Methodology and Computing in Applied Probability

1999 - 2026

Current editor(s): Joseph Glaz

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Volume 28, issue 3, 2026

A Linear Algebraic Truncation Algorithm with A Posteriori Error Bounds for Computing Markov Chain Equilibrium Gradients pp. 1-18

Saied Mahdian and Peter W. Glynn

Matching Probability Between Two Aligned Markov Dependent Nucleic Acid Sequences while Allowing d Mutations pp. 1-18

James C. Fu, Wan-Chen Lee, Wen-Yi Wendy Lou and Hsing-Ming Chang

Modeling and Analysis of Energy-Harvesting Devices with Temporal Inactivity: A Markov Fluid Queue Approach for Cost-Optimal Battery Sizing pp. 1-40

Nikhil A P and T.G. Deepak

Estimating the Cost of Epidemic Outbreaks in Stochastic SIR models pp. 1-26

Vasileios E. Papageorgiou and Antonis Economou

Performance Analysis of the Basic Queue Model for Digital Sharing Economy Platforms pp. 1-35

Heng-Li Liu, Quan-Lin Li and Chi Zhang

Computational Procedures and Optimal Pricing Strategies for Stochastic Queueing-Inventory Systems with Random-Replenishment Order Size and Batch-size Demand pp. 1-30

Ranu Singh and Abhijit Datta Banik

Flexibly Incorporating Prior Information Into Subset Scan Statistics pp. 1-31

Daniel B. Neill, Shizhan Gong, Ellie Haber, Alexandra Lefevre and Jackson Oleson

Fractional compound renewal sums with discounted claims pp. 1-28

Ghislain Léveillé and Emmanuel Hamel

Computable Perturbation Bounds for Augmented Truncations of Ergodic Continuous-Time Markov Chains pp. 1-20

Badredine Issaadi

A New Mixture Model for Spatiotemporal Exceedances with Flexible Tail Dependence pp. 1-21

Ryan Li, Emily C Hector, Brian J Reich and Reetam Majumder

Optimized Multi-Level Monte Carlo Parametrization and Antithetic Sampling for Nested Simulations pp. 1-34

Alexandre Boumezoued, Adel Cherchali, Vincent Lemaire, Gilles Pagès and Mathieu Truc

Fractional Generalizations of the Compound Poisson Process pp. 1-19

Neha Gupta and Aditya Maheshwari

The Integer-Valued Moving-Average Random Field pp. 1-19

Angelika Silbernagel and Christian H. Weiß

Correction in “Diffusion Approximation of Gamma Processes in Semi-Markov Random Media” pp. 1-2

Nikolaos Limnios and Faiza Fourati

Performance Evaluation in Small Hierarchical Call Centres in a Transient Regime: A Case Study pp. 1-29

Mark Fackrell, Hritika Gupta and Peter G. Taylor

Distributional and Extremal Behaviour of Brownian Motion with Exponential Resetting pp. 1-29

Krzysztof Dȩbicki, Enkelejd Hashorva and Zbigniew Michna

Win Probabilities in the First Ahead by at Least k Multinomial Game pp. 1-11

Sheldon M. Ross

Performance analysis of a single server priority retrial queue with two-way communication pp. 1-25

Aswani Thomas and T.G. Deepak

Sequential Optimization of Multiple Stopping Times with Spatial Subset Selection pp. 1-32

Roméo Tayewo, François Septier, Ido Nevat and Gareth W. Peters

Complete f-Moment Convergence for Arrays of Rowwise $$m_{n}$$ m n -Extended Negatively Dependent Random Variables and its Application pp. 1-32

Yanjiang Chen, Andrei Volodin and Xuejun Wang

Volume 28, issue 2, 2026

Relative Error of Scaled Poisson Approximation for Tail Distributions via Stein’s Method pp. 1-34

Yingdong Lu, Yue Tan and Cathy H. Xia

Efficient Rare-Event Simulation for Random Geometric Graphs via Importance Sampling pp. 1-34

Sarat Moka, Christian Hirsch, Volker Schmidt and Dirk Kroese

Quantization of Probability Distributions via Divide-and-Conquer: Convergence and Error Propagation under Distributional Arithmetic Operations pp. 1-42

Bilgesu Arif Bilgin, Karl Olof Hallqvist Elias, Michael Selby and Phillip Stanley-Marbell

Asymptotic Properties of the Multivariate Szász-Mirakyan Estimator for Cumulative Distribution Functions on the Nonnegative Orthant pp. 1-42

Guanjie Lyu, Frédéric Ouimet and Cindy Feng

Subtractive Random Forests with Two Choices pp. 1-27

Francisco Calvillo, Luc Devroye and Gábor Lugosi

Extreme Score Distributions in Countable-Outcome Round-Robin Tournaments of Equally Strong Players pp. 1-27

Yaakov Malinovsky

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

Aristides V. Doumas and S. Spektor

Approximations for the Number of Maxima and Near-maxima in Independent Data pp. 1-21

