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 45, Number 2
Publication Date: June 2008
Research Papers
David George Kendall and applied probability
D. J. Daley and D. Vere-Jones; 293-296
Dynamic distributed scheduling in random access networks
Alexander L. Stolyar; 297-313
Queues with delays in two-state strategies and Lévy input
R. Bekker, O. J. Boxma and O. Kella; 314-332
Weak convergence limits for sojourn times in cyclic queues under heavy traffic conditions
Hans Daduna, Christian Malchin and Ryszard Szekli; 333-346
Diffusion approximation of state-dependent G-networks under heavy traffic
Saul C. Leite and Marcelo D. Fragoso; 347-362
A Lévy insurance risk process with tax
Hansjörg Albrecher, Jean-François Renaud and Xiaowen Zhou; 363-375
Polynomial-rate convergence to the stationary state for the continuum-time limit of the minority game
Matteo Ortisi; 376-387
Equilibrium selection in evolutionary games with imperfect monitoring
Hsiao-Chi Chen and Yunshyong Chow; 388-402
Strong optimality of bold play for discounted Dubins-Savage gambling problems with time-dependent parameters
Yi-Ching Yao and May-Ru Chen; 403-416
Bias and overtaking optimality for continuous-time jump Markov decision processes in Polish spaces
Quanxin Zhu and Tomás Prieto-Rumeau; 417-429
A Poisson approximation for an occupancy problem with collisions
Toshio Nakata; 430-439
Poisson approximation for the number of repeats in a stationary Markov chain
Narjiss Touyar, Sophie Schbath, Dominique Cellier and Hélène Dauchel; 440-455
On negative binomial approximation to k-runs
Xiaoxin Wang and Aihua Xia; 456-471
Growth of integral transforms and extinction in critical Galton-Watson processes
Daniel Tokarev; 472-480
Critical behaviors and critical values of branching random walks on multigraphs
Daniela Bertacchi and Fabio Zucca; 481-497
Bounding the size and probability of epidemics on networks
Joel C. Miller; 498-512
Laplace transforms of probability distributions and their inversions are easy on logarithmic scales
A. G. Rossberg; 531-541
Convergence of at-the-money implied volatilities to the spot volatility
Valdo Durrleman; 542-550
A variable step size Riemannian sum for an Itô integral
E. Rapoo; 551-567
Short Communications
Relating time and customer averages for queues using `forward' coupling from the past
Erol A. Peköz and Sheldon M. Ross; 568-574
A note on conditioning and stochastic domination for order statistics
Devdatt Dubhashi and Olle Häggström; 575-579
Two remarks on Blackwell's theorem
Ehud Lehrer and Eran Shmaya; 580-586
Journal of Applied Probability
