Last update:
Wed Aug 14 14:34:00 MDT 2024
E. Seneta Functional Equations and the
Galton--Watson Process . . . . . . . . . 1--42
J. E. Littlewood On the Probability in the Tail of a
Binomial Distribution . . . . . . . . . 43--72
P. A. P. Moran A Second Note on Recent Research in
Geometrical Probability . . . . . . . . 73--89
J. Gani Recent Advances in Storage and Flooding
Theory . . . . . . . . . . . . . . . . . 90--110
P. D. Finch Linear Least Squares Prediction in
Non-Stochastic Time Series . . . . . . . 111--122
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Erhan Çinlar Markov Renewal Theory . . . . . . . . . 123--187
Jeffrey J. Hunter On the Moments of Markov Renewal
Processes . . . . . . . . . . . . . . . 188--210
R. E. Miles Poisson Flats in Euclidean Spaces. Part
I: A Finite Number of Random Uniform
Flats . . . . . . . . . . . . . . . . . 211--237
J. C. Gittins Optimal Resource Allocation in Chemical
Research . . . . . . . . . . . . . . . . 238--270
P. Whittle Sequential Decision Processes with
Essential Unobservables . . . . . . . . 271--287
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Harry Kesten Quadratic Transformations: A Model for
Population Growth. I . . . . . . . . . . 1--82
A. W. Davis Some Generalizations of Bailey's Birth
Death and Migration Model . . . . . . . 83--109
Marcel F. Neuts Two Servers in Series, Studied in Terms
of a Markov Renewal Branching Process 110--149
Donald L. Iglehart and
Ward Whitt Multiple Channel Queues in Heavy
Traffic. I . . . . . . . . . . . . . . . 150--177
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Harry Kesten Quadratic Transformations: A Model for
Population Growth. II . . . . . . . . . 179--228
Takeo Maruyama Stepping Stone Models of Finite Length 229--258
John Bather Optimal Stopping Problems for Brownian
Motion . . . . . . . . . . . . . . . . . 259--286
T. Gergely and
I. N. Tsukanow and
I. I. Yezhow Markov Chains Governed by Complicated
Renewal Processes . . . . . . . . . . . 287--322
Sidney I. Resnick and
Marcel F. Neuts Limit Laws for Maxima of a Sequence of
Random Variables Defined on a Markov
Chain . . . . . . . . . . . . . . . . . 323--343
Lajos Takács On the Distribution of the Maximum of
Sums of Mutually Independent and
Identically Distributed Random Variables 344--354
Donald L. Iglehart and
Ward Whitt Multiple Channel Queues in Heavy
Traffic. II: Sequences, Networks, and
Batches . . . . . . . . . . . . . . . . 355--369
Ward Whitt Multiple Channel Queues in Heavy
Traffic. III: Random Server Selection 370--375
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
R. E. Miles Poisson Flats in Euclidean Spaces. Part
II: Homogeneous Poisson Flats and the
Complementary Theorem . . . . . . . . . 1--43
E. F. Harding The Probabilities of Rooted Tree-Shapes
Generated by Random Bifurcation . . . . 44--77
Marcel F. Neuts A Queue Subject to Extraneous Phase
Changes . . . . . . . . . . . . . . . . 78--119
Edward C. Van Der Meulen Three-Terminal Communication Channels 120--154
Manfred Schäl The Analysis of Queues with
State-Dependent Parameters by Markov
Renewal Processes . . . . . . . . . . . 155--175
A. G. Pakes Some Limit Theorems for the Total
Progeny of a Branching Process . . . . . 176--192
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous [Introduction] . . . . . . . . . . . . . 193--193
L. D. Meshalkin Mathematical Methods of Chronic Diseases
Study in 1970 . . . . . . . . . . . . . 194--196
Petre Tautu Structural Models in Epidemiology: An
Introductory Investigation . . . . . . . 196--198
Tosio Kitagawa Information Science Approach to
Biomathematics and Its Implications to
Ecology and Quantitative Epidemiology 198--200
Norman C. Severo Multidimensional Right-Shift Processes 200--201
John J. Gart Mathematical Models in the
Interpretation of the Interaction
between Infective Agents . . . . . . . . 202--203
J. Gani Recent Work in Epidemiology at Sheffield 204--206
V. P. Krus and
L. A. Rvachev The Mathematical Theory of Epidemics: A
Study of the Evolution of Resistance in
Microorganisms . . . . . . . . . . . . . 206--208
Klaus Dietz Malaria Models . . . . . . . . . . . . . 208--210
Trevor Williams and
Rolf Bjerknes Hyperplasia: The Spread of Abnormal
Cells through a Plane Lattice . . . . . 210--211
Norman T. J. Bailey and
Anthony S. Thomas The Estimation of Parameters from
Population Data on the General
Stochastic Epidemic . . . . . . . . . . 211--214
H. E. Daniels A Note on Perturbation Techniques for
Epidemics . . . . . . . . . . . . . . . 214--218
George H. Weiss On a Perturbation Method for the Theory
of Epidemics . . . . . . . . . . . . . . 218--220
George H. Weiss and
Menachem Dishon Asymptotic Behavior of a Generalization
of Bailey's Simple Epidemic . . . . . . 220--221
A. V. Nagaev Asymptotic Methods for Problems in the
Mathematical Theory of Epidemics . . . . 222--223
Trevor Williams An Algebraic Proof of the Threshold
Theorem for the General Stochastic
Epidemic . . . . . . . . . . . . . . . . 223--223
O. V. Baroyan and
L. A. Rvachev and
U. V. Basilevsky and
V. V. Ermakov and
K. D. Frank and
M. A. Rvachev and
V. A. Shashkov Computer Modelling of Influenza
Epidemics for the Whole Country (USSR) 224--226
Lila R. Elveback Simulation of Stochastic Discrete-Time
Epidemic Models for Two Agents . . . . . 226--228
David S. Reynolds and
I. Richard Savage Random Wear Models in Reliability Theory 229--248
E. Kyprianou The Virtual Waiting Time of the GI/G/1
Queue in Heavy Traffic . . . . . . . . . 249--268
Donald L. Iglehart Functional Limit Theorems for the Queue
GI/G/1 in Light Traffic . . . . . . . . 269--281
K. S. Fahady and
M. P. Quine and
D. Vere-Jones Heavy Traffic Approximations for the
Galton--Watson Process . . . . . . . . . 282--300
A. G. Pakes A Branching Process with a State
Dependent Immigration Component . . . . 301--314
Julian Keilson and
S. Subba Rao A Process with Chain Dependent Growth
Rate. Part II: The Ruin and Ergodic
Problems . . . . . . . . . . . . . . . . 315--338
J. Gani and
D. R. McNeil Joint Distributions of Random Variables
and Their Integrals for Certain
Birth--Death and Diffusion Processes . . 339--352
R. E. Miles Isotropic Random Simplices . . . . . . . 353--382
R. Ahlswede and
J. Wolfowitz Channels without Synchronization . . . . 383--403
Howard G. Tucker On Asymptotic Independence of the
Partial Sums of Positive and Negative
Parts of Independent Random Variables 404--425
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Eugene Lukacs A Survey of the Theory of Characteristic
Functions . . . . . . . . . . . . . . . 1--38
J. E. Moyal Particle Populations and Number
Operators in Quantum Theory . . . . . . 39--80
Georg Lindgren Wave-Length and Amplitude in Gaussian
Noise . . . . . . . . . . . . . . . . . 81--108
Z. A. Lomnicki Two-Terminal Series-Parallel Networks 109--150
R. K. Milne and
M. Westcott Further Results for Gauss--Poisson
Processes . . . . . . . . . . . . . . . 151--176
Mark Brown Low Density Traffic Streams . . . . . . 177--192
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Harry Kesten Limit Theorems for Stochastic Growth
Models. I . . . . . . . . . . . . . . . 193--232
Denis Mollison Possible Velocities for a Simple
Epidemic . . . . . . . . . . . . . . . . 233--257
E. Arjas On a Fundamental Identity in the Theory
of Semi-Markov Processes . . . . . . . . 258--270
E. Arjas On the Use of a Fundamental Identity in
the Theory of Semi-Markov Queues . . . . 271--284
Sidney I. Resnick Stability of Maxima of Random Variables
Defined on a Markov Chain . . . . . . . 285--295
T. K. M. Wisniewski Bivariate Stationary Point Processes,
Fundamental Relations and First
Recurrence Times . . . . . . . . . . . . 296--317
Mats Rudemo Doubly Stochastic Poisson Processes and
Process Control . . . . . . . . . . . . 318--338
J. W. Cohen The Suprema of the Actual and Virtual
Waiting Times during a Busy Cycle of the
K$_m$ /K$_n$ /1 Queueing System . . . . 339--356
Douglas P. Kennedy Rates of Convergence for Queues in Heavy
Traffic. I . . . . . . . . . . . . . . . 357--381
Douglas P. Kennedy Rates of Convergence for Queues in Heavy
Traffic. II: Sequences of Queueing
Systems . . . . . . . . . . . . . . . . 382--391
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Harry Kesten Limit Theorems for Stochastic Growth
Models. II . . . . . . . . . . . . . . . 393--428
M. P. Quine The Multitype Galton--Watson Process
with $ \rho $ near $1$ . . . . . . . . . 429--452
Robert Fildes An Age Dependent Branching Process with
Variable Lifetime Distribution . . . . . 453--474
Ilan Eshel Evolution Processes with Continuity of
Types . . . . . . . . . . . . . . . . . 475--507
G. Matheron Ensembles Fermés Aléatoires, Ensembles
Semi-Markoviens et Poly\`edres
Poissoniens. (French) [Random Closed
Sets, Semi-Markov Sets and Poissonian
Polyhedra] . . . . . . . . . . . . . . . 508--541
Shaler Stidham, Jr. Regenerative Processes in the Theory of
Queues, with Applications to the
Alternating-Priority Queue . . . . . . . 542--577
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Anonymous [Introduction] . . . . . . . . . . . . . 1--1
E. Arjas and
T. P. Speed A Stopping Problem in Markov Additive
Processes . . . . . . . . . . . . . . . 2--3
A. A. Balkema and
L. De Haan Limit Laws for $ f(X_n) $, $f$
Non-Decreasing . . . . . . . . . . . . . 4--5
N. H. Bingham Maxima of Partial Sums of Random
Variables and Suprema of Stable
Processes . . . . . . . . . . . . . . . 5--6
Mark Brown Statistical Inference for Stochastic
Processes . . . . . . . . . . . . . . . 6--8
J. W. Cohen Asymptotic Relations in Queueing Theory 8--9
Herman Callaert and
Julian Keilson On Exponential Ergodicity and Spectral
Structure for Birth--Death Processes . . 9--11
Jos H. A. De Smit Recent Results for Many Server Queues 11--12
Donald L. Iglehart Weak Convergence in Applied Probability 12--13
Peter Jagers and
Torgny Lindvall Three Theorems on the Thinning of Point
Processes . . . . . . . . . . . . . . . 14--15
J. H. B. Kemperman On Poisson Type Stationary Mass
Distributions in $ R^n $ . . . . . . . . 16--16
Jacqueline Loris-Teghem An Algebraic Approach to Some Waiting
Time Problems . . . . . . . . . . . . . 16--17
Richard Morton Optimal Control of Stationary Markov
Processes . . . . . . . . . . . . . . . 18--19
N. U. Prabhu Further Results on Wiener--Hopf
Factorization . . . . . . . . . . . . . 19--20
Sidney I. Resnick and
Michael Rubinovitch The Structure of Extremal Processes . . 21--22
P. B. M. Roes Two Finite Queues and Their Duals . . . 22--24
Manfred Schäl Dynamic Programming under Continuity and
Compactness Assumptions . . . . . . . . 24--25
F. W. Steutel Some Recent Results in Infinite
Divisibility . . . . . . . . . . . . . . 25--27
Ryszard Syski Examples of Martin Boundary . . . . . . 27--29
Jozef L. Teugels Regular Variation in Renewal and Markov
Renewal Theory . . . . . . . . . . . . . 30--31
Edward C. Van Der Meulen Multi-Terminal Communication Channels 32--33
Pierre Van Moerbeke On Optimal Stopping and Free Boundary
Problems . . . . . . . . . . . . . . . . 33--35
Wim Vervaat Success Epochs in a Sequence of
Bernoulli Trials . . . . . . . . . . . . 35--36
Norman Kaplan A Continuous Time Markov Branching Model
with Random Environments . . . . . . . . 37--54
Ilan Eshel Evolution in Diploid Populations with
Continuity of Gametic Types . . . . . . 55--65
J. F. C. Kingman Homecomings of Markov Processes . . . . 66--102
P. L. Davies Everywhere Irregularity of Certain
Classes of Random Processes with
Stationary Gaussian Increments . . . . . 103--118
D. J. Scott Central Limit Theorems for Martingales
and for Processes with Stationary
Increments Using a Skorokhod
Representation Approach . . . . . . . . 119--137
S. G. Ghurye and
I. Olkin Identically Distributed Linear Forms and
the Normal Distribution . . . . . . . . 138--152
J. H. A. De Smit Some General Results for Many Server
Queues . . . . . . . . . . . . . . . . . 153--169
J. H. A. De Smit On the Many Server Queue with
Exponential Service Times . . . . . . . 170--182
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Samuel Karlin and
Norman Kaplan Criteria for Extinction of Certain
Population Growth Processes with
Interacting Types . . . . . . . . . . . 183--199
S. Leigh Phoenix and
Howard M. Taylor The Asymptotic Strength Distribution of
a General Fiber Bundle . . . . . . . . . 200--216
A. M. Walker On the Estimation of a Harmonic
Component in a Time Series with
Stationary Dependent Residuals . . . . . 217--241
C. J. Preston Generalized Gibbs States and Markov
Random Fields . . . . . . . . . . . . . 242--261
Mats Rudemo Point Processes Generated by Transitions
of Markov Chains . . . . . . . . . . . . 262--286
Sidney I. Resnick and
Michael Rubinovitch The Structure of Extremal Processes . . 287--307
A. J. Stam Regular Variation of the Tail of a
Subordinated Probability Distribution 308--327
John Bather Optimal Decision Procedures for Finite
Markov Chains. Part I: Examples . . . . 328--339
Rajat K. Deb and
Richard F. Serfozo Optimal Control of Batch Service Queues 340--361
Jerome Senturia and
Prem S. Puri A Semi-Markov Storage Model . . . . . . 362--378
Stig I. Rosenlund On the Length and Number of Served
Customers of the Busy Period of a
Generalised M/G/1 Queue with Finite
Waiting Room . . . . . . . . . . . . . . 379--389
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
H. Hering Asymptotic Behaviour of
Immigration-Branching Processes with
General Set of Types. I: Critical
Branching Part . . . . . . . . . . . . . 391--416
Stuart P. Lloyd An Index of Genealogical Relatedness . . 417--438
G. Matheron The Intrinsic Random Functions and Their
Applications . . . . . . . . . . . . . . 439--468
Robert B. Davies Asymptotic Inference in Stationary
Gaussian Time-Series . . . . . . . . . . 469--497
D. J. Emery Exit Problem for a Spectrally Positive
Process . . . . . . . . . . . . . . . . 498--520
John Bather Optimal Decision Procedures for Finite
Markov Chains. Part II: Communicating
Systems . . . . . . . . . . . . . . . . 521--540
John Bather Optimal Decision Procedures for Finite
Markov Chains. Part III: General Convex
Systems . . . . . . . . . . . . . . . . 541--553
N. H. Bingham Limit Theorems in Fluctuation Theory . . 554--569
Donald L. Iglehart Weak Convergence in Queueing Theory . . 570--594
Donald L. Iglehart and
Austin J. Lemoine Approximations for the Repairman Problem
with Two Repair Facilities, I: No Spares 595--613
N. B. Slater and
T. C. T. Kotiah The Steady State of a Multi-Server Mixed
Queue . . . . . . . . . . . . . . . . . 614--631
Anonymous Volume Information . . . . . . . . . . . 632--633
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
M. G. Bulmer A Model for Character Displacement Based
on Competition between Species . . . . . 1--3
C. Cannings Genetic Drift with Polygamy and
Arbitrary Offspring Distribution . . . . 3--4
Brian Charlesworth The Hardy--Weinberg Law with Overlapping
Generations . . . . . . . . . . . . . . 4--6
R. N. Curnow Selecting Crosses Using Information from
a Diallel Cross . . . . . . . . . . . . 6--7
D. Y. Downham Models of Clines . . . . . . . . . . . . 7--10
A. W. F. Edwards On Kimura's Maximum Principle in the
Genetical Theory of Natural Selection 10--13
William G. Hill Linkage Disequilibrium between Neutral
Genes in Finite Populations . . . . . . 13--15
Jean Morissette and
Cedric A. B. Smith The Hardy--Weinberg Law and Inbreeding 15--17
A. Robertson The Validity of the Optimum Model . . . 17--18
Curtis Strobeck Outcrossing and Heterozygosity . . . . . 18--20
Andrew D. Barbour On a Functional Central Limit Theorem
for Markov Population Processes . . . . 21--39
P. Mandl Estimation and Control in Markov Chains 40--60
Erhan Çinlar Periodicity in Markov Renewal Theory . . 61--78
Bert Fristedt and
David Heath Searching for a Particle on the Real
Line . . . . . . . . . . . . . . . . . . 79--102
D. V. Little A Third Note on Recent Research in
Geometrical Probability . . . . . . . . 103--130
J. Aczél and
B. Forte and
C. T. Ng Why the Shannon and Hartley Entropies
Are `Natural' . . . . . . . . . . . . . 131--146
Donald L. Iglehart and
Austin J. Lemoine Approximations for the Repairman Problem
with Two Repair Facilities, II: Spares 147--158
Austin J. Lemoine Limit Theorems for Generalized Single
Server Queues . . . . . . . . . . . . . 159--174
Ward Whitt The Continuity of Queues . . . . . . . . 175--183
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . 185--186
Anonymous Introduction . . . . . . . . . . . . . . 187--187
M. S. Bartlett The Statistical Analysis of Spatial
Pattern . . . . . . . . . . . . . . . . 188--190
V. E. Benes Composition and Invariance Methods for
Solving Optimal Control Problems . . . . 190--191
W. J. Bühler On the Family Structure of Populations 192--193
H. E. Daniels An Approximation Technique for a Curved
Boundary Problem . . . . . . . . . . . . 194--196
C. C. Heyde Limit Theory for Stationary Processes
via Approximating Martingales . . . . . 196--197
J. Keilson Sojourn Times, Fluctuation and Rare
Events; The Role of Jitter . . . . . . . 197--200
P. Ney Age-Dependent Branching Processes . . . 200--202
A. C. Offord The Application of Stochastic Processes
in Function Theory . . . . . . . . . . . 202--205
B. Picinbono Properties and Applications of
Stochastic Processes with Stationary
Increments . . . . . . . . . . . . . . . 205--207
Michael Rubinovitch Queues with Random Service Output . . . 207--208
L. K. Schmetterer Problems of Group Theory Related to
Probability Theory . . . . . . . . . . . 209--210
W. L. Smith Some Recent Work on Branching Processes
in Random Environments . . . . . . . . . 210--212
E. Sparre Andersen Survey of Fluctuation Theory . . . . . . 213--214
Igor Bazovsky, Jr. On Generalizations of the Method of
Stages to Ageing and Learning Phenomena 215--216
B. D. Craven The Spectral Density of a Markov Process 216--217
T. J. Ott Infinite Divisibility and Stability of
Finite Semi-Markov Matrices . . . . . . 217--218
Bruce W. Turnbull An Inequality for the Total Flow in a
Dam with Non-Markovian Inputs . . . . . 218--219
J.-P. Caubet Dirac Equation and Dynamics of Brownian
Motion . . . . . . . . . . . . . . . . . 219--219
R. Coleman Nearest Neighbour Distances for
Equilibrium Renewal Processes . . . . . 220--220
J. J. Hunter Renewal Theory in Two Dimensions . . . . 220--221
M. Jacobsen A Decomposition Result for Diffusions 222--223
J. W. Pitman One-Dimensional Brownian Motion and the
Three-Dimensional Bessel Process . . . . 223--224
P. B. M. Roes Variance at Variance in Eddy Diffusion 224--225
D. J. Daley and
D. Oakes Random Walk Point Processes . . . . . . 225--226
R. K. Milne Infinitely Divisible Bivariate Poisson
Processes . . . . . . . . . . . . . . . 226--227
M. Westcott Asymptotic Results for Poisson Cluster
Processes . . . . . . . . . . . . . . . 227--228
A. Agresti Bounds on the Extinction Time
Distributions of Some Branching
Processes . . . . . . . . . . . . . . . 228--229
N. H. Bingham and
R. A. Doney Asymptotic Properties of the
Supercritical Galton--Watson Process . . 229--230
Miloslav Jirina Breakage Mechanisms Branching Processes 230--230
T. Lindvall Almost Sure Convergence of
Galton--Watson Branching Processes in
Varying and Random Environments . . . . 231--231
W. A. O'N. Waugh Age Distribution in Some Size-Dependent
Populations . . . . . . . . . . . . . . 232--232
C. Cannings The Latent Roots of Some Genetic Drift
Models . . . . . . . . . . . . . . . . . 232--233
D. Mollison Percolation Processes and Tumour Growth 233--235
C. Rossi Stochastic Model of Gene Decay . . . . . 236--236
P. Tautu Random Systems of Locally Interacting
Cells . . . . . . . . . . . . . . . . . 237--237
Trevor Williams Evidence for Super-Critical Tumour
Growth . . . . . . . . . . . . . . . . . 237--238
A. J. Woods Epidemic Models in Non-Homogeneous
Populations . . . . . . . . . . . . . . 239--239
A. M. Walker A Property of Asymptotic Least Squares
Estimates for Moving Average Processes 239--240
A. Gut Limit Theorems for Some First Passage
Times . . . . . . . . . . . . . . . . . 241--242
N. Keiding Maximum Likelihood Estimation in the
Birth-and-Death Process . . . . . . . . 242--244
J. H. B. Kemperman and
J. C. Smit Sharp Upper and Lower Bounds for the
Moments of a Martingale . . . . . . . . 244--245
A. G. P. M. Nijst Propagation of Sufficiency and Minimal
Sufficiency in Stochastic Processes . . 245--247
S. Resnick Extremal Processes and Record Value
Times . . . . . . . . . . . . . . . . . 247--248
N. A. Cressie A Two-Dimensional Random Walk in the
Presence of a Partially Reflecting
Barrier . . . . . . . . . . . . . . . . 248--249
D. P. Kennedy Random Walks Conditioned on the
Proportion of Time Spent on the Positive
Half-Line . . . . . . . . . . . . . . . 250--250
M. Rudemo Conditional Probability Distributions
for Partially Observed Markov Chains . . 250--251
R. Syski On Keilson's Compensation Method . . . . 251--252
J. W. Cohen Some Remarks on Stationary Distributions
for the GI/G/1 Queue . . . . . . . . . . 252--253
J. H. A. De Smit The Many Server Queue in Discrete Time 253--253
N. Hadidi A Basically Poisson Queue with
Non-Poisson Output . . . . . . . . . . . 254--255
P. Le Gall Stochastic Integral Equations Applied to
Telecommunications Traffic without Delay 255--257
D. G. Tambouratzis Properties of Waiting Times of Queues
under Various Queue Disciplines . . . . 257--258
E. J. Vanderperre A Non-Homogeneous Hilbert Problem with
Applications to Queueing Theory . . . . 258--259
C. Cannings The Latent Roots of Certain Markov
Chains Arising in Genetics: A New
Approach, I. Haploid Models . . . . . . 260--290
Robert Fildes An Age Dependent Branching Process with
Variable Lifetime Distribution: The
Generation Size . . . . . . . . . . . . 291--308
Torgny Lindvall Limit Theorems for Some Functionals of
Certain Galton--Watson Branching
Processes . . . . . . . . . . . . . . . 309--321
Alan Agresti Bounds on the Extinction Time
Distribution of a Branching Process . . 322--335
M. S. Bartlett The Statistical Analysis of Spatial
Pattern . . . . . . . . . . . . . . . . 336--358
Meyer Dwass Poisson Process and Distribution-Free
Statistics . . . . . . . . . . . . . . . 359--375
Jeffrey J. Hunter Renewal Theory in Two Dimensions: Basic
Results . . . . . . . . . . . . . . . . 376--391
Sidney I. Resnick Inverses of Extremal Processes . . . . . 392--405
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous [Introduction] . . . . . . . . . . . . . 407--407
E. Seneta Regularly Varying Functions in the
Theory of Simple Branching Processes . . 408--420
C. C. Heyde On Estimating the Variance of the
Offspring Distribution in a Simple
Branching Process . . . . . . . . . . . 421--433
Peter Ney Critical Branching Processes . . . . . . 434--445
Edward Pollak Survival Probabilities and Extinction
Times for Some Multitype Branching
Processes . . . . . . . . . . . . . . . 446--462
G. A. Watterson The Sampling Theory of Selectively
Neutral Alleles . . . . . . . . . . . . 463--488
A. C. Trajstman On a Conjecture of G. A. Watterson . . . 489--493
Andris Abakuks Optimal Immunisation Policies for
Epidemics . . . . . . . . . . . . . . . 494--511
B. Picinbono Properties and Applications of
Stochastic Processes with Stationary $n$
th-Order Increments . . . . . . . . . . 512--523
P. M. Robinson Stochastic Difference Equations with
Non-Integral Differences . . . . . . . . 524--545
Jeffrey J. Hunter Renewal Theory in Two Dimensions:
Asymptotic Results . . . . . . . . . . . 546--562
G. Matheron Hyperplans poissoniens et compacts de
Steiner. (French) [Poissonian
hyperplanes and Steiner compacts] . . . 563--579
R. W. Shorrock On Discrete Time Extremal Processes . . 580--592
Sheldon M. Ross Dynamic Programming and Gambling Models 593--606
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
H. E. Daniels The Maximum Size of a Closed Epidemic 607--621
R. Morton and
K. H. Wickwire On the Optimal Control of a
Deterministic Epidemic . . . . . . . . . 622--635
P. A. Jacobs Functionals of an Infinite Particle
System with Independent Motions,
Creation, and Annihilation . . . . . . . 636--650
David C. Heath and
William D. Sudderth Continuous-Time Gambling Problems . . . 651--665
R. Schassberger A Broad Analysis of Single Server
Priority Queues with Two Independent
Input Streams, One of Them Poisson . . . 666--688
M. J. Faddy Optimal Control of Finite Dams:
Continuous Output Procedure . . . . . . 689--710
N. H. Bingham and
R. A. Doney Asymptotic Properties of Supercritical
Branching Processes I: The
Galton--Watson Process . . . . . . . . . 711--731
B. D. Craven Asymptotic Rate of a Markov Process . . 732--746
J. Keilson Sojourn Times, Exit Times and Jitter in
Multivariate Markov Processes . . . . . 747--756
R. K. Getoor Some Remarks on a Paper of Kingman . . . 757--767
Marek Kanter and
W. L. Steiger Regression and Autoregression with
Infinite Variance . . . . . . . . . . . 768--783
Anonymous Volume Information . . . . . . . . . . . 784--786
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Bengt Olle Bengtsson The Increase of Balanced Chromosome
Mutations in Mammalian Populations . . . 1--3
C. Cannings Drift in Haploid Models . . . . . . . . 4--5
Brian Charlesworth and
John A. Williamson The Chance of Survival of an
Advantageous Mutant in an Age-Structured
Population . . . . . . . . . . . . . . . 5--7
Marcus W. Feldman and
Ian Franklin and
Glenys J. Thomson Selection with Three Loci . . . . . . . 7--8
John Haigh Game Theory and Evolution . . . . . . . 8--11
William G. Hill Artificial Selection in Populations with
Overlapping Generations . . . . . . . . 11--14
John Rostron A Non-Linear Function for Maximizing the
Parent-Offspring Regression . . . . . . 14--16
Cedric A. B. Smith and
Atam Vetta Assortative Mating . . . . . . . . . . . 16--18
Jon Stene Sampling of Pedigrees . . . . . . . . . 18--23
Curtis Strobeck The Two Locus Model with Different
Recombination Values in the Two Sexes 23--26
E. A. Thompson Multiple Gene Identities . . . . . . . . 26--27
Andrew D. Barbour The Asymptotic Behaviour of Birth and
Death and Some Related Processes . . . . 28--43
M. Aksland A Birth, Death and Migration Process
with Immigration . . . . . . . . . . . . 44--60
Inge S. Helland The Condition for Extinction with
Probability One in a Birth, Death and
Migration Process . . . . . . . . . . . 61--65
N. H. Bingham and
R. A. Doney Asymptotic Properties of Super-Critical
Branching Processes II: Crump-Mode and
Jirina Processes . . . . . . . . . . . . 66--82
Odile Macchi The Coincidence Approach to Stochastic
Point Processes . . . . . . . . . . . . 83--122
Richard F. Serfozo Functional Limit Theorems for Stochastic
Processes Based on Embedded Processes 123--139
David A. Swick Asymptotic Distribution of a Discrete
Transform of an Arbitrarily Sampled
Homogeneous Random Field . . . . . . . . 140--153
N. U. Ahmed and
K. L. Teo Optimal Control of Stochastic Ito
Differential Systems with Fixed Terminal
Time . . . . . . . . . . . . . . . . . . 154--178
David Griffeath Ergodic Theorems for Graph Interactions 179--194
Gary Lee Guthrie and
Paul T. Holmes On Record and Inter-Record Times for a
Sequence of Random Variables Defined on
a Markov Chain . . . . . . . . . . . . . 195--214
A. L. Truslove Queue Length for the E$_k$ /G/1 Queue
with Finite Waiting Room . . . . . . . . 215--226
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . 227--228
Anonymous Introduction . . . . . . . . . . . . . . 229--229
Erhan Çinlar On the Structure of Semi-Markov
Processes . . . . . . . . . . . . . . . 230--230
D. A. Dawson Quasi-Deterministic States for Markov
Systems . . . . . . . . . . . . . . . . 231--232
J. Gani Some Stochastic Models in Linguistic
Analysis . . . . . . . . . . . . . . . . 232--234
C. C. Heyde Martingale Methods in Estimation Theory 234--236
Donald L. Iglehart Conditioned Limit Theorems for Random
Walks . . . . . . . . . . . . . . . . . 237--237
Antole Joffe Random Variables Indexed by a Tree . . . 237--238
Marcel F. Neuts Algorithmic Solutions of Queueing
Problems . . . . . . . . . . . . . . . . 238--239
Ronald Pyke Brownian Sheets: A Survey . . . . . . . 239--240
Sidney I. Resnick Extremal Processes . . . . . . . . . . . 241--241
Lajos Takács Combinatorial and Analytic Methods in
the Theory of Queues . . . . . . . . . . 241--241
Wim Vervaat Strassen's Iterated Logarithm Law for
Hilbert Space Valued Random Variables 242--244
C. André Two-Person Stopping Games . . . . . . . 244--246
J. Kuelbs The Law of the Iterated Logarithm for
Banach Space Valued Random Variables . . 246--247
D. L. McLeish A Generalization of Martingales and
Mixing Sequences . . . . . . . . . . . . 247--249
Murad Taqqu Weak Convergence to Fractional Brownian
Motion and to the Rosenblatt Process . . 249--249
J. L. Teugels and
N. Veraverbeke On the Approach to the Limit of
Successive Maxima of Partial Sums . . . 249--250
W. G. Doubleday Weak Convergence of Galton--Watson
Processes . . . . . . . . . . . . . . . 250--251
S. D. Durham An Optimal Branching Migration Process 251--251
P. D. M. Macdonald Some Asymptotic Results for Multiphase
Branching Processes . . . . . . . . . . 251--251
T. H. Savits Applications for Space-Time Harmonic
Functions to Branching Processes . . . . 251--252
J. H. Abbott Variations on the Three Series Theorem 252--252
A. A. Balkema Invariance Properties for Weak Limits
under Monotone Transformations . . . . . 252--253
J. H. B. Kemperman The Ergodic Behavior of a Class of
Transformations including the a(tan x)+b
Function . . . . . . . . . . . . . . . . 254--254
R. Syski Energy of Markov Chains . . . . . . . . 254--255
A. Mukherjea Random Walks on Semigroups . . . . . . . 255--256
Teunis J. Ott Infinite Divisibility and Inbeddability
of Semi-Markov Matrices on Certain
Topological Groups . . . . . . . . . . . 256--257
F. W. Steutel Simple Tools in Finite and Infinite
Divisibility . . . . . . . . . . . . . . 257--259
Stephen E. Fienberg Stochastic Models for Single Neuron
Firing Trains: A Survey . . . . . . . . 259--260
Irving I. Gringorten On the Use of Stochastic Models of
Simultaneous Critical Weather Conditions
in an Area . . . . . . . . . . . . . . . 260--261
P. H. Peskun Guidelines for Choosing the Transition
Matrix in Monte Carlo Sampling Methods
Using Markov Chains . . . . . . . . . . 261--261
P. Tautu A Stochastic Approach to the French Flag
Problem . . . . . . . . . . . . . . . . 262--263
C. Cannings The Latent Roots of Certain Markov
Chains Arising in Genetics: A New
Approach, II. Further Haploid Models . . 264--282
Thomas H. Savits Space-Time Harmonic Functions and
Age-Dependent Branching Processes . . . 283--298
V. E. Benes Composition and Invariance Methods for
Solving Some Stochastic Control Problems 299--329
Ulrich Rieder Bayesian Dynamic Programming . . . . . . 330--348
Richard J. Kryscio and
Norman C. Severo Computational and Estimation Procedures
in Multidimensional Right-Shift
Processes and Some Applications . . . . 349--382
John F. Reynolds The Covariance Structure of Queues and
Related Processes: A Survey of Recent
Work . . . . . . . . . . . . . . . . . . 383--415
A. L. Truslove The Busy Period of the E$_k$ /G/1 Queue
with Finite Waiting Room . . . . . . . . 416--430
Seymour M. Kwerel Bounds on the Probability of the Union
and Intersection of $m$ Events . . . . . 431--448
Anonymous Back Matter . . . . . . . . . . . . . . ??
Roger Mead and
Peter Diggle and
Susannah Brown and
Philip Holgate and
Peter Clifford and
Keith Ord and
Howard Ross-Parker and
Julian Besag and
David Ford and
Ronald Martin and
Neil Arnason and
Denis Mollison and
Eric Renshaw Conference on Spatial Processes . . . . 449--460
D. R. Appleton and
H. E. Daniels and
Tony Woods and
Kevin Gough and
John Steele and
Rex Howell and
Peter J. Diggle and
Peter Clifford and
Byron Morgan and
Chris Preston and
Joel E. Cohen Conference on Stochastic Models in Space
and Time . . . . . . . . . . . . . . . . 461--467
H. Hering Asymptotic Behaviour of
Immigration-Branching Processes with
General Set of Types. II: Supercritical
Branching Part . . . . . . . . . . . . . 468--494
Carla Lipow A Branching Model with Population Size
Dependence . . . . . . . . . . . . . . . 495--510
James W. Pitman One-Dimensional Brownian Motion and the
Three-Dimensional Bessel Process . . . . 511--526
James H. Gilchrist and
John B. Thomas A Shot Process with Burst Properties . . 527--541
D. A. Evans and
K. R. Clarke Estimation of Embedded Particle
Properties from Plane Section Intercepts 542--560
M. Frank Norman Limit Theorems for Stationary
Distributions . . . . . . . . . . . . . 561--575
Bent Natvig On the Input and Output Processes for a
General Birth-and-Death Queueing Model 576--592
Allan H. Marcus Some Exact Distributions in Traffic
Noise Theory . . . . . . . . . . . . . . 593--606
Lajos Takács Combinatorial and Analytic Methods in
the Theory of Queues . . . . . . . . . . 607--635
John Dagsvik The General Bulk Queue as a Matrix
Factorisation Problem of the
Wiener--Hopf Type. Part I . . . . . . . 636--646
John Dagsvik The General Bulk Queue as a Matrix
Factorisation Problem of the
Wiener--Hopf Type. Part II . . . . . . . 647--655
John H. Rath Controlled Queues in Heavy Traffic . . . 656--671
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Trevor Lewis A Model for the Parasitic Disease
Bilharziasis . . . . . . . . . . . . . . 673--704
N. H. Bingham Fluctuation Theory in Continuous Time 705--766
Priscilla Greenwood Wiener--Hopf Methods, Decompositions,
and Factorisation Identities for Maxima
and Minima of Homogeneous Random
Processes . . . . . . . . . . . . . . . 767--785
Béla Gyires On an Extension of a Theorem of Linnik
and Zinger . . . . . . . . . . . . . . . 786--800
John Rice Estimated Factorisation of the Spectral
Density of a Stationary Point Process 801--817
R. E. Miles Direct Derivations of Certain Surface
Integral Formulae for the Mean
Projections of a Convex Set . . . . . . 818--829
Lajos Takács A Storage Process with Semi-Markov Input 830--844
P. Brémaud Estimation de l'état d'une file d'attente
et du temps de panne d'une machine par
la méthode de semi-martingales. (French)
[Estimating the state of a queue, and
the downtime of a machine by the method
of semi-martingales] . . . . . . . . . . 845--863
J. M. Pollard Combinatorial Properties of a Queueing
System with Limited Availability . . . . 864--877
Anonymous Volume Information . . . . . . . . . . . 878--880
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
C. Cannings Multitype Drift Models . . . . . . . . . 1--2
Brian Charlesworth Recombination Modification in a
Fluctuating Environment . . . . . . . . 2--4
D. Y. Downham and
S. M. M. Shah A Sufficiency Condition for the
Stability of an Equilibrium . . . . . . 4--7
Christa M. Fielden Inbreeding Coefficients Derived from the
Plenary Pedigree . . . . . . . . . . . . 7--10
William G. Hill Linkage Disequilibrium among Neutral
Mutant Alleles in Finite Population . . 10--12
R. W. Hiorns and
J. Kirby and
G. A. Harrison Selective Out-Migration: The Genetic
Effects in Human Populations . . . . . . 12--15
P. Holgate The Total Number of Heterozygotes before
Fixation . . . . . . . . . . . . . . . . 15--16
Jesús Alberto León Selection and Senescence: A Variational
Approach . . . . . . . . . . . . . . . . 17--19
A. Robertson Variation in Gene Frequency over
Populations as a Test for Natural
Selection . . . . . . . . . . . . . . . 19--20
J. Rostron A Multivariate Study of the Genetics of
Dermal Ridges . . . . . . . . . . . . . 20--22
C. F. Sing and
E. D. Rothman A Consideration of the Chi-Square Test
of Hardy--Weinberg Equilibrium in a
Non-Multinomial Situation . . . . . . . 22--23
J. Stene Analysis of Panmixia Based on Human
Family Data . . . . . . . . . . . . . . 24--27
Curtis Strobeck The Algebra of Recombination . . . . . . 27--29
Byron J. T. Morgan Stochastic Models of Grouping Changes 30--57
Harry Kesten Recurrence Criteria for
Multi-Dimensional Markov Chains and
Multi-Dimensional Linear Birth and Death
Processes . . . . . . . . . . . . . . . 58--87
John M. Holte A Generalization of Goldstein's
Comparison Lemma and the Exponential
Limit Law in Critical
Crump--Mode--Jagers Branching Processes 88--104
Jean-Guy Dion Sur une caractérisation des vidanges
fortes. (French) [On a characterization
of strong drains] . . . . . . . . . . . 105--126
Philip C. Prorok The Theory of Periodic Screening I: Lead
Time and Proportion Detected . . . . . . 127--143
John Bather Optimal Stationary Policies for
Denumerable Markov Chains in Continuous
Time . . . . . . . . . . . . . . . . . . 144--158
D. R. Robinson Markov Decision Chains with Unbounded
Costs and Applications to the Control of
Queues . . . . . . . . . . . . . . . . . 159--176
Rajat K. Deb Optimal Control of Batch Service Queues
with Switching Costs . . . . . . . . . . 177--194
Stig. I. Rosenlund Busy Periods in Time-Dependent M/G/1
Queues . . . . . . . . . . . . . . . . . 195--208
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . 209--210
Anonymous Introduction . . . . . . . . . . . . . . 211--212
J. A. Bather A Control Chart Model and a Generalised
Stopping Problem for Brownian Motion . . 213--215
A. T. Bharucha-Reid Algebraic Models for Probability
Measures on Banach Spaces . . . . . . . 215--217
C. L. Chiang and
J. P. Hsu On Multiple Transition Probabilities . . 217--219
J. Keilson The Structure of Transient Distribution
Functions for Time-Shared Computer
Systems . . . . . . . . . . . . . . . . 219--219
M. R. Leadbetter Point Processes: A Non-Topological View 219--221
Lajos Takács On Fluctuation Problems in the Theory of
Queues . . . . . . . . . . . . . . . . . 221--222
Grace Wahba The Approximate Solution of Linear
Operator Equations When the Data Are
Noisy . . . . . . . . . . . . . . . . . 222--223
George H. Weiss The Shot Noise Representation for Noise
for a Free Traffic Stream . . . . . . . 224--225
Alan F. Karr Lévy Random Measures . . . . . . . . . . 225--226
Douglas R. Miller and
F. Dennis Sentilles A Note on the Extension and Weak
Convergence of Some Probability Measures 226--226
F. W. Steutel and
K. Van Harn Interpolating between the
Compound-Geometric and Compound-Poisson
Distributions . . . . . . . . . . . . . 227--228
Vincenzo Capasso A Semigroup Approach to the Study of a
General Stochastic Epidemic . . . . . . 228--229
Robert D. Small A Non-Markovian Population Growth Model
with a Finite Limit Distribution and
Bounded Variance . . . . . . . . . . . . 229--230
Jean-Pierre Caubet Relativistic Brownian Motion . . . . . . 230--231
Göran Högnäs Random Walks on Compact Semigroups . . . 231--232
Miloslav Jirina Extinction of Non-Homogeneous
Galton--Watson Processes . . . . . . . . 233--233
Benjamin Lepson Statistical Fluctuations of Energy
Losses of Charged Particles Passing
through Matter . . . . . . . . . . . . . 233--234
Teunis J. Ott The Covariance Function of Brownian
Motion with Drift, Made Ergodic by a
Reflecting Boundary . . . . . . . . . . 234--235
George H. Weiss and
Robert J. Rubin The Ordered Spans of a Random Walk . . . 236--237
Larry George Simulation of a Replacement Process and
Complimentary Antithetic Variates . . . 237--238
Benjamin Lepson Bounds for Skewness and Improved Moment
Inequalities for Unimodal Distributions 238--239
Domokos Szász Renewal Theory and Multicomponent
Reliability Systems . . . . . . . . . . 239--240
H. P. Edmundson Statistical Estimation of the Inverse of
a Matrix . . . . . . . . . . . . . . . . 240--241
G. Farlay Optimal Stochastic Control in Terms of
Martingales . . . . . . . . . . . . . . 241--241
Percy H. Brill A New Methodology for Modelling a Broad
Class of Exponential Queues . . . . . . 242--242
Albert M. Liebetrau Tests of Randomness Derived from an
Estimator of the Variance-Time Curve of
a Weakly Stationary Point Process . . . 242--242
J. H. A. De Smit A Probabilistic Approach to Pollaczek's
Integral Equations for the Many-Server
Queue . . . . . . . . . . . . . . . . . 243--243
L. Kosten Dynamic Behaviour of a Multi-Entry
Buffer . . . . . . . . . . . . . . . . . 243--244
Paul Schweitzer Buffer Overflow Probabilities Using an
Infinite-Capacity Model . . . . . . . . 244--244
D. McDonald Extensions to the Renewal Theorem . . . 245--245
R. Schassberger On the Limiting Distribution of
Generalized Semi-Markov Processes . . . 245--246
R. Syski On Last-Exit Time Distribution . . . . . 246--247
P. Todorovic On the Structure of the Radon--Nikodym
Derivative for a Markov Process . . . . 247--248
J. Wessels Markov Programming by Successive
Approximations with Respect to Weighted
Supremum Norms . . . . . . . . . . . . . 248--249
M. N. Gopalan and
P. Venkatachalam Probabilistic Analysis of a Two-Server
$n$-Unit System Subject to Preventive
Maintenance and Repair . . . . . . . . . 249--250
Nasser Hadidi Appointment Scheme as Compared to Random
Service and Arrival Times from Specific
Distributions . . . . . . . . . . . . . 250--252
Marcel F. Neuts Algorithms for Waiting-Time
Distributions under Various Queue
Disciplines in the M/G/1 Queue with a
Service-Time Distribution of Phase Type 252--252
R. T. Smythe Multiparameter Subadditive Processes . . 252--254
Anonymous Symposium on Statistical Techniques . . 254--256
V. I. Kryukov Wald's Identity and Random Walk Models
for Neuron Firing . . . . . . . . . . . 257--277
Michael Sze Markov Processes Associated with
Critical Galton--Watson Processes with
Application to Extinction Probabilities 278--295
Andrew D. Barbour Quasi-Stationary Distributions in Markov
Population Processes . . . . . . . . . . 296--314
Martha J. Siegel The Asymptotic Behavior of a Divergent
Linear Birth and Death Process . . . . . 315--338
W. Dunsmuir and
E. J. Hannan Vector Linear Time Series Models . . . . 339--364
P. Whittle and
J. F. Rudge Simultaneous Communication and Control 365--384
P. Brémaud Bang--Bang Controls of Point Processes 385--394
D. J. Daley Queueing Output Processes . . . . . . . 395--415
F. P. Kelly Networks of Queues . . . . . . . . . . . 416--432
Anonymous Back Matter . . . . . . . . . . . . . . ??
