Methodology and Computing in Applied Probability

1999 - 2025

Current editor(s): Joseph Glaz

From Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 22, issue 4, 2020

Editorial pp. 1415-1416

Markos V. Koutras and Christos H. Skiadas

Asymptotic Analysis of Queueing Models Based on Synchronization Method pp. 1417-1438

L. G. Afanasyeva

Stability Analysis of a Multi-server Model with Simultaneous Service and a Regenerative Input Flow pp. 1439-1455

Larisa Afanaseva, Elena Bashtova and Svetlana Grishunina

Dynamic Non-parametric Monitoring of Air-Pollution pp. 1457-1479

Sotiris Bersimis and Kostas Triantafyllopoulos

Using Scan Statistics for Cluster Detection: Recognizing Real Bandwagons pp. 1481-1491

Jie Chen, Thomas Ferguson and Paul Jorgensen

Finite-Horizon Ruin Probabilities in a Risk-Switching Sparre Andersen Model pp. 1493-1506

Lesław Gajek and Marcin Rudź

Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model pp. 1507-1528

Lesław Gajek and Marcin Rudź

Limit Theorems for Queueing Systems with Various Service Disciplines in Heavy-Traffic Conditions pp. 1529-1538

S. A. Grishunina

Exact Distribution of Random Order Statistics and Applications in Risk Management pp. 1539-1558

Vasileios M. Koutras and Markos V. Koutras

A Stochastic Single Vehicle Routing Problem with a Predefined Sequence of Customers and Collection of Two Similar Materials pp. 1559-1582

Epaminondas G. Kyriakidis, Theodosis D. Dimitrakos and Constantinos C. Karamatsoukis

Diffusion Approximation of Branching Processes in Semi-Markov Environment pp. 1583-1590

Nikolaos Limnios and Elena Yarovaya

Moments of the Forward Recurrence Time in a Renewal Process pp. 1591-1600

Sotirios Losidis and Konstadinos Politis

The First Exit Time Stochastic Theory Applied to Estimate the Life-Time of a Complicated System pp. 1601-1611

Christos H. Skiadas and Charilaos Skiadas

Stochastic Modelling of Big Data in Finance pp. 1613-1630

Anatoliy Swishchuk

Laws of Large Numbers for Non-Homogeneous Markov Systems pp. 1631-1658

P.-C. G. Vassiliou

Volume 22, issue 3, 2020

Wavelet-Based Priors Accelerate Maximum-a-Posteriori Optimization in Bayesian Inverse Problems pp. 853-879

Philipp Wacker and Peter Knabner

Error Bounds for Cumulative Distribution Functions of Convolutions via the Discrete Fourier Transform pp. 881-904

Richard L. Warr and Cason J. Wight

State-Discretization of V-Geometrically Ergodic Markov Chains and Convergence to the Stationary Distribution pp. 905-925

Loic Hervé and James Ledoux

Asymptotics and Approximations of Ruin Probabilities for Multivariate Risk Processes in a Markovian Environment pp. 927-948

G. A. Delsing, M. R. H. Mandjes, P. J. C. Spreij and E. M. M. Winands

The Role of Information in System Stability with Partially Observable Servers pp. 949-968

Azam Asanjarani and Yoni Nazarathy

On the Distribution of the Number of Success Runs in a Continuous Time Markov Chain pp. 969-993

Boutsikas V. Michael and Vaggelatou Eutichia

Infill Asymptotics and Bandwidth Selection for Kernel Estimators of Spatial Intensity Functions pp. 995-1008

M. N. M. Lieshout

The Distribution of the Length of the Longest Increasing Subsequence in Random Permutations of Arbitrary Multi-sets pp. 1009-1021

Ayat Al-Meanazel and Brad C. Johnson

Parameter Estimation for Non-Stationary Fisher-Snedecor Diffusion pp. 1023-1061

A. M. Kulik, N. N. Leonenko, I. Papić and N. Šuvak

Branching Collision Processes with Immigration pp. 1063-1088

Anyue Chen, Junping Li and Jing Zhang

Efficient and Accurate Evaluation Methods for Concordance Measures via Functional Tensor Characterizations of Copulas pp. 1089-1124

