Methodology and Computing in Applied Probability

1999 - 2025

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 25, issue 4, 2023

The First-Passage Area of Wiener Process with Stochastic Resetting pp. 1-25

Mario Abundo

Strategic Behavior and Optimization of an M/M/1 Queue with N-Policy and Hysteretic Control pp. 1-29

Lingjiao Zhang, Jinting Wang and Yilin Wang

A New Separation Index and Classification Techniques Based on Shannon Entropy pp. 1-24

Jorge Navarro, Francesco Buono and Jorge M. Arevalillo

Flexible Bayesian Inference for Diffusion Processes using Splines pp. 1-24

Paul A. Jenkins, Murray Pollock and Gareth O. Roberts

Simulation Analysis of a Base Station Using Finite Buffer M/G/1 Queueing System with Variant Sleeps pp. 1-18

V. Deepa and M. Haridass

Binomial Approximation to Locally Dependent Collateralized Debt Obligations pp. 1-18

Amit N. Kumar and P. Vellaisamy

A Semi-Markov Model with Geometric Renewal Processes pp. 1-20

Jingqi Zhang, Mitra Fouladirad and Nikolaos Limnios

Continuous-Time Stochastic Analysis of Rumor Spreading with Multiple Operations pp. 1-21

François Castella, Bruno Sericola, Emmanuelle Anceaume and Yves Mocquard

Bivariate Semi-Parametric Model: Bayesian Inference pp. 1-23

Debashis Samanta and Debasis Kundu

Ruin Problems for Risk Processes with Dependent Phase-Type Claims pp. 1-23

Oscar Peralta and Matthieu Simon

Asymptotics of Sum of Heavy-tailed Risks with Copulas pp. 1-23

Fan Yang and Yi Zhang

Distribution of Patterns of Constrained Length in Binary Sequences pp. 1-15

Frosso S. Makri and Zaharias M. Psillakis

Three Distributions in the Extended Occupancy Problem pp. 1-49

Ben O’Neill

Equilibrium Queueing Strategies in M/G/1 Queues with the Reference Time Effect pp. 1-27

Tao Jiang, Li Gao and Xudong Chai

Stochastic Dynamics of a Hybrid Delay Food Chain Model with Harvesting and Jumps in a Polluted Environment pp. 1-31

Sheng Wang and Lijuan Dong

A Generalised Matching Distribution for the Problem of Coincidences pp. 1-40

Ben O’Neill

Random Apportionment: A Stochastic Solution to the Balinski-Young Impossibility pp. 1-11

Jyy-I Hong, Joseph Najnudel, Siang-Mao Rao and Ju-Yi Yen

Volume 25, issue 3, 2023

Modeling and Control of Data Transmission pp. 1-18

Huang Tanhao, Jian Siqi, Chen Jinwen and Dai Yanan

On Computing the Multivariate Poisson Probability Distribution pp. 1-22

Bora Çekyay, J.B.G. Frenk and Sonya Javadi

Construction of Jointly Distributed Random Samples Drawn from the Beta Two-Parameter Process pp. 1-12

Hassan Akell, Farkhondeh-Alsadat Sajadi and Iraj Kazemi

Asymptotics for a Bidimensional Renewal Risk Model with Subexponential Main Claims and Delayed Claims pp. 1-13

Shijie Wang, Yueli Yang, Yang Liu and Lianqiang Yang

A Non-equilibrium Geometric No-arbitrage Principle pp. 1-15

Wanxiao Tang and Peibiao Zhao

How Many Inner Simulations to Compute Conditional Expectations with Least-square Monte Carlo? pp. 1-25

Aurélien Alfonsi, Bernard Lapeyre and Jérôme Lelong

A Versatile Stochastic Dissemination Model pp. 1-25

K. M. D. Chan and M. R. H. Mandjes

The Effect of Loss Preference on Queueing with Information Disclosure Policy pp. 1-25

Jian Cao, Yongjiang Guo and Zhongxin Hu

Optimal Investment-Consumption and Life Insurance Strategy with Mispricing and Model Ambiguity pp. 1-19

Ailing Gu, Xinya He, Shumin Chen and Haixiang Yao

Volume 25, issue 2, 2023

Application of Bernstein Polynomials on Estimating a Distribution and Density Function in a Triangular Array pp. 1-14

Lina Wang and Dawei Lu

Nonparametric Estimation of Trend for Stochastic Processes Driven by G-Brownian Motion with Small Noise pp. 1-14

Xuekang Zhang, Shounian Deng and Weiyin Fei

Second-Order Properties for Planar Mondrian Tessellations pp. 1-28

Carina Betken, Tom Kaufmann, Kathrin Meier and Christoph Thäle

Energy Efficiency in a Base Station of 5G Cellular Networks using M/G/1 Queue with Multiple Sleeps and N-Policy pp. 1-28

Deena Merit C.K., Haridass M., Dharmaraja Selvamuthu and Priyanka Kalita

Sequences of Improved Two-Sided Bounds for the Renewal Function and the Solutions of Renewal-Type Equations pp. 1-31

