Advances in Applied Probability



Advances in Applied Probability

Advances in Applied Probability, published by the Applied Probability Trust, contains reviews and expository papers in applied probability, as well as mathematical and scientific papers of interest to probabilists, letters to the editor and a section devoted to stochastic geometry and statistical applications.


Volume 41, Number 1

Publication Date: March 2009

Stochastic Geometry and Statistical Applications

A critical constant for the k nearest-neighbour model

Paul Balister, Béla Bollobás, Amites Sarkar and Mark Walters; 001-012

Scan statistics of Lévy noises and marked empirical processes

Zakhar Kabluchko and Evgeny Spodarev; 013-037

Nearest-neighbor graphs on the Cantor set

Nathan Shank; 038-062

General Applied Probability

Monte Carlo methods for backward equations in nonlinear filtering

G. N. Milstein and M. V. Tretyakov; 63-100

A discrete-time approximation for doubly reflected BSDEs

Jean-François Chassagneux; 101-130

The odds algorithm based on sequential updating and its performance

F. Thomas Bruss and Guy Louchard; 131-153

Evolutionary prisoner's dilemma games with one-dimensional local interaction and imitation

Hsiao-Chi Chen and Yunshyong Chow; 154-176

Lévy processes with adaptable exponent

R. Bekker, O. J. Boxma and J. A. C. Resing; 117-205

Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims

C. C. Heyde and Dingcheng Wang; 206-224

Multitype Bienaymé--Galton--Watson processes escaping extinction

Serik Sagitov and Maria Conceição Serra; 225-246

From damage models to SIR epidemics and cascading failures

Maude Gathy and Claude Lefèvre; 247-269

Composition Markov chains of multinomial type

Hua Zhou and Kenneth Lange; 270-291

Approximate probabilities for runs and patterns in i.i.d. and Markov-dependent multistate trials

James C. Fu and Brad C. Johnson; 292-308

Correction: A characterization of the first hitting time of double integral processes to curved boundaries

J. Touboul and O. Faugeras; 309

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