Content
December 2009, Volume 11, Issue 4
- 661-668 On the Pricing of Options Written on the Last Exit Time
by Jirô Akahori & Yuri Imamura & Yuko Yano - 669-685 Uniform Estimate for Maximum of Randomly Weighted Sums with Applications to Ruin Theory
by Xin-mei Shen & Zheng-yan Lin & Yi Zhang - 687-703 Development of Computational Algorithms for Evaluating Option Prices Associated with Square-Root Volatility Processes
by Hideyuki Takada & Ushio Sumita & Hui Jin
September 2009, Volume 11, Issue 3
- 277-278 Editorial
by Esther Frostig - 279-306 Asymptotic Results for the Sum of Dependent Non-identically Distributed Random Variables
by Dominik Kortschak & Hansjörg Albrecher - 307-338 Moment Bounds on Discrete Expected Stop-Loss Transforms, with Applications
by Cindy Courtois & Michel Denuit - 339-357 Option Pricing for Log-Symmetric Distributions of Returns
by Fima C. Klebaner & Zinoviy Landsman - 359-383 Fourier Inversion Formulas in Option Pricing and Insurance
by Daniel Dufresne & Jose Garrido & Manuel Morales - 385-399 Properties of Distortion Risk Measures
by Alejandro Balbás & José Garrido & Silvia Mayoral - 401-423 The Compound Poisson Surplus Model with Interest and Liquid Reserves: Analysis of the Gerber–Shiu Discounted Penalty Function
by Jun Cai & Runhuan Feng & Gordon E. Willmot - 425-441 Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities
by Claude Lefèvre & Stéphane Loisel - 443-461 Measurement of Longevity Risk Using Bootstrapping for Lee–Carter and Generalised Linear Poisson Models of Mortality
by S. Haberman & A. E. Renshaw - 463-489 Life Anuities with Stochastic Survival Probabilities: A Review
by Michel Denuit
June 2009, Volume 11, Issue 2
- 117-117 Editorial
by Joseph Glaz - 119-144 Goodness-of-Fit Tests for Continuous Regression
by Alejandra Cabaña & Enrique M. Cabaña - 145-157 Robust Optimal Portfolio Choice Under Markovian Regime-switching Model
by Robert J. Elliott & Tak Kuen Siu - 159-179 IPA Derivatives for Make-to-Stock Production-Inventory Systems With Backorders Under the (R,r) Policy
by Yihong Fan & Benjamin Melamed & Yao Zhao & Yorai Wardi - 181-200 Comparative Construction of Plug-in Estimators of the Entropy Rate of Two-state Markov Chains
by Valérie Girardin & André Sesboüé - 201-209 Queuing Systems with Semi-Markov Flow in Average and Diffusion Approximation Schemes
by V. S. Koroliuk & V. V. Koroliuk & N. Limnios - 211-229 Multiple Priors and Asset Pricing
by Dilip B. Madan & Robert J. Elliott - 231-247 Imbalance in Random Digital Trees
by Hosam M. Mahmoud - 249-265 Estimating Relative Risk on the Line Using Nearest Neighbor Statistics
by Dmitri Pavlov & Svetla Slavova & Richard J. Kryscio - 267-275 Simultaneous Occurrences of Runs in Independent Markov Chains
by S. Robin & V. T. Stefanov
March 2009, Volume 11, Issue 1
- 1-2 Editorial
by Paolo Giudici & Henry Wynn - 3-19 The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance
by Davide Ferrari & Sandra Paterlini - 21-27 Bootstrap Algorithms for Risk Models with Auxiliary Variable and Complex Samples
by Giancarlo Manzi & Fulvia Mecatti - 29-45 Random Survival Forests Models for SME Credit Risk Measurement
by Dean Fantazzini & Silvia Figini - 47-63 Clinical and Operational Risk: A Bayesian Approach
by Chiara Cornalba - 65-93 Modelling Operational Risk Losses with Graphical Models and Copula Functions
by Danae Politou & Paolo Giudici - 95-115 Bayesian Copulae Distributions, with Application to Operational Risk Management
by Luciana Dalla Valle
December 2008, Volume 10, Issue 4
