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Content
December 2004, Volume 6, Issue 4
- 423-440 A Point Process Approach to Filtered Processes
by Julien Michel - 441-462 A Robust Heuristic Estimator for the Period of a Poisson Intensity Function
by Mark Bebbington & Ričardas Zitikis
September 2004, Volume 6, Issue 3
- 255-275 Approximation of the Distribution of the Supremum of a Centered Random Walk. Application to the Local Score
by M. P. Etienne & P. Vallois - 277-291 A Polynomial Factorization Approach for the Discrete Time GIX/>G/1/K Queue
by Pinai Linwong* & Nei Kato* & Yoshiaki Nemoto* - 293-302 An Application of Adaptive Independent Chain Metropolis–Hastings Algorithms in Bayesian Hazard Rate Estimation
by JØrund GÅsemyr & Bent Natvig & Cecilie Sjuls NygÅrd - 303-322 Oracle Inequalities for Efromovich–Pinsker Blockwise Estimates
by Sam Efromovich - 323-341 Almost Sure Comparisons for First Passage Times of Diffusion Processes through Boundaries
by L. Sacerdote & C. E. Smith - 343-354 Tabu Guided Generalized Hill Climbing Algorithms
by Diane E. Vaughan & Sheldon H. Jacobson
June 2004, Volume 6, Issue 2
- 135-159 Rate Conservation Laws for Multidimensional Processes of Bounded Variation with Applications to Priority Queueing Systems
by Fabrice Guillemin & Ravi Mazumdar - 161-179 Percentage Points of the Largest Among Student's T Random Variable
by Nitis Mukhopadhyay & Makoto Aoshima - 181-201 Markov Chain Analysis for One-Dimensional Asynchronous Cellular Automata
by Alexandru Agapie & Robin Höns & Heinz Mühlenbein - 203-218 Sturm's Method in Counting Roots of Random Polynomial Equations
by Efraim Shmerling & Kenneth J. Hochberg - 219-231 Convergence of the Marcus–Lushnikov Process
by Nicolas Fournier & Jean-Sébastien Giet - 233-246 Numerical Treatment of Homogeneous Semi-Markov Processes in Transient Case–a Straightforward Approach
by Gianfranco Corradi & Jacques Janssen & Raimondo Manca
March 2004, Volume 6, Issue 1
- 5-27 Two-Stage Nested Partitions Method for Stochastic Optimization
by Sigurdur Ólafsson - 29-53 A Generalized Markov Sampler
by Jonathan M. Keith & Dirk P. Kroese & Darryn Bryant - 55-72 Optimal Group Testing with Processing Times and Incomplete Identification
by Shaul K. Bar-Lev & Wolfgang Stadje & Frank A. van der Duyn Schouten - 73-97 Subsampling Unit Root Tests for Heavy-Tailed Observations
by Agnieszka Jach & Piotr Kokoszka - 99-107 Simulation of Two-Dimensional Fractional Gaussian Noise
by Aleksi Penttinen & Jorma Virtamo - 109-127 Entropy Maximization for Markov and Semi-Markov Processes
by Valerie Girardin
December 2003, Volume 5, Issue 4
- 395-418 Average Case Analysis in Database Problems
by Oleg Seleznjev & Bernhard Thalheim - 419-426 A Hybrid Logistic Model for Case-Control Studies
by Tuhao Chen & Fred M. Hoppe & Satish Iyengar & David Brent - 427-438 Computing the Distribution of the Maximum of Gaussian Random Processes
by Christine Cierco-Ayrolles & Alain Croquette & Céline Delmas - 439-453 Invariance Conditions for Random Curvature Models
by Marlos A. G. Viana - 455-466 Continuous Markovian Model for Unexpected Shift in SPC
by Michael I. Zeifman & Dov Ingman - 467-492 Sampling from Finite Random Partitions
by Thierry Huillet & Servet Martinez
September 2003, Volume 5, Issue 3
