VOL. 48 · NO. 2 | June 2016
Ruslan Krenzler, Hans Daduna, Sonja Otten
Adv. in Appl. Probab. 48 (2), 315-331, (June 2016)
KEYWORDS: Randomised random walk, Jackson network, skipping, processes in random environment, reflection, product form steady state, breakdown of nodes, degrading service, speed-up of service, 60K37, 60K25, 90B22, 90B25
Bo H. Lindqvist, Francisco J. Samaniego, Arne B. Huseby
Adv. in Appl. Probab. 48 (2), 332-348, (June 2016)
KEYWORDS: Coherent system, system signature, $k$-out-of-$n$ system, mixed system, reliability polynomial, irrelevant component, cut set, critical path vector, stochastic order, reliability economics, 60K10, 62N05, 90B50
Michael A. Kouritzin, Samira Sadeghi
Adv. in Appl. Probab. 48 (2), 349-368, (June 2016)
KEYWORDS: Covariance, linear process, Marcinkiewicz strong law of large numbers, heavy tails, long-range dependence, stochastic approximation, 62J10, 62J12, 60F15, 62L20
Jérôme Casse
Adv. in Appl. Probab. 48 (2), 369-391, (June 2016)
KEYWORDS: Probabilistic cellular automata, invariant measure, Markov chain, 37B15, 60G10, 60J05, 60K35
Iker Perez, David Hodge, Huiling Le
Adv. in Appl. Probab. 48 (2), 392-405, (June 2016)
KEYWORDS: Portfolio optimization, defaultable bond, Markov decision process, 91G10, 90C40
Jinxia Zhu, Hailiang Yang
Adv. in Appl. Probab. 48 (2), 406-422, (June 2016)
KEYWORDS: Dividend, general diffusion, optimization, optimal financing, regime-switching, 49L20, 91G80
Kristian Buchardt
Adv. in Appl. Probab. 48 (2), 423-442, (June 2016)
KEYWORDS: Doubly stochastic process, multi-state life insurance models, credit risk, stochastic mortality, stochastic interest, 97M30, 60J60, 91G40, 91G30
Ji Hwan Cha, Massimiliano Giorgio
Adv. in Appl. Probab. 48 (2), 443-462, (June 2016)
KEYWORDS: Multivariate generalized Pólya process, marginal process, complete stochastic intensity function, dependence structure, conditional counting process, 60K10, 62P30
Alexandre Boumezoued
Adv. in Appl. Probab. 48 (2), 463-480, (June 2016)
KEYWORDS: Hawkes process, branching, immigration, age pyramid, nonstationarity, Laplace transform, thinning, Poisson point measure, 60G55, 60G57, 60G44, 60J80
Enzo Orsingher, Costantino Ricciuti, Bruno Toaldo
Adv. in Appl. Probab. 48 (2), 481-498, (June 2016)
KEYWORDS: Nonlinear birth process, sublinear death process, linear death process, sojourn time, fractional birth process, random time, 60G22, 60G55
Ningyuan Chen, Mariana Olvera-Cravioto
Adv. in Appl. Probab. 48 (2), 499-524, (June 2016)
KEYWORDS: Weighted branching processes, smoothing transform, coupling, Kantorovich–Rubinstein distance, Wasserstein distance, weak convergence, 60J80, 60B10, 60H25
François Baccelli, Héctor A. Chang-Lara, Sergey Foss
Adv. in Appl. Probab. 48 (2), 525-543, (June 2016)
KEYWORDS: Point process theory, Poisson rain, Stochastic geometry, random closed set, time and space growth, shape, Queueing theory, max-plus algebra, heaps, branching process, sub-additive ergodic theory, 60D05, 60F15, 60G55
Nicolas Chenavier, Ross Hemsley
Adv. in Appl. Probab. 48 (2), 544-573, (June 2016)
KEYWORDS: Line tessellation, Poisson point process, extreme value, order statistic, 60D05, 60G70, 60G55, 60F05, 62G32
James Burridge, Richard Cowan
Adv. in Appl. Probab. 48 (2), 574-584, (June 2016)
KEYWORDS: random tessellation, point process, crack formation, division of space, 60D05, 05B45, 60G55, 51M20
Hüseyin Acan, Paweł Hitczenko
Adv. in Appl. Probab. 48 (2), 585-609, (June 2016)
KEYWORDS: Convergence in distribution, generalized Pólya urn, preferential attachment graph, memory game, 60F05, 05C82, 60B12, 60C05
Ilie Grigorescu, Yi-Ching Yao
Adv. in Appl. Probab. 48 (2), 610-630, (June 2016)
KEYWORDS: Gambler's ruin, martingale, dynamic programming, Stochastic control, 60G40, 91A60, 93E20, 60C05
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