Methodology and Computing in Applied Probability

1999 - 2026

Current editor(s): Joseph Glaz

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Volume 28, issue 2, 2026

Analytical and Economic Study of a Discrete-Time Queueing System with Patient Server and Working Vacations pp. 1-28

Shipei Wu and Shaojun Lan

Kolmogorov-Type Maximal Inequalities for Independent and Dependent Negative Binomial Random Variables pp. 1-15

Aristides V. Doumas and S. Spektor

Bivariate Load Sharing Model: Bayesian Inference pp. 1-36

Habiba Khatun and Debasis Kundu

Analysis of System Length and Waiting Time Distributions in BMAP/G/1 Queue Using Characteristic Roots pp. 1-36

S. K. Samanta

On the Asymptotic Behavior of the Multi-step Prediction Error for a Nonlinear Random Fields Model with Estimated Coefficients pp. 1-23

Ouerdia Arezki, Sébastien Pinel and Paul-Marie Grollemund

On the Absolute-Value Integral of a Brownian Motion with Drift: Exact and Asymptotic Formulae pp. 1-44

Weixuan Xia and Yuyang Zhang

Publisher Correction: The Evaluation of System Reliability Under Dependent Shock Magnitudes pp. 1-1

Serkan Eryilmaz

Nonparametric Hazard Rate Estimation for Current Status Censoring pp. 1-24

Sam Efromovich

Volume 28, issue 1, 2026

Environment Reconstruction for a Class of Diffusions pp. 1-20

Carlos G. Pacheco and Mariana Pérez-Rojas

Uniform Sampling of Fixed Size Polyominoes pp. 1-20

David Coupier, Julien Gheysens and Nicolas Wicker

Analysis of BMAP/PH/c Retrial Queue with Threshold-Controlled Retrials and Synchronous Working Vacation pp. 1-38

Natarajan Aishwarya, Agassi Melikov and Govindan Ayyappan

An Analysis of Linear Regression and Neural Networks Approximation for the Pricing of Swing Options pp. 1-43

Christian Yeo

Analysis of Semi-Markov Reward Processes Motivated by Ramp Rate Limitation in Wind Farms pp. 1-43

Guglielmo D’Amico and Salvatore Vergine

Evaluating Moments of Length of Pitman Partition pp. 1-16

Koji Tsukuda

Circular One/Two/Three-dimensional Consecutive k-Type Systems pp. 1-25

He Yi, Narayanaswamy Balakrishnan and Xiang Li

Queueing Model Approximation for Multi-threaded Architecture with Feedback Jobs pp. 1-24

Vimhala K, Lavanya G, Vidhyacharan Bhaskar, Subburayan V and Annie Uthra

On Erlangization and Extrapolation, with Applications to Financial Regime-Switching Lévy Models pp. 1-24

Søren Asmussen

Generalized Optimal Initial Capital and Risk Measures Induced by the Generalized Certainty Equivalent pp. 1-24

Zhenfeng Zou

A Probabilistic Analysis of the (T, N) Platoon Formation Policy in Connected Autonomous Truck Systems pp. 1-24

Yutae Lee

Equilibrium Contribution Rate and Asset Allocation of DB Pension Plan under the CEV Model pp. 1-45

Junjian Dong and Guohui Guan

Diffusion Approximation of Gamma Processes in Semi-Markov Random Media pp. 1-14

Nikolaos Limnios and Faiza Fourati

Scaling Limit of Heavy-Tailed Nearly Unstable Cumulative INAR( $$\infty$$ ) Processes and Rough Fractional Diffusions pp. 1-48

Chunhao Cai, Ping He, Qinghua Wang and Yingli Wang

Maximizing the Probability of Reaching a Goal Before Ruin with Transaction Costs pp. 1-30

Xiaoqing Liang and Junyi Guo

The Evaluation of System Reliability Under Dependent Shock Magnitudes pp. 1-11

Serkan Eryilmaz

Equilibrium Passenger and Social Optimality in an Airport Pick-up Scenario pp. 1-22

Zhen Wang, Wenjing Peng, Qizhi Xiao, Youwu Lin and Jinjin Liu

Discrete-Time Household Epidemic Models pp. 1-34

Frank Ball, Niamh Martin, Peter Neal and David Sirl

Correction to: Redundancy in Two-series-parallel and Two-parallel-series Systems with Independent Components Randomly Chosen from Two Batches pp. 1-1

