VOL. 50 · NO. 1 | March 2013
Research Papers
Chris Sherlock
J. Appl. Probab. 50 (1), 1-15, (March 2013) DOI: 10.1239/jap/1363784420
KEYWORDS: Random walk Metropolis, Optimal scaling, optimal acceptance rate, 60F17, 65U05
Josh Reed, Amy Ward, Dongyuan Zhan
J. Appl. Probab. 50 (1), 16-28, (March 2013) DOI: 10.1239/jap/1363784421
KEYWORDS: Skorokhod map, reflected Ornstein–Uhlenbeck process, abandonment, Queueing, 90B22, 90B15, 60G17, 60J60
Alexandra Chronopoulou, Georgios Fellouris
J. Appl. Probab. 50 (1), 29-41, (March 2013) DOI: 10.1239/jap/1363784422
KEYWORDS: CUSUM, Sequential change detection, change-point detection, fractional Brownian motion, fractional Ornstein–Uhlenbeck, diffusion-type process, optimality, 60G35, 60G22, 60L10, 60G40
Giovanni Puccetti, Ludger Rüschendorf
J. Appl. Probab. 50 (1), 42-53, (March 2013) DOI: 10.1239/jap/1363784423
KEYWORDS: Bounds for dependent risks, Fréchet bound, mass transportation theory, 60E05, 91B30
Keisuke Matsumoto, Toshio Nakata
J. Appl. Probab. 50 (1), 54-63, (March 2013) DOI: 10.1239/jap/1363784424
KEYWORDS: Feller's game, simple symmetric random walk, Law of Large Numbers, Stable law, Extremes, 60F05, 60G50
Denis Denisov, Vsevolod Shneer
J. Appl. Probab. 50 (1), 64-84, (March 2013) DOI: 10.1239/jap/1363784425
KEYWORDS: Lévy process, Random walk, busy period, First passage time, subexponential distribution, large deviation, single-server queue, 60G50, 60G51, 60K25
Johan S. H. van Leeuwaarden, Kilian Raschel
J. Appl. Probab. 50 (1), 85-102, (March 2013) DOI: 10.1239/jap/1363784426
KEYWORDS: Random walks in the quarter plane, hitting probability of the boundary, nucleosome shifting, voter model, Asymmetric exclusion process, 60G50, 82C22, 30E20
Krzysztof Dębicki, Iwona Sierpińska, Bert Zwart
J. Appl. Probab. 50 (1), 103-113, (March 2013) DOI: 10.1239/jap/1363784427
KEYWORDS: exact asymptotics, Lévy process, fluid model, queue, 60G15, 60G70, 60F10, 60K25
Hanjun Zhang, Yixia Zhu
J. Appl. Probab. 50 (1), 114-126, (March 2013) DOI: 10.1239/jap/1363784428
KEYWORDS: domain of attraction, quasistationary distribution, Birth-and-death process, orthogonal polynomial, Duality, 60J27, 60J80
Bo Jiang, Jian Tan, Wei Wei, Ness Shroff, Don Towsley
J. Appl. Probab. 50 (1), 127-150, (March 2013) DOI: 10.1239/jap/1363784429
KEYWORDS: multipath, power law, parallelism, 68M20, 60G99
Hendrik Baumann, Werner Sandmann
J. Appl. Probab. 50 (1), 151-165, (March 2013) DOI: 10.1239/jap/1363784430
KEYWORDS: level-dependent quasi-birth-and-death process, matrix-analytic computation, long-run average additive functional, stationary expectation, memory-efficient algorithm, 60J22, 60J27, 60J28
Holger Fink, Claudia Klüppelberg, Martina Zähle
J. Appl. Probab. 50 (1), 166-183, (March 2013) DOI: 10.1239/jap/1363784431
KEYWORDS: Affine process, conditional characteristic function, fractional affine process, short rate, macroeconomic variables process, fractional Brownian motion, long-range dependence, interest rate, zero-coupon bond, fractional Vasicek model, prediction, 60G15, 60G22, 60H10, 60H20, 91G30, 60G10, 91G60
Déborah Ferré, Loïc Hervé, James Ledoux
J. Appl. Probab. 50 (1), 184-194, (March 2013) DOI: 10.1239/jap/1363784432
KEYWORDS: stability, Spectral method, 60J0, 47B07
Bin Li, Qihe Tang, Xiaowen Zhou
J. Appl. Probab. 50 (1), 195-207, (March 2013) DOI: 10.1239/jap/1363784433
KEYWORDS: diffusion, hitting time, Laplace transform, Markov property, tax, two-sided exit problem, 62P05, 60J60, 60G40, 60K15, 91B30
Amaury Lambert, Pieter Trapman
J. Appl. Probab. 50 (1), 208-227, (March 2013) DOI: 10.1239/jap/1363784434
KEYWORDS: branching process, Splitting tree, Crump–Mode–Jagers process, contour process, Lévy process, scale function, resolvent, age and residual lifetime, undershoot and overshoot, Vervaat's transformation, sampling, Detection, epidemiology, processor sharing, 60J80, 92D10, 92D25, 92D30, 92D40, 60J85, 60G17, 60G51, 60G55, 60K15, 60K25
Kevin Leckey, Ralph Neininger
J. Appl. Probab. 50 (1), 228-238, (March 2013) DOI: 10.1239/jap/1363784435
KEYWORDS: Hoppe urn, Random tree, weak convergence, martingale, combinatorial probability, 60F05, 60C05, 60G42, 68R05
Shuhei Mano
J. Appl. Probab. 50 (1), 239-255, (March 2013) DOI: 10.1239/jap/1363784436
KEYWORDS: biased gene conversion, diffusion process, ancestral graph, Biased voter model, 60K35, 60J70, 92D15, 92D25
Shuhei Mano
J. Appl. Probab. 50 (1), 256-271, (March 2013) DOI: 10.1239/jap/1363784437
KEYWORDS: Duality, diffusion process, ancestral graph, recombination, Population genetics, 60K35, 60J70, 92D15, 92D25
M. Burkschat, J. Navarro
J. Appl. Probab. 50 (1), (March 2013) DOI: 10.1239/jap/1363784438
KEYWORDS: signature, Coherent system, sequential order statistics, mixture, mixed system, 62E15, 60K10
Short Communications
Offer Kella, Wolfgang Stadje
J. Appl. Probab. 50 (1), 288-294, (March 2013) DOI: 10.1239/jap/1363784439
KEYWORDS: Random walk, passage, generalized renewal theorem, two-sided renewal theorem, 60G50, 60K05
Adam Metzler
J. Appl. Probab. 50 (1), 295-299, (March 2013) DOI: 10.1239/jap/1363784440
KEYWORDS: Integrated geometric Brownian motion, confluent hypergeometric function, hitting time, Laplace transform, 60J65, 60J60, 60E10
Yi-Ching Yao
J. Appl. Probab. 50 (1), 300-307, (March 2013) DOI: 10.1239/jap/1363784441
KEYWORDS: Duality, workload process, sample path, reverse time, 60K25
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