Methodology and Computing in Applied Probability

1999 - 2025

Current editor(s): Joseph Glaz

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Volume 23, issue 4, 2021

Sampling from Non-smooth Distributions Through Langevin Diffusion pp. 1173-1201

Tung Duy Luu, Jalal Fadili and Christophe Chesneau

Coupon Subset Collection Problem with Quotas pp. 1203-1235

Shigeo Shioda

Efficient Simulation of Ruin Probabilities When Claims are Mixtures of Heavy and Light Tails pp. 1237-1255

Hansjörg Albrecher, Martin Bladt and Eleni Vatamidou

Transient and First Passage Time Distributions of First- and Second-order Multi-regime Markov Fluid Queues via ME-fication pp. 1257-1283

Nail Akar, Omer Gursoy, Gabor Horvath and Miklos Telek

On Complete Consistency for the Estimator of Nonparametric Regression Model Based on Asymptotically Almost Negatively Associated Errors pp. 1285-1307

Aiting Shen and Siyao Zhang

Comparisons of Multi-State Systems with Binary Components of Different Sizes pp. 1309-1321

He Yi, Narayanaswamy Balakrishnan and Lirong Cui

On the Convergence Complexity of Gibbs Samplers for a Family of Simple Bayesian Random Effects Models pp. 1323-1351

Bryant Davis and James P. Hobert

Asymptotic Behavior of Eigenvalues of Variance-Covariance Matrix of a High-Dimensional Heavy-Tailed Lévy Process pp. 1353-1375

Asma Teimouri, Mahbanoo Tata, Mohsen Rezapour, Rafal Kulik and Narayanaswamy Balakrishnan

A New Class of Multivariate Elliptically Contoured Distributions with Inconsistency Property pp. 1377-1407

Yeshunying Wang and Chuancun Yin

Sequential Maximum Likelihood Estimation for the Squared Radial Ornstein-Uhlenbeck Process pp. 1409-1417

Huantian Xie and Nenghui Kuang

Using Semi-Markov Chains to Solve Semi-Markov Processes pp. 1419-1431

Bei Wu, Brenda Ivette Garcia Maya and Nikolaos Limnios

Correction to: Using Semi-Markov Chains to Solve Semi-Markov Processes pp. 1433-1434

Bei Wu, Brenda Ivette Garcia Maya and Nikolaos Limnios

Analysis of a Stochastic Competitive Model with Saturation Effect and Distributed Delay pp. 1435-1459

Wenxu Ning, Zhijun Liu, Lianwen Wang and Ronghua Tan

Queue-Length, Waiting-Time and Service Batch Size Analysis for the Discrete-Time GI/D-MSP (a,b) / 1 / ∞ $^{\text {(a,b)}}/1/\infty $ Queueing System pp. 1461-1488

S. K. Samanta and R. Nandi

Exact Results and Bounds for the Joint Tail and Moments of the Recurrence Times in a Renewal Process pp. 1489-1505

Sotirios Losidis, Konstadinos Politis and Georgios Psarrakos

An Unusual Application of Cramér-Rao Inequality to Prove the Attainable Lower Bound for a Ratio of Complicated Gamma Functions pp. 1507-1517

Nitis Mukhopadhyay and Srawan Kumar Bishnoi

On the Rates of Asymptotic Normality for Bernstein Polynomial Estimators in a Triangular Array pp. 1519-1536

Dawei Lu and Lina Wang

Small-t Expansion for the Hartman-Watson Distribution pp. 1537-1549

Dan Pirjol

Analysis of a Queueing Model with Batch Markovian Arrival Process and General Distribution for Group Clearance pp. 1551-1579

Srinivas R. Chakravarthy, Shruti and Alexander Rumyantsev

Volume 23, issue 3, 2021

End-to-End Drug Supply Management in Multicenter Trials pp. 695-709

Michael Lefew, Anh Ninh and Vladimir Anisimov

False Discovery Variance Reduction in Large Scale Simultaneous Hypothesis Tests pp. 711-733

Sairam Rayaprolu and Zhiyi Chi

On the Transition Density and First Hitting Time Distributions of the Doubly Skewed CIR Process pp. 735-752

Guangli Xu and Xingchun Wang

Approximation of the Equilibrium Distribution via Extreme Value Theory: an Application to Insurance Risk pp. 753-766

