly Distributed Random Variables: Application to Wireless Networks
by Nathalie Mitton & Katy Paroux & Bruno Sericola & Sébastien Tixeuil - 63-89 Random Databases with Approximate Record Matching
by Oleg Seleznjev & Bernhard Thalheim - 91-109 Vector Extensions of the Dirichlet HC and HD Functions, with Applications to the Sharing Problem
by Aaron Childs - 111-138 Computing Bounds on the Expected Maximum of Correlated Normal Variables
by Andrew M. Ross - 139-154 On the Number of i.i.d. Samples Required to Observe All of the Balls in an Urn
by Brad C. Johnson & Thomas M. Sellke - 155-175 Lundberg-type Bounds and Asymptotics for the Moments of the Time to Ruin
by Vaios Dermitzakis & Susan M. Pitts & Konstadinos Politis - 177-197 Robust Wavelet-Domain Estimation of the Fractional Difference Parameter in Heavy-Tailed Time Series: An Empirical Study
by Agnieszka Jach & Piotr Kokoszka - 199-212 Two New Mixture Models Related to the Inverse Gaussian Distribution
by Samuel Kotz & Víctor Leiva & Antonio Sanhueza
December 2009, Volume 11, Issue 4
- 491-549 The Gibbs Cloner for Combinatorial Optimization, Counting and Sampling
by Reuven Rubinstein - 551-560 Convexity Bias in Eurodollar Futures Prices: A Dimension-Free HJM Criterion
by Vladimir Pozdnyakov & J. Michael Steele - 561-582 On the Distributions of the State Sizes of Closed Continuous Time Homogeneous Markov Systems
by G. Vasiliadis & G. Tsaklidis - 583-601 Moments’ Analysis in Homogeneous Markov Reward Models
by F. Castella & G. Dujardin & B. Sericola - 603-620 New Results on the Barlow–Proschan and Natvig Measures of Component Importance in Nonrepairable and Repairable Systems
by Bent Natvig & Jørund Gåsemyr - 621-649 Marked Markovian Arrivals in a Tandem G-Network with Blocking
by A. Gómez-Corral & M. E. Martos - 651-660 Exact Distribution of the Product of Two or More Logistic Random Variables
by Saralees Nadarajah - 661-668 On the Pricing of Options Written on the Last Exit Time
by Jirô Akahori & Yuri Imamura & Yuko Yano - 669-685 Uniform Estimate for Maximum of Randomly Weighted Sums with Applications to Ruin Theory
by Xin-mei Shen & Zheng-yan Lin & Yi Zhang - 687-703 Development of Computational Algorithms for Evaluating Option Prices Associated with Square-Root Volatility Processes
by Hideyuki Takada & Ushio Sumita & Hui Jin
September 2009, Volume 11, Issue 3
- 277-278 Editorial
by Esther Frostig - 279-306 Asymptotic Results for the Sum of Dependent Non-identically Distributed Random Variables
by Dominik Kortschak & Hansjörg Albrecher - 307-338 Moment Bounds on Discrete Expected Stop-Loss Transforms, with Applications
by Cindy Courtois & Michel Denuit - 339-357 Option Pricing for Log-Symmetric Distributions of Returns
by Fima C. Klebaner & Zinoviy Landsman - 359-383 Fourier Inversion Formulas in Option Pricing and Insurance
by Daniel Dufresne & Jose Garrido & Manuel Morales - 385-399 Properties of Distortion Risk Measures
by Alejandro Balbás & José Garrido & Silvia Mayoral - 401-423 The Compound Poisson Surplus Model with Interest and Liquid Reserves: Analysis of the Gerber–Shiu Discounted Penalty Function
by Jun Cai & Runhuan Feng & Gordon E. Willmot - 425-441 Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities
by Claude Lefèvre & Stéphane Loisel - 443-461 Measurement of Longevity Risk Using Bootstrapping for Lee–Carter and Generalised Linear Poisson Models of Mortality