- 471-505 An Efficient Algorithm for Rare-event Probability Estimation, Combinatorial Optimization, and Counting
by Zdravko I. Botev & Dirk P. Kroese - 507-529 Approximating Perpetuities
by Margarete Knape & Ralph Neininger - 531-555 Two Queues with Weighted One-Way Overflow
by Peter Sendfeld - 557-558 Two Queues with Weighted One-Way Overflow
by Peter Sendfeld - 559-575 On the Finite Buffer Queue with Renewal Input and Batch Markovian Service Process: GI/BMSP/1/N
by A. D. Banik & M. L. Chaudhry & U. C. Gupta - 577-593 Weak Convergence of the Empirical Mean Excess Process with Application to Estimate the Negative Tail Index
by Jürg Hüsler & Deyuan Li - 595-620 Gaussian Scenario for the Heat Equation with Quadratic Potential and Weakly Dependent Data with Applications
by N. N. Leonenko & M. D. Ruiz-Medina - 621-644 First Passage Densities and Boundary Crossing Probabilities for Diffusion Processes
by Andrew N. Downes & Konstantin Borovkov
September 2008, Volume 10, Issue 3
- 315-335 Cox Point Processes Driven by Ornstein–Uhlenbeck Type Processes
by R. Lechnerová & K. Helisová & V. Beneš - 337-355 Exact Simulation of IG-OU Processes
by Shibin Zhang & Xinsheng Zhang - 357-379 Minimum Φ-Divergence Estimator and Φ-Divergence Statistics in Generalized Linear Models with Binary Data
by J. A. Pardo & M. C. Pardo - 381-408 Algorithms for the Laplace–Stieltjes Transforms of First Return Times for Stochastic Fluid Flows
by Nigel G. Bean & Małgorzata M. O’Reilly & Peter G. Taylor - 409-433 Runtime Analysis of Ant Colony Optimization with Best-So-Far Reinforcement
by Walter J. Gutjahr & Giovanni Sebastiani - 435-451 Non-asymptotic Bandwidth Selection for Density Estimation of Discrete Data
by Zdravko I. Botev & Dirk P. Kroese - 453-469 Simulation Study for the Clan of Ancestors in a Perfect Simulation Scheme of a Continuous One-Dimensional Loss Network
by Nancy L. Garcia & Nevena Marić
June 2008, Volume 10, Issue 2
- 121-178 Semi-Iterative Minimum Cross-Entropy Algorithms for Rare-Events, Counting, Combinatorial and Integer Programming
by Reuven Rubinstein - 179-198 Numerical Bounds for Semi-Markovian Quantities and Application to Reliability
by Sophie Mercier - 199-223 Adaptive Monte Carlo Variance Reduction for Lévy Processes with Two-Time-Scale Stochastic Approximation
by Reiichiro Kawai - 225-238 On the Ruin Problem in a Markov-Modulated Risk Model
by Xin Zhang - 239-275 Quasi-Monte Carlo for Highly Structured Generalised Response Models
by F. Y. Kuo & W. T. M. Dunsmuir & I. H. Sloan & M. P. Wand & R. S. Womersley - 277-297 Optimal Scaling for Random Walk Metropolis on Spherically Constrained Target Densities
by Peter Neal & Gareth Roberts - 299-314 Small and Large Scale Asymptotics of some Lévy Stochastic Integrals
by Vladas Pipiras & Murad S. Taqqu
March 2008, Volume 10, Issue 1
- 1-22 Brownian Motion and Ornstein–Uhlenbeck Processes in Planar Shape Space
by Frank G. Ball & Ian L. Dryden & Mousa Golalizadeh - 23-37 On the Boolean Model of Wiener Sausages
by Rostislav Černý & Stefan Funken & Evgueni Spodarev - 39-54 Tail Dependence Comparison of Survival Marshall–Olkin Copulas
by Haijun Li - 55-71 On the Distributions of the State Sizes of Discrete Time Homogeneous Markov Systems
by G. Vasiliadis & G. Tsaklidis - 73-83 Multiple Eigenvalues in Spectral Analysis for Solving QBD Processes
by Winfried K. Grassmann & Steve Drekic - 85-104 A Factorisation of Diffusion Measure and Finite Sample Path Constructions