Antonio Dalessandro and Gareth W. Peters

On Generalized Berman Constants pp. 1125-1143

Chengxiu Ling and Hong Zhang

Analysis of Tollbooth Systems with Two Tandem Skill-Based Servers and Two Vehicle Types pp. 1145-1167

Baoxian Chang, Tao Jiang, Qingqing Ye, Xudong Chai and Liwei Liu

ECM Algorithm for Auto-Regressive Multivariate Skewed Variance Gamma Model with Unbounded Density pp. 1169-1191

Thanakorn Nitithumbundit and Jennifer S. K. Chan

Purely Sequential and k-Stage Procedures for Estimating the Mean of an Inverse Gaussian Distribution pp. 1193-1219

Ajit Chaturvedi, Sudeep R. Bapat and Neeraj Joshi

Discrete-type Approximations for Non-Markovian Optimal Stopping Problems: Part II pp. 1221-1255

Sérgio C. Bezerra, Alberto Ohashi, Francesco Russo and Francys Souza

On the Individuals Chart with Supplementary Runs Rules under Serial Dependence pp. 1257-1273

Jungtaek Oh and Christian H. Weiß

On Estimation for Brownian Motion Governed by Telegraph Process with Multiple Off States pp. 1275-1291

V. Pozdnyakov, L. M. Elbroch, C. Hu, T. Meyer and J. Yan

A Renewal Generated Geometric Catastrophe Model with Discrete-Time Markovian Arrival Process pp. 1293-1324

Nitin Kumar and U. C. Gupta

Weak Error for Nested Multilevel Monte Carlo pp. 1325-1348

Daphné Giorgi, Vincent Lemaire and Gilles Pagès

On the Convergence Time of Some Non-Reversible Markov Chain Monte Carlo Methods pp. 1349-1387

Marie Vialaret and Florian Maire

On Exact and Asymptotic Formulas for the Distribution of the Integral of a Squared Brownian Motion with Drift pp. 1389-1413

Weixuan Xia

Volume 22, issue 2, 2020

Analysis of Queueing System with Non-Preemptive Time Limited Service and Impatient Customers pp. 401-432

Chesoong Kim, Alexander Dudin, Olga Dudina and Valentina Klimenok

SIR-Type Epidemic Models as Block-Structured Markov Processes pp. 433-453

Claude Lefèvre and Matthieu Simon

Stochastic Square of the Brennan-Schwartz Diffusion Process: Statistical Computation and Application pp. 455-476

Ahmed Nafidi, Ghizlane Moutabir, Ramón Gutiérrez-Sánchez and Eva Ramos-Ábalos

A Fast Algorithm for Maximal Propensity Score Matching pp. 477-495

Pavel S. Ruzankin

Exact Likelihood-Ratio Tests for a Simple Step-Stress Cumulative Exposure Model with Censored Exponential Data pp. 497-509

Xiaojun Zhu, N. Balakrishnan and Yiliang Zhou

Analysis of Single Server Queue with Modified Vacation Policy pp. 511-553

Priyanka Kalita, Gautam Choudhury and Dharmaraja Selvamuthu

Diffusion Approximation of a Risk Model with Non-Stationary Hawkes Arrivals of Claims pp. 555-571

Zailei Cheng and Youngsoo Seol

Reduction Principle for Functionals of Vector Random Fields pp. 573-598

Andriy Olenko and Dareen Omari

A Discrete-Time GIX/Geo/1 Queue with Multiple Working Vacations Under Late and Early Arrival System pp. 599-624

F. P. Barbhuiya and U. C. Gupta

On Nodes of Small Degrees and Degree Profile in Preferential Dynamic Attachment Circuits pp. 625-645

Panpan Zhang and Hosam M. Mahmoud

The Extended Matrix-Variate Beta Probability Distribution on Symmetric Matrices pp. 647-676

Mariem Tounsi

A Bayesian Cure Rate Model Based on the Power Piecewise Exponential Distribution pp. 677-692