Gustav Feichtinger On the Generalization of Stable Age
Distributions to Gani-Type Person-Flow
Models . . . . . . . . . . . . . . . . . 433--445
J. D. Biggins The First- and Last-Birth Problems for a
Multitype Age-Dependent Branching
Process . . . . . . . . . . . . . . . . 446--459
Philip C. Prorok The Theory of Periodic Screening II:
Doubly Bounded Recurrence Times and Mean
Lead Time and Detection Probability
Estimation . . . . . . . . . . . . . . . 460--476
David Mannion Random Packing of an Interval . . . . . 477--501
Harry Cohn Finite Non-Homogeneous Markov Chains:
Asymptotic Behaviour . . . . . . . . . . 502--516
Cristina Gzyl Some Results about Markov Processes on
Subsets of the State Space . . . . . . . 517--530
Esa Nummelin Limit Theorems for $ \alpha $-Recurrent
Semi-Markov Processes . . . . . . . . . 531--547
Lajos Takács On Fluctuation Problems in the Theory of
Queues . . . . . . . . . . . . . . . . . 548--583
Andrew D. Barbour Networks of Queues and the Method of
Stages . . . . . . . . . . . . . . . . . 584--591
John Haslett The Control of a Multipurpose Reservoir 592--609
Anonymous Corrections to Prorok and Rosenlund . . 610--611
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
P. J. Avery The Effect of Random Environments on
Selection Schemes in Populations of a
Finite Size . . . . . . . . . . . . . . 613--616
D. T. Bishop and
C. Cannings Models of Animal Conflict . . . . . . . 616--621
C. Cannings and
E. A. Thompson and
H. H. Skolnick The Recursive Derivation of Likelihoods
on Complex Pedigrees . . . . . . . . . . 622--625
D. Y. Downham and
S. M. M. Shah The Integral Equation Approach for
Models of Clines . . . . . . . . . . . . 625--628
Christa M. Fielden Inbreeding: The Three-Locus Case . . . . 628--630
J. Hajnal The Absolute Numbers of Consanguineous
Marriages . . . . . . . . . . . . . . . 630--635
William G. Hill Effect of Family Structure in Small
Populations on Selection Differentials
and Correlation of Relatives'
Performance for Quantitative Traits . . 636--639
Jesús Alberto León and
B. Charlesworth Ecological Versions of Fisher's
Fundamental Theorem of Natural Selection 639--641
Cedric A. B. Smith Matrix Calculations of Genetic
Probabilities . . . . . . . . . . . . . 641--643
Jon Stene A Model for Translocation Inheritance 643--645
S. Tavaré Sojourn Times for Conditioned Markov
Chains in Genetics . . . . . . . . . . . 645--648
E. A. Thompson A Paradox of Genealogical Inference . . 648--650
D. J. Bartholomew and
R. J. Bennett and
Julian Besag and
Don McNeil and
Andrew D. Cliff and
Keith Ord and
Pierre Delfiner and
Peter J. Diggle and
R. F. Galbraith and
D. Walley and
S. Gregory and
R. P. Haining and
R. J. Johnston and
R. Mead and
Denis Mollison and
S. Openshaw and
Robin Sibson and
R. W. Thomas and
John Whitelegg and
Neil Wrigley Conference on Patterns and Processes in
the Plane . . . . . . . . . . . . . . . 651--658
Stanley Sawyer Branching Diffusion Processes in
Population Genetics . . . . . . . . . . 659--689
Marcel F. Neuts Moment Formulas for the Markov Renewal
Branching Process . . . . . . . . . . . 690--711
Paul David Feigin Maximum Likelihood Estimation for
Continuous-Time Stochastic Processes . . 712--736
R. L. Tweedie Criteria for Classifying General Markov
Chains . . . . . . . . . . . . . . . . . 737--771
Arie Hordijk and
Donald L. Iglehart and
Rolf Schassberger Discrete Time Methods for Simulating
Continuous Time Markov Chains . . . . . 772--788
Robert J. Adler On Generalising the Notion of
Upcrossings to Random Fields . . . . . . 789--805
B. W. Silverman Limit Theorems for Dissociated Random
Variables . . . . . . . . . . . . . . . 806--819
Dag Tjòstheim On Random Processes That Are Almost
Strict Sense Stationary . . . . . . . . 820--830
D. Tjòstheim Spectral Generating Operators for
Non-Stationary Processes . . . . . . . . 831--846
Anonymous Volume Information . . . . . . . . . . . 847--850
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
D. J. Bartholomew Maintaining a Grade or Age Structure in
a Stochastic Environment . . . . . . . . 1--17
Joel E. Cohen Ergodicity of Age Structure in
Populations with Markovian Vital Rates.
II. General States . . . . . . . . . . . 18--37
R. T. Smythe and
John C. Wierman First-Passage Percolation on the Square
Lattice. I . . . . . . . . . . . . . . . 38--54
P. Nash and
J. C. Gittins A Hamiltonian Approach to Optimal
Stochastic Resource Allocation . . . . . 55--68
J. W. Pitman Occupation Measures for Markov Chains 69--86
P. A. Jacobs and
P. A. W. Lewis A Mixed Autoregressive-Moving Average
Exponential Sequence and Point Process
(EARMA 1, 1) . . . . . . . . . . . . . . 87--104
Vera Dufková On Controlled One-Dimensional Diffusion
Processes with Unknown Parameter . . . . 105--124
B. W. Conolly and
J. Chan Generalised Birth and Death Queueing
Processes: Recent Results . . . . . . . 125--140
Marcel F. Neuts Some Explicit Formulas for the
Steady-State Behavior of the Queue with
Semi-Markovian Service Times . . . . . . 141--157
Teunis J. Ott The Covariance Function of the Virtual
Waiting-Time Process in an M/G/1 Queue 158--168
Teunis J. Ott The Stable M/G/1 Queue in Heavy Traffic
and Its Covariance Function . . . . . . 169--186
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . 187--188
Anonymous Introduction . . . . . . . . . . . . . . 189--189
A. A. Balkema Norming Sequences for Partial Maxima . . 190--190
J. W. Cohen On the Optimal Switching Level for an
M/G/1 Queueing System . . . . . . . . . 191--191
H. E. Daniels The Advancing Wave in a Spatial Birth
Process . . . . . . . . . . . . . . . . 191--192
J. H. A. De Smit Analytical and Numerical Methods for
Many Server Queues . . . . . . . . . . . 192--193
Aryeh Dvoretzky Generalizations of Martingales . . . . . 193--194
Bert Fristedt Local Behavior of Stable Subordinators 194--195
Priscilla Greenwood and
Moshe Shaked Fluctuation Theory for Multidimensional
Processes and Applications to Diverse
Storage Systems . . . . . . . . . . . . 195--195
C. C. Heyde On the Rate of Convergence in the
Martingale Convergence Theorem . . . . . 196--196
J. Horowitz Occupation Times and Other Accumulation
Processes . . . . . . . . . . . . . . . 196--197
Peter Jagers Branching Processes and Cell
Proliferation: A Survey . . . . . . . . 197--197
F. P. Kelly Exact Results for the Moran Neutral
Allele Model . . . . . . . . . . . . . . 197--201
Marcel F. Neuts Algorithms for the Steady-State Behavior
of a Queueing Model Involving Several
Types of Customers and Change-over Times 201--202
M. B. Priestley Applications of Multivariate Techniques
in the Study of Multivariable Stochastic
Systems . . . . . . . . . . . . . . . . 202--205
Herbert Robbins and
John Whitehead Order Statistics and the Pólya urn
Process . . . . . . . . . . . . . . . . 205--206
Gideon Schwarz Mutual Applications of Ergodic Theory
and Stochastic Processes . . . . . . . . 206--207
R. Syski Ergodic Potential of a Markov Chain . . 207--208
S. J. Taylor The Asymmetric Cauchy Process . . . . . 208--208
R. L. Tweedie Criteria for Classifying General Markov
Chains . . . . . . . . . . . . . . . . . 208--210
Moshe Zakai Stochastic Integrals in the Plane . . . 210--212
David Mejzler Limit Distributions for the Extreme
Order Statistics . . . . . . . . . . . . 212--213
Wim Vervaat On a Stochastic Difference Equation . . 213--215
Frederick J. Beutler and
Benjamin Melamed Decomposition and Customer Streams of
Feedback Queueing Networks in
Equilibrium . . . . . . . . . . . . . . 215--216
B. W. Conolly Recently Discovered Properties of
Generalised Birth and Death
State-Dependent Queueing Systems . . . . 216--217
Guy Latouche On the Trade-off between Queue Occupancy
and Server's Reward . . . . . . . . . . 217--218
I. Elishakoff Random Vibrations of Orthotropic Plates
Clamped or Simply Supported All round 218--219
Will Gersch ARMA Model Eigenvalues and an Amount of
Information Measure Features for
Automatic Classification of Multivariate
EEG's . . . . . . . . . . . . . . . . . 219--219
Anatole Joffe Remark on a Paper by S. Litvin . . . . . 219--220
Varda Liberman and
Uri Yechiali On the Hotel Overbooking Problem: An
Inventory System with Stochastic
Cancellations . . . . . . . . . . . . . 220--220
Neil Risch and
Charles Louy Laplace Transforms for Residual Waiting
Times with an Application in Genetics 221--222
K. Wickwire Optimal Immunisation Rules for an
Epidemic with Recovery . . . . . . . . . 222--223
Donald Ornstein Mechanical Systems and Random Processes 223--224
Benjamin Weiss What Is a Random Sequence? . . . . . . . 224--224
T. Leviatan Functionals of Markov Processes . . . . 224--226
Robert J. Adler On Generalising the Notion of
Upcrossings to Random Fields . . . . . . 226--227
R. A. Horn and
F. W. Steutel Some Results for Infinitely Divisible
Distributions in $n$ Variables . . . . . 227--227
Jean-François Mertens and
Shmuel Zamir The Maximal Variation of a Bounded
Martingale . . . . . . . . . . . . . . . 228--228
Helmut Pruscha and
Radu Theodorescu Functions of Event Variables of a Random
System with Complete Connections . . . . 228--229
Charles M. Newman and
B. W. Stuck Discriminating between Two Markov
Processes . . . . . . . . . . . . . . . 229--230
Bo Ranneby How to Prove Strong Consistency of
Maximum Likelihood Estimates . . . . . . 230--230
Itzhak Ravid Confidence Intervals and Acceptance
Tests . . . . . . . . . . . . . . . . . 231--231
Reuven Meidan A Generalized Karhunen--Lo\`eve
Expansion . . . . . . . . . . . . . . . 231--232
Emanuel Parzen Isomorphism between Time Series Analysis
and Non-Parametric Statistical Inference 232--233
K. M. Van Hee and
J. Wessels Strongly Excessive Functions in Markov
Decision Theory . . . . . . . . . . . . 233--235
H. C. P. Berbee A Limit Theorem for the Superposition of
Renewal Processes . . . . . . . . . . . 235--236
Torgny Lindvall A Probabilistic Proof of Blackwell's
Renewal Theorem . . . . . . . . . . . . 236--236
P. Todorovic On the Structure of the Radon--Nikodym
Derivate for a Point Process . . . . . . 237--237
Peter L. Antonelli and
Curtis Strobeck The Geometry of Random Drift I.
Stochastic Distance and Diffusion . . . 238--249
Peter L. Antonelli and
Jared Chapin and
G. Mark Lathrop and
Kenneth Morgan The Geometry of Random Drift II. The
Symmetry of Random Genetic Drift . . . . 250--259
Peter L. Antonelli and
Kenneth Morgan and
G. Mark Lathrop The Geometry of Random Drift III.
Recombination and Diffusion . . . . . . 260--267
Stanley Sawyer Asymptotic Properties of the Equilibrium
Probability of Identity in a
Geographically Structured Population . . 268--282
John C. Wierman First-Passage Percolation on the Square
Lattice, II . . . . . . . . . . . . . . 283--295
G. De Leve and
A. Federgruen and
H. C. Tijms A General Markov Decision Method I:
Model and Techniques . . . . . . . . . . 296--315
G. De Leve and
A. Federgruen and
H. C. Tijms A General Markov Decision Method II:
Applications . . . . . . . . . . . . . . 316--335
Eugene Lukacs Stability Theorems . . . . . . . . . . . 336--361
P. Brémaud and
J. Jacod Processus ponctuels et martingales:
résultats récents sur la modélisation et le
filtrage. (French) [Point processes and
martingales: Recent results on modeling
and filtering] . . . . . . . . . . . . . 362--416
J. Michael Harrison The Supremum Distribution of a Lévy
Process with No Negative Jumps . . . . . 417--422
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . 423--423
D. G. Kendall Introduction . . . . . . . . . . . . . . 424--425
R. V. Ambartzumian Stochastic Geometry from the Standpoint
of Integral Geometry . . . . . . . . . . 425--426
R. Féron Fuzzy Random Correspondences . . . . . . 426--427
E. Geciauskas The Distribution Function of the
Distance between Two Points in a Convex
Domain . . . . . . . . . . . . . . . . . 427--428
D. G. Kendall The Diffusion of Shape . . . . . . . . . 428--430
J. F. C. Kingman The Thrown String: An Unsolved Problem 431--431
K. Krickeberg Statistics of Random Flats . . . . . . . 432--432
V. M. Maximov An Ergodic Theorem for Random Products
of Euclidean Motions . . . . . . . . . . 433--433
F. Papangelou Conditional Intensities of Point
Processes: Their Application to
Davidson's Problem and to Entropy . . . 434--434
B. D. Ripley The Point Processes of Stochastic
Geometry . . . . . . . . . . . . . . . . 434--435
K. V. Mardia Distributions on Stiefel and Grassmann
Manifolds, and Their Applications . . . 435--436
J. T. Kent Convolutions and Diffusions on
Fractional-Dimensional Spheres, with
Applications to the von Mises--Fisher
Distribution . . . . . . . . . . . . . . 436--437
K. Urbanik Geometric Decomposability Properties of
Probability Measures . . . . . . . . . . 437--439
B. Grigelionis Random Point-Measures with Non-Random
Dual Predictable Projections . . . . . . 439--440
D. König Stochastic Processes with Basic
Stationary Marked Point Processes . . . 440--442
J. Mecke A Characterization of the
Probability-Generating Functional for
Point Processes on Measurable Spaces . . 442--442
V. I. Piterbarg On the Regular Increase of the Variance
of the Number of Random Points in
Euclidean Space . . . . . . . . . . . . 443--444
R. L. Dobrushin Point Fields from the Gibbsian Point of
View . . . . . . . . . . . . . . . . . . 444--445
K. Matthes Spatially Homogeneous Branching
Processes . . . . . . . . . . . . . . . 445--446
X. X. Nguyen and
H. Zessin Integral and Differential
Characterizations of the Gibbs Process 446--447
C. J. Preston The Relation between Grand Canonical and
Canonical Gibbs States . . . . . . . . . 447--447
M. J. Faddy Stochastic Compartmental Models as
Approximations to More General
Stochastic Systems with the General
Stochastic Epidemic as an Example . . . 448--461
Joel E. Cohen Ergodicity of Age Structure in
Populations with Markovian Vital Rates,
III: Finite-State Moments and Growth
Rate; An Illustration . . . . . . . . . 462--475
D. K. Pickard Asymptotic Inference for an Ising
Lattice. II . . . . . . . . . . . . . . 476--501
Jan Grandell Point Processes and Random Measures . . 502--526
Jeffrey J. Hunter Renewal Theory in Two Dimensions: Bounds
on the Renewal Function . . . . . . . . 527--541
Harry Cohn Countable Non-Homogeneous Markov Chains:
Asymptotic Behaviour . . . . . . . . . . 542--552
John Rice On Generalized Shot Noise . . . . . . . 553--565
Priscilla Greenwood and
Moshe Shaked Fluctuations of Random Walk in $ R^d $
and Storage Systems . . . . . . . . . . 566--587
Adrian Baddeley Integrals on a Moving Manifold and
Geometrical Probability . . . . . . . . 588--603
Marcel F. Neuts The M/G/1 Queue with Several Types of
Customers and Change-over Times . . . . 604--644
P. J. Brockwell Stationary Distributions for Dams with
Additive Input and Content-Dependent
Release Rate . . . . . . . . . . . . . . 645--663
Anonymous Back Matter . . . . . . . . . . . . . . ??
A. K. Shahani and
D. M. Crease Towards Models of Screening for Early
Detection of Disease . . . . . . . . . . 665--680
H.-J. Schuh and
A. D. Barbour On the Asymptotic Behaviour of Branching
Processes with Infinite Mean . . . . . . 681--723
Robert B. Davies Testing the Hypothesis That a Point
Process Is Poisson . . . . . . . . . . . 724--746
Burton Singer and
Seymour Spilerman Trace Inequalities for Mixtures of
Markov Chains . . . . . . . . . . . . . 747--764
Charles M. Goldie Convergence Theorems for Empirical
Lorenz Curves and Their Inverses . . . . 765--791
R. V. Ambartzumian Stochastic Geometry from the Standpoint
of Integral Geometry . . . . . . . . . . 792--823
Adrian Baddeley A Fourth Note on Recent Research in
Geometrical Probability . . . . . . . . 824--860
Anonymous Correction: Point Processes and Random
Measures . . . . . . . . . . . . . . . . 861--861
Anonymous Volume Information . . . . . . . . . . . 862--866
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
F. A. Attia and
D. Y. Downham A Numerical Investigation of a Model of
Moran . . . . . . . . . . . . . . . . . 1--3
P. J. Avery and
W. G. Hill The Effect of Linkage Disequilibrium on
the Genetic Variance of a Quantitative
Trait . . . . . . . . . . . . . . . . . 4--6
D. T. Bishop and
C. Cannings The Generalised War of Attrition . . . . 6--7
Emilio Carbonell A Model to Detect Maternal and Epistatic
Effects . . . . . . . . . . . . . . . . 7--10
R. N. Curnow and
J. H. Roger A Two-Locus Model for the Inheritance of
Disease . . . . . . . . . . . . . . . . 10--10
P. Holgate Canonical Multiplication in the Genetic
Algebra for Linked Loci . . . . . . . . 10--11
A. Lomnicki Group Selection for the Self-Regulation
of Population Density . . . . . . . . . 11--14
O. Mayo The Existence and Stability of a
Three-Locus Gametophytically-Determined
Self-Incompatibility System . . . . . . 14--15
Elizabeth Stuart Linkage and Mapping Functions in Human
Genetics . . . . . . . . . . . . . . . . 15--17
S. Tavaré Age Distributions for Markov Processes
in Genetics . . . . . . . . . . . . . . 17--19
E. A. Thompson Impossible Gene Identity States . . . . 19--22
Atam Vetta Negative Assortative Mating for a
Polygenic Trait . . . . . . . . . . . . 22--25
C. Cannings and
E. A. Thompson and
M. H. Skolnick Probability Functions on Complex
Pedigrees . . . . . . . . . . . . . . . 26--61
J. D. Biggins The Asymptotic Shape of the Branching
Random Walk . . . . . . . . . . . . . . 62--84
Denis Mollison Markovian Contact Processes . . . . . . 85--108
Sòren Asmussen and
Niels Keiding Martingale Central Limit Theorems and
Asymptotic Estimation Theory for
Multitype Branching Processes . . . . . 109--129
Dag Tjòstheim Statistical Spatial Series Modelling . . 130--154
R. T. Smythe and
John C. Wierman First-Passage Percolation on the Square
Lattice. III . . . . . . . . . . . . . . 155--171
William E. Boyce Approximate Solution of Random Ordinary
Differential Equations . . . . . . . . . 172--184
Marcel F. Neuts Markov Chains with Applications in
Queueing Theory, Which Have a
Matrix-Geometric Invariant Probability
Vector . . . . . . . . . . . . . . . . . 185--212
John Dagsvik Stability and Heavy Traffic Results for
the General Bulk Queue . . . . . . . . . 213--231
E. El-Neweihi and
F. Proschan and
J. Sethuraman A Simple Model with Applications in
Structural Reliability, Extinction of
Species, Inventory Depletion and Urn
Sampling . . . . . . . . . . . . . . . . 232--254
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . 255--258
Anonymous Introduction . . . . . . . . . . . . . . 259--259
Richard E. Barlow Recent Developments in Reliability
Theory . . . . . . . . . . . . . . . . . 261--262
Erhan Çinlar Markov Point Processes . . . . . . . . . 262--263
E. B. Dynkin A Stochastic Model of Economic
Equilibrium . . . . . . . . . . . . . . 263--263
J. Gani Some Very Applied Problems in Applied
Probability . . . . . . . . . . . . . . 263--265
Niels Keiding Statistical Inference in Branching
Processes . . . . . . . . . . . . . . . 266--266
Harry Kesten Branching Diffusion with Absorption . . 267--267
K. Krickeberg Statistics of Point Processes . . . . . 267--268
J. W. Pitman An Extension of de Finetti's Theorem . . 268--270
H.-J. Rossberg Phragmén--Lindelöf (PL) Theorems in
Probability Theory . . . . . . . . . . . 270--272
Yu. A. Rozanov Stochastic Markov Fields . . . . . . . . 272--273
Michael Rubinovitch On Subordinates of Regenerative
Phenomena . . . . . . . . . . . . . . . 273--274
A. J. Stam On Limit Theorems with Infinite Limiting
Measure . . . . . . . . . . . . . . . . 274--277
Shaler Stidham, Jr. Optimal Control of Stochastic Service
Systems . . . . . . . . . . . . . . . . 277--278
Mark Westcott Records and Random Record Processes . . 278--280
Martin Barlow Honest Times and Splitting Times . . . . 280--280
Peter Gaenssler and
Winifried Stute On Some Criteria for the Realization of
Stochastic Processes . . . . . . . . . . 281--281
Thomas G. Kurtz Applications of Multiparameter Stopping
Times . . . . . . . . . . . . . . . . . 282--283
K. Van Harn Degrees of Infinite Divisibility and
$p$-Functions . . . . . . . . . . . . . 283--285
Stephen James Wolfe On the Unimodality of Infinitely
Divisible Distribution Functions . . . . 285--286
D. Birnbaum and
R. Serfozo Convergence of Image Measures and
Integrals . . . . . . . . . . . . . . . 286--288
D. McDonald Local Limit Theorems for Sums of
Integer-Valued Independent Random
Variables . . . . . . . . . . . . . . . 288--288
Joop Mijnheer Limit Points of $ n^{-1 / \alpha } S_n $ 289--289
Holger Rootzén Limit Distributions for the Error in
Approximations of Stochastic Integrals 290--290
Georg Lindgren Prediction of Level Crossings for
Processes Containing Non-Ergodic
Components . . . . . . . . . . . . . . . 290--291
K. Sharpe The Crossings Process Generated by a
Stationary $ \chi^2 $ Process . . . . . 291--291
K. B. Athreya and
P. Ney Regeneration and Imbeddings for
Recurrent Markov Chains on General State
Spaces . . . . . . . . . . . . . . . . . 292--292
K. B. Athreya and
P. Ney Limit Theorems for Semi-Markov Processes
and Renewal Theory for Markov Chains on
General State Spaces . . . . . . . . . . 292--293
H. C. P. Berbee Recurrence for Random Walks with
Stationary Increments . . . . . . . . . 293--294
P. Greenwood and
J. Teugels Geometrically Stopped Random Walk . . . 294--295
Thomas Kaijser On Markov Chains Associated to Random
Systems with Complete Connection . . . . 295--297
Talma Leviatan Continuation of Multiplicative
(Additive) Functionals . . . . . . . . . 297--299
W. Vervaat A Relation between the Brownian Bridge
and the Brownian Excursion . . . . . . . 299--299
J. Wijngaard Quasi-Compactness of Embedded Markov
Processes and Entry Processes . . . . . 300--301
Mark Berman Regenerative Multivariate Point
Processes . . . . . . . . . . . . . . . 301--301
Paul D. Feigin A Characterization of Point Processes
with the Order Statistic Property . . . 301--304
G. F. Yeo On a Superposition of Alternating
Renewal Processes in Traffic . . . . . . 304--304
H.-J. Schuh On the Asymptotic Behaviour of Branching
Processes with Infinite Mean . . . . . . 305--307
J. A. Bather Sufficient Statistics for Markov
Decision Processes . . . . . . . . . . . 307--308
A. Federgruen and
H. C. Tijms The Optimality Equation in Average Cost
Denumerable State Semi-Markov Decision
Problems, Recurrency Conditions and
Algorithms . . . . . . . . . . . . . . . 308--308
K. M. Van Hee and
J. Van Der Wal Strongly Convergent Dynamic Programming 308--309
Gerhard Hübner Some Tests for Non-Optimal Actions in
Markov Decision Problems with Absorption 309--310
R. P. Kertz On $ \epsilon $-Optimal Plans for a
Non-Stationary Dynamic Programming Model
with General Total Reward Function . . . 310--311
J. A. E. E. Van Nunen Successive Approximations for Markov
Decision Processes . . . . . . . . . . . 311--312
R. Bergmann On the Estimation of the Mean Waiting
Time and Bounds for Waiting Time
Parameters in GI/G/1 . . . . . . . . . . 313--314
O. J. Boxma On the Distribution of the Supremum of
the Service Times in a Busy Cycle of the
M/G/1 Queueing System . . . . . . . . . 314--315
G. Dalen and
Bent Natvig On the Transient Waiting Time for GI/M/1
with a 'Head of the Line' Priority
Discipline . . . . . . . . . . . . . . . 315--316
F. A. Van Der Duyn Schouten An M/G/1 Queueing Model with Vacation
Times . . . . . . . . . . . . . . . . . 316--316
E. Gelenbe and
R. Yasnogorodsky A Queue with Server of Walking Type
(Autonomous Service) . . . . . . . . . . 317--317
Dietrich Stoyan Queueing Networks: Insensitivity and a
Heuristic Approximation . . . . . . . . 318--318
H. C. Tijms and
F. A. Van Der Duyn Schouten Inventory Control with Two Switch-over
Levels for a Class of Finite Capacity
M/G/1 Queueing Systems with Variable
Arrival and Service Rate . . . . . . . . 319--319
T. L. Török Balance Equations in Queueing Networks 320--320
J. Michael Harrison and
Sidney I. Resnick The Stationary Distribution and
Recurrence Classification of a Storage
Process with General Release Rule . . . 321--321
E. F. Kasper Stochastic Lifecycle Forecasting
Processes . . . . . . . . . . . . . . . 321--322
V. Capasso and
S. L. Paveri Fontana Stochastic Compartmental Analysis . . . 323--325
E. J. Balder An Extension of the Usual Model in
Statistical Decision Theory with
Applications to Stochastic Optimization
Problems . . . . . . . . . . . . . . . . 325--326
Luuk P. J. Groenewegen Characterization of Optimal Controls . . 326--327
R. Neck On Some Economic Applications of
Stochastic Control Theory . . . . . . . 327--327
Alain Le Breton Parameter Estimation and Design of
Inputs in a Linear Dynamical System . . 328--329
H. Pruscha Statistical Analysis of a Non-Markovian
Model with Applications to Behavioural
Processes . . . . . . . . . . . . . . . 329--330
F. Streit Optimality Properties of Statistical
Tests for Poisson Point Processes . . . 330--331
Ishay Weissman Estimation of Parameters and Large
Quantiles Based on the $K$ Largest
Observations . . . . . . . . . . . . . . 331--332
P. Van Beek Introduction . . . . . . . . . . . . . . 332--333
A. Brandwajn An Approach to the Numerical Solution of
Some Queueing Networks . . . . . . . . . 333--333
Paul Van Beek and
Hubert Keuning An Application of the Diffusion
Approximation Technique to
Store-and-Forward Computer Network
Models . . . . . . . . . . . . . . . . . 334--334
J. W. Cohen On a General Class of Processer Sharing
Service Facilities . . . . . . . . . . . 334--335
R. B. Haugen On the Busy Period of GI/G/1 Queue with
Two Priority Levels and Feedbacks . . . 335--336
J. Hoogwerf Mean Sojourn Time of Packets in a
Computer Communications Network . . . . 336--337
L. Kosten Parametrisation of Overflow Traffic in
Telecommunication and Data Handling . . 337--338
A. Kramli and
J. Soltesz On the Optimality of the 'Least
Frequently Used' Page Replacement
Algorithm . . . . . . . . . . . . . . . 338--338
R. Kohn Asymptotic Properties of Time Domain
Gaussian Estimators . . . . . . . . . . 339--359
M. Deistler and
W. Dunsmuir and
E. J. Hannan Vector Linear Time Series Models:
Corrections and Extensions . . . . . . . 360--372
Ken Sharpe Some Properties of the Crossings Process
Generated by a Stationary $ \chi^2 $
Process . . . . . . . . . . . . . . . . 373--391
Tomasz Rolski A Rate-Conservative Principle for
Stationary Piecewise Markov Processes 392--410
Mark Berman Regenerative Multivariate Point
Processes . . . . . . . . . . . . . . . 411--430
Bo Bergman Optimal Replacement under a General
Failure Model . . . . . . . . . . . . . 431--451
A. Federgruen On $N$-Person Stochastic Games with
Denumerable State Space . . . . . . . . 452--471
David Assaf Invariant Problems in Discounted Dynamic
Programming . . . . . . . . . . . . . . 472--490
Anonymous Back Matter . . . . . . . . . . . . . . ??
Denis Mollison and
F. P. Kelly and
B. W. Silverman and
P. J. Green and
A. D. Cliff and
P. Haggett and
B. D. Ripley and
C. R. Orton and
E. D. Ford and
P. A. Mason and
Isobel Clark and
D. A. Jones and
J. C. Gower and
W. G. McGinley and
Frank Critchley and
Robin Sibson and
D. G. Kendall Conference on the Analysis of Spatial
Data . . . . . . . . . . . . . . . . . . 491--498
D. J. Gates and
M. Westcott Zone of Influence Models for Competition
in Plantations . . . . . . . . . . . . . 499--537
Ken-Iti Sato Convergence to a Diffusion of a
Multi-Allelic Model in Population
Genetics . . . . . . . . . . . . . . . . 538--562
Peter L. Antonelli The Geometry of Random Drift IV. Random
Time Substitutions and Stationary
Densities . . . . . . . . . . . . . . . 563--569
James A. Cavender Quasi-Stationary Distributions of
Birth-and-Death Processes . . . . . . . 570--586
I. W. Saunders Locating Bright Spots in a Point Process 587--612
Harry M. Pierson On a Class of Random Motions of Point
Processes Involving Interaction . . . . 613--632
Douglas P. Kennedy On Sets of Countable Non-Negative
Matrices and Markov Decision Processes 633--646
M. J. Phillips Sums of Random Variables Having the
Modified Geometric Distribution with
Application to Two-Person Games . . . . 647--665
M. Yadin and
S. Zacks Adaptation of the Service Capacity in a
Queueing System Which Is Subjected to a
Change in the Arrival Rate at Unknown
Epoch . . . . . . . . . . . . . . . . . 666--681
Bharat T. Doshi Optimal Control of the Service Rate in
an M/G/1 Queueing System . . . . . . . . 682--701
Anonymous Corrections to Cohen and Stuart . . . . 702--702
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
D. R. McNeil [Introduction] . . . . . . . . . . . . . 703--703
M. S. Bartlett A Note on Random Walks at Constant Speed 704--707
J. H. Pollard Fluctuating Interest Rates . . . . . . . 707--711
A. M. Hasofer and
P. Petocz The Envelope of an Oscillatory Process
and Its Upcrossings . . . . . . . . . . 711--716
E. Seneta A Relaxation View of a Genetic Problem 716--720
G. A. Watterson Simulating Samples from a Genetic
Population . . . . . . . . . . . . . . . 720--723
C. C. Heyde On an Explanation for the Characteristic
Clutch Size of Some Bird Species . . . . 723--725
J. V. Corbett Probability in Quantum Mechanics . . . . 725--729
H. S. Green Distribution of Arrival Times in Cosmic
Ray Showers . . . . . . . . . . . . . . 730--735
C. R. Heathcote On Parametric Density Estimators . . . . 735--740
E. J. Hannan Rates of Convergence for Time Series
Regression . . . . . . . . . . . . . . . 740--743
L. Edler Strict Supercritical
Generation-Dependent Crump--Mode--Jagers
Branching Processes . . . . . . . . . . 744--763
J. N. McDonald and
N. A. Weiss An Infinite Particle System with
Continual Input and Random Death . . . . 764--787
Bruce Ebanks The Branching Property in Generalized
Information Theory . . . . . . . . . . . 788--802
Stanley S. Wasserman Models for Binary Directed Graphs and
Their Applications . . . . . . . . . . . 803--818
John Kent Time-Reversible Diffusions . . . . . . . 819--835
R. Schassberger Insensitivity of Steady-State
Distributions of Generalized Semi-Markov
Processes with Speeds . . . . . . . . . 836--851
A. J. Stam Heavy Traffic Limit Theorems in
Fluctuation Theory . . . . . . . . . . . 852--866
B. D. Sivazlian and
J. F. Mahoney Group Replacement of a Multicomponent
System Which Is Subject to Deterioration
Only . . . . . . . . . . . . . . . . . . 867--885
J. Michael Harrison The Diffusion Approximation for Tandem
Queues in Heavy Traffic . . . . . . . . 886--905
R. Schassberger The Insensitivity of Stationary
Probabilities in Networks of Queues . . 906--912
Anonymous Volume Information . . . . . . . . . . . 913--918
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
P. J. Avery The Effect of Finite Population Size on
Selection Results for Two Linked Loci 1--2
A. W. F. Edwards Parsing a Genealogy . . . . . . . . . . 2--3
Ivar Heuch Equilibrium Populations of Plants with
Diplo-Diplo Incompatibility . . . . . . 3--4
W. G. Hill and
P. J. Avery Variation in Quantitative Traits and
Heterozygosity as Influenced by Linkage
and Mating Structure . . . . . . . . . . 4--5
Robert W. Hiorns The Consequences of Intermixture in
Human Populations . . . . . . . . . . . 5--7
John Rostron Genetic Colonising Distance and a
Problem in Algebra . . . . . . . . . . . 7--8
Cedric A. B. Smith Searching for Heterozygotes in
Quantitative Characters . . . . . . . . 8--9
Jon Stene Ascertainment of Family Data . . . . . . 9--10
S. Tavaré Time Reversion and Age Distributions . . 10--12
E. A. Thompson Extinction Probabilities and Pedigree
Structure . . . . . . . . . . . . . . . 12--13
G. A. Watterson Estimating and Testing Selection: The
Two-Alleles, Genic Selection Diffusion
Model . . . . . . . . . . . . . . . . . 14--30
Anthony G. Pakes Limit Theorems for the Simple Branching
Process Allowing Immigration, I. The
Case of Finite Offspring Mean . . . . . 31--62
A. D. Barbour and
Anthony G. Pakes Limit Theorems for the Simple Branching
Process Allowing Immigration, II. The
Case of Infinite Offspring Mean . . . . 63--72
Joshua B. Levy Transience and Recurrence of
State-Dependent Branching Processes with
an Immigration Component . . . . . . . . 73--92
Georg Lindgren Prediction of Level Crossings for Normal
Processes Containing Deterministic
Components . . . . . . . . . . . . . . . 93--117
B. D. O. Anderson and
T. Kailath Forwards and Backwards Models for
Finite-State Markov Processes . . . . . 118--133
S. Christian Albright and
Wayne Winston A Birth--Death Model of Advertising and
Pricing . . . . . . . . . . . . . . . . 134--152
S. Leigh Phoenix The Asymptotic Distribution for the Time
to Failure of a Fiber Bundle . . . . . . 153--187
P. J. Schweitzer and
A. Federgruen Geometric Convergence of Value-Iteration
in Multichain Markov Decision Problems 188--217
Benjamin Melamed On Poisson Traffic Processes in
Discrete-State Markovian Systems with
Applications to Queueing Theory . . . . 218--239
Per Hokstad On the Steady-State Solution of the
M/G/2 Queue . . . . . . . . . . . . . . 240--255
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . 257--259
A. A. Borovkov On the Rate of Convergence and Large
Deviations in the Invariance Principle 260--261
R. B. Davies Inference from Non-Ergodic Time Series 261--262
J. Gani Some Interesting Current Directions in
Epidemic Theory . . . . . . . . . . . . 262--262
E. J. Hannan Linear Systems . . . . . . . . . . . . . 263--264
J. F. C. Kingman Deterministic and Stochastic Models in
Population Genetics . . . . . . . . . . 264--264
K. Krickeberg Filtering Spatial Processes . . . . . . 265--266
P. A. Jacobs and
P. A. W. Lewis Time Series Generated by Mixtures: The
DARMA(p,q) Process . . . . . . . . . . . 266--267
Ronald Pyke Recent Developments in Empirical
Processes . . . . . . . . . . . . . . . 267--268
V. V. Sazonov and
V. V. Ulyanov On the Speed of Convergence in the
Central Limit Theorem . . . . . . . . . 269--270
E. Seneta Coefficients of Ergodicity: Structure
and Applications . . . . . . . . . . . . 270--271
R. C. Griffiths and
R. K. Milne A Class of Bivariate Poisson Processes 272--273
Yoshifusa Ito Renewal Processes Decomposable into
i.i.d. Components . . . . . . . . . . . 273--273
D. R. Manfield and
T. Downs An Application of Multivariate Point
Processes in Teletraffic Systems . . . . 274--274
J. L. Teugels On the Rate of Convergence of the
Maximum of a Compound Poisson Process 274--275
K. B. Athreya A Markov Process Approach to Systems of
Renewal Equations . . . . . . . . . . . 275--276
F. E. Binet On Bartlett's Characterisation of the
Pólya Process . . . . . . . . . . . . . . 276--277
Harry Cohn On the Invariant Events of a Convergent
Markov Chain . . . . . . . . . . . . . . 277--277
R. W. Gibberd and
H. Lewis Properties of Aggregated Markov Chains 277--278
Pekka Tuominen and
Richard L. Tweedie The Recurrence Structure of General
Markov Processes . . . . . . . . . . . . 279--279
Pekka Tuominen and
Richard L. Tweedie Exponential Ergodicity of General Markov
Processes . . . . . . . . . . . . . . . 279--280
C. W. Aisbett The Relation between Pointwise and
Uniform Convergence of the Empirical
Distributions of Identically Distributed
Real Data . . . . . . . . . . . . . . . 280--281
Noel Cressie Random Set Limit Theorems . . . . . . . 281--282
Paul Embrechts and
Charles M. Goldie and
N. Veraverbeke Subexponential Distribution Functions
and Some Applications . . . . . . . . . 283--283
C. C. Heyde On Central Limit and Iterated Logarithm
Results for Subadditive Processes . . . 283--284
Makoto Maejima Non-Uniform Estimates in the Local Limit
Theorem for Densities . . . . . . . . . 284--285
Tomoichi Nakata On an Estimate of the Remainder Term in
the Central Limit Theorem . . . . . . . 285--286
D. Pollard Weak Convergence on Non-Separable Metric
Spaces . . . . . . . . . . . . . . . . . 286--288
Galen R. Shorack Extensions of the Darling and Erd\Hos
Theorem on the Maximum of Normalized
Sums . . . . . . . . . . . . . . . . . . 288--289
Robert J. Adler Spheres, Cubes, and Brownian Motions . . 289--289
Janos Galambos Extreme Value Theory in Applied
Probability . . . . . . . . . . . . . . 289--290
Ken Sharpe On the Use of Upcrossings to Test for a
Gaussian Process . . . . . . . . . . . . 291--291
Tetsuo Fujimagari On the Extinction Time Distribution of a
Branching Process in Varying
Environments . . . . . . . . . . . . . . 291--292
H.-J. Schuh Some Results on the Structure of
Irregular Branching Processes with
Infinite Mean . . . . . . . . . . . . . 292--293
Akinobu Shimizu The Stepping-Stone Model and a
Stochastic Differential Equation . . . . 293--294
S. R. Wilson Associative Mating for Familial
Disorders: Some Anomalies . . . . . . . 294--295
M. J. Faddy Partial Stochastic/Deterministic Models
in Epidemic Theory . . . . . . . . . . . 295--297
R. K. Watson Some Extensions of the Standard Epidemic
Model . . . . . . . . . . . . . . . . . 297--297
B. D. O. Anderson A Physical Basis for Krein's Prediction
Formulas . . . . . . . . . . . . . . . . 297--298
M. A. Cameron A Model for Transients . . . . . . . . . 298--299
Alan J. Lee Sampling Theorems for Non-Stationary
Random Processes . . . . . . . . . . . . 299--300
I. V. Basawa Asymptotic Theory of Inference for a
Certain Class of Stochastic Processes 300--301
John B. Moore On Strong Consistency of Least Squares
Identification Algorithms . . . . . . . 302--302
C. S. Withers Estimating the Variance of the Sample
Mean for Time Series with Applications
to Robust Tests . . . . . . . . . . . . 302--303
D. B. Abraham The Phase Transition in the Discrete
Gaussian Problem . . . . . . . . . . . . 303--304
P. K. W. Chan and
T. Downs Discounted Cost Criterion for Imperfect
Maintenance . . . . . . . . . . . . . . 304--304
Nasser Hadidi A Stochastic Model for the Emergence of
Poets . . . . . . . . . . . . . . . . . 305--305
Jeffrey J. Hunter Queueing and Storage Systems in Parallel 305--306
G. R. Sutton A Stochastic Model of Acoustic Wave
Propagation through the Ocean . . . . . 306--307
M. Westcott Zone of Influence Models for Competition
in Plantations . . . . . . . . . . . . . 307--307
M. A. Ali and
N. Singh Control Problem under Uncertainty . . . 308--308
G. F. Ledwich Adaptive Regulator Convergence for
Variable Set Point . . . . . . . . . . . 309--309
R. C. Griffiths A Transition Density Expansion for a
Multi-Allele Diffusion Model . . . . . . 310--325
R. C. Griffiths Exact Sampling Distributions from the
Infinite Neutral Alleles Model . . . . . 326--354
Richard Durrett An Infinite Particle System with
Additive Interactions . . . . . . . . . 355--383
Thomas J. Lorenzen Generalizing the Secretary Problem . . . 384--396
M. Yadin and
R. Syski Randomization of Intensities in a Markov
Chain . . . . . . . . . . . . . . . . . 397--421
Benjamin Melamed Characterizations of Poisson Traffic
Streams in Jackson Queueing Networks . . 422--438
David Sonderman Comparing Multi-Server Queues with
Finite Waiting Rooms, I: Same Number of
Servers . . . . . . . . . . . . . . . . 439--447
David Sonderman Comparing Multi-Server Queues with
Finite Waiting Rooms, II: Different
Numbers of Servers . . . . . . . . . . . 448--455
Anonymous Corrections to Melamed and Schweitzer 456--456
Anonymous Back Matter . . . . . . . . . . . . . . ??
Masao Nagasawa and
Takeo Maruyama An Application of Time Reversal of
Markov Processes to a Problem of
Population Genetics . . . . . . . . . . 457--478
Samuel Karlin and
Uri Liberman A Natural Class of Multilocus
Recombination Processes and Related
Measures of Crossover Interference . . . 479--501
Peter L. Antonelli The Geometry of Random Drift V.
