VOL. 52 · NO. 4 | December 2015
 
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Research Papers
Dacheng Yao, Xiuli Chao, Jingchen Wu
J. Appl. Probab. 52 (4), 909-925, (December 2015) DOI: 10.1239/jap/1450802743
KEYWORDS: Brownian inventory system, (s, S) policy, concave ordering cost, 90B05, 90B30
Mitsushi Tamaki
J. Appl. Probab. 52 (4), 926-940, (December 2015) DOI: 10.1239/jap/1450802744
KEYWORDS: secretary problem, best-choice problem, duration problem, best-choice duration problem, candidate-choice problem, monotone rule, planar Poisson process, 60G40, 62L15
Xiuli Chao, Qi-Ming He, Sheldon Ross
J. Appl. Probab. 52 (4), 941-961, (December 2015) DOI: 10.1239/jap/1450802745
KEYWORDS: Tollbooth tandem queue, departure delay, departure-delayed customer, 60K25, 90B22
Fabrice M. Guillemin, Ravi R. Mazumdar
J. Appl. Probab. 52 (4), 962-980, (December 2015) DOI: 10.1239/jap/1450802746
KEYWORDS: Pricing, M/M/1 processor sharing, orthogonal polynomials, 60K25, 90B22, 80M35, 91B26
B. S. El-Desouky, F. A. Shiha, A. M. Magar
J. Appl. Probab. 52 (4), 981-989, (December 2015) DOI: 10.1239/jap/1450802747
KEYWORDS: Stirling number, generating function, waiting time, Symmetric polynomial, harmonic number, 60C05, 05A10, 05A19, 11B73, 11C08
Lina Zhang, Junping Li
J. Appl. Probab. 52 (4), 990-1002, (December 2015) DOI: 10.1239/jap/1450802748
KEYWORDS: M/M/c queue, equilibrium distribution, idle time, queue size, recurrence, 60J35, 60J27, 60K25
Laurent Decreusefond, Ian Flint, Anais Vergne
J. Appl. Probab. 52 (4), 1003-1012, (December 2015) DOI: 10.1239/jap/1450802749
KEYWORDS: determinantal point process, Ginibre point process, point process simulation, 60G55, 60K35, 60G60, 15A52
Harry Crane, Peter McCullagh
J. Appl. Probab. 52 (4), 1013-1027, (December 2015) DOI: 10.1239/jap/1450802750
KEYWORDS: Poisson point process, permanental process, compound Poisson process, negative binomial distribution, Poisson superposition, 60G55
Enzo Orsingher, Bruno Toaldo
J. Appl. Probab. 52 (4), 1028-1044, (December 2015) DOI: 10.1239/jap/1450802751
KEYWORDS: Lévy measure, Bernštein function, subordinator, negative binomial, Beta random variable, 60G55, 60G50
Luisa Beghin, Roberto Garra, Claudio Macci
J. Appl. Probab. 52 (4), 1045-1061, (December 2015) DOI: 10.1239/jap/1450802752
KEYWORDS: Poisson process, negative binomial process, weighted process, 33E12, 60G22, 60G55, 60E05
Mats Pihlsgård
J. Appl. Probab. 52 (4), 1062-1075, (December 2015) DOI: 10.1239/jap/1450802753
KEYWORDS: Skorokhod problem, reflection, stochastic integration, Brownian motion, local martingale, Semimartingale, 60G44, 60G51, 60H05, 60G17
Aleksandar Mijatović, Martijn R. Pistorius, Johannes Stolte
J. Appl. Probab. 52 (4), 1076-1096, (December 2015) DOI: 10.1239/jap/1450802754
KEYWORDS: Lévy bridge process, mixed-exponential jump-diffusion, first-passage time, occupation time, Markov bridge sampling, 65C05, 91G60
Amarjit Budhiraja, Pierre Nyquist
J. Appl. Probab. 52 (4), 1097-1114, (December 2015) DOI: 10.1239/jap/1450802755
KEYWORDS: large deviations, Poisson shot-noise, Poisson random measure, Variational representations, 60F10, 60G55, 60K30
Krzysztof Bartoszek, Serik Sagitov
J. Appl. Probab. 52 (4), 1115-1132, (December 2015) DOI: 10.1239/jap/1450802756
KEYWORDS: central limit theorem, conditioned Yule process, macroevolution, Martingales, Ornstein-Uhlenbeck process, Phylogenetics, 62M05, 62P10, 60H30, 92B99
Krishna B. Athreya, Vivekananda Roy
J. Appl. Probab. 52 (4), 1133-1145, (December 2015) DOI: 10.1239/jap/1450802757
KEYWORDS: Markov chain, Monte Carlo, improper target, Random walk, regenerative sequence, 65C05, 60F05
Svante Janson
J. Appl. Probab. 52 (4), 1146-1155, (December 2015) DOI: 10.1239/jap/1450802758
KEYWORDS: m-dependent, stationary sequence, block factor, Random tree, 60G10, 60F05, 60C05
Antonio Di Crescenzo, Abdolsaeed Toomaj
J. Appl. Probab. 52 (4), 1156-1174, (December 2015) DOI: 10.1239/jap/1450802759
KEYWORDS: Relevation transform, reversed relevation transform, proportional hazard rate model, proportional reversed hazard rate model, weighted cumulative distribution, cumulative entropy, 60E15, 62B10, 62N05, 94A17
Short Communications
Fabrizio Durante, Juan Fernández-Sánchez, Wolfgang Trutschnig
J. Appl. Probab. 52 (4), 1175-1182, (December 2015) DOI: 10.1239/jap/1450802760
KEYWORDS: copula, coupling, disintegration theorem, Markov kernel, singular measure, 60E05, 28A50, 91G70
Maria Kamińska-Zabierowska, Jorge Navarro
J. Appl. Probab. 52 (4), 1183-1186, (December 2015) DOI: 10.1239/jap/1450802761
KEYWORDS: Coherent system, signature, stochastic ordering, 60E15, 60K10
Bruno Buonaguidi
J. Appl. Probab. 52 (4), 1187-1194, (December 2015) DOI: 10.1239/jap/1450802762
KEYWORDS: Constrained and unconstrained variance optimal stopping problems, diffusion process, interest rate, nonlinear optimal stopping problem, 60G40, 62L15, 90C20
Peter Windridge
J. Appl. Probab. 52 (4), 1195-1201, (December 2015) DOI: 10.1239/jap/1450802763
KEYWORDS: multitype branching process, exponential tail approximation, Gumbel, SIR epidemic, 60J80, 92D30, 05C80, 60J28
Articles
T. Britton, M. Lindholm
J. Appl. Probab. 52 (4), 1202-1203, (December 2015) DOI: 10.1239/jap/1450802764
No abstract available
Back Matter
J. Appl. Probab. 52 (4), 1204-1208, (December 2015)
No abstract available
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