Longxiang Fang, Yu Ruan and N. Balakrishnan

A General Type of Linear Consecutive-k Systems pp. 1-37

He Yi, Narayanaswamy Balakrishnan and Xiang Li

Directional Gaussian Hypergeometric Beta Distributions and their uses in Contaminated Binary Sampling pp. 1-39

Ben O’Neill

Markovian Queue with Bulk Arrivals and State-Dependent Service under a Modified Bulk-Service Rule: A Roots Approach to the $$M^{X}/M^{(L \rightarrow K)}_r/1$$ System pp. 1-33

Anjana Kumari and Gagandeep Singh

Quantile-Based Cumulative Past Extropy of Record Values pp. 1-33

E. I. Abdul Sathar and Veena L. Vijayan

Volume 27, issue 4, 2025

Perpetual American Compound Fixed-Strike Lookback Options on Maxima Drawdowns pp. 1-33

Pavel V. Gapeev

Correction to: Distributions of the Number of Records and the Waiting time Distributions for the Rth Record pp. 1-1

Yung-Ming Chang, James C. Fu and Tung-Lung Wu

Bayesian Adaptive Variable Selection with a Generalized g-prior pp. 1-30

Djibril Ndiaye and Khader Khadraoui

Redundancy in Two-series-parallel and Two-parallel-series Systems with Independent Components Randomly Chosen from Two Batches pp. 1-21

Longxiang Fang, Yu Ruan and N. Balakrishnan

Modeling Electrical Distribution Networks with Inhomogeneous Galton-Watson Trees pp. 1-21

Jakob G. Rasmussen, Troels Pedersen and Rasmus L. Olsen

A Latent Variable Approach to the Analysis of Progressively Hybrid Censored Masked Data pp. 1-28

Sanjeev K Tomer, M S Panwar and Himanshu Rai

Quantum Probability for Statisticians; Some New Ideas pp. 1-24

Inge S. Helland

On the f-divergence on Quantum Calculus pp. 1-13

Saeed Kosari, Milad Yadollahzadeh, MohammadHossein Derakhshan and Seyed Abdollah Beikaee

How Fast Does Extinction Occur in Bisexual Populations With Size-Dependent Mating Dynamics? pp. 1-25

Ehyter M. Martín-González, Carlos Galván-Galván and Eduardo Calvo-Martínez

A Multi-level Monte Carlo Simulation for Invariant Distribution of Markovian Switching Lévy-Driven SDEs with Super-Linearly Growth Coefficients pp. 1-25

Hoang-Viet Nguyen, Trung-Thuy Kieu, Duc-Trong Luong, Hoang-Long Ngo and Ngoc Khue Tran

On Approximate Representation of Fractional Brownian Motion pp. 1-19

Konstantin A. Rybakov

Equilibrium and Optimization in a Multi-server Queue with N-policy, Heterogeneous Information and Reneging pp. 1-26

Xumeng Xie, Wei Sun, Hao Wang and Shiyong Li

Approximating the Dynamic VaR Risk Measure in Ruin Theory pp. 1-26

Zhenyu Cui, Wen Su and Zhimin Zhang

Introduction, Analysis and Limiting Behaviour of a Multi-Level Nonhomogeneous Semi-Markov System with a Reducible Embedded Markov Chain pp. 1-27

V. A. Dimitriou and A. A. Papadopoulou

Non-stationary Phase of the Metropolis-adjusted Langevin Algorithm with Annealed Proposals pp. 1-40

Mylène Bédard

Study of Direct and Inverse First-exit Problems for Drifted Brownian Motion with Poissonian Resetting pp. 1-34

Mario Abundo

Maintenance Optimization of Repairable Systems Under a Diffusion Approximation Scheme pp. 1-12

Hassan Chetouani, Nikolaos Limnios and Jingyuan Shen

Dixie Cup Problem in an Interlacing Process pp. 1-16

Aristides V. Doumas

On Shock Models with Two Shock Types pp. 1-17

Maxim Finkelstein and Ji Hwan Cha

Optimal Insurance Demand and Investment-consumption Choices for Individuals Confronting Uninsured Risks pp. 1-23

Peng Li and Ming Zhou

Multivariate Stochastic Rayleigh Process: Computational Aspects, Statistical Inference, Estimation and Prediction Analysis pp. 1-23

Yassine Chakroune, Abdenbi El Azri, Ahmed Nafidi and Ilyasse Makroz

Asymptotic Ruin Probability for a Bidimensional Delay-claim Risk Model with Dependent Subexponential Claims pp. 1-23

