EconPapers    
Economics at your fingertips  
 

Methodology and Computing in Applied Probability

1999 - 2026

Current editor(s): Joseph Glaz

From Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 28, issue 2, 2026

Weighted Shannon Differential Entropy for Consecutive k-out-of-n:G Systems: Properties, Bounds, Estimation and Applications pp. 1-29 Downloads
Xiangyu Tian and Bin Lu
Subtractive Random Forests with Two Choices pp. 1-27 Downloads
Francisco Calvillo, Luc Devroye and Gábor Lugosi
On the Absolute-Value Integral of a Brownian Motion with Drift: Exact and Asymptotic Formulae pp. 1-44 Downloads
Weixuan Xia and Yuyang Zhang
Perpetual American Compound Lookback and Integral Options with Floating Strikes pp. 1-30 Downloads
Pavel V. Gapeev
Quantization of Probability Distributions via Divide-and-Conquer: Convergence and Error Propagation under Distributional Arithmetic Operations pp. 1-42 Downloads
Bilgesu Arif Bilgin, Karl Olof Hallqvist Elias, Michael Selby and Phillip Stanley-Marbell
Approximations for the Number of Maxima and Near-maxima in Independent Data pp. 1-21 Downloads
Fraser Daly
A Time-Varying Branching Process Approach to Model Self-Renewing Cells pp. 1-21 Downloads
Huyen Nguyen, Haim Bar, Zhiyi Chi and Vladimir Pozdnyakov
New Discrete Bivariate Distributions Generated from Discrete Time Point Process Model pp. 1-25 Downloads
Hyunju Lee and Ji Hwan Cha
Simulation and Analysis of Multifractional Stochastic Processes with R Package Rmfrac pp. 1-25 Downloads
Andriy Olenko and Nemini Samarakoon
Bivariate Load Sharing Model: Bayesian Inference pp. 1-36 Downloads
Habiba Khatun and Debasis Kundu
Analysis of System Length and Waiting Time Distributions in BMAP/G/1 Queue Using Characteristic Roots pp. 1-36 Downloads
S. K. Samanta
Analytical and Economic Study of a Discrete-Time Queueing System with Patient Server and Working Vacations pp. 1-28 Downloads
Shipei Wu and Shaojun Lan
Nonparametric Hazard Rate Estimation for Current Status Censoring pp. 1-24 Downloads
Sam Efromovich
On the Asymptotic Behavior of the Multi-step Prediction Error for a Nonlinear Random Fields Model with Estimated Coefficients pp. 1-23 Downloads
Ouerdia Arezki, Sébastien Pinel and Paul-Marie Grollemund
Optimal Control Problems for a Class of Markovian Epidemic Models pp. 1-23 Downloads
Matthieu Simon and Souleymane Thiandoum
Another Look at the Zero Integral Difference Between Lorenz and Concentration Curves in Supervised Learning pp. 1-23 Downloads
Michel Denuit and Julien Trufin
Kolmogorov-Type Maximal Inequalities for Independent and Dependent Negative Binomial Random Variables pp. 1-15 Downloads
Aristides V. Doumas and S. Spektor
Relative Error of Scaled Poisson Approximation for Tail Distributions via Stein’s Method pp. 1-34 Downloads
Yingdong Lu, Yue Tan and Cathy H. Xia
Efficient Rare-Event Simulation for Random Geometric Graphs via Importance Sampling pp. 1-34 Downloads
Sarat Moka, Christian Hirsch, Volker Schmidt and Dirk Kroese
Optimal Analysis on a Two-Way Communication Retrial Queueing System with Priority Customers pp. 1-35 Downloads
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 Downloads
Samira Taleb and Kheir eddine Boudehane
Covariance Matrices Under Sublinear Expectation and Application to Robust Portfolio Selection pp. 1-26 Downloads
Xinpeng Li, Jingxu Niu and Miao Yu
Game Equilibrium and Simulation in M/M/1 Retrial Queues with Standby Mechanism pp. 1-26 Downloads
Siyu Liu, Xiuli Xu and Keyu Liu
Compound Poisson Disorder Problem with General Disorder Prior Density pp. 1-26 Downloads
Deniz Sahin, Savas Dayanik and Semih O. Sezer
Publisher Correction: The Evaluation of System Reliability Under Dependent Shock Magnitudes pp. 1-1 Downloads
Serkan Eryilmaz
A Semi-Markov Process for the K-in-a-Row Design pp. 1-32 Downloads
Nancy Flournoy, José A. Moler, Assaf Oron and Maider Sada
Numerical Treatment of Stochastic Delay Differential Equations using Computational Scheme based on Shifted Chebyshev Cardinal Functions pp. 1-14 Downloads
P. K. Singh and S. Saha Ray

