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 47, Number 2
Publication Date: June 2010
Research Papers
Efficient importance sampling in ruin problems for multidimensional regularly varying random walks
Jose Blanchet and Jingchen Liu; 301-322
The probabilities of absolute ruin in the renewal risk model with constant force of interest
Dimitrios G. Konstantinides, Kai W. Ng and Qihe Tang; 323-334
A stochastic differential reinsurance game
Xudong Zeng; 335-349
Prediction in a Poisson cluster model
Muneya Matsui and Thomas Mikosch; 350-366
On the number of runs for Bernoulli arrays
Djilali Ait Aoudia and Éric Marchand; 367-377
Random subgraph counts and 𝑼-statistics: multivariate normal approximation via exchangeable pairs and embedding
Gesine Reinert and Adrian Röllin; 378-393
On reliability prediction and semi-renewal processes
Michael Tortorella; 394-406
A class of location-independent variability orders, with applications
Moshe Shaked, Miguel A. Sordo and Alfonso Suárez-Llorens; 407-425
Random effect bivariate survival models and stochastic comparisons
Ramesh C. Gupta and Rameshwar D. Gupta; 426-440
A quintuple law for Markov additive processes with phase-type jumps
Lothar Breuer; 441-458
A new look at transient versions of Little's law, and M/G/1 preemptive Last-Come-First-Served queues
Brian H. Fralix and Germán Riaño; 459-473
Busy periods in fluid queues with multiple emptying input states
A. J. Field and P. G. Harrison; 474-497
The queue with impatience: construction of the stationary workload under FIFO
Pascal Moyal; 498-512
Exponential rate of almost-sure convergence of intrinsic martingales in supercritical branching random walks
Alexander Iksanov and Matthias Meiners; 513-525
On estimation of the variances for critical branching processes with immigration
Chunhua Ma and Longmin Wang; 526-542
Energy efficiency of consecutive fragmentation processes
Joaquín Fontbona, Nathalie Krell and Servet Martínez; 543-561
Nonhomogeneous random walks systems on Z
Elcio Lebensztayn, Fábio Prates Machado and Mauricio Zuluaga Martinez; 562-571
Preferential duplication graphs
Netta Cohen, Jonathan Jordan and Margaritis Voliotis; 572-585
Short Communications
Optimal liquidation of a call spread
Erik Ekström, Carl Lindberg, Johan Tysk and Henrik Wanntorp; 586-593
Approximation for expectations of unbounded functions of dependent integer-valued random variables
Pavel S. Ruzankin; 594-600
A note on converging geometric-type processes
Maxim Finkelstein; 601-607
Correction: Negative association does not imply log-concavity of the rank sequence
K. Markström; 608-609
Journal of Applied Probability