Yuchen Sun, Dawei Lu and Meng Yuan

On the Optimal Nested Ordered Algorithm pp. 1-15

Viktor Skorniakov

Optimization Design of the Shock Model for Repairable Retrial Systems with $$N$$ -policy and Imperfect Coverage pp. 1-29

Jian Liu, Linmin Hu, Yaling Qin and Qi Shao

Optimal Investment and Risk Control for An Insurer in A Jump-diffusion Market with Regime-switching pp. 1-29

Weiwei Shen

Burg entropy in terms of survival function and its application in model selection pp. 1-20

Omid Kharazmi, Shital Saha and Suchandan Kayal

The Finite-Time Ruin Probabilities of a Renewal Risk Model with Arbitrarily Dependent Insurance and Financial Risks Caused by Systematic Factors pp. 1-20

Chenghao Xu, Jiangyan Peng and Lei Zou

Expected Values of Order Statistics in Finite Samples from Normal Mixture Distributions pp. 1-31

Gwo Dong Lin and Yuchung J. Wang

Appointment Scheduling for Parallel Queues pp. 1-31

R. Bekker, B. Bharti and M. Mandjes

The Marcinkiewicz Laws for Weighted Sums of Heavy-Tailed Random Variables and Applications to the Value-at-Risk Estimators and Semiparametric Regression Models pp. 1-32

Ta Cong Son, Le Van Dung, Bui Khanh Hang and Tran Manh Cuong

Volume 27, issue 3, 2025

Conditional Gambler’s Ruin Problem with Arbitrary Winning and Losing Probabilities with Applications pp. 1-31

Paweł Lorek and Piotr Markowski

Stochastic Modeling of a Base Station in 5G Wireless Networks for Energy Aspects Using Advanced Sleep Mechanism pp. 1-31

Anisha Aggarwal, Priyanka Kalita and Dharmaraja Selvamuthu

An Enhanced Epidemic Susceptible-Infected-Hospitalized-Recovered-Deceased (SIHRD) Stochastic Model with Emphasis on the Impact of Hospitalizations on Epidemic Evolution pp. 1-26

Vasileios E. Papageorgiou, Georgios Vasiliadis and George Tsaklidis

Convexity Conditions for Optimizing a Single Server Discrete-time Queueing System under a Randomized Cutoff Policy pp. 1-26

Shweta Upadhyaya, Divya Agarwal and Shree Vaishnawi

Performance Analysis and Cost Optimization of an M/M/1 Queue with N-Policy and Working Breakdown pp. 1-26

K. V. Vijayashree and P. Pavithra

Backward Non-Homogeneous Markov Systems: Weak Ergodicity pp. 1-23

Vassiliou P.-C.g

An Enhanced Method for the Computation of the Distribution of the Proportion of Time that a Continuous-Time Markov Chain is in a Subset of States in a Time Interval pp. 1-44

Víctor Suñé and Juan A. Carrasco

A Large Class of Bilateral Distributions for Financial Applications pp. 1-29

Khouzeima Moutanabbir and Houenansi Placide Ezin

Procurement, Dynamic Pricing, and Early Exit Decisions for Products with Short Life Cycles pp. 1-27

Elifnas Ertekin, J. B. G. Frenk, Canan Pehlivan and Andrei Sleptchenko

Distributions of the Number of Records and the Waiting Time Distributions for the rth Record pp. 1-13

Yung-Ming Chang, James C. Fu and Tung-Lung Wu

On the Joint Distributions of Increasing and Decreasing Successions of Arbitrary Multisets pp. 1-16

Yong Kong

System Point Level Crossing Approach for Lost Sales Deteriorating Inventory Systems with Positive Lead Time pp. 1-19

K. Preethi and B. Sivakumar

A Novel Approximation Method for Computing the Adjustment Coefficient of a Nonlinear Cramér-Lundberg Risk Model with Gamma Claims pp. 1-19

Basak Gever Ekinci, Zulfiye Hanalioglu and Tahir Khaniyev

Discrete-Time Geo/Geo/1 Queueing System Associated with (s, S) Inventory Policy pp. 1-28

S. K. Samanta and A. Verma

On the Mixed Extended Generalized Pólya Process and Its Stochastic Intensity Paradox pp. 1-18

Ji Hwan Cha and Maxim Finkelstein

On Defective Renewal Equations and Compound Geometric Distributions, with Applications in Ruin Theory pp. 1-30

Stathis Chadjiconstantinidis and Georgios Psarrakos

A Cost-Efficient Retrial Queueing Model for Mitigating DDoS Attacks with Standby Mechanisms pp. 1-42

