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 37, Number 3

Publication Date: September 2005

Stochastic Geometry and Statistical Applications

Connect the dots: how many random points can a regular curve pass through?

Ery Arias-Castro, David L. Donoho, Xiaoming Huo and Craig A. Tovey; 571-603

Descending chains, the lilypond model, and mutual-nearest-neighbour matching

Daryl J. Daley and Günter Last; 604-628

Perfect simulation of Hawkes processes

Jesper Møller and Jakob G. Rasmussen; 629-646

General Applied Probability

Minimal clade size and external branch length under the neutral coalescent

Michael G. B. Blum and Olivier François; 647-662

Diffusion approximations for the maximum of a perturbed random walk

Victor F. Araman and Peter W. Glynn; 663-680

Convergence results on multitype, multivariate branching random walks

J. D. Biggins and A. Rahimzadeh Sani; 681-705

Spatio-temporal variograms and covariance models

Chunsheng Ma; 706-725

Power estimates for ruin probabilities

Harri Nyrhinen; 726-742

Maxima of stochastic processes driven by fractional Brownian motion

Boris Buchmann and Claudia Klüppelberg; 743-764

On the number and sum of near-record observations

N. Balakrishnan, A.G. Pakes and A. Stepanov; 765-780

Central limit theorems for the number of records in discrete models

Raul Gouet, F. Javier López and Gerardo Sanz; 781-800

Reversible Markov processes on general spaces and spatial migration processes

Richard F. Serfozo; 801-818

Ruin in the perturbed compound Poisson risk process under interest force

Jun Cai and Hailiang Yang; 819-835

On a general class of renewal risk process: analysis of the Gerber-Shiu function

Shuanming Li and José Garrido; 836-856

Letter to the Editor

Extension of Deltheil's study on random points in a convex quadrilateral

Richard Cowan and S. N. Chiu; 857-858

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