Mário Castro and Yolanda M. Gómez

Exit Times, Undershoots and Overshoots for Reflected CIR Process with Two-Sided Jumps pp. 693-710

Pingping Jiang, Bo Li and Yongjin Wang

Modelling Net Carrying Amount of Shares for Market Consistent Valuation of Life Insurance Liabilities pp. 711-745

Diana Dorobantu, Yahia Salhi and Pierre-Emmanuel Thérond

On the Discrete Quasi Xgamma Distribution pp. 747-775

Josmar Mazucheli, Wesley Bertoli, Ricardo P. Oliveira and André F. B. Menezes

Optimal Reinsurance and Investment Strategy for an Insurer in a Model with Delay and Jumps pp. 777-801

Qiang Zhang and Ping Chen

Global Sensitivity Analysis for Models Described by Stochastic Differential Equations pp. 803-831

Pierre Étoré, Clémentine Prieur, Dang Khoi Pham and Long Li

First-Order Weak Balanced Schemes for Stochastic Differential Equations pp. 833-852

H. A. Mardones and C. M. Mora

Volume 22, issue 1, 2020

An Optimal Double Stopping Rule for a Buying-Selling Problem pp. 1-12

Georgy Yu. Sofronov

Boundary Crossing Probabilities of Jump Diffusion Processes to Time-Dependent Boundaries pp. 13-24

Tung-Lung Wu

Equilibrium and Precommitment Mean-Variance Portfolio Selection Problem with Partially Observed Price Index and Multiple Assets pp. 25-47

Guohui Guan

Derivation of Feynman–Kac and Bloch–Torrey Equations in a Trapping Medium pp. 49-74

Catherine Choquet and Marie-Christine Néel

Equilibrium Joining Strategy in a Batch Transfer Queuing System with Gated Policy pp. 75-99

Zhen Wang, Liwei Liu, Yuanfu Shao, Xudong Chai and Baoxian Chang

Parisian Ruin with Erlang Delay and a Lower Bankruptcy Barrier pp. 101-134

Esther Frostig and Adva Keren-Pinhasik

Volatility Uncertainty Quantification in a Stochastic Control Problem Applied to Energy pp. 135-159

Francisco Bernal, Emmanuel Gobet and Jacques Printems

A Note on Erdös and Kac’s Identity: Boundary Crossing Probabilities of Brownian Motion Over Constant Boundaries pp. 161-171

Tung-Lung Wu

Comparisons of the Expectations of System and Component Lifetimes in the Failure Dependent Proportional Hazard Model pp. 173-189

Mariusz Bieniek, Marco Burkschat and Tomasz Rychlik

Asymptotic Normality of Convoluted Smoothed Kernel Estimation for Scalar Diffusion Model pp. 191-221

Yuping Song, Weijie Hou and Guang Yang

Strong Convergence of the Euler-Maruyama Method for Nonlinear Stochastic Convolution Itô-Volterra Integral Equations with Constant Delay pp. 223-235

Shu Fang Ma, Jian Fang Gao and Zhan Wen Yang

Corrected Discrete Approximations for Multiple Window Scan Statistics of One-Dimensional Poisson Processes pp. 237-265

Yi-Shen Lin, Xenos Chang-Shuo Lin, Daniel Wei-Chung Miao and Yi-Ching Yao

Periodic Solutions of a Stochastic Food-Limited Mutualism Model pp. 267-278

Xinhong Zhang and Daqing Jiang

Extreme Value Distributions for Two Kinds of Path Sums of Markov Chain pp. 279-294

Lei Gao and Dong Han

Fluctuation Analysis in Parallel Queues with Hysteretic Control pp. 295-327

Jewgeni H. Dshalalow, Ahmed Merie and Ryan T. White

Stochastic Analysis of Minimal Automata Growth for Generalized Strings pp. 329-347

Ian G. Char and Manuel E. Lladser

First Crossing Times of Telegraph Processes with Jumps pp. 349-370

Nikita Ratanov

Weak stability bounds for approximations of invariant measures with applications to queueing pp. 371-400

Badredine Issaadi