Methodology and Computing in Applied Probability

1999 - 2025

Current editor(s): Joseph Glaz

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Volume 27, issue 2, 2025

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

Stathis Chadjiconstantinidis and Apostolos Bozikas

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

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

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

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

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

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

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

Florian Gach, Simon Hochgerner, Eva Kienbacher and Gabriel Schachinger

Covering One Point Process with Another pp. 1-28

Frankie Higgs, Mathew D. Penrose and Xiaochuan Yang

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

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

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

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

Pierre Zuyderhoff, Michel Denuit and Julien Trufin

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

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

Christian Hirsch and Peter Juhasz

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

Shilpa Garg, Ashok Kumar Pathak and Aditya Maheshwari

Volume 27, issue 1, 2025

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

Abdoun Sylia and Taleb Samira

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

Diffusion Approximation of Loss Queueing Systems pp. 1-5

Nikolaos Limnios and Bei Wu

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

Pavel V. Gapeev and Yavor I. Stoev

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

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

Thoa Thieu and Roderick Melnik

Spatial Permutations Sampling Convergence Speed pp. 1-7

Nicolas Wicker

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

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

Peixin Zhao and Qian Jiang

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

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

Bohan Li, Junyi Guo and Xiaoqing Liang

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

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