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 49, Number 1
Publication Date: March 2012
Research Papers
Central limit theorems for law-invariant coherent risk measures
Denis Belomestny and Volker Krätschmer; 1-21
Phase-type distributions and optimal stopping for autoregressive processes
Sören Christensen; 22-39
Rational processes related to communicating Markov processes
Peter Buchholz and Miklós Telek; 40-59
Weak convergence limits for closed cyclic networks of queues with multiple bottleneck nodes
Ole Stenzel and Hans Daduna; 60-83
A recurrent solution of PH/M/c/N-like and PH/M/c-like queues
Alexandre Brandwajn and Thomas Begin; 84-99
A Fourier approach for the level crossings of shot noise processes with jumps
Hermine Biermé and Agnès Desolneux; 100-113
Twenty questions with noise: Bayes optimal policies for entropy loss
Bruno Jedynak, Peter I. Frazier and Raphael Sznitman; 114-136
The smooth-fit property in an exponential Lévy model
Damien Lamberton and Mohammed Mikou; 137-149
Optimal control with absolutely continuous strategies for spectrally negative Lévy processes
Andreas E. Kyprianou, Ronnie Loeffen and José-Luis Pérez; 150-166
Approximating multivariate tempered stable processes
Boris Baeumer and Mihály Kovács; 167-183
Continuous, discrete, and conditional scan statistics
James C. Fu, Tung-Lung Wu and W.Y. Wendy Lou; 199-209
Binary trees, exploration processes, and an extended Ray-Knight theorem
Mamadou Ba, Etienne Pardoux and Ahmadou Bamba Sow; 210-225
Persistence and equilibria of branching populations with exponential intensity
Zakhar Kabluchko; 226-244
Spectral theory for weakly reversible Markov chains
Achim Wübker; 245-265
Juggler's exclusion process
Lasse Leskelä and Harri Varpanen; 266-279
Moderate deviations for stable random walks in random scenery
Yuqiang Li; 280-294
Short Communications
A note on the dependence structure of the two-state Markovian arrival process
Pepa Ramírez-Cobo and Emilio Carrizosa; 295-302
Journal of Applied Probability
