Methodology and Computing in Applied Probability

1999 - 2025

Current editor(s): Joseph Glaz

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Volume 5, issue 4, 2003

Average Case Analysis in Database Problems pp. 395-418

Oleg Seleznjev and Bernhard Thalheim

A Hybrid Logistic Model for Case-Control Studies pp. 419-426

Tuhao Chen, Fred M. Hoppe, Satish Iyengar and David Brent

Computing the Distribution of the Maximum of Gaussian Random Processes pp. 427-438

Christine Cierco-Ayrolles, Alain Croquette and Céline Delmas

Invariance Conditions for Random Curvature Models pp. 439-453

Marlos A. G. Viana

Continuous Markovian Model for Unexpected Shift in SPC pp. 455-466

Michael I. Zeifman and Dov Ingman

Sampling from Finite Random Partitions pp. 467-492

Thierry Huillet and Servet Martinez

Volume 5, issue 3, 2003

Asymptotics of a Boundary Crossing Probability of a Brownian Bridge with General Trend pp. 271-287

Wolfgang Bischoff, Frank Miller, Enkelejd Hashorva and Jürg Hüsler

Stereology of Extremes; Bivariate Models and Computation pp. 289-308

Viktor Beneš, Karel Bodlák and Daniel Hlubinka

Tests of Normality Based on Transformed Empirical Processes pp. 309-335

A. Cabaña and E. M. Cabaña

Multirisks Model and Finite-Time Ruin Probabilities pp. 337-353

Philippe Picard, Claude Lefèvre and Ibrahim Coulibaly

A Stochastic Model for Assessing Synchronization among Spike Trains in a Population of Motor Neurons pp. 355-367

Xiaoping Xiong, Wan-Xiang Yao, Ming Tan and Guang H. Yue

On a New Fluctuation–Dissipation Theorem for Degenerate Stationary Flows pp. 369-387

Masaya Matsuura

Volume 5, issue 2, 2003

Rate of Convergence of a Stochastic Particle System for the Smoluchowski Coagulation Equation pp. 131-158

Madalina Deaconu, Nicolas Fournier and Etienne Tanré

Models and Approximations for Call Center Design pp. 159-181

David L. Jagerman and Benjamin Melamed

On Optimization and Extreme Value Theory pp. 183-195

Jürg Hüsler, Pedro Cruz, Andreia Hall and Carlos M. Fonseca

Tail Estimation Based on Numbers of Near m-Extremes pp. 197-210

Samuel Müller

On the Asymptotic Behavior of First Passage Time Densities for Stationary Gaussian Processes and Varying Boundaries pp. 211-233

E. Di Nardo, A. G. Nobile, E. Pirozzi and L. M. Ricciardi

Bayesian Networks with Degenerate Gaussian Distributions pp. 235-263

Christopher Raphael

Volume 5, issue 1, 2003

Central Regions and Dependency pp. 5-21

Karl Mosler

On the Number of Subgraphs of a Specified Form Embedded in a Random Graph pp. 23-33

Christopher A. Najim and Ralph P. Russo

Censoring, Factorizations, and Spectral Analysis for Transition Matrices with Block-Repeating Entries pp. 35-58

Yiqiang Q. Zhao, Wei Li and W. John Braun

A Versatile Stochastic Maintenance Model with Reserve and Super-Reserve Machines pp. 59-84

Song-Kyoo Kim and Jewgeni H. Dshalalow

Estimation and Design of Sampling Plans for Monitoring Dependent Production Processes pp. 85-108

P. Vellaisamy, S. Sankar and M. Taniguchi

Perfect Simulation for a Stationary Silo with Absorbing Walls pp. 109-121

Nancy L. Garcia and Mariana R. Motta

Volume 4, issue 4, 2002

Boundary Crossing Probabilities for Scan Statistics and Their Applications to Change-Point Detection pp. 317-336

Hock Peng Chan and Tze Leung Lai

Langevin Diffusions and Metropolis-Hastings Algorithms pp. 337-357

G. O. Roberts and O. Stramer

Interruptible Exact Sampling in the Passive Case pp. 359-376

Keith Crank and James Allen Fill

Number of Records in a Bivariate Sample with Application to Missouri River Flood Data pp. 377-391

H. N. Nagaraja, Pankaj K. Choudhary and N. Matalas

A New Method for Estimating the Distribution of Scan Statistics for a Two-Dimensional Poisson Process pp. 393-407

G. Haiman and C. Preda

System-Wide Probabilities for Systems with Runs and Scans Rules pp. 409-419

Galit Shmueli

Volume 4, issue 3, 2002

Scale Invariance Properties in the Simulated Annealing Algorithm pp. 219-241

M. A. Fleischer and S. H. Jacobson

On the Lévy Measure of the Lognormal and the LogCauchy Distributions pp. 243-256

Lennart Bondesson

One-Dimensional Poisson Growth Models With Random and Asymmetric Growth pp. 257-278

Fred W. Huffer

Probabilistic Approach to an Image Reconstruction Problem pp. 279-290

Henryk Gzyl and Noam Zeev

Position and Height of the Global Maximum of a Twice Differentiable Stochastic Process pp. 291-307