Poornima R and Kirupa K

The Stationary Distribution for Blackwell’s Markov Chain pp. 1-21

Ernest Nieznaj

On Erlang Queue with Multiple Arrivals and its Time-Changed Variant pp. 1-36

Rohini Bhagwanrao Pote and Kuldeep Kumar Kataria

A Partial Review on Testing for Change Points in Autoregressive Time Series Models pp. 1-35

Mohamed Salah Eddine Arrouch, Echarif Elharfaoui, Mohamed-Amine Elaafani and Sara Nejjam

Volume 27, issue 2, 2025

Generative-Discriminative Machine Learning Models for High-Frequency Financial Regime Classification pp. 1-32

Andreas Koukorinis, Gareth W. Peters and Guido Germano

Entropies of the Poisson Distribution as Functions of Intensity: “Normal” and “Anomalous” Behavior pp. 1-32

Dmitri Finkelshtein, Anatoliy Malyarenko, Yuliya Mishura and Kostiantyn Ralchenko

Sideward Contact Tracing in an Epidemic Model with Mixing Groups pp. 1-20

Dongni Zhang and Martina Favero

The Uniform Poisson–Ailamujia INAR(1) Process with Random Coefficient pp. 1-20

M. R. Irshad, Muhammed Ahammed and R. Maya

A Speed-based Estimator of Signal-to-Noise Ratios pp. 1-15

Yuang Song and Olympia Hadjiliadis

Dynamics of a Stochastic Predator-Prey System in Presence of Competitor for Prey with Fear Effect and Hunting Cooperation pp. 1-15

Debasis Mukherjee

Self and Mutually Exciting Point Process Embedding Flexible Residuals and Intensity with Discretely Markovian Dynamics pp. 1-23

Kyungsub Lee

Random Walk in the Complete Graph: Hitting and Cover Times pp. 1-23

François Castella and Bruno Sericola

Simpson’s Paradox for Kendall’s Rank Coefficient pp. 1-14

Pierre Zuyderhoff, Michel Denuit and Julien Trufin

A Conditioned Kullback-Leibler Divergence Measure through Compensator Processes and its Relationship to Cumulative Residual Inaccuracy Measure with Applications pp. 1-25

Vanderlei da Costa Bueno and Narayanaswamy Balakrishnan

Tempered Space-Time Fractional Negative Binomial Process pp. 1-16

Shilpa Garg, Ashok Kumar Pathak and Aditya Maheshwari

Competing Risks Modelling via Multistate System Methodology under a Generalized Family of Distributions pp. 1-19

Theodora Dimitrakopoulou, Alex Karagrigoriou, Andreas Makrides and Ilia Vonta

An Extension of Interval Probabilities using Modal Interval Theory and its Application to Non-life Insurance pp. 1-17

Roman Adillon, Lambert Jorba and Maite Mármol

Mean-Field Libor Market Model and Valuation of Long Term Guarantees pp. 1-43

Florian Gach, Simon Hochgerner, Eva Kienbacher and Gabriel Schachinger

Optimal Multivariate EWMA Chart for Detecting Common Change in Mean pp. 1-22

Yanhong Wu and Wei Biao Wu

Asymptotic Properties of the Estimators in Mildly Stable Unit Root Process pp. 1-22

Xiyao Zhang, Hui Jiang, Weilin Xiao and Weigang Wang

Cumulative Residual Entropy of Linear Consecutive $$k$$ k -out-of- $$n$$ n:G Systems and their Applications pp. 1-22

M. Kayid and N. Balakrishnan

On the Topology of Higher-order Age-dependent Random Connection Models pp. 1-41

Christian Hirsch and Peter Juhasz

Covering One Point Process with Another pp. 1-28

Frankie Higgs, Mathew D. Penrose and Xiaochuan Yang

Expressions for Marginal Mean Excess and Marginal Expected Shortfall Measures under Bivariate Scale Mixture of Normal Distribution pp. 1-18

Roohollah Roozegar, Narayanaswamy Balakrishnan, Heydar Ali Mardani-Fard, Anthony F. Desmond and Ahad Jamalizadeh

A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson’s Equation pp. 1-18

Saied Mahdian, Peter W. Glynn and Yuanyuan Liu

An Accurate and Stable Numerical Method for Pricing Asian Options pp. 1-18

Saurabh Bansal and Srinivasan Natesan

Cramér Moderate Deviations and Berry-Esseen Bounds for Mandelbrot’s Cascade in a Random Environment pp. 1-21

