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

Articles table of contents

Results : 26-50/54

Steady-state analysis of a multiserver queue in the Halfin-Whitt regime

Authors: Gamarnik, David Mom.ilovi., Petar

Journal: Advances in applied probability

Citation: Gamarnik, David et Mom.ilovi., Petar, Steady-state analysis of a multiserver queue in the Halfin-Whitt regime, Advances in applied probability , 40(1), 2008, pp. 548-577

Multivariate risk processes with interacting intensities

Authors: Bäuerle, Nicole Grübel, Rudolf

Journal: Advances in applied probability

Citation: Bäuerle, Nicole et Grübel, Rudolf, Multivariate risk processes with interacting intensities, Advances in applied probability , 40(1), 2008, pp. 578-601

Lévy-based Cox point processes

Authors: Hellmund, Gunnar Proke.ová, Michaela Vedel Jensen, Eva B.

Journal: Advances in applied probability

Citation: Hellmund, Gunnar et al., Lévy-based Cox point processes, Advances in applied probability , 40(2), 2008, pp. 603-629

Random Laguerre tessellations

Authors: Lautensack, Claudia Zuyev, Sergei

Journal: Advances in applied probability

Citation: Lautensack, Claudia et Zuyev, Sergei, Random Laguerre tessellations, Advances in applied probability , 40(2), 2008, pp. 630-650

A new metric between distributions of point processes

Authors: Schuhmacher, Dominic Xia, Aihua

Journal: Advances in applied probability

Citation: Schuhmacher, Dominic et Xia, Aihua, A new metric between distributions of point processes, Advances in applied probability , 40(2), 2008, pp. 651-672

Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs

Authors: Tamura, Takashi

Journal: Advances in applied probability

Citation: Tamura, Takashi, Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs, Advances in applied probability , 40(2), 2008, pp. 673-695

EVT-based estimation of risk capital and convergence of high quantiles

Authors: Degen, Matthias Embrechts, Paul

Journal: Advances in applied probability

Citation: Degen, Matthias et Embrechts, Paul, EVT-based estimation of risk capital and convergence of high quantiles, Advances in applied probability , 40(2), 2008, pp. 696-715

Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes

Authors: Suk Park, Hyun Maller, Ross

Journal: Advances in applied probability

Citation: Suk Park, Hyun et Maller, Ross, Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes, Advances in applied probability , 40(2), 2008, pp. 716-733

Asymptotic behavior of a Feller evolution family involved in the Fisher-Wright model

Authors: Bobrowski, Adam

Journal: Advances in applied probability

Citation: Bobrowski, Adam, Asymptotic behavior of a Feller evolution family involved in the Fisher-Wright model, Advances in applied probability , 40(2), 2008, pp. 734-758

A functional central limit theorem for spatial birth and death processes

Authors: Qi, Xin

Journal: Advances in applied probability

Citation: Qi, Xin, A functional central limit theorem for spatial birth and death processes, Advances in applied probability , 40(2), 2008, pp. 759-797

Survival of inhomogeneous Galton-Watson processes

Authors: Broman, Erik Meester, Ronald

Journal: Advances in applied probability

Citation: Broman, Erik et Meester, Ronald, Survival of inhomogeneous Galton-Watson processes, Advances in applied probability , 40(2), 2008, pp. 798-814

On level crossings for a general class of piecewise-deterministic Markov processes

Authors: Borovkov, K. Last, G.

