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 3
Publication Date: September 2008
Stochastic Geometry and Statistical Applications
Lévy-based Cox point processes
Gunnar Hellmund, Michaela Prokešová and Eva B. Vedel Jensen; 603-629
Random Laguerre tessellations
Claudia Lautensack and Sergei Zuyev; 630-650
A new metric between distributions of point processes
Dominic Schuhmacher and Aihua Xia; 651-672
General Applied Probability
Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs
Takashi Tamura; 673-695
EVT-based estimation of risk capital and convergence of high quantiles
Matthias Degen and Paul Embrechts; 696-715
Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes
Hyun Suk Park and Ross Maller; 716-733
Asymptotic behavior of a Feller evolution family involved in the Fisher-Wright model
Adam Bobrowski; 734-758
A functional central limit theorem for spatial birth and death processes
Xin Qi; 759-797
Survival of inhomogeneous Galton-Watson processes
Erik Broman and Ronald Meester; 798-814
On level crossings for a general class of piecewise-deterministic Markov processes
K. Borovkov and G. Last; 815-834
The distribution of wasted spaces in the M/M/∞ queue with ranked servers
Eunju Sohn and Charles Knessl; 835-855
Asymptotic analysis of a fluid model modulated by an M/M/1 queue
Charles Knessl and Diego Ernesto Dominici; 856-881
A limit theorem with application to Båth's law in seismology
David Vere-Jones; 882-896
Perfect sampling methods for random forests
Hongsheng Dai; 897-917
Advances in Applied Probability