by S. Haberman & A. E. Renshaw - 463-489 Life Anuities with Stochastic Survival Probabilities: A Review
by Michel Denuit
June 2009, Volume 11, Issue 2
- 117-117 Editorial
by Joseph Glaz - 119-144 Goodness-of-Fit Tests for Continuous Regression
by Alejandra Cabaña & Enrique M. Cabaña - 145-157 Robust Optimal Portfolio Choice Under Markovian Regime-switching Model
by Robert J. Elliott & Tak Kuen Siu - 159-179 IPA Derivatives for Make-to-Stock Production-Inventory Systems With Backorders Under the (R,r) Policy
by Yihong Fan & Benjamin Melamed & Yao Zhao & Yorai Wardi - 181-200 Comparative Construction of Plug-in Estimators of the Entropy Rate of Two-state Markov Chains
by Valérie Girardin & André Sesboüé - 201-209 Queuing Systems with Semi-Markov Flow in Average and Diffusion Approximation Schemes
by V. S. Koroliuk & V. V. Koroliuk & N. Limnios - 211-229 Multiple Priors and Asset Pricing
by Dilip B. Madan & Robert J. Elliott - 231-247 Imbalance in Random Digital Trees
by Hosam M. Mahmoud - 249-265 Estimating Relative Risk on the Line Using Nearest Neighbor Statistics
by Dmitri Pavlov & Svetla Slavova & Richard J. Kryscio - 267-275 Simultaneous Occurrences of Runs in Independent Markov Chains
by S. Robin & V. T. Stefanov
March 2009, Volume 11, Issue 1
- 1-2 Editorial
by Paolo Giudici & Henry Wynn - 3-19 The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance
by Davide Ferrari & Sandra Paterlini - 21-27 Bootstrap Algorithms for Risk Models with Auxiliary Variable and Complex Samples
by Giancarlo Manzi & Fulvia Mecatti - 29-45 Random Survival Forests Models for SME Credit Risk Measurement
by Dean Fantazzini & Silvia Figini - 47-63 Clinical and Operational Risk: A Bayesian Approach
by Chiara Cornalba - 65-93 Modelling Operational Risk Losses with Graphical Models and Copula Functions
by Danae Politou & Paolo Giudici - 95-115 Bayesian Copulae Distributions, with Application to Operational Risk Management
by Luciana Dalla Valle
December 2008, Volume 10, Issue 4
- 471-505 An Efficient Algorithm for Rare-event Probability Estimation, Combinatorial Optimization, and Counting
by Zdravko I. Botev & Dirk P. Kroese - 507-529 Approximating Perpetuities
by Margarete Knape & Ralph Neininger - 531-555 Two Queues with Weighted One-Way Overflow
by Peter Sendfeld - 557-558 Two Queues with Weighted One-Way Overflow
by Peter Sendfeld - 559-575 On the Finite Buffer Queue with Renewal Input and Batch Markovian Service Process: GI/BMSP/1/N
by A. D. Banik & M. L. Chaudhry & U. C. Gupta - 577-593 Weak Convergence of the Empirical Mean Excess Process with Application to Estimate the Negative Tail Index
by Jürg Hüsler & Deyuan Li - 595-620 Gaussian Scenario for the Heat Equation with Quadratic Potential and Weakly Dependent Data with Applications
by N. N. Leonenko & M. D. Ruiz-Medina - 621-644 First Passage Densities and Boundary Crossing Probabilities for Diffusion Processes
by Andrew N. Downes & Konstantin Borovkov
September 2008, Volume 10, Issue 3
- 315-335 Cox Point Processes Driven by Ornstein–Uhlenbeck Type Processes
by R. Lechnerová & K. Helisová & V. Beneš - 337-355 Exact Simulation of IG-OU Processes
by Shibin Zhang & Xinsheng Zhang - 357-379 Minimum Φ-Divergence Estimator and Φ-Divergence Statistics in Generalized Linear Models with Binary Data
by J. A. Pardo & M. C. Pardo - 381-408 Algorithms for the Laplace–Stieltjes Transforms of First Return Times for Stochastic Fluid Flows