- 271-287 Asymptotics of a Boundary Crossing Probability of a Brownian Bridge with General Trend
by Wolfgang Bischoff & Frank Miller & Enkelejd Hashorva & Jürg Hüsler - 289-308 Stereology of Extremes; Bivariate Models and Computation
by Viktor Beneš & Karel Bodlák & Daniel Hlubinka - 309-335 Tests of Normality Based on Transformed Empirical Processes
by A. Cabaña & E. M. Cabaña - 337-353 Multirisks Model and Finite-Time Ruin Probabilities
by Philippe Picard & Claude Lefèvre & Ibrahim Coulibaly - 355-367 A Stochastic Model for Assessing Synchronization among Spike Trains in a Population of Motor Neurons
by Xiaoping Xiong & Wan-Xiang Yao & Ming Tan & Guang H. Yue - 369-387 On a New Fluctuation–Dissipation Theorem for Degenerate Stationary Flows
by Masaya Matsuura
June 2003, Volume 5, Issue 2
- 131-158 Rate of Convergence of a Stochastic Particle System for the Smoluchowski Coagulation Equation
by Madalina Deaconu & Nicolas Fournier & Etienne Tanré - 159-181 Models and Approximations for Call Center Design
by David L. Jagerman & Benjamin Melamed - 183-195 On Optimization and Extreme Value Theory
by Jürg Hüsler & Pedro Cruz & Andreia Hall & Carlos M. Fonseca - 197-210 Tail Estimation Based on Numbers of Near m-Extremes
by Samuel Müller - 211-233 On the Asymptotic Behavior of First Passage Time Densities for Stationary Gaussian Processes and Varying Boundaries
by E. Di Nardo & A. G. Nobile & E. Pirozzi & L. M. Ricciardi - 235-263 Bayesian Networks with Degenerate Gaussian Distributions
by Christopher Raphael
March 2003, Volume 5, Issue 1
- 5-21 Central Regions and Dependency
by Karl Mosler - 23-33 On the Number of Subgraphs of a Specified Form Embedded in a Random Graph
by Christopher A. Najim & Ralph P. Russo - 35-58 Censoring, Factorizations, and Spectral Analysis for Transition Matrices with Block-Repeating Entries
by Yiqiang Q. Zhao & Wei Li & W. John Braun - 59-84 A Versatile Stochastic Maintenance Model with Reserve and Super-Reserve Machines
by Song-Kyoo Kim & Jewgeni H. Dshalalow - 85-108 Estimation and Design of Sampling Plans for Monitoring Dependent Production Processes
by P. Vellaisamy & S. Sankar & M. Taniguchi - 109-121 Perfect Simulation for a Stationary Silo with Absorbing Walls
by Nancy L. Garcia & Mariana R. Motta
December 2002, Volume 4, Issue 4
- 317-336 Boundary Crossing Probabilities for Scan Statistics and Their Applications to Change-Point Detection
by Hock Peng Chan & Tze Leung Lai - 337-357 Langevin Diffusions and Metropolis-Hastings Algorithms
by G. O. Roberts & O. Stramer - 359-376 Interruptible Exact Sampling in the Passive Case
by Keith Crank & James Allen Fill - 377-391 Number of Records in a Bivariate Sample with Application to Missouri River Flood Data
by H. N. Nagaraja & Pankaj K. Choudhary & N. Matalas - 393-407 A New Method for Estimating the Distribution of Scan Statistics for a Two-Dimensional Poisson Process
by G. Haiman & C. Preda - 409-419 System-Wide Probabilities for Systems with Runs and Scans Rules
by Galit Shmueli
September 2002, Volume 4, Issue 3
- 219-241 Scale Invariance Properties in the Simulated Annealing Algorithm
by M. A. Fleischer & S. H. Jacobson - 243-256 On the Lévy Measure of the Lognormal and the LogCauchy Distributions
by Lennart Bondesson - 257-278 One-Dimensional Poisson Growth Models With Random and Asymmetric Growth