by Alexandros Beskos & Omiros Papaspiliopoulos & Gareth O. Roberts - 105-120 Exact Simulation for Discrete Time Spin Systems and Unilateral Fields
by Emilio De Santis & Mauro Piccioni
December 2007, Volume 9, Issue 4
- 465-481 Performance Analysis of a Fluid Production/Inventory Model with State-dependence
by Oded Berman & David Perry & Wolfgang Stadje - 483-496 Asymptotics of an Efficient Monte Carlo Estimation for the Transition Density of Diffusion Processes
by Osnat Stramer & Jun Yan - 497-519 An Algorithmic Approach to Discrete Time Non-homogeneous Backward Semi-Markov Reward Processes with an Application to Disability Insurance
by Fredrik Stenberg & Raimondo Manca & Dmitrii Silvestrov - 521-540 Stationary Analysis of a Fluid Queue Driven by Some Countable State Space Markov Chain
by Fabrice Guillemin & Bruno Sericola - 541-556 Empirical Polygon Simulation and Central Limit Theorems for the Homogenous Poisson Line Process
by Julien Michel & Katy Paroux - 557-572 Estimating the Scale Parameter of a Lévy-stable Distribution via the Extreme Value Approach
by Djamel Meraghni & Abdelhakim Necir - 573-584 A Survey of the Coupon Collector’s Problem with Random Sample Sizes
by John E. Kobza & Sheldon H. Jacobson & Diane E. Vaughan
September 2007, Volume 9, Issue 3
- 357-358 Editorial
by Raimondo Manca - 359-375 First Exit Times for Ordinary and Compound Poisson Processes with Non-linear Boundaries
by S. Zacks - 377-388 Stability Criteria for Multi-class Queueing Networks with Re-entrant Lines
by I. M. MacPhee & L. J. Müller - 389-397 Parametric and Non Homogeneous Semi-Markov Process for HIV Control
by E. Mathieu & Y. Foucher & P. Dellamonica & J. P. Daures - 399-411 Some Reward Paths in Semi-Markov Models with Stochastic Selection of the Transition Probabilities
by Aleka Papadopoulou & George Tsaklidis - 413-423 Prediction and Conditional Simulation of a 2D Lognormal Diffusion Random Field
by R. Gutiérrez & C. Roldán & R. Gutiérrez-Sánchez & J. M. Angulo - 425-446 On New Multivariate Probability Distributions and Stochastic Processes with System Reliability and Maintenance Applications
by Jerzy Filus & Lidia Filus - 447-463 A Probabilistic Framework Towards the Parameterization of Association Rule Interestingness Measures
by Stéphane Lallich & Benoît Vaillant & Philippe Lenca
June 2007, Volume 9, Issue 2
- 151-151 Editorial
by J. Glaz & M. V. Koutras - 153-162 Skewing Around: Relationships Among Classes of Skewed Distributions
by Barry C. Arnold & Robert J. Beaver - 163-193 Distributions of Random Partitions and Their Applications
by Charalambos A. Charalambides - 195-205 On the Normal Approximation for the Distribution of the Number of Simple or Compound Patterns in a Random Sequence of Multi-state Trials
by James C. Fu & W. Y. Wendy Lou - 207-224 Statistical Process Control using Shewhart Control Charts with Supplementary Runs Rules
by M. V. Koutras & S. Bersimis & P. E. Maravelakis - 225-242 Asymptotics for Ratios with Applications to Reinsurance
by Sophie A. Ladoucette & Jef L. Teugels - 243-262 Discrete Compound Poisson Process with Curved Boundaries: Polynomial Structures and Recursions
by Claude Lefèvre - 263-305 Selecting the Best Population Using a Test for Equality Based on Minimal Wilcoxon Rank-sum Precedence Statistic
by Hon Keung Tony Ng & N. Balakrishnan & S. Panchapakesan - 307-323 Some Information Theoretic Ideas Useful in Statistical Inference
by Takis Papaioannou & Kosmas Ferentinos & Charalampos Tsairidis - 325-341 Symmetry Studies for Data Analysis
