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 50, Number 1
Publication Date: March 2013
Research Papers
Optimal scaling of the random walk Metropolis: general criteria for the 0.234 acceptance rule
Chris Sherlock; 1-15
On the generalized drift Skorokhod problem in one dimension
Josh Reed, Amy Ward and Dongyuan Zhan; 16-28
Optimal sequential change detection for fractional diffusion-type processes
Alexandra Chronopoulou and Georgios Fellouris; 29-41
Sharp bounds for sums of dependent risks
Giovanni Puccetti and Ludger Rüschendorf; 42-53
Limit theorems for a generalized Feller game
Keisuke Matsumoto and Toshio Nakata; 54-63
Asymptotics for the first passage times of Lévy processes and random walks
Denis Denisov and Vsevolod Shneer; 64-84
Random walks reaching against all odds the other side of the quarter plane
Johan S. H. van Leeuwaarden and Kilian Raschel; 85-102
Asymptotics of hybrid fluid queues with Lévy input
Krzysztof Dębicki, Iwona Sierpińska and Bert Zwart; 103-113
Domain of attraction of the quasistationary distribution for birth-and-death processes
Hanjun Zhang and Yixia Zhu; 114-126
Heavy tails in queueing systems: impact of parallelism on tail performance
Bo Jiang, Jian Tan, Wei Wei, Ness Shroff and Don Towsley; 127-150
Computing stationary expectations in level-dependent QBD processes
Hendrik Baumann and Werner Sandmann; 151-165
Conditional distributions of processes related to fractional Brownian motion
Holger Fink, Claudia Klüppelberg and Martina Zähle; 166-183
Regular perturbation of V-geometrically ergodic Markov chains
Déborah Ferré, Loïc Hervé and James Ledoux; 184-194
A time-homogeneous diffusion model with tax
Bin Li, Qihe Tang and Xiaowen Zhou; 195-207
Splitting trees stopped when the first clock rings and Vervaat's transformation
Amaury Lambert and Pieter Trapman; 208-227
Asymptotic analysis of Hoppe trees
Kevin Leckey and Ralph Neininger; 228-238
Ancestral graph with bias in gene conversion
Shuhei Mano; 239-255
Duality between the two-locus Wright–Fisher diffusion model and the ancestral process with recombination
Shuhei Mano; 256-271
Dynamic signatures of coherent systems based on sequential order statistics
M. Burkschat and J. Navarro
Short Communications
Asymptotic expected number of passages of a random walk through an interval
Offer Kella and Wolfgang Stadje; 288-294
The Laplace transform of hitting times of integrated geometric Brownian motion
Adam Metzler; 295-299
A duality relation between the workload and attained waiting time in FCFS G/G/s queues
Yi-Ching Yao; 300-307
Journal of Applied Probability
