Advances in Applied Probability

Advances in Applied Probability, published by the Applied Probability Trust, contains reviews and expository papers in applied probability, as well as mathematical and scientific papers of interest to probabilists, letters to the editor and a section devoted to stochastic geometry and statistical applications.

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Recursive filters for a partially observable system subject to random failureDaming Lin and Viliam MakisVolume 35, Number 1 (2003)
First passage percolation on random geometric graphs and an application to shortest-path treesC. Hirsch, D. Neuhäuser, C. Gloaguen, and V. SchmidtVolume 47, Number 2 (2015)
Large deviation properties of constant rate data streams sharing a buffer with long-range dependent traffic in critical loadingKurt MajewskiVolume 39, Number 2 (2007)
Weighted sums of subexponential random variables and their maximaYiqing Chen, Kai W. Ng, and Qihe TangVolume 37, Number 2 (2005)
Pricing of forwards and options in a multivariate non-Gaussian stochastic volatility model for energy marketsF. E. Benth and L. VosVolume 45, Number 2 (2013)
  • ISSN: 0001-8678 (print), 1475-6064 (electronic)
  • Publisher: Applied Probability Trust
  • Discipline(s): Statistics and Probability
  • Full text available in Euclid: 1998--
  • Access: By subscription only
  • Euclid URL: