For over four decades, the Journal of Applied Probability has provided a forum for original research and reviews in applied probability. Its wide audience includes leading researchers in the many fields where stochastic models are used, including operations research, telecommunications, computer engineering, epidemiology, financial mathematics, information systems and traffic management.
Volume 46, Number 2
Publication Date: June 2009
Fixed precision MCMC estimation by median of products of averages
Wojciech Niemiro and Piotr Pokarowski; 309-329
Optimal test interval for a monotone safety system
Terje Aven; 330-341
Comparisons of parallel systems according to the convex transform order
Subhash Kochar and Maochao Xu; 342-352
On a terminating shock process with independent wear increments
Ji Hwan Cha and Maxim Finkelstein; 353-362
On growth-collapse processes with stationary structure and their shot-noise counterparts
Offer Kella; 363-371
Blackwell optimality for controlled diffusion processes
Héctor Jasso-Fuentes and Onésimo Hernández-Lerma; 372-391
A central limit theorem associated with the transformed two-parameter Poisson--Dirichlet distribution
Fang Xu; 392-401
Maximizing the expected duration of owning a relatively best object in a Poisson process with rankable observations
Aiko Kurushima and Katsunori Ano; 402-414
Double optimal stopping in the fishing problem
Anna Karpowicz; 415-428
A two-step branching splitting model under cost constraint for rare event analysis
Agnès Lagnoux-Renaudie; 429-452
A weak limit theorem for generalized Jiřina processes
Yuqiang Li; 453-462
Approximating critical parameters of branching random walks
Daniela Bertacchi and Fabio Zucca; 463-478
L log L criterion for a class of superdiffusions
Rong-Li Liu, Yan-Xia Ren and Renming Song; 479-496
Similar states in continuous-time Markov chains
V. B. Yap; 497-506
Quasi-birth-and-death processes, lattice path counting, and hypergeometric functions
Johan S. H. van Leeuwaarden, Mark S. Squillante and Erik M. M. Winands; 507-520
Perturbed MAP risk models with dividend barrier strategies
Eric C. K. Cheung and David Landriault; 521-541
Last exit before an exponential time for spectrally negative Léevy processes
E. J. Baurdoux; 542-558
On the maximum exceedance of a sequence of random variables over a renewal threshold
Xuemiao Ha, Qihe Tang and Li Wei; 559-570
Strong laws for balanced triangular urns
Arup Bose, Amites Dasgupta and Krishanu Maulik; 571-584
Poisson approximation in a Poisson limit theorem inspired by coupon collecting
Anna Pósfai; 585-592
The integral of the supremum process of Brownian motion
Svante Janson and Niclas Petersson; 593-600
A stochastic model for phylogenetic trees
Thomas M. Liggett and Rinaldo B. Schinazi; 601-607
Journal of Applied Probability