Axiomatic Derivation of the WFK
Diffusion from a Variational Principle 502--509
Wolfgang Mergenthaler A Sufficient Criterion for Particles
Performing a Diffusive Motion with
State-Dependent Death Rate to Die with
Probability One . . . . . . . . . . . . 510--526
Howard M. Taylor The Time to Failure of Fiber Bundles
Subjected to Random Loads . . . . . . . 527--541
R. Syski Energy of Markov Chains . . . . . . . . 542--575
E. Seneta Coefficients of Ergodicity: Structure
and Applications . . . . . . . . . . . . 576--590
David Mannion Random Packing of an Interval. II . . . 591--602
D. J. Bartholomew The Control of a Grade Structure in a
Stochastic Environment Using Promotion
Control . . . . . . . . . . . . . . . . 603--615
O. J. Boxma On a Tandem Queueing Model with
Identical Service Times at Both
Counters, I . . . . . . . . . . . . . . 616--643
O. J. Boxma On a Tandem Queueing Model with
Identical Service Times at Both
Counters, II . . . . . . . . . . . . . . 644--659
E. Nummelin A Conservation Property for General
GI/G/1 Queues with an Application to
Tandem Queues . . . . . . . . . . . . . 660--672
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Norio Okada On Convergence to Diffusion Processes of
Markov Chains Related to Population
Genetics . . . . . . . . . . . . . . . . 673--700
D. Siegmund Corrected Diffusion Approximations in
Certain Random Walk Problems . . . . . . 701--719
Jacqueline Gianini-Pettitt Optimal Selection Based on Relative
Ranks with a Random Number of
Individuals . . . . . . . . . . . . . . 720--736
Robert V. Foutz and
R. C. Srivastava Statistical Inference for Markov
Processes When the Model Is Incorrect 737--749
Wim Vervaat On a Stochastic Difference Equation and
a Representation of Non-Negative
Infinitely Divisible Random Variables 750--783
Pekka Tuominen and
Richard L. Tweedie Exponential Decay and Ergodicity of
General Markov Processes and Their
Discrete Skeletons . . . . . . . . . . . 784--803
Philip Heidelberger and
Donald L. Iglehart Comparing Stochastic Systems Using
Regenerative Simulation with Common
Random Numbers . . . . . . . . . . . . . 804--819
J. Elker and
D. Pollard and
W. Stute Glivenko-Cantelli Theorems for Classes
of Convex Sets . . . . . . . . . . . . . 820--833
Shigeru Mase Random Compact Convex Sets Which Are
Infinitely Divisible with Respect to
Minkowski Addition . . . . . . . . . . . 834--850
K. Balagopal On Queues in Discrete Regenerative
Environments, with Application to the
Second of Two Queues in Series . . . . . 851--869
Eckhardt Gallisch On Monotone Optimal Policies in a
Queueing Model of M/G/1 Type with
Controllable Service Time Distribution 870--887
John Kent Acknowledgement of Priority . . . . . . 888--888
Anonymous Correction: Transience and Recurrence of
State-Dependent Branching Processes with
an Immigration Component . . . . . . . . 889--889
Anonymous Volume Information . . . . . . . . . . . 890--893
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Bengt O. Bengtsson How Evolutionarily Stable Is the XX/XY
Sex-Determination System? . . . . . . . 1--3
C. Cannings and
D. Gardiner A Dynamic Programming Approach to
Evolutionarily Stable Strategy Theory 3--5
Christa Fielden Inbreeding with Multiple Loci . . . . . 5--5
D. Gardiner The Behaviour of Strategy-Frequencies in
Parker's Model . . . . . . . . . . . . . 5--7
John Haigh Persistence Times of Populations Subject
to Random Disasters . . . . . . . . . . 7--7
Ivar Heuch Further Investigations of
Incompatibility Systems in Angiosperm
Plants . . . . . . . . . . . . . . . . . 7--7
Philip Holgate Inbreeding in Genetic Algebras . . . . . 8--8
Cedric A. B. Smith Estimation of the Correlation between
Relatives . . . . . . . . . . . . . . . 8--9
R. W. K. Odoni The Algebraic Approach to Bernstein's
Problem on Mendelian Models of
Inheritance . . . . . . . . . . . . . . 9--9
P. Stam The Distribution of Heterogeneity in
Finite Random Mating Populations . . . . 9--10
Jon Stene Detection of Regulation of Family Size
after Births of Affected Children . . . 10--10
E. A. Thompson Sequential Sampling Schemes for Sibships 10--11
Atam Vetta Proof of Fischer's Fundamental Theorem
of Natural Selection . . . . . . . . . . 11--13
S. N. Ethier and
Thomas Nagylaki Diffusion Approximations of Markov
Chains with Two Time Scales and
Applications to Population Genetics . . 14--49
Peter L. Antonelli and
Jared Chapin and
B. H. Voorhees The Geometry of Random Genetic Drift VI.
A Random Selection Diffusion Model . . . 50--58
Erik A. Van Doorn Stochastic Monotonicity of Birth--Death
Processes . . . . . . . . . . . . . . . 59--80
B. Klein and
P. D. M. Macdonald The Multitype Continuous-Time Markov
Branching Process in a Periodic
Environment . . . . . . . . . . . . . . 81--93
P. Whittle Polymerisation Processes with
Intrapolymer Bonding. I. One Type of
Unit . . . . . . . . . . . . . . . . . . 94--115
P. Whittle Polymerisation Processes with
Intrapolymer Bonding. II. Stratified
Processes . . . . . . . . . . . . . . . 116--134
P. Whittle Polymerisation Processes with
Intrapolymer Bonding. III. Several Types
of Unit . . . . . . . . . . . . . . . . 135--153
Gerhard Hübner Bounds and Good Policies in Stationary
Finite-Stage Markovian Decision Problems 154--173
John Bather Randomised Allocation of Treatments in
Sequential Trials . . . . . . . . . . . 174--182
R. Kohn On the Spectral Decomposition of
Stationary Time Series Using Walsh
Functions. I . . . . . . . . . . . . . . 183--199
B. Natvig Improved Bounds for the Availability and
Unavailability in a Fixed Time Interval
for Systems of Maintained,
Interdependent Components . . . . . . . 200--221
V. Ramaswami The N/G/1 Queue and Its Detailed
Analysis . . . . . . . . . . . . . . . . 222--261
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . 263--265
D. J. Aldous A New Look at Weak Convergence . . . . . 266--267
Elja Arjas Classes of Residual Lifetime
Distributions Conditioned on Failure
Histories . . . . . . . . . . . . . . . 267--267
R. Durrett Infinite Particle Systems . . . . . . . 268--268
David Griffeath Some Remarks on the Basic Contact
Processes . . . . . . . . . . . . . . . 269--269
Henryk Gzyl Infinitesimal Generators of Time-Changed
Processes . . . . . . . . . . . . . . . 269--270
J. Michael Harrison Martingales and Stochastic Integrals in
the Theory of Securities Markets . . . . 270--271
Donald L. Iglehart Exploiting Stochastic Structure in the
Simulation of Networks of Queues . . . . 271--271
Jean Jacod On the Construction of a Markov Process
up to a Change of Time . . . . . . . . . 271--271
Olav Kallenberg Path Decomposition at Backward Times in
Regenerative Sets . . . . . . . . . . . 272--273
Alan F. Karr A Partially Observed Poisson Process . . 273--273
B. Maisonneuve Topics on Regenerative Sets and
Subordinators . . . . . . . . . . . . . 273--274
Takeo Maruyama On an Overdominant Model of Population
Genetics . . . . . . . . . . . . . . . . 274--275
Michel Metivier $ \pi^*$-Processes and Stochastic
Equations . . . . . . . . . . . . . . . 275--276
Yu. A. Rozanov On Multidirectional Markov Processes . . 276--276
E. Seneta Computing the Stationary Distribution
for Infinite Markov Chains . . . . . . . 276--277
M. J. Sharpe Markov Properties of Co-Optional Times 277--278
A. N. Shirayayev Some Limit Theorems for Simple Point
Processes: Martingale Approach . . . . . 278--279
Jos H. A. De Smit A Probabilistic Approach to the
Multiple-Server Queue . . . . . . . . . 279--279
Lawrence D. Stone Optimal Search for Moving Targets . . . 279--280
N. H. Bingham Random Walks and Number-Theoretic
Densities . . . . . . . . . . . . . . . 280--281
F. Thomas Bruss A Counterpart of the Borel--Cantelli
Lemma . . . . . . . . . . . . . . . . . 281--282
I. I. Kotlarski On a Characterization of Probability
Distributions in Some Stochastic
Processes . . . . . . . . . . . . . . . 283--283
R. Syski Energy of a Martingale in the Limit . . 283--284
M. S. Ali Khan Central Limit Theorem for Stochastic
Processes and Its Application in the
Theory of Dams . . . . . . . . . . . . . 284--285
Joop Mijnheer An Approximation of Partial Sums of
i.i.d. Random Variables with Infinite
Variance . . . . . . . . . . . . . . . . 285--286
G. L. O'Brien Scaling Transformations for 0,1-Valued
Sequences . . . . . . . . . . . . . . . 286--286
Stephen James Wolfe On a Continuous Analogue of the
Stochastic Difference Equation $ X_n =
\rho X_{n - 1} + B_n $ . . . . . . . . . 286--286
F. W. Steutel Stable Lattice Distributions and
Continuous-Time Branching Processes . . 286--288
N. U. Ahmed Stochastic Control on Hilbert Space for
Linear Evolution Equations with Random
Operator-Valued Coefficients . . . . . . 288--288
Václav E. Benes and
Ioannis Karatzas Optimal Stationary Linear Control of the
Wiener Process . . . . . . . . . . . . . 288--289
Marc A. Berger Stochastic Derivatives and Integral
Equations . . . . . . . . . . . . . . . 289--290
R. Ahmad Markov Functionals and Their Algebraic
Structure . . . . . . . . . . . . . . . 290--291
Priscilla Greenwood and
Jim Pitman Fluctuation Identities for Random Walk
by Path Decomposition at the Maximum . . 291--293
Burton Simon Equivalent Markov-Renewal Processes . . 293--293
G. Mazziotto and
J. Szpirglas Filtering for Two-parameter Doubly
Stochastic Poisson Measure . . . . . . . 294--294
Roy Saunders and
Richard J. Kryscio and
Gerald M. Funk Poisson Limits for a Hard-core
Clustering Model . . . . . . . . . . . . 294--294
Richard Serfozo Thinnings of Random Cluster Fields . . . 294--295
Ward Whitt and
Shlomo Halfin A New Heavy-Traffic Limit Theorem for
Many-Server Queues . . . . . . . . . . . 295--295
David Pollard A New Proof of Prohorov's Theorem . . . 295--296
Sidney Resnick Weak Convergence, Point Processes and
Regular Variation . . . . . . . . . . . 296--296
Wim Vervaat and
J. C. Smit A Conditioned Functional Limit Theorem 296--297
J. W. Cohen and
G. Hooghiemstra Brownian Excursion, Brownian Meander and
Limit Theorems for the M/G/1 Queue . . . 297--298
W. Eberl Asymptotic Absorption Distributions in
Birth-and-Death Processes . . . . . . . 298--299
Martin I. Goldstein and
Fred M. Hoppe Minimal Convergence Conditions for
Critical Age-Dependent Processes . . . . 299--300
W. Kliemann Ergodic Theory of Stochastic Systems and
Non-Linear Control . . . . . . . . . . . 300--301
Anne-Marie De Meyer and
J. L. Teugels On the Asymptotic Behaviour of the
Busy-Period Distribution in M/G/1 Queues 301--302
Bo Ranneby The Ergodic Theorem for $ D_q $-Valued
Random Elements . . . . . . . . . . . . 302--303
S. W. Woolford On Limit Theorems Associated with a
Storage Model . . . . . . . . . . . . . 303--304
L. Arnold Mathematical Models of Chemical
Reactions . . . . . . . . . . . . . . . 304--304
P. J. Brockwell and
N. Pacheco-Santiago Invariant Imbedding and Dams with
Markovian Input Rate . . . . . . . . . . 304--305
Neil Bromberg Random Walk Models in Xerographic
Development . . . . . . . . . . . . . . 305--306
Donald Geman Confluent Brownian Motions . . . . . . . 306--306
J. D. Griffiths A Stochastic Model for Delays at a
Non-Signalized Pedestrian Crossing . . . 307--307
Haim Mendelson and
Uri Yechiali Performance Measures for Ordered Lists
in Random-Access Files . . . . . . . . . 308--308
Nasser Hadidi Partially Correlated Queues . . . . . . 308--310
Walter A. Rosenkrantz Some Theorems for the Virtual Waiting
Time Process . . . . . . . . . . . . . . 310--311
D. P. Gaver and
P. A. Jacobs On Combinations of Random Loads . . . . 311--311
Ramesh C. Gupta Some Characterizations of Renewal
Densities with Emphasis in Reliability 311--312
Albert W. Marshall and
Moshe Shaked Univariate NBU Processes . . . . . . . . 312--313
Y. M. El-Fattah Recursive Algorithms for Adaptive
Control of Finite Markov Chains . . . . 313--313
G. J. Foschini and
M. I. Reiman Controlling Tandem Processors . . . . . 313--314
Shaler Stidham, Jr. and
Jacob Wijngaard Foward Recursion for Average Reward
Markovian Decision Processes Which Are
Skip-Free to the Right . . . . . . . . . 314--314
Will Gersch Discrimination in Stationary and
Non-Stationary Time Series . . . . . . . 314--315
J. Y. Kassab Generalisation of Statistical
Differentials with Applications to
Estimation of Autocorrelation in General
Linear Processes . . . . . . . . . . . . 315--316
Roy Saunders and
Purushottam Laud Quantile and Contour Regions for
Multivariate Distributions . . . . . . . 316--316
John S. White The Distribution of the Serial
Correlation Coefficient for a Stationary
Series . . . . . . . . . . . . . . . . . 316--317
Gary L. Wise The Non-Bandlimitedness of a Class of
Random Processes . . . . . . . . . . . . 317--317
G. Arthur Mihram Stochastic Simulation: Its Seed
Virtually Precludes the Application of
Regenerative Processes . . . . . . . . . 317--318
Bengt Von Bahr and
Anders Martin-Löf Threshold Limit Theorems for Some
Epidemic Processes . . . . . . . . . . . 319--349
Tetsuo Fujimagari On the Extinction Time Distribution of a
Branching Process in Varying
Environments . . . . . . . . . . . . . . 350--366
L. Arnold and
M. Theodosopulu Deterministic Limit of the Stochastic
Model of Chemical Reactions with
Diffusion . . . . . . . . . . . . . . . 367--379
David G. Kendall and
Wilfrid S. Kendall Alignments in Two-Dimensional Random
Sets of Points . . . . . . . . . . . . . 380--424
R. E. Miles The Random Tangential Projection of a
Surface . . . . . . . . . . . . . . . . 425--446
Adrian Baddeley A Limit Theorem for Statistics of
Spatial Data . . . . . . . . . . . . . . 447--461
R. Kohn On the Spectral Decomposition of
Stationary Time Series Using Walsh
Functions. II . . . . . . . . . . . . . 462--474
Robert Lugannani and
Stephen Rice Saddle Point Approximation for the
Distribution of the Sum of Independent
Random Variables . . . . . . . . . . . . 475--490
Peter Hall Estimating Probabilities for Normal
Extremes . . . . . . . . . . . . . . . . 491--500
Do Le Minh The GI/G/1 Queue with Uniformly Limited
Virtual Waiting Times; The Finite Dam 501--516
Patricia A. Jacobs Heavy Traffic Results for Single-Server
Queues with Dependent (EARMA) Service
and Interarrival Times . . . . . . . . . 517--529
S. K. Srinivasan and
C. Chudalaimuthu Pillai Correlation Functions in the G/M/1
System . . . . . . . . . . . . . . . . . 530--540
Anonymous Correction: The Insensitivity of
Stationary Probabilities in Networks of
Queues . . . . . . . . . . . . . . . . . 541--541
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . 543--544
P. Tautu Introduction . . . . . . . . . . . . . . 545--546
Renato Baserga and
Brian I. Lord and
R. Schofield and
Christopher S. Potten and
A. D. Barbour and
Robert Bartoszy\'nski and
John D. Biggins and
James M. Greenberg and
F. C. Hoppensteadt and
W. Jäger and
Harry Kesten and
Masao Nagasawa and
G. Oster and
Werner Rittgen and
Henry C. Tuckwell and
Michael Turelli and
Arthur T. Winfree and
Carla Wofsy Proliferation, Spread and
Reaction-Dispersal Processes . . . . . . 546--555
Hans Föllmer and
Thomas M. Liggett and
Klaus Schürger and
Frank Spitzer and
Maury Bramson and
David Griffeath and
William A. Little and
A. Robertson and
P. Tautu Random Systems with Locally Interacting
Objects . . . . . . . . . . . . . . . . 555--559
Hans-Peter Altenburg and
Wolfgang J. Bühler and
Donald G. Aronson and
Norman T. J. Bailey and
Konrad Bögel and
Odo Diekmann and
P. C. Fife and
L. A. Peletier and
Denis Mollison and
F. H. Rijsdijk and
J. C. Zadoks and
F. Rothe and
Stanley Sawyer and
K. Schumacher and
Horst R. Thieme and
Hans F. Weinberger Spatial Models in Epidemiology and
Genetics . . . . . . . . . . . . . . . . 559--566
Wolfgang Alt and
George I. Bell and
Howard C. Berg and
Evelyn Fox Keller and
I. Richard Lapidus and
Michael Levandowsky and
Douglas Lauffenburger and
Ralph Nossal Models for Cell Motility . . . . . . . . 566--569
Halim Doss and
Thomas G. Kurtz Stochastic versus Deterministic
Approaches . . . . . . . . . . . . . . . 569--570
C. Conley and
Joel Smoller and
J. M. Hammersley and
David G. Kendall and
Nguyen Xuan Xanh and
George C. Papanicolaou and
Robert T. Smythe Further Mathematical Approaches and
Techniques . . . . . . . . . . . . . . . 571--573
David Stirzaker Inheritance . . . . . . . . . . . . . . 574--590
A. D. Barbour Equilibrium Distributions Markov
Population Processes . . . . . . . . . . 591--614
J. Hutton The Recurrence and Transience of
Two-Dimensional Linear Birth and Death
Processes . . . . . . . . . . . . . . . 615--639
Wulf Rehder The Asymptotic Distribution of Random
Molecules . . . . . . . . . . . . . . . 640--654
David K. Pickard Unilateral Markov Fields . . . . . . . . 655--671
Yoshifusa Ito Renewal Processes Decomposable into
i.i.d. Components . . . . . . . . . . . 672--688
M. Riedel Characterization of Stable Processes by
Identically Distributed Stochastic
Integrals . . . . . . . . . . . . . . . 689--709
D. Wolf Approximation of the Invariant
Probability Measure of an Infinite
Stochastic Matrix . . . . . . . . . . . 710--726
D. P. Gaver and
P. A. W. Lewis First-Order Autoregressive Gamma
Sequences and Point Processes . . . . . 727--745
Georg Lindgren Extreme Values and Crossings for the $
\chi^2$-Process and Other Functions of
Multidimensional Gaussian Processes,
with Reliability Applications . . . . . 746--774
Donald A. Berry and
Bert Fristedt Two-Armed Bandits with a Goal, I. One
Arm Known . . . . . . . . . . . . . . . 775--798
Per Hokstad The Steady-State Solution of the M/K$_2$
/m Queue . . . . . . . . . . . . . . . . 799--823
Anonymous Back Matter . . . . . . . . . . . . . . ??
Gail Ivanoff The Branching Random Field . . . . . . . 825--847
Harry Kesten On the Time Constant and Path Length of
First-Passage Percolation . . . . . . . 848--863
J. Theodore Cox The Time Constant of First-Passage
Percolation on the Square Lattice . . . 864--879
J. Ansell and
A. Bendell and
S. Humble Nested Renewal Processes . . . . . . . . 880--892
Priscilla Greenwood and
Jim Pitman Fluctuation Identities for Lévy Processes
and Splitting at the Maximum . . . . . . 893--902
S. Kotz and
D. N. Shanbhag Some New Approaches to Probability
Distributions . . . . . . . . . . . . . 903--921
Peter Findeisen Asymptotic Properties of a Certain Class
of Bush-Mosteller Learning Models . . . 922--941
Shirish D. Chikte Optimal Sequential Selection and
Resource Allocation under Uncertainty 942--957
Donald A. Berry and
Bert Fristedt Two-Armed Bandits with a Goal, II.
Dependent Arms . . . . . . . . . . . . . 958--971
Sòren Glud Johansen and
Shaler Stidham, Jr. Control of Arrivals to a Stochastic
Input-Output System . . . . . . . . . . 972--999
J. Walrand and
P. Varaiya Sojourn Times and the Overtaking
Condition in Jacksonian Networks . . . . 1000--1018
Anonymous Volume Information . . . . . . . . . . . 1019--1026
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
D. T. Bishop and
C. Cannings The War of Attrition with Random
Rewards. II . . . . . . . . . . . . . . 1--1
R. N. Curnow Progeny Testing Using Presence/Absence
Data . . . . . . . . . . . . . . . . . . 1--2
K. P. Donnelly Linkage, Complete Genetic Information
and the Probability of Relationships
Being Detectable . . . . . . . . . . . . 2--2
I. Heuch and
M. Homleid A Simple Model for Linked Loci with
Recombination Values Depending on the
Genotype at One Locus . . . . . . . . . 3--3
W. G. Hill Estimation of Effective Population Size
from Data on Linked Genes . . . . . . . 4--4
P. Holgate Rates of First Fixation in Finite
Multilocus Populations . . . . . . . . . 4--5
Alan Robertson and
W. G. Hill The Estimation of the Inbreeding
Coefficient from Deviations from
Hardy--Weinberg Equilibrium . . . . . . 5--5
J. Rostron Genetic Parameter Estimation. A
General-Purpose Maximum Likelihood
Program . . . . . . . . . . . . . . . . 6--6
S. P. Simpson Ascertainment When the Trait Has a
Variable Age of Onset . . . . . . . . . 6--7
Jon Stene Comparisons of Assumptions for Different
Ascertainment Models . . . . . . . . . . 7--8
E. A. Thompson Impossible Combinations of Gene
Correlations . . . . . . . . . . . . . . 8--9
Robert Thomson and
Cedric A. B. Smith Estimating the Frequencies of Origins of
Trisomics . . . . . . . . . . . . . . . 9--11
Atam Vetta Fisher's Theory of Evolution of
Dominance . . . . . . . . . . . . . . . 11--12
Angelika Wörz-Busekros Remarks on Genetic Algebras . . . . . . 13--13
Klaus Schürger A Class of Branching Processes on a
Lattice with Interactions . . . . . . . 14--39
Colin McDiarmid General Percolation and Random Graphs 40--60
Richard Serfozo Optimal Control of Random Walks, Birth
and Death Processes, and Queues . . . . 61--83
A. Fellous and
J. Granara Statistique des processus de Poisson
stationnaires de sous-variétés linéaires
affines. (French) [Statistical of
stationary Poisson process of linear
affine submanifolds] . . . . . . . . . . 84--92
Samuel Karlin and
Yosef Rinott Entropy Inequalities for Classes of
Probability Distributions I. The
Univariate Case . . . . . . . . . . . . 93--112
Ibrahim A. Ahmad The Exact Order of Normal Approximation
in Bivariate Renewal Theory . . . . . . 113--128
W. Dunsmuir and
P. M. Robinson Parametric Estimators for Stationary
Time Series with Missing Observations 129--146
C. Atkinson and
M. E. Thompson Analysis of Two Parallel Queues with
Common Exit Service and Infinite Queue
Size . . . . . . . . . . . . . . . . . . 147--166
Julian Köllerström A Second-Order Heavy Traffic
Approximation for the Queue GI/G/1 . . . 167--185
H. C. Tijms and
M. H. Van Hoorn and
A. Federgruen Approximations for the Steady-State
Probabilities in the M/G/c Queue . . . . 186--206
Ward Whitt Comparing Counting Processes and Queues 207--220
E. Nummelin Regeneration in Tandem Queues . . . . . 221--230
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
John B. Walsh A Stochastic Model of Neural Response 231--281
O. Barndorff-Nielsen and
J. N. Darroch A Stochastic Model for Sand Sorting in a
Wind-Tunnel . . . . . . . . . . . . . . 282--297
John C. Wierman Bond Percolation on Honeycomb and
Triangular Lattices . . . . . . . . . . 298--313
G. R. Grimmett Critical Sponge Dimensions in
Percolation Theory . . . . . . . . . . . 314--324
Samuel Karlin and
Yosef Rinott Entropy Inequalities for Classes of
Probability Distributions II. The
Multivariate Case . . . . . . . . . . . 325--351
John B. Walsh Well-Timed Diffusion Approximations . . 352--368
Richard D. Bourgin and
Robert Cogburn On Determining Absorption Probabilities
for Markov Chains in Random Environments 369--387
Harry Cohn On a Paper by Doeblin on Non-Homogeneous
Markov Chains . . . . . . . . . . . . . 388--401
V. V. Kalashnikov and
S. A. Anichkin Continuity of Random Sequences and
Approximation of Markov Chains . . . . . 402--414
Mark Finkelstein and
Robert Whitley Optimal Strategies for Repeated Games 415--428
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
S. N. Ethier and
Thomas G. Kurtz The Infinitely-Many-Neutral-Alleles
Diffusion Model . . . . . . . . . . . . 429--452
W. G. S. Hines and
W. S. Moore An Analysis of Sex in Random
Environments, I . . . . . . . . . . . . 453--463
David Tanny On Multitype Branching Processes in a
Random Environment . . . . . . . . . . . 464--497
B. R. Bhat and
S. R. Adke Maximum Likelihood Estimation for
Branching Processes with Immigration . . 498--509
Gregory Campbell and
Stephen M. Samuels Choosing the Best of the Current Crop 510--532
R.-D. Reiss Uniform Approximation to Distributions
of Extreme Order Statistics . . . . . . 533--547
L. Tierney The Asymptotic Time to Failure of a
Bundle of Fibers with Random Slacks . . 548--566
N. M. H. Smith and
G. F. Yeo On a General Storage Problem and Its
Approximating Solution . . . . . . . . . 567--602
Tomasz Rolski Queues with Non-Stationary Input Stream:
Ross's Conjecture . . . . . . . . . . . 603--618
Yukio Takahashi Asymptotic Exponentiality of the Tail of
the Waiting-Time Distribution in a
PH/PH/c Queue . . . . . . . . . . . . . 619--630
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
W. A. O'N. Waugh Application of the Galton--Watson
Process to the Kin Number Problem . . . 631--649
Martin Härnqvist Limit Theorems for Point Processes
Generated in a General Branching Process 650--668
Elja Arjas and
Priscilla Greenwood Competing Risks and Independent Minima:
A Marked Point Process Approach . . . . 669--680
Anthony G. Pakes and
Simon Tavaré Comments on the Age Distribution of
Markov Processes . . . . . . . . . . . . 681--703
Harold Ruben The Lifetimes of Configuration States in
Statistical Physics . . . . . . . . . . 704--719
A. D. Barbour and
R. Schassberger Insensitive Average Residence Times in
Generalized Semi-Markov Processes . . . 720--735
A. D. Barbour Brownian Motion and a Sharply Curved
Boundary . . . . . . . . . . . . . . . . 736--750
William F. Eddy and
James D. Gale The Convex Hull of a Spherically
Symmetric Sample . . . . . . . . . . . . 751--763
P. Whittle Risk-Sensitive Linear/Quadratic/Gaussian
Control . . . . . . . . . . . . . . . . 764--777
Yousri M. El-Fattah Gradient Approach for Recursive
Estimation and Control in Finite Markov
Chains . . . . . . . . . . . . . . . . . 778--803
M. E. Thompson Estimation of the Parameters of a
Semi-Markov Process from Censored
Records . . . . . . . . . . . . . . . . 804--825
A. J. Lawrance and
P. A. W. Lewis A New Autoregressive Time Series Model
in Exponential Variables (NEAR(1)) . . . 826--845
David Y. Burman Insensitivity in Queueing Systems . . . 846--859
Anonymous Volume Information . . . . . . . . . . . 860--862
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
K. N. Venkataraman A Time Series Approach to the Study of
the Simple Subcritical Galton--Watson
Process with Immigration . . . . . . . . 1--20
D. S. Freed and
L. A. Shepp A Poisson Process Whose Rate Is a Hidden
Markov Process . . . . . . . . . . . . . 21--36
Jacques-Edouard Dies Hendricks Libraries and Tsetlin Piles 37--55
Dorit Hochbaum and
J. Michael Steele Steinhaus's Geometric Location Problem
for Random Samples in the Plane . . . . 56--67
D. Gary Harlow and
S. Leigh Phoenix Probability Distributions for the
Strength of Fibrous Materials under
Local Load Sharing I: Two-Level Failure
and Edge Effects . . . . . . . . . . . . 68--94
Luke Tierney Asymptotic Bounds on the Time to Fatigue
Failure of Bundles of Fibers under Local
Load Sharing . . . . . . . . . . . . . . 95--121
Hans-Joachim Langen Applying the Method of Phases in the
Optimization of Queuing Systems . . . . 122--142
Sòren Asmussen Conditioned Limit Theorems Relating a
Random Walk to Its Associate, with
Applications to Risk Reserve Processes
and the GI/G/1 Queue . . . . . . . . . . 143--170
Ward Whitt On the Heavy-Traffic Limit Theorem for
GI/G/$ \infty $ Queues . . . . . . . . . 171--190
Peter W. Glynn On the Markov Property of the GI/G/$
\infty $ Gaussian Limit . . . . . . . . 191--194
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
P. M. Allen Modelling Dynamic Self-Organization in
Complex Systems . . . . . . . . . . . . 195--196
W. O. Friesen Organization of Neural Networks in the
Invertebrates . . . . . . . . . . . . . 196--197
H. Haken Synergetics: An Approach to Complex
Dynamic Systems . . . . . . . . . . . . 197--197
A. I. Mees Communication in Biological Cells . . . 197--198
J. S. Nicolis A Dynamic Approach to Language . . . . . 198--199
M. Peschel Modelling of Evolution Processes with
Powder-Product Driving Forces . . . . . 199--200
M. Rejmánek Development of Structure at the
Ecosystem Level: Succession and
Stability . . . . . . . . . . . . . . . 200--201
P. Schuster Competition and Cooperation of
Biological Macromolecules: An
Experimentally Testable Model of
Darwinian Evolution . . . . . . . . . . 201--202
N. Teodorescu Connection, State and Phenomena in
General Systems . . . . . . . . . . . . 202--203
J. Tonnelat The Organization and Evolution of Living
Systems as Normal Consequences of the
Laws of Thermodynamics . . . . . . . . . 203--205
P. Whittle The Emergence of Structure, and Critical
Effects . . . . . . . . . . . . . . . . 205--205
G. A. Watterson Mutant Substitutions at Linked
Nucleotide Sites . . . . . . . . . . . . 206--224
R. C. Griffiths The Number of Alleles and Segregating
Sites in a Sample from the
Infinite-Alleles Model . . . . . . . . . 225--239
Jan Grandell Mathematical Models for the Variation of
Air-Pollutant Concentrations . . . . . . 240--256
D. J. Daley and
J. Haslett A Thermal Energy Storage Process with
Controlled Input . . . . . . . . . . . . 257--271
Gérard Letac Les fonctions sphériques d'un couple de
Gelfand symétrique et les cha\^\ines de
Markov. (French) [Spherical functions of
a symmetric Gelfand pair and Markov
chains] . . . . . . . . . . . . . . . . 272--294
G. Fayolle and
P. J. B. King and
I. Mitrani The Solution of Certain Two-Dimensional
Markov Models . . . . . . . . . . . . . 295--308
Victor C. Pestien An Extended Fatou Equation and
Continuous-Time Gambling . . . . . . . . 309--323
Jonathan P. Cohen The Penultimate Form of Approximation to
Normal Extremes . . . . . . . . . . . . 324--339
Joseph D. Petruccelli Full-Information Best-Choice Problems
with Recall of Observations and
Uncertainty of Selection Depending on
the Observation . . . . . . . . . . . . 340--358
C. F. Klebaner Branching Random Walk in Varying
Environments . . . . . . . . . . . . . . 359--367
R. L. Tweedie Operator-Geometric Stationary
Distributions for Markov Chains, with
Application to Queueing Models . . . . . 368--391
P. J. Brockwell and
S. I. Resnick and
R. L. Tweedie Storage Processes with General Release
Rule and Additive Inputs . . . . . . . . 392--433
B. Natvig Two Suggestions of How to Define a
Multistate Coherent System . . . . . . . 434--455
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Tokuzo Shiga Wandering Phenomena in Infinite-Allelic
Diffusion Models . . . . . . . . . . . . 457--483
S. K. Srinivasan and
C. R. Ranganathan On the Parity of Individuals in Birth
and Death Processes . . . . . . . . . . 484--501
Bruce Hajek Hitting-Time and Occupation-Time Bounds
Implied by Drift Analysis with
Applications . . . . . . . . . . . . . . 502--525
Jacques-Edouard Dies Sur la transience de certaines chaines
de Markov sur les permutations . . . . . 526--542
Richard J. Wilson and
Robert J. Adler The Structure of Gaussian Fields near a
Level Crossing . . . . . . . . . . . . . 543--565
Yih-Shyh Yuh Second-Order Corrections for Brownian
Motion Approximations to First-Passage
Probabilities . . . . . . . . . . . . . 566--581
Wolfgang Weil Inner Contact Probabilities for Convex
Bodies . . . . . . . . . . . . . . . . . 582--599
Richard L. Smith Uniform Rates of Convergence in
Extreme-Value Theory . . . . . . . . . . 600--622
Ludger Rüschendorf Random Variables with Maximum Sums . . . 623--632
F. P. Kelly The Throughput of a Series of Buffers 633--653
T. C. Brown and
P. K. Pollett Some Distributional Approximations in
Markovian Queueing Networks . . . . . . 654--671
Hans Daduna Passage Times for Overtake-Free Paths in
Gordon--Newell Networks . . . . . . . . 672--686
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
R. H. Norden On the Distribution of the Time to
Extinction in the Stochastic Logistic
Population Model . . . . . . . . . . . . 687--708
P. J. Brockwell and
J. Gani and
S. I. Resnick Birth, Immigration and Catastrophe
Processes . . . . . . . . . . . . . . . 709--731
H.-J. Schuh Seneta Constants for the Supercritical
Bellman--Harris Process . . . . . . . . 732--751
E. A. Thompson Optimal Sampling for Pedigree Analysis:
Tracing a Single Gene . . . . . . . . . 752--762
Knut Kristian Aase Stochastic Continuous-Time Model
Reference Adaptive Systems with
Decreasing Gain . . . . . . . . . . . . 763--788
Paul McGill Markov Properties of Diffusion Local
Time: A Martingale Approach . . . . . . 789--810
Simeon M. Berman Sojourns and Extremes of a Diffusion
Process on a Fixed Interval . . . . . . 811--832
Jonathan P. Cohen Convergence Rates for the Ultimate and
Pentultimate Approximations in
Extreme-Value Theory . . . . . . . . . . 833--854
Lennart Bondesson On Simulation from Infinitely Divisible
Distributions . . . . . . . . . . . . . 855--869
J. B. G. Frenk The Behavior of the Renewal Sequence in
Case the Tail of the Waiting-Time
Distribution Is Regularly Varying with
Index $ - 1 $ . . . . . . . . . . . . . 870--884
Michel Dehon and
Guy Latouche A Geometric Interpretation of the
Relations between the Exponential and
Generalized Erlang Distributions . . . . 885--897
Michael L. Pinedo and
Sheldon M. Ross Minimizing Expected Makespan in
Stochastic Open Shops . . . . . . . . . 898--911
Anonymous Volume Information . . . . . . . . . . . 912--914
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Marek Kimmel The Point-Process Approach to Age- and
Time-Dependent Branching Processes . . . 1--20
Ester Samuel-Cahn Simple Approximations to the Expected
Waiting Time for a Cluster of Any Given
Size, for Point Processes . . . . . . . 21--38
Ed Waymire and
Vijay K. Gupta An Analysis of the Pólya Point Process 39--53
Holger Rootzén The Rate of Convergence of Extremes of
Stationary Normal Sequences . . . . . . 54--80
B. L. S. Prakasa Rao Characterization of Stochastic Processes
by Stochastic Integrals . . . . . . . . 81--98
Timo Ravaska On Analytical Methods for Incomplete
Markov Random Fields . . . . . . . . . . 99--112
Elias Masry Non-Parametric Covariance Estimation
from Irregularly-Spaced Data . . . . . . 113--132
Richard Holley Two Types of Mutually Annihilating
Particles . . . . . . . . . . . . . . . 133--148
Colin McDiarmid General First-Passage Percolation . . . 149--161
Robert D. Foley and
Ralph L. Disney Queues with Delayed Feedback . . . . . . 162--182
Donald L. Iglehart and
Gerald S. Shedler Statistical Efficiency of Regenerative
Simulation Methods for Networks of
Queues . . . . . . . . . . . . . . . . . 183--197
Terje Aven Optimal Replacement under a Minimal
Repair Strategy: A General Failure Model 198--211
M. J. Buckley and
E. Seneta On Arnold's Treatment of Moran's Bounds 212--213
Yves Derriennic A Remark on the Time Constant in
First-Passage Percolation . . . . . . . 214--215
Gunnar Blom The Mean Waiting Time to a Repetition 216--218
Frederick J. Beutler A Note on Multivariate Poisson Flows on
Stochastic Processes . . . . . . . . . . 219--220
K. D. Glazebrook Some Reward-Penalty Rules for the
Multi-Armed Bandit Problem Which Are
Asymptotically Optimal . . . . . . . . . 221--222
Anonymous Correction: The Lifetimes of
Configuration States in Statistical
Physics . . . . . . . . . . . . . . . . 223--223
Anonymous Correction: Two Suggestions of How to
Define a Multistate Coherent System . . 223--223
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Ioannis Karatzas A Class of Singular Stochastic Control
Problems . . . . . . . . . . . . . . . . 225--254
Gerhard Becker and
Götz Kersting Design Problems for the Pure Birth
Process . . . . . . . . . . . . . . . . 255--273
Arie Hordijk and
Frank A. Van Der Duyn Schouten Average Optimal Policies in Markov
Decision Drift Processes with
Applications to a Queueing and a
Replacement Model . . . . . . . . . . . 274--303
Richard L. Smith Limit Theorems and Approximations for
the Reliability of Load-Sharing Systems 304--330
Wagner De Souza Borges On the Limiting Distribution of the
Failure Time of Fibrous Materials . . . 331--348
Jeffrey J. Hunter Filtering of Markov Renewal Queues, I:
Feedback Queues . . . . . . . . . . . . 349--375
Jeffrey J. Hunter Filtering of Markov Renewal Queues, II:
Birth--Death Queues . . . . . . . . . . 376--391
Jos H. A. De Smit The Queue GI/M/s with Customers of
Different Types or the Queue GI/H$_m$ /s 392--419
Julian Keilson and
Ushio Sumita The Depletion Time for M/G/1 Systems and
a Related Limit Theorem . . . . . . . . 420--443
Thomas Kuczek On the GA/G/$ \infty $ Queue . . . . . . 444--459
Peter Albrecht A Note on a Limiting Behaviour of the
Occurrence Times of a Mixed Poisson
Process . . . . . . . . . . . . . . . . 460--460
Magda Peligrad A Note on Two Measures of Dependence and
Mixing Sequences . . . . . . . . . . . . 461--464
J. Van Den Berg A Counterexample to a Conjecture of J.
M. Hammersley and D. J. A. Welsh
concerning First-Passage Percolation . . 465--467
Pantelis Tsoucas and
Jean Walrand A Note on the Processor-Sharing Queue in
a Quasi-Reversible Network . . . . . . . 468--469
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Samuel Karlin and
Uri Liberman Measuring Interference in the Chiasma
Renewal Formation Process . . . . . . . 471--487
B. Gail Ivanoff The Critical Branching Diffusion in a
Varying Environment . . . . . . . . . . 488--506
G. Bordes and
B. Roehner Application of Stieltjes Theory for
$S$-Fractions to Birth and Death
Processes . . . . . . . . . . . . . . . 507--530
Hermann Thorisson The Coupling of Regenerative Processes 531--561
Dag Tjòstheim Statistical Spatial Series Modelling II:
Some Further Results on Unilateral
Lattice Processes . . . . . . . . . . . 562--584
A. D. Barbour and
G. K. Eagleson Poisson Approximation for Some
Statistics Based on Exchangeable Trials 585--600
Albert W. Marshall and
Moshe Shaked New Better than Used Processes . . . . . 601--615
Kyung Y. Jo and
Shaler Stidham, Jr. Optimal Service-Rate Control of M/G/1
Queueing Systems Using Phase Methods . . 616--637
F. P. Kelly and
P. K. Pollett Sojourn Times in Closed Queueing
Networks . . . . . . . . . . . . . . . . 638--656
Mark Berman and
Mark Westcott On Queueing Systems with Renewal
Departure Processes . . . . . . . . . . 657--673
H. Kaspi and
D. Perry Inventory Systems of Perishable
Commodities . . . . . . . . . . . . . . 674--685
J. V. Deshpande and
S. C. Kochar Dispersive Ordering Is the Same as
Tail-Ordering . . . . . . . . . . . . . 686--687
B. W. Conolly More Transient Results for Generalised
State-Dependent Erlangian Queues . . . . 688--690
Peter W. Hovey and
Peter Purdue An Inventory System with Both Delayed
and Immediate Delivery . . . . . . . . . 691--694
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Robert Bartoszy\'nski and
Prem S. Puri On Two Classes of Interacting Stochastic
Processes Arising in Cancer Modeling . . 695--712
F. W. Steutel and
W. Vervaat and
S. J. Wolfe Integer-Valued Branching Processes with
Immigration . . . . . . . . . . . . . . 713--725
C. M. Newman and
Y. Rinott and
A. Tversky Nearest Neighbors and Voronoi Regions in
Certain Point Processes . . . . . . . . 726--751
W. Henderson Insensitivity and Reversed Markov
Processes . . . . . . . . . . . . . . . 752--768
P. Whittle Relaxed Markov Processes . . . . . . . . 769--782
James Pickands III Extreme Order Statistics with Cost of
Sampling . . . . . . . . . . . . . . . . 783--797
Monique Pontier and
Jacques Szpirglas Arrêt optimal avec contrainte. (French)
[Optimal stopping with constraints] . . 798--812
Debasis Mitra and
J. A. Morrison Asymptotic Expansions of Moments of the
Waiting Time in Closed and Open
Processor-Sharing Systems with Multiple
Job Classes . . . . . . . . . . . . . . 813--839
J. Keilson and
U. Sumita Evaluation of the Total Time in System
in a Preempt/Resume Priority Queue via a
Modified Lindley Process . . . . . . . . 840--856
O. J. Boxma The Cyclic Queue with One General and
One Exponential Server . . . . . . . . . 857--873
Masakiyo Miyazawa The Derivation of Invariance Relations
in Complex Queueing Systems with
Stationary Inputs . . . . . . . . . . . 874--885
Dietmar Pfeifer A Note on the Occurrence Times of a
Pólya--Lundberg Process . . . . . . . . . 886--886
H. Künsch Asymptotically Unbiased Inference for
Ising Models . . . . . . . . . . . . . . 887--888
James Lynch and
Gillian Mimmack and
Frank Proschan Dispersive Ordering Results . . . . . . 889--891
Luke Tierney The Hazards of Optimal Proofreading . . 892--893
Anonymous Volume Information . . . . . . . . . . . 894--896
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . 1--2
Anonymous Introduction . . . . . . . . . . . . . . 3--4
M. S. Bartlett and
Erhan Çinlar and
M. F. Neuts and
P. Purdue Keynote Addresses and Discussion . . . . 4--6
David Y. Burman and
Donald R. Smith and
Ralph L. Disney and
Jagadeesh Chandramohan and
William A. Massey and
Marcel F. Neuts and
E. Arjas and
P. Haara and
R. L. Tweedie and
J. S. Baras and
A. J. Dorsey and
A. M. Makowski and
Jos H. A. De Smit and
Kyung Y. Jo and
Arnold Greenland and
P. K. Reeser and
David D. W. Yao and
J. A. Buzacott Recent Developments in Queueing . . . . 6--9
B. T. Dishi and
H. Heffes and
Alan G. Konheim and
Guy Latouche and
Yukio Takahashi and
Sòren Asmussen and
Yoshifusa Ito and
G. Koch and
P. J. C. Spreij and
F. J. Massey III and
D. F. Miller Computers and Simulation . . . . . . . . 10--13
V. E. Benes and
M. H. A. Davis and
Wendell H. Fleming and
Ioannis Karatzas and
Steven E. Shreve and
C. A. Glasbey and
M. B. McGechan and
Gary Gottlieb and
Benny Levikson and
A. Hordijk and
F. A. Van Der Duyn Schouten and
Domokos Vermes Stochastic Control . . . . . . . . . . . 14--16
J. W. Delleur and
Vijay K. Gupta and
R. N. Bhattacharya and
V. Klemes and
Richard L. Smith and
P. Todorovic and
Stuart J. Deutsch and
José A. Ramos and
Van-Thanh-Van Nguyen and
David K. Pickard and
Elmer M. Tory and
James A. Smith and
Alan F. Karr and
Samuel W. Woolford Stochastic Hydrology . . . . . . . . . . 17--23
Robert Bartoszy\'nski and
M. J. Faddy and
P. D. M. MacDonald and
S. F. L. Gallot and
James H. King and
Joshua Chover and
Israel David and
Uri Yechiali General Models in Biology . . . . . . . 23--25
C. C. Heyde and
Richard J. Kryscio and
Douglas R. Miller and
Simon Tavaré and
Warren W. Esty and
Colm Art O'Cinneide and
R. R. Kocherlakota and
Rakesh K. Shukla and
R. C. Srivastava Epidemic and Genetic Models . . . . . . 26--29
F. C. Klebaner On Population-Size-Dependent Branching
Processes . . . . . . . . . . . . . . . 30--55
John L. Spouge A Branching-Process Solution of the
Polydisperse Coagulation Equation . . . 56--69
William S. Griffith and
Richard J. Kryscio and
Peter Purdue A Stochastic Model of Particle
Shattering . . . . . . . . . . . . . . . 70--87
Gunnar Englund Obtaining Remainder Term Estimates by an
Inversion Technique . . . . . . . . . . 88--110
Joseph D. Petruccell Best-Choice Problems Involving Recall
and Uncertainty of Selection When the
Number of Observations Is Random . . . . 111--130
Gregory Campbell Optimal Selection Based on Relative
Ranks of a Sequence with Ties . . . . . 131--146
I. B. Gertsbakh Asymptotic Methods in Reliability
Theory: A Review . . . . . . . . . . . . 147--175
William A. Massey Open Networks of Queues: Their Algebraic
Structure and Estimating Their Transient
Behavior . . . . . . . . . . . . . . . . 176--201
R. Schassberger A New Approach to the M/G/1
Processor-Sharing Queue . . . . . . . . 202--213
U. Jensen Some Remarks on the Renewal Function of
the Uniform Distribution . . . . . . . . 214--215
P. G. Harrison A Note on Cycle Times in Tree-like
Queueing Networks . . . . . . . . . . . 216--219
Anonymous Correction: Statistical Spatial Series
Modelling . . . . . . . . . . . . . . . 220--220
Anonymous Back Matter . . . . . . . . . . . . . . ??