by Fred W. Huffer - 279-290 Probabilistic Approach to an Image Reconstruction Problem
by Henryk Gzyl & Noam Zeev - 291-307 Position and Height of the Global Maximum of a Twice Differentiable Stochastic Process
by Igor Rychlik & Eva Sjö
June 2002, Volume 4, Issue 2
- 123-141 Minimum Distance Estimation in AR(1)-processes
by Michel Piot - 143-151 The Embedded Random Walk in the Stationary M/M/1 Queue
by W. Stadje - 153-161 Accessibility and Reliability for Connected Bipartite Graphs
by Y. Ath & M. Ebneshahrashoob & T. Gao & M. Sobel - 163-180 Double-Scan Statistics
by J. I. Naus & V. T. Stefanov - 181-193 Convexity Bias in the Pricing of Eurodollar Swaps
by V. Pozdnyakov & J.M. Steele - 195-209 Identification of a Locally Self-similar Gaussian Process by Using Convex Rearrangements
by A. Philippe & E. Thilly
March 2002, Volume 4, Issue 1
- 5-25 A Random-Discretization Based Monte Carlo Sampling Method and its Applications
by James C. Fu & Liqun Wang - 27-53 Estimating the p-Variation Index of a Sample Function: An Application to Financial Data Set
by Rimas Norvaiša & Donna Mary Salopek - 55-68 Bounds on Gambler's Ruin Probabilities in Terms of Moments
by S. N. Ethier & Davar Khoshnevisan - 69-82 On the Moments of Overflow and Freed Carried Traffic for the GI/M/C/0 System
by Andreas Brandt & Manfred Brandt - 83-93 Stochastic Order and MLE of the Mean of the Exponential Distribution
by N. Balakrishnan & C. Brain & Jie Mi - 95-113 A Comparison of an Analytical Approach and a Standard Simulation Approach in Bayesian Forecasting Applied to Monthly Data from Insurance of Companies
by Ingunn Fride Tvete & Bent Natvig
December 2001, Volume 3, Issue 4
- 347-364 Continuity Corrections for Discrete Distributions Under the Edgeworth Expansion
by Shaul K. Bar-Lev & Camil Fuchs - 365-378 Directionally Convex Comparison of Correlated First Passage Times
by Haijun Li & Susan H. Xu - 379-386 A Minimal-Automaton-Based Algorithm for the Reliability of Con(d, k, n) Systems
by Jen-Chun Chang & Rong-Jaye Chen & Frank K. Hwang - 387-410 Parameter Estimation and the CRLB with Uncertain Origin Measurements
by T. Kirubarajan & Huimin Chen & Yaakov Bar-Shalom - 411-426 On the Tractability of the Measure Associated to the Phase-Type Planar Point Process
by Marie-Ange Remiche - 427-442 Modeling Variability Order: A Semiparametric Bayesian Approach
by Athanasios Kottas & Alan E. Gelfand
September 2001, Volume 3, Issue 3
- 239-253 On Numerical Solution of the Markov Renewal Equation: Tight Upper and Lower Kernel Bounds
by D. A. Elkins & M. A. Wortman - 255-270 Reconstruction of Gray-Scale Images
by Pablo A. Ferrari & Marco D. Gubitoso & E. Jordão Neves - 271-293 Numerical Solution of non-Homogeneous Semi-Markov Processes in Transient Case
by Jacques Janssen & Raimondo Manca - 295-308 The Influence of Rainflow Filtering on the Distributions of Characteristic Wave Parameters
by Jesper Rydén - 309-327 Geometric Ergodicity of Metropolis-Hastings Algorithms for Conditional Simulation in Generalized Linear Mixed Models
by O. F. Christensen & J. Møller & R. P. Waagepetersen - 329-340 An Algorithm Evaluating Generalized Life Insurance Programs
by B. Levikson & E. Frostig & D. Bshouty
June 2001, Volume 3, Issue 2
- 123-133 A Markov Embedding Approximation for a Stochastic Population Model with Exogenous Disturbances