Ehyter Matías Martín-González, Ekaterina Todorova Kolkovska and Antonio Murillo-Salas

Asymptotic Theory for a Stochastic Unit Root Model with Intercept and Under Mis-Specification of Intercept pp. 767-799

Lingjie Du and Tianxiao Pang

Fluid Flow Model for Energy-Aware Server Performance Evaluation pp. 801-821

Eleonora Deiana, Guy Latouche and Marie-Ange Remiche

Improving Hall’s Accelerated Sequential Procedure: Generalized Multistage Fixed-Width Confidence Intervals for a Normal Mean pp. 823-835

Jun Hu

Some Results on the Telegraph Process Confined by Two Non-Standard Boundaries pp. 837-858

Antonio Crescenzo, Barbara Martinucci, Paola Paraggio and Shelemyahu Zacks

The Periodic Solutions to a Stochastic Two-Prey One-Predator Population Model with Impulsive Perturbations in a Polluted Environment pp. 859-872

Yuxiao Zhao, Linshan Wang and Yangfan Wang

Approximations for the Boundary Crossing Probabilities of Moving Sums of Random Variables pp. 873-892

Jack Noonan and Anatoly Zhigljavsky

Optimal Investment and Reinsurance Under the Gamma Process pp. 893-923

Bohan Li and Junyi Guo

Ornstein-Uhlenbeck Processes of Bounded Variation pp. 925-946

Nikita Ratanov

q-Random Walks on Zd, d = 1, 2, 3 pp. 947-969

Thomas Kamalakis and Malvina Vamvakari

Orderings of the Smallest Claim Amounts from Exponentiated Location-Scale Models pp. 971-999

Sangita Das, Suchandan Kayal and N. Balakrishnan

Generalized Evolutionary Point Processes: Model Specifications and Model Comparison pp. 1001-1021

Philip A. White and Alan E. Gelfand

Upper and Lower Bounds for the Synchronizer Performance in Systems with Probabilistic Message Loss pp. 1023-1056

Martin Zeiner and Ulrich Schmid

Delayed Capital Injections for a Risk Process with Markovian Arrivals pp. 1057-1076

A. S. Dibu, M. J. Jacob, Apostolos D. Papaioannou and Lewis Ramsden

Asymptotic Results for the Absorption Time of Telegraph Processes with Elastic Boundary at the Origin pp. 1077-1096

Claudio Macci, Barbara Martinucci and Enrica Pirozzi

Privacy Considerations in Participatory Data Collection via Spatial Stackelberg Incentive Mechanisms pp. 1097-1128

Jing Yang Koh, Gareth W. Peters, Ido Nevat and Derek Leong

On Homogeneous Multivariate Distributions in Random Occupancy Models and Their Applications pp. 1129-1153

Kiyoshi Inoue

Linear Quadratic Gaussian Homing for Markov Processes with Regime Switching and Applications to Controlled Population Growth/Decay pp. 1155-1172

Moussa Kounta and Nathan J. Dawson

Volume 23, issue 2, 2021

Editorial of the Special Issue of MCAP: S4G Stochastic Geometry, Stereology and Spatial Statistics pp. 459-460

Viktor Beneš and Jiří Dvořák

Uniform Strong Law of Large Numbers pp. 461-470

V. Yu. Bogdanskii, O. I. Klesov and I. Molchanov

Assessing Similarity of Random sets via Skeletons pp. 471-490

Johan Debayle, Vesna Gotovac Ðogaš, Kateřina Helisová, Jakub Staněk and Markéta Zikmundová

Computation of Coverage Probabilities in a Spherical Germ-Grain Model pp. 491-502

Ian Flint and Nicolas Privault

Testing Equality of Distributions of Random Convex Compact Sets via Theory of 𝕹 $\mathfrak {N}$ -Distances pp. 503-526

Vesna Gotovac Dogaš and Kateřina Helisová

Stochastic Reconstruction for Inhomogeneous Point Patterns pp. 527-547

Kateřina Koňasová and Jiří Dvořák

Bayesian Inference of a Parametric Random Spheroid from its Orthogonal Projections pp. 549-567

Mathieu Langlard, Fabrice Lamadie, Sophie Charton and Johan Debayle

Structured Space-Sphere Point Processes and K-Functions pp. 569-591

Jesper Møller, Heidi S. Christensen, Francisco Cuevas-Pacheco and Andreas D. Christoffersen

