VOL. 51 · NO. 2 | June 2014
Research Papers
R. McVinish, P. K. Pollett
J. Appl. Probab. 51 (2), 297-316, (June 2014) DOI: 10.1239/jap/1402578626
KEYWORDS: Extinction threshold, point process, stochastic patch occupancy model, SPOM, weak convergence, 92D40, 60J10, 60J20, 60F05
Hui He, Rugang Ma
J. Appl. Probab. 51 (2), 317-332, (June 2014) DOI: 10.1239/jap/1402578627
KEYWORDS: stochastic flow, branching process, continuous time, Superprocess, discrete state, nonlocal branching, 60J68, 60J80, 60G57
Philip A. Ernst, Dean P. Foster, Larry A. Shepp
J. Appl. Probab. 51 (2), 333-345, (June 2014) DOI: 10.1239/jap/1402578628
KEYWORDS: Retirement, Optimal control problem, Itô process, 60H10, 60J60
Hongsheng Dai
J. Appl. Probab. 51 (2), 346-358, (June 2014) DOI: 10.1239/jap/1402578629
KEYWORDS: Adaptive rejection sampling, Conditioned Brownian motion, diffusion bridge, exact Monte Carlo simulation, 65C05, 65C50, 60J60
Thorbjörn Gudmundsson, Henrik Hult
J. Appl. Probab. 51 (2), 359-376, (June 2014) DOI: 10.1239/jap/1402578630
KEYWORDS: Markov chain Monte Carlo, heavy tail, rare-event simulation, Random walk, 65C05, 60J22, 60G50
Sheldon M. Ross
J. Appl. Probab. 51 (2), 377-386, (June 2014) DOI: 10.1239/jap/1402578631
KEYWORDS: simulation, marked point process, variance reduction, Renewal process, conditional expectation, Hawkes process, poissonization, 91B70, 68U20
Ji Hwan Cha, Maxim Finkelstein
J. Appl. Probab. 51 (2), 387-399, (June 2014) DOI: 10.1239/jap/1402578632
KEYWORDS: Environmental stress screening, Burn-in, stress-strength model, shock model, nonhomogeneous Poisson process, 60K10, 62P30
Paweł Hitczenko, Gérard Letac
J. Appl. Probab. 51 (2), 400-416, (June 2014) DOI: 10.1239/jap/1402578633
KEYWORDS: perpetuities, Dirichlet process, Ewens' distribution, quasi-Bernoulli law, probabilities on a tetrahedron, T_c transform, stationary distribution, 60J05, 60E99
Ming Zhou, Jun Cai
J. Appl. Probab. 51 (2), 417-435, (June 2014) DOI: 10.1239/jap/1402578634
KEYWORDS: absolute ruin, excess-of-loss reinsurance, HJB equation, liquid reserve, state-dependent income, 93E20, 91B30, 91B70, 60H30
Shangzhen Luo
J. Appl. Probab. 51 (2), 436-452, (June 2014) DOI: 10.1239/jap/1402578635
KEYWORDS: stochastic differential game, Nash equilibrium, diffusion approximation, reinsurance, absolute dominance, 60G40, 93E20
Peter Olofsson, Suzanne S. Sindi
J. Appl. Probab. 51 (2), 453-465, (June 2014) DOI: 10.1239/jap/1402578636
KEYWORDS: branching process, prion, yeast, 60G99, 60K99, 62P10, 92D25
Marcus C. Christiansen, Nicola Loperfido
J. Appl. Probab. 51 (2), 466-482, (June 2014) DOI: 10.1239/jap/1402578637
KEYWORDS: central limit theorem, Cramer's condition, order of convergence, skew normal, skewness, third-order tensor, 60F05, 60B12, 15A69, 62E17
M. V. Boutsikas, D. L. Antzoulakos, A. C. Rakitzis
J. Appl. Probab. 51 (2), 483-491, (June 2014) DOI: 10.1239/jap/1402578638
KEYWORDS: stopping time, stopped sum, exchangeability, multistate trial, run and scan statistics, Acceptance sampling, Coupon collector's problem, 60E05, 62E15, 60G09, 60G50
Martin Klimmek
J. Appl. Probab. 51 (2), 492-511, (June 2014) DOI: 10.1239/jap/1402578639
KEYWORDS: inverse problem, inverse optimal stopping, threshold strategy, parameter dependence, comparative statics, generalised diffusion, Gittins index, 60G40, 60J60
Richard C. Bradley
J. Appl. Probab. 51 (2), 512-527, (June 2014) DOI: 10.1239/jap/1402578640
KEYWORDS: Replicating character string, stationarity, absolute regularity, 60G10
R. Vasudeva, J. Vasantha Kumari, S. Ravi
J. Appl. Probab. 51 (2), 528-541, (June 2014) DOI: 10.1239/jap/1402578641
KEYWORDS: Extremes, general error distribution, Gumbel distribution, strong law for partial maxima, near maxima, power normalization, 60F05, 60F15, 60G70, 62E20
S. McKinlay
J. Appl. Probab. 51 (2), 542-555, (June 2014) DOI: 10.1239/jap/1402578642
KEYWORDS: Products of random matrices, Dirichlet distribution, limit distribution, Markov chain, random exchange model, random nested simplices, service networks with polling, 60J05, 60B20, 60F99, 60J20
Paolo Dai Pra, Pierre-Yves Louis, Ida G. Minelli
J. Appl. Probab. 51 (2), 556-568, (June 2014) DOI: 10.1239/jap/1402578643
KEYWORDS: Interacting system, synchronization, urn model, 60K35, 82C31
Oscar López, Nikita Ratanov
J. Appl. Probab. 51 (2), 569-589, (June 2014) DOI: 10.1239/jap/1402578644
KEYWORDS: Asymmetric telegraph process, First passage time, Kac's asymptotics, moments, modified Bessel function, Kummer function, 60J27, 60J65, 60F05, 60K99
Short Communications
May-Ru Chen, Shoou-Ren Hsiau, Ting-Hsin Yang
J. Appl. Probab. 51 (2), 590-597, (June 2014) DOI: 10.1239/jap/1402578645
KEYWORDS: Two-urn model, martingale, 60F15, 60G42, 60E05
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