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 40, Number 1

Publication Date: March 2008

Stochastic Geometry and Statistical Applications

Short-length routes in low-cost networks via Poisson line patterns

David J. Aldous and Wilfrid S. Kendall; 1-21

Covering random points in a unit disk

Jennie C. Hansen, Eric Schmutz and Li Sheng; 22-30

Estimation of the mean normal measure from flat sections

Markus Kiderlen; 31-48

The iteration of random tessellations and a construction of a homogeneous process of cell divisions

Joseph Mecke, Werner Nagel and Viola Weiss; 49-59

General Applied Probability

The Influence of dependence on data network models

Bernardo D'Auria and Sidney I. Resnick; 60-94

Decay property of stopped Markovian bulk-arriving queues

Junping Li and Anyue Chen; 95-121

Gaussian expansions and bounds for the Poisson distribution applied to the Erlang B formula

A. J. E. M. Janssen, J. S. H. van Leeuwaarden and B. Zwart; 122-143

Malliavin differentiability of the Heston volatility and applications to option pricing

Elisa Alòs and Christian-Oliver Ewald; 144-162

The generalized perpetual American exchange-option problem

Shek-Keung Tony Wong; 163-182

Local properties of random mappings with exchangeable in-degrees

Jennie C. Hansen and Jerzy Jaworski; 183-205

On the number of jumps of random walks with a barrier

Alex Iksanov and Martin Möhle; 206-228

Identifiability of a Markovian model of molecular evolution with Gamma-distributed rates

Elizabeth S. Allman, Cécile Ané and John A. Rhodes; 229-249

Nonexplosion of a class of semilinear equations via branching particle representations

Santanu Chakraborty and Jose Alfredo López-Mimbela; 250-272

Exact Monte Carlo simulation of killed diffusions

Bruno Casella and Gareth O. Roberts; 273-291

2012 © Applied Probability Trust