Journal of Applied Probability

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  Año 2013, Vol. 50, Número 4

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    Retirement of dr linda nash, executive editor

    J. Gani, S. Asmussen, D. Daley

    págs. 908-909

    
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    Nondecreasing lower bound on the poisson cumulative distribution

    M. BONDAREVA

    • Resumen

    págs. 909-917

    
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    On the embedding problem for discrete-time markov chains

    Marie-Anne Guerry

    • Resumen

    págs. 918-930

    
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    Nonparametric estimation for a class of piecewise-deterministic markov processes

    Takayuki Fujii

    • Resumen

    págs. 931-942

    
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    Comparison of cutoffs between lazy walks and markovian semigroups

    GUAN-YU CHEN, Laurent Saloff-Coste

    • Resumen

    págs. 943-959

    
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    Markov processes with restart

    Konstantin Avrachenkov, Alexey Piunovskiy, Yi Zhang

    • Resumen

    págs. 960-968

    
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    Fractional moments of solutions to stochastic recurrence equations

    Thomas Mikosch,, Gennady Samorodnitsky, Laleh Tafakori

    • Resumen

    págs. 969-982

    
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    Conditional characteristic functions of molchan-golosov fractional lévy processes with application to credit risk

    Holger Fink

    • Resumen

    págs. 983-1005

    
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    Inference for a nonstationary self-exciting point process with an application in ultra-high frequency financial data modeling.

    Feng Chen, Hall Peter Gavin

    • Resumen

    págs. 1006-1024

    
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    Optimal portfolios for financial markets with wishart volatility

    Nicole Bauerle, Zejing Li

    • Resumen

    págs. 1025-1043

    
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    Sojourn time estimation in an M/G/? queue with partial information

    Nafna Blanghaps, Yuval Nov, Gideon Weiss

    • Resumen

    págs. 1044-1056

    
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    On the modelling of imperfect repairs for a continuously monitored gamma wear process through age reduction.

    Sophie Mercier, I. T. Castro

    • Resumen

    págs. 1057-1076

    
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    Convergence rates in the implicit renewal theorem on trees

    Predrag R. Jelenkovic, Mariana Olvera-Cravioto

    • Resumen

    págs. 1077-1088

    
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    Discrete, continuous and conditional multiple window scan statistics

    Tung-Lung Wu, Joseph Glaz, James C. Fu

    • Resumen

    págs. 1089-1101

    
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    Analysis of the discrete ornstein-uhlenbeck process caused by the tick size effect

    Daniel Wei-Chung Miao

    • Resumen

    págs. 1102-1116

    
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    Optimal coadapted coupling for a random walk on the hyper-complete graph

    Stephen Connor

    • Resumen

    págs. 1117-1130

    
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    Upper bounds for the maximum of a random walk with negative drift

    Johannes Kugler, Vitali Wachtel

    • Resumen

    págs. 1131-1146

    
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    Acquaintance vaccination in an epidemic on a random graph with specified degree distribution

    Frank Ball, DAVID SIRL

    • Resumen

    págs. 1147-1168

    
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    On generalized pólya urn models

    May-Ru Chen, Markus Kuba

    • Resumen

    págs. 1169-1186

    
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    Stein's method for the beta distribution and the pólya-eggenberger urn

    Larry Goldstein, Gesine Reinert

    • Resumen

    págs. 1187-1205

    
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    Probabilistic proofs of euler identities

    Lars Holst

    • Resumen

    págs. 1206-1212