by Bruce P. Ayati & Claudia Neuhauser - 135-143 When the “Bull” Meets the “Bear”—A First Passage Time Problem for a Hidden Markov Process
by Xin Guo - 145-159 Confidence Regions for Local Maxima of Reconstructed Surfaces
by Eva Sjö - 161-177 Catalytic Perfect Simulation
by L. A. Breyer & G. O. Roberts - 179-198 Second Order Efficient Estimating a Smooth Distribution Function and its Applications
by Sam Efromovich - 199-214 Markov Decision Processes with a Constraint on the Asymptotic Failure Rate
by M. Boussemart & T. Bickard & N. Limnios - 215-231 A Monte Carlo Method for the Simulation of First Passage Times of Diffusion Processes
by Maria Teresa Giraudo & Laura Sacerdote & Cristina Zucca
March 2001, Volume 3, Issue 1
- 5-34 Binary Markov Mesh Models and Symmetric Markov Random Fields: Some Results on their Equivalence
by Noel Cressie & Craig Liu - 35-49 Distribution of Increasing ℓ-sequences in a Random Permutation
by Brad C. Johnson - 51-73 A Comparison of Two Sequential Metropolis-Hastings Algorithms with Standard Simulation Techniques in Bayesian Inference in Reliability Models Involving a Generalized Gamma Distribution
by Jørund Gåsemyr & Bent Natvig & Erik Sørensen - 75-95 Approximations for the Long-Term Behavior of an Open-Population Epidemic Model
by D. Clancy & P. D. O’Neill & P. K. Pollett - 97-115 Simulating Perpetuities
by Luc Devroye
December 2000, Volume 2, Issue 4
- 339-357 Lower Order Moments of Inter-transition Times in the Stationary QBD Process
by Allan T. Andersen & Marcel F. Neuts & Bo Friis Nielsen - 359-372 Inequalities for Random Utility Models, with Applications to Ranking and Subset Choice Data
by Harry Joe - 373-392 A Computational Approach for Fluid Queues Driven by Truncated Birth–Death Processes
by R. B. Lenin & P. R. Parthasarathy - 393-411 Reliability Approximation for Markov Chain Imbeddable Systems
by Michael V. Boutsikas & Markos V. Koutras - 413-424 Empirical Optimization in a Reliability Problem
by Rosa E. Lillo & Marcel F. Neuts - 425-441 On the Decay Rates of Buffers in Continuous Flow Lines
by D. P. Kroese
September 2000, Volume 2, Issue 3
- 231-254 Stochastic Convexity of the Poisson Mixture Model
by Michel Denuit & Claude Lefèvre & Moshe Shaked - 255-269 Extremes of Gaussian Processes with Maximal Variance near the Boundary Points
by Enkelejd Hashorva & Jürg Hüsler - 271-291 Nested Partitions Method for Stochastic Optimization
by Leyuan Shi & Sigurdur O´lafsson - 293-308 Multivariate Survival Models with a Mixture of Positive Stable Frailties
by Nalini Ravishanker & Dipak K. Dey - 309-329 A Generalized Erdös-Rényi Law for Sequence Analysis Problems
by Laurie J. Heyer
August 2000, Volume 2, Issue 2
- 123-135 Filtering and Control with Information Increasing
by Jean-David Benarous & Laurent Mazliak & Richard Rouge - 137-151 Distribution of Subdominant Eigenvalues of Random Matrices
by G. Goldberg & P. Okunev & M. Neumann & H. Schneider - 153-167 Optimal Operating Policy for an M/G/1 Exhaustive Server-Vacation Model
by R. E. Lillo - 169-181 The Smallest Parallelepiped of n Random Points and Peeling
by Ju¨rg Hu¨sler - 183-201 Global Matching of Random Restriction Maps
by Mengxiang Tang - 203-221 A Stopping Criterion for a Dynamic Competing Risks Model
by Marcus A. Agustin