Igor Rychlik and Eva Sjö

Volume 4, issue 2, 2002

Minimum Distance Estimation in AR(1)-processes pp. 123-141

Michel Piot

The Embedded Random Walk in the Stationary M/M/1 Queue pp. 143-151

W. Stadje

Accessibility and Reliability for Connected Bipartite Graphs pp. 153-161

Y. Ath, M. Ebneshahrashoob, T. Gao and M. Sobel

Double-Scan Statistics pp. 163-180

J. I. Naus and V. T. Stefanov

Convexity Bias in the Pricing of Eurodollar Swaps pp. 181-193

V. Pozdnyakov and J.M. Steele

Identification of a Locally Self-similar Gaussian Process by Using Convex Rearrangements pp. 195-209

A. Philippe and E. Thilly

Volume 4, issue 1, 2002

A Random-Discretization Based Monte Carlo Sampling Method and its Applications pp. 5-25

James C. Fu and Liqun Wang

Estimating the p-Variation Index of a Sample Function: An Application to Financial Data Set pp. 27-53

Rimas Norvaiša and Donna Mary Salopek

Bounds on Gambler's Ruin Probabilities in Terms of Moments pp. 55-68

S. N. Ethier and Davar Khoshnevisan

On the Moments of Overflow and Freed Carried Traffic for the GI/M/C/0 System pp. 69-82

Andreas Brandt and Manfred Brandt

Stochastic Order and MLE of the Mean of the Exponential Distribution pp. 83-93

N. Balakrishnan, C. Brain and Jie Mi

A Comparison of an Analytical Approach and a Standard Simulation Approach in Bayesian Forecasting Applied to Monthly Data from Insurance of Companies pp. 95-113

Ingunn Fride Tvete and Bent Natvig

Volume 3, issue 4, 2001

Continuity Corrections for Discrete Distributions Under the Edgeworth Expansion pp. 347-364

Shaul K. Bar-Lev and Camil Fuchs

Directionally Convex Comparison of Correlated First Passage Times pp. 365-378

Haijun Li and Susan H. Xu

A Minimal-Automaton-Based Algorithm for the Reliability of Con(d, k, n) Systems pp. 379-386

Jen-Chun Chang, Rong-Jaye Chen and Frank K. Hwang

Parameter Estimation and the CRLB with Uncertain Origin Measurements pp. 387-410

T. Kirubarajan, Huimin Chen and Yaakov Bar-Shalom

On the Tractability of the Measure Associated to the Phase-Type Planar Point Process pp. 411-426

Marie-Ange Remiche

Modeling Variability Order: A Semiparametric Bayesian Approach pp. 427-442

Athanasios Kottas and Alan E. Gelfand

Volume 3, issue 3, 2001

On Numerical Solution of the Markov Renewal Equation: Tight Upper and Lower Kernel Bounds pp. 239-253

D. A. Elkins and M. A. Wortman

Reconstruction of Gray-Scale Images pp. 255-270

Pablo A. Ferrari, Marco D. Gubitoso and E. Jordão Neves

Numerical Solution of non-Homogeneous Semi-Markov Processes in Transient Case* pp. 271-293

Jacques Janssen and Raimondo Manca

The Influence of Rainflow Filtering on the Distributions of Characteristic Wave Parameters pp. 295-308

Jesper Rydén

Geometric Ergodicity of Metropolis-Hastings Algorithms for Conditional Simulation in Generalized Linear Mixed Models pp. 309-327

O. F. Christensen, J. Møller and R. P. Waagepetersen

An Algorithm Evaluating Generalized Life Insurance Programs pp. 329-340

B. Levikson, E. Frostig and D. Bshouty

Volume 3, issue 2, 2001

A Markov Embedding Approximation for a Stochastic Population Model with Exogenous Disturbances pp. 123-133

Bruce P. Ayati and Claudia Neuhauser

When the “Bull” Meets the “Bear”—A First Passage Time Problem for a Hidden Markov Process pp. 135-143

Xin Guo

Confidence Regions for Local Maxima of Reconstructed Surfaces pp. 145-159

Eva Sjö

Catalytic Perfect Simulation pp. 161-177

L. A. Breyer and G. O. Roberts

Second Order Efficient Estimating a Smooth Distribution Function and its Applications pp. 179-198

Sam Efromovich

Markov Decision Processes with a Constraint on the Asymptotic Failure Rate pp. 199-214

M. Boussemart, T. Bickard and N. Limnios

A Monte Carlo Method for the Simulation of First Passage Times of Diffusion Processes pp. 215-231

Maria Teresa Giraudo, Laura Sacerdote and Cristina Zucca

Volume 3, issue 1, 2001

Binary Markov Mesh Models and Symmetric Markov Random Fields: Some Results on their Equivalence pp. 5-34

Noel Cressie and Craig Liu

Distribution of Increasing ℓ-sequences in a Random Permutation pp. 35-49

Brad C. Johnson

A Comparison of Two Sequential Metropolis-Hastings Algorithms with Standard Simulation Techniques in Bayesian Inference in Reliability Models Involving a Generalized Gamma Distribution pp. 51-73

Jørund Gåsemyr, Bent Natvig and Erik Sørensen

Approximations for the Long-Term Behavior of an Open-Population Epidemic Model pp. 75-95

D. Clancy, P. D. O’Neill and P. K. Pollett

Simulating Perpetuities pp. 97-115

Luc Devroye