Stathis Chadjiconstantinidis

Four Finite Dimensional (FD) Surrogates for Continuous Random Processes pp. 1-31

M. Grigoriu

Stochastic Differential Games on Optimal Investment and Reinsurance Strategy with Delay Under the CEV Model pp. 1-27

Ning Bin, Huainian Zhu and Chengke Zhang

The distribution of extended discrete random sums and its application to waiting time distributions pp. 1-27

S. Chadjiconstantinidis, M. V. Koutras and F. S. Milienos

Equilibrium Joining Strategies in the Retrial Queue with Two Classes of Customers and Delayed Vacations pp. 1-27

Xianyue Shi and Liwei Liu

Exact Covariances and Refined Asymptotics in Dichromatic Tenable Balanced Pólya Urn Schemes pp. 1-16

Soumaya Idriss and Hosam Mahmoud

Busy Periods for Queues Alternating Between Two Modes pp. 1-16

Igor Kleiner, Esther Frostig and David Perry

Analysis of a Queueing System with Mixed Service Discipline pp. 1-19

Alexander Dudin, Sergei Dudin and Olga Dudina

A Stochastic Schumacher Diffusion Process: Probability Characteristics Computation and Statistical Analysis pp. 1-15

Ahmed Nafidi, Abdenbi El Azri and Ramón Gutiérrez-Sánchez

Weighted fractional generalized cumulative past entropy and its properties pp. 1-23

Suchandan Kayal and N. Balakrishnan

Exact Simulation of Poisson-Dirichlet Distribution and Generalised Gamma Process pp. 1-21

Angelos Dassios and Junyi Zhang

Birth, Death, Coincidences and Occupancies: Solutions and Applications of Generalized Birthday and Occupancy Problems pp. 1-20

Qihou Zhou

On Properties and Applications of Gaussian Subordinated Lévy Fields pp. 1-33

Robin Merkle and Andrea Barth

Simultaneous Confidence Regions and Weighted Hypotheses on Parameter Arrays pp. 1-18

Yehan Ma, Arthur B. Yeh and John T. Chen

The Log-Logistic Regression Model Under Censoring Scheme pp. 1-12

Lucas David Ribeiro-Reis

On Distribution of the Number of Peaks and the Euler Numbers of Permutations pp. 1-13

James C. Fu, Wan-Chen Lee and Hsing-Ming Chang

On Familywise Error Rate Cutoffs under Pairwise Exchangeability pp. 1-13

Thomas Fung and Eugene Seneta

Stability Analysis for Pricing European Options Regarding the Interest Rate Generated by the Time Fractional Cox-Ingersoll-Ross Processes pp. 1-13

Mohamed Kharrat

Analyzing the Profitability and Efficiency in European Non-Life Insurance Industry pp. 1-25

Bilel Jarraya, Hatem Afi and Anis Omri

Pairwise Markov Models and Hybrid Segmentation Approach pp. 1-32

Kristi Kuljus and Jüri Lember

Volume 25, issue 1, 2023

Crossings States and Sets of States in Random Walks pp. 1-34

Vyacheslav M. Abramov

A Generalized Stochastic Process: Fractional G-Brownian Motion pp. 1-34

Changhong Guo, Shaomei Fang and Yong He

Parking Functions: From Combinatorics to Probability pp. 1-30

Richard Kenyon and Mei Yin

Model Misspecification in Discrete Time Bayesian Online Change Detection pp. 1-27

Savas Dayanik and Semih O Sezer

Strong Convergence for Weighted Sums of Widely Orthant Dependent Random Variables and Applications pp. 1-28

Yi Wu, Xuejun Wang and Aiting Shen

On Transient Analysis of $$\Delta _N$$ Δ N -Markov Chains pp. 1-28

Stephanie Reed and Elia Ziadé

Transform MCMC Schemes for Sampling Intractable Factor Copula Models pp. 1-41

Cyril Bénézet, Emmanuel Gobet and Rodrigo Targino

Optimal Strategies in a Production Inventory Control Model pp. 1-43

Pablo Azcue, Esther Frostig and Nora Muler

Poisson Edge Growth and Preferential Attachment Networks pp. 1-25

Tiandong Wang and Sidney Resnick

Uniform Approximation for the Tail Behavior of Bidimensional Randomly Weighted Sums pp. 1-25

Xinmei Shen and Kailin Du

Optimal Liquidation Through a Limit Order Book: A Neural Network and Simulation Approach pp. 1-29

Alexandre Roch

Subsampling in Longitudinal Models pp. 1-29

Ziyang Wang, HaiYing Wang and Nalini Ravishanker

The Inverse First-passage Time Problem as Hydrodynamic Limit of a Particle System pp. 1-29

Alexander Klump

Matched Queues with Flexible and Impatient Customers pp. 1-26

Heng-Li Liu and Quan-Lin Li

Stochastic Fluid Models with Upward Jumps and Phase Transitions pp. 1-26

Hédi Nabli and Itidel Abdallah

Joint Reliability of Two Consecutive-(1, l) or (2, k)-out-of-(2, n): F Type Systems and Its Application in Smart Street Light Deployment pp. 1-26