Yingqiu Li, Peihan Li and Yushao Wei

Preservation of Transform Order Properties of Component Lifetimes by System Lifetimes pp. 1-21

Tomasz Rychlik and Magdalena Szymkowiak

Estimation and Goodness-of-fit for the q-Weibull Distribution via the Mellin Transform pp. 1-21

Marília Oliveira, Josimar Vasconcelos, Frank Gomes-Silva and Abraão Nascimento

State Re-union Maintainability for Semi-Markov Models in Manpower Planning pp. 1-21

Brecht Verbeken and Marie-Anne Guerry

Simulation of Mckean-Vlasov Bsdes by Wiener Chaos Expansion pp. 1-39

Céline Acary-Robert, Philippe Briand, Abir Ghannoum and Céline Labart

The Gerber-Shiu Penalty Function for a Two-sided Renewal Risk Process Perturbed by Diffusion pp. 1-34

Ekaterina Todorova Kolkovska and Sonny A. Medina Jimenez

On Cold Standby Repairable Systems with a Random Change Point in Failure and/or Repair Times pp. 1-51

Stathis Chadjiconstantinidis and Apostolos Bozikas

Volume 27, issue 1, 2025

The Asymptotic Distribution of the Scaled Remainder for Pseudo Golden Ratio Expansions of a Continuous Random Variable pp. 1-13

Ira W. Herbst, Jesper Møller and Anne Marie Svane

Quickest Change-point Detection Problems for Multidimensional Wiener Processes pp. 1-25

Pavel V. Gapeev and Yavor I. Stoev

On Ordered Beta Distribution and the Generalized Incomplete Beta Function pp. 1-16

Mayad Al-Saidi, Alexey Kuznetsov and Mikhail Nediak

On Geometric-type Approximations with Applications pp. 1-16

Fraser Daly and Claude Lefèvre

Optimal Strategy and System Performance in a Feedback Queue with Customer-intensive Services and Boundedly Rational Customers pp. 1-16

Yang Song and Xinying Liu

Matrix-analytic Methods for the Evolution of Species Trees, Gene Trees, and Their Reconciliation pp. 1-47

Albert Ch. Soewongsono, Jiahao Diao, Tristan Stark, Amanda E. Wilson, David A. Liberles, Barbara R. Holland and Małgorzata M. O’Reilly

Spatial Permutations Sampling Convergence Speed pp. 1-7

Nicolas Wicker

Extremes of Nonstationary Harmonizable Processes pp. 1-29

M. Grigoriu

Randomized Repeated Significance Tests Based on Scan Statistics for Discrete Data pp. 1-26

Yong Qiao and Joseph Glaz

Social Interactions in Queueing Systems: Pricing Decision with Reference Time Effect pp. 1-26

Tao Jiang, Zitong Zhang and Xudong Chai

The Aggregate Discounted Claims Process Under Multiple and Terminable Arrivals Renewal Processes pp. 1-23

Zhehao Zhang

Global Offensive Alliances and Groupies in Heterogeneous Random Graphs pp. 1-14

Yilun Shang

A New Family of Continuous Univariate Distributions pp. 1-20

Markos V. Koutras and Spiros D. Dafnis

Actor-Critic Learning Algorithms for Mean-Field Control with Moment Neural Networks pp. 1-20

Huyên Pham and Xavier Warin

On the Analysis of a Generalised Mean-Reverting Stochastic Model with Two Uncorrelated Brownian Motions pp. 1-20

Emmanuel Coffie

On a Balking M/G/1 Queue with General Differentiated Vacations pp. 1-32

Abdoun Sylia and Taleb Samira

Optimal Monotone Mean-Variance Problem in a Catastrophe Insurance Model pp. 1-37

Bohan Li, Junyi Guo and Xiaoqing Liang

Diffusion Approximation of Loss Queueing Systems pp. 1-5

Nikolaos Limnios and Bei Wu

Bootstrap of Reliability Indicators for Semi-Markov Processes pp. 1-18

Irene Votsi and Salim Bouzebda

New Information-Based Replacement Policies for Heterogeneous Populations of ‘Aging’ and ‘Non-Aging’ Items pp. 1-18

Ji Hwan Cha, Maxim Finkelstein and Na Young Yoo

Orthogonal Weighted Empirical Likelihood Test for ARCH-M Models with Double Functional Coefficients pp. 1-12

Peixin Zhao and Qian Jiang

Modelling the Behavior of Human Crowds as Coupled Active-passive Dynamics of Interacting Particle Systems pp. 1-22

Thoa Thieu and Roderick Melnik