Peter Jagers and
Olle Nerman The Growth and Composition of Branching
Populations . . . . . . . . . . . . . . 221--259
Shoichiro Seno and
Tokuzo Shiga Diffusion Models of Temporally Varying
Selection in Population Genetics . . . . 260--280
Gilles A. Blum A Limit Theorem for Discrete-Parameter
Random Evolutions . . . . . . . . . . . 281--292
Leonard Gallardo Comportement asymptotique des marches
aléatoires associées aux polynômes de
Gegenbauer et applications. (French)
[Asymptotic behavior of random walks
associated with Gegenbauer polynomials
and applications] . . . . . . . . . . . 293--323
Wolfgang Weil and
John A. Wieacker Densities for Stationary Random Sets and
Point Processes . . . . . . . . . . . . 324--346
Eric Slud Multivariate Dependent Renewal Processes 347--362
J. G. Shanthikumar and
Ushio Sumita Distribution Properties of the System
Failure Time in a General Shock Model 363--377
A. G. De Kok and
H. C. Tijms and
F. A. Van Der Duyn Schouten Approximations for the Single-Product
Production-Inventory Problem with
Compound Poisson Demand and
Service-Level Constraints . . . . . . . 378--401
H. Kaspi and
D. Perry Inventory Systems for Perishable
Commodities with Renewal Input and
Poisson Output . . . . . . . . . . . . . 402--421
Jeffrey J. Hunter Filtering of Markov Renewal Queues, III:
Semi-Markov Processes Embedded in
Feedback Queues . . . . . . . . . . . . 422--436
Ralph L. Disney and
Dieter König and
Volker Schmidt Stationary Queue-Length and Waiting-Time
Distributions in Single-Server Feedback
Queues . . . . . . . . . . . . . . . . . 437--446
G. I. Falin On Sufficient Conditions for Ergodicity
of Multichannel Queueing Systems with
Repeated Calls . . . . . . . . . . . . . 447--448
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
M. S. Bartlett Recent Investigations Involving
Stochastic Population Models . . . . . . 449--470
Ian W. Saunders and
Simon Tavaré and
G. A. Watterson On the Genealogy of Nested Subsamples
from a Haploid Population . . . . . . . 471--491
E. J. Hannan and
L. Kavalieris Multivariate Linear Time Series Models 492--561
Enzo Orsingher Damped Vibrations Excited by White Noise 562--584
Shigeru Mase Locally Asymptotic Normality of Gibbs
Models on a Lattice . . . . . . . . . . 585--602
Michael Stein System Parameters Governed by Jump
Processes: A Model for Removal of Air
Pollutants . . . . . . . . . . . . . . . 603--617
Lajos Takács Random Flights on Regular Graphs . . . . 618--637
P. H. Roberts and
D. E. Winch On Random Rotations . . . . . . . . . . 638--655
Bernard Ycart L'application des representations au
calcul explicite sur certaines
cha\^\ines de Markov finies. (French)
[The application of the representations
to explicit calculation on some finite
Markov chains] . . . . . . . . . . . . . 656--666
J. G. Shanthikumar Processes with New Better than Used
First-Passage Times . . . . . . . . . . 667--686
J. Gani and
Pyke Tin Immigration in the Two-Sex Population
Process . . . . . . . . . . . . . . . . 687--689
J. Van Den Berg Disproof of the Conjectured
Subexponentiality of Certain Functions
in Percolation Theory . . . . . . . . . 690--691
Y. S. Sathe A Comment on Star-Ordering and
Tail-Ordering . . . . . . . . . . . . . 692--692
D. J. Saunders Dispersive Ordering of Distributions . . 693--694
G. I. Falin Quasi-Input Process in the M/G/1/$
\infty $ Queue . . . . . . . . . . . . . 695--696
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
K. V. Mitov and
V. A. Vatutin and
N. M. Yanev Continuous-Time Branching Processes with
Decreasing State-Dependent Immigration 697--714
D. P. Gaver and
P. A. Jacobs and
G. Latouche Finite Birth-and-Death Models in
Randomly Changing Environments . . . . . 715--731
Hans-Otto Georgii On the Ferromagnetic and the Percolative
Region of Random Spin Systems . . . . . 732--765
S. P. Lalley Limit Theorems for First-Passage Times
in Linear and Non-Linear Renewal Theory 766--803
Moshe Haviv and
Ludo Van Der Heyden Perturbation Bounds for the Stationary
Probabilities of a Finite Markov Chain 804--818
K. F. Turkman and
A. M. Walker On the Asymptotic Distributions of
Maxima of Trigonometric Polynomials with
Random Coefficients . . . . . . . . . . 819--842
M. Deistler and
B. M. Pötscher The Behaviour of the Likelihood Function
for ARMA Models . . . . . . . . . . . . 843--866
Hans Daduna Burke's Theorem on Passage Times in
Gordon--Newell Networks . . . . . . . . 867--886
F. Baccelli and
P. Boyer and
G. Hebuterne Single-Server Queues with Impatient
Customers . . . . . . . . . . . . . . . 887--905
Uwe Jansen Conditional Expected Sojourn Times in
Insensitive Queueing Systems and
Networks . . . . . . . . . . . . . . . . 906--919
P. Salminen On Conditional Ornstein--Uhlenbeck
Processes . . . . . . . . . . . . . . . 920--922
I. B. Gertsbakh Optimal Group Preventive Maintenance of
a System with Observable State Parameter 923--925
Pantelis Tsoucas and
Jean Walrand A Note on Stochastic Bounds for Queueing
Networks . . . . . . . . . . . . . . . . 926--928
M. F. Ramalhoto Bounds for the Variance of the Busy
Period of the M/G/$ \infty $ Queue . . . 929--932
N. Ravichandran and
A. Gravey Some Comments on the Simple Queue . . . 933--935
Anonymous Volume Information . . . . . . . . . . . 936--940
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Frank Ball Deterministic and Stochastic Epidemics
with Several Kinds of Susceptibles . . . 1--22
Anthony G. Pakes and
A. C. Trajstman Some Properties of Continuous-State
Branching Processes, with Applications
to Bartoszy\'nski's Virus Model . . . . 23--41
P. J. Brockwell The Extinction Time of a Birth, Death
and Catastrophe Process and of a Related
Diffusion Model . . . . . . . . . . . . 42--52
K. B. Athreya Discounted Branching Random Walks . . . 53--66
Wolfgang Woess Random Walks and Periodic Continued
Fractions . . . . . . . . . . . . . . . 67--84
H. E. Daniels and
T. H. R. Skyrme The Maximum of a Random Walk Whose Mean
Path Has a Maximum . . . . . . . . . . . 85--99
D. McDonald An Invariance Principle for Semi-Markov
Processes . . . . . . . . . . . . . . . 100--126
Jagadeesh Chandramohan and
Robert D. Foley and
Ralph L. Disney Thinning of Point Processes: Covariance
Analyses . . . . . . . . . . . . . . . . 127--146
A. D. Barbour and
G. K. Eagleson Multiple Comparisons and Sums of
Dissociated Random Variables . . . . . . 147--162
J. A. Morrison and
D. Mitra Heavy-Usage Asymptotic Expansions for
the Waiting Time in Closed
Processor-Sharing Systems with Multiple
Classes . . . . . . . . . . . . . . . . 163--185
J. S. Baras and
A. J. Dorsey and
A. M. Makowski Two Competing Queues with Linear Costs
and Geometric Service Requirements: The
$ \mu c$-Rule Is Often Optimal . . . . . 186--209
Peter Hall On Inference in a One-Dimensional Mosaic
and an M/G/$ \infty $ Queue . . . . . . 210--229
D. J. Daley What Is a Two-Sex Population Process? 230--230
Dietmar Pfeifer An Average-Case Analysis for a
Continuous Random Search Algorithm . . . 231--233
David Perry An Inventory System for Perishable
Commodities with Random Lifetime . . . . 234--236
C. Buyukkoc and
P. Varaiya and
J. Walrand The $ c \mu $ Rule Revisited . . . . . . 237--238
Mark Berman A Simple Proof of a Result of Iglehart
and Shedler . . . . . . . . . . . . . . 239--241
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Peter Purdue and
J. Gani Introduction . . . . . . . . . . . . . . 243--244
C. C. Heyde Lectures on Inference for Stochastic
Processes . . . . . . . . . . . . . . . 244--245
Robert Bartoszy\'nski On Metastatic Progression of Cancer . . 245--246
Joel E. Cohen Measuring the Uncertainty of Population
Forecasts: A Comparison of Two
Approaches . . . . . . . . . . . . . . . 246--247
V. P. Godambe Optimal Estimation for Finite Samples in
Stochastic Processes . . . . . . . . . . 247--249
Ioannis Karatzas An Overview of Stochastic Filtering
Theory . . . . . . . . . . . . . . . . . 249--251
Alan F. Karr Inference for Stationary Point Processes 251--252
John P. Lehoczky Inference Problems for Random-Parameter
Stochastic Processes . . . . . . . . . . 252--253
David K. Pickard Statistical Inference on Discrete Markov
Fields . . . . . . . . . . . . . . . . . 253--254
Richard Davis and
Sidney Resnick Tail Estimates Motivated by
Extreme-Value Theory . . . . . . . . . . 254--256
C. Srinivasan Estimation in a Galton--Watson Process 256--256
Lars Holst and
Jürg Hüsler Sequential urn Schemes and Birth
Processes . . . . . . . . . . . . . . . 257--279
M. Aronowich and
R. J. Adler Behaviour of $ \chi^2 $ Processes at
Extrema . . . . . . . . . . . . . . . . 280--297
Pravin K. Johri and
Michael N. Katehakis Further Insight into the Structure of
Bold and Timid Policies . . . . . . . . 298--307
D. G. Kendall Exact Distributions for Shapes of Random
Triangles in Convex Sets . . . . . . . . 308--329
Peter Hall Macroscopic Properties of a Linear
Mosaic . . . . . . . . . . . . . . . . . 330--346
Ushio Sumita and
J. George Shanthikumar A Class of Correlated Cumulative Shock
Models . . . . . . . . . . . . . . . . . 347--366
D. J. Gates On the Optimal Composition of
Electricity Grids with Unreliable Units:
Solvable Models . . . . . . . . . . . . 367--385
Jeffrey J. Hunter Filtering of Markov Renewal Queues, IV:
Flow Processes in Feedback Queues . . . 386--407
Jewgeni Dshalalow On the Multiserver Queue with Finite
Waiting Room and Controlled Input . . . 408--423
A. Federgruen and
P. Zipkin Computing Optimal (s,S) Policies in
Inventory Models with Continuous Demands 424--442
Prem S. Puri and
Eric S. Tollar On the Limit Behavior of Certain
Quantities in a Subcritical Storage
Model . . . . . . . . . . . . . . . . . 443--459
John Haigh and
Richard P. Lewis Conditional Probabilities in Moran's
Model . . . . . . . . . . . . . . . . . 460--462
Fred M. Hoppe A Note on Markov Branching Processes . . 463--464
Bertrand Roehner and
Peter Winiwarter Aggregation of Independent Paretian
Random Variables . . . . . . . . . . . . 465--469
Dietmar Pfeifer On a Relationship between Record Values
and Ross's Model of Algorithm Efficiency 470--471
J. Bartoszewicz Dispersive Ordering and Monotone Failure
Rate Distributions . . . . . . . . . . . 472--474
Anonymous Correction: The Maximum of a Random Walk
Whose Mean Path Has a Maximum . . . . . 475--475
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Gianpaolo Scalia-Tomba Asymptotic Final-Size Distribution for
Some Chain-Binomial Processes . . . . . 477--495
Thomas A. Darden and
Michael A. Resnick DNA Fragment Mass Distributions
Following Molecular Recombination . . . 496--513
Erik A. Van Doorn Conditions for Exponential Ergodicity
and Bounds for the Decay Parameter of a
Birth--Death Process . . . . . . . . . . 514--530
R. Mitchell Cox and
Ioannis Karatzas Stationary Control of Brownian Motion in
Several Dimensions . . . . . . . . . . . 531--561
Emmanuel Yashchin On a Unified Approach to the Analysis of
Two-Sided Cumulative Sum Control Schemes
with Headstarts . . . . . . . . . . . . 562--593
Ora E. Percus Phase Transition in One-Dimensional
Random Walk with Partially Reflecting
Boundaries . . . . . . . . . . . . . . . 594--606
Leon Willenborg The Thrown String: A Markov Field
Approach . . . . . . . . . . . . . . . . 607--622
Paul Embrechts and
Jens L. Jensen and
Makoto Maejima and
J. L. Teugels Approximations for Compound Poisson and
Pólya Processes . . . . . . . . . . . . . 623--637
Espen Funnemark and
Bent Natvig Bounds for the Availabilities in a Fixed
Time Interval for Multistate Monotone
Systems . . . . . . . . . . . . . . . . 638--665
K. S. Chan and
H. Tong On the Use of the Deterministic Lyapunov
Function for the Ergodicity of
Stochastic Difference Equations . . . . 666--678
John Seaman and
Pat Odell On Goldstein's Variance Bound . . . . . 679--681
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Ushio Sumita and
Masaaki Kijima The Bivariate Laguerre Transform and Its
Applications: Numerical Exploration of
Bivariate Processes . . . . . . . . . . 683--708
Lothar Heinrich and
Volker Schmidt Normal Convergence of Multidimensional
Shot Noise and Rates of This Convergence 709--730
Norman Kaplan and
Thomas Darden The Behavior of the Ratio of a
Small-Noise Markov Chain to Its
Deterministic Approximation . . . . . . 731--747
T. K. Sheng The Distance between Two Random Points
in Plane Regions . . . . . . . . . . . . 748--773
Peter Waksman Plane Polygons and a Conjecture of
Blaschke's . . . . . . . . . . . . . . . 774--793
Charles M. Newman and
Yosef Rinott Nearest Neighbors and Voronoi Volumes in
High-Dimensional Point Processes with
Various Distance Functions . . . . . . . 794--809
Jürgen Franke ARMA Processes Have Maximal Entropy
among Time Series with Prescribed
Autocovariances and Impulse Responses 810--840
Dominique Picard Testing and Estimating Change-Points in
Time Series . . . . . . . . . . . . . . 841--867
V. V. Kalashnikov and
S. T. Rachev Characterization Problems in Queueing
and Their Stability . . . . . . . . . . 868--886
Per Hokstad Relations for the Workload of the GI/G/s
Queue . . . . . . . . . . . . . . . . . 887--904
Chris A. J. Klaassen Strong Unimodality . . . . . . . . . . . 905--907
D. J. Gates Asymptotics of Two Integrals from
Optimization Theory and Geometric
Probability . . . . . . . . . . . . . . 908--910
Gérard Letac A Characterization of the Gamma
Distribution . . . . . . . . . . . . . . 911--912
Y. S. Sathe Improved Bounds for the Variance of the
Busy Period of the M/G/$ \infty $ Queue 913--914
Anonymous Volume Information . . . . . . . . . . . 915--917
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Peter Donnelly and
Simon Tavaré The Ages of Alleles and a Coalescent . . 1--19
A. Joffe and
M. Metivier Weak Convergence of Sequences of
Semimartingales with Applications to
Multitype Branching Processes . . . . . 20--65
Sidney I. Resnick Point Processes, Regular Variation and
Weak Convergence . . . . . . . . . . . . 66--138
Boris Pittel Paths in a Random Digital Tree: Limiting
Distributions . . . . . . . . . . . . . 139--155
G. S. Watson The Shapes of a Random Sequence of
Triangles . . . . . . . . . . . . . . . 156--169
Marc Hallin Non-Stationary $q$-Dependent Processes
and Time-Varying Moving-Average Models:
Invertibility Properties and the
Forecasting Problem . . . . . . . . . . 170--210
Andreas Brandt The Stochastic Equation $ Y_{n + 1} =
A_n Y_n + B_n $ with Stationary
Coefficients . . . . . . . . . . . . . . 211--220
Marcel F. Neuts The Caudal Characteristic Curve of
Queues . . . . . . . . . . . . . . . . . 221--254
Philippe Nain On a Generalization of the Preemptive
Resume Priority . . . . . . . . . . . . 255--273
G. S. Watson An Ordering Inequality for Exchangeable
Random Variables . . . . . . . . . . . . 274--276
P. Capéra\`a Caracterisation des lois fortement
unimodales. (French) [Characterization
of strongly unimodal laws] . . . . . . . 277--278
Walter Katzenbeisser and
Wolfgang Panny A Note on the Higher Moments of the
Random Variable $T$ Associated with the
Number of Returns of a Simple Random
Walk . . . . . . . . . . . . . . . . . . 279--282
C. Fricker Étude d'une file GI/G/1 \`a service
autonome (avec vacances du serveur).
(French) [Study of a GI/G/1 queue in
standalone service (with server
outages)] . . . . . . . . . . . . . . . 283--286
Anonymous Back Matter . . . . . . . . . . . . . . 287--287
Anonymous Front Matter . . . . . . . . . . . . . . ??
Frank Ball A Unified Approach to the Distribution
of Total Size and Total Area under the
Trajectory of Infectives in Epidemic
Models . . . . . . . . . . . . . . . . . 289--310
Robert P. Kertz Comparison of Optimal Value and
Constrained Maxima Expectations for
Independent Random Variables . . . . . . 311--340
Frederick J. Beutler and
Keith W. Ross Time-Average Optimal Constrained
Semi-Markov Decision Processes . . . . . 341--359
R. J. Bhansali A Derivation of the Information Criteria
for Selecting Autoregressive Models . . 360--387
M. F. Schilling Mutual and Shared Neighbor
Probabilities: Finite- and
Infinite-Dimensional Results . . . . . . 388--405
Alan F. Karr Inference for Stationary Random Fields
Given Poisson Samples . . . . . . . . . 406--422
James W. Drosen Pure Jump Shock Models in Reliability 423--440
Guy Fayolle and
Philippe Flajolet and
Micha Hofri On a Functional Equation Arising in the
Analysis of a Protocol for a
Multi-Access Broadcast Channel . . . . . 441--472
F. P. Kelly Blocking Probabilities in Large
Circuit-Switched Networks . . . . . . . 473--505
Alan Weiss A New Technique for Analyzing Large
Traffic Systems . . . . . . . . . . . . 506--532
Marcel F. Neuts A New Informative Embedded Markov
Renewal Process for the PH/G/1 Queue . . 533--557
D. R. Cox and
Valerie Isham The Virtual Waiting-Time and Related
Processes . . . . . . . . . . . . . . . 558--573
Richard F. Serfozo Heredity of Stationary and Reversible
Stochastic Processes . . . . . . . . . . 574--576
Bent Natvig Improved Upper Bounds for the
Availabilities in a Fixed Time Interval
for Multistate Monotone Systems . . . . 577--579
Anonymous Correction: ARMA Processes Have Maximal
Entropy among Time Series with
Prescribed Autocovariances and Impulse
Responses . . . . . . . . . . . . . . . 580--580
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Eric Renshaw A Survey of Stepping-Stone Models in
Population Dynamics . . . . . . . . . . 581--627
Anthony G. Pakes Some Properties of a Branching Process
with Group Immigration and Emigration 628--645
Steven P. Ellis A Limit Theorem for Spatial Point
Processes . . . . . . . . . . . . . . . 646--659
C. Radhakrishna Rao and
D. N. Shanbhag Recent Results on Characterization of
Probability Distributions: A Unified
Approach through Extensions of Deny's
Theorem . . . . . . . . . . . . . . . . 660--678
Ed McKenzie Autoregressive Moving-Average Processes
with Negative-Binomial and Geometric
Marginal Distributions . . . . . . . . . 679--705
P. Whittle Partial Balance, Insensitivity and Weak
Coupling . . . . . . . . . . . . . . . . 706--723
W. J. R. Eplett Continuous-Time Allocation Indices and
Their Discrete-Time Approximation . . . 724--746
Debasis Mitra and
Fabio Romeo and
Alberto Sangiovanni-Vincentelli Convergence and Finite-Time Behavior of
Simulated Annealing . . . . . . . . . . 747--771
M. J. M. Posner and
D. Zuckerman Semi-Markov Shock Models with Additive
Damage . . . . . . . . . . . . . . . . . 772--790
R. Schassberger Two Remarks on Insensitive Stochastic
Models . . . . . . . . . . . . . . . . . 791--814
W\ladys\law Szczotka Stationary Representation of Queues. I 815--848
W\ladys\law Szczotka Stationary Representation of Queues. II 849--859
E. Seneta An Inequality from Genetics . . . . . . 860--861
M. Naim Yunus A Simple Derivation of an Approximation
to the Transient Blocking Probability in
a Loss System . . . . . . . . . . . . . 862--863
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Svante Janson Moments for First-Passage and Last-Exit
Times, the Minimum, and Related
Quantities for Random Walks with
Positive Drift . . . . . . . . . . . . . 865--879
P. K. Pollett Connecting Reversible Markov Processes 880--900
Michael Aronowich and
Robert J. Adler Extrema and Level Crossings of $ \chi^2
$ Processes . . . . . . . . . . . . . . 901--920
Bent Natvig and
Skule Sòrmo and
Arne T. Holen and
Gutorm Hògåsen Multistate Reliability Theory: A Case
Study . . . . . . . . . . . . . . . . . 921--932
M. S. Ali Khan An Infinite Dam with Random Withdrawal
Policy . . . . . . . . . . . . . . . . . 933--951
Marcel F. Neuts Generalizations of the
Pollaczek--Khinchin Integral Equation in
the Theory of Queues . . . . . . . . . . 952--990
V. Giorno and
A. G. Nobile and
L. M. Ricciardi On Some Diffusion Approximations to
Queueing Systems . . . . . . . . . . . . 991--1014
Hasse Carlsson and
Olle Nerman An Alternative Proof of Lorden's Renewal
Inequality . . . . . . . . . . . . . . . 1015--1016
J.-P. Imhof On the Time Spent above a Level by
Brownian Motion with Negative Drift . . 1017--1018
A. N. Ahmed and
A. Alzaid and
J. Bartoszewicz and
S. C. Kochar Dispersive and Superadditive Ordering 1019--1022
Anonymous Correction: The Ages of Alleles and a
Coalescent . . . . . . . . . . . . . . . 1023--1023
Anonymous Volume Information . . . . . . . . . . . 1024--1025
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Murad S. Taqqu and
Walter Willinger The Analysis of Finite Security Markets
Using Martingales . . . . . . . . . . . 1--25
Bernhard Mellein A Nucleation-Growth Process on the
Integers . . . . . . . . . . . . . . . . 26--43
Kiyomasa Narita Asymptotic Analysis for Interactive
Oscillators of the van der Pol Type . . 44--80
Wilfrid S. Kendall and
Mark Westcott One-Dimensional Classical Scattering
Processes and the Diffusion Limit . . . 81--105
Simeon M. Berman Poisson and Extreme Value Limit Theorems
for Markov Random Fields . . . . . . . . 106--122
Moshe Shaked and
J. George Shanthikumar Multivariate Hazard Rates and Stochastic
Ordering . . . . . . . . . . . . . . . . 123--137
S. G. Ghurye Some Multivariate Lifetime Distributions 138--155
M. H. A. Davis and
M. A. H. Dempster and
S. P. Sethi and
D. Vermes Optimal Capacity Expansion under
Uncertainty . . . . . . . . . . . . . . 156--176
E. G. Coffman, Jr. and
L. Flatto and
M. R. Garey and
R. R. Weber Minimizing Expected Makespans on Uniform
Processor Systems . . . . . . . . . . . 177--201
Richard R. Weber and
Shaler Stidham, Jr. Optimal Control of Service Rates in
Networks of Queues . . . . . . . . . . . 202--218
Debasis Mitra Asymptotic Analysis and Computational
Methods for a Class of Simple,
Circuit-Switched Networks with Blocking 219--239
Teunis J. Ott On the Stationary Waiting-Time
Distribution in the GI/G/1 Queue, I:
Transform Methods and Almost-Phase-Type
Distributions . . . . . . . . . . . . . 240--265
Teunis J. Ott The Single-Server Queue with Independent
GI/G and M/G Input Streams . . . . . . . 266--286
Marcel F. Neuts A Non-Renewal Process with Renewal
Counting Distributions . . . . . . . . . 287--288
Christine Fricker Note sur un mod\`ele de file GI/G/1 \`a
service autonome (avec vacances du
serveur). (French) [Note on a model of
GI/G/1 queue with standalone service
(with server outages)] . . . . . . . . . 289--291
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Samuel Karlin and
Friedemann Ost Counts of Long Aligned Word Matches
among Random Letter Sequences . . . . . 293--351
Peter Kotelenez Fluctuations near Homogeneous States of
Chemical Reactions with Diffusion . . . 352--370
Peter Hall On the Amount of Detail That Can Be
Recovered from a Degraded Signal . . . . 371--395
Igor Rychlik Regression Approximations of Wavelength
and Amplitude Distributions . . . . . . 396--430
P. K. Pollett Preserving Partial Balance in
Continuous-Time Markov Chains . . . . . 431--453
E. G. Coffman, Jr. and
L. Flatto and
R. R. Weber Optimal Selection of Stochastic
Intervals under a Sum Constraint . . . . 454--473
Volker Schmidt On Joint Queue-Length Characteristics in
Infinite-Server Tandem Queues with Heavy
Traffic . . . . . . . . . . . . . . . . 474--486
O. Bronshtein and
I. Gertsbakh and
B. Pittel and
S. Shahaf One-Node Closed Multichannel Service
System: Several Types of Customers and
Service Rates, and Random Pick-up from
the Waiting Line . . . . . . . . . . . . 487--504
Adrienne W. Kemp The Moments of the Random Variable for
the Number of Returns of a Simple Random
Walk . . . . . . . . . . . . . . . . . . 505--507
Elaine Recsei and
E. Seneta Bonferroni-Type Inequalities . . . . . . 508--511
John A. Lane The Berry--Esseen Bound for the Poisson
Shot-Noise . . . . . . . . . . . . . . . 512--514
Pantelis Tsoucas and
Jean Walrand On the Interchangeability and Stochastic
Ordering of $ \cdot $ /M/1 Queues in
Tandem . . . . . . . . . . . . . . . . . 515--520
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
J. D. Biggins and
C. Cannings Markov Renewal Processes, Counters and
Repeated Sequences in Markov Chains . . 521--545
Steven P. Ellis Second-Order Approximation to the
Characteristic Function of Certain
Point-Process Integrals . . . . . . . . 546--559
Joseph Abate and
Ward Whitt Transient Behavior of Regulated Brownian
Motion, I: Starting at the Origin . . . 560--598
Joseph Abate and
Ward Whitt Transient Behavior of Regulated Brownian
Motion, II: Non-Zero Initial Conditions 599--631
Ushio Sumita and
Yasushi Masuda Classes of Probability Density Functions
Having Laplace Transforms with Negative
Zeros and Poles . . . . . . . . . . . . 632--651
K. Sobczyk Stochastic Models for Fatigue Damage of
Materials . . . . . . . . . . . . . . . 652--673
Miklós Csörg\Ho and
Paul Deheuvels and
Lajos Horváth An Approximation of Stopped Sums with
Applications in Queueing Theory . . . . 674--690
Tomasz Rolski Approximation of Periodic Queues . . . . 691--707
X. R. Cao Realization Probability in Closed
Jackson Queueing Networks and Its
Application . . . . . . . . . . . . . . 708--738
J. D. Biggins A Note on Repeated Sequences in Markov
Chains . . . . . . . . . . . . . . . . . 739--742
Tailen Hsing On the Intensity of Crossings by a Shot
Noise Process . . . . . . . . . . . . . 743--745
S. Papastavridis A Limit Theorem for the Reliability of a
Consecutive-$k$-out-of-$n$ System . . . 746--748
Thomas Kämpke Necessary Optimality Conditions for
Priority Policies in Stochastic Weighted
Flowtime Scheduling Problems . . . . . . 749--750
Betsy S. Greenberg On Niu's Conjecture for Tandem Queues 751--753
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Frank Ball and
Peter Donnelly Interparticle Correlation in Death
Processes with Application to
Variability in Compartmental Models . . 755--766
Yasushi Masuda and
Ushio Sumita Analysis of a Counting Process
Associated with a Semi-Markov Process:
Number of Entries into a Subset of State
Space . . . . . . . . . . . . . . . . . 767--783
A. Buonocore and
A. G. Nobile and
L. M. Ricciardi A New Integral Equation for the
Evaluation of First-Passage-Time
Probability Densities . . . . . . . . . 784--800
Rocco Ballerini and
Sidney I. Resnick Records in the Presence of a Linear
Trend . . . . . . . . . . . . . . . . . 801--828
Fu Chang and
Tze Leung Lai Optimal Stopping and Dynamic Allocation 829--853
J. George Shanthikumar Stochastic Majorization of Random
Variables with Proportional Equilibrium
Rates . . . . . . . . . . . . . . . . . 854--872
Norbert Henze On the Fraction of Random Points with
Specified Nearest-Neighbour
Interrelations and Degree of Attraction 873--895
David G. Kendall and
Hui-Lin Le The Structure and Explicit Determination
of Convex-Polygonally Generated
Shape-Densities . . . . . . . . . . . . 896--916
Mohamed Abdel-Hameed Inspection and Maintenance Policies of
Devices Subject to Deterioration . . . . 917--931
V. G. Kulkarni and
V. F. Nicola and
K. S. Trivedi The Completion Time of a Job on
Multimode Systems . . . . . . . . . . . 932--954
K. D. Glazebrook and
N. A. Fay On the Scheduling of Alternative
Stochastic Jobs on a Single Machine . . 955--973
V. Giorno and
A. G. Nobile and
L. M. Ricciardi On Some Time-Non-Homogeneous Diffusion
Approximations to Queueing Systems . . . 974--994
K. W. H. Van Beek and
A. J. Stam A Variant of the Ehrenfest Model . . . . 995--996
P. R. Parthasarathy A Transient Solution to an M/M/1 Queue:
A Simple Approach . . . . . . . . . . . 997--998
Anonymous Volume Information . . . . . . . . . . . 999--1001
Anonymous Back Matter . . . . . . . . . . . . . . 1002--1002
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . 1--1
S. M. Berman and
J. Galambos and
C. C. Heyde and
M. R. Leadbetter and
E. Parzen and
S. I. Resnick and
H. Taylor and
J. Tiago De Oliveira and
I. Weissman Invited Papers . . . . . . . . . . . . . 2--8
A. A. Balkema and
R. Ballerini and
W. P. McCormick and
J. Beirlant and
H. A. Brozius and
J. P. Cohen and
P. Deheuvels and
Z. Govindarajulu and
P. Purdue and
L. De Haan and
I. Weissman and
T. Hsing and
A. Janssen and
R.-D. Reiss and
D. M. Mason and
D. Pfeifer and
S. Yakowitz Contributed Papers . . . . . . . . . . . 8--13
Michael F. Barnsley and
John H. Elton A New Class of Markov Processes for
Image Encoding . . . . . . . . . . . . . 14--32
Keith N. Crank and
Prem S. Puri A Method of Approximating Markov Jump
Processes . . . . . . . . . . . . . . . 33--58
Reuven Y. Rubinstein and
Ferenc Szidarovszky Convergence of Perturbation Analysis
Estimates for Discontinuous Sample
Functions: A General Approach . . . . . 59--78
Nico M. Van Dijk and
Martin L. Puterman Perturbation Theory for Markov Reward
Processes with Applications to Queueing
Systems . . . . . . . . . . . . . . . . 79--98
Nico M. Van Dijk Perturbation Theory for Unbounded Markov
Reward Processes with Applications to
Queueing . . . . . . . . . . . . . . . . 99--111
F. P. Kelly Routing in Circuit-Switched Networks:
Optimization, Shadow Prices and
Decentralization . . . . . . . . . . . . 112--144
Joseph Abate and
Ward Whitt Transient Behavior of the M/M/1 Queue
via Laplace Transforms . . . . . . . . . 145--178
Martin I. Reiman A Multiclass Feedback Queue in Heavy
Traffic . . . . . . . . . . . . . . . . 179--207
Eric S. Tollar On the Limit Behavior of a
Multicompartment Storage Model with an
Underlying Markov Chain . . . . . . . . 208--227
E. Seneta Perturbation of the Stationary
Distribution Measured by Ergodicity
Coefficients . . . . . . . . . . . . . . 228--230
Mario Lefebvre Utilisation de densités des premier
passage en commande optimale
stochastique. (French) [Using
first-passage densities in stochastic
optimal control] . . . . . . . . . . . . 231--234
Rinya Takahashi Characterizations of a Multivariate
Extreme Value Distribution . . . . . . . 235--236
A. M. Abouammoh and
A. N. Ahmed The New Better than Used Failure Rate
Class of Life Distribution . . . . . . . 237--240
Srinivas Iyer Asymptotic Performance of a Multistate
Coherent System . . . . . . . . . . . . 241--243
Anonymous Back Matter . . . . . . . . . . . . . . 244--244
M. L. Sturgeon Probabilistic Profiles of Continuously
Replenished Spherically Symmetric Clouds 245--260
M. A. Berger and
P. H. Roberts On the Winding Number Problem with
Finite Steps . . . . . . . . . . . . . . 261--274
Stamatis Cambanis Random Filters Which Preserve the
Stability of Random Inputs . . . . . . . 275--294
Chen Zhao-Guo Consistent Estimates for Hidden
Frequencies in a Linear Process . . . . 295--314
Krzysztof Nowicki Asymptotic Poisson Distributions with
Applications to Statistical Analysis of
Graphs . . . . . . . . . . . . . . . . . 315--330
Harry Cohn Limit Behaviour for Stochastic
Monotonicity and Applications . . . . . 331--347
David Mannion A Markov Chain of Triangle Shapes . . . 348--370
Holger Rootzén Maxima and Exceedances of Stationary
Markov Chains . . . . . . . . . . . . . 371--390
Gerold Alsmeyer Second-Order Approximations for Certain
Stopped Sums in Extended Renewal Theory 391--410
Paavo Salminen On the First Hitting Time and the Last
Exit Time for a Brownian Motion to/from
a Moving Boundary . . . . . . . . . . . 411--426
Moshe Shaked and
J. George Shanthikumar Stochastic Convexity and Its
Applications . . . . . . . . . . . . . . 427--446
Tze Leung Lai and
Zhiliang Ying Open Bandit Processes and Optimal
Scheduling of Queueing Networks . . . . 447--472
Panagiotis Konstantopoulos and
Jean Walrand On the Weak Convergence of Stochastic
Processes with Embedded Point Processes 473--475
D. P. Kennedy A Note on Stochastic Search Methods for
Global Optimization . . . . . . . . . . 476--478
Lam Yeh A Note on the Optimal Replacement
Problem . . . . . . . . . . . . . . . . 479--482
G. I. Falin On a Multiclass Batch Arrival Retrial
Queue . . . . . . . . . . . . . . . . . 483--487
Anonymous Back Matter . . . . . . . . . . . . . . 488--488
Anonymous Front Matter . . . . . . . . . . . . . . ??
R. C. Griffiths and
Anthony G. Pakes An Infinite-Alleles Version of the
Simple Branching Process . . . . . . . . 489--524
S. N. Ethier and
Thomas Nagylaki Diffusion Approximations of Markov
Chains with Two Time Scales and
Applications to Population Genetics, II 525--545
Frank Ball and
Mark Sansom Aggregated Markov Processes
Incorporating Time Interval Omission . . 546--572
Richard A. Davis and
Edward Mulrow and
Sidney I. Resnick Almost Sure Limit Sets of Random Samples
in $ R^d $ . . . . . . . . . . . . . . . 573--599
P. K. Pollett Reversibility, Invariance and $ \mu
$-Invariance . . . . . . . . . . . . . . 600--621
J. L. Jensen Uniform Saddlepoint Approximations . . . 622--634
David Heath and
Robert P. Kertz Leaving an Interval in Limited Playing
Time . . . . . . . . . . . . . . . . . . 635--645
Debasis Mitra Stochastic Theory of a Fluid Model of
Producers and Consumers Coupled by a
Buffer . . . . . . . . . . . . . . . . . 646--676
U. Narayan Bhat and
Ram Lal Number of Successes in Markov Trials . . 677--680
Richard L. Smith A Counterexample concerning the Extremal
Index . . . . . . . . . . . . . . . . . 681--683
Vratislav Horálek A Note on the Time-Non-Homogeneous
Johnson--Mehl Tessellation . . . . . . . 684--685
Vanderlei Costa Bueno A Note on the Component Lifetime
Estimation of a Multistate Monotone
System through the System Lifetime . . . 686--689
Stavros G. Papastavridis A Weibull Limit for the Reliability of a
Consecutive $k$-within-$m$-out-of-$n$
System . . . . . . . . . . . . . . . . . 690--692
R. Syski Further Comments on the Solution of the
M/M/1 Queue . . . . . . . . . . . . . . 693--693
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
William G. Faris and
Robert S. Maier Probabilistic Analysis of a Learning
Matrix . . . . . . . . . . . . . . . . . 695--705
Charles M. Goldie and
Sidney Resnick Distributions That Are Both
Subexponential and in the Domain of
Attraction of an Extreme-Value
Distribution . . . . . . . . . . . . . . 706--718
Michael Aronowich and
Robert J. Adler Sample Path Behaviour of $ \chi^2 $
Surfaces at Extrema . . . . . . . . . . 719--738
Ushio Sumita and
J. George Shanthikumar An Age-Dependent Counting Process
Generated from a Renewal Process . . . . 739--755
Richard J. Wilson Model Fields in Crossing Theory: A Weak
Convergence Perspective . . . . . . . . 756--774
Wilfrid S. Kendall Symbolic Computation and the Diffusion
of Shapes of Triads . . . . . . . . . . 775--797
H. W. Block and
N. A. Langberg and
D. S. Stoffer Bivariate Exponential and Geometric
Autoregressive and Autoregressive Moving
Average Models . . . . . . . . . . . . . 798--821
Ed McKenzie Some ARMA Models for Dependent Sequences
of Poisson Counts . . . . . . . . . . . 822--835
K. D. Glazebrook On a Reduction Principle in Dynamic
Programming . . . . . . . . . . . . . . 836--851
H. R. Gail and
S. L. Hantler and
B. A. Taylor Analysis of a Non-Preemptive Priority
Multiserver Queue . . . . . . . . . . . 852--879
J. C. W. Van Ommeren Exponential Expansion for the Tail of
the Waiting-Time Probability in the
Single-Server Queue with Batch Arrivals 880--895
Guy Latouche Perturbation Analysis of a Phase-Type
Queue with Weakly Correlated Arrivals 896--912
Sòren Asmussen and
Sòren Schock Petersen Ruin Probabilities Expressed in Terms of
Storage Processes . . . . . . . . . . . 913--916
Anonymous Acknowledgement . . . . . . . . . . . . 917--917
Anonymous Volume Information . . . . . . . . . . . 918--920
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
H. R. Lerche and
D. Siegmund Approximate Exit Probabilities for a
Brownian Bridge on a Short Time
Interval, and Applications . . . . . . . 1--19
V. Giorno and
A. G. Nobile and
L. M. Ricciardi and
S. Sato On the Evaluation of First-Passage-Time
Probability Densities via Non-Singular
Integral Equations . . . . . . . . . . . 20--36
J. Mòller Random Tessellations in $ R^d $ . . . . 37--73
A. D. Barbour and
Lars Holst Some Applications of the Stein--Chen
Method for Proving Poisson Convergence 74--90
N. Mazars Pseudo-Modular Decompositions and
'Refined Bounds' for the Interval
Reliability and the Availability for
Binary Coherent Systems . . . . . . . . 91--122
David Perry and
Benny Levikson Continuous Production/Inventory Model
with Analogy to Certain Queueing and Dam
Models . . . . . . . . . . . . . . . . . 123--141
A. J. Koning On Single-Lane Roads . . . . . . . . . . 142--158
Bhaskar Sengupta Markov Processes Whose Steady State
Distribution Is Matrix-Exponential with
an Application to the GI/PH/1 Queue . . 159--180
Xi-Ren Cao Calculation of Sensitivities of
Throughputs and Realization
Probabilities in Closed Queueing
Networks with Finite Buffer Capacities 181--206
G. Bri\`ere and
M. L. Chaudhry Computational Analysis of Single-Server
Bulk-Service Queues, M/G$^Y$ /1 . . . . 207--225
D. R. Grey A Note on Explosiveness of Markov
Branching Processes . . . . . . . . . . 226--228
D. R. Grey Persistent Random Walks May Have
Arbitrarily Large Tails . . . . . . . . 229--230
J. Hüsler A Note on the Independence and Total
Dependence of Max I.D. Distributions . . 231--232
Richard Cowan The Division of Space and the Poisson
Distribution . . . . . . . . . . . . . . 233--234
J. Mecke A Note on Cowan's Process of Space
Division . . . . . . . . . . . . . . . . 235--236
Bent Natvig A Comment on the Steady-State
Performance of Multistate Monotone
Systems . . . . . . . . . . . . . . . . 237--237
A. Rangan and
R. Ester Grace On the Replacement of Systems Subject to
Shocks and Wear-Dependent Failure . . . 238--240
Robert D. Foley and
Peter C. Kiessler Positive Correlations in a Three-Node
Jackson Queueing Network . . . . . . . . 241--242
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anthony G. Pakes Asymptotic Results for the Extinction
Time of Markov Branching Processes
Allowing Emigration, I. Random Walk
Decrements . . . . . . . . . . . . . . . 243--269
K. V. Mitov and
N. M. Yanev Bellman--Harris Branching Processes with
a Special Type of State-Dependent
Immigration . . . . . . . . . . . . . . 270--283
Steven L. Beuerman and
Edward J. Coyle State Space Expansions and the Limiting
Behavior of Quasi-Birth-and-Death
Processes . . . . . . . . . . . . . . . 284--314
H. E. Daniels The Maximum of a Gaussian Process Whose
Mean Path Has a Maximum, with an
Application to the Strength of Bundles
of Fibres . . . . . . . . . . . . . . . 315--333
Robert J. Adler Fluctuation Theory for Systems of Signed
and Unsigned Particles with Interaction
Mechanisms Based on Intersection Local
Times . . . . . . . . . . . . . . . . . 334--356
C. E. M. Pearce Extended Continued Fractions, Recurrence
Relations and Two-Dimensional Markov
Processes . . . . . . . . . . . . . . . 357--375
Awi Federgruen and
Kut C. So Optimal Time to Repair a Broken Server 376--397
M. Rumsewicz and
W. Henderson Insensitivity with Age-Dependent Routing 398--408
Arie Hordijk and
Flos Spieksma Constrained Admission Control to a
Queueing System . . . . . . . . . . . . 409--431
Sid Browne and
Uri Yechiali Dynamic Priority Rules for Cyclic-Type
Queues . . . . . . . . . . . . . . . . . 432--450
Zhang Hanqin and
Wang Rongxin Heavy Traffic Limit Theorems for a
Queueing System in Which Customers Join
the Shortest Line . . . . . . . . . . . 451--469
Anthony G. Pakes On the Asymptotic Behaviour of the
Extinction Time of the Simple Branching
Process . . . . . . . . . . . . . . . . 470--472
Panagiotis Konstantopoulos A Comment on the Paper `\booktitleOn the
Intensity of Crossings by a Shot Noise
Process'' . . . . . . . . . . . . . . . 473--474
Brendan D. McKay On Littlewood's Estimate for the
Binomial Distribution . . . . . . . . . 475--478
Gunnar Blom Mean Transition Times for the Ehrenfest
urn Model . . . . . . . . . . . . . . . 479--480
Tetsuji Hirayama and
Masaaki Kijima An Extremal Property of FIFO Discipline
in G/IFR/1 Queues . . . . . . . . . . . 481--484
G. I. Falin Periodic Queues in Heavy Traffic . . . . 485--487
Thomas M. Chen On the Independence of Sojourn Times in
Tandem Queues . . . . . . . . . . . . . 488--489
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
B. Gail Ivanoff The Multitype Branching Random Walk:
Temporal and Spatial Limit Theorems . . 491--512
Tailen Hsing and
J. L. Teugels Extremal Properties of Shot Noise
Processes . . . . . . . . . . . . . . . 513--525
Henk Brozius Convergence in Mean of Some
Characteristics of the Convex Hull . . . 526--542
Richard Cowan Objects Arranged Randomly in Space: An
Accessible Theory . . . . . . . . . . . 543--569
Huiling Le Random Spherical Triangles I:
Geometrical Background . . . . . . . . . 570--580
Huiling Le Random Spherical Triangles II: Shape
Densities . . . . . . . . . . . . . . . 581--594
Richard F. Serfozo Poisson Functionals of Markov Processes
and Queueing Networks . . . . . . . . . 595--611
P. Taylor Insensitivity in Processes with Zero
Speeds . . . . . . . . . . . . . . . . . 612--628
François Baccelli and
Armand M. Makowski and
Adam Shwartz The Fork-Join Queue and Related Systems
with Synchronization Constraints:
Stochastic Ordering and Computable
Bounds . . . . . . . . . . . . . . . . . 629--660
P. J. Hunt Implied Costs in Loss Networks . . . . . 661--680
Nicholas Bambos and
Jean Walrand On Stability of State-Dependent Queues
and Acyclic Queueing Networks . . . . . 681--701
K. S. Chan A Note on the Geometric Ergodicity of a
Markov Chain . . . . . . . . . . . . . . 702--704
Dennis Rosen Coverage of a Square Lattice by an
Inclined Rectangle . . . . . . . . . . . 705--707
Philip Holgate Some Power Series with Random Gaps . . . 708--710
Moshe Dror Simple Proof for Goofspiel: The Game of
Pure Strategy . . . . . . . . . . . . . 711--712
Harshinder Singh and
Kanchan Jain Preservation of Some Partial Orderings
under Poisson Shock Models . . . . . . . 713--716
B. H. Joshi and
A. D. Dharmadhikari Maximization of Availability of
$1$-out-of-2:G Repairable Dependent
System . . . . . . . . . . . . . . . . . 717--720
D. Fakinos and
K. Sirakoulis Product-Form Distributions for an M/G/k
Group-Arrival Group-Departure Loss
System . . . . . . . . . . . . . . . . . 721--724
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Eric Slud and
Craig Hoesman Moderate- and Large-Deviation
Probabilities in Actuarial Risk Theory 725--741
K. V. Mardia and
I. L. Dryden Shape Distributions for Landmark Data 742--755
J. Franchi Produits semi-directs de diffusions
reelles et lois asymptotiques. (French)
[Semi-direct products of real diffusions
and asymptotic laws] . . . . . . . . . . 756--769
Enzo Orsingher and
Bruno Bassan On the Comparison of the Distribution of
the Supremum of Random Fields
Represented by Stochastic Integrals . . 770--780
Richard A. Davis and
Sidney I. Resnick Basic Properties and Prediction of
Max-ARMA Processes . . . . . . . . . . . 781--803
I. B. Ziedins and
F. P. Kelly Limit Theorems for Loss Networks with
Diverse Routing . . . . . . . . . . . . 804--830
P. J. Hunt and
F. P. Kelly On Critically Loaded Loss Networks . . . 831--841
John A. Gubner and
B. Gopinath and
S. R. S. Varadhan Bounding Functions of Markov Processes
and the Shortest Queue Problem . . . . . 842--860
Zvi Rosberg and
Parviz Kermani Customer Routing to Different Servers
with Complete Information . . . . . . . 861--882
François Baccelli and
Zhen Liu On the Stability Condition of a
Precedence-Based Queueing Discipline . . 883--898
Michael L. Wenocur A Reliability Model Based on the Gamma
Process and Its Analytic Theory . . . . 899--918
Henry W. Block and
William S. Griffith and
Thomas H. Savits $L$-Superadditive Structure Functions 919--929
Emad El-Neweihi and
Fan C. Meng The Number of Critical Connection
Vectors of $L$-Superadditive Structure
Functions . . . . . . . . . . . . . . . 930--932
L. C. G. Rogers Ignatov's Theorem: An Abbreviation of
the Proof of Engelen, Tommassen and
Vervaat . . . . . . . . . . . . . . . . 933--934
G. Hooghiemstra Another Visit to Two Halflines . . . . . 935--937
Robert W. Chen A Circular Property of the Occurrence of
Sequence Patterns in the Fair
Coin-Tossing Process . . . . . . . . . . 938--940
Gunnar Blom and
Lars Holst Some Properties of Similar Pairs . . . . 941--944
Mario Lefebvre and
Éric Léonard On the First Hitting Place of the
Integrated Wiener Process . . . . . . . 945--948
A. Rangan and
R. Esther Grace Optimal Replacement Policies for a
Deteriorating System with Imperfect
Maintenance . . . . . . . . . . . . . . 949--951
Yaakov Kogan Exact Analysis for a Class of Simple,
Circuit-Switched Networks with Blocking 952--955
Bhaskar Sengupta An Invariance Relationship for the G/G/1
Queue . . . . . . . . . . . . . . . . . 956--957
Anonymous Correction: \booktitleApplied
Probability Author and Subject Index No.
