Methodology and Computing in Applied Probability

1999 - 2026

Current editor(s): Joseph Glaz

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Volume 28, issue 1, 2026

Uniform Sampling of Fixed Size Polyominoes pp. 1-20

David Coupier, Julien Gheysens and Nicolas Wicker

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

Volume 27, issue 4, 2025

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

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

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

Inge S. Helland

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

Aristides V. Doumas

On the Optimal Nested Ordered Algorithm pp. 1-15

Viktor Skorniakov

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

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

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

Djibril Ndiaye and Khader Khadraoui

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

Pavel V. Gapeev

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

Mylène Bédard

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

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

Maxim Finkelstein and Ji Hwan Cha

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

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

Mario Abundo

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

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

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

Konstantin A. Rybakov

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

Hassan Chetouani, Nikolaos Limnios and Jingyuan Shen

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

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

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

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

Volume 27, issue 3, 2025

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

Ernest Nieznaj

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

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

Yong Kong

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

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

Stathis Chadjiconstantinidis and Georgios Psarrakos

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

Ji Hwan Cha and Maxim Finkelstein

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

Rohini Bhagwanrao Pote and Kuldeep Kumar Kataria

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

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

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

Poornima R and Kirupa K

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

Vassiliou P.-C.g

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

S. K. Samanta and A. Verma

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

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

Volume 27, issue 2, 2025

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

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

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

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

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

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

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

Shilpa Garg, Ashok Kumar Pathak and Aditya Maheshwari

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

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

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

Florian Gach, Simon Hochgerner, Eva Kienbacher and Gabriel Schachinger

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

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

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

Christian Hirsch and Peter Juhasz

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

Stathis Chadjiconstantinidis and Apostolos Bozikas

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

Covering One Point Process with Another pp. 1-28

Frankie Higgs, Mathew D. Penrose and Xiaochuan Yang

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

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

Pierre Zuyderhoff, Michel Denuit and Julien Trufin

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

Volume 27, issue 1, 2025

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

Peixin Zhao and Qian Jiang

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

Yilun Shang

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

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

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

Extremes of Nonstationary Harmonizable Processes pp. 1-29

M. Grigoriu

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

Bohan Li, Junyi Guo and Xiaoqing Liang

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

Spatial Permutations Sampling Convergence Speed pp. 1-7

Nicolas Wicker

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

Thoa Thieu and Roderick Melnik

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

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

Abdoun Sylia and Taleb Samira

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