Methodology and Computing in Applied Probability

1999 - 2025

Current editor(s): Joseph Glaz

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Lower Order Moments of Inter-transition Times in the Stationary QBD Process pp. 339-357: Allan T. Andersen, Marcel F. Neuts and Bo Friis Nielsen
Inequalities for Random Utility Models, with Applications to Ranking and Subset Choice Data pp. 359-372: Harry Joe
A Computational Approach for Fluid Queues Driven by Truncated Birth–Death Processes pp. 373-392: R. B. Lenin and P. R. Parthasarathy
Reliability Approximation for Markov Chain Imbeddable Systems pp. 393-411: Michael V. Boutsikas and Markos V. Koutras
Empirical Optimization in a Reliability Problem pp. 413-424: Rosa E. Lillo and Marcel F. Neuts
On the Decay Rates of Buffers in Continuous Flow Lines pp. 425-441: D. P. Kroese

Stochastic Convexity of the Poisson Mixture Model pp. 231-254: Michel Denuit, Claude Lefèvre and Moshe Shaked
Extremes of Gaussian Processes with Maximal Variance near the Boundary Points pp. 255-269: Enkelejd Hashorva and Jürg Hüsler
Nested Partitions Method for Stochastic Optimization pp. 271-291: Leyuan Shi and Sigurdur O´lafsson
Multivariate Survival Models with a Mixture of Positive Stable Frailties pp. 293-308: Nalini Ravishanker and Dipak K. Dey
A Generalized Erdös-Rényi Law for Sequence Analysis Problems pp. 309-329: Laurie J. Heyer

Filtering and Control with Information Increasing pp. 123-135: Jean-David Benarous, Laurent Mazliak and Richard Rouge
Distribution of Subdominant Eigenvalues of Random Matrices pp. 137-151: G. Goldberg, P. Okunev, M. Neumann and H. Schneider
Optimal Operating Policy for an M/G/1 Exhaustive Server-Vacation Model pp. 153-167: R. E. Lillo
The Smallest Parallelepiped of n Random Points and Peeling pp. 169-181: Ju¨rg Hu¨sler
Global Matching of Random Restriction Maps pp. 183-201: Mengxiang Tang
A Stopping Criterion for a Dynamic Competing Risks Model pp. 203-221: Marcus A. Agustin

Directed Markov Point Processes as Limits of Partially Ordered Markov Models pp. 5-21: Noel Cressie, Jun Zhu, Adrian J. Baddeley and M. Gopalan Nair
Stopping Tests for Markov Chain Monte-Carlo Methods pp. 23-36: B. Ycart
Stopping Rules for the Stochastic Nested Partitions Method pp. 37-58: Leyuan Shi and Sigurdur O´lafsson
Extinction on Islands: Vindicating Waiting Times pp. 59-67: Moritz Benado and Jose´ luis Palacios
Diffusion Processes Associated with Nonlinear Evolution Equations for Signed Measures pp. 69-91: B. Jourdain
Superposition of Spatially Interacting Aggregated Continuous Time Markov Chains pp. 93-115: Frank Ball and Geoffrey Yeo

Importance Sampling for Continuous Time Markov Chains and Applications to Fluid Models* pp. 375-390: Paolo Baldi and Mauro Piccioni
Smoothness in Bayesian Non-parametric Regression with Wavelets pp. 391-405: Marco Di Zio and Arnoldo Frigessi
Negative Binomial Approximation with Stein's Method pp. 407-421: Timothy C. Brown and M. J. Phillips
Statistical Analysis of Financial Volatility by Wavelet Shrinkage pp. 423-443: Enrico Capobianco
Efficent Generation of Fractional Brownian Motion for Simulation of Infrared Focal-plane Array Calibration Drift pp. 445-456: Steven B. Lowen
Algorithms to Find Exact Inclusion Probabilities for Conditional Poisson Sampling and Pareto πps Sampling Designs pp. 457-469: Nibia Aires

Moment Solutions for the State Exiting Counting Processes of a Markov Renewal Process pp. 247-275: Manuel D. Rossetti and Gordon M. Clark
Path-Integral Calculations for the First Excited State of Hydrogen Atom pp. 277-282: Andrzej Korzeniowski
Langevin-Type Models I: Diffusions with Given Stationary Distributions and their Discretizations* pp. 283-306: O. Stramer and R. L. Tweedie
Langevin-Type Models II: Self-Targeting Candidates for MCMC Algorithms* pp. 307-328: O. Stramer and R. L. Tweedie
On the Number of Appearances of a Word in a Sequence of I.I.D. Trials pp. 329-348: Ourania Chryssaphinou, Stavros Papastavridis and Eutichia Vaggelatou
Complex Measures on Path Space: An Introduction to the Feynman Integral Applied to the Schro¨dinger Equation pp. 349-365: Kolokoltsov Vassili

The Cross-Entropy Method for Combinatorial and Continuous Optimization pp. 127-190: Reuven Rubinstein
On a Two-Queue Priority System with Impatience and its Application to a Call Center* pp. 191-210: Andreas Brandt and Manfred Brandt
Branching Approximation for the Collective Epidemic Model pp. 211-228: Claude Lefe`vre and Sergey Utev
Adjustment to Lancaster's Mid-P pp. 229-240: Eugene Seneta, Geoffrey Berry and Petra Macaskill

Editorial pp. 5-6: Joseph Glaz
The Distribution of the Sojourn Time for the Brownian Excursion pp. 7-28: Lajos Taka´cs
Point Processes Competing for Runs: A New Tool for their Investigation pp. 29-53: Marcel F. Neuts and Jian-Min Li
Estimating the Heavy Tail Index from Scaling Properties pp. 55-79: Mark E. Crovella and Murad S. Taqqu
Quasi-Stationarity of Discrete-Time Markov Chains with Drift to Infinity pp. 81-96: Pauline Coolen-Schrijner and Phil Pollett
Size Analysis of Nearly Regular Delaunay Triangulations pp. 97-117: Ian L. Dryden, Charles C. Taylor and Mohammad Reza Faghihi