Methodology and Computing in Applied Probability

1999 - 2025

Current editor(s): Joseph Glaz

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One-Shot CFTP; Application to a Class of Truncated Gaussian Densities pp. 407-437: A. Beskos and G. O. Roberts
Performance Analysis with Truncated Heavy-Tailed Distributions pp. 439-457: Søren Asmussen and Mats Pihlsgård
An Efficient Algorithm for Exact Distribution of Discrete Scan Statistics pp. 459-471: Morteza Ebneshahrashoob, Tangan Gao and Mengnien Wu
Stochastic Comparison of Age-Dependent Block Replacement Policies pp. 473-488: Haijun Li
Uniqueness and Extinction of Weighted Markov Branching Processes pp. 489-516: Anyue Chen, Junping Li and N. I. Ramesh
Replicated INAR(1) Processes pp. 517-542: Isabel Silva, M. Eduarda Silva, Isabel Pereira and Nélia Silva
Distribution of the Number of Successes in Success Runs of Length at Least k in Higher-Order Markovian Sequences pp. 543-554: Donald E. K. Martin

Methods for Evaluating Density Functions of Exponential Functionals Represented as Integrals of Geometric Brownian Motion pp. 271-283: Kazuyuki Ishiyama
On the Mean Distance in Scale Free Graphs pp. 285-306: G. Hooghiemstra and P. Mieghem
A Unified Approach for Modeling and Designing Attribute Sampling Plans for Monitoring Dependent Production Processes pp. 307-323: P. Vellaisamy and S. Sankar
The Distributions of the Frequency of Occurrence of Nucleotide Subsequences pp. 325-334: Chufang Wu
Spectral Properties of Uperpositions of Ornstein-Uhlenbeck Type Processes pp. 335-352: Ole Barndorff-Nielsen and N. N. Leonenko
Markovian Controllable Queueing Systems with Hysteretic Policies: Busy Period and Waiting Time Analysis pp. 353-378: J. R. Artalejo and A. Economou
Simulation of Weakly Self-Similar Stationary Increment $${\text{Sub}}_{\varphi } {\left( \Omega \right)}$$ -Processes: A Series Expansion Approach pp. 379-400: Yuriy Kozachenko, Tommi Sottinen and Olga Vasylyk

Iterative Estimation of the Extreme Value Index pp. 139-148: Samuel Müller and Jürg Hüsler
Maximum Likelihood Estimation for an Observation Driven Model for Poisson Counts pp. 149-159: Richard A. Davis, William T. M. Dunsmuir and Sarah B. Streett
Simulation of First-Passage Times for Alternating Brownian Motions pp. 161-181: A. Crescenzo, E. Nardo and L. M. Ricciardi
Performance Analysis of Cyclical Simulated Annealing Algorithms pp. 183-201: Sheldon H. Jacobson, Shane N. Hall, Laura A. McLay and Jeffrey E. Orosz
Production/Clearing Models Under Continuous and Sporadic Reviews pp. 203-224: Oded Berman, Mahmut Parlar, David Perry and M. J. M. Posner
Stochastic Bounds for the Sparre Andersen Process pp. 225-247: Franco Pellerey and Cristina Zucca
An Extended Ant Colony Algorithm and Its Convergence Analysis pp. 249-263: Giovanni Sebastiani and Giovanni Luca Torrisi

A Stochastic Minimum Cross-Entropy Method for Combinatorial Optimization and Rare-event Estimation* pp. 5-50: R. Y. Rubinstein
A Two-Sided First-Exit Problem for a Compound Poisson Process with a Random Upper Boundary pp. 51-62: D. Perry, W. Stadje and S. Zacks
Probabilistic Modelling of Monitoring and Maintenance of Multistate Monotone Systems with Dependent Components pp. 63-78: Jørund Gåsemyr and Bent Natvig
Improved Analytical Bounds for Gambler’s Ruin Probabilities pp. 79-95: Werner Hürlimann
Computation of the Optimal Policy for the Control of a Compound Immigration Process through Total Catastrophes pp. 97-118: Epaminondas G. Kyriakidis and Theodosis D. Dimitrakos
Estimation in Stationary Markov Renewal Processes, with Application to Earthquake Forecasting in Turkey pp. 119-130: Enrique E. Alvarez

