VOL. 53 · NO. 3 | September 2016
 
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Research Papers
Z. I. Botev, A. Ridder, L. Rojas-Nandayapa
J. Appl. Probab. 53 (3), 633-649, (September 2016)
KEYWORDS: Light-tailed, regularly-varying, rare-event probability, cross entropy method, 65C05, 62H20, 65C40
Anton Muratov, Sergei Zuyev
J. Appl. Probab. 53 (3), 650-666, (September 2016)
KEYWORDS: Binary system, bit flipping, Random walk on a group, Markov chain recurrence, critical behaviour, 60J27, 60J10, 68Q87
Evangelos Kranakis, Gennady Shaikhet
J. Appl. Probab. 53 (3), 667-687, (September 2016)
KEYWORDS: Sensor allocation, Queueing theory, potential outflow, reflected random walk, Skorokhod map, weak convergence, 60J20, 68M20
Fredrik Olsson, Tatyana S. Turova
J. Appl. Probab. 53 (3), 688-699, (September 2016)
KEYWORDS: inventory, base-stock policy, ergodicity, doubly stochastic Poisson process, 60K10, 60K25, 90B05
Fraser Daly
J. Appl. Probab. 53 (3), 700-714, (September 2016)
KEYWORDS: Compound geometric distribution, failure rate, hazard rate ordering, M/G/1 queue, Birth–death process, Poisson process, 62E17, 60E15, 60J10, 62E10
Guangxin Jiang, Michael C. Fu
J. Appl. Probab. 53 (3), 715-732, (September 2016)
KEYWORDS: quantile, Monte Carlo simulation, sensitivity analysis, Regenerative process, ϕ-mixing, 62H12, 65C05
Adrien Hitz, Robin Evans
J. Appl. Probab. 53 (3), 733-746, (September 2016)
KEYWORDS: regular variation, Karamata's theorem, homogeneous distribution, multivariate exceedances over threshold, Graphical model, 60F99, 60E05, 62H99, 60G70
Takis Konstantopoulos, Zhenxia Liu, Xiangfeng Yang
J. Appl. Probab. 53 (3), 747-764, (September 2016)
KEYWORDS: large deviation principle, Rate function, Fenchel–Legendre transform, Laplace transform, moment generating function, Run, longest run, Bernoulli trial, Confidence interval, 60F10, 44A10, 60G50, 60G70
Gerold Alsmeyer, Alexander Marynych
J. Appl. Probab. 53 (3), 765-782, (September 2016)
KEYWORDS: Markov chain, Absorption time, minimal 𝐿ₚ-distance, random recursion, renewal theory, 60F05, 60J10
Eric Foxall
J. Appl. Probab. 53 (3), 783-801, (September 2016)
KEYWORDS: SEIS model, contact process, Interacting particle system, 60J25, 92B99
Jyy-I Hong
J. Appl. Probab. 53 (3), 802-817, (September 2016)
KEYWORDS: branching process, Coalescence, critical, subcritical, multitype, line of descent, 60J80, 60F10
Onno Boxma, Michel Mandjes, Josh Reed
J. Appl. Probab. 53 (3), 818-832, (September 2016)
KEYWORDS: reflected process, Queueing, Scaling limit, 60K25, 60J05
Christian Hirsch
J. Appl. Probab. 53 (3), 833-845, (September 2016)
KEYWORDS: Ad hoc network, Chemical distance, connection probability, continuum percolation, 60K35, 60D05
Andrea Collevecchio, Abbas Mehrabian, Nick Wormald
J. Appl. Probab. 53 (3), 846-856, (September 2016)
KEYWORDS: Random Apollonian network, random 𝚤-ary recursive tree, longest path, Eggenberger–Pólya urn, 05C80, 60C05, 05C05
Vytautė Pilipauskaitė, Donatas Surgailis
J. Appl. Probab. 53 (3), 857-879, (September 2016)
KEYWORDS: Random grain model, anisotropic scaling, long-range dependence, Lévy sheet, Fractional Brownian sheet, workload process, 60G60, 60G22, 60G51, 60K25
Katja Gabrysch
J. Appl. Probab. 53 (3), 880-887, (September 2016)
KEYWORDS: Poisson point process, greedy walk, 60G55, 60K35
Bojan Basrak, Drago Špoljarić
J. Appl. Probab. 53 (3), 888-898, (September 2016)
KEYWORDS: Extreme value theory, point process, Renewal process, Continuous-time random walk, excursion, sojourn time, 60G70, 60F17, 60G55, 60F05
Irene Crimaldi
J. Appl. Probab. 53 (3), 899-913, (September 2016)
KEYWORDS: central limit theorem, Pòlya urn, preferential attachment, random process with reinforcement, randomly reinforced urn, stable convergence, 60F05, 60G57, 60B10, 60G42
Erik Thörnblad
J. Appl. Probab. 53 (3), 914-924, (September 2016)
KEYWORDS: urn model, largest colour, random graph, persistent hub, 60G50, 60J80
Achillefs Tzioufas
J. Appl. Probab. 53 (3), 925-929, (September 2016)
KEYWORDS: contact processes, asymptotic shape theorem, coupling, finite range, coupling event, coupling time, 60K35, 82843, 82C43
Mark Brown, Sheldon M. Ross
J. Appl. Probab. 53 (3), 930-937, (September 2016)
KEYWORDS: Multinomial trial, poissonization, likelihood ratio ordered, increasing failure rate, 60K99
K. Bruce Erickson
J. Appl. Probab. 53 (3), 938-945, (September 2016)
KEYWORDS: Quasi-linear, branching diffusion, Bessel, probability of explosion, 60J80, 35A02, 35K59, 60K99
Loïc Hervé, James Ledoux
J. Appl. Probab. 53 (3), 946-952, (September 2016)
KEYWORDS: 𝑉-geometric ergodicity, essential spectral radius, 60J10, 47B07, 60F99, 60J80
Martin Möhle, Morihiro Notohara
J. Appl. Probab. 53 (3), 953-956, (September 2016)
KEYWORDS: convergence, Markov chain, Population genetics, separation of time-scales, 60F05, 92D10, 60J27, 92D25
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