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 45, Number 1
Publication Date: March 2013
Stochastic Geometry and Statistical Applications
Full- and half-Gilbert tessellations with rectangular cells
James Burridge, Richard Cowan and Isaac Ma; 1-19
Connectivity of random geometric graphs related to minimal spanning forests
C. Hirsch, D. Neuhäuser and V. Schmidt; 20-36
General Applied Probability
Estimates of the exit probability for two correlated Brownian motions
Jinghai Shao and Xiuping Wang; 37-50
Monotone policies and indexability for bidirectional restless bandits
K. D. Glazebrook, D. J. Hodge and C. Kirkbride; 51-85
Error bounds for small jumps of Lvy processes
E. H. A. Dia; 86-105
Characterizing heavy-tailed distributions induced by retransmissions
Predrag R. Jelenković and Jian Tan; 106-138
Living on the multidimensional edge: seeking hidden risks using regular variation
Bikramjit Das, Abhimanyu Mitra and Sidney Resnick; 139-163
Bayesian quickest detection problems for some diffusion processes
Pavel V. Gapeev and Albert N. Shiryaev; 164-185
Asymptotics of Markov kernels and the tail chain
Sidney I. Resnick and David Zeber; 186-213
Discrete-Time Semi-Markov Random Evolutions and their Applications
Nikolaos Limnios and Anatoliy Swishchuk; 214-240
Finite- and infinite-time ruin probabilities with general stochastic investment return processes and bivariate upper tail independent and heavy-tailed claims
Fenglong Guo and Dingcheng Wang; 241-273
Loss systems with slow retrials in the Halfin–Whitt regime
F. Avram, A. J. E. M. Janssen and J. S. H. Van Leeuwaarden; 274-294
Advances in Applied Probability
