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 39, Number 4
Publication Date: December 2002
Research Papers
Asymptotic independence and a network traffic model
Krishanu Maulik, Sidney Resnick and Holger Rootzén; 671-699
Availability of periodically inspected systems subject to Markovian degradation
Peter C. Kiessler, Georgia-Ann Klutke and Yoonjung Yang; 700-711
Dynamic models of long-memory processes driven by Lévy noise
V. V. Anh, C. C. Heyde and N. N. Leonenko; 730-747
Periodic Ornstein-Uhlenbeck processes driven by Lévy processes
Jan Pedersen; 748-763
A family of densities derived from the three-parameter Dirichlet process
Matthew A. Carlton; 764-774
A generic property of phase-type representations
Christian Commault and Stéphane Mocanu; 775-785
Ergodicity and stability of generalised Markov branching processes with resurrection
Anyue Chen; 786-803
On the class of controlled branching processes with random control functions
M. González, M. Molina and I. Del Puerto; 804-815
The age of a Galton-Watson population with a geometric offspring distribution
F. C. Klebaner and S. Sagitov; 816-828
Moderate deviation for super-Brownian motion with super-Brownian immigration
Wen-Ming Hong; 829-838
Strong ergodicity for Markov processes by coupling methods
Yong-Hua Mao; 839-852
Transient analytical solution of M/D/1/N queues
Jean-Marie Garcia, Olivier Brun and David Gauchard; 853-864
Conditional job-observer property for multitype closed queueing networks
Hans Daduna and Ryszard Szekli; 865-881
Short Communication
On a new approach to calculating expectations for option pricing
K. Borovkov and A. Novikov; 889-895
A note on level-crossing analysis for the excess, age, and spread distributions
Tsuyoshi Katayama; 896-900
Path integrals for continuous-time Markov chains
P. K. Pollett and V. T. Stefanov; 901-904
Journal of Applied Probability