Journal: Advances in applied probability

Citation: K. Borovkov, et G. Last,, On level crossings for a general class of piecewise-deterministic Markov processes, Advances in applied probability , 40(2), 2008, pp. 815-834

The distribution of wasted spaces in the M/M/. queue with ranked servers

Authors: Sohn, Eunju Knessl, Charles

Journal: Advances in applied probability

Citation: Sohn, Eunju et Knessl, Charles, The distribution of wasted spaces in the M/M/. queue with ranked servers, Advances in applied probability , 40(2), 2008, pp. 835-855

Asymptotic analysis of a fluid model modulated by an M/M/1 queue

Authors: Knessl, Charles Dominici, Diego Ernesto

Journal: Advances in applied probability

Citation: Knessl, Charles et Dominici, Diego Ernesto, Asymptotic analysis of a fluid model modulated by an M/M/1 queue, Advances in applied probability , 40(2), 2008, pp. 856-881

A limit theorem with application to Båth's law in seismology

Authors: Vere-Jones, David

Journal: Advances in applied probability

Citation: Vere-jones, David, A limit theorem with application to Båth's law in seismology, Advances in applied probability , 40(2), 2008, pp. 882-896

Perfect sampling methods for random forests

Authors: Dai, Hongsheng

Journal: Advances in applied probability

Citation: Dai, Hongsheng, Perfect sampling methods for random forests, Advances in applied probability , 40(2), 2008, pp. 897-917

Volume degeneracy of the typical cell and the chord length distribution for Poisson-Voronoi tessellations in high dimensions

Authors: Alishahi, Kasra Sharifitabar, Mohsen

Journal: Advances in applied probability

Citation: Alishahi, Kasra et Sharifitabar, Mohsen, Volume degeneracy of the typical cell and the chord length distribution for Poisson-Voronoi tessellations in high dimensions, Advances in applied probability , 40(2), 2008, pp. 919-938

Small-world graphs: characterization and alternative constructions

Authors: Cont, Rama Tanimura, Emily

Journal: Advances in applied probability

Citation: Cont, Rama et Tanimura, Emily, Small-world graphs: characterization and alternative constructions, Advances in applied probability , 40(2), 2008, pp. 939-965

Decentralized search on spheres using small-world Markov chains: expected hitting times and structural properties

Authors: Ghate, Archis

Journal: Advances in applied probability

Citation: Ghate, Archis, Decentralized search on spheres using small-world Markov chains: expected hitting times and structural properties, Advances in applied probability , 40(2), 2008, pp. 966-978

Uniform approximations of discrete-time filters

Authors: Heine, Kari Crisan, Dan

Journal: Advances in applied probability

Citation: Heine, Kari et Crisan, Dan, Uniform approximations of discrete-time filters, Advances in applied probability , 40(2), 2008, pp. 979-1001

Expected coalescence time for a nonuniform allocation process

Authors: McSweeney, John K. Pittel, Boris G.

Journal: Advances in applied probability

Citation: K. Mcsweeney, John et G. Pittel, Boris, Expected coalescence time for a nonuniform allocation process, Advances in applied probability , 40(2), 2008, pp. 1002-1032

Exact values and sharp estimates for the total variation distance between binomial and Poisson distributions

Authors: Adell, José A. Anoz, José M. Lekuona, Alberto

Journal: Advances in applied probability

Citation: A. Adell, José et al., Exact values and sharp estimates for the total variation distance between binomial and Poisson distributions, Advances in applied probability , 40(2), 2008, pp. 1033-1047

Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems

Authors: Fey, Anne van der Hofstad, Remco Klok, Marten J

Journal: Advances in applied probability

Citation: Fey, Anne et al., Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems, Advances in applied probability , 40(2), 2008, pp. 1048-1071

Analysis of stochastic fluid queues driven by local-time processes

Authors: Konstantopoulos, Takis Kyprianou, Andreas E. Salminen, Paavo Sirviö, Marina

Journal: Advances in applied probability

Citation: Konstantopoulos, Takis et al., Analysis of stochastic fluid queues driven by local-time processes, Advances in applied probability , 40(2), 2008, pp. 1072-1103

State-dependent importance sampling for regularly varying random walks

Authors: Blanchet, J. Liu, Jingchen

Journal: Advances in applied probability

Citation: J. Blanchet, et Liu, Jingchen, State-dependent importance sampling for regularly varying random walks, Advances in applied probability , 40(2), 2008, pp. 1104-1128

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