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Results: 1-25 | 26-50 | 51-54

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The surface pair correlation function for stationary Boolean models

Authors: Ballani, Felix

Journal: Advances in applied probability

Citation: Ballani, Felix, The surface pair correlation function for stationary Boolean models, Advances in applied probability , 39(1), 2007, pp. 1-15

Some distributional results for Poisson-Voronoi tessellations

Authors: Last, Gunter Baumstark, Volker

Journal: Advances in applied probability

Citation: Last, Gunter et Baumstark, Volker, Some distributional results for Poisson-Voronoi tessellations, Advances in applied probability , 39(1), 2007, pp. 16-40

A connection between the volume fractions of the Stienen model and the dead leaves model

Authors: Månsson, Marianne

Journal: Advances in applied probability

Citation: Månsson, Marianne, A connection between the volume fractions of the Stienen model and the dead leaves model, Advances in applied probability , 39(1), 2007, pp. 41-52

Multitype shape theorems for first passage percolation models

Authors: Pimentel, Leandro P. R.

Journal: Advances in applied probability

Citation: R. Pimentel, Leandro P., Multitype shape theorems for first passage percolation models, Advances in applied probability , 39(1), 2007, pp. 53-76

Convex duality in constrained mean-variance portfolio optimization

Authors: Heunis, Andrew J. Labbé, Chantal

Journal: Advances in applied probability

Citation: J. Heunis, Andrew et Labbé, Chantal, Convex duality in constrained mean-variance portfolio optimization, Advances in applied probability , 39(1), 2007, pp. 77-104

General convex stochastic orderings and related martingale-type structures

Authors: Vera, Francisco Lynch, James

Journal: Advances in applied probability

Citation: Vera, Francisco et Lynch, James, General convex stochastic orderings and related martingale-type structures, Advances in applied probability , 39(1), 2007, pp. 105-127

Improved compound Poisson approximation for the number of occurrences of any rare word family in a stationary markov chain

Authors: Roquain, Etienne Schbath, Sophie

Journal: Advances in applied probability

Citation: Roquain, Etienne et Schbath, Sophie, Improved compound Poisson approximation for the number of occurrences of any rare word family in a stationary markov chain, Advances in applied probability , 39(1), 2007, pp. 128-140

A new genetic algorithm specifically based on mutation and selection

Authors: Rigal, L. Truffet, L.

Journal: Advances in applied probability

Citation: L. Rigal, et L. Truffet,, A new genetic algorithm specifically based on mutation and selection, Advances in applied probability , 39(1), 2007, pp. 141-161

Renewal of singularity sets of random self-similar measures

Authors: Barral, Julien Seuret, Stéphane

Journal: Advances in applied probability

Citation: Barral, Julien et Seuret, Stéphane, Renewal of singularity sets of random self-similar measures, Advances in applied probability , 39(1), 2007, pp. 162-188

Stochastic stability of some state-dependent growth-collapse processes

Authors: Robert, Christian Y.

Journal: Advances in applied probability

Citation: Y. Robert, Christian, Stochastic stability of some state-dependent growth-collapse processes, Advances in applied probability , 39(1), 2007, pp. 189-220

Local asymptotics of the cycle maximum of a heavy-tailed random walk

Authors: Denisov, Denis Shneer, Vsevolod

Journal: Advances in applied probability

Citation: Denisov, Denis et Shneer, Vsevolod, Local asymptotics of the cycle maximum of a heavy-tailed random walk, Advances in applied probability , 39(1), 2007, pp. 221-244

Continuous-time methods in the study of discretely sampled functionals of Lévy processes. I. The positive process case

Authors: Schröder, Michael

Journal: Advances in applied probability

Citation: Schröder, Michael, Continuous-time methods in the study of discretely sampled functionals of Lévy processes. I. The positive process case, Advances in applied probability , 39(1), 2007, pp. 245-270

On matrix exponential distributions

Authors: He, Qi-Ming Zhang, Hanqin

Journal: Advances in applied probability

Citation: He, Qi-ming et Zhang, Hanqin, On matrix exponential distributions, Advances in applied probability , 39(1), 2007, pp. 271-292

On spatial thinning-replacement processes based on Voronoi cells

Authors: Borovkov, K. A. Odell, D. A.