by Marlos Viana - 343-356 Review of Some Functionals of Compound Poisson Processes and Related Stopping Times
by S. Zacks
March 2007, Volume 9, Issue 1
- 1-20 Optimum Burn-in Time for a Bathtub Shaped Failure Distribution
by Mark Bebbington & Chin-Diew Lai & Ričardas Zitikis - 21-40 Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries
by Liqun Wang & Klaus Pötzelberger - 41-54 Supermodular Comparison of Time-to-Ruin Random Vectors
by Michel Denuit & Esther Frostig & Benny Levikson - 55-87 Limit Theorems for Sums of Heavy-tailed Variables with Random Dependent Weights
by Stilian A. Stoev & Murad S. Taqqu - 89-114 Bayesian Hierarchical Space–time Modeling of Earthquake Data
by Bent Natvig & Ingunn Fride Tvete - 115-131 Probing Option Prices for Information
by Hélyette Geman & Dilip B. Madan & Marc Yor - 133-149 A Monte Carlo Estimation of the Entropy for Markov Chains
by Didier Chauveau & Pierre Vandekerkhove
December 2006, Volume 8, Issue 4
- 431-447 Estimating Stochastic Dynamical Systems Driven by a Continuous-Time Jump Markov Process
by Julien Chiquet & Nikolaos Limnios - 449-465 Quasi-stationary Distributions for a Class of Discrete-time Markov Chains
by Pauline Coolen-Schrijner & Erik A. Doorn - 467-496 Refined Large Deviation Asymptotics for the Classical Occupancy Problem
by Paul Dupuis & Jim (Xiao) Zhang & Philip Whiting - 497-515 Passage Times in Fluid Models with Application to Risk Processes
by V. Ramaswami - 517-540 Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach
by Christophe Barrera-Esteve & Florent Bergeret & Charles Dossal & Emmanuel Gobet & Asma Meziou & Rémi Munos & Damien Reboul-Salze - 541-558 Additive Positive Stable Frailty Models
by Madhuja Mallick & Nalini Ravishanker - 559-571 Estimation for the Simple Linear Boolean Model
by Catherine M. Crespi & Kenneth Lange
September 2006, Volume 8, Issue 3
- 319-319 Editorial
by Joseph Glaz - 321-343 A Nonparametric Sequential Test with Power 1 for the Mean of Lévy-stable Laws with Infinite Variance
by Abdelhakim Necir - 345-356 A Unified Derivation of the Complementary Waiting Time Distribution in Sequential Occupancy
by Charalambos A. Charalambides - 357-371 Probabilistic Extensions of the Erdős–Ko–Rado Property
by Anna Celaya & Anant P. Godbole & Mandy Rae Schleifer - 373-382 Estimation for the Distribution of Two-dimensional Discrete Scan Statistics
by G. Haiman & C. Preda - 383-407 The Cross-Entropy Method for Continuous Multi-Extremal Optimization
by Dirk P. Kroese & Sergey Porotsky & Reuven Y. Rubinstein - 409-426 Improving the Performance of the Chi-square Control Chart via Runs Rules
by Markos V. Koutras & Sotirios Bersimis & Demetrios L. Antzoulakos
June 2006, Volume 8, Issue 2
- 159-189 Smoothness Properties and Gradient Analysis Under Spatial Dirichlet Process Models
by Michele Guindani & Alan E. Gelfand - 191-222 IPA Derivatives for Make-to-Stock Production-Inventory Systems with Backorders
by Yao Zhao & Benjamin Melamed - 223-233 Number of Complete N-ary Subtrees on Galton-Watson Family Trees
by George P. Yanev & Ljuben Mutafchiev - 235-254 An Adaptive Version for the Metropolis Adjusted Langevin Algorithm with a Truncated Drift
by Yves F. Atchadé - 255-264 A Fréchet-Optimal Strengthening of the Dawson-Sankoff Lower Bound
by John T. Chen & Eugene Seneta - 265-291 Convergence of the SMC Implementation of the PHD Filte
by Adam M. Johansen & Sumeetpal S. Singh & Arnaud Doucet & Ba-Ngu Vo - 293-302 About the Sojourn Time Process in Multiphase Queueing Systems
by S. Minkevičius & S. Steišūnas - 303-313 Discrete Risk Model Revisited
