Journal of Applied Probability

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  Año 2014, Vol. 51, Número 1

  • A wavelet-based almost-sure uniform approximation of fractional brownian motion with a parallel algorithm

    Dawei Hong, Shushuang Man, Jean-Camille Birget, Desmond S. Lun

    • Resumen

    págs. 1-18

    

  • Fractional discrete processes: : compound and mixed poisson representations

    Luisa Beghin, Claudio Macci

    • Resumen

    págs. 19-36

    

  • Relations between hidden regular variation and the tail order of copulas

    Lei Hua, Harry Joe, Haijun Li

    • Resumen

    págs. 37-57

    

  • Stochastic orderings and ageing properties of residual life lengths of live components in (n - k + 1)-out-of-n systems

    N. Balakrishnan, Ghobad Barmalzan, Abedin Haidari

    • Resumen

    págs. 58-68

    

  • On the deterioration of nonrepairable multistate strongly coherent systems

    Bent Natvig

    • Resumen

    págs. 69-81

    

  • On the signatures of ordered system lifetimes

    N. Balakrishnan, William Volterman

    • Resumen

    págs. 82-91

    

  • Random construction of interpolating sets for high-dimensional integration

    Mark Huber, Sarah Schott

    • Resumen

    págs. 92-105

    

  • On the nearest-neighbor algorithm for the mean-field traveling salesman problem

    Antar Bandyopadhyay, Farkhondeh Sajadi

    • Resumen

    págs. 106-117

    

  • A new look at urban water storage in a series of connected dams

    Phil Howlett, Charles Pearce, Julia Piantadosi

    • Resumen

    págs. 118-135

    

  • On exceedance times for some processes with dependent increments

    Søren Asmussen, Sergey Foss

    • Resumen

    págs. 136-151

    

  • On the location of the maximum of a continuous stochastic process

    Leandro E. R. Pimentel

    • Resumen

    págs. 152-161

    

  • The maximum of a symmetric next neighbor walk on the nonnegative integers

    Ora E. Percus, Jerome K. Percus

    • Resumen

    págs. 162-173

    

  • Species dynamics in the two-parameter poisson-dirichlet diffusion model

    Matteo Ruggiero

    • Resumen

    págs. 174-190

    

  • Coexistence and noncoexistence of markovian viruses and their hosts

    Jakob E. Björnberg, Erik I. Broman

    • Resumen

    págs. 191-208

    

  • Coalescence times for the Bienayé-Galton-Watson process

    V. Le

    • Resumen

    págs. 209-218

    

  • Asymptotic behaviour of extinction probability of interacting branching collision processes

    Anyue Chen, Junping Li, Yiqing Chen, Dingxuan Zhou

    • Resumen

    págs. 219-234

    

  • Percolation of hard disks

    D. Aristoff

    • Resumen

    págs. 235-246

    

  • Cover times and generic chaining

    Joseph Lehec

    • Resumen

    págs. 247-261

    

  • Undiscounted Markov chain BSDES to stopping times

    • Resumen

    págs. 262-281

    

  • Pairs trading with opportunity cost

    Carl Lindberg

    • Resumen

    págs. 282-286

    

  • Stopping probabilities for patterns in Markov chains

    Renato Jacob Gava, Danilo Salotti

    • Resumen

    págs. 287-292

    

  • On simple ruin expressions in dependent Sparre Andersen risk models

    Hansjörg Albrecher, Onno J. Boxma, Jevgenijs Ivanovs

    • Resumen

    págs. 293-296