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
Journal of Applied Probability
