Methodology and Computing in Applied Probability

1999 - 2025

Current editor(s): Joseph Glaz

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Volume 9, issue 4, 2007

Performance Analysis of a Fluid Production/Inventory Model with State-dependence pp. 465-481

Oded Berman, David Perry and Wolfgang Stadje

Asymptotics of an Efficient Monte Carlo Estimation for the Transition Density of Diffusion Processes pp. 483-496

Osnat Stramer and Jun Yan

An Algorithmic Approach to Discrete Time Non-homogeneous Backward Semi-Markov Reward Processes with an Application to Disability Insurance pp. 497-519

Fredrik Stenberg, Raimondo Manca and Dmitrii Silvestrov

Stationary Analysis of a Fluid Queue Driven by Some Countable State Space Markov Chain pp. 521-540

Fabrice Guillemin and Bruno Sericola

Empirical Polygon Simulation and Central Limit Theorems for the Homogenous Poisson Line Process pp. 541-556

Julien Michel and Katy Paroux

Estimating the Scale Parameter of a Lévy-stable Distribution via the Extreme Value Approach pp. 557-572

Djamel Meraghni and Abdelhakim Necir

A Survey of the Coupon Collector’s Problem with Random Sample Sizes pp. 573-584

John E. Kobza, Sheldon H. Jacobson and Diane E. Vaughan

Volume 9, issue 3, 2007

Editorial pp. 357-358

Raimondo Manca

First Exit Times for Ordinary and Compound Poisson Processes with Non-linear Boundaries pp. 359-375

S. Zacks

Stability Criteria for Multi-class Queueing Networks with Re-entrant Lines pp. 377-388

I. M. MacPhee and L. J. Müller

Parametric and Non Homogeneous Semi-Markov Process for HIV Control pp. 389-397

E. Mathieu, Y. Foucher, P. Dellamonica and J. P. Daures

Some Reward Paths in Semi-Markov Models with Stochastic Selection of the Transition Probabilities pp. 399-411

Aleka Papadopoulou and George Tsaklidis

Prediction and Conditional Simulation of a 2D Lognormal Diffusion Random Field pp. 413-423

R. Gutiérrez, C. Roldán, R. Gutiérrez-Sánchez and J. M. Angulo

On New Multivariate Probability Distributions and Stochastic Processes with System Reliability and Maintenance Applications pp. 425-446

Jerzy Filus and Lidia Filus

A Probabilistic Framework Towards the Parameterization of Association Rule Interestingness Measures pp. 447-463

Stéphane Lallich, Benoît Vaillant and Philippe Lenca

Volume 9, issue 2, 2007

Editorial pp. 151-151

J. Glaz and M. V. Koutras

Skewing Around: Relationships Among Classes of Skewed Distributions pp. 153-162

Barry C. Arnold and Robert J. Beaver

Distributions of Random Partitions and Their Applications pp. 163-193

Charalambos A. Charalambides

On the Normal Approximation for the Distribution of the Number of Simple or Compound Patterns in a Random Sequence of Multi-state Trials pp. 195-205

James C. Fu and W. Y. Wendy Lou

Statistical Process Control using Shewhart Control Charts with Supplementary Runs Rules pp. 207-224

M. V. Koutras, S. Bersimis and P. E. Maravelakis

Asymptotics for Ratios with Applications to Reinsurance pp. 225-242

Sophie A. Ladoucette and Jef L. Teugels

Discrete Compound Poisson Process with Curved Boundaries: Polynomial Structures and Recursions pp. 243-262

Claude Lefèvre

Selecting the Best Population Using a Test for Equality Based on Minimal Wilcoxon Rank-sum Precedence Statistic pp. 263-305

Hon Keung Tony Ng, N. Balakrishnan and S. Panchapakesan

Some Information Theoretic Ideas Useful in Statistical Inference pp. 307-323

Takis Papaioannou, Kosmas Ferentinos and Charalampos Tsairidis

Symmetry Studies for Data Analysis pp. 325-341

Marlos Viana

Review of Some Functionals of Compound Poisson Processes and Related Stopping Times pp. 343-356

S. Zacks

Volume 9, issue 1, 2007

Optimum Burn-in Time for a Bathtub Shaped Failure Distribution pp. 1-20

Mark Bebbington, Chin-Diew Lai and Ričardas Zitikis

Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries pp. 21-40

Liqun Wang and Klaus Pötzelberger

Supermodular Comparison of Time-to-Ruin Random Vectors pp. 41-54

Michel Denuit, Esther Frostig and Benny Levikson

Limit Theorems for Sums of Heavy-tailed Variables with Random Dependent Weights pp. 55-87