7, p. 50 . . . . . . . . . . . . . . . . 958--958
Anonymous Volume Information . . . . . . . . . . . 959--961
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
S. N. Ethier The Infinitely-Many-Neutral-Alleles
Diffusion Model with Ages . . . . . . . 1--24
Claude Lefevre and
Philippe Picard A Non-Standard Family of Polynomials and
the Final Size Distribution of
Reed--Frost Epidemic Processes . . . . . 25--48
Luis G. Gorostiza and
Jose A. Lopez-Mimbela The Multitype Measure Branching Process 49--67
Michael Voit Central Limit Theorems for a Class of
Polynomial Hypergroups . . . . . . . . . 68--87
B. Chauvin and
A. Rouault A Stochastic Simulation for Solving
Scalar Reaction-Diffusion Equations . . 88--100
L. Sacerdote On the Solution of the Fokker--Planck
Equation for a Feller Process . . . . . 101--110
P. K. Pollett and
A. J. Roberts A Description of the Long-Term Behaviour
of Absorbing Continuous-Time Markov
Chains Using a Centre Manifold . . . . . 111--128
Hans Arnfinn Karlsen Existence of Moments in a Stationary
Stochastic Difference Equation . . . . . 129--146
Gordon E. Willmot Asymptotic Tail Behaviour of Poisson
Mixtures with Applications . . . . . . . 147--159
Moshe Shaked and
J. George Shanthikumar Convexity of a Set of Stochastically
Ordered Random Variables . . . . . . . . 160--177
Xi-Ren Cao Realization Factors and Sensitivity
Analysis of Queueing Networks with
State-Dependent Service Rates . . . . . 178--210
M. Ya. Kelbert and
R. P. Kopeika and
R. N. Shamsiev and
Yu. M. Sukhov Perturbation Theory Approach for a Class
of Hybrid Switching Networks with Small
Transit Flows . . . . . . . . . . . . . 211--229
W\ladys\law Szczotka Exponential Approximation of Waiting
Time and Queue Size for Queues in Heavy
Traffic . . . . . . . . . . . . . . . . 230--240
Fred M. Hoppe and
Eugene Seneta Bonferroni-Type Inequalities and the
Methods of Indicators and Polynomials 241--246
Jian Liu A Note on Causality and Invertibility of
a General Bilinear Time Series Model . . 247--250
Yuedong Wang and
Jinhua Cao New Kinds of Multidimensional IFR
Distribution . . . . . . . . . . . . . . 251--253
Nicholas Bambos and
Jean Walrand An Invariant Distribution for the G/G/1
Queueing Operator . . . . . . . . . . . 254--256
Hirotaka Sakasegawa and
Ronald W. Wolff The Equality of the Virtual Delay and
Attained Waiting Time Distributions . . 257--259
P.-J. Courtois On the Total Loss Probability of Service
Stages in Series . . . . . . . . . . . . 260--262
Panagiotis Konstantopoulos and
Jean Walrand On the Ergodicity of Networks of $ \cdot
$ /GI/1/N Queues . . . . . . . . . . . . 263--267
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Philippe Picard and
Claude Lefevre A Unified Analysis of the Final Size and
Severity Distribution in Collective
Reed--Frost Epidemic Processes . . . . . 269--294
J. M. McNamara The Policy Which Maximises Long-Term
Survival of an Animal Faced with the
Risks of Starvation and Predation . . . 295--308
Sidney Resnick and
Rishin Roy Multivariate Extremal Processes, Leader
Processes and Dynamic Choice Models . . 309--331
Peter Hall and
Inge Koch On Continuous Image Models and Image
Analysis in the Presence of Correlated
Noise . . . . . . . . . . . . . . . . . 332--349
S. T. Rachev and
L. Rüschendorf Approximation of Sums by Compound
Poisson Distributions with Respect to
Stop-Loss Distances . . . . . . . . . . 350--374
C. Donati-Martin Le probl\`eme de Buffon--Synge pour une
corde. (French) [The Buffon--Synge
problem for a string] . . . . . . . . . 375--395
Douglas P. Kennedy and
Robert P. Kertz Limit Theorems for Threshold-Stopped
Random Variables with Applications to
Optimal Stopping . . . . . . . . . . . . 396--411
Gordon Simons and
Yi-Ching Yao Some Results on the Bomber Problem . . . 412--432
Richard J. Boucherie and
Nico M. Van Dijk Spatial Birth--Death Processes with
Multiple Changes and Applications to
Batch Service Networks and Clustering
Processes . . . . . . . . . . . . . . . 433--455
R. Schassberger The Steady-State Appearance of the M/G/1
Queue under the Discipline of Shortest
Remaining Processing Time . . . . . . . 456--479
M. J. Faddy On Variation in Birth Processes . . . . 480--483
Philip Holgate Lattice Points in a Random Parallelogram 484--485
L. C. G. Rogers The Two-Sided Exit Problem for
Spectrally Positive Lévy Processes . . . 486--487
Jacek Wesolowski A Constant Regression Characterization
of the Gamma Law . . . . . . . . . . . . 488--490
Ourania Chryssaphinou and
Stavros G. Papastavridis Limit Distribution for a
Consecutive-$k$-out-of-$n$: $F$ System 491--493
Lam Yeh A Repair Replacement Model . . . . . . . 494--497
Dipankar Bandyopadhyay and
Asit P. Basu On a Generalization of a Model by
Lindley and Singpurwalla . . . . . . . . 498--500
Pushpa L. Gupta and
R. D. Gupta A Bivariate Random Environmental Stress
Model . . . . . . . . . . . . . . . . . 501--503
Allan Gut Cumulative Shock Models . . . . . . . . 504--507
Subhash C. Kochar On Preservation of Some Partial
Orderings under Shock Models . . . . . . 508--509
Dieter König and
Volker Schmidt Extended and Conditional Versions of the
PASTA Property . . . . . . . . . . . . . 510--512
T. Takine and
T. Hasegawa A Note on M/G/1 Vacation Systems with
Waiting Time Limits . . . . . . . . . . 513--518
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
S. N. Ethier The Distribution of the Frequencies of
Age-Ordered Alleles in a Diffusion Model 519--532
Lech S. Papiez and
George A. Sandison A Diffusion Model with Loss of Particles 533--547
W. J. Anderson and
P. M. McDunnough On the Representation of Symmetric
Transition Functions . . . . . . . . . . 548--563
Roland Malhamé A Jump-Driven Markovian Electric Load
Model . . . . . . . . . . . . . . . . . 564--586
Dag Tjòstheim Non-Linear Time Series and Markov Chains 587--611
Dawei Huang On the Maximal Entropy Property for ARMA
Processes and ARMA Approximation . . . . 612--626
Nader Ebrahimi Binary Structure Functions with
Dependent Components . . . . . . . . . . 627--640
Wolfgang Stadje and
Dror Zuckerman Optimal Strategies for Some Repair
Replacement Models . . . . . . . . . . . 641--656
Keith W. Ross and
Danny Tsang Teletraffic Engineering for Product-Form
Circuit-Switched Networks . . . . . . . 657--675
David M. Lucantoni and
Kathleen S. Meier-Hellstern and
Marcel F. Neuts A Single-Server Queue with Server
Vacations and a Class of Non-Renewal
Arrival Processes . . . . . . . . . . . 676--705
Offer Kella and
Ward Whitt Diffusion Approximations for Queues with
Server Vacations . . . . . . . . . . . . 706--729
M. A. Wortman and
Ralph L. Disney Vacation Queues with Markov Schedules 730--748
Nico M. Van Dijk On a Simple Proof of Uniformization for
Continuous and Discrete-State
Continuous-Time Markov Chains . . . . . 749--750
R. N. Pillai and
E. Sandhya Distributions with Complete Monotone
Derivative and Geometric Infinite
Divisibility . . . . . . . . . . . . . . 751--754
Wei Qian A Note on Asymptotic Inference for an
Asymmetric Ising Model around a Torus 755--757
B. S. El-Desouky and
S. A. Hussen A Generalization of a Waiting Time
Problem . . . . . . . . . . . . . . . . 758--760
Venkat Anantharam and
Pantelis Tsoucas Stochastic Concavity of Throughput in
Series of Queues with Finite Buffers . . 761--763
Ludolf E. Meester and
J. George Shanthikumar Concavity of the Throughput of Tandem
Queueing Systems with Finite Buffer
Storage Space . . . . . . . . . . . . . 764--767
Robert E. Stanford On Queues with Impatience . . . . . . . 768--769
Hydar Ali Expected Number of Departures in M/M/1
and GI/G/1 Queues . . . . . . . . . . . 770--772
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
S. N. Ethier and
R. C. Griffiths The Neutral Two-Locus Model as a
Measure-Valued Diffusion . . . . . . . . 773--786
J. Beirlant and
E. Willekens Rapid Variation with Remainder and Rates
of Convergence . . . . . . . . . . . . . 787--801
Frank Ball Aggregated Markov Processes with
Negative Exponential Time Interval
Omission . . . . . . . . . . . . . . . . 802--830
David Mannion Convergence to Collinearity of a
Sequence of Random Triangle Shapes . . . 831--844
David Mannion The Invariant Distribution of a Sequence
of Random Collinear Triangle Shapes . . 845--865
Wolfgang Stadje The Collector's Problem with Group
Drawings . . . . . . . . . . . . . . . . 866--882
V. Giorno and
A. G. Nobile and
L. M. Ricciardi On the Asymptotic Behaviour of
First-Passage-Time Densities for
One-Dimensional Diffusion Processes and
Varying Boundaries . . . . . . . . . . . 883--914
Enzo Orsingher Random Motions Governed by Third-Order
Equations . . . . . . . . . . . . . . . 915--928
George D. Stamoulis and
John N. Tsitsiklis On the Settling Time of the Congested
GI/G/1 Queue . . . . . . . . . . . . . . 929--956
W. Katzenbeisser On the Joint Distribution of the Number
of Upper and Lower Records and the
Number of Inversions in a Random
Sequence . . . . . . . . . . . . . . . . 957--960
Claude Lefevre and
Xavier Milhaud On the Association of the Lifelengths of
Components Subjected to a Stochastic
Environment . . . . . . . . . . . . . . 961--964
Z. Khalil and
G. Falin A Star-like Circuit-Switching Network
with Multistage Service . . . . . . . . 965--967
Anonymous Volume Information . . . . . . . . . . . 969--971
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Donald A. Berry and
Robert P. Kertz Worth of Perfect Information in
Bernoulli Bandits . . . . . . . . . . . 1--23
Robert A. Benhenni Monotone Stopping-Allocation Problems 24--45
Ludger Rüschendorf On Conditional Stochastic Ordering of
Distributions . . . . . . . . . . . . . 46--63
C. Y. Teresa Lam and
John P. Lehoczky Superposition of Renewal Processes . . . 64--85
K. D. Glazebrook Strategy Evaluation for Stochastic
Scheduling Problems with Order
Constraints . . . . . . . . . . . . . . 86--104
Thomas E. Stern and
Anwar I. Elwalid Analysis of Separable Markov-Modulated
Rate Models for Information-Handling
Systems . . . . . . . . . . . . . . . . 105--139
Robert W. Chen and
Larry A. Shepp Synchronous Service on a Circle . . . . 140--151
Richard J. Boucherie and
Nico M. Van Dijk Product Forms for Queueing Networks with
State-Dependent Multiple Job Transitions 152--187
Peter W. Glynn and
Ward Whitt A New View of the Heavy-Traffic Limit
Theorem for Infinite-Server Queues . . . 188--209
Cheng-Shang Chang and
Xiu Li Chao and
Michael Pinedo Monotonicity Results for Queues with
Doubly Stochastic Poisson Arrivals:
Ross's Conjecture . . . . . . . . . . . 210--228
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Peter Donnelly and
Paul Joyce Consistent Ordered Sampling
Distributions: Characterization and
Convergence . . . . . . . . . . . . . . 229--258
I. L. Dryden and
K. V. Mardia General Shape Distributions in a Plane 259--276
P. K. Pollett Invariant Measures for $Q$-Processes
When $Q$ Is Not Regular . . . . . . . . 277--292
William Rising Applications of Generalized Inverses to
Markov Chains . . . . . . . . . . . . . 293--302
Kiyomasa Narita The Smoluchowski--Kramers Approximation
for the Stochastic Liénard Equation with
Mean-Field . . . . . . . . . . . . . . . 303--316
Kiyomasa Narita Asymptotic Behavior of Velocity Process
in the Smoluchowski--Kramers
Approximation for Stochastic
Differential Equations . . . . . . . . . 317--326
Charles Knessl On the Transient Behavior of the
Repairman Problem . . . . . . . . . . . 327--354
S. Zachary On Blocking in Loss Networks . . . . . . 355--372
Hideaki Takagi Analysis of Finite-Capacity Polling
Systems . . . . . . . . . . . . . . . . 373--387
Awi Federgruen and
Kut C. So Optimality of Threshold Policies in
Single-Server Queueing Systems with
Server Vacations . . . . . . . . . . . . 388--405
Gunter Ritter and
Ulrich Wacker The Mean Waiting Time in a G/G/m/$
\infty $ Queue with the LCFS-P Service
Discipline . . . . . . . . . . . . . . . 406--428
Richard R. Weber and
Gideon Weiss Addendum to 'On an Index Policy for
Restless Bandits' . . . . . . . . . . . 429--430
J. George Shanthikumar and
Couchen Wu On the Starshapeness of G/G/c Queueing
Systems . . . . . . . . . . . . . . . . 431--435
Anonymous Correction: Distributions with Complete
Monotone Derivative and Geometric
Infinite Divisibility . . . . . . . . . 436--436
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
P. J. Donnelly and
W. J. Ewens and
S. Padmadisastra Functionals of Random Mappings: Exact
and Asymptotic Results . . . . . . . . . 437--455
Paul Joyce Estimating the Frequency of the Oldest
Allele: A Bayesian Approach . . . . . . 456--475
Peter Hall and
J. W. Kay and
D. M. Titterington On Estimation of Noise Variance in
Two-Dimensional Signal Processing . . . 476--495
Colin R. Goodall and
Kanti V. Mardia A Geometrical Derivation of the Shape
Density . . . . . . . . . . . . . . . . 496--514
Colm Art O'Cinneide Phase-Type Distributions and Invariant
Polytopes . . . . . . . . . . . . . . . 515--535
Mathew D. Penrose On a Continuum Percolation Model . . . . 536--556
Lajos Takács A Bernoulli Excursion and Its Various
Applications . . . . . . . . . . . . . . 557--585
Chern-Ching Chao and
Norman C. Severo Distributions of Ballot Problem Random
Variables . . . . . . . . . . . . . . . 586--597
N. H. Bingham Fluctuation Theory for the Ehrenfest Urn 598--611
F. Thomas Bruss and
James B. Robertson `Wald's Lemma' for Sums of Order
Statistics of i.i.d. Random Variables 612--623
Lawrence A. Shepp and
Gordon Simons and
Yi-Ching Yao On a Problem of Ammunition Rationing . . 624--641
J. George Shanthikumar and
David D. Yao Bivariate Characterization of Some
Stochastic Order Relations . . . . . . . 642--659
J. W. Cohen On the Attained Waiting Time . . . . . . 660--661
Karl Sigman A Note on a Sample-Path Rate
Conservation Law and Its Relationship
with $ H = \lambda G $ . . . . . . . . . 662--665
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
J. M. McNamara and
S. Merad and
E. J. Collins The Hawk--Dove Game as an Average-Cost
Problem . . . . . . . . . . . . . . . . 667--682
Erik A. Van Doorn Quasi-Stationary Distributions and
Convergence to Quasi-Stationarity of
Birth--Death Processes . . . . . . . . . 683--700
D. A. Dawson and
K. J. Hochberg A Multilevel Branching Model . . . . . . 701--715
B. Chauvin and
P. Olivares-Rieumont and
A. Rouault Fluctuations of Spatial Branching
Processes with Mean-Field Interaction 716--732
Lajos Horváth Weak Convergence of Discrete Scattering
Processes . . . . . . . . . . . . . . . 733--750
Clive R. Loader Large-Deviation Approximations to the
Distribution of Scan Statistics . . . . 751--771
Frank Ball and
Robin K. Milne and
Geoffrey F. Yeo Aggregated Semi-Markov Processes
Incorporating Time Interval Omission . . 772--797
György Terdik and
Laurie Meaux The Exact Bispectra for Bilinear
Realizable Processes with Hermite Degree
2 . . . . . . . . . . . . . . . . . . . 798--808
P. Whittle A Stochastic Model of an Artificial
Neuron . . . . . . . . . . . . . . . . . 809--822
Dietmar Pfeifer Some Remarks on Nevzorov's Record Model 823--834
Michael R. Chernick and
Tailen Hsing and
William P. McCormick Calculating the Extremal Index for a
Class of Stationary Sequences . . . . . 835--850
Anant P. Godbole Poisson Approximations for Runs and
Patterns of Rare Events . . . . . . . . 851--865
Heikki Haario and
Eero Saksman Simulated Annealing Process in General
State Space . . . . . . . . . . . . . . 866--893
M. T. Chao and
James C. Fu The Reliability of a Large Series System
under Markov Structure . . . . . . . . . 894--908
Rhonda Righter and
Susan H. Xu Scheduling Jobs on Non-Identical IFR
Processors to Minimize General Cost
Functions . . . . . . . . . . . . . . . 909--924
Cheng-Shang Chang and
Randolph Nelson and
Michael Pinedo Scheduling Two Classes of Exponential
Jobs on Parallel Processors: Structural
Results and Worst-Case Analysis . . . . 925--944
Wim M. Nawijn On a Random Interval Graph and the
Maximum Throughput Rate in the System
GI/G/1/0 . . . . . . . . . . . . . . . . 945--956
Wen-Jang Huang and
Prem S. Puri A Queueing Process with the Possibility
of Customers Becoming Servers . . . . . 957--971
Guillermo Ayala and
Juan Ferrandiz and
Francisco Montes Random Set and Coverage Measure . . . . 972--974
You-Gan Wang and
John Gittins A Note on Gittins Indices for
Pharmaceutical Research . . . . . . . . 975--977
Anonymous Volume Information . . . . . . . . . . . 978--980
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
G. A. Watterson The Mean Number of Alleles in Multigene
Families . . . . . . . . . . . . . . . . 1--19
J. A. Bunge and
H. N. Nagaraja Exact Distribution Theory for Some Point
Process Record Models . . . . . . . . . 20--44
Koji Kuroda and
Hideki Tanemura Limit Theorem and Large Deviation
Principle for the Voronoi Tessellation
Generated by a Gibbs Point Process . . . 45--70
Igor Rychlik The Two-Barrier Problem for Continuously
Differentiable Processes . . . . . . . . 71--94
E. M. Tory and
D. K. Pickard Unilateral Gaussian Fields . . . . . . . 95--112
Samuel Karlin and
Amir Dembo Limit Distributions of Maximal Segmental
Score among Markov-Dependent Partial
Sums . . . . . . . . . . . . . . . . . . 113--140
Attila Csenki The Joint Distribution of Sojourn Times
in Finite Markov Processes . . . . . . . 141--160
Philip J. Boland and
Emad El-Neweihi and
Frank Proschan Stochastic Order for Redundancy
Allocations in Series and Parallel
Systems . . . . . . . . . . . . . . . . 161--171
Sòren Asmussen and
Reuven Y. Rubinstein The Efficiency and Heavy Traffic
Properties of the Score Function Method
in Sensitivity Analysis of Queueing
Models . . . . . . . . . . . . . . . . . 172--201
D. J. Daley and
T. Rolski Light Traffic Approximations in
Many-Server Queues . . . . . . . . . . . 202--218
H. Tong and
B. Cheng A Note on One-Dimensional Chaotic Maps
under Time Reversal . . . . . . . . . . 219--220
Frank Ball and
Paul Blackwell A Finite Form for the Wrapped Poisson
Distribution . . . . . . . . . . . . . . 221--222
M. Manoharan and
Harshinder Singh and
Neeraj Misra Preservation of Phase-Type Distributions
under Poisson Shock Models . . . . . . . 223--225
M. S. Finkelstein Some Notes on Two Types of Minimal
Repair . . . . . . . . . . . . . . . . . 226--228
W. Henderson and
P. G. Taylor Discrete-Time Queueing Networks with
Geometric Release Probabilities . . . . 229--233
Arie Hordijk and
Ger Koole The $ \mu c$-Rule Is Not Optimal in the
Second Node of the Tandem Queue: A
Counterexample . . . . . . . . . . . . . 234--237
Harshinder Singh and
Rameshwar D. Gupta On the Probability That the kth Customer
Finds an M/M/1 Queue Empty . . . . . . . 238--239
Anonymous Back Matter . . . . . . . . . . . . . . 240--240
Anonymous Front Matter . . . . . . . . . . . . . . ??
Douglas P. Kennedy and
Robert P. Kertz Limit Theorems for Suprema,
Threshold-Stopped Random Variables and
Last Exits of i.i.d. Random Variables
with Costs and Discounting, with
Applications to Optimal Stopping . . . . 241--266
Allen L. Roginsky A Central Limit Theorem with Remainder
Term for Renewal Processes . . . . . . . 267--287
Assad Jalali and
Alan G. Hawkes The Distribution of Apparent Occupancy
Times in a Two-State Markov Process in
Which Brief Events Cannot Be Detected 288--301
Assad Jalali and
Alan G. Hawkes Generalised Eigenproblems Arising in
Aggregated Markov Processes Allowing for
Time Interval Omission . . . . . . . . . 302--321
A. A. Borovkov and
G. Fayolle and
D. A. Korshunov Transient Phenomena for Markov Chains
and Applications . . . . . . . . . . . . 322--342
Arie Hordijk and
Flora Spieksma On Ergodicity and Recurrence Properties
of a Markov Chain with an Application to
an Open Jackson Network . . . . . . . . 343--376
Pierre Brémaud and
Raghavan Kannurpatti and
Ravi Mazumdar Event and Time Averages: A Review . . . 377--411
Lennart Ljung and
Bo Wahlberg Asymptotic Properties of the
Least-Squares Method for Estimating
Transfer Functions and Disturbance
Spectra . . . . . . . . . . . . . . . . 412--440
A. Di Crescenzo and
V. Giorno and
A. G. Nobile On Some First-Crossing-Time
Probabilities for a Two-Dimensional
Random Walk with Correlated Components 441--454
P. Whittle Random Fields on Random Graphs . . . . . 455--473
Derek Robinson The Optimality of Fixed Channel
Assignment Policies for Cellular Radio
Systems . . . . . . . . . . . . . . . . 474--495
Zeng-Hu Li A Note on the Multitype Measure
Branching Process . . . . . . . . . . . 496--498
J. P. Imhof A Simple Proof of Pitman's 2M-X Theorem 499--501
Fumiyasu Komaki and
Yoshiaki Itoh A Unified Model for Kakutani's Interval
Splitting and Rényi's Random Packing . . 502--505
Rhonda Righter and
J. George Shanthikumar Extension of the Bivariate
Characterization for Stochastic Orders 506--508
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Marc Yor On Some Exponential Functionals of
Brownian Motion . . . . . . . . . . . . 509--531
Michael A. Zazanis Analyticity of Poisson-Driven Stochastic
Systems . . . . . . . . . . . . . . . . 532--541
Sean P. Meyn and
R. L. Tweedie Stability of Markovian Processes I:
Criteria for Discrete-Time Chains . . . 542--574
Masaaki Kijima Further Monotonicity Properties of
Renewal Processes . . . . . . . . . . . 575--588
W. D. Sudderth and
A. P. N. Weerasinghe A Bang--Bang Strategy for a Finite Fuel
Stochastic Control Problem . . . . . . . 589--603
Cheng-Shang Chang A New Ordering for Stochastic
Majorization: Theory and Applications 604--634
K. D. Glazebrook and
Lyn R. Whitaker Single-Machine Stochastic Scheduling
with Dependent Processing Times . . . . 635--652
Sergei Grishechkin On a Relationship between
Processor-Sharing Queues and
Crump--Mode--Jagers Branching Processes 653--698
C. N. Laws Resource Pooling in Queueing Networks
with Dynamic Routing . . . . . . . . . . 699--726
Richard R. Weber The Interchangeability of Tandem Queues
with Heterogeneous Customers and
Dependent Service Times . . . . . . . . 727--737
P. Konstantopoulos and
Michael A. Zazanis Sensitivity Analysis for Stationary and
Ergodic Queues . . . . . . . . . . . . . 738--750
Xiuli Chao On the Departure Processes of M/M/1/N
and GI/G/1/N Queues . . . . . . . . . . 751--754
Ward Whitt $ H = \lambda G $ and the Palm
Transformation . . . . . . . . . . . . . 755--758
Anonymous Correction: Paths in a Random Digital
Tree: Limiting Distributions . . . . . . 759--759
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . 761--761
S. Tavaré Introduction . . . . . . . . . . . . . . 762--763
D. J. Aldous and
R. A. Arratia and
A. D. Barbour and
B. Bollobás and
P. Diaconis and
P. J. Donnelly and
P. Erd\Hos and
L. H. Harper and
B. Harris and
V. F. Kolchin and
A. M. Odlyzko and
J. W. Pitman and
B. G. Pittel and
L. A. Shepp and
J. Spencer and
L. Takács and
V. A. Vatutin and
A. M. Vershik and
O. V. Viskov and
H. S. Wilf Invited Papers . . . . . . . . . . . . . 763--773
W. J. Ewens and
B. Fristedt and
D. R. Gavelek and
A. P. Godbole and
J. C. Hansen and
L. Holst and
Z.-X. Hu and
J. Jaworski and
P. J. Joyce and
V. I. Khokhlov and
P. Matthews and
E. Schmutz and
W. Stadje and
J. M. Steele and
P. Tetali Contributed Papers . . . . . . . . . . . 773--777
Anthony G. Pakes Limit Theorems for the Numbers of Rare
Mutants: A Branching Process Model . . . 778--794
Pablo A. Ferrari and
Servet Martínez and
Pierre Picco Existence of Non-Trivial
Quasi-Stationary Distributions in the
Birth--Death Chain . . . . . . . . . . . 795--813
Jesper Mòller Random Johnson-Mehl Tessellations . . . 814--844
Tomasz Luczak and
Joel E. Cohen Giant Components in Three-Parameter
Random Directed Graphs . . . . . . . . . 845--857
T. Lehtonen and
H. Nyrhinen Simulating Level-Crossing Probabilities
by Importance Sampling . . . . . . . . . 858--874
P. K. Pollett and
A. Vassallo Diffusion Approximations for Some Simple
Chemical Reaction Schemes . . . . . . . 875--893
Moshe Shaked and
J. George Shanthikumar Optimal Allocation of Resources to Nodes
of Parallel and Series Systems . . . . . 894--914
Susan H. Xu On a Job Resequencing Issue in Parallel
Processor Stochastic Scheduling . . . . 915--933
W. Henderson and
C. E. M. Pearce and
P. K. Pollett and
P. G. Taylor Connecting Internally Balanced
Quasi-Reversible Markov Processes . . . 934--959
Alain Jean-Marie and
Zhen Liu Stochastic Comparisons for Queueing
Models via Random Sums and Intervals . . 960--985
Paul E. Wright Two Parallel Processors with Coupled
Inputs . . . . . . . . . . . . . . . . . 986--1007
Wolfgang Stadje The Expected Value of the One-Sided
Cusum Stopping Time . . . . . . . . . . 1008--1009
T. Lindvall A Simple Coupling of Renewal Processes 1010--1011
Anonymous Volume Information . . . . . . . . . . . 1012--1015
Anonymous Back Matter . . . . . . . . . . . . . . ??
L. G. Hanin and
S. T. Rachev and
A. Yu. Yakovlev On the Optimal Control of Cancer
Radiotherapy for Non-Homogeneous Cell
Populations . . . . . . . . . . . . . . 1--23
Claudia Neuhauser and
Aidan Sudbury The Biased Annihilating Branching
Process . . . . . . . . . . . . . . . . 24--38
Frank Ball and
Philip O'Neill A Modification of the General Stochastic
Epidemic Motivated by AIDS Modelling . . 39--62
Claude Lefevre and
Philippe Picard An Unusual Stochastic Order Relation
with Some Applications in Sampling and
Epidemic Theory . . . . . . . . . . . . 63--81
M. G. Nair and
P. K. Pollett On the Relationship between $ \mu
$-Invariant Measures and
Quasi-Stationary Distributions for
Continuous-Time Markov Chains . . . . . 82--102
Paul Glasserman Stochastic Monotonicity and Conditional
Monte Carlo for Likelihood Ratios . . . 103--115
Paul Glasserman Regenerative Derivatives of Regenerative
Sequences . . . . . . . . . . . . . . . 116--139
V. A. Malyshev Networks and Dynamical Systems . . . . . 140--175
Nicholas Bambos and
Jean Walrand Scheduling and Stability Aspects of a
General Class of Parallel Processing
Systems . . . . . . . . . . . . . . . . 176--202
W\ladys\law Szczotka Asymptotic Stationarity of Multichannel
Queues . . . . . . . . . . . . . . . . . 203--220
F. Baccelli and
P. Brémaud Virtual Customers in Sensitivity and
Light Traffic Analysis via Campbell's
Formula for Point Processes . . . . . . 221--234
Josep M. Ferrandiz The BMAP/GI/1 Queue with Server Set-up
Times and Server Vacations . . . . . . . 235--254
Timothy C. Brown and
Peter Donnelly On Conditional Intensities and on
Interparticle Correlation in Non-Linear
Death Processes . . . . . . . . . . . . 255--260
Anonymous Correction: Exact Distribution Theory
for Some Point Process Record Models . . 261--261
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
D. R. Grey and
Lu Zhunwei The Asymptotic Behaviour of Extinction
Probability in the Smith--Wilkinson
Branching Process . . . . . . . . . . . 263--289
V. Ferretti and
D. Sankoff The Empirical Discovery of Phylogenetic
Invariants . . . . . . . . . . . . . . . 290--302
Åke Svensson Dynamics of an Epidemic in a Closed
Population . . . . . . . . . . . . . . . 303--313
E. J. Collins and
J. M. McNamara The Job-Search Problem with Competition:
An Evolutionarily Stable Dynamic
Strategy . . . . . . . . . . . . . . . . 314--333
Anant P. Godbole and
Andrew A. Schaffner Improved Poisson Approximations for Word
Patterns . . . . . . . . . . . . . . . . 334--347
T. Arak and
P. Clifford and
D. Surgailis Point-Based Polygonal Models for Random
Graphs . . . . . . . . . . . . . . . . . 348--372
Fernando Affentranger and
Rex A. Dwyer The Convex Hull of Random Balls . . . . 373--394
Ilya S. Molchanov Limit Theorems for Convex Hulls of
Random Sets . . . . . . . . . . . . . . 395--414
Masakiyo Miyazawa Insensitivity and Product-Form
Decomposability of Reallocatable GSMP 415--437
K. Szajowski Double Stopping by Two Decision-Makers 438--452
J. Keilson and
L. D. Servi The Matrix M/M/$ \infty $ System:
Retrial Models and Markov Modulated
Sources . . . . . . . . . . . . . . . . 453--471
José Luis Palacios Fluctuation Theory for the Ehrenfest Urn
via Electric Networks . . . . . . . . . 472--476
Emad-Eldin A. A. Aly and
Subhash C. Kochar On Hazard Rate Ordering of Dependent
Variables . . . . . . . . . . . . . . . 477--482
T. Choukri The Transient Blocking Probabilities in
M/M/N Loss Systems via Large Deviations 483--486
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Sean P. Meyn and
R. L. Tweedie Stability of Markovian Processes II:
Continuous-Time Processes and Sampled
Chains . . . . . . . . . . . . . . . . . 487--517
Sean P. Meyn and
R. L. Tweedie Stability of Markovian Processes III:
Foster--Lyapunov Criteria for
Continuous-Time Processes . . . . . . . 518--548
Yadong Wu A Multilevel Birth--Death Particle
System and Its Continuous Diffusion . . 549--569
C. Donati-Martin and
M. Yor On Some Examples of Quadratic
Functionals of Brownian Motion . . . . . 570--584
C. Teresa Lam Superposition of Markov Renewal
Processes and Applications . . . . . . . 585--606
D. J. Daley and
L. D. Servi A Two-Point Markov Chain Boundary-Value
Problem . . . . . . . . . . . . . . . . 607--630
Sabyasachi Basu and
Gregory C. Reinsel Properties of the Spatial Unilateral
First-Order ARMA Model . . . . . . . . . 631--648
Lawrence Markus and
Ananda Weerasinghe Stochastic Non-Linear Oscillators . . . 649--666
Adam Shwartz and
Alan Weiss Induced Rare Events: Analysis via Large
Deviations and Time Reversal . . . . . . 667--689
Huei-Mei Liang and
V. G. Kulkarni Stability Condition for a Single-Server
Retrial Queue . . . . . . . . . . . . . 690--701
P. Leguesdron and
J. Pellaumail and
G. Rubino and
B. Sericola Transient Analysis of the M/M/1 Queue 702--713
K. D. Glazebrook On a Family of Prior Distributions for a
Class of Bayesian Search Models . . . . 714--716
Anonymous Correction: On the Relationship between
$ \mu $-Invariant Measures and
Quasi-Stationary Distributions for
Continuous-Time Markov Chains . . . . . 717--719
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Frank Ball and
Damian Clancy The Final Size and Severity of a
Generalised Stochastic Multitype
Epidemic Model . . . . . . . . . . . . . 721--736
Anthony G. Pakes Explosive Markov Branching Processes:
Entrance Laws and Limiting Behaviour . . 737--756
J. D. Biggins and
N. H. Bingham Large Deviations in the Supercritical
Branching Process . . . . . . . . . . . 757--772
Alison M. Etheridge Limiting Behaviour of Two-Level
Measure-Branching . . . . . . . . . . . 773--782
I. J. B. F. Adan and
J. Wessels and
W. H. M. Zijm A Compensation Approach for
Two-Dimensional Markov Processes . . . . 783--817
M. A. Guerry The Probability of Attaining a Structure
in a Partially Stochastic Model . . . . 818--824
Frans A. Boshuizen and
José M. Gouweleeuw General Optimal Stopping Theorems for
Semi-Markov Processes . . . . . . . . . 825--846
Ma\lgorzata Roos Compound Poisson Approximations for the
Numbers of Extreme Spacings . . . . . . 847--874
Nahum Shimkin Extremal Large Deviations in Controlled
i.i.d. Processes with Applications to
Hypothesis Testing . . . . . . . . . . . 875--894
Haijun Li and
Moshe Shaked Stochastic Majorization of
Stochastically Monotone Families of
Random Variables . . . . . . . . . . . . 895--913
Emad El-Neweihi and
Jayaram Sethuraman Optimal Allocation under Partial
Ordering of Lifetimes of Components . . 914--925
Nader Ebrahimi Modeling of Repairable Systems . . . . . 926--938
Franco Pellerey Partial Orderings under Cumulative
Damage Shock Models . . . . . . . . . . 939--946
Dimitris J. Bertsimas and
Garrett Van Ryzin Stochastic and Dynamic Vehicle Routing
with General Demand and Interarrival
Time Distributions . . . . . . . . . . . 947--978
Arie Hordijk and
Ger Koole On the Optimality of LEPT and $ \mu c $
Rules for Parallel Processors and
Dependent Arrival Processes . . . . . . 979--996
Pawel Gazdzicki and
Ioannis Lambadaris and
Ravi R. Mazumdar Blocking Probabilities for Large
Multirate Erlang Loss Systems . . . . . 997--1009
Aidan Sudbury The Survival of Various Interacting
Particle Systems . . . . . . . . . . . . 1010--1012
Anonymous Correction: On Preservation of Some
Partial Orderings under Shock Models . . 1013--1013
Anonymous Volume Information . . . . . . . . . . . 1015--1017
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
E. B. Vedel Jensen and
K. Kiêu Unbiased Stereological Estimation of
$d$-Dimensional Volume in $ R^n$ from an
Isotropic Random Slice through a Fixed
Point . . . . . . . . . . . . . . . . . 1--12
K. J. Worsley Local Maxima and the Expected Euler
Characteristic of Excursion Sets of $
\chi^2 $, $F$ and $t$ Fields . . . . . . 13--42
Thomas H. Scheike Anisotropic Growth of Voronoi Cells . . 43--53
Richard Cowan and
Albert K. L. Tsang The Falling-Leaves Mosaic and Its
Equilibrium Properties . . . . . . . . . 54--62
O. E. Barndorff-Nielsen A Note on Electrical Networks and the
Inverse Gaussian Distribution . . . . . 63--67
P. K. Pollett and
D. E. Stewart An Efficient Procedure for Computing
Quasi-Stationary Distributions of Markov
Chains with Sparse Transition Structure 68--79
Catherine Bouton and
Gilles Pag\`es Convergence in Distribution of the
One-Dimensional Kohonen Algorithms When
the Stimuli Are Not Uniform . . . . . . 80--103
Allen L. Roginsky A Central Limit Theorem for Cumulative
Processes . . . . . . . . . . . . . . . 104--121
Stephen L. Rathbun and
Noel Cressie Asymptotic Properties of Estimators for
the Parameters of Spatial Inhomogeneous
Poisson Point Processes . . . . . . . . 122--154
Panayotis D. Sparaggis and
Don Towsley and
Christos G. Cassandras Sample Path Criteria for Weak
Majorization . . . . . . . . . . . . . . 155--171
Z. Khalil and
B. Dimitrov The Service Time Properties of an
Unreliable Server Characterize the
Exponential Distribution . . . . . . . . 172--182
M. Aebi and
P. Embrechts and
T. Mikosch Stochastic Discounting, Aggregate
Claims, and the Bootstrap . . . . . . . 183--206
Jie Mi Burn-in and Maintenance Policies . . . . 207--221
Zhen Liu and
Don Towsley Stochastic Scheduling in In-Forest
Networks . . . . . . . . . . . . . . . . 222--241
W\ladys\law Szczotka and
Krzysztof Topolski Conditioned Limit Theorems for the
Difference of Waiting Time and Queue
Length . . . . . . . . . . . . . . . . . 242--257
Dimitrios G. Pandelis and
Demosthenis Teneketzis Optimal Multiserver Stochastic
Scheduling of Two Interconnected
Priority Queues . . . . . . . . . . . . 258--279
Anonymous Correction: Partial Orderings under
Cumulative Damage Shock Models . . . . . 280--280
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
M. N. M. Van Lieshout Stochastic Annealing for
Nearest-Neighbour Point Processes with
Application to Object Recognition . . . 281--300
Ilya Molchanov and
Dietrich Stoyan Asymptotic Properties of Estimators for
Parameters of the Boolean Model . . . . 301--323
John Gates Shape Distributions for Planar Triangles
by Dual Construction . . . . . . . . . . 324--333
K. V. Mardia and
I. L. Dryden Shape Averages and Their Bias . . . . . 334--340
W. G. S. Hines ESS Modelling of Diploid Populations I:
Anatomy of One-Locus Allelic Frequency
Simplices . . . . . . . . . . . . . . . 341--360
W. G. S. Hines ESS Modelling of Diploid Populations II:
Stability Analysis of Possible
Equilibria . . . . . . . . . . . . . . . 361--376
G. Kallianpur and
J. Xiong Stochastic Models of Environmental
Pollution . . . . . . . . . . . . . . . 377--403
Paul Embrechts and
Hanspeter Schmidli Ruin Estimation for a General Insurance
Risk Model . . . . . . . . . . . . . . . 404--422
C. Teresa Lam and
R. H. Yeh Comparison of Sequential and Continuous
Inspection Strategies for Deteriorating
Systems . . . . . . . . . . . . . . . . 423--435
W. Henderson and
B. S. Northcote and
P. G. Taylor State-Dependent Signalling in Queueing
Networks . . . . . . . . . . . . . . . . 436--455
J. A. Morrison Loss Probabilities in a Simple
Circuit-Switched Network . . . . . . . . 456--473
Mark P. Van Oyen and
Demosthenis Teneketzis Optimal Stochastic Scheduling of Forest
Networks with Switching Penalties . . . 474--497
Wojciech Szpankowski Stability Conditions for Some
Distributed Systems: Buffered Random
Access Systems . . . . . . . . . . . . . 498--515
Gunter Ritter On the Mean Sojourn Time of Jobs in
Queues with General Service Disciplines 516--538
Sergei Grishechkin GI/G/1 Processor Sharing Queue in Heavy
Traffic . . . . . . . . . . . . . . . . 539--555
P. Konstantopoulos and
M. Zazanis Sensitivity Analysis for Stationary and
Ergodic Queues: Additional Results . . . 556--560
Peter Kirschenhofer and
Helmut Prodinger The Higher Moments of the Number of
Returns of a Simple Random Walk . . . . 561--563
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
S. N. Chiu Mean-Value Formulae for the
Neighbourhood of the Typical Cell of a
Random Tessellation . . . . . . . . . . 565--576
David Mannion The Volume of a Tetrahedron Whose
Vertices Are Chosen at Random in the
Interior of a Parent Tetrahedron . . . . 577--596
Vladimir P. Nosko The Horizon of the Random Cone Field
under a Trend . . . . . . . . . . . . . 597--615
Mauro Piccioni and
Sergio Scarlatti An Iterative Monte Carlo Scheme for
Generating Lie Group-Valued Random
Variables . . . . . . . . . . . . . . . 616--628
Frank Ball and
Philip O'Neill Strong Convergence of Stochastic
Epidemics . . . . . . . . . . . . . . . 629--655
Steven M. Butler The Final State of an Epidemic in a
Large Heterogeneous Population with a
Large Initial Number of Infectives . . . 656--670
Steven M. Butler The Early and Final States of an
Epidemic in a Large Heterogeneous
Population with a Small Initial Number
of Infectives . . . . . . . . . . . . . 671--689
Håkan Andersson and
Boualem Djehiche A Functional Limit Theorem for the Total
Cost of a Multitype Standard Epidemic 690--697
J. C. D'Souza The Rates of Growth of the
Galton--Watson Process in Varying
Environments . . . . . . . . . . . . . . 698--714
Peter Donnelly and
Peter Lloyd and
Aidan Sudbury Approach to Stationarity of the
Bernoulli--Laplace Diffusion Model . . . 715--727
Ioannis I. Gerontidis Semi-Markov Replacement Chains . . . . . 728--755
Dimitris N. Politis Markov Chains in Many Dimensions . . . . 756--774
Pekka Tuominen and
Richard L. Tweedie Subgeometric Rates of Convergence of
$f$-Ergodic Markov Chains . . . . . . . 775--798
Zhao-Guo Chen and
Oliver D. Anderson The Representation and Decomposition of
Integrated Stationary Time Series . . . 799--819
José Luis Palacios Another Look at the Ehrenfest Urn via
Electric Networks . . . . . . . . . . . 820--824
C. R. Rao and
T. Sapatinas and
D. N. Shanbhag The Integrated Cauchy Functional
Equation: Some Comments on Recent Papers 825--829
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Jeffrey D. Helterbrand and
Noel Cressie and
Jennifer L. Davidson A Statistical Approach to Identifying
Closed Object Boundaries in Images . . . 831--854
Irene Hueter The Convex Hull of a Normal Sample . . . 855--875
K.-H. Küfer On the Approximation of a Ball by Random
Polytopes . . . . . . . . . . . . . . . 876--892
K. V. Mardia and
A. N. Walder Size-and-Shape Distributions for Paired
Landmark Data . . . . . . . . . . . . . 893--905
V. Weiss and
W. Nagel Second-Order Stereology for Planar Fibre
Processes . . . . . . . . . . . . . . . 906--918
Frank Ball and
Robin K. Milne and
Geoffrey F. Yeo Continuous-Time Markov Chains in a
Random Environment, with Applications to
Ion Channel Modelling . . . . . . . . . 919--946
D. J. Hartfiel and
E. Seneta On the Theory of Markov Set-Chains . . . 947--964
Raymond W. Yeung and
Bhaskar Sengupta Matrix Product-Form Solutions for Markov
Chains with a Tree Structure . . . . . . 965--987
Bernard Van Cutsem and
Bernard Ycart Renewal-Type Behavior of Absorption
Times in Markov Chains . . . . . . . . . 988--1005
Eckhard Platen and
Rolando Rebolledo Pricing via Anticipative Stochastic
Calculus . . . . . . . . . . . . . . . . 1006--1021
Xinhong Ding A Limit Theorem for Certain Disordered
Random Systems . . . . . . . . . . . . . 1022--1043
Peter W. Glynn Poisson's Equation for the Recurrent
M/G/1 Queue . . . . . . . . . . . . . . 1044--1062
Harold J. Kushner Approximations of Large Trunk Line
Systems under Heavy Traffic . . . . . . 1063--1094
Eitan Altman and
Hanoch Levy Queueing in Space . . . . . . . . . . . 1095--1116
Sòren Asmussen and
Mogens Bladt A Sample Path Approach to Mean Busy
Periods for Markov-Modulated Queues and
Fluids . . . . . . . . . . . . . . . . . 1117--1121
Anonymous Volume Information . . . . . . . . . . . 1122--1124
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Paco Montes Stereology and Image Analysis: In Honour
of Professor L. A. Santaló . . . . . . . 1--1
A. J. Baddeley and
L. M. Cruz-Orive The Rao--Blackwell Theorem in Stereology
and Some Counterexamples . . . . . . . . 2--19
Christina Bauer and
Rolf Schneider Extremal Problems for Geometric
Probabilities Involving Convex Bodies 20--34
David G. Kendall How to Look at Objects in a
Five-Dimensional Shape Space: Looking at
Geodesics . . . . . . . . . . . . . . . 35--43
Huiling Le Mean Size-and-Shapes and Mean Shapes: A
Geometric Point of View . . . . . . . . 44--55
J. Mecke Inequalities for the Anisotropic Poisson
Polytope . . . . . . . . . . . . . . . . 56--62
Ilya S. Molchanov Statistics of the Boolean Model: From
the Estimation of Means to the
Estimation of Distributions . . . . . . 63--86
Eva B. Vedel Jensen Rotational Versions of the Crofton
Formula . . . . . . . . . . . . . . . . 87--96
Richard A. Vitale On the Volume of Parallel Bodies: A
Probabilistic Derivation of the Steiner
Formula . . . . . . . . . . . . . . . . 97--101
Wolfgang Weil The Estimation of Mean Shape and Mean
Particle Number in Overlapping Particle
Systems in the Plane . . . . . . . . . . 102--119
Anthony G. Pakes Quasi-Stationary Laws for Markov
Processes: Examples of an Always
Proximate Absorbing State . . . . . . . 120--145
Lakhdar Aggoun and
Robert J. Elliott Finite-Dimensional Models for Hidden
Markov Chains . . . . . . . . . . . . . 146--160
Béla Bollobás and
Graham Brightwell Random High-Dimensional Orders . . . . . 161--184
Svetlozar T. Rachev and
Gennady Samorodnitsky Limit Laws for a Stochastic Process and
Random Recursion Arising in
Probabilistic Modelling . . . . . . . . 185--202
Masakiyo Miyazawa and
Rolf Schassberger and
Volker Schmidt On the Structure of an Insensitive
Generalized Semi-Markov Process with
Reallocation and Point-Process Input . . 203--225
H. Daduna and
R. Szekli Dependencies in Markovian Networks . . . 226--254
P. J. Hunt Loss Networks under Diverse Routing: The
Symmetric Star Network . . . . . . . . . 255--272
N. G. Bean and
R. J. Gibbens and
S. Zachary Asymptotic Analysis of Single Resource
Loss Systems in Heavy Traffic, with
Applications to Integrated Networks . . 273--292
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Guillermo Ayala and
Amelia Simó Bivariate Random Closed Sets and Nerve
Fibre Degeneration . . . . . . . . . . . 293--305
François Baccelli and
Maurice Klein and
Sergei Zuyev Perturbation Analysis of Functionals of
Random Measures . . . . . . . . . . . . 306--325
Viktor Benes On Second-Order Formulas in Anisotropic
Stereology . . . . . . . . . . . . . . . 326--343
J. Ferrándiz and
F. Montes On Statistical Inference for Random
Closed Sets in Compact Subsets of $ R^d
$ . . . . . . . . . . . . . . . . . . . 344--349
Shigeru Mase Stereological Estimation of Particle
Size Distributions . . . . . . . . . . . 350--366
Jesper Mòller Generation of Johnson-Mehl Crystals and
Comparative Analysis of Models for
Random Nucleation . . . . . . . . . . . 367--383
J. Ohser and
F. Mucklich Stereology for Some Classes of
Polyhedrons . . . . . . . . . . . . . . 384--396
R. E. Miles A Heuristic Proof of a Long-Standing
Conjecture of D. G. Kendall concerning
the Shapes of Certain Large Random
Polygons . . . . . . . . . . . . . . . . 397--417
Neil O'Connell The Genealogy of Branching Processes and
the Age of Our Most Recent Common
Ancestor . . . . . . . . . . . . . . . . 418--442
Silvia Heubach and
Joseph Watkins A Stochastic Model for the Movement of a
White Blood Cell . . . . . . . . . . . . 443--475
Venkat Anantharam and
Takis Konstantopoulos A Functional Central Limit Theorem for
the Jump Counts of Markov Processes with
an Application to Jackson Networks . . . 476--509
Huan Li and
Yixin Zhu On M/G/1 Queues with Exhaustive Service
and Generalized Vacations . . . . . . . 510--531
John S. Sadowsky and
Wojciech Szpankowski The Probability of Large Queue Lengths
and Waiting Times in a Heterogeneous
Multiserver Queue I: Tight Limits . . . 532--566
John S. Sadowsky The Probability of Large Queue Lengths
and Waiting Times in a Heterogeneous
Multiserver Queue II: Positive
Recurrence and Logarithmic Limits . . . 567--583
Anonymous Corrections to Abdel-Hameed and Daley 584--584
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
A. J. Cabo and
A. J. Baddeley Line Transects, Covariance Functions and
Set Convergence . . . . . . . . . . . . 585--605
R. V. Ambartzumian and
V. K. Oganian Measure Generation by Euler Functionals 606--626
Jason J. Brown A Bootstrap Algorithm for the Isotropic
Random Sphere . . . . . . . . . . . . . 627--641
Jason J. Brown A Central Limit Theorem for the
Isotropic Random Sphere . . . . . . . . 642--651
Harry Kesten A Ratio Limit Theorem for (Sub) Markov
