Works matching IS 00219002 AND DT 2008 AND VI 45 AND IP 1

Results: 24

ON THE TRUNCATED LONG-RANGE PERCOLATION ON Z<sup>2</sup>.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 287, doi. 10.1239/jap/1208358969

By:

De Lima, Bernardo Nunes Borges;
Sapozhikov, Artëm

Publication type:

Article

ON A COMPARISON RESULT FOR MARKOV PROCESSES.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 279

By:

Rüschendorf, Ludger

Publication type:

Article

REDUCED BRANCHING PROCESSES WITH VERY HEAVY TAILS.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 190

By:

Lagerås, Andreas N.;
Sagitov, Serik

Publication type:

Article

CONTINUOUS MIXTURES WITH BATHTUB-SHAPED FAILURE RATES.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 260, doi. 10.1239/jap/1208358966

By:

Block, Henry W.;
Yulin Li;
Savits, Thomas H.;
Jie Wang

Publication type:

Article

SUMS OF DEPENDENT NONNEGATIVE RANDOM VARIABLES WITH SUBEXPONENTIAL TAILS.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 85, doi. 10.1239/jap/1208358953

By:

Bangwon Ko;
Qihe Tang

Publication type:

Article

LAW OF LARGE NUMBERS FOR DYNAMIC BARGAINING MARKETS.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 45, doi. 10.1239/jap/1208358950

By:

Ferland, àRené;
Giroux, Gaston

Publication type:

Article

THE NECKLACE PROCESS.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 271, doi. 10.1239/jap/1208358967

By:

Mallows, Colin;
Shepp, Larry

Publication type:

Article

MARKOV CHAINS WITH HYBRID REPEATING ROWS - UPPER-HESSENBERG, QUASI-TOEPLITZ STRUCTURE OF THE BLOCK TRANSITION PROBABILITY MATRIX.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 211, doi. 10.1239/jap/1208358963

By:

Dudin, Alexander;
Chesoong Kim;
Klimenok, Valentina

Publication type:

Article

OPTIMAL BUY/SELL RULES FOR CORRELATED RANDOM WALKS.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 33, doi. 10.1239/jap/1208358949

By:

Allaart, Pieter;
Monticino, Michael

Publication type:

Article

BEAT THE MEAN: SEQUENTIAL SELECTION BY BETTER THAN AVERAGE RULES.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 244, doi. 10.1239/jap/1208358965

By:

Krieger, Abba M.;
Pollack, Moshe;
Samuel-Cahn, Ester

Publication type:

Article

PATTERN MARKOV CHAINS: OPTIMAL MARKOV CHAIN EMBEDDING THROUGH DETERMINISTIC FINITE AUTOMATA.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 226, doi. 10.1239/jap/1208358964

By:

Nuel, Grégory

Publication type:

Article

ON THE STRUCTURE AND ESTIMATION OF REFLECTION POSITIVE PROCESSES.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 150, doi. 10.1239/jap/1208358958

By:

McVinish, R.

Publication type:

Article

WEAK LOCAL LINEAR DISCRETIZATIONS FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 201, doi. 10.1239/jap/1208358962

By:

Carbonell, F.;
Jimenez, J. C.

Publication type:

Article

SMILE ASYMPTOTICS II: MODELS WITH KNOWN MOMENT GENERATING FUNCTIONS.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 16, doi. 10.1239/jap/1208358948

By:

Behaim, Shalom;
Friz, Peter

Publication type:

Article

THE LIMIT BEHAVIOR OF DUAL MARKOV BRANCHING PROCESSES.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 176, doi. 10.1239/jap/1208358960

By:

Yangrong Li;
Pakes, Anthony G.;
Jia Li;
Anhui Gu

Publication type:

Article

TRANSIENT MOMENTS OF THE TCP WINDOW SIZE PROCESS.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 163, doi. 10.1239/jap/1208358959

By:

Löpker, Andreas H.;
Van Leeuwaarden, Johans H.

Publication type:

Article

EVALUATING SCALE FUNCTIONS OF SPECTRALLY NEGATIVE LEVY PROCESSES.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 135, doi. 10.1239/jap/1208358957

By:

B. A. Surya

Publication type:

Article

ON THE STRUCTURE OF A SWING CONTRACT'S OPTIMAL VALUE AND OPTIMAL STRATEGY.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 1, doi. 10.1239/jap/1208358947

By:

Ross, Sheldon M.;
Zegang Zhu

Publication type:

Article

WIENER-HOPF FACTORIZATION FOR LÉVY PROCESSES HAVING POSITIVE JUMPS WITH RATIONAL TRANSFORMS.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 118, doi. 10.1239/jap/1208358956

By:

Lewis, Alan L.;
Mordecki, Ernesto

Publication type:

Article

THE LARGE DEVIATION PRINCIPLE FOR THE ON-OFF WEIBULL SOJOURN PROCESS.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 107, doi. 10.1239/jap/1208358955

By:

Duffy, Ken R.;
Sapozhnikov, Artem

Publication type:

Article

PROBABILISTIC INVESTIGATIONS ON THE EXPLOSION OF SOLUTIONS OF THE KAC EQUATION WITH INFINITE ENERGY INITIAL DISTRIBUTION.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 95, doi. 10.1239/jap/1208358954

By:

Carlen, Eric;
Gabetta, Ester;
Regazzini, Eugenio

Publication type:

Article

EDITORSHIP OF JOURNAL OF APPLIED PROBABILITY AND ADVANCES IN APPLIED PROBABILITY.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 1

By:

Gani, J.

Publication type:

Article

THE PARETO COPULA, AGGREGATION OF RISKS, AND THE EMPEROR'S SOCKS.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 67

By:

Klüppelberg, Claudia;
Resnick, Sidney I.

Publication type:

Article

ORDERING OF OPTIMAL PORTFOLIO ALLOCATIONS IN A MODEL WITH A MIXTURE OF FUNDAMENTAL RISKS.

Published in:

Journal of Applied Probability, 2008, v. 45, n. 1, p. 55, doi. 10.1239/jap/1208358951

By:

Ka Chun Cheung;
Hailiang Yang

Publication type:

Article