Fraser Daly

A Time-Varying Branching Process Approach to Model Self-Renewing Cells pp. 1-21

Huyen Nguyen, Haim Bar, Zhiyi Chi and Vladimir Pozdnyakov

Mean-Field Analysis of Large-Scale Bipartite Queueing Models for Threshold-Based and Stochastic Offloading Multi-Access Edge Computing pp. 1-21

Kazuma Abe and Tuan Phung-Duc

A Semi-Markov Process for the K-in-a-Row Design pp. 1-32

Nancy Flournoy, José A. Moler, Assaf Oron and Maider Sada

New Discrete Bivariate Distributions Generated from Discrete Time Point Process Model pp. 1-25

Hyunju Lee and Ji Hwan Cha

Simulation and Analysis of Multifractional Stochastic Processes with R Package Rmfrac pp. 1-25

Andriy Olenko and Nemini Samarakoon

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

Weixuan Xia and Yuyang Zhang

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

Simulating Diffusion Bridges using the Wiener Chaos Expansion pp. 1-36

Francisco Delgado-Vences, Gabriel Adrián Salcedo-Varela and Fernando Baltazar-Larios

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

Optimal Control Problems for a Class of Markovian Epidemic Models pp. 1-23

Matthieu Simon and Souleymane Thiandoum

Another Look at the Zero Integral Difference Between Lorenz and Concentration Curves in Supervised Learning pp. 1-23

Michel Denuit and Julien Trufin

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

Shipei Wu and Shaojun Lan

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

Serkan Eryilmaz

Weighted Shannon Differential Entropy for Consecutive k-out-of-n:G Systems: Properties, Bounds, Estimation and Applications pp. 1-29

Xiangyu Tian and Bin Lu

Optimal Analysis on a Two-Way Communication Retrial Queueing System with Priority Customers pp. 1-35

Yu Quan, Ruiling Tian, Xinyi Wang and Leiping Xi

Reliability Assessment of a non Markovian $$ k $$ -out-of- $$(\mathfrak {a}+\mathfrak {b}+\mathfrak {c})$$: $$ G $$ System with Preventive Maintenance and Unreliable Repairer using Markov Regenerative Stochastic Petri Nets pp. 1-35

Samira Taleb and Kheir eddine Boudehane

Numerical Treatment of Stochastic Delay Differential Equations using Computational Scheme based on Shifted Chebyshev Cardinal Functions pp. 1-14

P. K. Singh and S. Saha Ray

Covariance Matrices Under Sublinear Expectation and Application to Robust Portfolio Selection pp. 1-26

Xinpeng Li, Jingxu Niu and Miao Yu

Game Equilibrium and Simulation in M/M/1 Retrial Queues with Standby Mechanism pp. 1-26

Siyu Liu, Xiuli Xu and Keyu Liu

Compound Poisson Disorder Problem with General Disorder Prior Density pp. 1-26

Deniz Sahin, Savas Dayanik and Semih O. Sezer

On Revisiting Idempotent Matrices and Chi-Square Distributions of Quadratic Forms pp. 1-26

Nitis Mukhopadhyay

Finite Element Approximations of Stochastic Linear Schrödinger Equation Driven by Additive Wiener Noise pp. 1-26

Suprio Bhar, Mrinmay Biswas and Mangala Prasad

Stationary Distribution and Density Function of a Stochastic Population Model with Ornstein-Uhlenbeck Process pp. 1-37

Sheng Wang, Zeyan Yue and Jiarui Meng

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

Sam Efromovich

On Random Simplex Picking Beyond the Blaschke Problem pp. 1-45

Dominik Beck

Robust Nash equilibrium for Asset-Liability Management Games Under Money Illusion and Mean-Reverting Return pp. 1-45

Yumo Zhang, Peter Pommergård Lind and Hanqing Xiang

Perpetual American Compound Lookback and Integral Options with Floating Strikes pp. 1-30

Pavel V. Gapeev

Optimal Investment for Agents with Unhedgeable Stochastic Income in Competitive Games pp. 1-30

Li Wei, Yaoyi Wei and Ming Zhou

Hitting Probabilities and Hitting Times in Time-inhomogeneous Level-dependent Quasi-birth-death Processes pp. 1-31

A. Gómez-Corral, M. López-García, F. Palacios-Rodríguez and D. Taipe

Efficient Computation of Probability Distributions of Pattern Statistics Through Auxiliary Markov Chains - Some Considerations pp. 1-12

Donald E. K. Martin, Hunter Brooks and Nonhle Mdziniso

Volume 28, issue 1, 2026

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

Ben O’Neill

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

Nikolaos Limnios and Faiza Fourati

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

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

Xiaoqing Liang and Junyi Guo

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

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

He Yi, Narayanaswamy Balakrishnan and Xiang Li

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

Koji Tsukuda

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

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

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

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

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

He Yi, Narayanaswamy Balakrishnan and Xiang Li

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

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

Serkan Eryilmaz