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 38, Number 1

Publication Date: March 2001

Research Papers

The structured coalescent process with weak migration

Morihiro Notohara; 1-17

Asymptotic analysis of the general stochastic epidemic with variable infectious periods

A. N. Startsev; 18-35

On the nature of the binomial distribution

P. Vellaisamy and Abraham P. Punnen; 36-44

The travel time in carousel systems under the nearest item heuristic

Nelly Litvak and Ivo Adan; 45-54

Bounds for the American perpetual put on a stock index

V. Paulsen; 55-66

An asymptotic expansion for the optimal stopping boundary in problems with non-linear costs of observation

A. Irle, O. Kubillus and V. Paulsen; 67-79

The stochastic equation Yt+1 = AtYt + Bt with non-stationary coefficients

Ulrich Horst; 80-94

Stochastic processes involving random deletion

Mark D. Rothmann and Hammou El Barmi; 95-107

Some asymptotic results for transient random walks with applications to insurance risk

Aleksandras Baltrūnas; 108-121

Hawkes branching point processes without ancestors

Pierre Brémaud and Laurent Massoulié; 122-135

Convergence in distribution of the multi-dimensional Kohonen algorithm

Ali A. Sadeghi; 136-151

Boundary crossing probability for Brownian motion

Klaus Pötzelberger and Liqun Wang; 152-164

Regenerative processes in the infinite mean cycle case

K. V. Mitov and N. M. Yanev; 165-179

Geometric renewal convergence rates from hazard rates

Kenneth S. Berenhaut and Robert Lund; 180-194

Monotone Markov processes with respect to the reversed hazard rate ordering: an application to reliability

Sophie Bloch-Mercier; 195-208

Analysis of the busy period for the M/M/c queue: an algorithmic approach

J. R. Artalejo and M. J. Lopez-Herrero; 209-222

The annihilating process

Martin O'Hely and Aidan Sudbury; 223-231

Short Communications

Inequalities for the GI/M/1/n loss system

Vyacheslav M. Abramov; 232-234

On the closure of the IFR(2) and NBU(2) classes

Manuel Franco, José M. Ruiz and M. Carmen Ruiz; 235-241

Some new results involving the NBU(2) class of life distributions

Xiaohu Li and Subhash C. Kochar; 242-247

Optimal sequential allocation with imperfect feedback information

Charles T. C. Mo, Samuel S. Wu, Robert Chen and Mark C. K. Yang; 248-254

The busy cycle of the reflected superposition of Brownian motion and a compound Poisson process

David Perry and Wolfgang Stadje; 255-261

Empirical convergence rates for continuous-time Markov chains

Geoffrey Pritchard and David J. Scott; 262-269

Strong ergodicity for single-birth processes

Yu-Hui Zhang; 270-277

Letters to the Editor

The queue length distribution for the M/G/1 queue under the D-policy

Kyung C. Chae and Yonil Park; 278-279

A note on D-policy bulk queueing systems

Jewgeni H. Dshalalow; 280-283

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