Works matching IS 00219002 AND DT 2024 AND VI 61 AND IP 4

Results: 23

(Almost) complete characterization of the stability of a discrete-time Hawkes process with inhibition and memory of length two.

Published in:

Journal of Applied Probability, 2024, v. 61, n. 4, p. 1463, doi. 10.1017/jpr.2024.28

By:

Costa, Manon;
Maillard, Pascal;
Muraro, Anthony

Publication type:

Article

Geometric random intersection graphs with general connection probabilities.

Published in:

Journal of Applied Probability, 2024, v. 61, n. 4, p. 1343, doi. 10.1017/jpr.2024.18

By:

Deijfen, Maria;
Michielan, Riccardo

Publication type:

Article

Series expansions for random disc-polygons in smooth plane convex bodies.

Published in:

Journal of Applied Probability, 2024, v. 61, n. 4, p. 1407, doi. 10.1017/jpr.2024.27

By:

Fodor, Ferenc;
Montenegro Pinzón, Nicolás A.

Publication type:

Article

Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces.

Published in:

Journal of Applied Probability, 2024, v. 61, n. 4, p. 1424, doi. 10.1017/jpr.2024.25

By:

Dufour, François;
Prieto-Rumeau, Tomás

Publication type:

Article

Multivariate regularly varying insurance and financial risks in multidimensional risk models.

Published in:

Journal of Applied Probability, 2024, v. 61, n. 4, p. 1319, doi. 10.1017/jpr.2024.23

By:

Cheng, Ming;
Konstantinides, Dimitrios G.;
Wang, Dingcheng

Publication type:

Article

JPR volume 61 issue 4 Cover and Back matter.

Published in:: Journal of Applied Probability, 2024, v. 61, n. 4, p. b1, doi. 10.1017/jpr.2024.86
Publication type:: Article

JPR volume 61 issue 4 Cover and Front matter.

Published in:: Journal of Applied Probability, 2024, v. 61, n. 4, p. f1, doi. 10.1017/jpr.2024.85
Publication type:: Article

Depths in random recursive metric spaces.

Published in:

Journal of Applied Probability, 2024, v. 61, n. 4, p. 1448, doi. 10.1017/jpr.2024.32

By:

Desmarais, Colin

Publication type:

Article

Bivariate tempered space-fractional Poisson process and shock models.

Published in:

Journal of Applied Probability, 2024, v. 61, n. 4, p. 1485, doi. 10.1017/jpr.2024.30

By:

Soni, Ritik;
Pathak, Ashok Kumar;
Di Crescenzo, Antonio;
Meoli, Alessandra

Publication type:

Article

Perturbation analysis for continuous-time Markov chains in a weak sense.

Published in:

Journal of Applied Probability, 2024, v. 61, n. 4, p. 1278, doi. 10.1017/jpr.2024.20

By:

Lin, Na;
Liu, Yuanyuan

Publication type:

Article

Recurrence and transience of a Markov chain on $\mathbb Z$ <sup>+</sup> and evaluation of prior distributions for a Poisson mean.

Published in:

Journal of Applied Probability, 2024, v. 61, n. 4, p. 1361, doi. 10.1017/jpr.2024.13

By:

Hobert, James P.;
Khare, Kshitij

Publication type:

Article

A remark on exact simulation of tempered stable Ornstein–Uhlenbeck processes.

Published in:

2024

By:

Arai, Takuji;
Imai, Yuto

Publication type:

Letter

Non-hyperuniformity of Gibbs point processes with short-range interactions.

Published in:

Journal of Applied Probability, 2024, v. 61, n. 4, p. 1380, doi. 10.1017/jpr.2024.21

By:

Dereudre, David;
Flimmel, Daniela

Publication type:

Article

Branching processes in nearly degenerate varying environment.

Published in:

Journal of Applied Probability, 2024, v. 61, n. 4, p. 1107, doi. 10.1017/jpr.2024.15

By:

Kevei, Péter;
Kubatovics, Kata

Publication type:

Article

The limiting spectral distribution of large random permutation matrices.

Published in:

Journal of Applied Probability, 2024, v. 61, n. 4, p. 1301, doi. 10.1017/jpr.2024.8

By:

Li, Jianghao;
Zhou, Huanchao;
Bai, Zhidong;
Hu, Jiang

Publication type:

Article

Buffon's problem determines Gaussian curvature in three geometries.

Published in:

Journal of Applied Probability, 2024, v. 61, n. 4, p. 1127, doi. 10.1017/jpr.2023.114

By:

Abelgas, Aizelle;
Carrillo, Bryan;
Palacios, John;
Weisbart, David;
Yassine, Adam M.

Publication type:

Article

Asymptotic results for sums and extremes.

Published in:

Journal of Applied Probability, 2024, v. 61, n. 4, p. 1153, doi. 10.1017/jpr.2023.118

By:

Giuliano, Rita;
Macci, Claudio;
Pacchiarotti, Barbara

Publication type:

Article

Super-replication of life-contingent options under the Black–Scholes framework.

Published in:

Journal of Applied Probability, 2024, v. 61, n. 4, p. 1263, doi. 10.1017/jpr.2024.10

By:

Ng, Ze-An;
Koh, You-Beng;
Loo, Tee-How;
Yang, Hailiang

Publication type:

Article

Coherent distributions on the square–extreme points and asymptotics.

Published in:

Journal of Applied Probability, 2024, v. 61, n. 4, p. 1240, doi. 10.1017/jpr.2024.1

By:

Cichomski, Stanisław;
Osękowski, Adam

Publication type:

Article

Constrained optimal stopping under a regime-switching model.

Published in:

Journal of Applied Probability, 2024, v. 61, n. 4, p. 1220, doi. 10.1017/jpr.2023.122

By:

Arai, Takuji;
Takenaka, Masahiko

Publication type:

Article

Inequalities between time and customer averages for HNB(W)UE arrival processes.

Published in:

Journal of Applied Probability, 2024, v. 61, n. 4, p. 1199, doi. 10.1017/jpr.2023.120

By:

Shioda, Shigeo;
Nakano, Kana

Publication type:

Article

Average Jaccard index of random graphs.

Published in:

Journal of Applied Probability, 2024, v. 61, n. 4, p. 1139, doi. 10.1017/jpr.2023.112

By:

Feng, Qunqiang;
Guo, Shuai;
Hu, Zhishui

Publication type:

Article

Skew Ornstein–Uhlenbeck processes with sticky reflection and their applications to bond pricing.

Published in:

Journal of Applied Probability, 2024, v. 61, n. 4, p. 1172, doi. 10.1017/jpr.2023.110

By:

Song, Shiyu;
Xu, Guangli

Publication type:

Article