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 42, Number 3

Publication Date: September 2010

Stochastic Geometry and Statistical Applications

Intrinsic volumes of inscribed random polytopes in smooth convex bodies

I. Bárány, F. Fodor and V. Vígh; 605-619

On the peeling procedure applied to a Poisson point process

Y. Davydov, A. Nagaev and A. Philippe; 620-630

Criticality of the exponential rate of decay for the largest nearest-neighbor link in random geometric graphs

Bhupender Gupta and Srikanth K. Iyer; 631-658

Limit theorems for random spatial drainage networks

Mathew D. Penrose and Andrew R. Wade; 659-688

General Applied Probability

An optimal portfolio problem in a defaultable market

Lijun Bo, Yongjin Wang and Xuewei Yang; 689-705

Extreme value theory, Poisson-Dirichlet distributions, and first passage percolation on random networks

Shankar Bhamidi, Remco van der Hofstad and Gerard Hooghiemstra; 706-738

Selecting the last consecutive record in a record process

Shoou-Ren Hsiau; 739-760

Fluid limit theorems for stochastic hybrid systems with application to neuron models

K. Pakdaman, M. Thieullen and G. Wainrib; 761-794

On optimal allocation of a continuous resource using an iterative approach and total positivity

Jay Bartroff, Larry Goldstein, Yosef Rinott and Ester Samuel-Cahn; 795-815

A fluid limit for a cache algorithm with general request processes

Takayuki Osogami; 816-833

Interacting branching processes and linear file-sharing networks

Lasse Leskelä, Philippe Robert and Florian Simatos; 834-854

On the structure and representations of max-stable processes

Yizao Wang and Stilian A. Stoev; 855-877

A general comparison theorem for backward stochastic differential equations

Samuel N. Cohen, Robert J. Elliott and Charles E. M. Pearce; 878-898

A self-regulating and patch subdivided population

Lamia Belhadji, Daniela Bertacchi and Fabio Zucca; 899-912

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