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 40, Number 1
Publication Date: March 2003
Research Papers
Asymptotic failure rate of a Markov deteriorating system with preventive maintenance
Sophie Mercier and Michel Roussignol; 1-19
Characterizations of classes of lifetime distributions generalizing the NBUE class
Bernhard Klar and Alfred Müller; 20-32
The coalescent process in a population with stochastically varying size
Ingemar Kaj and Stephen M. Krone; 33-48
Optimal stopping on patterns in strings generated by independent random variables
F. Thomas Bruss and Guy Louchard; 49-72
Sooner and later waiting time problems for patterns in Markov dependent trials
Qing Han and Katuomi Hirano; 73-86
On the distance between the distributions of random sums
Bero Roos and Dietmar Pfeifer; 87-106
On the geometric ergodicity of hybrid samplers
G. Fort, E. Moulines, G. O. Roberts and J. S. Rosenthal; 123-146
A new theorem on the existence of invariant distributions with applications to ARCH processes
Vytautas Kazakevičius and Remigijus Leipus; 147-162
Birth-death processes with an instantaneous reflection barrier
Anyue Chen and Kai Liu; 163-179
Analysis of the fluid weighted fair queueing system
Fabrice Guillemin, Ravi Mazumdar, Alain Dupuis and Jacqueline Boyer; 180-199
On the integral of the workload process of the single server queue
A. A. Borovkov, O. J. Boxma and Z. Palmowski; 200-225
A clustering law for some discrete order statistics
Sunder Sethuraman; 226-241
Short Communications
Characterizing losses during busy periods in finite buffer systems
Erol A. Peköz, Rhonda Righter and Cathy H. Xia; 242-249
The asymptotic joint normality of the numbers of upper records, lower records and inversions in a random sequence
Chern-Ching Chao, Yi-Liang Chen and Wei-Hou Cheng; 257-263
Letter to the Editor
Journal of Applied Probability
