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 45, Number 3
Publication Date: September 2008
Obituary: Christopher Charles Heyde AM, DSc, FAA, FASSA
Joe Gani and Eugene Seneta; 587-592
Research Papers
Controlled heterogeneous collection: the role of occupation numbers
A. Gerardi and P. Tardelli; 595-609
A collector's problem with renewal arrival processes
Offer Kella and Wolfgang Stadje; 610-620
The generalised coupon collector problem
Peter Neal; 621-629
A compact framework for hidden Markov chains with applications to fractal geometry
Víctor Ruiz; 630-639
Hitting time and inverse problems for Markov chains
Victor de la Peña, Henryk Gzyl and Patrick McDonald; 640-649
On the relationships between lumpability and filtering of finite stochastic systems
James Ledoux, Langford B. White and Gary D. Brushe; 650-669
The noisy veto-voter model: a recursive distributional equation on [0, 1]
Saul Jacka and Marcus Sheehan; 670-688
Random walk delayed on percolation clusters
Francis Comets and François Simenhaus; 689-702
Optimal co-adapted coupling for the symmetric random walk on the hypercube
Stephen Connor and Saul Jacka; 703-713
On prolific individuals in a supercritical continuous-state branching process
Jean Bertoin, Joaquin Fontbona and Servet Martínez; 714-726
Asymptotics of posteriors for binary branching processes
Didier Piau; 727-742
Epidemics on random graphs with tunable clustering
Tom Britton, Maria Deijfen, Andreas N. Lagerås and Mathias Lindholm; 743-756
Epidemic size in the SIS model of endemic infections
David A. Kessler; 757-778
First passage times for Markov additive processes with positive jumps of phase type
Lothar Breuer; 779-799
Functional large deviations and moderate deviations for Markov-modulated risk models with reinsurance
Fuqing Gao and Jun Yan; 800-817
Estimates for the absolute ruin probability in the compound Poisson risk model with credit and debit interest
Jinxia Zhu and Hailiang Yang; 818-830
Pricing of catastrophe insurance options under immediate loss reestimation
Francesca Biagini, Yuliya Bregman and Thilo Meyer-Brandis; 831-845
Impact of routeing on correlation strength in stationary queueing network processes
Hans Daduna and Ryszard Szekli; 846-878
Assessing a linear nanosystem's limiting reliability from its components
Nader Ebrahimi; 879-887
Average-case analysis of cousins in m-ary tries
Hosam M. Mahmoud and Mark Daniel Ward; 888-900
Short Communications
The number of two consecutive successes in a Hoppe-Pólya urn
Lars Holst; 901-906
