ON THE FIRST EXIT TIME OF A NONNEGATIVE MARKOV PROCESS STARTED AT A QUASISTATIONARY DISTRIBUTION.
- Published in:
- Journal of Applied Probability, 2011, v. 48, n. 2, p. 589, doi. 10.1239/jap/1308662648
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- Publication type:
- Article
Works matching IS 00219002 AND DT 2011 AND VI 48 AND IP 2
Results: 21
1
2
CONCAVE RENEWAL FUNCTIONS DO NOT IMPLY DFR INTERRENEWAL TIMES.
- Published in:
- Journal of Applied Probability, 2011, v. 48, n. 2, p. 583, doi. 10.1239/jap/1308662647
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- Publication type:
- Article
3
ON THE MAXIMAL OFFSPRING IN A CRITICAL BRANCHING PROCESS WITH INFINITE VARIANCE.
- Published in:
- Journal of Applied Probability, 2011, v. 48, n. 2, p. 576, doi. 10.1239/jap/1308662646
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- Publication type:
- Article
4
ASYMPTOTIC PROPERTIES OF A LEADER ELECTION ALGORITHM.
- Published in:
- Journal of Applied Probability, 2011, v. 48, n. 2, p. 569, doi. 10.1239/jap/1308662645
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- Publication type:
- Article
5
CONDITIONAL FULL SUPPORT OF GAUSSIAN PROCESSES WITH STATIONARY INCREMENTS.
- Published in:
- Journal of Applied Probability, 2011, v. 48, n. 2, p. 561, doi. 10.1239/jap/1308662644
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- Publication type:
- Article
6
EXACT LOWER BOUNDS ON THE EXPONENTIAL MOMENTS OF TRUNCATED RANDOM VARIABLES.
- Published in:
- Journal of Applied Probability, 2011, v. 48, n. 2, p. 547, doi. 10.1239/jap/1308662643
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- Publication type:
- Article
7
A CENTRAL LIMIT THEOREM AND ITS APPLICATIONS TO MULTICOLOR RANDOMLY REINFORCED URNS.
- Published in:
- Journal of Applied Probability, 2011, v. 48, n. 2, p. 527, doi. 10.1239/jap/1308662642
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- Publication type:
- Article
8
PROCESSES WITH BLOCK-ASSOCIATED INCREMENTS.
- Published in:
- Journal of Applied Probability, 2011, v. 48, n. 2, p. 514, doi. 10.1239/jap/1308662641
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- Publication type:
- Article
9
CONDITIONALLY INDEPENDENT INCREMENT POINT PROCESSES.
- Published in:
- Journal of Applied Probability, 2011, v. 48, n. 2, p. 490
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- Publication type:
- Article
10
EFFICIENT SIMULATION FOR THE MAXIMUM OF INFINITE HORIZON DISCRETE-TIME GAUSSIAN PROCESSES.
- Published in:
- Journal of Applied Probability, 2011, v. 48, n. 2, p. 467, doi. 10.1239/jap/1308662639
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- Publication type:
- Article
11
A STOCHASTIC BREAKDOWN MODEL FOR AN UNRELIABLE WEB SERVER SYSTEM AND AN OPTIMAL ADMISSION CONTROL POLICY.
- Published in:
- Journal of Applied Probability, 2011, v. 48, n. 2, p. 453, doi. 10.1239/jap/1308662638
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- Publication type:
- Article
12
MANAGING QUEUES WITH HETEROGENEOUS SERVERS.
- Published in:
- Journal of Applied Probability, 2011, v. 48, n. 2, p. 435, doi. 10.1239/jap/1308662637
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- Publication type:
- Article
13
A LOWER BOUND FOR THE FIRST PASSAGE TIME DENSITY OF THE SUPRATHRESHOLD ORNSTEIN--UHLENBECK PROCESS.
- Published in:
- Journal of Applied Probability, 2011, v. 48, n. 2, p. 420, doi. 10.1239/jap/1308662636
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- Publication type:
- Article
14
PRICING THE ZERO-COUPON BOND AND ITS FAIR PREMIUM UNDER A STRUCTURAL CREDIT RISK MODEL WITH JUMPS.
- Published in:
- Journal of Applied Probability, 2011, v. 48, n. 2, p. 404, doi. 10.1239/jap/1308662635
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- Publication type:
- Article
15
IMPROVED FRÉCHET BOUNDS AND MODEL-FREE PRICING OF MULTI-ASSET OPTIONS.
- Published in:
- Journal of Applied Probability, 2011, v. 48, n. 2, p. 389, doi. 10.1239/jap/1308662634
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- Publication type:
- Article
16
ON THE MARKOV TRANSITION KERNELS FOR FIRST PASSAGE PERCOLATION ON THE LADDER.
- Published in:
- Journal of Applied Probability, 2011, v. 48, n. 2, p. 366, doi. 10.1239/jap/1308662633
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- Publication type:
- Article
17
CONTACT PROCESS WITH DESTRUCTION OF CUBES AND HYPERPLANES: FOREST FIRES VERSUS TORNADOES.
- Published in:
- Journal of Applied Probability, 2011, v. 48, n. 2, p. 352, doi. 10.1239/jap/1308662632
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- Publication type:
- Article
18
HYDRODYNAMIC LIMIT FOR A TYPE OF EXCLUSION PROCESS WITH SLOW BONDS IN DIMENSION d ≥ 2 d.
- Published in:
- Journal of Applied Probability, 2011, v. 48, n. 2, p. 333, doi. 10.1239/jap/1308662631
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- Publication type:
- Article
19
QUASISTATIONARY DISTRIBUTIONS AND FLEMING--VIOT PROCESSES IN FINITE SPACES.
- Published in:
- Journal of Applied Probability, 2011, v. 48, n. 2, p. 322, doi. 10.1239/jap/1308662630
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- Publication type:
- Article
20
NEW LIMITING DISTRIBUTIONS FOR BELLMAN--HARRIS PROCESSES.
- Published in:
- Journal of Applied Probability, 2011, v. 48, n. 2, p. 313, doi. 10.1239/jap/1308662629
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- Publication type:
- Article
21
HITTING TIMES AND THE RUNNING MAXIMUM OF MARKOVIAN GROWTH-COLLAPSE PROCESSES.
- Published in:
- Journal of Applied Probability, 2011, v. 48, n. 2, p. 295, doi. 10.1239/jap/1308662628
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- Publication type:
- Article