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 4
Publication Date: December 2001
Research Papers
Differentiability and monotonicity of expected passage time in Euclidean first-passage percolation
C. Douglas Howard; 815-827
On the infinite cluster of Bernoulli bond percolation in Scherk's graph
Dayue Chen; 828-840
Transient analysis of state-dependent queueing networks via cumulant functions
Timothy I. Matis and Richard M. Feldman; 841-859
Availability analysis of periodically inspected systems with random walk model
Lirong Cui and M. Xie; 860-871
Optimization of inspection intervals based on cost
F. G. Badía, M. D. Berrade and Clemente A. Campos; 872-881
Convergence of the number of failed components in a Markov system with nonidentical components
Jean-Louis Bon and Eugen Păltănea; 882-897
The quasistationary distribution of the stochastic logistic model
Otso Ovaskainen; 898-907
Distribution of the scan statistic for a sequence of bistate trials
James C. Fu; 908-916
Continuous-time Markov additive processes: Composition of large deviations principles and comparison between exponential rates of convergence
Claudio Macci; 917-931
Exact asymptotics for a queue with fractional Brownian input and applications in ATM networks
Tyrone E. Duncan, Yi Yan and Peng Yan; 932-945
Optimal stopping on trajectories and the ballot problem
Mitsushi Tamaki; 946-959
Energy of a string driven by a two-parameter Gaussian noise white in time
Boris P. Belinskiy and Peter Caithamer; 960-974
Convergence of simulated annealing using Foster-Lyapunov criteria
Christophe Andrieu, Laird A. Breyer and Arnaud Doucet; 975-994
Further approaches to computing fundamental characteristics of birth-death processes
Frank Ball and Valeri T. Stefanov; 995-1005
Random walk in a random environment with correlated sites
T. Komorowski and G. Krupa; 1018-1032
Testing for long memory in the presence of a general trend
Liudas Giraitis, Piotr Kokoszka and Remigijus Leipus; 1033-1054
Short Communication
Optimal estimation of diffusion processes hidden by general obstacles
Hyung Geun Kim and Dougu Nam; 1067-1073
Rigorous lower bounds for the critical infection rate in the diffusive contact process
Aidan Sudbury; 1074-1078
Letters to the Editor
A note on the GI/M/1 queue with Poisson negative arrivals
Won S. Yang and Kyung C. Chae; 1081-1085
Journal of Applied Probability