by S. X. Liu & J. Y. Guo
March 2006, Volume 8, Issue 1
- 5-51 How Many Needles are in a Haystack, or How to Solve #P-Complete Counting Problems Fast
by Reuven Y. Rubinstein - 53-64 Approximate Simulation of Hawkes Processes
by Jesper Møller & Jakob G. Rasmussen - 65-91 Evaluating Nearly Singular Multinormal Expectations with Application to Wave Distributions
by Per A. Brodtkorb - 93-103 Pseudo Availability of Repairable System
by Jie Mi - 105-133 On the Finite-Time Dynamics of Ant Colony Optimization
by Walter J. Gutjahr - 135-151 A Random Walk on Rectangles Algorithm
by Madalina Deaconu & Antoine Lejay
December 2005, Volume 7, Issue 4
- 407-437 One-Shot CFTP; Application to a Class of Truncated Gaussian Densities
by A. Beskos & G. O. Roberts - 439-457 Performance Analysis with Truncated Heavy-Tailed Distributions
by Søren Asmussen & Mats Pihlsgård - 459-471 An Efficient Algorithm for Exact Distribution of Discrete Scan Statistics
by Morteza Ebneshahrashoob & Tangan Gao & Mengnien Wu - 473-488 Stochastic Comparison of Age-Dependent Block Replacement Policies
by Haijun Li - 489-516 Uniqueness and Extinction of Weighted Markov Branching Processes
by Anyue Chen & Junping Li & N. I. Ramesh - 517-542 Replicated INAR(1) Processes
by Isabel Silva & M. Eduarda Silva & Isabel Pereira & Nélia Silva - 543-554 Distribution of the Number of Successes in Success Runs of Length at Least k in Higher-Order Markovian Sequences
by Donald E. K. Martin
September 2005, Volume 7, Issue 3
- 271-283 Methods for Evaluating Density Functions of Exponential Functionals Represented as Integrals of Geometric Brownian Motion
by Kazuyuki Ishiyama - 285-306 On the Mean Distance in Scale Free Graphs
by G. Hooghiemstra & P. Mieghem - 307-323 A Unified Approach for Modeling and Designing Attribute Sampling Plans for Monitoring Dependent Production Processes
by P. Vellaisamy & S. Sankar - 325-334 The Distributions of the Frequency of Occurrence of Nucleotide Subsequences
by Chufang Wu - 335-352 Spectral Properties of Uperpositions of Ornstein-Uhlenbeck Type Processes
by O. E. Barndorff-Nielsen & N. N. Leonenko - 353-378 Markovian Controllable Queueing Systems with Hysteretic Policies: Busy Period and Waiting Time Analysis
by J. R. Artalejo & A. Economou - 379-400 Simulation of Weakly Self-Similar Stationary Increment $${\text{Sub}}_{\varphi } {\left( \Omega \right)}$$ -Processes: A Series Expansion Approach
by Yuriy Kozachenko & Tommi Sottinen & Olga Vasylyk
June 2005, Volume 7, Issue 2
- 139-148 Iterative Estimation of the Extreme Value Index
by Samuel Müller & Jürg Hüsler - 149-159 Maximum Likelihood Estimation for an Observation Driven Model for Poisson Counts
by Richard A. Davis & William T. M. Dunsmuir & Sarah B. Streett - 161-181 Simulation of First-Passage Times for Alternating Brownian Motions
by A. Crescenzo & E. Nardo & L. M. Ricciardi - 183-201 Performance Analysis of Cyclical Simulated Annealing Algorithms
by Sheldon H. Jacobson & Shane N. Hall & Laura A. McLay & Jeffrey E. Orosz - 203-224 Production/Clearing Models Under Continuous and Sporadic Reviews
by Oded Berman & Mahmut Parlar & David Perry & M. J. M. Posner - 225-247 Stochastic Bounds for the Sparre Andersen Process
by Franco Pellerey & Cristina Zucca - 249-263 An Extended Ant Colony Algorithm and Its Convergence Analysis
by Giovanni Sebastiani & Giovanni Luca Torrisi
March 2005, Volume 7, Issue 1
- 5-50 A Stochastic Minimum Cross-Entropy Method for Combinatorial Optimization and Rare-event Estimation
