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 4
Publication Date: December 2008
Research Papers
Stochastic models of cascading failures
Andrew W. Swift; 907-921
Bin packing with queues
Devavrat Shah and John N. Tsitsiklis; 922-939
On the correlation structure of a Lévy-driven queue
Abdelghafour Es-Saghouani and Michel Mandjes; 940-952
Stability of a processor-sharing queue with varying throughput
Pascal Moyal; 953-962
How nearly do arriving customers see time-average behavior?
Erol A. Peköz, Sheldon M. Ross and Sridhar Seshadri; 963-971
Some Blackwell-type renewal theorems for weighted renewal functions
Jianxi Lin; 972-993
Ranking of weighted majority rules
Daniel Berend, Yuri Chernyavsky and Luba Sapir; 994-1006
Run statistics defined on the multicolor urn model
Serkan Eryilmaz; 1007-1023
On nonoptimality of bold play for subfair red-and-black with a rational-valued house limit
May-Ru Chen, Pei-Shou Chung, Shoou-Ren Hsiau and Yi-Ching Yao; 1024-1038
Entry and exit decision problem with implementation delay
Marius Costeniuc, Michaela Schnetzer and Luca Taschini; 1039-1059
A random permutation model arising in chemistry
Mark Brown, Erol A. Peköz and Sheldon M. Ross; 1060-1070
A stochastic volatility alternative to SABR
L. C. G. Rogers and L. A. M. Veraart; 1071-1085
A fourth moment inequality for functionals of stationary processes
Olivier Durieu; 1086-1096
Mixture representations of residual lifetimes of used systems
Jorge Navarro, N. Balakrishnan and Francisco J. Samaniego; 1097-1112
Conditional ordering of k-out-of-n systems with independent but nonidentical components
Peng Zhao, Xiaohu Li and N. Balakrishnan; 1113-1125
Total time on test transforms of order n and their implications in reliability analysis
N. Unnikrishnan Nair, P. G. Sankaran and B. Vinesh Kumar; 1126-1139
Continuous-state branching processes and self-similarity
A. E. Kyprianou and J. C. Pardo; 1140-1160
Tails of stopped random products: the factoid and some relatives
Anthony G. Pakes; 1161-1180
Short Communications
A note on embedding certain Bernoulli sequences in marked Poisson processes
Lars Holst; 1181-1185
On asymptotics of exchangeable coalescents with multiple collisions
Alexander Gnedin, Alex Iksanov and Martin Möhle; 1186-1195
Chaoticity for multiclass systems and exchangeability within classes
Carl Graham; 1196-1203
Letter to the Editor
Journal of Applied Probability Volume 45 (2008): Index
1207-1210
Journal of Applied Probability