by Nigel G. Bean & Małgorzata M. O’Reilly & Peter G. Taylor - 409-433 Runtime Analysis of Ant Colony Optimization with Best-So-Far Reinforcement
by Walter J. Gutjahr & Giovanni Sebastiani - 435-451 Non-asymptotic Bandwidth Selection for Density Estimation of Discrete Data
by Zdravko I. Botev & Dirk P. Kroese - 453-469 Simulation Study for the Clan of Ancestors in a Perfect Simulation Scheme of a Continuous One-Dimensional Loss Network
by Nancy L. Garcia & Nevena Marić
June 2008, Volume 10, Issue 2
- 121-178 Semi-Iterative Minimum Cross-Entropy Algorithms for Rare-Events, Counting, Combinatorial and Integer Programming
by Reuven Rubinstein - 179-198 Numerical Bounds for Semi-Markovian Quantities and Application to Reliability
by Sophie Mercier - 199-223 Adaptive Monte Carlo Variance Reduction for Lévy Processes with Two-Time-Scale Stochastic Approximation
by Reiichiro Kawai - 225-238 On the Ruin Problem in a Markov-Modulated Risk Model
by Xin Zhang - 239-275 Quasi-Monte Carlo for Highly Structured Generalised Response Models
by F. Y. Kuo & W. T. M. Dunsmuir & I. H. Sloan & M. P. Wand & R. S. Womersley - 277-297 Optimal Scaling for Random Walk Metropolis on Spherically Constrained Target Densities
by Peter Neal & Gareth Roberts - 299-314 Small and Large Scale Asymptotics of some Lévy Stochastic Integrals
by Vladas Pipiras & Murad S. Taqqu
March 2008, Volume 10, Issue 1
- 1-22 Brownian Motion and Ornstein–Uhlenbeck Processes in Planar Shape Space
by Frank G. Ball & Ian L. Dryden & Mousa Golalizadeh - 23-37 On the Boolean Model of Wiener Sausages
by Rostislav Černý & Stefan Funken & Evgueni Spodarev - 39-54 Tail Dependence Comparison of Survival Marshall–Olkin Copulas
by Haijun Li - 55-71 On the Distributions of the State Sizes of Discrete Time Homogeneous Markov Systems
by G. Vasiliadis & G. Tsaklidis - 73-83 Multiple Eigenvalues in Spectral Analysis for Solving QBD Processes
by Winfried K. Grassmann & Steve Drekic - 85-104 A Factorisation of Diffusion Measure and Finite Sample Path Constructions
by Alexandros Beskos & Omiros Papaspiliopoulos & Gareth O. Roberts - 105-120 Exact Simulation for Discrete Time Spin Systems and Unilateral Fields
by Emilio De Santis & Mauro Piccioni
December 2007, Volume 9, Issue 4
- 465-481 Performance Analysis of a Fluid Production/Inventory Model with State-dependence
by Oded Berman & David Perry & Wolfgang Stadje - 483-496 Asymptotics of an Efficient Monte Carlo Estimation for the Transition Density of Diffusion Processes
by Osnat Stramer & Jun Yan - 497-519 An Algorithmic Approach to Discrete Time Non-homogeneous Backward Semi-Markov Reward Processes with an Application to Disability Insurance
by Fredrik Stenberg & Raimondo Manca & Dmitrii Silvestrov - 521-540 Stationary Analysis of a Fluid Queue Driven by Some Countable State Space Markov Chain
by Fabrice Guillemin & Bruno Sericola - 541-556 Empirical Polygon Simulation and Central Limit Theorems for the Homogenous Poisson Line Process
by Julien Michel & Katy Paroux - 557-572 Estimating the Scale Parameter of a Lévy-stable Distribution via the Extreme Value Approach
by Djamel Meraghni & Abdelhakim Necir - 573-584 A Survey of the Coupon Collector’s Problem with Random Sample Sizes
by John E. Kobza & Sheldon H. Jacobson & Diane E. Vaughan
September 2007, Volume 9, Issue 3
- 357-358 Editorial
by Raimondo Manca - 359-375 First Exit Times for Ordinary and Compound Poisson Processes with Non-linear Boundaries
