Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

From Elsevier
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Sequential tests on a multinomial distribution and a Markov chain pp. 1-7: Lionel Weiss
Estimation of a time series model from unequally spaced data pp. 9-24: P. M. Robinson
On optimal right-of-way policies at a single-server station when insertion of idle times is permitted pp. 25-32: Isaac Meilijson and Uri Yechiali
Life expectancy under random censorship pp. 33-39: Grace Yang
A poisson convergence theorem for a particle system with dependent constant velocities pp. 41-52: P. A. Jacobs
Semi-Markov processes and [alpha]-invariant distributions pp. 53-64: E. Arjas and E. Nummelin
On limit distributions of first crossing points of Gaussian sequences pp. 65-75: J. Hüsler
The behaviour of a non-differentiable stationary Gaussian process after a level crossing pp. 77-86: Jacques De Maré
On the structure of regular infinitely divisible point processes pp. 87-94: Larry P. Ammann and Peter F. Thall
Stochastic backtrackings pp. 95-111: David Oakes

On the posterior distribution of a dirichlet process given randomly right censored observations pp. 207-211: J. Blum and V. Susarla
Weak convergence with random indices pp. 213-220: Richard T. Durrett and Sidney I. Resnick
The convergence of Cesaro averages for certain nonstationary Markov chains pp. 221-230: Bruce Bowerman, H. T. David and Dean Isaacson
Monotone matrices and monotone Markov processes pp. 231-241: Julian Keilson and Adri Kester
Nonexistence of strong nonanticipating solutions to stochastic DEs: implications for functional DEs, filtering, and control pp. 243-263: V. E. Benes
Continuous time control of the arrival process in an m/g/1 queue pp. 265-284: Bharat T. Doshi
A semigroup approach to the study of a general stochastic epidemic pp. 285-296: Vincenzo Capasso
Limit theorems for the critical age-dependent branching process with infinite variance pp. 297-305: Martin I. Goldstein and Fred M. Hoppe
A continuity theorem and some counterexamples for the theory of maintained systems pp. 307-314: Douglas R. Miller
Optimal replacement policies for two-unit machines with running costs: II pp. 315-322: Menachem Berg

Perturbation models pp. 93-129: R. Syski
Constructions for planar point processes using concentric circles pp. 131-141: Valerie Isham
Functional limits of empirical distributions in crossing theory pp. 143-149: Georg Lindgren
The exact distribution of extremes of a non-gaussian process pp. 151-156: L. Valadares Tavares
Group-invariant solutions of the Fokker-Planck equation pp. 157-171: G. A. Nariboli
A central limit theorem for age- and density-dependent population processes pp. 173-193: Frank J. S. Wang
Multiple feedback at a single-server station pp. 195-205: Isaac Meilijson and Gideon Weiss

On the concepts of [alpha]-recurrence and [alpha]-transience for Markov renewal process pp. 1-19: Esa Nummelin
Excursions above high levels by Gaussian random fields pp. 21-25: Robert J. Adler
Asymptotic behaviour of Wiener-Hopf factors of a random walk pp. 27-37: N. Veraverbeke
A generalised ratio identity pp. 39-45: P. A. Pegg
Generalized renewal sequences and infinitely divisible lattice distributions pp. 47-55: K. van Harn and F. W. Steutel
The critical Bienaymé-Galton-Watson process pp. 57-66: Fred M. Hoppe
Ruin problems with compounding assets pp. 67-79: J. Michael Harrison
The estimation of a nonlinear moving average model pp. 81-90: P. M. Robinson

Continuous branching processes and spectral positivity pp. 217-242: N. H. Bingham
Specifying absorption probabilities for the simple random walk pp. 243-252: W. D. Ray
On the class of Markov chains with finite convergence time pp. 253-259: Eduardo J. Subelman
Some martingales related to cumulative sum tests and single-server queues pp. 261-269: Douglas P. Kennedy
A stochastic model for two interacting species pp. 271-282: Prajneshu
Approximation of eigencharacteristics in nearly-completely decomposable stochastic systems pp. 283-296: P. J. Courtois and G. Louchard
On the optimal switching level for an M/G/1 queueing system pp. 297-316: J. W. Cohen
On moment measures of departure from the normal and exponential laws pp. 317-328: C. C. Heyde and J. R. Leslie

On spectral estimation for a homogeneous random process on the circle pp. 107-120: Jean-Marie Dufour and Roch Roy
On a multivariate central limit theorem for stationary bilinear processes pp. 121-133: C. Villegas
The superposition of the backward and forward processes of a renewal process pp. 135-148: Rodney Coleman
Martingales, the smoothing index and ergodic theory pp. 149-155: Louis H. Blake
A note on the J1-convergence of a first-passage process pp. 157-165: N. R. Mohan
On the time to first failure in multicomponent exponential reliability systems pp. 167-173: Sheldon M. Ross
Some new limit theorems for the critical branching process allowing immigration pp. 175-185: A. G. Pakes
A study of the action of wild fires on remote forests pp. 187-202: C. W. Wilkins
A Lindeberg-type theorem pp. 203-213: David B. Wolfson

Branching random walks I pp. 1-13: Soren Asmussen and Norman Kaplan
Branching random walks II pp. 15-31: Norman Kaplan and Soren Asmussen
Second order limit theorems for the Markov branching process in random environments pp. 33-40: Andrew D. Barbour
On a Markov process generated by non-decreasing concave functions pp. 41-54: Joseph A. Yahav
Continuous time control of Markov processes on an arbitrary state space: Average return criterion pp. 55-77: Bharat T. Doshi
On a first-passage problem for a cumulative process with exponential decay pp. 79-88: Akira Tsurui and Shunji Osaki
Optimal replacement policies for two-unit machines with increasing running costs 1 pp. 89-106: Menachem Berg