Journal of Applied Probability

For over four decades, the Journal of Applied Probability has provided a forum for original research and reviews in applied probability. Its wide audience includes leading researchers in the many fields where stochastic models are used, including operations research, telecommunications, computer engineering, epidemiology, financial mathematics, information systems and traffic management.


Volume 48, Number 4

Publication Date: December 2011

Research Papers

Proof of the Hamiltonicity-trace conjecture for singularly perturbed Markov chains

Vladimir Ejov, Nelly Litvak, Giang T. Nguyen and Peter G. Taylor; 901-910

Summary statistics for endpoint-conditioned continuous-time Markov chains

Asger Hobolth and Jens Ledet Jensen; 911-924

Additive functionals for discrete-time Markov chains with applications to birth-death processes

Yuanyuan Liu; 925-937

Multimodality of the Markov binomial distribution

Michel Dekking and Derong Kong; 938-953

Sensitivity analysis in Markov decision processes with uncertain reward parameters

Chin Hon Tan and Joseph C. Hartman; 954-967

Scaling of high-quantile estimators

Matthias Degen and Paul Embrechts; 968-983

Ruin probability with Parisian delay for a spectrally negative Lévy risk process

Irmina Czarna and Zbigniew Palmowski; 984-1002

Small-time asymptotics of option prices and first absolute moments

Johannes Muhle-Karbe and Marcel Nutz; 1003-1020

On the monitoring error of the supremum of a normal jump diffusion process

Ao Chen, Liming Feng and Renming Song; 1021-1034

The finite-time ruin probability with dependent insurance and financial risks

Yiqing Chen; 1035-1048

Distribution of clump statistics for a collection of words

Donald E. K. Martin and Deidra A. Coleman; 1049-1059

Limit theorems for depths and distances in weighted random b-ary recursive trees

Götz Olaf Munsonius and Ludger Rüschendorf; 1060-1080

A generalized coupon collector problem

Weiyu Xu and A. Kevin Tang; 1081-1094

Convergence properties in certain occupancy problems including the Karlin-Rouault law

Estáte V. Khmaladze; 1095-1113

Online selection of alternating subsequences from a random sample

Alessandro Arlotto, Robert W. Chen, Lawrence A. Shepp and J. Michael Steele; 1114-1132

On Λ-coalescents with dust component

Alexander Gnedin, Alexander Iksanov and Alexander Marynych; 1133-1151

Percolation of words on Zd with long-range connections

B. N. B. de Lima, R. Sanchis and R. W. C. Silva; 1152-1162

A dynamic network in a dynamic population: asymptotic properties

Tom Britton, Mathias Lindholm and Tatyana Turova; 1163-1178

Some inequalities of linear combinations of independent random variables. I.

Maochao Xu and Taizhong Hu; 1179-1188

Short Communications

On the Zagreb index of random recursive trees

Qunqiang Feng and Zhishui Hu; 1189-1196

Moments of random sums and Robbins' problem of optimal stopping

Alexander Gnedin and Alexander Iksanov; 1197-1199

Letter to the Editor

On Wong and Heyde (2004)

Bernard Wong; 1200

Journal of Applied Probability Volume 48 (2011): Index

1201-1204

2012 © Applied Probability Trust