by S. Zacks - 377-388 Stability Criteria for Multi-class Queueing Networks with Re-entrant Lines
by I. M. MacPhee & L. J. Müller - 389-397 Parametric and Non Homogeneous Semi-Markov Process for HIV Control
by E. Mathieu & Y. Foucher & P. Dellamonica & J. P. Daures - 399-411 Some Reward Paths in Semi-Markov Models with Stochastic Selection of the Transition Probabilities
by Aleka Papadopoulou & George Tsaklidis - 413-423 Prediction and Conditional Simulation of a 2D Lognormal Diffusion Random Field
by R. Gutiérrez & C. Roldán & R. Gutiérrez-Sánchez & J. M. Angulo - 425-446 On New Multivariate Probability Distributions and Stochastic Processes with System Reliability and Maintenance Applications
by Jerzy Filus & Lidia Filus - 447-463 A Probabilistic Framework Towards the Parameterization of Association Rule Interestingness Measures
by Stéphane Lallich & Benoît Vaillant & Philippe Lenca
June 2007, Volume 9, Issue 2
- 151-151 Editorial
by J. Glaz & M. V. Koutras - 153-162 Skewing Around: Relationships Among Classes of Skewed Distributions
by Barry C. Arnold & Robert J. Beaver - 163-193 Distributions of Random Partitions and Their Applications
by Charalambos A. Charalambides - 195-205 On the Normal Approximation for the Distribution of the Number of Simple or Compound Patterns in a Random Sequence of Multi-state Trials
by James C. Fu & W. Y. Wendy Lou - 207-224 Statistical Process Control using Shewhart Control Charts with Supplementary Runs Rules
by M. V. Koutras & S. Bersimis & P. E. Maravelakis - 225-242 Asymptotics for Ratios with Applications to Reinsurance
by Sophie A. Ladoucette & Jef L. Teugels - 243-262 Discrete Compound Poisson Process with Curved Boundaries: Polynomial Structures and Recursions
by Claude Lefèvre - 263-305 Selecting the Best Population Using a Test for Equality Based on Minimal Wilcoxon Rank-sum Precedence Statistic
by Hon Keung Tony Ng & N. Balakrishnan & S. Panchapakesan - 307-323 Some Information Theoretic Ideas Useful in Statistical Inference
by Takis Papaioannou & Kosmas Ferentinos & Charalampos Tsairidis - 325-341 Symmetry Studies for Data Analysis
by Marlos Viana - 343-356 Review of Some Functionals of Compound Poisson Processes and Related Stopping Times
by S. Zacks
March 2007, Volume 9, Issue 1
- 1-20 Optimum Burn-in Time for a Bathtub Shaped Failure Distribution
by Mark Bebbington & Chin-Diew Lai & Ričardas Zitikis - 21-40 Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries
by Liqun Wang & Klaus Pötzelberger - 41-54 Supermodular Comparison of Time-to-Ruin Random Vectors
by Michel Denuit & Esther Frostig & Benny Levikson - 55-87 Limit Theorems for Sums of Heavy-tailed Variables with Random Dependent Weights
by Stilian A. Stoev & Murad S. Taqqu - 89-114 Bayesian Hierarchical Space–time Modeling of Earthquake Data
by Bent Natvig & Ingunn Fride Tvete - 115-131 Probing Option Prices for Information
by Hélyette Geman & Dilip B. Madan & Marc Yor - 133-149 A Monte Carlo Estimation of the Entropy for Markov Chains
by Didier Chauveau & Pierre Vandekerkhove
December 2006, Volume 8, Issue 4
- 431-447 Estimating Stochastic Dynamical Systems Driven by a Continuous-Time Jump Markov Process
by Julien Chiquet & Nikolaos Limnios - 449-465 Quasi-stationary Distributions for a Class of Discrete-time Markov Chains
by Pauline Coolen-Schrijner & Erik A. Doorn - 467-496 Refined Large Deviation Asymptotics for the Classical Occupancy Problem
