VOL. 53 · NO. 4 | December 2016
Research Papers
Randall Martyr
J. Appl. Probab. 53 (4), 957-973, (December 2016)
KEYWORDS: Optimal stopping game, Nash equilibrium, saddle point, Optimal stopping, Snell envelope, Optimal switching, 91A55, 91A05, 60G40, 91G80
Alexander Katzur, Udo Kamps
J. Appl. Probab. 53 (4), 974-988, (December 2016)
KEYWORDS: order statistics, 𝑘-out-of-𝑛 system, sequential order statistics, ordered data, 60E05, 60E15, 62G30
A. Maheshwari, P. Vellaisamy
J. Appl. Probab. 53 (4), 989-1000, (December 2016)
KEYWORDS: long-range dependence, Fractional Poisson process, fractional negative binomial process, 60G22, 60G55
Venkat Anantharam, François Baccelli
J. Appl. Probab. 53 (4), 1001-1018, (December 2016)
KEYWORDS: point process, Boolean model, high-dimensional stochastic geometry, information theory, large deviations theory, 60G55, 94A15, 60D05, 60F10
Cristian F. Coletti, Karina B. E. de Oliveira, Pablo M. Rodriguez
J. Appl. Probab. 53 (4), 1019-1030, (December 2016)
KEYWORDS: Interacting particle system, innovation diffusion, Stochastic model, Bass model, contact process, Oriented percolation, 60K35, 60K10, 60J28
Robert R. Wilkinson, Frank G. Ball, Kieran J. Sharkey
J. Appl. Probab. 53 (4), 1031-1040, (December 2016)
KEYWORDS: general stochastic epidemic, deterministic general epidemic, SIR, Kermack‒McKendrick, message passing, bound, 92D30, 60J27, 60J22, 05C80
Pieter C. Allaart, José A. Islas
J. Appl. Probab. 53 (4), 1041-1051, (December 2016)
KEYWORDS: Choosing the maximum, sum-the-odds theorem, stopping time, 60G40, 62L15
Golshid Baharian, Arash Khatibi, Sheldon H. Jacobson
J. Appl. Probab. 53 (4), 1052-1063, (December 2016)
KEYWORDS: Sequential stochastic assignment, optimal policy, 60G20, 68R01
Jean Mairesse, Pascal Moyal
J. Appl. Probab. 53 (4), 1064-1077, (December 2016)
KEYWORDS: Markovian queueing theory, stability, Matching, graph, 60J10, 68M20, 05C75
Gagandeep Singh, U. C. Gupta, M. L. Chaudhry
J. Appl. Probab. 53 (4), 1078-1097, (December 2016)
KEYWORDS: Batch Markovian arrival process, BMAP, roots, queueing time, system time, virtual waiting time, rational Laplace‒Stieltjes transform, matrix exponential, phase type, deterministic, 60K25, 90B22
Tuǧrul Dayar, M. Can Orhan
J. Appl. Probab. 53 (4), 1098-1110, (December 2016)
KEYWORDS: Markovian arrival process, phase-type service time distribution, acyclic phase-type retrial time distribution, Kronecker product, Markov chain, 60J22, 60J28, 68M20
Debankur Mukherjee, Sem C. Borst, Johan S. H. van Leeuwaarden, Philip A. Whiting
J. Appl. Probab. 53 (4), 1111-1124, (December 2016)
KEYWORDS: Join-the-idle-queue policy, join-the-shortest-queue policy, load balancing, power of two, routeing, sample path comparison, stochastic coupling, supermarket mode, 60K25, 68M20, 60K30, 90B18, 90B36
Jennifer Sommer, Hans Daduna, Bernd Heidergott
J. Appl. Probab. 53 (4), 1125-1142, (December 2016)
KEYWORDS: Jackson network, stability, instability, product-form solution, bottleneck analysis, Shortest path, 60K25, 90B15
Giacomo Plazzotta, Caroline Colijn
J. Appl. Probab. 53 (4), 1143-1155, (December 2016)
KEYWORDS: branching process, shape frequency, Basic reproduction number, 60J85, 92D30
Nicolas Grosjean, Thierry Huillet
J. Appl. Probab. 53 (4), 1156-1165, (December 2016)
KEYWORDS: Inhomogeneous Bienyamé‒Galton‒Watson process, Coalescence process, genealogy, 60J80, 60G20
Xin He, Zenghu Li
J. Appl. Probab. 53 (4), 1166-1177, (December 2016)
KEYWORDS: branching process, continuous state, immigration, maximal jump, jump time, jump size, 60J80, 60H20
Alexander Iksanov, Zakhar Kabluchko
J. Appl. Probab. 53 (4), 1178-1192, (December 2016)
KEYWORDS: The Biggins martingale, Branching random walk, central limit theorem, Law of the iterated logarithm, 60G42, 60J80
A. D. Barbour, P. Chigansky, F. C. Klebaner
J. Appl. Probab. 53 (4), 1193-1205, (December 2016)
KEYWORDS: Birth‒death process, population dynamics with carrying capacity, fluid approximation, 60J80, 92D25, 60F05
Patrizia Berti, Irene Crimaldi, Luca Pratelli, Pietro Rigo
J. Appl. Probab. 53 (4), 1206-1220, (December 2016)
KEYWORDS: Bayesian nonparametric, central limit theorem, random probability measure, stable convergence, urn model, 60B10, 60F05, 60G57, 62F15
Neeraja Sahasrabudhe
J. Appl. Probab. 53 (4), 1221-1239, (December 2016)
KEYWORDS: Interacting urn model, Friedman urn, Pólya urn, synchronization, stable convergence, Reinforcement, Fluctuation theorem, 60K35, 60F05, 60B10, 60F99
Yi-Shen Lin
J. Appl. Probab. 53 (4), 1240-1256, (December 2016)
KEYWORDS: Mabinogion sheep, martingale optimality principle, Stochastic control, 93E20, 60G42
Stefan Kassberger, Thomas Liebmann
J. Appl. Probab. 53 (4), 1257-1264, (December 2016)
KEYWORDS: Axiomatic characterisation, conditional expectation, martingale, pricing operator, 91B70, 60G44, 47A67, 47N20
Sheldon M. Ross
J. Appl. Probab. 53 (4), 1265-1270, (December 2016)
KEYWORDS: Chen‒Stein Poisson approximation, improved bounds on unions, negative and positive dependencies, 60E15, 60E99
R. Biard, B. Saussereau
J. Appl. Probab. 53 (4), 1271-1272, (December 2016)
No abstract available
Back to Top