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 37, Number 4
Publication Date: December 2000
Research Papers
Optimal investment strategies in a CIR framework
Griselda Deelstra, Martino Grasselli and Pierre-François Koehl; 936-946
Martingales versus PDEs in finance: an equivalence result with examples
David Heath and Martin Schweizer; 947-957
Asymptotic distribution for the sum and maximum of Gaussian processes
W. P. McCormick and Y. Qi; 958-971
Discounted optimal stopping problems for the maximum process
Jesper Lund Pedersen; 972-983
Level phase independence for GI/M/1-type Markov chains
Guy Latouche and P. G. Taylor; 984-998
Preservation results for life distributions based on comparisons with asymptotic remaining life under replacements
M. C. Bhattacharjee, A. M. Abouammoh, A. N. Ahmed and A. M. Barry; 999-1009
Sharp results on convergence rate for the distribution of GI/M/1/K queues as K tends to infinity
Bong Dae Choi and Bara Kim; 1010-1019
On the dependence structure and bounds of correlated parallel queues and their applications to synchronized stochastic systems
Haijun Li and Susan H. Xu; 1020-1043
A spatial model of range-dependent succession
Stephen M. Krone and Claudia Neuhauser; 1044-1060
Lower bounds for point-to-point wandering exponents in Euclidean first-passage percolation
C. Douglas Howard; 1061-1073
Convergence of Markov chains in the relative supremum norm
Lars Holden; 1074-1083
Short Communications
Simple ratio prophet inequalities for a mortal with multiple choices
David Assaf and Ester Samuel-Cahn; 1084-1091
Analytical solution of finite capacity M/D/1 queues
Olivier Brun and Jean-Marie Garcia; 1092-1098
Power-law correlations, related models for long-range dependence and their simulation
Tilmann Gneiting; 1104-1109
Non-product form of two-dimensional fluid networks with dependent Lévy inputs
Offer Kella; 1117-1122
Some new results on stochastic comparisons of parallel systems
Baha-Eldin Khaledi and Subhash Kochar; 1123-1128
A use of the Stein-Chen method in time series analysis
Sun-Tsung Kim; 1129-1136
A new representation for the characteristic function of strictly geo-stable vectors
Lev B. Klebanov, Stefan Mittnik, Svetlozar T. Rachev and Vladimir E. Volkovich; 1137-1142
Optimal stopping and embedding
Damien Lamberton and L. C. G. Rogers; 1143-1148
Cell loss probability for M/G/1 and time-slotted queues
David McDonald and François Théberge; 1149-1156
One-dimensional branching random walks in a Markovian random environment
F. P. Machado and S. Yu. Popov; 1157-1163
New improved bounds for reliability of consecutive-k-out-of-n:F systems
Marco Muselli; 1164-1170
Addendum to `Quasi-renewal estimates' for modelling DNA replication
Didier Piau; 1171-1172
Evaluating first-passage probabilities for spectrally one-sided Lévy processes
L. C. G. Rogers; 1173-1180
Journal of Applied Probability