Journal: Advances in applied probability

Citation: A. Borovkov, K. et A. Odell, D., On spatial thinning-replacement processes based on Voronoi cells, Advances in applied probability , 39(1), 2007, pp. 293-306

Intersection densities of nonstationary Poisson processes of hypersurfaces

Authors: Hoffmann, Lars Michael

Journal: Advances in applied probability

Citation: Hoffmann, Lars Michael, Intersection densities of nonstationary Poisson processes of hypersurfaces, Advances in applied probability , 39(1), 2007, pp. 307-317

The Palm-duality for random subsets of d-dimensional grids

Authors: Thorisson, Hermann

Journal: Advances in applied probability

Citation: Thorisson, Hermann, The Palm-duality for random subsets of d-dimensional grids, Advances in applied probability , 39(1), 2007, pp. 318-325

Explicit laws of large numbers for random nearest-neighbour-type graphs

Authors: Wade, Andrew R.

Journal: Advances in applied probability

Citation: R. Wade, Andrew, Explicit laws of large numbers for random nearest-neighbour-type graphs, Advances in applied probability , 39(1), 2007, pp. 326-342

On the time value of absolute ruin with debit interest

Authors: Cai, Jun

Journal: Advances in applied probability

Citation: Cai, Jun, On the time value of absolute ruin with debit interest, Advances in applied probability , 39(1), 2007, pp. 343-359

Ruin probability with certain stationary stable claims generated by conservative flows

Authors: Alparslan, U.ur Tuncay Samorodnitsky, Gennady

Journal: Advances in applied probability

Citation: Alparslan, U.ur Tuncay et Samorodnitsky, Gennady, Ruin probability with certain stationary stable claims generated by conservative flows, Advances in applied probability , 39(1), 2007, pp. 360-384

Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model

Authors: Pitts, Susan M. Politis, Konstadinos

Journal: Advances in applied probability

Citation: M. Pitts, Susan et Politis, Konstadinos, Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model, Advances in applied probability , 39(1), 2007, pp. 385-406

Large deviation properties of constant rate data streams sharing a buffer with long-range dependent traffic in critical loading

Authors: Majewski, Kurt

Journal: Advances in applied probability

Citation: Majewski, Kurt, Large deviation properties of constant rate data streams sharing a buffer with long-range dependent traffic in critical loading, Advances in applied probability , 39(1), 2007, pp. 407-428

Zero-automatic queues and product form

Authors: Dao-Thi, Thu-Ha Mairesse, Jean

Journal: Advances in applied probability

Citation: Dao-thi, Thu-ha et Mairesse, Jean, Zero-automatic queues and product form, Advances in applied probability , 39(1), 2007, pp. 429-461

Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models

Authors: Cline, Daren B. H.

Journal: Advances in applied probability

Citation: H. Cline, Daren B., Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models, Advances in applied probability , 39(1), 2007, pp. 462-491

First-crossing and ballot-type results for some nonstationary sequences

Authors: Lefèvre, Claude

Journal: Advances in applied probability

Citation: Lefèvre, Claude, First-crossing and ballot-type results for some nonstationary sequences, Advances in applied probability , 39(1), 2007, pp. 492-509

Optimal hitting time and perpetual option in a non-Lévy model: application to real options

Authors: Barrieu, P. Bellamy, N.

Journal: Advances in applied probability

Citation: P. Barrieu, et N. Bellamy,, Optimal hitting time and perpetual option in a non-Lévy model: application to real options, Advances in applied probability , 39(1), 2007, pp. 510-530

Results: 1-25 | 26-50 | 51-54