by Paul Dupuis & Jim (Xiao) Zhang & Philip Whiting - 497-515 Passage Times in Fluid Models with Application to Risk Processes
by V. Ramaswami - 517-540 Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach
by Christophe Barrera-Esteve & Florent Bergeret & Charles Dossal & Emmanuel Gobet & Asma Meziou & Rémi Munos & Damien Reboul-Salze - 541-558 Additive Positive Stable Frailty Models
by Madhuja Mallick & Nalini Ravishanker - 559-571 Estimation for the Simple Linear Boolean Model
by Catherine M. Crespi & Kenneth Lange
September 2006, Volume 8, Issue 3
- 319-319 Editorial
by Joseph Glaz - 321-343 A Nonparametric Sequential Test with Power 1 for the Mean of Lévy-stable Laws with Infinite Variance
by Abdelhakim Necir - 345-356 A Unified Derivation of the Complementary Waiting Time Distribution in Sequential Occupancy
by Charalambos A. Charalambides - 357-371 Probabilistic Extensions of the Erdős–Ko–Rado Property
by Anna Celaya & Anant P. Godbole & Mandy Rae Schleifer - 373-382 Estimation for the Distribution of Two-dimensional Discrete Scan Statistics
by G. Haiman & C. Preda - 383-407 The Cross-Entropy Method for Continuous Multi-Extremal Optimization
by Dirk P. Kroese & Sergey Porotsky & Reuven Y. Rubinstein - 409-426 Improving the Performance of the Chi-square Control Chart via Runs Rules
by Markos V. Koutras & Sotirios Bersimis & Demetrios L. Antzoulakos
June 2006, Volume 8, Issue 2
- 159-189 Smoothness Properties and Gradient Analysis Under Spatial Dirichlet Process Models
by Michele Guindani & Alan E. Gelfand - 191-222 IPA Derivatives for Make-to-Stock Production-Inventory Systems with Backorders
by Yao Zhao & Benjamin Melamed - 223-233 Number of Complete N-ary Subtrees on Galton-Watson Family Trees
by George P. Yanev & Ljuben Mutafchiev - 235-254 An Adaptive Version for the Metropolis Adjusted Langevin Algorithm with a Truncated Drift
by Yves F. Atchadé - 255-264 A Fréchet-Optimal Strengthening of the Dawson-Sankoff Lower Bound
by John T. Chen & Eugene Seneta - 265-291 Convergence of the SMC Implementation of the PHD Filte
by Adam M. Johansen & Sumeetpal S. Singh & Arnaud Doucet & Ba-Ngu Vo - 293-302 About the Sojourn Time Process in Multiphase Queueing Systems
by S. Minkevičius & S. Steišūnas - 303-313 Discrete Risk Model Revisited
by S. X. Liu & J. Y. Guo
March 2006, Volume 8, Issue 1
- 5-51 How Many Needles are in a Haystack, or How to Solve #P-Complete Counting Problems Fast
by Reuven Y. Rubinstein - 53-64 Approximate Simulation of Hawkes Processes
by Jesper Møller & Jakob G. Rasmussen - 65-91 Evaluating Nearly Singular Multinormal Expectations with Application to Wave Distributions
by Per A. Brodtkorb - 93-103 Pseudo Availability of Repairable System
by Jie Mi - 105-133 On the Finite-Time Dynamics of Ant Colony Optimization
by Walter J. Gutjahr - 135-151 A Random Walk on Rectangles Algorithm
by Madalina Deaconu & Antoine Lejay
December 2005, Volume 7, Issue 4
- 407-437 One-Shot CFTP; Application to a Class of Truncated Gaussian Densities
by A. Beskos & G. O. Roberts - 439-457 Performance Analysis with Truncated Heavy-Tailed Distributions
by Søren Asmussen & Mats Pihlsgård - 459-471 An Efficient Algorithm for Exact Distribution of Discrete Scan Statistics
by Morteza Ebneshahrashoob & Tangan Gao & Mengnien Wu - 473-488 Stochastic Comparison of Age-Dependent Block Replacement Policies