by R. Y. Rubinstein - 51-62 A Two-Sided First-Exit Problem for a Compound Poisson Process with a Random Upper Boundary
by D. Perry & W. Stadje & S. Zacks - 63-78 Probabilistic Modelling of Monitoring and Maintenance of Multistate Monotone Systems with Dependent Components
by Jørund Gåsemyr & Bent Natvig - 79-95 Improved Analytical Bounds for Gambler’s Ruin Probabilities
by Werner Hürlimann - 97-118 Computation of the Optimal Policy for the Control of a Compound Immigration Process through Total Catastrophes
by Epaminondas G. Kyriakidis & Theodosis D. Dimitrakos - 119-130 Estimation in Stationary Markov Renewal Processes, with Application to Earthquake Forecasting in Turkey
by Enrique E. Alvarez
December 2004, Volume 6, Issue 4
- 363-379 Small and Large Scale Behavior of the Poissonized Telecom Process
by Serge Cohen & Murad S. Taqqu - 381-387 Foster's Formulas via Probability and the Kirchhoff Index
by José Luis Palacios - 389-400 Multiple Window and Cluster Size Scan Procedures
by Joseph I. Naus & Sylvan Wallenstein - 401-421 An Iterative Approach to Determining the Length of the Longest Common Subsequence of Two Strings
by Hilary S. Booth & Shevarl F. MacNamara & Ole M. Nielsen & Susan R. Wilson - 423-440 A Point Process Approach to Filtered Processes
by Julien Michel - 441-462 A Robust Heuristic Estimator for the Period of a Poisson Intensity Function
by Mark Bebbington & Ričardas Zitikis
September 2004, Volume 6, Issue 3
- 255-275 Approximation of the Distribution of the Supremum of a Centered Random Walk. Application to the Local Score
by M. P. Etienne & P. Vallois - 277-291 A Polynomial Factorization Approach for the Discrete Time GIX/>G/1/K Queue
by Pinai Linwong* & Nei Kato* & Yoshiaki Nemoto* - 293-302 An Application of Adaptive Independent Chain Metropolis–Hastings Algorithms in Bayesian Hazard Rate Estimation
by JØrund GÅsemyr & Bent Natvig & Cecilie Sjuls NygÅrd - 303-322 Oracle Inequalities for Efromovich–Pinsker Blockwise Estimates
by Sam Efromovich - 323-341 Almost Sure Comparisons for First Passage Times of Diffusion Processes through Boundaries
by L. Sacerdote & C. E. Smith - 343-354 Tabu Guided Generalized Hill Climbing Algorithms
by Diane E. Vaughan & Sheldon H. Jacobson
June 2004, Volume 6, Issue 2
- 135-159 Rate Conservation Laws for Multidimensional Processes of Bounded Variation with Applications to Priority Queueing Systems
by Fabrice Guillemin & Ravi Mazumdar - 161-179 Percentage Points of the Largest Among Student's T Random Variable
by Nitis Mukhopadhyay & Makoto Aoshima - 181-201 Markov Chain Analysis for One-Dimensional Asynchronous Cellular Automata
by Alexandru Agapie & Robin Höns & Heinz Mühlenbein - 203-218 Sturm's Method in Counting Roots of Random Polynomial Equations
by Efraim Shmerling & Kenneth J. Hochberg - 219-231 Convergence of the Marcus–Lushnikov Process
by Nicolas Fournier & Jean-Sébastien Giet - 233-246 Numerical Treatment of Homogeneous Semi-Markov Processes in Transient Case–a Straightforward Approach
by Gianfranco Corradi & Jacques Janssen & Raimondo Manca
March 2004, Volume 6, Issue 1
- 5-27 Two-Stage Nested Partitions Method for Stochastic Optimization
by Sigurdur Ólafsson - 29-53 A Generalized Markov Sampler
by Jonathan M. Keith & Dirk P. Kroese & Darryn Bryant - 55-72 Optimal Group Testing with Processing Times and Incomplete Identification
by Shaul K. Bar-Lev & Wolfgang Stadje & Frank A. van der Duyn Schouten - 73-97 Subsampling Unit Root Tests for Heavy-Tailed Observations