April 2000, Volume 2, Issue 1
- 5-21 Directed Markov Point Processes as Limits of Partially Ordered Markov Models
by Noel Cressie & Jun Zhu & Adrian J. Baddeley & M. Gopalan Nair - 23-36 Stopping Tests for Markov Chain Monte-Carlo Methods
by B. Ycart - 37-58 Stopping Rules for the Stochastic Nested Partitions Method
by Leyuan Shi & Sigurdur O´lafsson - 59-67 Extinction on Islands: Vindicating Waiting Times
by Moritz Benado & Jose´ luis Palacios - 69-91 Diffusion Processes Associated with Nonlinear Evolution Equations for Signed Measures
by B. Jourdain - 93-115 Superposition of Spatially Interacting Aggregated Continuous Time Markov Chains
by Frank Ball & Geoffrey Yeo
December 1999, Volume 1, Issue 4
- 375-390 Importance Sampling for Continuous Time Markov Chains and Applications to Fluid Models
by Paolo Baldi & Mauro Piccioni - 391-405 Smoothness in Bayesian Non-parametric Regression with Wavelets
by Marco Di Zio & Arnoldo Frigessi - 407-421 Negative Binomial Approximation with Stein's Method
by Timothy C. Brown & M. J. Phillips - 423-443 Statistical Analysis of Financial Volatility by Wavelet Shrinkage
by Enrico Capobianco - 445-456 Efficent Generation of Fractional Brownian Motion for Simulation of Infrared Focal-plane Array Calibration Drift
by Steven B. Lowen - 457-469 Algorithms to Find Exact Inclusion Probabilities for Conditional Poisson Sampling and Pareto πps Sampling Designs
by Nibia Aires
October 1999, Volume 1, Issue 3
- 247-275 Moment Solutions for the State Exiting Counting Processes of a Markov Renewal Process
by Manuel D. Rossetti & Gordon M. Clark - 277-282 Path-Integral Calculations for the First Excited State of Hydrogen Atom
by Andrzej Korzeniowski - 283-306 Langevin-Type Models I: Diffusions with Given Stationary Distributions and their Discretizations
by O. Stramer & R. L. Tweedie - 307-328 Langevin-Type Models II: Self-Targeting Candidates for MCMC Algorithms
by O. Stramer & R. L. Tweedie - 329-348 On the Number of Appearances of a Word in a Sequence of I.I.D. Trials
by Ourania Chryssaphinou & Stavros Papastavridis & Eutichia Vaggelatou - 349-365 Complex Measures on Path Space: An Introduction to the Feynman Integral Applied to the Schro¨dinger Equation
by Kolokoltsov Vassili
September 1999, Volume 1, Issue 2
- 127-190 The Cross-Entropy Method for Combinatorial and Continuous Optimization
by Reuven Rubinstein - 191-210 On a Two-Queue Priority System with Impatience and its Application to a Call Center
by Andreas Brandt & Manfred Brandt - 211-228 Branching Approximation for the Collective Epidemic Model
by Claude Lefe`vre & Sergey Utev - 229-240 Adjustment to Lancaster's Mid-P
by Eugene Seneta & Geoffrey Berry & Petra Macaskill
July 1999, Volume 1, Issue 1
- 5-6 Editorial
by Joseph Glaz - 7-28 The Distribution of the Sojourn Time for the Brownian Excursion
by Lajos Taka´cs - 29-53 Point Processes Competing for Runs: A New Tool for their Investigation
by Marcel F. Neuts & Jian-Min Li - 55-79 Estimating the Heavy Tail Index from Scaling Properties
by Mark E. Crovella & Murad S. Taqqu - 81-96 Quasi-Stationarity of Discrete-Time Markov Chains with Drift to Infinity
by Pauline Coolen-Schrijner & Phil Pollett - 97-117 Size Analysis of Nearly Regular Delaunay Triangulations
by Ian L. Dryden & Charles C. Taylor & Mohammad Reza Faghihi