VOL. 45 · NO. 1 | March 2013
Stochastic Geometry and Statistical Applications
James Burridge, Richard Cowan, Isaac Ma
Adv. in Appl. Probab. 45 (1), 1-19, (March 2013) DOI: 10.1239/aap/1363354100
KEYWORDS: random tessellation, point process, crack formation, fragmentation, division of space, 60D05, 05B45, 52C17, 60G55, 51M20
C. Hirsch, D. Neuhäuser, V. Schmidt
Adv. in Appl. Probab. 45 (1), 20-36, (March 2013) DOI: 10.1239/aap/1363354101
KEYWORDS: Minimal spanning forest, descending chain, β-skeleton, point process, continuum percolation, 60D05, 05C80, 05C10, 82B43
General Applied Probability
Jinghai Shao, Xiuping Wang
Adv. in Appl. Probab. 45 (1), 37-50, (March 2013) DOI: 10.1239/aap/1363354102
KEYWORDS: boundary crossing probability, correlated Brownian motion, exit probability, reflection principle, 60J65, 60G40
K. D. Glazebrook, D. J. Hodge, C. Kirkbride
Adv. in Appl. Probab. 45 (1), 51-85, (March 2013) DOI: 10.1239/aap/1363354103
KEYWORDS: asset management, Gittins index, indexability, inventory management, Lagrangian relaxation, machine maintenance, monotone policy, stochastic dynamic programming, restless bandit, Whittle index, 90C40, 49L20, 90C39, 49M20
E. H. A. Dia
Adv. in Appl. Probab. 45 (1), 86-105, (March 2013) DOI: 10.1239/aap/1363354104
KEYWORDS: approximation of small jumps, Lévy process, Skorokhod embedding, Spitzer identity, 60G51, 65N15, 60J75
Predrag R. Jelenković, Jian Tan
Adv. in Appl. Probab. 45 (1), 106-138, (March 2013) DOI: 10.1239/aap/1363354105
KEYWORDS: Retransmission, channel (systems) with failures, restart, origins of heavy tails (subexponentiality), Gaussian distribution, exponential distribution, Weibull distribution, log-normal distribution, power law, 60F99, 60F10, 60G50, 60G99
Bikramjit Das, Abhimanyu Mitra, Sidney Resnick
Adv. in Appl. Probab. 45 (1), 139-163, (March 2013) DOI: 10.1239/aap/1363354106
KEYWORDS: regular variation, spectral measure, Asymptotic independence, risk set, vague convergence, 60F99, 62G32, 60G70
Pavel V. Gapeev, Albert N. Shiryaev
Adv. in Appl. Probab. 45 (1), 164-185, (March 2013) DOI: 10.1239/aap/1363354107
KEYWORDS: disorder detection, diffusion process, multidimensional optimal stopping, stochastic boundary, a change-of-variable formula with local time on surfaces, parabolic-type free-boundary problem, 60G40, 62M20, 34K10, 62C10, 62L15, 60J60
Sidney I. Resnick, David Zeber
Adv. in Appl. Probab. 45 (1), 186-213, (March 2013) DOI: 10.1239/aap/1363354108
KEYWORDS: Extreme values, Markov chain, multivariate regular variation, transition kernel, tail chain, heavy tail, 60G70, 60J05, 62P05
Nikolaos Limnios, Anatoliy Swishchuk
Adv. in Appl. Probab. 45 (1), 214-240, (March 2013) DOI: 10.1239/aap/1363354109
KEYWORDS: Semi-Markov chain, random evolution, averaging, diffusion approximation, diffusion approximation with equilibrium, rates of convergence, additive functional, geometric Markov renewal process, dynamical system, controlled random evolution, controlled additive functional and geometric Markov renewal chain, optimal control, Hamilton–Jacobi–Bellman equation, 60K15, 60B10, 90C40, 60F17, 60K37
Fenglong Guo, Dingcheng Wang
Adv. in Appl. Probab. 45 (1), 241-273, (March 2013) DOI: 10.1239/aap/1363354110
KEYWORDS: ruin probability, heavy tail, investment return process, upper tail dependence, fractional Brownian motion, Vasicek model, Cox–Ingersoll–Ross model, Heston model, 62P05, 62P20, 91B30
F. Avram, A. J. E. M. Janssen, J. S. H. Van Leeuwaarden
Adv. in Appl. Probab. 45 (1), 274-294, (March 2013) DOI: 10.1239/aap/1363354111
KEYWORDS: Retrial system, loss system, Erlang B model, Cohen's equation, Mills' ratio, Halfin--Whitt regime, QED regime, 60K25, 68M10, 41A60
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