by Haijun Li - 489-516 Uniqueness and Extinction of Weighted Markov Branching Processes
by Anyue Chen & Junping Li & N. I. Ramesh - 517-542 Replicated INAR(1) Processes
by Isabel Silva & M. Eduarda Silva & Isabel Pereira & Nélia Silva - 543-554 Distribution of the Number of Successes in Success Runs of Length at Least k in Higher-Order Markovian Sequences
by Donald E. K. Martin
September 2005, Volume 7, Issue 3
- 271-283 Methods for Evaluating Density Functions of Exponential Functionals Represented as Integrals of Geometric Brownian Motion
by Kazuyuki Ishiyama - 285-306 On the Mean Distance in Scale Free Graphs
by G. Hooghiemstra & P. Mieghem - 307-323 A Unified Approach for Modeling and Designing Attribute Sampling Plans for Monitoring Dependent Production Processes
by P. Vellaisamy & S. Sankar - 325-334 The Distributions of the Frequency of Occurrence of Nucleotide Subsequences
by Chufang Wu - 335-352 Spectral Properties of Uperpositions of Ornstein-Uhlenbeck Type Processes
by O. E. Barndorff-Nielsen & N. N. Leonenko - 353-378 Markovian Controllable Queueing Systems with Hysteretic Policies: Busy Period and Waiting Time Analysis
by J. R. Artalejo & A. Economou - 379-400 Simulation of Weakly Self-Similar Stationary Increment $${\text{Sub}}_{\varphi } {\left( \Omega \right)}$$ -Processes: A Series Expansion Approach
by Yuriy Kozachenko & Tommi Sottinen & Olga Vasylyk
June 2005, Volume 7, Issue 2
- 139-148 Iterative Estimation of the Extreme Value Index
by Samuel Müller & Jürg Hüsler - 149-159 Maximum Likelihood Estimation for an Observation Driven Model for Poisson Counts
by Richard A. Davis & William T. M. Dunsmuir & Sarah B. Streett - 161-181 Simulation of First-Passage Times for Alternating Brownian Motions
by A. Crescenzo & E. Nardo & L. M. Ricciardi - 183-201 Performance Analysis of Cyclical Simulated Annealing Algorithms
by Sheldon H. Jacobson & Shane N. Hall & Laura A. McLay & Jeffrey E. Orosz - 203-224 Production/Clearing Models Under Continuous and Sporadic Reviews
by Oded Berman & Mahmut Parlar & David Perry & M. J. M. Posner - 225-247 Stochastic Bounds for the Sparre Andersen Process
by Franco Pellerey & Cristina Zucca - 249-263 An Extended Ant Colony Algorithm and Its Convergence Analysis
by Giovanni Sebastiani & Giovanni Luca Torrisi
March 2005, Volume 7, Issue 1
- 5-50 A Stochastic Minimum Cross-Entropy Method for Combinatorial Optimization and Rare-event Estimation
by R. Y. Rubinstein - 51-62 A Two-Sided First-Exit Problem for a Compound Poisson Process with a Random Upper Boundary
by D. Perry & W. Stadje & S. Zacks - 63-78 Probabilistic Modelling of Monitoring and Maintenance of Multistate Monotone Systems with Dependent Components
by Jørund Gåsemyr & Bent Natvig - 79-95 Improved Analytical Bounds for Gambler’s Ruin Probabilities
by Werner Hürlimann - 97-118 Computation of the Optimal Policy for the Control of a Compound Immigration Process through Total Catastrophes
by Epaminondas G. Kyriakidis & Theodosis D. Dimitrakos - 119-130 Estimation in Stationary Markov Renewal Processes, with Application to Earthquake Forecasting in Turkey
by Enrique E. Alvarez
December 2004, Volume 6, Issue 4
- 363-379 Small and Large Scale Behavior of the Poissonized Telecom Process
by Serge Cohen & Murad S. Taqqu - 381-387 Foster's Formulas via Probability and the Kirchhoff Index
by José Luis Palacios - 389-400 Multiple Window and Cluster Size Scan Procedures
by Joseph I. Naus & Sylvan Wallenstein