A Nonparametric Graphical Tests of Significance in Functional GLM pp. 593-612

Tomáš Mrkvička, Tomáš Roskovec and Michael Rost

On Variability and Interdependence of Local Porosity and Local Tortuosity in Porous Materials: a Case Study for Sack Paper pp. 613-627

Matthias Neumann, Eduardo Machado Charry, Karin Zojer and Volker Schmidt

Extrinsic Regression and Anti-Regression on Projective Shape Manifolds pp. 629-646

Vic Patrangenaru and Yifang Deng

Point Processes on Directed Linear Networks pp. 647-667

Jakob G. Rasmussen and Heidi S. Christensen

Exploration of Gibbs-Laguerre Tessellations for Three-Dimensional Stochastic Modeling pp. 669-693

F. Seitl, L. Petrich, J. Staněk, C. E. Krill, V. Schmidt and V. Beneš

Volume 23, issue 1, 2021

Editorial pp. 1-3

M. V. Koutras and L. Márkus

Truncated Family of Distributions with Applications to Time and Cost to Start a Business pp. 5-27

Ayman Alzaatreh, Mohammad A. Aljarrah, Michael Smithson, Saman Hanif Shahbaz, Muhammad Qaiser Shahbaz, Felix Famoye and Carl Lee

Sufficient Conditions for some Transform Orders Based on the Quantile Density Ratio pp. 29-52

Antonio Arriaza, Félix Belzunce and Carolina Martínez-Riquelme

Fractional Ornstein-Uhlenbeck Process with Stochastic Forcing, and its Applications pp. 53-84

Giacomo Ascione, Yuliya Mishura and Enrica Pirozzi

Structure of the Particle Population for a Branching Random Walk with a Critical Reproduction Law pp. 85-102

Daria Balashova, Stanislav Molchanov and Elena Yarovaya

Discrete-Time Model of Company Capital Dynamics with Investment of a Certain Part of Surplus in a Non-Risky Asset for a Fixed Period pp. 103-121

Ekaterina Bulinskaya and Boris Shigida

Statistical Estimation of Mutual Information for Mixed Model pp. 123-142

Alexander Bulinski and Alexey Kozhevin

Hierarchical Archimedean Dependence in Common Shock Models pp. 143-163

Umberto Cherubini and Sabrina Mulinacci

Generalizations of Runs and Patterns Distributions for Sequences of Binary Trials pp. 165-185

Spiros D. Dafnis, Frosso S. Makri and Markos V. Koutras

Stochastic Precedence and Minima Among Dependent Variables pp. 187-205

Emilio De Santis, Yaakov Malinovsky and Fabio Spizzichino

Stability and Instability of Steady States for a Branching Random Walk pp. 207-218

Yaqin Feng, Stanislav Molchanov and Elena Yarovaya

Measuring Discrepancies Between Poisson and Exponential Hawkes Processes pp. 219-239

Rachele Foschi

Gamma Process-Based Models for Disease Progression pp. 241-255

Ayman Hijazy and András Zempléni

Numerical Stochastic Model of Non-stationary Time Series of the Wind Chill Index pp. 257-271

Nina Kargapolova

A New and Pragmatic Approach to the GIX/Geo/c/N Queues Using Roots pp. 273-289

J. J. Kim, M. L. Chaudhry, V. Goswami and A. D. Banik

Asymptotic Distributions of Empirical Interaction Information pp. 291-315

Mariusz Kubkowski and Jan Mielniczuk

Schur-Constant and Related Dependence Models, with Application to Ruin Probabilities pp. 317-339

Claude Lefèvre and Matthieu Simon

Modelling Joint Behaviour of Asset Prices Using Stochastic Correlation pp. 341-354

László Márkus and Ashish Kumar

On Rereading Stein’s Lemma: Its Intrinsic Connection with Cramér-Rao Identity and Some New Identities pp. 355-367

Nitis Mukhopadhyay

Perturbed Markov Chains with Damping Component pp. 369-397

Dmitrii Silvestrov, Sergei Silvestrov, Benard Abola, Pitos Seleka Biganda, Christopher Engström, John Magero Mango and Godwin Kakuba

Modelling of Limit Order Books by General Compound Hawkes Processes with Implementations pp. 399-428

Anatoliy Swishchuk

Scan Statistics for Normal Data with Outliers pp. 429-458

Qianzhu Wu and Joseph Glaz