Volume 28, issue 1, 2026

An Analysis of Linear Regression and Neural Networks Approximation for the Pricing of Swing Options pp. 1-43 Downloads
Christian Yeo
Analysis of Semi-Markov Reward Processes Motivated by Ramp Rate Limitation in Wind Farms pp. 1-43 Downloads
Guglielmo D’Amico and Salvatore Vergine
A General Type of Linear Consecutive-k Systems pp. 1-37 Downloads
He Yi, Narayanaswamy Balakrishnan and Xiang Li
Equilibrium Contribution Rate and Asset Allocation of DB Pension Plan under the CEV Model pp. 1-45 Downloads
Junjian Dong and Guohui Guan
Scaling Limit of Heavy-Tailed Nearly Unstable Cumulative INAR( $$\infty$$ ) Processes and Rough Fractional Diffusions pp. 1-48 Downloads
Chunhao Cai, Ping He, Qinghua Wang and Yingli Wang
Maximizing the Probability of Reaching a Goal Before Ruin with Transaction Costs pp. 1-30 Downloads
Xiaoqing Liang and Junyi Guo
Directional Gaussian Hypergeometric Beta Distributions and their uses in Contaminated Binary Sampling pp. 1-39 Downloads
Ben O’Neill
Environment Reconstruction for a Class of Diffusions pp. 1-20 Downloads
Carlos G. Pacheco and Mariana Pérez-Rojas
Uniform Sampling of Fixed Size Polyominoes pp. 1-20 Downloads
David Coupier, Julien Gheysens and Nicolas Wicker
Discrete-Time Household Epidemic Models pp. 1-34 Downloads
Frank Ball, Niamh Martin, Peter Neal and David Sirl
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 Downloads
Anjana Kumari and Gagandeep Singh
Quantile-Based Cumulative Past Extropy of Record Values pp. 1-33 Downloads
E. I. Abdul Sathar and Veena L. Vijayan
The Evaluation of System Reliability Under Dependent Shock Magnitudes pp. 1-11 Downloads
Serkan Eryilmaz
Diffusion Approximation of Gamma Processes in Semi-Markov Random Media pp. 1-14 Downloads
Nikolaos Limnios and Faiza Fourati
Analysis of BMAP/PH/c Retrial Queue with Threshold-Controlled Retrials and Synchronous Working Vacation pp. 1-38 Downloads
Natarajan Aishwarya, Agassi Melikov and Govindan Ayyappan
Correction to: Redundancy in Two-series-parallel and Two-parallel-series Systems with Independent Components Randomly Chosen from Two Batches pp. 1-1 Downloads
Longxiang Fang, Yu Ruan and N. Balakrishnan
Circular One/Two/Three-dimensional Consecutive k-Type Systems pp. 1-25 Downloads
He Yi, Narayanaswamy Balakrishnan and Xiang Li
Equilibrium Passenger and Social Optimality in an Airport Pick-up Scenario pp. 1-22 Downloads
Zhen Wang, Wenjing Peng, Qizhi Xiao, Youwu Lin and Jinjin Liu
Evaluating Moments of Length of Pitman Partition pp. 1-16 Downloads
Koji Tsukuda
Queueing Model Approximation for Multi-threaded Architecture with Feedback Jobs pp. 1-24 Downloads
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 Downloads
Søren Asmussen
Generalized Optimal Initial Capital and Risk Measures Induced by the Generalized Certainty Equivalent pp. 1-24 Downloads
Zhenfeng Zou
A Probabilistic Analysis of the (T, N) Platoon Formation Policy in Connected Autonomous Truck Systems pp. 1-24 Downloads
Yutae Lee
Page updated 2026-05-14