Jingwen Lu, He Yi, Xiang Li and Narayanaswamy Balakrishnan

Singular Distribution Functions for Random Variables with Stationary Digits pp. 1-26

Horia Cornean, Ira W. Herbst, Jesper Møller, Benjamin B. Støttrup and Kasper S. Sørensen

On Exact Distribution for Multivariate Weighted Distributions and Classification pp. 1-26

Matieyendou Lamboni

The Markovian Shot-noise Risk Model: A Numerical Method for Gerber-Shiu Functions pp. 1-26

Simon Pojer and Stefan Thonhauser

Ruin under Light-Tailed or Moderately Heavy-Tailed Insurance Risks Interplayed with Financial Risks pp. 1-26

Yiqing Chen, Jiajun Liu and Yang Yang

Vessels Arrival Process and its Application to the SHIP/M/ $$\infty$$ ∞ Queue pp. 1-33

Antonio Di Crescenzo, Barbara Martinucci and Paola Paraggio

Remaining Loads in a PH/M/c Queue with Impatient Customers pp. 1-15

Anders Rygh Swensen

Asymptotic Properties of the M-estimation for an AR(1) Process with a General Autoregressive Coefficient pp. 1-23

Xinghui Wang, Wenjing Geng, Ruidong Han and Qifa Xu

Entropy of Some Discrete Distributions pp. 1-19

Kosto Mitov and Saralees Nadarajah

Effects of Prioritized Input on Human Resource Control in Departmentalized Markov Manpower Framework pp. 1-19

E. O. Ossai, M. S. Madukaife, A. U. Udom, U. C. Nduka and T. E. Ugah

Voting Rights, Markov Chains, and Optimization by Short Bursts pp. 1-38

Sarah Cannon, Ari Goldbloom-Helzner, Varun Gupta, Matthews Jn and Bhushan Suwal

Robust Optimal Investment Strategies for Mean-Variance Asset-Liability Management Under 4/2 Stochastic Volatility Models pp. 1-32

Yumo Zhang

Level Sets Semimetrics for Probability Measures with Applications in Hypothesis Testing pp. 1-17

Alberto Muñoz, Gabriel Martos and Javier Gonzalez

Ornstein - Uhlenbeck Process Driven By $$\alpha$$ α -stable Process and Its Gamma Subordination pp. 1-17

Janusz Gajda, Aleksandra Grzesiek and Agnieszka Wyłomańska

Analytical Computation of Pseudo-Gibbs Distributions for Dependency Networks pp. 1-17

Kun-Lin Kuo and Yuchung J. Wang

Polynomial Convergence Rates of Piecewise Deterministic Markov Processes pp. 1-18

Gareth O. Roberts and Jeffrey S. Rosenthal

Analysis of a Discrete-time Queue with Modified Batch Service Policy and Batch-size-dependent Service pp. 1-18

Gopinath Panda and Veena Goswami

Hedging At-the-money Digital Options Near Maturity pp. 1-18

Augusto Blanc-Blocquel, Luis Ortiz-Gracia and Rodolfo Oviedo

Multi-State Joint Survival Signature for Multi-State Systems with Shared Multi-State Components pp. 1-18

He Yi, Narayanaswamy Balakrishnan and Xiang Li

Strong Approximation of Bessel Processes pp. 1-24

Madalina Deaconu and Samuel Herrmann

Tail Dependence Functions of Two Classes of Bivariate Skew Distributions pp. 1-24

Xin Lao, Zuoxiang Peng and Saralees Nadarajah

Distributions Related to Weak Runs With a Minimum and a Maximum Number of Successes: A Unified Approach pp. 1-24

Spiros D. Dafnis and Frosso S. Makri

European and Asian Greeks for Exponential Lévy Processes pp. 1-24

Anselm Hudde and Ludger Rüschendorf

A Non-local Fokker-Planck Equation with Application to Probabilistic Evaluation of Sediment Replenishment Projects pp. 1-37

Hidekazu Yoshioka, Kunihiko Hamagami and Haruka Tomobe

Detailed Analytical and Computational Studies of D-BMAP/D-BMSP/1 Queueing System pp. 1-37

Sujit Kumar Samanta and Kousik Das

On Several Properties of A Class of Hybrid Recursive Trees pp. 1-20

Panpan Zhang

Bayesian Wavelet Stein’s Unbiased Risk Estimation of Multivariate Normal Distribution Under Reflected Normal Loss pp. 1-20

Hamid Karamikabir, Nasrin Karamikabir, Mohammad Ali Khajeian and Mahmoud Afshari

Normal Approximation for Fire Incident Simulation Using Permanental Cox Processes pp. 1-20

Dawud Thongtha and Nathakhun Wiroonsri

Strong Consistency for the Conditional Self-weighted M Estimator of GRCA(p) Models pp. 1-21

Chi Yao, Wei Yu and Xuejun Wang