Chains on $ 1, 2, \ldots $; with Bounded
Jumps . . . . . . . . . . . . . . . . . 652--691
P. Whittle Large-Deviation Expressions for the
Distribution of First-Passage
Coordinates . . . . . . . . . . . . . . 692--710
Ioannis I. Gerontidis Markov Population Replacement Processes 711--740
Xi-Ren Cao Event Coupling and Performance
Sensitivity Analysis of Generalized
Semi-Markov Processes . . . . . . . . . 741--769
S. T. Rachev and
L. Rüschendorf Probability Metrics and Recursive
Algorithms . . . . . . . . . . . . . . . 770--799
B. Forte and
E. R. Vrscay Solving the Inverse Problem for Measures
Using Iterated Function Systems: A New
Approach . . . . . . . . . . . . . . . . 800--820
Gideon Weiss On Almost Optimal Priority Rules for
Preemptive Scheduling of Stochastic Jobs
on Parallel Machines . . . . . . . . . . 821--839
M. Martin and
J. R. Artalejo Analysis of an M/G/1 Queue with Two
Types of Impatient Units . . . . . . . . 840--861
Fabrice Guillemin and
Alain Simonian Transient Characteristics of an M/M/$
\infty $ System . . . . . . . . . . . . 862--888
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
S. N. Chiu Limit Theorems for the Time of
Completion of Johnson--Mehl
Tessellations . . . . . . . . . . . . . 889--910
Nancy Lopes Garcia Birth and Death Processes as Projections
of Higher-Dimensional Poisson Processes 911--930
Ilya S. Molchanov and
Edward Omey and
Eugene Kozarovitzky An Elementary Renewal Theorem for Random
Compact Convex Sets . . . . . . . . . . 931--942
K. J. Worsley Boundary Corrections for the Expected
Euler Characteristic of Excursion Sets
of Random Fields, with an Application to
Astrophysics . . . . . . . . . . . . . . 943--959
Philip O'Neill Epidemic Models Featuring Behaviour
Change . . . . . . . . . . . . . . . . . 960--979
Leonid Mytnik and
Robert J. Adler Bisexual Branching Diffusions . . . . . 980--1018
Peter W. Glynn and
Pierre L'Ecuyer Likelihood Ratio Gradient Estimation for
Stochastic Recursions . . . . . . . . . 1019--1053
Rajeev Agrawal Sample Mean Based Index Policies with
O(log n) Regret for the Multi-Armed
Bandit Problem . . . . . . . . . . . . . 1054--1078
Moshe Shaked and
Ryszard Szekli Comparison of Replacement Policies via
Point Processes . . . . . . . . . . . . 1079--1103
Gagan L. Choudhury and
Kin K. Leung and
Ward Whitt An Algorithm to Compute Blocking
Probabilities in Multi-Rate Multi-Class
Multi-Resource Loss Models . . . . . . . 1104--1143
Kimon P. Kontovasilis and
Nikolas M. Mitrou Markov-Modulated Traffic with Nearly
Complete Decomposability Characteristics
and Associated Fluid Queueing Models . . 1144--1185
Rafael Pérez-Ocón and
M. Luz Gámiz-Pérez On the HNBUE Property in a Class of
Correlated Cumulative Shock Models . . . 1186--1188
Anonymous Volume Information . . . . . . . . . . . 1189--1191
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
John T. Kent and
Kanti V. Mardia and
Alistair N. Walder Conditional Cyclic Markov Random Fields 1--12
G. Last and
R. Schassberger A Flow Conservation Law for Surface
Processes . . . . . . . . . . . . . . . 13--28
Mathew D. Penrose and
Agoston Pisztora Large Deviations for Discrete and
Continuous Percolation . . . . . . . . . 29--52
Craig L. Zirbel and
Erhan Çinlar Dispersion of Particle Systems in
Brownian Flows . . . . . . . . . . . . . 53--74
Joseph Abate and
Ward Whitt An Operational Calculus for Probability
Distributions via Laplace Transforms . . 75--113
H. R. Gail and
S. L. Hantler and
B. A. Taylor Spectral Analysis of M/G/1 and G/M/1
Type Markov Chains . . . . . . . . . . . 114--165
Sigrún Andradóttir and
Daniel P. Heyman and
Teunis J. Ott Potentially Unlimited Variance Reduction
in Importance Sampling of Markov Chains 166--188
Fumiyasu Komaki Homogeneous Gaussian Markov Processes on
General Lattices . . . . . . . . . . . . 189--206
J. Bertoin and
R. A. Doney Some Asymptotic Results for Transient
Random Walks . . . . . . . . . . . . . . 207--226
Reinhard Bürger and
Immanuel M. Bomze Stationary Distributions under
Mutation-Selection Balance: Structure
and Properties . . . . . . . . . . . . . 227--251
Rudolf Grübel and
Uwe Rösler Asymptotic Distribution Theory for
Hoare's Selection Algorithm . . . . . . 252--269
L. Sacerdote and
F. Tomassetti On Evaluations and Asymptotic
Approximations of First-Passage-Time
Probabilities . . . . . . . . . . . . . 270--284
Leandros Tassiulas and
Anthony Ephremides Throughput Properties of a Queueing
Network with Distributed Dynamic Routing
and Flow Control . . . . . . . . . . . . 285--307
Masakiyo Miyazawa and
Ronald W. Wolff Symmetric Queues with Batch Departures
and Their Networks . . . . . . . . . . . 308--326
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . 327--327
E. B. Vedel Jensen Introduction . . . . . . . . . . . . . . 328--328
X. Gual Arnau and
L. M. Cruz-Orive Consistency in Systematic Sampling for
Stereology . . . . . . . . . . . . . . . 329--330
Guillermo Ayala and
Amelia Simó Correlations in Bivariate Point
Processes: Some Biological Applications 330--330
Richard Cowan and
Simone Chen The Random Division of Faces in a Planar
Graph . . . . . . . . . . . . . . . . . 331--331
Richard Cowan Shapes of Prisms after Repeated Random
Division . . . . . . . . . . . . . . . . 331--331
Paul Goodey and
Markus Kiderlen and
Wolfgang Weil Section Means, Integral Transforms, and
Boolean Models . . . . . . . . . . . . . 332--333
Martin Bògsted Hansen Bayes Type Estimators for the Empty
Space Function . . . . . . . . . . . . . 333--333
Lothar Heinrich and
Ilya S. Molchanov Central Limit Theorem for a Class of
Random Measures Associated with
Germ-Grain Models . . . . . . . . . . . 333--334
E. B. Vedel Jensen An Induction Proof of the Generalized
Blaschke-Petkantschin Formula . . . . . 334--334
Wilfrid S. Kendall A Diffusion Model for Bookstein Triangle
Shape . . . . . . . . . . . . . . . . . 334--335
Markus Kiderlen On Projected Thick Sections of
Stationary Point Processes and Boolean
Models . . . . . . . . . . . . . . . . . 335--335
Kiên Kiêu and
Marianne Mora Estimating the Reduced Moments of a
Random Measure . . . . . . . . . . . . . 335--336
Ch. Lantuéjoul Conditional Simulation of a Boolean
Model . . . . . . . . . . . . . . . . . 336--336
Huiling Le On Procrustean Mean Shapes and the Shape
of the Means . . . . . . . . . . . . . . 336--337
Vicent J. Martínez and
María Jesús Pons-Bordería Statistical Studies of the Spatial
Distribution of Galaxies . . . . . . . . 337--338
Joseph Mecke Inequalities for the Cells of Mixed
Stationary Poisson Hyperplane
Tessellations . . . . . . . . . . . . . 338--338
Roger E. Miles and
Margaret S. Mackisack Further Random Tessellations with the
Classic Poisson Polygon Distributions 338--339
Joachim Ohser and
Werner Nagel Stereological Estimation of the Size
Distribution for Systems of Random
Convex Polyhedrons . . . . . . . . . . . 340--341
Jan Rataj Mixed Curvature Measures and a
Translative Integral Formula . . . . . . 341--341
Konrad Sandau and
Haymo Kurz Some Properties of a 2D Arterial Tree
Simulated by a Stochastic Growth Model 341--342
Katja Schladitz Estimation of the Intensity of
Stationary Flat Processes . . . . . . . 342--342
Masaharu Tanemura Methods of Simulating Random Patterns of
Non-Spherical Objects and Their
Application . . . . . . . . . . . . . . 342--343
Edward C. Waymire Multiscaling and Random Cascades . . . . 343--344
Martina Zähle Dimensions of Measures under Orthogonal
Projections . . . . . . . . . . . . . . 344--345
A. J. Baddeley and
M. N. M. Van Lieshout and
J. Mòller Markov Properties of Cluster Processes 346--355
S. N. Chiu and
R. Van De Weygaert and
D. Stoyan The Sectional Poisson Voronoi
Tessellation Is Not a Voronoi
Tessellation . . . . . . . . . . . . . . 356--376
Richard Cowan and
Simone Chen The Random Division of Faces in a Planar
Graph . . . . . . . . . . . . . . . . . 377--383
Lutz Dümbgen and
Günther Walther Rates of Convergence for Random
Approximations of Convex Sets . . . . . 384--393
Jan Rataj Estimation of Oriented Direction
Distribution of a Planar Body . . . . . 394--404
D. S. Poskitt and
Shin-Ho Chung Markov Chain Models, Time Series
Analysis and Extreme Value Theory . . . 405--425
Charles M. Goldie and
Ross A. Maller A Point-Process Approach to Almost-Sure
Behaviour of Record Values and Order
Statistics . . . . . . . . . . . . . . . 426--462
Charles M. Goldie and
Rudolf Grübel Perpetuities with Thin Tails . . . . . . 463--480
Oleg Seleznjev Large Deviations in the Piecewise Linear
Approximation of Gaussian Processes with
Stationary Increments . . . . . . . . . 481--499
Carlos E. Puente and
Miguel M. López and
Jorge E. Pinzón and
José M. Angulo The Gaussian Distribution Revisited . . 500--524
Jim Pitman Random Discrete Distributions Invariant
under Size-Biased Permutation . . . . . 525--539
Peter G. Harrison and
Edwige Pitel The M/G/1 Queue with Negative Customers 540--566
Qi-Ming He Queues with Marked Customers . . . . . . 567--587
Dimitris Bertsimas and
Georgia Mourtzinou A Unified Method to Analyze Overtake
Free Queueing Systems . . . . . . . . . 588--625
Anonymous Back Matter . . . . . . . . . . . . . . ??
C. A. Glasbey Inference on Binary Images from Binary
Data . . . . . . . . . . . . . . . . . . 627--640
K. V. Mardia and
Colin Goodall and
Alistair Walder Distributions of Projective Invariants
and Model-Based Machine Vision . . . . . 641--661
Jesper Mòller and
Sergei Zuyev Gamma-Type Results and Other Related
Properties of Poisson Processes . . . . 662--673
Li-Xing Zhu and
Ping Cheng and
Gang Wei and
Pei-De Shi A Stopping Time concerning Sphere Data
and Its Applications . . . . . . . . . . 674--686
Marvin K. Nakayama General Conditions for Bounded Relative
Error in Simulations of Highly Reliable
Markovian Systems . . . . . . . . . . . 687--727
O. Stramer and
P. J. Brockwell and
R. L. Tweedie Continuous-Time Threshold AR(1)
Processes . . . . . . . . . . . . . . . 728--746
M. Menshikov and
R. J. Williams Passage-Time Moments for Continuous
Non-Negative Stochastic Processes and
Applications . . . . . . . . . . . . . . 747--762
Terence Chan Some Diffusion Models for the Mabinogion
Sheep Problem of Williams . . . . . . . 763--783
I-Jeng Wang and
Edwin K. P. Chong and
Sanjeev R. Kulkarni Equivalent Necessary and Sufficient
Conditions on Noise Sequences for
Stochastic Approximation Algorithms . . 784--801
Susan M. Pitts and
Rudolf Grübel and
Paul Embrechts Confidence Bounds for the Adjustment
Coefficient . . . . . . . . . . . . . . 802--827
David Assaf and
Ester Samuel-Cahn The Secretary Problem: Minimizing the
Expected Rank with i.i.d. Random
Variables . . . . . . . . . . . . . . . 828--852
Philippe Picard and
Claude Lef\`evre First Crossing of Basic Counting
Processes with Lower Non-Linear
Boundaries: A Unified Approach through
Pseudopolynomials (I) . . . . . . . . . 853--876
Claude Lef\`evre and
Philippe Picard Abelian-Type Expansions and Non-Linear
Death Processes (II) . . . . . . . . . . 877--894
Ingemar Nåsell The Quasi-Stationary Distribution of the
Closed Endemic SIS Model . . . . . . . . 895--932
J. C. Whittaker The Allocation of Resources in a
Multiple-Trial War of Attrition Conflict 933--964
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
S. G. Foss and
S. A. Zuyev On a Voronoi Aggregative Process Related
to a Bivariate Poisson Process . . . . . 965--981
X. Gual Arnau and
L. M. Cruz-Orive Consistency in Systematic Sampling . . . 982--992
Margaret S. Mackisack and
Roger E. Miles Homogeneous Rectangular Tessellations 993--1013
P. Vallois The Range of a Simple Random Walk on $
\mathbb {Z} $ . . . . . . . . . . . . . 1014--1033
J. Alfredo López-Mimbela and
Anton Wakolbinger Clumping in Multitype-Branching Trees 1034--1050
Mike Steel and
Larry Goldstein and
Michael S. Waterman A Central Limit Theorem for the
Parsimony Length of Trees . . . . . . . 1051--1071
Jean-Claude Fort and
Gilles Pag\`es Convergence of Stochastic Algorithms:
From the Kushner--Clark Theorem to the
Lyapounov Functional Method . . . . . . 1072--1094
Igor Pikovsky and
Ioannis Karatzas Anticipative Portfolio Optimization . . 1095--1122
K. D. Glazebrook On the Undiscounted Tax Problem with
Precedence Constraints . . . . . . . . . 1123--1144
Sid Browne and
Ward Whitt Portfolio Choice and the Bayesian Kelly
Criterion . . . . . . . . . . . . . . . 1145--1176
Tao Yang and
M. L. Chaudhry On Steady-State Queue Size Distributions
of the Discrete-Time GI/G/1 Queue . . . 1177--1200
Susan H. Xu and
Y. Quennel Zhao Dynamic Routing and Jockeying Controls
in a Two-Station Queueing System . . . . 1201--1226
Anonymous Volume Information . . . . . . . . . . . 1227--1229
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Sven Erick Alm On the Distributions of Scan Statistics
of a Two-Dimensional Poisson Process . . 1--18
T. Bedford and
J. Van Den Berg A Remark on the Van Lieshout and
Baddeley $J$-Function for Point
Processes . . . . . . . . . . . . . . . 19--25
Richard Cowan Shapes of Rectangular Prisms after
Repeated Random Division . . . . . . . . 26--37
J. C. D'Souza and
B. M. Hambly On the Survival Probability of a
Branching Process in a Random
Environment . . . . . . . . . . . . . . 38--55
Frank Ball and
Robin K. Milne and
Ian D. Tame and
Geoffrey F. Yeo Superposition of Interacting Aggregated
Continuous-Time Markov Chains . . . . . 56--91
Frank Ball and
Sue Davies Clustering of Bursts of Openings in
Markov and Semi-Markov Models of Single
Channel Gating . . . . . . . . . . . . . 92--113
Linn I. Sennott The Computation of Average Optimal
Policies in Denumerable State Markov
Decision Chains . . . . . . . . . . . . 114--137
Roland Perfekt Extreme Value Theory for a Class of
Markov Chains with Values in $ R^d $ . . 138--164
Marc Chesney and
Monique Jeanblanc-Picqué and
Marc Yor Brownian Excursions and Parisian Barrier
Options . . . . . . . . . . . . . . . . 165--184
M. Kijima and
M. G. Nair and
P. K. Pollett and
E. A. Van Doorn Limiting Conditional Distributions for
Birth--Death Processes . . . . . . . . . 185--204
P. J. Brockwell and
R. J. Williams On the Existence and Application of
Continuous-Time Threshold
Autoregressions of Order Two . . . . . . 205--227
Alain Latour The Multivariate GINAR(p) Process . . . 228--248
Jacques Istas and
Catherine Laredo Estimating Functionals of a Stochastic
Process . . . . . . . . . . . . . . . . 249--270
Sidney Resnick and
C\uat\ualin St\uaric\ua Smoothing the Hill Estimator . . . . . . 271--293
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Robert J. Adler and
Ron Pyke Scanning Brownian Processes . . . . . . 295--326
J. Quintanilla and
S. Torquato Clustering in a Continuum Percolation
Model . . . . . . . . . . . . . . . . . 327--336
Yiping Chen and
Nozer D. Singpurwalla Unification of Software Reliability
Models by Self-Exciting Point Processes 337--352
Quansheng Liu Sur une équation fonctionnelle et ses
applications: une extension du théor\`eme
de Kesten--Stigum concernant des
processus de branchement. (French) [On a
functional equation and its
applications: an extension of the
theorem of Kesten--Stigum concerning
branching processes] . . . . . . . . . . 353--373
V. Cekanavicius Asymptotic Expansions in the Exponent: A
Compound Poisson Approach . . . . . . . 374--387
Eitan Altman and
Arie Hordijk Applications of Borovkov's Renovation
Theory to Non-Stationary Stochastic
Recursive Sequences and Their Control 388--413
Alfred Müller Stochastic Orders Generated by
Integrals: A Unified Study . . . . . . . 414--428
Alfred Müller Integral Probability Metrics and Their
Generating Classes of Functions . . . . 429--443
Jean Mairesse Products of Irreducible Random Matrices
in the (max, +) Algebra . . . . . . . . 444--477
J. V. Deshpande and
S. R. Karia Bounds for the Joint Survival and
Incidence Functions through Coherent
System Data . . . . . . . . . . . . . . 478--497
Hanqin Zhang Strong Approximations of Irreducible
Closed Queueing Networks . . . . . . . . 498--522
Masakiyo Miyazawa and
Peter G. Taylor A Geometric Product-Form Distribution
for a Queueing Network with Non-Standard
Batch Arrivals and Batch Transfers . . . 523--544
Naoto Miyoshi and
Toshiharu Hasegawa Smoothed Perturbation Analysis for
Single-Server Queues with Some General
Service Disciplines . . . . . . . . . . 545--566
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Martin J. B. Appel and
Ralph P. Russo The Maximum Vertex Degree of a Graph on
Uniform Points in $ [0, 1]^d $ . . . . . 567--581
Martin J. B. Appel and
Ralph P. Russo The Minimum Vertex Degree of a Graph on
Uniform Points in $ [0, 1]^d $ . . . . . 582--594
Lev B. Klebanov and
Svetlozar T. Rachev Computer Tomography and Quantum
Mechanics . . . . . . . . . . . . . . . 595--606
L. G. Hanin and
S. T. Rachev and
A. D. Tsodikov and
A. Yu. Yakovlev A Stochastic Model of Carcinogenesis and
Tumor Size at Detection . . . . . . . . 607--628
Fengzhu Sun and
Michael S. Waterman Whole Genome Amplification and Branching
Processes . . . . . . . . . . . . . . . 629--668
M. Cramer Stochastic Analysis of `Simultaneous
Merge-Sort' . . . . . . . . . . . . . . 669--694
C. D. Fuh Corrected Diffusion Approximations for
Ruin Probabilities in a Markov Random
Walk . . . . . . . . . . . . . . . . . . 695--712
Shiowjen Lee and
J. Lynch Total Positivity of Markov Chains and
the Failure Rate Character of Some First
Passage Times . . . . . . . . . . . . . 713--732
H. R. Gail and
S. L. Hantler and
B. A. Taylor Non-Skip-Free M/G/1 and G/M/1 Type
Markov Chains . . . . . . . . . . . . . 733--758
Paul D. Feigin and
Sidney I. Resnick Linear Programming Estimators and
Bootstrapping for Heavy Tailed Phenomena 759--805
A. Simonian and
J. W. Roberts and
F. Théberge and
R. Mazumdar Asymptotic Estimates for Blocking
Probabilities in a Large Multi-Rate Loss
Network . . . . . . . . . . . . . . . . 806--829
Laurent Truffet Near Complete Decomposability: Bounding
the Error by a Stochastic Comparison
Method . . . . . . . . . . . . . . . . . 830--855
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
D. J. Gates Stationary States of a Directed Planar
Growth Process . . . . . . . . . . . . . 857--877
Anish Sarkar Co-Existence of the Occupied and Vacant
Phase in Boolean Models in Three or More
Dimensions . . . . . . . . . . . . . . . 878--889
Wolfgang Weil On the Mean Shape of Particle Processes 890--908
Frank Ball Empirical Clustering of Bursts of
Openings in Markov and Semi-Markov
Models of Single Channel Gating
Incorporating Time Interval Omission . . 909--946
Valeri T. Stefanov and
Geoffrey F. Yeo Explicit Asymptotic Results for Open
Times in Ion Channel Models . . . . . . 947--964
Jostein Paulsen and
Håkon K. Gjessing Ruin Theory with Stochastic Return on
Investments . . . . . . . . . . . . . . 965--985
D. Huang Stochastic FM Models and Non-Linear Time
Series Analysis . . . . . . . . . . . . 986--1003
Wei Shi Lim A Rendezvous-Evasion Game on Discrete
Locations with Joint Randomization . . . 1004--1017
James Ledoux and
Gerardo Rubino Simple Formulae for Counting Processes
in Reliability Models . . . . . . . . . 1018--1038
Vinod Sharma Approximations of General Discrete Time
Queues by Discrete Time Queues with
Arrivals Modulated by Finite Chains . . 1039--1059
Chia-Li Wang Light Traffic Approximations for
Regenerative Queueing Processes . . . . 1060--1080
Anonymous Volume Information . . . . . . . . . . . 1081--1083
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Jesper Mòller and
Rasmus Plenge Waagepetersen Markov Connected Component Fields . . . 1--35
G. Last and
R. Schassberger On the Distribution of the Spherical
Contact Vector of Stationary Germ-Grain
Models . . . . . . . . . . . . . . . . . 36--52
Huiling Le On the Consistency of Procrustean Mean
Shapes . . . . . . . . . . . . . . . . . 53--63
Håvard Rue and
Anne Randi Syversveen Bayesian Object Recognition with
Baddeley's Delta Loss . . . . . . . . . 64--84
Quansheng Liu Fixed Points of a Generalized Smoothing
Transformation and Applications to the
Branching Random Walk . . . . . . . . . 85--112
Andreas Rudolph A Central Limit Theorem for Random
Coefficient Autoregressive Models and
ARCH/GARCH Models . . . . . . . . . . . 113--121
E. J. Collins and
J. M. McNamara Finite-Horizon Dynamic Optimisation When
the Terminal Reward Is a Concave
Functional of the Distribution of the
Final State . . . . . . . . . . . . . . 122--136
Odile Brandi\`ere The Dynamic System Method and the Traps 137--151
Helmut Willie Periodic Steady State of Loss Systems
with Periodic Inputs . . . . . . . . . . 152--166
Robert Illsley The Moments of the Number of Exits from
a Simply Connected Region . . . . . . . 167--180
P. S. Griffin and
R. A. Maller On the Rate of Growth of the Overshoot
and the Maximum Partial Sum . . . . . . 181--196
Anthony W. Ledford and
Jonathan A. Tawn Concomitant Tail Behaviour for Extremes 197--215
Sid Browne The Return on Investment from
Proportional Portfolio Strategies . . . 216--238
Rainer Buckdahn and
Ying Hu Hedging Contingent Claims for a Large
Investor in an Incomplete Market . . . . 239--255
Carlos A. Sin Complications with Stochastic Volatility
Models . . . . . . . . . . . . . . . . . 256--268
Anonymous Correction: Homogeneous Gaussian Markov
Processes on General Lattices . . . . . 269--269
Anonymous Correction: Convergence of Stochastic
Algorithms: From the Kushner--Clark
Theorem to the Lyapounov Functional
Method . . . . . . . . . . . . . . . . . 270--270
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . 271--271
Luis M. Cruz-Orive Introduction . . . . . . . . . . . . . . 272--272
A. J. Baddeley and
R. Turner Practical Maximum Pseudolikelihood for
Spatial Point Patterns . . . . . . . . . 273--273
Viktor Benes Marginal Problems in Stereology . . . . 273--274
Joël Chadoeuf and
Rachid Senoussi and
Jian-Feng Yao Parametric Estimation in Boolean Segment
Processes by a Restoration-Estimation
Method . . . . . . . . . . . . . . . . . 274--275
Rodney Coleman The Crossing of Random Secants . . . . . 275--276
Luis M. Cruz-Orive The Rods Problem . . . . . . . . . . . . 276--277
Robert T. Dehoff Topological and Metric Changes during
Tessellation Evolution in Two
Dimensional Grain Growth . . . . . . . . 277--278
Richard D. Gill Coarsening at Random . . . . . . . . . . 278--279
Ute Hahn Estimation of Local Density in Gradient
Surface and Fibre Processes . . . . . . 279--280
Hans-Karl Hummel and
Joachim Ohser Flow through a Random Tessellation . . . 280--281
Eva B. Vedel Jensen and
Linda Stougaard Nielsen Transformations of Markov Point
Processes . . . . . . . . . . . . . . . 281--281
Markus Kiderlen Blaschke Section Means of Stationary
Random Sets and Particle Processes . . . 281--282
Kiên Kiêu Precision of Systematic Sampling of
Spatial Structures . . . . . . . . . . . 282--283
Jorge Mateu and
Francisco Montes A Comparative Study of Simulation
Methods for Marked Gibbs Processes . . . 283--284
T. Mattfeldt Scale and First-Order Effects in the
Deterministic Analysis of Stationary
Isotropic Volume Processes . . . . . . . 284--284
Joseph Mecke On Moments of Anisotropic Poisson
Polygons . . . . . . . . . . . . . . . . 285--285
Roger E. Miles A Large Class of Random Tessellations
with the Classic Poisson Polygon
Distributions . . . . . . . . . . . . . 285--285
Ilya Molchanov and
Sergei Zuyev Variational Analysis of Functionals of a
Poisson Process . . . . . . . . . . . . 286--286
Werner Nagel and
Viola Weiss Interdependence of Directional
Quantities of Planar Tessellations . . . 286--287
Jòrgen Nielsen The Distribution of Volume Reduction
Induced by Isotropic Projections . . . . 287--288
Joachim Ohser and
Martin Nippe On Stereological Estimation of Particle
Size Distributions . . . . . . . . . . . 288--288
Jan Rataj Determination of Spherical Area Measures
by Means of Dilation Volumes . . . . . . 289--289
Konrad Sandau Estimating Parameters of Point Process
Models Using the $f$L-Function . . . . . 289--290
Katja Schladitz and
Adrian J. Baddeley A Third Order Point Process
Characteristic . . . . . . . . . . . . . 290--290
A. Simó and
E. De Ves Markov Models in Image Analysis. An
Ophthalmic Application . . . . . . . . . 290--291
M. Tanemura and
E. B. Vedel Jensen and
J. Mòller Random Tessellation Network and Some
Inference Problems . . . . . . . . . . . 291--292
Wolfgang Weil Integral Formulas for Support Functions
and Their Use in the Analysis of Boolean
Models . . . . . . . . . . . . . . . . . 292--293
Helen Wilson and
Peter Diggle and
C. Vyvyan Howard Methods for the Analysis of Replicated
Spatial Point Patterns in Clinical
Neuro-Anatomy . . . . . . . . . . . . . 293--294
H. Bräker and
T. Hsing and
N. H. Bingham On the Hausdorff Distance between a
Convex Set and an Interior Random Convex
Hull . . . . . . . . . . . . . . . . . . 295--316
Wilfrid S. Kendall A Diffusion Model for Bookstein Triangle
Shape . . . . . . . . . . . . . . . . . 317--334
Marius Stoka On a Random Variable Related to a System
of Convex Bodies in the Euclidean Space
$ E_n $ . . . . . . . . . . . . . . . . 335--341
Howard M. Taylor and
Dennis E. Sweitzer On the Current Enhancement at the Edge
of a Crack in a Lattice of Resistors . . 342--364
Yiqiang Q. Zhao and
Wei Li and
W. John Braun Infinite Block-Structured Transition
Matrices and Their Properties . . . . . 365--384
Servet Martinez and
Pierre Picco and
Jaime San Martín Domain of Attraction of Quasi-Stationary
Distributions for the Brownian Motion
with Drift . . . . . . . . . . . . . . . 385--408
O. E. Barndorff-Nielsen and
A. E. Koudou Trees with Random Conductivities and the
(Reciprocal) Inverse Gaussian
Distribution . . . . . . . . . . . . . . 409--424
Mohamed Ben Alaya and
Gilles Pag\`es Rate of Convergence for Computing
Expectations of Stopping Functionals of
an $ \alpha $-Mixing Process . . . . . . 425--448
A. D. Barbour and
Sergey Utev Solving the Stein Equation in Compound
Poisson Approximation . . . . . . . . . 449--475
Tuhao Chen Optimal Lower Bounds for Bivariate
Probabilities . . . . . . . . . . . . . 476--492
M. Möhle A Convergence Theorem for Markov Chains
Arising in Population Genetics and the
Coalescent with Selfing . . . . . . . . 493--512
M. Möhle Coalescent Results for Two-Sex
Population Models . . . . . . . . . . . 513--520
Raphaël Cerf Asymptotic Convergence of Genetic
Algorithms . . . . . . . . . . . . . . . 521--550
Rajendran Rajan and
Rajeev Agrawal Concavity of Queueing Systems with NBU
Service Times . . . . . . . . . . . . . 551--567
Sem Borst and
Debasis Mitra Asymptotically Achievable Performance in
ATM Networks . . . . . . . . . . . . . . 568--585
R. D. Van Der Mei and
H. Levy Expected Delay Analysis of Polling
Systems in Heavy Traffic . . . . . . . . 586--602
Anonymous Back Matter . . . . . . . . . . . . . . ??
Lothar Heinrich Contact and Chord Length Distribution of
a Stationary Voronoi Tessellation . . . 603--618
Gérard Letac and
Marco Scarsini Random Nested Tetrahedra . . . . . . . . 619--627
Mathew D. Penrose Extremes for the Minimal Spanning Tree
on Normally Distributed Points . . . . . 628--639
Katy Paroux Quelques théor\`emes centraux limites
pour les processus poissoniens de
droites dans le plan. (French) [Some
central limit theorems for Poissonian
processes of lines in the plane] . . . . 640--656
Zeng-Hu Li Immigration Processes Associated with
Branching Particle Systems . . . . . . . 657--675
Xi-Ren Cao The Maclaurin Series for Performance
Functions of Markov Chains . . . . . . . 676--692
Krishna B. Athreya and
Hye-Jeong Kang Some Limit Theorems for Positive
Recurrent Branching Markov Chains: I . . 693--710
Krishna B. Athreya and
Hye-Jeong Kang Some Limit Theorems for Positive
Recurrent Branching Markov Chains: II 711--722
Eike Born A Point Process Model with Stochastic
Intensities for a Branching Population
of Two Dependent Types . . . . . . . . . 723--739
Anthony G. Pakes A Limit Theorem for the Maxima of the
Para-Critical Simple Branching Process 740--756
Artur Lopes and
Sílvia Lopes Parametric Estimation and Spectral
Analysis of Piecewise Linear Maps of the
Interval . . . . . . . . . . . . . . . . 757--776
Dmitrii S. Silvestrov and
Jozef L. Teugels Limit Theorems for Extremes with Random
Sample Size . . . . . . . . . . . . . . 777--806
Rebecca A. Betensky A Boundary Crossing Probability for the
Bessel Process . . . . . . . . . . . . . 807--830
Wolfgang Stadje Asymptotic Probabilities in a Sequential
Urn Scheme Related to the Matchbox
Problem . . . . . . . . . . . . . . . . 831--849
Michel Bena\"\im and
Jean-Claude Fort and
Gilles Pag\`es Convergence of the One-Dimensional
Kohonen Algorithm . . . . . . . . . . . 850--869
D. Fakinos and
A. Economou Overall Station Balance and
Decomposability for Non-Markovian
Queueing Networks . . . . . . . . . . . 870--887
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Ximo Gual Arnau and
Luis M. Cruz-Orive Variance Prediction under Systematic
Sampling with Geometric Probes . . . . . 889--903
Ute Hahn and
Dietrich Stoyan Unbiased Stereological Estimation of the
Surface Area of Gradient Surface
Processes . . . . . . . . . . . . . . . 904--920
J. Mecke Inequalities for Mixed Stationary
Poisson Hyperplane Tessellations . . . . 921--928
Anish Sarkar Finite Clusters in High Density Boolean
Models with Balls of Varying Sizes . . . 929--947
C. Jacob and
J. Peccoud Estimation of the Parameters of a
Branching Process from Migrating
Binomial Observations . . . . . . . . . 948--967
P. H. Baxendale and
R. Z. Khasminskii Stability Index for Products of Random
Transformations . . . . . . . . . . . . 968--988
O. E. Barndorff-Nielsen and
J. L. Jensen and
M. Sòrensen Some Stationary Processes in Discrete
and Continuous Time . . . . . . . . . . 989--1007
Harri Nyrhinen Rough Descriptions of Ruin for a General
Class of Surplus Processes . . . . . . . 1008--1026
Philippe Picard A Semi-Hybrid Model for Malaria with
Limited Superinfection . . . . . . . . . 1027--1057
Nozer D. Singpurwalla and
Simon P. Wilson Failure Models Indexed by Two Scales . . 1058--1072
Wei Li and
W. John Braun and
Yiqiang Q. Zhao Stochastic Scheduling on a Repairable
Machine with Erlang Uptime Distribution 1073--1088
Günter Last and
Ryszard Szekli Asymptotic and Monotonicity Properties
of Some Repairable Systems . . . . . . . 1089--1110
Hideaki Yamashita and
Masakiyo Miyazawa Geometric Product Form Queueing Networks
with Concurrent Batch Movements . . . . 1111--1129
Noah Gans and
Garrett Van Ryzin Optimal Dynamic Scheduling of a General
Class of Parallel-Processing Queueing
Systems . . . . . . . . . . . . . . . . 1130--1156
Anonymous Volume Information . . . . . . . . . . . 1157--1160
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Francis K. C. Chen and
Richard Cowan Invariant Distributions for Shapes in
Sequences of Randomly-Divided Rectangles 1--14
Martin B. Hansen and
Adrian J. Baddeley and
Richard D. Gill First Contact Distributions for Spatial
Patterns: Regularity and Estimation . . 15--33
Irene Hueter The Convex Hull of Samples from
Self-Similar Distributions . . . . . . . 34--47
Kiên Kiêu and
Marianne Mora Estimating the Reduced Moments of a
Random Measure . . . . . . . . . . . . . 48--62
Rolf Schneider A Duality for Poisson Flats . . . . . . 63--68
Elke Thönnes Perfect Simulation of Some Point
Processes for the Impatient User . . . . 69--87
Klaus Fleischmann and
Vladimir A. Vatutin Reduced Subcritical Galton--Watson
Processes in a Random Environment . . . 88--111
Jostein Paulsen and
Arne Hove Markov Chain Monte Carlo Simulation of
the Distribution of Some Perpetuities 112--134
Jinwoo Choe and
Ness B. Shroff On the Supremum Distribution of
Integrated Stationary Gaussian Processes
with Negative Linear Drift . . . . . . . 135--157
Vladimir Piterbarg and
Igor Rychlik Central Limit Theorem for
Wave-Functionals of Gaussian Processes 158--177
Frans A. Boshuizen and
Robert P. Kertz Smallest-Fit Selection of Random Sizes
under a Sum Constraint: Weak Convergence
and Moment Comparisons . . . . . . . . . 178--198
J. M. C. Clark and
V. Katsouros Stably Coalescent Stochastic Froths . . 199--219
Mikael Andersson The Asymptotic Final Size Distribution
of Multitype Chain-Binomial Epidemic
Processes . . . . . . . . . . . . . . . 220--234
Tomasz Rolski and
Sabine Schlegel and
Volker Schmidt Asymptotics of Palm-Stationary Buffer
Content Distributions in Fluid Flow
Queues . . . . . . . . . . . . . . . . . 235--253
Cheng-Shang Chang and
David D. Yao and
Tim Zajic Large Deviations, Moderate Deviations,
and Queues with Long-Range Dependent
Input . . . . . . . . . . . . . . . . . 254--278
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Y. C. Chin and
A. J. Baddeley On Connected Component Markov Point
Processes . . . . . . . . . . . . . . . 279--282
Lothar Heinrich and
Ilya S. Molchanov Central Limit Theorem for a Class of
Random Measures Associated with
Germ-Grain Models . . . . . . . . . . . 283--314
W. S. Kendall and
M. N. M. Van Lieshout and
A. J. Baddeley Quermass-Interaction Processes:
Conditions for Stability . . . . . . . . 315--342
A. M. Mathai Random $p$-Content of a
$p$-Parallelotope in Euclidean $n$-Space 343--354
Sergei Zuyev Stopping Sets: Gamma-Type Results and
Hitting Properties . . . . . . . . . . . 355--366
Robert M. Burton and
David C. Plaehn One-Dimensional Kohonen Maps Are
Super-Stable with Exponential Rate . . . 367--393
Predrag R. Jelenkovi\'c and
Aurel A. Lazar Asymptotic Results for Multiplexing
Subexponential On-off Processes . . . . 394--421
Sòren Asmussen and
Hanspeter Schmidli and
Volker Schmidt Tail Probabilities for Non-Standard Risk
and Queueing Processes with
Subexponential Jumps . . . . . . . . . . 422--447
Hsien-Kuei Hwang Asymptotics of Poisson Approximation to
Random Discrete Distributions: An
Analytic Approach . . . . . . . . . . . 448--491
Jose A. Adell and
Ana Perez-Palomares Stochastic Orders in Preservation
Properties by Bernstein-Type Operators 492--509
I-Ping Tu and
David Siegmund The Maximum of a Function of a Markov
Chain and Application to Linkage
Analysis . . . . . . . . . . . . . . . . 510--531
Claude Lef\`evre and
Philippe Picard Abel-Gontcharoff Pseudopolynomials and
the Exact Final Outcome of SIR Epidemic
Models (III) . . . . . . . . . . . . . . 532--550
Sid Browne Reaching Goals by a Deadline: Digital
Options and Continuous-Time Active
Portfolio Management . . . . . . . . . . 551--577
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
J. Cao The Size of the Connected Components of
Excursion Sets of $ \chi^2 $, $t$ and
$F$ Fields . . . . . . . . . . . . . . . 579--595
T. K. Chalker and
A. P. Godbole and
P. Hitczenko and
J. Radcliff and
O. G. Ruehr On the Size of a Random Sphere of
Influence Graph . . . . . . . . . . . . 596--609
D. J. Daley and
H. Stoyan and
D. Stoyan The Volume Fraction of a Poisson Germ
Model with Maximally Non-Overlapping
Spherical Grains . . . . . . . . . . . . 610--624
Tilmann Gneiting Isotropic Correlation Functions on
$d$-Dimensional Balls . . . . . . . . . 625--631
K. McGivney and
J. E. Yukich Asymptotics for Geometric Location
Problems over Random Samples . . . . . . 632--642
David Vere-Jones On the Fractal Dimensions of Point
Patterns . . . . . . . . . . . . . . . . 643--663
Viola Weiss and
Werner Nagel Interdependences of Directional
Quantities of Planar Tessellations . . . 664--678
Konstantin E. Avrachenkov and
Jean B. Lasserre The Fundamental Matrix of Singularly
Perturbed Markov Chains . . . . . . . . 679--697
Miklós Csörg\Ho and
Hao Yu Weak Approximations for Empirical Lorenz
Curves and Their Goldie Inverses of
Stationary Observations . . . . . . . . 698--719
Hans Garmo Asymptotic Properties of the
Connectivity Number of Random Railways 720--741
Philippe Picard and
Claude Lef\`evre On the Algebraic Structure in Markovian
Processes of Death and Epidemic Types 742--757
B. Beck and
A. R. Dabrowski and
D. R. McDonald A Unified Approach to Fast Teller Queues
and ATM . . . . . . . . . . . . . . . . 758--787
W\ladys\law Szczotka Tightness of the Stationary Waiting Time
in Heavy Traffic . . . . . . . . . . . . 788--794
Murat Alanyali Three Management Policies for a Resource
with Partition Constraints . . . . . . . 795--818
D. Crisan and
P. Del Moral and
T. J. Lyons Interacting Particle Systems
Approximations of the
Kushner-Stratonovitch Equation . . . . . 819--838
Aidan Sudbury Hunting Submartingales in the Jumping
Voter Model and the Biased Annihilating
Branching Process . . . . . . . . . . . 839--854
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Kalle Åström and
Anders Heyden Stochastic Analysis of Image
Acquisition, Interpolation and
Scale-Space Smoothing . . . . . . . . . 855--894
Etienne Bertin and
Jean-Michel Billiot and
Remy Drouilhet Existence of `Nearest-Neighbour' Spatial
Gibbs Models . . . . . . . . . . . . . . 895--909
Bartlomiej Blaszczyszyn and
Christian Rau and
Volker Schmidt Bounds for Clump Size Characteristics in
the Boolean Model . . . . . . . . . . . 910--928
Anders Brix Generalized Gamma Measures and
Shot-Noise Cox Processes . . . . . . . . 929--953
Richard Cowan and
Francis K. C. Chen Four Interesting Problems concerning
Markovian Shape Sequences . . . . . . . 954--968
Sungchul Lee The Central Limit Theorem for Euclidean
Minimal Spanning Trees II . . . . . . . 969--984
Jòrgen Nielsen The Distribution of Volume Reductions
Induced by Isotropic Random Projections 985--994
Katja Schladitz Surprising Optimal Estimators for the
Area Fraction . . . . . . . . . . . . . 995--1001
Joseph T. Chang Recent Common Ancestors of All
Present-Day Individuals . . . . . . . . 1002--1026
Peter Donnelly and
Carsten Wiuf and
Jotun Hein and
Montgomery Slatkin and
W. J. Ewens and
J. F. C. Kingman Discussion: Recent Common Ancestors of
All Present-Day Individuals . . . . . . 1027--1035
Joseph T. Chang Reply to Discussants: Recent Common
Ancestors of All Present-Day Individuals 1036--1038
J. M. Angulo and
M. D. Ruiz-Medina Multi-Resolution Approximation to the
Stochastic Inverse Problem . . . . . . . 1039--1057
Jean-Luc Prigent Incomplete Markets: Convergence of
Options Values under the Minimal
Martingale Measure . . . . . . . . . . . 1058--1077
Bruno Bassan and
Fabio Spizzichino Stochastic Comparisons for Residual
Lifetimes and Bayesian Notions of
Multivariate Ageing . . . . . . . . . . 1078--1094
Hyun-Soo Ahn and
Izak Duenyas and
Rachel Q. Zhang Optimal Stochastic Scheduling of a
Two-Stage Tandem Queue with Parallel
Servers . . . . . . . . . . . . . . . . 1095--1117
Duan-Shin Lee On the Optimality and the Asymptotic
Optimality of the Smallest Weighted
Available Buffer Policy . . . . . . . . 1118--1150
Anonymous Volume Information . . . . . . . . . . . 1151--1154
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
F. Baccelli and
K. Tchoumatchenko and
S. Zuyev Markov Paths on the Poisson--Delaunay
Graph with Applications to Routeing in
Mobile Networks . . . . . . . . . . . . 1--18
A. D. Barbour and
Marianne Månsson Compound Poisson Approximation and the
Clustering of Random Points . . . . . . 19--38
Olle Häggström Markov Random Fields and Percolation on
General Graphs . . . . . . . . . . . . . 39--66
Andrew Hayen and
Malcolm Quine The Proportion of Triangles in a
Poisson--Voronoi Tessellation of the
Plane . . . . . . . . . . . . . . . . . 67--74
S. Rao Jammalamadaka and
Mathew D. Penrose Poisson Limits for Pairwise and Area
Interaction Point Processes . . . . . . 75--85
Wilfrid S. Kendall Stationary Countable Dense Random Sets 86--100
Huiling Le and
Alfred Kume The Fréchet Mean Shape and the Shape of
the Means . . . . . . . . . . . . . . . 101--113
Katja Schladitz Estimation of the Intensity of
Stationary Flat Processes . . . . . . . 114--139
Seiji Hiraba Jump-Type Fleming--Viot Processes . . . 140--158
Markus Bachmann Limit Theorems for the Minimal Position
in a Branching Random Walk with
Independent Logconcave Displacements . . 159--176
K. S. Chong and
Richard Cowan and
Lars Holst The Ruin Problem and Cover Times of
Asymmetric Random Walks and Brownian
Motions . . . . . . . . . . . . . . . . 177--192
François Baccelli and
Dohy Hong Analyticity of Iterates of Random
Non-Expansive Maps . . . . . . . . . . . 193--220
A. P. Zwart A Fluid Queue with a Finite Buffer and
Subexponential Input . . . . . . . . . . 221--243
V. Dumas and
A. Simonian Asymptotic Bounds for the Fluid Queue
Fed by Sub-Exponential On/Off Sources 244--255
Charles Knessl Exact and Asymptotic Solutions to a PDE
That Arises in Time-Dependent Queues . . 256--283
Xiuli Chao and
Masakiyo Miyazawa Queueing Networks with Instantaneous
Movements: A Unified Approach by
Quasi-Reversibility . . . . . . . . . . 284--313
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Noel Cressie and
Andrew B. Lawson Hierarchical Probability Models and
Bayesian Analysis of Mine Locations . . 315--330
Peter J. Diggle and
Jorge Mateu and
Helen E. Clough A Comparison between Parametric and
Non-Parametric Approaches to the
Analysis of Replicated Spatial Point
Patterns . . . . . . . . . . . . . . . . 331--343
Asger Hobolth and
Eva B. Vedel Jensen Modelling Stochastic Changes in Curve
Shape, with an Application to Cancer
Diagnostics . . . . . . . . . . . . . . 344--362
Marie-Ange Remiche Asymptotic Independence of Counts in
Isotropic Planar Point Processes of
Phase-Type . . . . . . . . . . . . . . . 363--375
Sòren Asmussen and
Offer Kella A Multi-Dimensional Martingale for
Markov Additive Processes and Its
Applications . . . . . . . . . . . . . . 376--393
J.-F. Yao and
J.-G. Attali On Stability of Nonlinear AR Processes
with Markov Switching . . . . . . . . . 394--407
F. Champagnat and
J. Idier On the Correlation Structure of
Unilateral AR Processes on the Plane . . 408--425
Karl Sigman and
Reade Ryan Continuous-Time Monotone Stochastic
Recursions and Duality . . . . . . . . . 426--445
Christiane Cocozza-Thivent and
Michel Roussignol A General Framework for Some Asymptotic
Reliability Formulas . . . . . . . . . . 446--467
Marcel F. Neuts and
Rafael Pérez-Ocón and
Inmaculada Torres-Castro Repairable Models with Operating and
Repair Times Governed by Phase Type
Distributions . . . . . . . . . . . . . 468--479
G. Yin Convergence of a Global Stochastic
Optimization Algorithm with Partial Step
Size Restarting . . . . . . . . . . . . 480--498
Jens Ledet Jensen and
Anne-Mette Krabbe Pedersen Probabilistic Models of DNA Sequence
Evolution with Context Dependent Rates
of Substitution . . . . . . . . . . . . 499--517
David Assaf and
Yuliy Baryshnikov and
Wolfgang Stadje Optimal Strategies in a Risk Selection
Investment Model . . . . . . . . . . . . 518--539
Paul Glasserman and
Hui Wang Discretization of Deflated Bond Prices 540--563
A. A. Puhalskii and
M. I. Reiman The Multiclass GI/PH/N Queue in the
Halfin--Whitt Regime . . . . . . . . . . 564--595
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Y. C. Chin and
A. J. Baddeley Markov Interacting Component Processes 597--619
S. N. Chiu and
C. C. Yin The Time of Completion of a Linear
Birth-Growth Model . . . . . . . . . . . 620--627
Ximo Gual-Arnau and
Luis M. Cruz-Orive Systematic Sampling on the Circle and on
the Sphere . . . . . . . . . . . . . . . 628--647
Yukinao Isokawa Poisson--Voronoi Tessellations in
Three-Dimensional Hyperbolic Spaces . . 648--662
Alfred Kume and
Huiling Le Estimating Fréchet Means in Bookstein's
Shape Space . . . . . . . . . . . . . . 663--674
Bruno Massé On the LLN for the Number of Vertices of
a Random Convex Hull . . . . . . . . . . 675--681
Jeffrey D. Picka Variance Reducing Modifications for
Estimators of Standardized Moments of
Random Sets . . . . . . . . . . . . . . 682--700
Andrew D. Barbour and
Andrea Pugliese On the Variance-to-Mean Ratio in Models
of Parasite Distributions . . . . . . . 701--719
Dimitris Gatzouras On the Lattice Case of an Almost-Sure
Renewal Theorem for Branching Random
Walks . . . . . . . . . . . . . . . . . 720--737
Yung-Pin Chen Which Design Is Better? Ehrenfest Urn
versus Biased Coin . . . . . . . . . . . 738--749
Philippe Flajolet and
Fabrice Guillemin The Formal Theory of Birth-and-Death
Processes, Lattice Path Combinatorics
and Continued Fractions . . . . . . . . 750--778
Ole E. Barndorff-Nielsen and
Fred Espen Benth and
Jens Ledet Jensen Markov Jump Processes with a Singularity 779--799
Y. Feng and
B. Xiao Revenue Management with Two Market
Segments and Reserved Capacity for
Priority Customers . . . . . . . . . . . 800--823
Balaji Prabhakar and
Nicholas Bambos and
T. S. Mountford The Synchronization of Poisson Processes
and Queueing Networks with Service and
Synchronization Nodes . . . . . . . . . 824--843
Wilfrid S. Kendall and
Jesper Mòller Perfect Simulation Using Dominating
Processes on Ordered Spaces, with
Application to Locally Stable Point
Processes . . . . . . . . . . . . . . . 844--865
S. Chadjiconstantinidis and
D. L. Antzoulakos and
M. V. Koutras Joint Distributions of Successes,
Failures and Patterns in Enumeration
Problems . . . . . . . . . . . . . . . . 866--884
Vsevolod K. Malinovskii Probabilities of Ruin When the Safety
Loading Tends to Zero . . . . . . . . . 885--923
Anonymous Back Matter . . . . . . . . . . . . . . 924--924
Anonymous Front Matter . . . . . . . . . . . . . . ??