by Agnieszka Jach & Piotr Kokoszka - 99-107 Simulation of Two-Dimensional Fractional Gaussian Noise
by Aleksi Penttinen & Jorma Virtamo - 109-127 Entropy Maximization for Markov and Semi-Markov Processes
by Valerie Girardin
December 2003, Volume 5, Issue 4
- 395-418 Average Case Analysis in Database Problems
by Oleg Seleznjev & Bernhard Thalheim - 419-426 A Hybrid Logistic Model for Case-Control Studies
by Tuhao Chen & Fred M. Hoppe & Satish Iyengar & David Brent - 427-438 Computing the Distribution of the Maximum of Gaussian Random Processes
by Christine Cierco-Ayrolles & Alain Croquette & Céline Delmas - 439-453 Invariance Conditions for Random Curvature Models
by Marlos A. G. Viana - 455-466 Continuous Markovian Model for Unexpected Shift in SPC
by Michael I. Zeifman & Dov Ingman - 467-492 Sampling from Finite Random Partitions
by Thierry Huillet & Servet Martinez
September 2003, Volume 5, Issue 3
- 271-287 Asymptotics of a Boundary Crossing Probability of a Brownian Bridge with General Trend
by Wolfgang Bischoff & Frank Miller & Enkelejd Hashorva & Jürg Hüsler - 289-308 Stereology of Extremes; Bivariate Models and Computation
by Viktor Beneš & Karel Bodlák & Daniel Hlubinka - 309-335 Tests of Normality Based on Transformed Empirical Processes
by A. Cabaña & E. M. Cabaña - 337-353 Multirisks Model and Finite-Time Ruin Probabilities
by Philippe Picard & Claude Lefèvre & Ibrahim Coulibaly - 355-367 A Stochastic Model for Assessing Synchronization among Spike Trains in a Population of Motor Neurons
by Xiaoping Xiong & Wan-Xiang Yao & Ming Tan & Guang H. Yue - 369-387 On a New Fluctuation–Dissipation Theorem for Degenerate Stationary Flows
by Masaya Matsuura
June 2003, Volume 5, Issue 2
- 131-158 Rate of Convergence of a Stochastic Particle System for the Smoluchowski Coagulation Equation
by Madalina Deaconu & Nicolas Fournier & Etienne Tanré - 159-181 Models and Approximations for Call Center Design
by David L. Jagerman & Benjamin Melamed - 183-195 On Optimization and Extreme Value Theory
by Jürg Hüsler & Pedro Cruz & Andreia Hall & Carlos M. Fonseca - 197-210 Tail Estimation Based on Numbers of Near m-Extremes
by Samuel Müller - 211-233 On the Asymptotic Behavior of First Passage Time Densities for Stationary Gaussian Processes and Varying Boundaries
by E. Di Nardo & A. G. Nobile & E. Pirozzi & L. M. Ricciardi - 235-263 Bayesian Networks with Degenerate Gaussian Distributions
by Christopher Raphael
March 2003, Volume 5, Issue 1
- 5-21 Central Regions and Dependency
by Karl Mosler - 23-33 On the Number of Subgraphs of a Specified Form Embedded in a Random Graph
by Christopher A. Najim & Ralph P. Russo - 35-58 Censoring, Factorizations, and Spectral Analysis for Transition Matrices with Block-Repeating Entries
by Yiqiang Q. Zhao & Wei Li & W. John Braun - 59-84 A Versatile Stochastic Maintenance Model with Reserve and Super-Reserve Machines
by Song-Kyoo Kim & Jewgeni H. Dshalalow - 85-108 Estimation and Design of Sampling Plans for Monitoring Dependent Production Processes
by P. Vellaisamy & S. Sankar & M. Taniguchi - 109-121 Perfect Simulation for a Stationary Silo with Absorbing Walls
by Nancy L. Garcia & Mariana R. Motta
December 2002, Volume 4, Issue 4
- 317-336 Boundary Crossing Probabilities for Scan Statistics and Their Applications to Change-Point Detection
by Hock Peng Chan & Tze Leung Lai - 337-357 Langevin Diffusions and Metropolis-Hastings Algorithms
by G. O. Roberts & O. Stramer - 359-376 Interruptible Exact Sampling in the Passive Case
by Keith Crank & James Allen Fill