Advances in Applied Probability 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.
Optimal stopping rule for the no-information duration problem with random horizon
Mitsushi Tamaki. (2013)
Central limit theorems for volume and surface content of stationary Poisson cylinder processes in expanding domains
Lothar Heinrich, et al. (2013)
The convergence rate and asymptotic distribution of the bootstrap quantile variance estimator for importance sampling
Jingchen Liu, et al. (2012)
Duality and intertwining for discrete Markov kernels: relations and examples
Thierry Huillet, et al. (2011)