John E. Hutchinson and
Ludger Rüschendorf Random Fractals and Probability Metrics 925--947
R. Senoussi and
J. Chadoeuf and
D. Allard Weak Homogenization of Point Processes
by Space Deformations . . . . . . . . . 948--959
Tilmann Gneiting Addendum to 'Isotropic Correlation
Functions on $d$-Dimensional Balls' . . 960--961
C. N. Laws and
Y. C. Teh Alternative Routeing in Fully Connected
Queueing Networks . . . . . . . . . . . 962--982
M. Möhle Total Variation Distances and Rates of
Convergence for Ancestral Coalescent
Processes in Exchangeable Population
Models . . . . . . . . . . . . . . . . . 983--993
Michel Denuit and
Claude Lef\`evre and
Moshe Shaked On $s$-Convex Approximations . . . . . . 994--1010
Jaap L. Geluk and
Liang Peng and
Casper G. De Vries Convolutions of Heavy-Tailed Random
Variables and Applications to Portfolio
Diversification and MA(1) Time Series 1011--1026
M. P. Quine and
W. Szczotka A General Linear Birth and Growth Model 1027--1050
D. J. Daley and
T. Rolski and
Rein Vesilo Long-Range Dependent Point Processes and
Their Palm--Khinchin Distributions . . . 1051--1063
F. Javier López and
Servet Martínez and
Gerardo Sanz Stochastic Domination and Markovian
Couplings . . . . . . . . . . . . . . . 1064--1076
J. M. Angulo and
M. D. Ruiz-Medina and
V. V. Anh and
W. Grecksch Fractional Diffusion and Fractional Heat
Equation . . . . . . . . . . . . . . . . 1077--1099
Anthony G. Pakes The Number and Sum of Near-Maxima for
Thin-Tailed Populations . . . . . . . . 1100--1116
R. A. Doney and
R. A. Maller Random Walks Crossing Curved Boundaries:
A Functional Limit Theorem, Stability
and Asymptotic Distributions for Exit
Times and Positions . . . . . . . . . . 1117--1149
Michel Mandjes and
Sem Borst Overflow Behavior in Queues with Many
Long-Tailed Inputs . . . . . . . . . . . 1150--1167
Nikolay Likhanov and
Ravi R. Mazumdar Loss Asymptotics in Large Buffers Fed by
Heterogeneous Long-Tailed Sources . . . 1168--1189
Dominique Jeulin Obituary: Georges Matheron . . . . . . . 1190--1192
Anonymous Volume Information . . . . . . . . . . . 1193--1197
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
A. D. Barbour and
V. Schmidt On Laslett's Transform for the Boolean
Model . . . . . . . . . . . . . . . . . 1--5
Markus Kiderlen Non-Parametric Estimation of the
Directional Distribution of Stationary
Line and Fibre Processes . . . . . . . . 6--24
Rolf Schneider On the Mean Normal Measures of a
Particle Process . . . . . . . . . . . . 25--38
Wolfgang Weil Densities of Mixed Volumes for Boolean
Models . . . . . . . . . . . . . . . . . 39--60
David Perry and
Wolfgang Stadje Disasters in a Markovian Inventory
System for Perishable Items . . . . . . 61--75
José Niño-Mora Restless Bandits, Partial Conservation
Laws and Indexability . . . . . . . . . 76--98
Frank Ball and
Owen D. Lyne Stochastic Multitype SIR Epidemics among
a Population Partitioned into Households 99--123
A. Khorunzhy Sparse Random Matrices: Spectral Edge
and Statistics of Rooted Trees . . . . . 124--140
Robert Illsley The Excursions of a Stationary Gaussian
Process outside a Large Two-Dimensional
Region . . . . . . . . . . . . . . . . . 141--159
Ole E. Barndorff-Nielsen and
Jan Pedersen and
Ken-Iti Sato Multivariate Subordination,
Self-Decomposability and Stability . . . 160--187
Servet Martínez and
Bernard Ycart Decay Rates and Cutoff for Convergence
and Hitting Times of Markov Chains with
Countably Infinite State Space . . . . . 188--205
Xiaoyue Jiang and
Viliam Makis and
Andrew K. S. Jardine Optimal Repair/Replacement Policy for a
General Repair Model . . . . . . . . . . 206--222
Daniel Dufresne The Integral of Geometric Brownian
Motion . . . . . . . . . . . . . . . . . 223--241
F. Mendivil and
R. Shonkwiler and
M. C. Spruill Restarting Search Algorithms with
Applications to Simulated Annealing . . 242--259
Michel Mandjes and
Jeong-Han Kim Analysis of a Phase Transition
Phenomenon in Packet Networks . . . . . 260--280
Hailiang Yang and
Lianzeng Zhang Spectrally Negative Lévy Processes with
Applications in Risk Theory . . . . . . 281--291
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
François Baccelli and
Bartlomiej Blaszczyszyn On a Coverage Process Ranging from the
Boolean Model to the Poisson--Voronoi
Tessellation with Applications to
Wireless Communications . . . . . . . . 293--323
Huiling Le Locating Fréchet Means with Application
to Shape Spaces . . . . . . . . . . . . 324--338
M. N. M. Van Lieshout and
E. W. Van Zwet Exact Sampling from Conditional Boolean
Models with Applications to Maximum
Likelihood Inference . . . . . . . . . . 339--353
Richard A. Vitale Intrinsic Volumes and Gaussian Processes 354--364
R. T. Dunn and
K. D. Glazebrook The Performance of Index-Based Policies
for Bandit Problems with Stochastic
Machine Availability . . . . . . . . . . 365--390
Didier Piau Processus de Branchement en Champ Moyen
et Réaction PCR. (French) [Branching
processes in mean field and the PCR
reaction] . . . . . . . . . . . . . . . 391--403
Hui Wang Some Control Problems with Random
Intervention Times . . . . . . . . . . . 404--422
Laura M. Morato and
Paola Siri A Stochastic Algorithm to Compute
Optimal Probabilities in the Chaos Game 423--436
József Bukszár Upper Bounds for the Probability of a
Union by Multitrees . . . . . . . . . . 437--452
E. Di Nardo and
A. G. Nobile and
E. Pirozzi and
L. M. Ricciardi A Computational Approach to
First-Passage-Time Problems for
Gauss--Markov Processes . . . . . . . . 453--482
Pieter Allaart and
Michael Monticino Optimal Stopping Rules for Directionally
Reinforced Processes . . . . . . . . . . 483--504
James Ledoux and
Laurent Truffet Markovian Bounds on Functions of Finite
Markov Chains . . . . . . . . . . . . . 505--519
O. J. Boxma and
I. A. Kurkova The M/G/1 Queue with Two Service Speeds 520--540
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Martin B. Hansen and
Erik W. Van Zwet Nonparametric Estimation of the Chord
Length Distribution . . . . . . . . . . 541--558
Salme Kärkkäinen and
Antti Penttinen and
Nikolai G. Ushakov and
Alexandra P. Ushakova Estimation of Orientation Characteristic
of Fibrous Material . . . . . . . . . . 559--575
Joseph Mecke and
Dietrich Stoyan The Specific Connectivity Number of
Random Networks . . . . . . . . . . . . 576--583
Eugene Spodarev On the Rose of Intersections of
Stationary Flat Processes . . . . . . . 584--599
Prakash Gorroochurn Post-Data Inference of Coalescence Times
and Segregating-Site Distribution in a
Two-Island Model with Symmetric
Migration . . . . . . . . . . . . . . . 600--616
Tilmann Gneiting and
Zoltán Sasvári and
Martin Schlather Analogies and Correspondences between
Variograms and Covariance Functions . . 617--630
Filemon Ramirez-Perez and
Robert Serfling Shot Noise on Cluster Processes with
Cluster Marks, and Studies of Long Range
Dependence . . . . . . . . . . . . . . . 631--651
Cheng-Der Fuh and
Tze Leung Lai Asymptotic Expansions in
Multidimensional Markov Renewal Theory
and First Passage Times for Markov
Random Walks . . . . . . . . . . . . . . 652--673
Gordon E. Willmot and
Jun Cai and
X. Sheldon Lin Lundberg Inequalities for Renewal
Equations . . . . . . . . . . . . . . . 674--689
Antonio Di Crescenzo On Random Motions with Velocities
Alternating at Erlang-Distributed Random
Times . . . . . . . . . . . . . . . . . 690--701
Estate Khmaladze and
Eka Shinjikashvili Calculation of Noncrossing Probabilities
for Poisson Processes and Its
Corollaries . . . . . . . . . . . . . . 702--716
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Amparo Baíllo and
Antonio Cuevas On the Estimation of a Star-Shaped Set 717--726
A. D. Barbour and
A. Xia The Number of Two-Dimensional Maxima . . 727--750
S. N. Chiu and
M. P. Quine Central Limit Theorem for
Germination-Growth Models in $ R^d $
with Non-Poisson Locations . . . . . . . 751--755
Estate Khmaladze and
N. Toronjadze On the Almost Sure Coverage Property of
Voronoi Tessellation: The $ R^1 $ Case 756--764
Tomás Mrkvicka Estimation Variances for Poisson
Processes of Compact Sets . . . . . . . 765--772
Keith J. Worsley Testing for Signals with Unknown
Location and Scale in a $ \chi^2 $
Random Field, with an Application to
fMRI . . . . . . . . . . . . . . . . . . 773--793
Carl Chiarella and
Sara Pasquali and
Wolfgang J. Runggaldier On Filtering in Markovian Term Structure
Models: An Approximation Approach . . . 794--809
Craig L. Zirbel Lagrangian Observations of Homogeneous
Random Environments . . . . . . . . . . 810--835
Han S. Kim and
Ness B. Shroff On the Asymptotic Relationship between
the Overflow Probability and the Loss
Ratio . . . . . . . . . . . . . . . . . 836--863
Raúl Gouet and
F. Javier López and
Miguel San Miguel A Martingale Approach to Strong
Convergence of the Number of Records . . 864--873
Julien Barral Generalized Vector Multiplicative
Cascades . . . . . . . . . . . . . . . . 874--895
K. V. Mitov and
N. M. Yanev Limit Theorems for Alternating Renewal
Processes in the Infinite Mean Case . . 896--911
M. Menshikov and
V. Sidoravicius and
M. Vachkovskaia A Note on Two-Dimensional Truncated
Long-Range Percolation . . . . . . . . . 912--929
R. L. Paige Classification and Lumpability in the
Stochastic Hopfield Model . . . . . . . 930--943
Anonymous Volume Information . . . . . . . . . . . 944--946
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Martin J. B. Appel and
Christopher A. Najim and
Ralph P. Russo Limit Laws for the Diameter of a Random
Point Set . . . . . . . . . . . . . . . 1--10
Wilfried Gille The Set Covariance of a Dead Leaves
Model . . . . . . . . . . . . . . . . . 11--20
Daniel Hug and
Günter Last and
Wolfgang Weil Generalized Contact Distributions of
Inhomogeneous Boolean Models . . . . . . 21--47
Rahul Roy and
Hideki Tanemura Critical Intensities of Boolean Models
with Different Underlying Convex Shapes 48--57
Kavita Ramanan and
Anirvan Sengupta and
Ilze Ziedins and
Partha Mitra Markov Random Field Models of
Multicasting in Tree Networks . . . . . 58--84
Vincent Dumas and
Fabrice Guillemin and
Philippe Robert A Markovian Analysis of
Additive-Increase
Multiplicative-Decrease Algorithms . . . 85--111
Henrik Fagerholm and
Göran Högnäs Stability Classification of a Ricker
Model with Two Random Parameters . . . . 112--127
Ananda P. N. Weerasinghe Stationary Stochastic Control for Itô
Processes . . . . . . . . . . . . . . . 128--140
Paul Dupuis and
Hui Wang Optimal Stopping with Random
Intervention Times . . . . . . . . . . . 141--157
Takis Konstantopoulos and
Gregory S. Richardson Conditional Limit Theorems for
Spectrally Positive Lévy Processes . . . 158--178
Alwin Stegeman Extremal Behavior of Heavy-Tailed
ON-Periods in a Superposition of ON/OFF
Processes . . . . . . . . . . . . . . . 179--204
P. Brémaud and
L. Massoulié Power Spectra of General Shot Noises and
Hawkes Point Processes with a Random
Excitation . . . . . . . . . . . . . . . 205--222
A. D. Barbour and
S. Y. Novak and
A. Xia Compound Poisson Approximation for the
Distribution of Extremes . . . . . . . . 223--240
Félix Belzunce and
Eva-María Ortega and
José M. Ruiz On Ageing Properties of First-Passage
Times of Increasing Markov Processes . . 241--259
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Gabriele Bianchi Determining Convex Polygons from Their
Covariograms . . . . . . . . . . . . . . 261--266
Anders Brix and
Wilfrid S. Kendall Simulation of Cluster Point Processes
without Edge Effects . . . . . . . . . . 267--280
A. Hayen and
M. P. Quine Areas of Components of a Voronoi Polygon
in a Homogeneous Poisson Process in the
Plane . . . . . . . . . . . . . . . . . 281--291
M. V. Menshikov and
K. A. Rybnikov and
S. E. Volkov The Loss of Tension in an Infinite
Membrane with Holes Distributed
According to a Poisson Law . . . . . . . 292--312
Nicole Bäuerle Optimal Control of Queueing Networks: An
Approach via Fluid Models . . . . . . . 313--328
Bin Liu and
Attahiru Sule Alfa A Fluid Model with Data Message
Discarding . . . . . . . . . . . . . . . 329--348
Michael V. Boutsikas and
Eutichia Vaggelatou On the Distance between Convex-Ordered
Random Variables, with Applications . . 349--374
Nadine Guillotin-Plantard Large Deviations for a Markov Chain in a
Random Landscape . . . . . . . . . . . . 375--393
Edward Omey and
Jef L. Teugels Weighted Renewal Functions: A
Hierarchical Approach . . . . . . . . . 394--415
Ulrich Horst Asymptotics of Locally-Interacting
Markov Chains with Global Signals . . . 416--440
Luc Devroye and
Ralph Neininger Density Approximation and Exact
Simulation of Random Variables That Are
Solutions of Fixed-Point Equations . . . 441--468
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Ximo Gual-Arnau and
Luis M. Cruz-Orive Variance Prediction for Pseudosystematic
Sampling on the Sphere . . . . . . . . . 469--483
Asger Hobolth and
Eva B. Vedel Jensen A Note on Design-Based versus
Model-Based Variance Estimation in
Stereology . . . . . . . . . . . . . . . 484--490
H. Ishii and
T. Mikami A Two-Dimensional Random Crystalline
Algorithm for Gauss Curvature Flow . . . 491--504
Markus Kiderlen Determination of the Mean Normal Measure
from Isotropic Means of Flat Sections 505--519
Tomasz Schreiber Variance Asymptotics and Central Limit
Theorems for Volumes of Unions of Random
Closed Sets . . . . . . . . . . . . . . 520--539
Eckhard Platen Arbitrage in Continuous Complete Markets 540--558
Haiyan Huang Error Bounds on Multivariate Normal
Approximations for Word Count Statistics 559--586
Henrik Hult and
Filip Lindskog Multivariate Extremes, Aggregation and
Dependence in Elliptical Distributions 587--608
N. Papadatos and
V. Papathanasiou Poisson Approximation for a Sum of
Dependent Indicators: An Alternative
Approach . . . . . . . . . . . . . . . . 609--625
A. Gómez-Corral On a Tandem $G$-Network with Blocking 626--661
G. Yin and
Hanqin Zhang Countable-State-Space Markov Chains with
Two Time Scales and Applications to
Queueing Systems . . . . . . . . . . . . 662--688
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Etienne Bertin and
Jean-Michel Billiot and
Rémy Drouilhet Continuum Percolation in the Gabriel
Graph . . . . . . . . . . . . . . . . . 689--701
Pierre Calka The Distributions of the Smallest Disks
Containing the Poisson--Voronoi Typical
Cell and the Crofton Cell in the Plane 702--717
Marianne Månsson and
Mats Rudemo Random Patterns of Nonoverlapping Convex
Grains . . . . . . . . . . . . . . . . . 718--738
Mathew D. Penrose Focusing of the Scan Statistic and
Geometric Clique Number . . . . . . . . 739--753
K. D. Glazebrook and
J. Niño-Mora and
P. S. Ansell Index Policies for a Class of Discounted
Restless Bandits . . . . . . . . . . . . 754--774
Andrew L. Rukhin Distribution of the Number of Words with
a Prescribed Frequency and Tests of
Randomness . . . . . . . . . . . . . . . 775--797
Aleksander M. Iksanov and
Zbigniew J. Jurek On Fixed Points of Poisson Shot Noise
Transforms . . . . . . . . . . . . . . . 798--825
Subhash C. Kochar and
Xiaohu Li and
Moshe Shaked The Total Time on Test Transform and the
Excess Wealth Stochastic Orders of
Distributions . . . . . . . . . . . . . 826--845
Laurent Gauthier Excursions Height- and Length-Related
Stopping Times, and Application to
Finance . . . . . . . . . . . . . . . . 846--868
Axel Lehmann Smoothness of First Passage Time
Distributions and a New Integral
Equation for the First Passage Time
Density of Continuous Markov Processes 869--887
Petteri Mannersalo and
Ilkka Norros and
Rudolf H. Riedi Multifractal Products of Stochastic
Processes: Construction and Some Basic
Properties . . . . . . . . . . . . . . . 888--903
T. Mylläri Limit Distributions for the Number of
Leaves in a Random Forest . . . . . . . 904--922
Anonymous Volume Information . . . . . . . . . . . 923--925
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Eva B. Vedel Jensen Joseph Mecke: An Appreciation . . . . . 1--3
Paul G. Blackwell and
Jesper Mòller Bayesian Analysis of Deformed
Tessellation Models . . . . . . . . . . 4--26
Annoesjka Cabo and
Adrian Baddeley Estimation of Mean Particle Volume Using
the Set Covariance Function . . . . . . 27--46
S. N. Chiu and
I. S. Molchanov A New Graph Related to the Directions of
Nearest Neighbours in a Point Process 47--55
Richard Cowan and
Malcolm Quine and
Sergei Zuyev Decomposition of Gamma-Distributed
Domains Constructed from Poisson Point
Processes . . . . . . . . . . . . . . . 56--69
Daniel Hug and
Günter Last and
Wolfgang Weil Distance Measurements on Processes of
Flats . . . . . . . . . . . . . . . . . 70--95
W. S. Kendall and
R. G. Wilson Ising Models and Multiresolution
Quad-Trees . . . . . . . . . . . . . . . 96--122
Werner Nagel and
Viola Weiss Limits of Sequences of Stationary Planar
Tessellations . . . . . . . . . . . . . 123--138
Rolf Schneider Nonstationary Poisson Hyperplanes and
Their Induced Tessellations . . . . . . 139--158
Michael Schröder On the Integral of Geometric Brownian
Motion . . . . . . . . . . . . . . . . . 159--183
Hiroyuki Matsumoto and
Marc Yor On Dufresne's Relation between the
Probability Laws of Exponential
Functionals of Brownian Motions with
Different Drifts . . . . . . . . . . . . 184--206
Daming Lin and
Viliam Makis Recursive Filters for a Partially
Observable System Subject to Random
Failure . . . . . . . . . . . . . . . . 207--227
V. Cekanavicius and
Y. H. Wang Compound Poisson Approximations for Sums
of Discrete Nonlattice Variables . . . . 228--250
B. M. Hambly and
O. D. Jones Thick and Thin Points for Random
Recursive Fractals . . . . . . . . . . . 251--277
F. Thomas Bruss and
Guy Louchard and
John W. Turner On the $N$-Tower Problem and Related
Problems . . . . . . . . . . . . . . . . 278--294
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Stephan Böhm and
Volker Schmidt Palm Representation and Approximation of
the Covariance of Random Closed Sets . . 295--302
Maria Deijfen Asymptotic Shape in a Continuum Growth
Model . . . . . . . . . . . . . . . . . 303--318
Ute Hahn and
Eva B. Vedel Jensen and
Marie-Colette Van Lieshout and
Linda Stougaard Nielsen Inhomogeneous Spatial Point Processes by
Location-Dependent Scaling . . . . . . . 319--336
Roland Maier and
Volker Schmidt Stationary Iterated Tessellations . . . 337--353
Julien Michel and
Katy Paroux Local Convergence of the Boolean Shell
Model Towards the Thick Poisson
Hyperplane Process in the Euclidean
Space . . . . . . . . . . . . . . . . . 354--361
Anonymous Correction: Exact Sampling from
Conditional Boolean Models with
Applications to Maximum Likelihood
Inference . . . . . . . . . . . . . . . 362--362
F. M. Dekking and
L. E. Meester An Almost Sure Result for Path Lengths
in Binary Search Trees . . . . . . . . . 363--376
Amke Caliebe Symmetric Fixed Points of a Smoothing
Transformation . . . . . . . . . . . . . 377--394
A. Gefferth and
D. Veitch and
I. Maricza and
S. Molnár and
I. Ruzsa The Nature of Discrete Second-Order
Self-Similarity . . . . . . . . . . . . 395--416
R. A. Doney and
P. S. Griffin Overshoots over Curved Boundaries . . . 417--448
G. Yin and
Q. Zhang and
G. Badowski Discrete-Time Singularly Perturbed
Markov Chains: Aggregation, Occupation
Measures, and Switching Diffusion Limit 449--476
Thierry Huillet Energy Cascades as Branching Processes
with Emphasis on Neveu's Approach to
Derrida's Random Energy Model . . . . . 477--503
S. G. Kou and
Hui Wang First Passage Times of a Jump Diffusion
Process . . . . . . . . . . . . . . . . 504--531
Håkon K. Gjessing and
Odd O. Aalen and
Nils Lid Hjort Frailty Models Based on Lévy Processes 532--550
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Pierre Calka Precise Formulae for the Distributions
of the Principal Geometric
Characteristics of the Typical Cells of
a Two-Dimensional Poisson--Voronoi
Tessellation and a Poisson Line Process 551--562
Thierry Huillet Random Covering of the Circle: The Size
of the Connected Components . . . . . . 563--582
Markus Kiderlen and
Eva B. Vedel Jensen Estimation of the Directional Measure of
Planar Random Sets by Digitization . . . 583--602
Karsten Koch and
Joachim Ohser and
Katja Schladitz Spectral Theory for Random Closed Sets
and Estimating the Covariance via
Frequency Space . . . . . . . . . . . . 603--613
Jesper Mòller Shot Noise Cox Processes . . . . . . . . 614--640
S. C. Kou and
S. G. Kou Modeling Growth Stocks via Birth--Death
Processes . . . . . . . . . . . . . . . 641--664
Hilde M. Wilkinson-Herbots Coalescence Times and $ F_{ST} $ Values
in Subdivided Populations with Symmetric
Structure . . . . . . . . . . . . . . . 665--690
Francesca Arrigoni Deterministic Approximation of a
Stochastic Metapopulation Model . . . . 691--720
Philippe Naveau Almost Sure Relative Stability of the
Maximum of a Stationary Sequence . . . . 721--736
Remigijus Leipus and
Donatas Surgailis Random Coefficient Autoregression,
Regime Switching and Long Memory . . . . 737--754
Thierry Duchesne and
Jeffrey S. Rosenthal On the Collapsibility of Lifetime
Regression Models . . . . . . . . . . . 755--772
Ronald W. Wolff and
Chia-Li Wang Idle Period Approximations and Bounds
for the GI/G/1 Queue . . . . . . . . . . 773--792
Sem Borst and
Bert Zwart A Reduced-Peak Equivalence for Queues
with a Mixture of Light-Tailed and
Heavy-Tailed Input Flows . . . . . . . . 793--805
Sem Borst and
Michel Mandjes and
Miranda Van Uitert Generalized Processor Sharing Queues
with Heterogeneous Traffic Classes . . . 806--845
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Bartlomiej Blaszczyszyn and
René Schott Approximate Decomposition of Some
Modulated-Poisson Voronoi Tessellations 847--862
Pierre Calka An Explicit Expression for the
Distribution of the Number of Sides of
the Typical Poisson--Voronoi Cell . . . 863--870
Marco Dall'Aglio and
Marco Scarsini Zonoids, Linear Dependence, and
Size-Biased Distributions on the Simplex 871--884
Alfred Kume and
Huiling Le On Fréchet Means in Simplex Shape Spaces 885--897
Ilya Molchanov and
Vadim Scherbakov Coverage of the Whole Space . . . . . . 898--912
Tomasz Schreiber Asymptotic Geometry of High-Density
Smooth-Grained Boolean Models in Bounded
Domains . . . . . . . . . . . . . . . . 913--936
Sandeep R. Shah A Note on Stochastic Domination and
Conditional Thinning . . . . . . . . . . 937--940
Daniel Berend and
Luba Sapir Between the Expert and Majority Rules 941--960
Ulrich Horst Stability of Linear Stochastic
Difference Equations in Strategically
Controlled Random Environments . . . . . 961--981
V. Cekanavicius Infinitely Divisible Approximations for
Discrete Nonlattice Variables . . . . . 982--1006
J.-P. Raoult and
R. Worms Rate of Convergence for the Generalized
Pareto Approximation of the Excesses . . 1007--1027
Johan Segers Functionals of Clusters of Extremes . . 1028--1045
Bernd Heidergott and
Arie Hordijk Taylor Series Expansions for Stationary
Markov Chains . . . . . . . . . . . . . 1046--1070
Amaury Lambert Coalescence Times for the Branching
Process . . . . . . . . . . . . . . . . 1071--1089
Hans-Otto Georgii and
Ellen Baake Supercritical Multitype Branching
Processes: The Ancestral Types of
Typical Individuals . . . . . . . . . . 1090--1110
Andrew G. Hart and
Servet Martínez and
Jaime San Martín The $ \lambda $-Classification of
Continuous-Time Birth-and-Death
Processes . . . . . . . . . . . . . . . 1111--1130
Attahiru Sule Alfa Algorithmic Analysis of the BMAP/D/k
System in Discrete Time . . . . . . . . 1131--1152
S. Leorato and
E. Orsingher and
M. Scavino An Alternating Motion with Stops and the
Related Planar, Cyclic Motion with Four
Directions . . . . . . . . . . . . . . . 1153--1168
Anonymous Volume Information . . . . . . . . . . . 1169--1172
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Siva Athreya and
Rahul Roy and
Anish Sarkar On the Coverage of Space by Random Sets 1--18
Abhay G. Bhatt and
Rahul Roy On a Random Directed Spanning Tree . . . 19--42
Anuj Srivastava and
Eric Klassen Bayesian and Geometric Subspace Tracking 43--56
A. Bobrowski Quasi-Stationary Distributions of a Pair
of Markov Chains Related to Time
Evolution of a DNA Locus . . . . . . . . 57--77
M. Möhle The Time Back to the Most Recent Common
Ancestor in Exchangeable Population
Models . . . . . . . . . . . . . . . . . 78--97
James U. Gleaton and
James D. Lynch On the Distribution of the Breaking
Strain of a Bundle of Brittle Elastic
Fibers . . . . . . . . . . . . . . . . . 98--115
Yonit Barron and
Esther Frostig and
Benny Levikson Analysis of $R$-out-of-$N$ Repairable
Systems: The Case of Phase-Type
Distributions . . . . . . . . . . . . . 116--138
Hyun-Soo Ahn and
Izak Duenyas and
Rachel Q. Zhang Optimal Control of a Flexible Server . . 139--170
Céline Lacaux Series Representation and Simulation of
Multifractional Lévy Motions . . . . . . 171--197
Assaf Zeevi and
Peter W. Glynn Estimating Tail Decay for Stationary
Sequences via Extreme Values . . . . . . 198--226
A. A. Borovkov and
A. Hordijk Characterization and Sufficient
Conditions for Normed Ergodicity of
Markov Chains . . . . . . . . . . . . . 227--242
Sòren F. Jarner and
Wai Kong Yuen Conductance Bounds on the $ L^2 $
Convergence Rate of Metropolis
Algorithms on Unbounded State Spaces . . 243--266
Anyue Chen and
Hanjun Zhang and
Kai Liu and
Keith Rennolls Birth--Death Processes with Disaster and
Instantaneous Resurrection . . . . . . . 267--292
Nicholas Bambos and
George Michailidis Queueing and Scheduling in Random
Environments . . . . . . . . . . . . . . 293--317
Laura M. Morato and
Paola Siri Addendum to 'A Stochastic Algorithm to
Compute Optimal Probabilities in the
Chaos Game': A New Convergence Criterion 318--323
Anonymous Correction: Countable-State-Space Markov
Chains with Two Time Scales and
Applications to Queueing Systems . . . . 324--324
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Codina Cotar and
Stanislav Volkov A Note on the Lilypond Model . . . . . . 325--339
Antonio Cuevas and
Alberto Rodríguez-Casal On Boundary Estimation . . . . . . . . . 340--354
Kalyan Chatterjee and
Susan H. Xu Technology Diffusion by Learning from
Neighbours . . . . . . . . . . . . . . . 355--376
Esther Frostig Upper Bounds on the Expected Time to
Ruin and on the Expected Recovery Time 377--397
Stephen M. Samuels Why Do These Quite Different Best-Choice
Problems Have the Same Solutions? . . . 398--416
Maria De Iorio and
Robert C. Griffiths Importance Sampling on Coalescent
Histories. I . . . . . . . . . . . . . . 417--433
Maria De Iorio and
Robert C. Griffiths Importance Sampling on Coalescent
Histories. II: Subdivided Population
Models . . . . . . . . . . . . . . . . . 434--454
Jean-Bernard Gravereaux and
James Ledoux Poisson Approximation for Some Point
Processes in Reliability . . . . . . . . 455--470
Günter Last Ergodicity Properties of Stress Release,
Repairable System and Workload Models 471--498
Anyue Chen and
Eric Renshaw Markovian Bulk-Arriving Queues with
State-Dependent Control at Idle Time . . 499--524
Fabrice Guillemin and
Philippe Robert and
Bert Zwart Tail Asymptotics for Processor-Sharing
Queues . . . . . . . . . . . . . . . . . 525--543
J. D. Biggins and
A. E. Kyprianou Measure Change in Multitype Branching 544--581
N. Lalam and
C. Jacob Estimation of the Offspring Mean in a
Supercritical or Near-Critical
Size-Dependent Branching Process . . . . 582--601
N. Lalam and
C. Jacob and
P. Jagers Modelling the PCR Amplification Process
by a Size-Dependent Branching Process
and Estimation of the Efficiency . . . . 602--615
T. Sakurai Numerical Inversion for Laplace
Transforms of Functions with
Discontinuities . . . . . . . . . . . . 616--642
Gopal K. Basak and
Kwok-Wah Remus Ho Level-Crossing Probabilities and
First-Passage Times for Linear Processes 643--666
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Daniel Hug and
Matthias Reitzner and
Rolf Schneider Large Poisson--Voronoi Cells and Crofton
Cells . . . . . . . . . . . . . . . . . 667--690
Mathew D. Penrose and
Andrew R. Wade Random Minimal Directed Spanning Trees
and Dickman-Type Distributions . . . . . 691--714
J. Rataj On Estimation of the Euler Number by
Projections of Thin Slabs . . . . . . . 715--724
F. B. Knight and
J. L. Steichen An Interference Problem with Application
to Crystal Growth . . . . . . . . . . . 725--746
Daniel Dufresne The Log-Normal Approximation in
Financial and Other Computations . . . . 747--773
Tim Bedford and
Bo H. Lindqvist The Identifiability Problem for
Repairable Systems Subject to Competing
Risks . . . . . . . . . . . . . . . . . 774--790
Anna Maria Paganoni and
Piercesare Secchi Interacting Reinforced-Urn Systems . . . 791--804
Gennady Samorodnitsky Maxima of Continuous-Time Stationary
Stable Processes . . . . . . . . . . . . 805--823
B. M. Hambly and
Jonathan Jordan A Random Hierarchical Lattice: The
Series-Parallel Graph and Its Properties 824--838
Eitan Altman and
Konstantin E. Avrachenkov and
Rudesindo Núñez-Queija Perturbation Analysis for Denumerable
Markov Chains with Application to
Queueing Models . . . . . . . . . . . . 839--853
Sung-Seok Ko and
Richard F. Serfozo Response Times in M/M/s Fork-Join
Networks . . . . . . . . . . . . . . . . 854--871
Naoto Miyoshi On the Subexponential Properties in
Stationary Single-Server Queues: A
Palm-Martingale Approach . . . . . . . . 872--892
Do Young Eun and
Ness B. Shroff Network Decomposition in the
Many-Sources Regime . . . . . . . . . . 893--918
Benjamin Avi-Itzhak and
Hanoch Levy On Measuring Fairness in Queues . . . . 919--936
S. Leorato and
E. Orsingher Bose--Einstein-Type Statistics, Order
Statistics and Planar Random Motions
with Three Directions . . . . . . . . . 937--970
Anonymous Correction: \booktitleThe Multiclass
GI/PHA/V Queue in the Halfin--Whitt
Regime . . . . . . . . . . . . . . . . . 971--971
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Maria Deijfen and
Olle Häggström Coexistence in a Two-Type Continuum
Growth Model . . . . . . . . . . . . . . 973--980
Steven Finch and
Irene Hueter Random Convex Hulls: A Variance
Revisited . . . . . . . . . . . . . . . 981--986
Jan Hansen and
Matthias Reitzner Electromagnetic Wave Propagation and
Inequalities for Moments of Chord
Lengths . . . . . . . . . . . . . . . . 987--995
Thierry Huillet On a Deposition Process on the Circle
with Disorder . . . . . . . . . . . . . 996--1020
Sanjay Shakkottai and
R. Srikant and
Alexander L. Stolyar Pathwise Optimality of the Exponential
Scheduling Rule for Wireless Channels 1021--1045
Remco van der Hofstad and
Marten J. Klok Improving the Performance of
Third-Generation Wireless Communication
Systems . . . . . . . . . . . . . . . . 1046--1084
Stilian Stoev and
Murad S. Taqqu Stochastic Properties of the Linear
Multifractional Stable Motion . . . . . 1085--1115
David Assaf and
Larry Goldstein and
Ester Samuel-Cahn Two-Choice Optimal Stopping . . . . . . 1116--1147
R. A. Doney and
P. S. Griffin Overshoots over Curved Boundaries. II 1148--1174
Samuel R. Buss and
Peter Clote Solving the Fisher--Wright and
Coalescence Problems with a Discrete
Markov Chain Analysis . . . . . . . . . 1175--1197
James Ledoux Linear Dynamics for the State Vector of
Markov Chain Functions . . . . . . . . . 1198--1211
Daming Lin and
Viliam Makis Filters and Parameter Estimation for a
Partially Observable System Subject to
Random Failure with Continuous-Range
Observations . . . . . . . . . . . . . . 1212--1230
Masakiyo Miyazawa and
Yiqiang Q. Zhao The Stationary Tail Asymptotics in the
GI/G/1-Type Queue with Countably Many
Background States . . . . . . . . . . . 1231--1251
Rosario Delgado and
F. Javier López and
Gerardo Sanz Local Conditions for the Stochastic
Comparison of Particle Systems . . . . . 1252--1277
Qihe Tang and
Gurami Tsitsiashvili Finite- and Infinite-Time Ruin
Probabilities in the Presence of
Stochastic Returns on Investments . . . 1278--1299
Anonymous Correction: Taylor Series Expansions for
Stationary Markov Chains . . . . . . . . 1300--1300
Anonymous Volume Information . . . . . . . . . . . 1301--1304
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Paul Balister and
Béla Bollobás and
Amites Sarkar and
Mark Walters Connectivity of Random
$k$-Nearest-Neighbour Graphs . . . . . . 1--24
Lothar Heinrich and
Hendrik Schmidt and
Volker Schmidt Limit Theorems for Stationary
Tessellations with Random Inner Cell
Structures . . . . . . . . . . . . . . . 25--47
Jesper Mòller and
Giovanni Luca Torrisi Generalised Shot Noise Cox Processes . . 48--74
Laura Pontiggia Two-Person Red-and-Black with
Bet-Dependent Win Probabilities . . . . 75--89
S. N. Ethier and
David A. Levin On the Fundamental Theorem of Card
Counting, with Application to the Game
of \booktitleTrente et Quarante . . . . 90--107
M. Ya. Kelbert and
N. N. Leonenko and
M. D. Ruiz-Medina Fractional Random Fields Associated with
Stochastic Fractional Heat Equations . . 108--133
J.-P. Lepeltier and
A. Matoussi and
M. Xu Reflected Backward Stochastic
Differential Equations under
Monotonicity and General Increasing
Growth Conditions . . . . . . . . . . . 134--159
Juan Alvarez and
Bruce Hajek A Queue with Semiperiodic Traffic . . . 160--184
Antonis Economou Generalized Product-Form Stationary
Distributions for Markov Chains in
Random Environments with Queueing
Applications . . . . . . . . . . . . . . 185--211
Francisco J. Piera and
Ravi R. Mazumdar and
Fabrice M. Guillemin On Product-Form Stationary Distributions
for Reflected Diffusions with Jumps in
the Positive Orthant . . . . . . . . . . 212--228
Nariyuki Minami On the Number of Vertices with a Given
Degree in a Galton--Watson Tree . . . . 229--264
Nicolas Lanchier Phase Transitions and Duality Properties
of a Successional Model . . . . . . . . 265--278
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
L. Muche The Poisson--Voronoi Tessellation:
Relationships for Edges . . . . . . . . 279--296
Daniel Hug and
Matthias Reitzner Gaussian Polytopes: Variances and Limit
Theorems . . . . . . . . . . . . . . . . 297--320
Michael Drmota and
Hsien-Kuei Hwang Profiles of Random Trees: Correlation
and Width of Random Recursive Trees and
Binary Search Trees . . . . . . . . . . 321--341
C. C. Heyde and
N. N. Leonenko Student Processes . . . . . . . . . . . 342--365
J. M. Angulo and
V. V. Anh and
R. McVinish and
M. D. Ruiz-Medina Fractional Kinetic Equations Driven by
Gaussian or Infinitely Divisible Noise 366--392
Janet Heffernan and
Sidney Resnick Hidden Regular Variation and the Rank
Transform . . . . . . . . . . . . . . . 393--414
Kais Hamza and
Saul Jacka and
Fima Klebaner The Equivalent Martingale Measure
Conditions in a General Model for
Interest Rates . . . . . . . . . . . . . 415--434
Vadim Linetsky On the Transition Densities for
Reflected Diffusions . . . . . . . . . . 435--460
A. C. Brooms On the Nash Equilibria for the FCFS
Queueing System with Load-Increasing
Service Rate . . . . . . . . . . . . . . 461--481
Quan-Lin Li and
Yiqiang Q. Zhao Heavy-Tailed Asymptotics of Stationary
Probability Vectors of Markov Chains of
GI/G/1 Type . . . . . . . . . . . . . . 482--509
Yiqing Chen and
Kai W. Ng and
Qihe Tang Weighted Sums of Subexponential Random
Variables and Their Maxima . . . . . . . 510--522
M. Ispány and
G. Pap and
M. C. A. Van Zuijlen Fluctuation Limit of Branching Processes
with Immigration and Estimation of the
Means . . . . . . . . . . . . . . . . . 523--538
A. B. Dieker and
M. Mandjes On Asymptotically Efficient Simulation
of Large Deviation Probabilities . . . . 539--552
Jean Bertoin and
Servet Martínez Fragmentation Energy . . . . . . . . . . 553--570
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Ery Arias-Castro and
David L. Donoho and
Xiaoming Huo and
Craig A. Tovey Connect the Dots: How Many Random Points
Can a Regular Curve Pass Through? . . . 571--603
Daryl J. Daley and
Günter Last Descending Chains, the Lilypond Model,
and Mutual-Nearest-Neighbour Matching 604--628
Jesper Mòller and
Jakob G. Rasmussen Perfect Simulation of Hawkes Processes 629--646
Michael G. B. Blum and
Olivier François Minimal Clade Size and External Branch
Length under the Neutral Coalescent . . 647--662
Victor F. Araman and
Peter W. Glynn Diffusion Approximations for the Maximum
of a Perturbed Random Walk . . . . . . . 663--680
J. D. Biggins and
A. Rahimzadeh Sani Convergence Results on Multitype,
Multivariate Branching Random Walks . . 681--705
Chunsheng Ma Spatio-Temporal Variograms and
Covariance Models . . . . . . . . . . . 706--725
Harri Nyrhinen Power Estimates for Ruin Probabilities 726--742
Boris Buchmann and
Claudia Klüppelberg Maxima of Stochastic Processes Driven by
Fractional Brownian Motion . . . . . . . 743--764
N. Balakrishnan and
A. G. Pakes and
A. Stepanov On the Number and Sum of Near-Record
Observations . . . . . . . . . . . . . . 765--780
Raul Gouet and
F. Javier López and
Gerardo Sanz Central Limit Theorems for the Number of
Records in Discrete Models . . . . . . . 781--800
Richard F. Serfozo Reversible Markov Processes on General
Spaces and Spatial Migration Processes 801--818
Jun Cai and
Hailiang Yang Ruin in the Perturbed Compound Poisson
Risk Process under Interest Force . . . 819--835
Shuanming Li and
José Garrido On a General Class of Renewal Risk
Process: Analysis of the Gerber--Shiu
Function . . . . . . . . . . . . . . . . 836--856
Richard Cowan and
S. N. Chiu Letter to the Editor . . . . . . . . . . 857--858
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Werner Nagel and
Viola Weiss Crack STIT Tessellations:
Characterization of Stationary Random
Tessellations Stable with Respect to
Iteration . . . . . . . . . . . . . . . 859--883
Tomasz Schreiber Random Dynamics and Thermodynamic Limits
for Polygonal Markov Fields in the Plane 884--907
David Vere-Jones A Class of Self-Similar Random Measure 908--914
E. L. Örmeci and
A. Burnetas Dynamic Admission Control for Loss
Systems with Batch Arrivals . . . . . . 915--937
Sergio Albeverio and
Shuji Kawasaki On a Localization Property of Wavelet
Coefficients for Processes with
Stationary Increments, and Applications.
