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 38, Number 3
Publication Date: September 2001
Research Papers
Parallel fluid queues with constant inflows and simultaneous random reductions
Offer Kella and Masakiyo Miyazawa; 609-620
On the stability of a batch clearing system with Poisson arrivals and subadditive service times
David Aldous, Masakiyo Miyazawa and Tomasz Rolski; 621-634
The size order of the state vector of a continuous-time homogeneous Markov system with fixed size
I. Kipouridis and G. Tsaklidis; 635-646
Some optimal stopping problems with nontrivial boundaries for pricing exotic options
Xin Guo and Larry Shepp; 647-658
On some distributional properties of a first-order nonnegative bilinear time series model
Zhiqiang Zhang and Howell Tong; 659-671
On the optimal stopping values induced by general dependence structures
Alfred Müller and Ludger Rüschendorf; 672-684
On the existence of the stable birth-type distribution in a general branching process cell cycle model with unequal cell division
Marina Alexandersson; 685-695
On the convergence to stationarity of birth-death processes
Pauline Coolen-Schrijner and Erik A. Van Doorn; 696-706
Time dependent analysis of multivariate marked renewal processes
Jewgeni H. Dshalalow; 707-721
Combinatorial techniques for M/G/1-type queues
G. Mercankosk, G. M. Nair and W. J. Soet; 722-736
Short Communication
A note on stochastic comparisons of excess lifetimes of renewal processes
Félix Belzunce, Eva M. Ortega and José M. Ruiz; 747-753
A new discrete distribution arising in a model of DNA replication
Richard Cowan; 754-760
A stochastic covariate failure model for assessing system reliability
Nader Ebrahimi; 761-767
On the total time spent in records by a discrete uniform sequence
Rudolf Grübel and Anke Reimers; 768-775
A reconsideration of Lotka's extinction probability using a bisexual branching process
David M. Hull; 776-780
On hitting times for compound Poisson dams with exponential jumps and linear release rate
Offer Kella and Wolfgang Stadje; 781-786
On the stationary workload distribution of work-conserving single-server queues: a general formula via stochastic intensity
Naoto Miyoshi; 793-798
Rates of convergence for products of random stochastic 2 × 2 matrices
Ralph Neininger; 799-806
An asymptotic expansion for the expectation of an age-dependent branching process with a submultiplicative estimate of the remainder
M. S. Sgibnev; 807-814
Journal of Applied Probability
