Journal of Applied Probability

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 46, Number 4

Publication Date: December 2009

Research Papers

Tail dependence for heavy-tailed scale mixtures of multivariate distributions

Haijun Li and Yannan Sun; 925-937

Does waste recycling really improve the multi-proposal Metropolis--Hastings algorithm? An analysis based on control variates

Jean-Françcois Delmas and Benjamin Jourdain; 938-959

Geometric convergence of genetic algorithms under tempered random restart

F. Mendivil, R. SHONKWILER and M. C. SPRUILL; 960-974

The early stage behaviour of a stochastic SIR epidemic with term-time forcing

TOM BRITTON and MATHIAS LINDHOLM; 975-992

Two-sex branching processes with offspring and mating in a random environment

S. MA and M. MOLINA; 993-1004

Isomorphism and symmetries in random phylogenetic trees

Miklós Bóona and PHILIPPE FLAJOLET; 1005-1019

Moderate deviations for word counts in biological sequences

Sarah Behrens and Matthias Löwe; 1020-1037

Gaps in discrete random samples

Rudolf Grübel and Paweł Hitczenko; 1038-1051

Systems with failure-dependent lifetimes of components

M. BURKSCHAT; 1052-1072

A three-parameter binomial approximation

Erol A. Peköz, Adrian Röllin, Vydas Čekanavičius and Michael Shwartz; 1073-1085

Optimal choice of the best available applicant in full-information models

Mitsushi Tamaki; 1086-1099

Space--time duality for fractional diffusion

Boris Baeumer, Mark M. Meerschaert and Erkan Nane; 1100-1115

Asymptotic stability of stochastic differential equations driven by Lévy noise

David Applebaum and Michailina Siakalli; 1116-1129

Optimal stopping for processes with independent increments, and applications

G. Deligiannidis, H. Le and S. Utev; 1130-1145

General tax structures and the Lévy insurance risk model

ANDREAS E. KYPRIANOU and XIAOWEN ZHOU; 1146-1156

The vanishing discount approach for the average continuous control of piecewise deterministic Markov processes

O. L. V. Costa and F. Dufour; 1157-1183

Scaling limit for a drainage network model

C. F. Coletti, L. R. G. Fontes and E. S. Dias; 1184-1197

Short Communications

An alternative condition for stochastic domination

KENSHI HOSAKA; 1198-1200

On consecutive records in certain Bernoulli sequences

LARS HOLST; 1201-1208

An inequality for variances of the discounted rewards

EUGENE A. FEINBERG and JUN FEI; 1209-1212

On the degree sequence of an evolving random graph process and its critical phenomenon

Xian-Yuan Wu, ZHAO DONG, KE LIU and KAI-YUAN CAI; 1213-1220

Letter to the Editor

Remarks on the asymptotics of the Luria--Delbrück and related distributions

Qi Zheng; 1221-1224

Journal of Applied Probability Volume 46 (2009): Index

1225-1228

2012 © Applied Probability Trust