Stilian A. Stoev and Murad S. Taqqu

Bayesian Hierarchical Space–time Modeling of Earthquake Data pp. 89-114

Bent Natvig and Ingunn Fride Tvete

Probing Option Prices for Information pp. 115-131

Hélyette Geman, Dilip B. Madan and Marc Yor

A Monte Carlo Estimation of the Entropy for Markov Chains pp. 133-149

Didier Chauveau and Pierre Vandekerkhove

Volume 8, issue 4, 2006

Estimating Stochastic Dynamical Systems Driven by a Continuous-Time Jump Markov Process pp. 431-447

Julien Chiquet and Nikolaos Limnios

Quasi-stationary Distributions for a Class of Discrete-time Markov Chains pp. 449-465

Pauline Coolen-Schrijner and Erik A. Doorn

Refined Large Deviation Asymptotics for the Classical Occupancy Problem pp. 467-496

Paul Dupuis, Jim (Xiao) Zhang and Philip Whiting

Passage Times in Fluid Models with Application to Risk Processes pp. 497-515

V. Ramaswami

Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach pp. 517-540

Christophe Barrera-Esteve, Florent Bergeret, Charles Dossal, Emmanuel Gobet, Asma Meziou, Rémi Munos and Damien Reboul-Salze

Additive Positive Stable Frailty Models pp. 541-558

Madhuja Mallick and Nalini Ravishanker

Estimation for the Simple Linear Boolean Model pp. 559-571

Catherine M. Crespi and Kenneth Lange

Volume 8, issue 3, 2006

Editorial pp. 319-319

Joseph Glaz

A Nonparametric Sequential Test with Power 1 for the Mean of Lévy-stable Laws with Infinite Variance pp. 321-343

Abdelhakim Necir

A Unified Derivation of the Complementary Waiting Time Distribution in Sequential Occupancy pp. 345-356

Charalambos A. Charalambides

Probabilistic Extensions of the Erdős–Ko–Rado Property pp. 357-371

Anna Celaya, Anant P. Godbole and Mandy Rae Schleifer

Estimation for the Distribution of Two-dimensional Discrete Scan Statistics pp. 373-382

G. Haiman and C. Preda

The Cross-Entropy Method for Continuous Multi-Extremal Optimization pp. 383-407

Dirk P. Kroese, Sergey Porotsky and Reuven Y. Rubinstein

Improving the Performance of the Chi-square Control Chart via Runs Rules pp. 409-426

Markos V. Koutras, Sotirios Bersimis and Demetrios L. Antzoulakos

Volume 8, issue 2, 2006

Smoothness Properties and Gradient Analysis Under Spatial Dirichlet Process Models pp. 159-189

Michele Guindani and Alan E. Gelfand

IPA Derivatives for Make-to-Stock Production-Inventory Systems with Backorders pp. 191-222

Yao Zhao and Benjamin Melamed

Number of Complete N-ary Subtrees on Galton-Watson Family Trees pp. 223-233

George P. Yanev and Ljuben Mutafchiev

An Adaptive Version for the Metropolis Adjusted Langevin Algorithm with a Truncated Drift pp. 235-254

Yves F. Atchadé

A Fréchet-Optimal Strengthening of the Dawson-Sankoff Lower Bound pp. 255-264

John T. Chen and Eugene Seneta

Convergence of the SMC Implementation of the PHD Filte pp. 265-291

Adam Johansen, Sumeetpal S. Singh, Arnaud Doucet and Ba-Ngu Vo

About the Sojourn Time Process in Multiphase Queueing Systems pp. 293-302

S. Minkevičius and S. Steišūnas

Discrete Risk Model Revisited pp. 303-313

S. X. Liu and J. Y. Guo

Volume 8, issue 1, 2006

How Many Needles are in a Haystack, or How to Solve #P-Complete Counting Problems Fast pp. 5-51

Reuven Y. Rubinstein

Approximate Simulation of Hawkes Processes pp. 53-64

Jesper Møller and Jakob G. Rasmussen

Evaluating Nearly Singular Multinormal Expectations with Application to Wave Distributions pp. 65-91

Per A. Brodtkorb

Pseudo Availability of Repairable System pp. 93-103

Jie Mi

On the Finite-Time Dynamics of Ant Colony Optimization pp. 105-133

Walter J. Gutjahr

A Random Walk on Rectangles Algorithm pp. 135-151

Madalina Deaconu and Antoine Lejay