Small and Large Scale Behavior of the Poissonized Telecom Process pp. 363-379: Serge Cohen and Murad S. Taqqu
Foster's Formulas via Probability and the Kirchhoff Index pp. 381-387: José Luis Palacios
Multiple Window and Cluster Size Scan Procedures pp. 389-400: Joseph I. Naus and Sylvan Wallenstein
An Iterative Approach to Determining the Length of the Longest Common Subsequence of Two Strings pp. 401-421: Hilary S. Booth, Shevarl F. MacNamara, Ole M. Nielsen and Susan R. Wilson
A Point Process Approach to Filtered Processes pp. 423-440: Julien Michel
A Robust Heuristic Estimator for the Period of a Poisson Intensity Function pp. 441-462: Mark Bebbington and Ričardas Zitikis

Approximation of the Distribution of the Supremum of a Centered Random Walk. Application to the Local Score pp. 255-275: M. P. Etienne and P. Vallois
A Polynomial Factorization Approach for the Discrete Time GIX/>G/1/K Queue pp. 277-291: Pinai Linwong*, Nei Kato* and Yoshiaki Nemoto*
An Application of Adaptive Independent Chain Metropolis–Hastings Algorithms in Bayesian Hazard Rate Estimation pp. 293-302: JØrund GÅsemyr, Bent Natvig and Cecilie Sjuls NygÅrd
Oracle Inequalities for Efromovich–Pinsker Blockwise Estimates pp. 303-322: Sam Efromovich
Almost Sure Comparisons for First Passage Times of Diffusion Processes through Boundaries pp. 323-341: L. Sacerdote and C. E. Smith
Tabu Guided Generalized Hill Climbing Algorithms pp. 343-354: Diane E. Vaughan and Sheldon H. Jacobson

Rate Conservation Laws for Multidimensional Processes of Bounded Variation with Applications to Priority Queueing Systems pp. 135-159: Fabrice Guillemin and Ravi Mazumdar
Percentage Points of the Largest Among Student's T Random Variable pp. 161-179: Nitis Mukhopadhyay and Makoto Aoshima
Markov Chain Analysis for One-Dimensional Asynchronous Cellular Automata pp. 181-201: Alexandru Agapie, Robin Höns and Heinz Mühlenbein
Sturm's Method in Counting Roots of Random Polynomial Equations pp. 203-218: Efraim Shmerling and Kenneth J. Hochberg
Convergence of the Marcus–Lushnikov Process pp. 219-231: Nicolas Fournier and Jean-Sébastien Giet
Numerical Treatment of Homogeneous Semi-Markov Processes in Transient Case–a Straightforward Approach pp. 233-246: Gianfranco Corradi, Jacques Janssen and Raimondo Manca

Two-Stage Nested Partitions Method for Stochastic Optimization pp. 5-27: Sigurdur Ólafsson
A Generalized Markov Sampler pp. 29-53: Jonathan M. Keith, Dirk P. Kroese and Darryn Bryant
Optimal Group Testing with Processing Times and Incomplete Identification pp. 55-72: Shaul K. Bar-Lev, Wolfgang Stadje and Frank A. van der Duyn Schouten
Subsampling Unit Root Tests for Heavy-Tailed Observations pp. 73-97: Agnieszka Jach and Piotr Kokoszka
Simulation of Two-Dimensional Fractional Gaussian Noise pp. 99-107: Aleksi Penttinen and Jorma Virtamo
Entropy Maximization for Markov and Semi-Markov Processes pp. 109-127: Valerie Girardin