The following pages link to Journal of Applied Probability (Q59385):
Displaying 50 items.
- Characterization by orthogonal polynomial systems of finite Markov chains (Q3147825) (← links)
- Similar Markov chains (Q3147826) (← links)
- The detection of words and an ordering for Markov chains (Q3147827) (← links)
- An innovation approach to non-Gaussian time series analysis (Q3147829) (← links)
- Point process convergence of stochastic volatility processes with application to sample autocorrelation (Q3147830) (← links)
- Integrated processes and the discrete cosine transform (Q3147831) (← links)
- Misspecified change-point estimation problem for a Poisson process (Q3147832) (← links)
- An asymptotic formula for the Bayes risk in discriminating between two Markov chains (Q3147833) (← links)
- Fitting hidden semi-Markov models to breakpoint rainfall data (Q3147834) (← links)
- Estimation of the upper cutoff parameter for the tapered Pareto distribution (Q3147835) (← links)
- On the statistics of the linked stress release model (Q3147836) (← links)
- Automatic methods for generating seismic intensity maps (Q3147837) (← links)
- Exploratory analysis of earthquake clusters by likelihood-based trigger models (Q3147838) (← links)
- Relative quiescence within the Jiashi swarm in Xinjiang, China: an application of the ETAS point process model (Q3147839) (← links)
- An evaluation of Chinese annual earthquake predictions, 1990–1998 (Q3147840) (← links)
- Point process modelling of reservoir-induced seismicity (Q3147842) (← links)
- On the structure of proper Black-Scholes formulae (Q3147843) (← links)
- A study of the role of the transmission mechanism in macroparasite aggregation (Q3147844) (← links)
- Priority queueing model with changeover times and switching threshold (Q3147846) (← links)
- Estimating interannual variability arising from weather events (Q3147848) (← links)
- Denumerable-state continuous-time Markov decision processes with unbounded transition and reward rates under the discounted criterion (Q3153648) (← links)
- Large deviation theorems for weighted sums applied to a geographical problem (Q3153649) (← links)
- Optimal stopping of a risk process: model with interest rates (Q3153651) (← links)
- Selecting the last success in Markov-dependent trials (Q3153653) (← links)
- Remarks on the absolute maximum of a Lévy process (Q3153654) (← links)
- Age-replacement policy and optimal work size (Q3153655) (← links)
- Ruin probabilities with dependent rates of interest (Q3153656) (← links)
- On higher-order properties of compound geometric distributions (Q3153657) (← links)
- Output analysis of a single-buffer multiclass queue: FCFS service (Q3153658) (← links)
- Stationary solution to the fluid queue fed by an M/M/1 queue (Q3153659) (← links)
- Correlation models with long-range dependence (Q3153660) (← links)
- Breakage and restoration in recursive trees (Q3153662) (← links)
- On the equivalence of floating- and fixed-strike Asian options (Q3153663) (← links)
- Branching processes with deteriorating random environments (Q3153664) (← links)
- On the convexity of loss probabilities (Q3153665) (← links)
- Distribution of the number of customers served in an M/G/1 retrial queue (Q3153666) (← links)
- Markov-modulated linear fluid networks with Markov additive input (Q3153667) (← links)
- Ageing and stochastic comparisons for a covariate failure model (Q3153668) (← links)
- On the behaviour of some new ageing properties based upon the residual life of <i>k</i>-out-of-<i>n</i> systems (Q3153669) (← links)
- Entropy-based measure of uncertainty in past lifetime distributions (Q3153670) (← links)
- Obituary: Richard Lewis Tweedie (Q3153671) (← links)
- Birth of a Strongly Connected Giant in an Inhomogeneous Random Digraph (Q3165480) (← links)
- Coagulation Processes with Gibbsian Time Evolution (Q3165482) (← links)
- Coalescence in Critical and Subcritical Galton-Watson Branching Processes (Q3165483) (← links)
- Extinction Probabilities of Supercritical Decomposable Branching Processes (Q3165484) (← links)
- Tightness for Maxima of Generalized Branching Random Walks (Q3165485) (← links)
- An Application of the Backbone Decomposition to Supercritical Super-Brownian Motion with a Barrier (Q3165486) (← links)
- First Passage Time of Skew Brownian Motion (Q3165487) (← links)
- Exit Problems for Reflected Markov-Modulated Brownian Motion (Q3165488) (← links)
- Fractional Brownian Motion with<i>H</i>< 1/2 as a Limit of Scheduled Traffic (Q3165489) (← links)
