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 45, Number 2

Publication Date: June 2013

Stochastic Geometry and Statistical Applications

Line segments in the isotropic planar STIT tessellation

Richard Cowan; 295-311

Central limit theorems for volume and surface content of stationary Poisson cylinder processes in expanding domains

Lothar Heinrich and Malte Spiess; 312-331

Asymptotics of visibility in the hyperbolic plane

Johan Tykesson and Pierre Calka; 332-350

General Applied Probability

Stability of the bipartite matching model

Ana Bušić, Varun Gupta and Jean Mairesse; 351-378

Asymptotic bahavior of the Moran particle system

Shui Feng and Jie Xiong; 379-397

On the density functions of integrals of Gaussian random fields

Jingchen Liu and Gongjun Xu; 398-424

Distributional convergence for the number of symbol comparisons used by QuickSelect

James Allen Fill and Takehiko Nakama; 425-450

A Markov additive risk process with a dividend barrier

Esther Frostig; 451-489

Absorbing continuous-time Markov decision processes with total cost criteria

Xianping Guo, Mantas Vykertas and Yi Zhang; 490-519

Limit theorems for aggregated linear processes

M. Jirak; 520-544

Cross-commodity spot price modeling with stochastic volatility and leverage for energy markets

F. E. Benth and L. Vos; 545-571

Pricing of forwards and options in a multivariate non-Gaussian stochastic volatility model for energy markets

F. E. Benth and L. Vos; 572-594

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