I. Localization with Respect to Shift 938--962
Martin Jacobsen The Time to Ruin for a Class of Markov
Additive Risk Process with Two-Sided
Jumps . . . . . . . . . . . . . . . . . 963--992
Vicky Fasen Extremes of Regularly Varying Lévy-Driven
Mixed Moving Average Processes . . . . . 993--1014
Saul D. Jacka and
Zorana Lazic and
Jon Warren Conditioning an Additive Functional of a
Markov Chain to Stay Nonnegative. I.
Survival for a Long Time . . . . . . . . 1015--1034
Saul D. Jacka and
Zorana Lazic and
Jon Warren Conditioning an Additive Functional of a
Markov Chain to Stay Nonnegative. II.
Hitting a High Level . . . . . . . . . . 1035--1055
Anyue Chen and
Phil Pollett and
Hanjun Zhang and
Ben Cairns Uniqueness Criteria for Continuous-Time
Markov Chains with General Transition
Structures . . . . . . . . . . . . . . . 1056--1074
Quan-Lin Li and
Yiqiang Q. Zhao Light-Tailed Asymptotics of Stationary
Probability Vectors of Markov Chains of
GI/G/1 Type . . . . . . . . . . . . . . 1075--1093
David Aldous and
Lea Popovic A Critical Branching Process Model for
Biodiversity . . . . . . . . . . . . . . 1094--1115
Pierre Brémaud and
Laurent Massoulié and
Andrea Ridolfi Power Spectra of Random Spike Fields and
Related Processes . . . . . . . . . . . 1116--1146
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Z. D. Bai and
Sungchul Lee and
Mathew D. Penrose Rooted Edges of a Minimal Directed
Spanning Tree on Random Points . . . . . 1--30
Charles Bordenave and
Yann Gousseau and
François Roueff The Dead Leaves Model: A General
Tessellation Modeling Occlusion . . . . 31--46
Pierre Calka and
Tomasz Schreiber Large Deviation Probabilities for the
Number of Vertices of Random Polytopes
in the Ball . . . . . . . . . . . . . . 47--58
Ilkka Norros and
Hannu Reittu On a Conditionally Poissonian Graph
Process . . . . . . . . . . . . . . . . 59--75
Ursa Pantle and
Volker Schmidt and
Evgueni Spodarev Central Limit Theorems for Functionals
of Stationary Germ-Grain Models . . . . 76--94
K. D. Glazebrook and
C. Kirkbride and
D. Ruiz-Hernandez Spinning Plates and Squad Systems:
Policies for Bi-Directional Restless
Bandits . . . . . . . . . . . . . . . . 95--115
Einar Andreas Ròdland Exact Distribution of Word Counts in
Shuffled Sequences . . . . . . . . . . . 116--133
Henrik Hult and
Filip Lindskog On Regular Variation for Infinitely
Divisible Random Vectors and Additive
Processes . . . . . . . . . . . . . . . 134--148
Cécile Mercadier Numerical Bounds for the Distributions
of the Maxima of Some One- and
Two-Parameter Gaussian Processes . . . . 149--170
Aglaia Vasileiou and
P.-C. G. Vassiliou An Inhomogeneous Semi-Markov Model for
the Term Structure of Credit Risk
Spreads . . . . . . . . . . . . . . . . 171--198
X. Fan-Orzechowski and
E. A. Feinberg Optimality of Randomized Trunk
Reservation for a Problem with a Single
Constraint . . . . . . . . . . . . . . . 199--220
Onno Boxma and
David Perry and
Wolfgang Stadje and
Shelemyahu Zacks A Markovian Growth-Collapse Model . . . 221--243
Maxim Finkelstein and
Veronica Esaulova Asymptotic Behavior of a General Class
of Mixture Failure Rates . . . . . . . . 244--262
Nelson Antunes and
Christine Fricker and
Fabrice Guillemin and
Philippe Robert Perturbation Analysis of a Variable
M/M/1 Queue: A Probabilistic Approach 263--283
David Stirzaker Three-Handed Gambler's Ruin . . . . . . 284--286
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Maria Deijfen and
Ronald Meester Generating Stationary Random Graphs on
$Z$ with Prescribed Independent,
Identically Distributed Degrees . . . . 287--298
Stephan Huckemann and
Herbert Ziezold Principal Component Analysis for
Riemannian Manifolds, with an
Application to Triangular Shape Spaces 299--319
Victor M. Panaretos The Diffusion of Radon Shape . . . . . . 320--335
Mathew D. Penrose and
Andrew R. Wade On the Total Length of the Random
Minimal Directed Spanning Tree . . . . . 336--372
Bernardo D'Auria and
Sidney I. Resnick Data Network Models of Burstiness . . . 373--404
Robert C. Griffiths Coalescent Lineage Distributions . . . . 405--429
Georg Lindgren Slepian Models for the Stochastic Shape
of Individual Lagrange Sea Waves . . . . 430--450
T. J. Kozubowski and
M. M. Meerschaert and
K. Podgórski Fractional Laplace Motion . . . . . . . 451--464
Didier Piau Harmonic Moments of Inhomogeneous
Branching Processes . . . . . . . . . . 465--486
C. Bordenave Stability of Spatial Queueing Systems 487--504
Antonis Dimakis and
Jean Walrand Sufficient Conditions for Stability of
Longest-Queue-First Scheduling:
Second-Order Properties Using Fluid
Limits . . . . . . . . . . . . . . . . . 505--521
Allan J. Motyer and
Peter G. Taylor Decay Rates for Quasi-Birth-and-Death
Processes with Countably Many Phases and
Tridiagonal Block Generators . . . . . . 522--544
Sòren Asmussen and
Dirk P. Kroese Improved Algorithms for Rare Event
Simulation with Heavy Tails . . . . . . 545--558
P. Doukhan and
A. Latour and
D. Oraichi A Simple Integer-Valued Bilinear Time
Series Model . . . . . . . . . . . . . . 559--578
Anonymous Correction: Connect the Dots: How Many
Random Points Can a Regular Curve Pass
Through? . . . . . . . . . . . . . . . . 579--579
Anonymous Correction: Exact Distribution of Word
Counts in Shuffled Sequences . . . . . . 580--580
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Richard Cowan A More Comprehensive Complementary
Theorem for the Analysis of Poisson
Point Processes . . . . . . . . . . . . 581--601
Günter Last Stationary Partitions and Palm
Probabilities . . . . . . . . . . . . . 602--620
Hyun-Soo Ahn and
Rhonda Righter Dynamic Load Balancing with Flexible
Workers . . . . . . . . . . . . . . . . 621--642
K. D. Glazebrook and
D. Ruiz-Hernandez and
C. Kirkbride Some Indexable Families of Restless
Bandit Problems . . . . . . . . . . . . 643--672
Jun Sekine A Note on Long-Term Optimal Portfolios
under Drawdown Constraints . . . . . . . 673--692
A. D. Barbour and
Aihua Xia Normal Approximation for Random Sums . . 693--728
Christian Bender and
John Schoenmakers An Iterative Method for Multiple
Stopping: Convergence and Stability . . 729--749
M. Möhle On the Number of Segregating Sites for
Populations with Large Family Sizes . . 750--767
A. B. Dieker Applications of Factorization Embeddings
for Lévy Processes . . . . . . . . . . . 768--791
Zbigniew Palmowski and
Tomasz Rolski On the Exact Asymptotics of the Busy
Period in GI/G/1 Queues . . . . . . . . 792--803
Kei Kobayashi and
Hideki Kawasaki and
Akimichi Takemura Parallel Matching for Ranking All Teams
in a Tournament . . . . . . . . . . . . 804--826
Raphael Hauser and
Servet Martínez and
Heinrich Matzinger Large Deviations-Based Upper Bounds on
the Expected Relative Length of Longest
Common Subsequences . . . . . . . . . . 827--852
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Hermine Biermé and
Anne Estrade Poisson Random Balls: Self-Similarity
and X-Ray Images . . . . . . . . . . . . 853--872
Peter McCullagh and
Jesper Mòller The Permanental Process . . . . . . . . 873--888
M. N. M. Van Lieshout Maximum Likelihood Estimation for Random
Sequential Adsorption . . . . . . . . . 889--898
Daniel Barry and
Caroline Lynch The Minimax Bookie: The Two-Horse Case 899--915
Albrecht Irle and
Jörn Sass Optimal Portfolio Policies under Fixed
and Proportional Transaction Costs . . . 916--942
Peter Neal Stochastic and Deterministic Analysis of
SIS Household Epidemics . . . . . . . . 943--968
Michael Schröder On Ladder Height Densities and Laguerre
Series in the Study of Stochastic
Functionals. I. Basic Methods and
Results . . . . . . . . . . . . . . . . 969--994
Michael Schröder On Ladder Height Densities and Laguerre
Series in the Study of Stochastic
Functionals. II. Exponential Functionals
of Brownian Motion and Asian Option
Values . . . . . . . . . . . . . . . . . 995--1027
E. Omey and
F. Mallor and
J. Santos Multivariate Subexponential
Distributions and Random Sums of Random
Vectors . . . . . . . . . . . . . . . . 1028--1046
K. A. Borovkov and
V. A. Vatutin On the Asymptotic Behaviour of Random
Recursive Trees in Random Environments 1047--1070
Andrew G. Hart and
Servet Martínez and
Leonardo Videla A Simple Maximization Model Inspired by
Algorithms for the Organization of
Genetic Candidates in Bacterial DNA . . 1071--1097
Ronald Meester and
Pieter Trapman Estimation in Branching Processes with
Restricted Observations . . . . . . . . 1098--1115
Bara Kim and
Khosrow Sohraby Tail Behavior of the Queue Size and
Waiting Time in a Queue with Discrete
Autoregressive Arrivals . . . . . . . . 1116--1131
Teunis J. Ott Rate of Convergence for the 'Square Root
Formula' in the Internet Transmission
Control Protocol . . . . . . . . . . . . 1132--1154
Suhasini Subba Rao On Some Nonstationary, Nonlinear Random
Processes and Their Stationary
Approximations . . . . . . . . . . . . . 1155--1172
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Felix Ballani The Surface Pair Correlation Function
for Stationary Boolean Models . . . . . 1--15
Volker Baumstark and
Günter Last Some Distributional Results for
Poisson--Voronoi Tessellations . . . . . 16--40
Marianne Månsson A Connection between the Volume
Fractions of the Stienen Model and the
Dead Leaves Model . . . . . . . . . . . 41--52
Leandro P. R. Pimentel Multitype Shape Theorems for First
Passage Percolation Models . . . . . . . 53--76
Chantal Labbé and
Andrew J. Heunis Convex Duality in Constrained
Mean-Variance Portfolio Optimization . . 77--104
Francisco Vera and
James Lynch General Convex Stochastic Orderings and
Related Martingale-Type Structures . . . 105--127
Etienne Roquain and
Sophie Schbath Improved Compound Poisson Approximation
for the Number of Occurrences of Any
Rare Word Family in a Stationary Markov
Chain . . . . . . . . . . . . . . . . . 128--140
L. Rigal and
L. Truffet A New Genetic Algorithm Specifically
Based on Mutation and Selection . . . . 141--161
Julien Barral and
Stéphane Seuret Renewal of Singularity Sets of Random
Self-Similar Measures . . . . . . . . . 162--188
Christian Y. Robert Stochastic Stability of Some
State-Dependent Growth-Collapse
Processes . . . . . . . . . . . . . . . 189--220
Denis Denisov and
Vsevolod Shneer Local Asymptotics of the Cycle Maximum
of a Heavy-Tailed Random Walk . . . . . 221--244
Michael Schröder Continuous-Time Methods in the Study of
Discretely Sampled Functionals of Lévy
Processes. I. The Positive Process Case 245--270
Qi-Ming He and
Hanqin Zhang On Matrix Exponential Distributions . . 271--292
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
K. A. Borovkov and
D. A. Odell On Spatial Thinning-Replacement
Processes Based on Voronoi Cells . . . . 293--306
Lars Michael Hoffmann Intersection Densities of Nonstationary
Poisson Processes of Hypersurfaces . . . 307--317
Hermann Thorisson The Palm-Duality for Random Subsets of
$d$-Dimensional Grids . . . . . . . . . 318--325
Andrew R. Wade Explicit Laws of Large Numbers for
Random Nearest-Neighbour-Type Graphs . . 326--342
Jun Cai On the Time Value of Absolute Ruin with
Debit Interest . . . . . . . . . . . . . 343--359
Ugur Tuncay Alparslan and
Gennady Samorodnitsky Ruin Probability with Certain Stationary
Stable Claims Generated by Conservative
Flows . . . . . . . . . . . . . . . . . 360--384
Susan M. Pitts and
Konstadinos Politis Approximations for the Gerber--Shiu
Expected Discounted Penalty Function in
the Compound Poisson Risk Model . . . . 385--406
Kurt Majewski Large Deviation Properties of Constant
Rate Data Streams Sharing a Buffer with
Long-Range Dependent Traffic in Critical
Loading . . . . . . . . . . . . . . . . 407--428
Thu-Ha Dao-Thi and
Jean Mairesse Zero-Automatic Queues and Product Form 429--461
Daren B. H. Cline Stability of Nonlinear Stochastic
Recursions with Application to Nonlinear
AR--GARCH Models . . . . . . . . . . . . 462--491
Claude Lef\`evre First-Crossing and Ballot-Type Results
for Some Nonstationary Sequences . . . . 492--509
P. Barrieu and
N. Bellamy Optimal Hitting Time and Perpetual
Option in a Non-Lévy Model: Application
to Real Options . . . . . . . . . . . . 510--530
Jeannette H. C. Woerner Inference in Lévy-Type Stochastic
Volatility Models . . . . . . . . . . . 531--549
C. Dombry A Weighted Random Walk Model, with
Application to a Genetic Algorithm . . . 550--568
Peter Jagers and
Fima C. Klebaner and
Serik Sagitov Markovian Paths to Extinction . . . . . 569--587
E. Orsingher and
A. De Gregorio Random Motions at Finite Velocity in a
Non-Euclidean Space . . . . . . . . . . 588--611
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Gennadiy Averkov and
Gabriele Bianchi Retrieving Convex Bodies from Restricted
Covariogram Functions . . . . . . . . . 613--629
Richard Cowan Identities Linking Volumes of Convex
Hulls . . . . . . . . . . . . . . . . . 630--644
Xianping Guo and
Onésimo Hernández-Lerma Zero-Sum Games for Continuous-Time Jump
Markov Processes in Polish Spaces:
Discounted Payoffs . . . . . . . . . . . 645--668
Jostein Paulsen Optimal Dividend Payments until Ruin of
Diffusion Processes When Payments Are
Subject to Both Fixed and Proportional
Costs . . . . . . . . . . . . . . . . . 669--689
Giacomo Aletti and
Caterina May and
Piercesare Secchi On the Distribution of the Limit
Proportion for a Two-Color, Randomly
Reinforced Urn with Equal Reinforcement
Distributions . . . . . . . . . . . . . 690--707
D. A. Croydon The Hausdorff Dimension of a Class of
Random Self-Similar Fractal Trees . . . 708--730
Martin Raic CLT-Related Large Deviation Bounds Based
on Stein's Method . . . . . . . . . . . 731--752
Tze Leung Lai and
Yi-Ching Yao and
Farid Aitsahlia Corrected Random Walk Approximations to
Free Boundary Problems in Optimal
Stopping . . . . . . . . . . . . . . . . 753--775
Niels Richard Hansen Asymptotics for Local Maximal Stack
Scores with General Loop Penalty
Function . . . . . . . . . . . . . . . . 776--798
Chingfer Chen and
Samuel Karlin $r$-Scan Statistics of a Poisson Process
with Events Transformed by Duplications,
Deletions, and Displacements . . . . . . 799--825
Cheng-Der Fuh Asymptotic Expansions on Moments of the
First Ladder Height in Markov Random
Walks with Small Drift . . . . . . . . . 826--852
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Ayalvadi Ganesh and
Feng Xue On the Connectivity and Diameter of
Small-World Networks . . . . . . . . . . 853--863
Lars Michael Hoffmann On Weak Stationarity and Weak Isotropy
of Processes of Convex Bodies and
Cylinders . . . . . . . . . . . . . . . 864--882
Viktor Olsbo On the Correlation between the Volumes
of the Typical Poisson Voronoi Cell and
the Typical Stienen Sphere . . . . . . . 883--892
Emmanuel Roy Bartlett Spectrum and Mixing Properties
of Infinitely Divisible Random Measures 893--897
Idriss Maoui and
Hayriye Ayhan and
Robert D. Foley Congestion-Dependent Pricing in a
Stochastic Service System . . . . . . . 898--921
Tom Britton and
Svante Janson and
Anders Martin-Löf Graphs with Specified Degree
Distributions, Simple Epidemics, and
Local Vaccination Strategies . . . . . . 922--948
Frank Ball and
Tom Britton An Epidemic Model with
Infector-Dependent Severity . . . . . . 949--972
Pedro J. Fernández and
Pablo A. Ferrari and
Sebastian P. Grynberg Perfectly Random Sampling of Truncated
Multinormal Distributions . . . . . . . 973--990
Frosso S. Makri and
Andreas N. Philippou and
Zaharias M. Psillakis Success Run Statistics Defined on an Urn
Model . . . . . . . . . . . . . . . . . 991--1019
Sofia Åberg Wave Intensities and Slopes in
Lagrangian Seas . . . . . . . . . . . . 1020--1035
F. C. Klebaner and
U. Rösler and
S. Sagitov Transformations of Galton--Watson
Processes and Linear Fractional
Reproduction . . . . . . . . . . . . . . 1036--1053
I. Rahimov Functional Limit Theorems for Critical
Processes with Immigration . . . . . . . 1054--1069
J. Blanchet and
P. Glynn Uniform Renewal Theory with Applications
to Expansions of Random Geometric Sums 1070--1097
Eitan Bachmat and
Daniel Berend and
Luba Sapir and
Steven Skiena Optimal Boarding Policies for Thin
Passengers . . . . . . . . . . . . . . . 1098--1114
Anonymous Correction: [``\booktitleStability of
Nonlinear Stochastic Recursions with
Application to Nonlinear AR--GARCH
Models] . . . . . . . . . . . . . . . . 1115--1116
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
David J. Aldous and
Wilfrid S. Kendall Short-Length Routes in Low-Cost Networks
VIA Poisson Line Patterns . . . . . . . 1--21
Jennie C. Hansen and
Eric Schmutz and
Li Sheng Covering Random Points in a Unit Disk 22--30
Markus Kiderlen Estimation of the Mean Normal Measure
from Flat Sections . . . . . . . . . . . 31--48
Joseph Mecke and
Werner Nagel and
Viola Weiss The Iteration of Random Tessellations
and a Construction of a Homogeneous
Process of Cell Divisions . . . . . . . 49--59
Bernardo D'Auria and
Sidney I. Resnick The Influence of Dependence on Data
Network Models . . . . . . . . . . . . . 60--94
Junping Li and
Anyue Chen Decay Property of Stopped Markovian
Bulk-Arriving Queues . . . . . . . . . . 95--121
A. J. E. M. Janssen and
J. S. H. Van Leeuwaarden and
B. Zwart Gaussian Expansions and Bounds for the
Poisson Distribution Applied to the
Erlang $B$ Formula . . . . . . . . . . . 122--143
Elisa Al\`os and
Christian-Oliver Ewald Malliavin Differentiability of the
Heston Volatility and Applications to
Option Pricing . . . . . . . . . . . . . 144--162
Shek-Keung Tony Wong The Generalized Perpetual American
Exchange-Option Problem . . . . . . . . 163--182
Jennie C. Hansen and
Jerzy Jaworski Local Properties of Random Mappings with
Exchangeable In-Degrees . . . . . . . . 183--205
Alex Iksanov and
Martin Möhle On the Number of Jumps of Random Walks
with a Barrier . . . . . . . . . . . . . 206--228
Elizabeth S. Allman and
Cécile Ané and
John A. Rhodes Identifiability of a Markovian Model of
Molecular Evolution with
Gamma-Distributed Rates . . . . . . . . 229--249
Santanu Chakraborty and
Jose Alfredo López-Mimbela Nonexplosion of a Class of Semilinear
Equations via Branching Particle
Representations . . . . . . . . . . . . 250--272
Bruno Casella and
Gareth O. Roberts Exact Monte Carlo Simulation of Killed
Diffusions . . . . . . . . . . . . . . . 273--291
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
J. Gani Editorship of Journal of Applied
Probability and Advances in Applied
Probability . . . . . . . . . . . . . . ??
Charles Bordenave and
Giovanni Luca Torrisi Monte Carlo Methods for Sensitivity
Analysis of Poisson-Driven Stochastic
Systems, and Applications . . . . . . . 293--320
Jesper Mòller and
Katerina Helisová Power Diagrams and Interaction Processes
for Unions of Discs . . . . . . . . . . 321--347
Beatriz Pateiro-López and
Alberto Rodríguez-Casal Length and Surface Area Estimation under
Smoothness Restrictions . . . . . . . . 348--358
C. Charalambous and
J. C. Gittins Optimal Selection Policies for a
Sequence of Candidate Drugs . . . . . . 359--376
Savas Dayanik and
Warren Powell and
Kazutoshi Yamazaki Index Policies for Discounted Bandit
Problems with Availability Constraints 377--400
Christoph Frei and
Martin Schweizer Exponential Utility Indifference
Valuation in Two Brownian Settings with
Stochastic Correlation . . . . . . . . . 401--423
Lucia Caramellino and
Barbara Pacchiarotti Large Deviation Estimates of the
Crossing Probability for Pinned Gaussian
Processes . . . . . . . . . . . . . . . 424--453
Ivan Gentil and
Bruno Rémillard Using Systematic Sampling Selection for
Monte Carlo Solutions of Feynman--Kac
Equations . . . . . . . . . . . . . . . 454--472
Robert C. Griffiths and
Paul A. Jenkins and
Yun S. Song Importance Sampling and the Two-Locus
Model with Subdivided Population
Structure . . . . . . . . . . . . . . . 473--500
Jonathan Touboul and
Olivier Faugeras A Characterization of the First Hitting
Time of Double Integral Processes to
Curved Boundaries . . . . . . . . . . . 501--528
Francisco J. Piera and
Ravi R. Mazumdar and
Fabrice M. Guillemin Boundary Behavior and Product-Form
Stationary Distributions of Jump
Diffusions in the Orthant with
State-Dependent Reflections . . . . . . 529--547
David Gamarnik and
Petar Momcilovi\'c Steady-State Analysis of a Multiserver
Queue in the Halfin--Whitt Regime . . . 548--577
Nicole Bäuerle and
Rudolf Grübel Multivariate Risk Processes with
Interacting Intensities . . . . . . . . 578--601
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Gunnar Hellmund and
Michaela Prokesová and
Eva B. Vedel Jensen Lévy-Based Cox Point Processes . . . . . 603--629
Claudia Lautensack and
Sergei Zuyev Random Laguerre Tessellations . . . . . 630--650
Dominic Schuhmacher and
Aihua Xia A New Metric between Distributions of
Point Processes . . . . . . . . . . . . 651--672
Takashi Tamura Maximization of the Long-Term Growth
Rate for a Portfolio with Fixed and
Proportional Transaction Costs . . . . . 673--695
Matthias Degen and
Paul Embrechts EVT-Based Estimation of Risk Capital and
Convergence of High Quantiles . . . . . 696--715
Hyun Suk Park and
Ross Maller Moment and MGF Convergence of Overshoots
and Undershoots for Lévy Insurance Risk
Processes . . . . . . . . . . . . . . . 716--733
Adam Bobrowski Asymptotic Behavior of a Feller
Evolution Family Involved in the
Fisher--Wright Model . . . . . . . . . . 734--758
Xin Qi A Functional Central Limit Theorem for
Spatial Birth and Death Processes . . . 759--797
Erik Broman and
Ronald Meester Survival of Inhomogeneous Galton--Watson
Processes . . . . . . . . . . . . . . . 798--814
K. Borovkov and
G. Last On Level Crossings for a General Class
of Piecewise-Deterministic Markov
Processes . . . . . . . . . . . . . . . 815--834
Eunju Sohn and
Charles Knessl The Distribution of Wasted Spaces in the
M/M/$ \infty $ Queue with Ranked Servers 835--855
Charles Knessl and
Diego Ernesto Dominici Asymptotic Analysis of a Fluid Model
Modulated by an M/M/1 Queue . . . . . . 856--881
David Vere-Jones A Limit Theorem with Application to
Båth's Law in Seismology . . . . . . . . 882--896
Hongsheng Dai Perfect Sampling Methods for Random
Forests . . . . . . . . . . . . . . . . 897--917
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Kasra Alishahi and
Mohsen Sharifitabar Volume Degeneracy of the Typical Cell
and the Chord Length Distribution for
Poisson--Voronoi Tessellations in High
Dimensions . . . . . . . . . . . . . . . 919--938
Rama Cont and
Emily Tanimura Small-World Graphs: Characterization and
Alternative Constructions . . . . . . . 939--965
Archis Ghate Decentralized Search on Spheres Using
Small-World Markov Chains: Expected
Hitting Times and Structural Properties 966--978
Kari Heine and
Dan Crisan Uniform Approximations of Discrete-Time
Filters . . . . . . . . . . . . . . . . 979--1001
John K. McSweeney and
Boris G. Pittel Expected Coalescence Time for a
Nonuniform Allocation Process . . . . . 1002--1032
José A. Adell and
José M. Anoz and
Alberto Lekuona Exact Values and Sharp Estimates for the
Total Variation Distance between
Binomial and Poisson Distributions . . . 1033--1047
Anne Fey and
Remco Van Der Hofstad and
Marten J. Klok Large Deviations for Eigenvalues of
Sample Covariance Matrices, with
Applications to Mobile Communication
Systems . . . . . . . . . . . . . . . . 1048--1071
Takis Konstantopoulos and
Andreas E. Kyprianou and
Paavo Salminen and
Marina Sirviö Analysis of Stochastic Fluid Queues
Driven by Local-Time Processes . . . . . 1072--1103
Jose H. Blanchet and
Jingchen Liu State-Dependent Importance Sampling for
Regularly Varying Random Walks . . . . . 1104--1128
V. V. Anh and
Nikolai N. Leonenko and
Narn-Rueih Shieh Multifractality of Products of Geometric
Ornstein--Uhlenbeck-Type Processes . . . 1129--1156
Winfried K. Grassmann and
Javad Tavakoli Stochastic and Substochastic Solutions
for Infinite-State Markov Chains with
Applications to Matrix-Analytic Methods 1157--1173
Lorens A. Imhof Multiple-Trial Conflicts and Stochastic
Evolutionary Game Dynamics . . . . . . . 1174--1197
Donatas Surgailis A Quadratic ARCH($ \infty $) Model with
Long Memory and Lévy Stable Behavior of
Squares . . . . . . . . . . . . . . . . 1198--1222
Yaming Yu On an Inequality of Karlin and Rinott
concerning Weighted Sums of I.I.D.
Random Variables . . . . . . . . . . . . 1223--1226
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Paul Balister and
Béla Bollobás and
Amites Sarkar and
Mark Walters A Critical Constant for the
$k$-Nearest-Neighbour Model . . . . . . 1--12
Zakhar Kabluchko and
Evgeny Spodarev Scan Statistics of Lévy Noises and Marked
Empirical Processes . . . . . . . . . . 13--37
Nathan Shank Nearest-Neighbor Graphs on the Cantor
Set . . . . . . . . . . . . . . . . . . 38--62
G. N. Milstein and
M. V. Tretyakov Monte Carlo Methods for Backward
Equations in Nonlinear Filtering . . . . 63--100
Jean-François Chassagneux A Discrete-Time Approximation for Doubly
Reflected BSDEs . . . . . . . . . . . . 101--130
F. Thomas Bruss and
Guy Louchard The Odds Algorithm Based on Sequential
Updating and Its Performance . . . . . . 131--153
Hsiao-Chi Chen and
Yunshyong Chow Evolutionary Prisoner's Dilemma Games
with One-Dimensional Local Interaction
and Imitation . . . . . . . . . . . . . 154--176
R. Bekker and
O. J. Boxma and
J. A. C. Resing Lévy Processes with Adaptable Exponent 177--205
C. C. Heyde and
Dingcheng Wang Finite-Time Ruin Probability with an
Exponential Lévy Process Investment
Return and Heavy-Tailed Claims . . . . . 206--224
Serik Sagitov and
Maria Conceição Serra Multitype Bienaymé--Galton--Watson
Processes Escaping Extinction . . . . . 225--246
Maude Gathy and
Claude Lef\`evre From Damage Models to SIR Epidemics and
Cascading Failures . . . . . . . . . . . 247--269
Hua Zhou and
Kenneth Lange Composition Markov Chains of Multinomial
Type . . . . . . . . . . . . . . . . . . 270--291
James C. Fu and
Brad C. Johnson Approximate Probabilities for Runs and
Patterns in I.I.D. and Markov-Dependent
Multistate Trials . . . . . . . . . . . 292--308
Anonymous Correction: A characterization of the
first hitting time of double integral
processes to curved boundaries . . . . . 309--309
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Inés Armendáriz and
Antonio Cuevas and
Ricardo Fraiman Nonparametric Estimation of Boundary
Measures and Related Functionals:
Asymptotic Results . . . . . . . . . . . 311--322
Paul Balister and
Béla Bollobás and
Mark Walters Random Transceiver Networks . . . . . . 323--343
J. Díaz and
D. Mitsche and
X. Pérez-Giménez On the Probability of the Existence of
Fixed-Size Components in Random
Geometric Graphs . . . . . . . . . . . . 344--357
H. S. Harutyunyan and
V. K. Ohanyan The Chord Length Distribution Function
for Regular Polygons . . . . . . . . . . 358--366
Shai Covo One-Dimensional Distributions of
Subordinators with Upper Truncated Lévy
Measure, and Applications . . . . . . . 367--392
Vicky Fasen and
Gennady Samorodnitsky A Fluid Cluster Poisson Input Process
Can Look Like a Fractional Brownian
Motion Even in the Slow Growth
Aggregation Regime . . . . . . . . . . . 393--427
Claudia Brachner and
Vicky Fasen and
Alexander Lindner Extremes of Autoregressive Threshold
Processes . . . . . . . . . . . . . . . 428--451
Brice Franke and
Tatsuhiko Saigo The Extremes of Random Walks in Random
Sceneries . . . . . . . . . . . . . . . 452--468
Zhaolei Cui and
Yuebao Wang and
Kaiyong Wang Asymptotics for the Moments of the
Overshoot and Undershoot of a Random
Walk . . . . . . . . . . . . . . . . . . 469--494
Jun Cai and
Runhuan Feng and
Gordon E. Willmot On the Expectation of Total Discounted
Operating Costs Up to Default and Its
Applications . . . . . . . . . . . . . . 495--522
Valeri T. Stefanov and
Frank Ball Reward Distributions Associated with
Some Block Tridiagonal Transition
Matrices with Applications to Identity
by Descent . . . . . . . . . . . . . . . 523--545
Yusik Kim and
Rhonda Righter and
Ronald Wolff Job Replication on Multiserver Systems 546--575
Yuqiang Li The Speed of Extinction for Some
Generalized Ji\vrina Processes . . . . . 576--599
Philippe Robert and
Florian Simatos Occupancy Schemes Associated to Yule
Processes . . . . . . . . . . . . . . . 600--622
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Bartlomiej Blaszczyszyn and
D. Yogeshwaran Directionally Convex Ordering of Random
Measures, Shot Noise Fields, and Some
Applications to Wireless Communications 623--646
Hock Peng Chan Maxima of Moving Sums in a Poisson
Random Field . . . . . . . . . . . . . . 647--663
David Dereudre The Existence of Quermass-Interaction
Processes for Nonlocally Stable
Interaction and Nonbounded Convex Grains 664--681
Rolf Schneider Weighted Faces of Poisson Hyperplane
Tessellations . . . . . . . . . . . . . 682--694
René Caldentey and
Edward H. Kaplan and
Gideon Weiss FCFS Infinite Bipartite Matching of
Servers and Customers . . . . . . . . . 695--730
Stephanie Leocard Selective Sweep and the Size of the
Hitchhiking Set . . . . . . . . . . . . 731--764
Frank Ball and
David Sirl and
Pieter Trapman Threshold Behaviour and Final Outcome of
an Epidemic on a Random Network with
Household Structure . . . . . . . . . . 765--796
Abhimanyu Mitra and
Sidney I. Resnick Aggregation of Rapidly Varying Risks and
Asymptotic Independence . . . . . . . . 797--828
Giacomo Aletti and
Caterina May and
Piercesare Secchi A Central Limit Theorem, and Related
Results, for a Two-Color Randomly
Reinforced Urn . . . . . . . . . . . . . 829--844
Wlodek Bryc and
David Minda and
Sunder Sethuraman Large Deviations for the Leaves in Some
Random Trees . . . . . . . . . . . . . . 845--873
Ugur Tuncay Alparslan Exceedance of Power Barriers for
Integrated Continuous-Time Stationary
Ergodic Stable Processes . . . . . . . . 874--892
David Márquez-Carreras Generalized Fractional Kinetic
Equations: Another Point of View . . . . 893--910
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Volker Baumstark and
Günter Last Gamma Distributions for Stationary
Poisson Flat Processes . . . . . . . . . 911--939
Pierre Calka and
Julien Michel and
Katy Paroux Refined Convergence for the Boolean
Model . . . . . . . . . . . . . . . . . 940--957
Mark L. Huber and
Robert L. Wolpert Likelihood-Based Inference for Matérn
Type-III Repulsive Point Processes . . . 958--977
Mathew D. Penrose and
Vadim Shcherbakov Maximum Likelihood Estimation for
Cooperative Sequential Adsorption . . . 978--1001
Richard Cowan and
R. E. Miles LETTER TO THE EDITOR: Convex hulls on a
hemisphere . . . . . . . . . . . . . . . 1002--1004
Mark Fackrell An Alternative Characterization for
Matrix Exponential Distributions . . . . 1005--1022
Robb Koether and
Marcus Pendergrass and
John Osoinach The Lying Oracle Game with a Biased Coin 1023--1040
Abba M. Krieger and
Ester Samuel-Cahn The Secretary Problem of Minimizing the
Expected Rank: a Simple Suboptimal
Approach with Generalizations . . . . . 1041--1058
Vincent Bansaye Cell Contamination and Branching
Processes in a Random Environment with
Immigration . . . . . . . . . . . . . . 1059--1081
F. Freund and
M. Möhle On the Number of Allelic Types for
Samples Taken from Exchangeable
Coalescents with Mutation . . . . . . . 1082--1101
Marina Axelson-Fisk and
Olle Häggström Conditional Percolation on
One-Dimensional Lattices . . . . . . . . 1102--1122
Luc Devroye and
Joachim Gudmundsson and
Pat Morin On the Expected Maximum Degree of
Gabriel and Yao Graphs . . . . . . . . . 1123--1140
A. A. Borovkov Insurance with Borrowing: First- and
Second-Order Approximations . . . . . . 1141--1160
José Figueroa-López Nonparametric Estimation of Time-Changed
Lévy Models Under High-Frequency Data . . 1161--1188
Vitali Wachtel Transition Phenomena for Ladder Epochs
of Random Walks with Small Negative
Drift . . . . . . . . . . . . . . . . . 1189--1214
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Paul Balister and
Béla Bollobás and
Amites Sarkar and
Mark Walters Sentry Selection in Wireless Networks 1--25
Richard Cowan New Classes of Random Tessellations
Arising from Iterative Division of Cells 26--47
L. Muche Contact and Chord Length Distribution
Functions of the Poisson--Voronoi
Tessellation in High Dimensions . . . . 48--68
Terry Soo Translation-Equivariant Matchings of
Coin Flips on $ \mathbb {Z}^d $ . . . . 69--82
Jan Kallsen and
Arnd Pauwels Variance-Optimal Hedging in General
Affine Stochastic Volatility Models . . 83--105
Mariana Olvera-Cravioto On the Distribution of the Nearly
Unstable $ {\rm AR}(1) $ Process with
Heavy Tails . . . . . . . . . . . . . . 106--136
Wei Biao Wu and
Yinxiao Huang and
Wei Zheng Covariances Estimation for Long-Memory
Processes . . . . . . . . . . . . . . . 137--157
Kurt Helmes and
Richard H. Stockbridge Construction of the Value Function and
Optimal Rules in Optimal Stopping of
One-Dimensional Diffusions . . . . . . . 158--182
Arka P. Ghosh and
Alexander Roitershtein and
Ananda Weerasinghe Optimal Control of a Stochastic
Processing System Driven by a Fractional
Brownian Motion Input . . . . . . . . . 183--209
P. G. Taylor and
B. Van Houdt On the Dual Relationship Between Markov
Chains of Gi/M/1 and M/G/1 Type . . . . 210--225
Adam L. Kinnison and
Peter Mörters Simultaneous Multifractal Analysis of
the Branching and Visibility Measure on
a Galton--Watson Tree . . . . . . . . . 226--245
Andreas Brandt and
Manfred Brandt Insensitive Bounds for the Moments of
the Sojourn Times in M/Gi Systems Under
State-Dependent Processor Sharing . . . 246--267
O. Hryniv and
M. Menshikov Long-Time Behaviour in a Model of
Microtubule Growth . . . . . . . . . . . 268--291
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Robert J. Adler and
Gennady Samorodnitsky and
Jonathan E. Taylor Excursion Sets of Three Classes of
Stable Random Fields . . . . . . . . . . 293--318
Jonathan Jordan Degree Sequences of Geometric
Preferential Attachment Graphs . . . . . 319--330
H. Le and
D. Barden On the Induced Distribution of the Shape
of the Projection of a Randomly Rotated
Configuration . . . . . . . . . . . . . 331--346
Jesper Mòller and
Frederic Paik Schoenberg Thinning Spatial Point Processes into
Poisson Processes . . . . . . . . . . . 347--358
Yi-Ching Yao On Variances of Partial Volumes of the
Typical Cell of a Poisson--Voronoi
Tessellation and Large-Dimensional
Volume Degeneracy . . . . . . . . . . . 359--370
Anna Rusinek Mean Reversion for HJMM Forward Rate
Models . . . . . . . . . . . . . . . . . 371--391
Achim Klenke and
Lutz Mattner Stochastic Ordering of Classical
Discrete Distributions . . . . . . . . . 392--410
Guus Balkema and
Natalia Nolde Asymptotic Independence for Unimodal
Densities . . . . . . . . . . . . . . . 411--432
Federico Bassetti and
Irene Crimaldi and
Fabrizio Leisen Conditionally Identically Distributed
Species Sampling Sequences . . . . . . . 433--459
Anthony G. Pakes Critical Markov Branching Process Limit
Theorems Allowing Infinite Variance . . 460--488
G. Lindgren Slope Distribution in Front--Back
Asymmetric Stochastic Lagrange Time
Waves . . . . . . . . . . . . . . . . . 489--508
Donata Puplinskaite and
Donatas Surgailis Aggregation of a Random-Coefficient $
{\rm AR}(1) $ Process with Infinite
Variance and Idiosyncratic Innovations 509--527
D. A. Croydon Scaling Limits for Simple Random Walks
on Random Ordered Graph Trees . . . . . 528--558
Emilio De Santis and
Fabrizio Grandoni and
Alessandro Panconesi Low Degree Connectivity of Ad-Hoc
Networks Via Percolation . . . . . . . . 559--576
Yana Volkovich and
Nelly Litvak Asymptotic Analysis for Personalized Web
Search . . . . . . . . . . . . . . . . . 577--604
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
I. Bárány and
F. Fodor and
V. Vígh Intrinsic Volumes of Inscribed Random
Polytopes in Smooth Convex Bodies . . . 605--619
Y. Davydov and
A. Nagaev and
A. Philippe On the Peeling Procedure Applied to a
Poisson Point Process . . . . . . . . . 620--630
Bhupender Gupta and
Srikanth K. Iyer Criticality of the Exponential Rate of
Decay for the Largest Nearest-Neighbor
Link in Random Geometric Graphs . . . . 631--658
Mathew D. Penrose and
Andrew R. Wade Limit Theorems for Random Spatial
Drainage Networks . . . . . . . . . . . 659--688
Lijun Bo and
Yongjin Wang and
Xuewei Yang An Optimal Portfolio Problem in a
Defaultable Market . . . . . . . . . . . 689--705
Shankar Bhamidi and
Remco Van Der Hofstad and
Gerard Hooghiemstra Extreme Value Theory, Poisson--Dirichlet
Distributions, and First Passage
Percolation on Random Networks . . . . . 706--738
Shoou-Ren Hsiau Selecting the Last Consecutive Record in
a Record Process . . . . . . . . . . . . 739--760
K. Pakdaman and
M. Thieullen and
G. Wainrib Fluid Limit Theorems for Stochastic
Hybrid Systems with Application to
Neuron Models . . . . . . . . . . . . . 761--794
Jay Bartroff and
Larry Goldstein and
Yosef Rinott and
Ester Samuel-Cahn On Optimal Allocation of a Continuous
Resource Using an Iterative Approach and
Total Positivity . . . . . . . . . . . . 795--815
Takayuki Osogami A Fluid Limit for a Cache Algorithm with
General Request Processes . . . . . . . 816--833
Lasse Leskelä and
Philippe Robert and
Florian Simatos Interacting Branching Processes and
Linear File-Sharing Networks . . . . . . 834--854
Yizao Wang and
Stilian A. Stoev On the Structure and Representations of
Max-Stable Processes . . . . . . . . . . 855--877
Samuel N. Cohen and
Robert J. Elliott and
Charles E. M. Pearce A General Comparison Theorem for
Backward Stochastic Differential
Equations . . . . . . . . . . . . . . . 878--898
Lamia Belhadji and
Daniela Bertacchi and
Fabio Zucca A Self-Regulating and Patch Subdivided
Population . . . . . . . . . . . . . . . 899--912
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Daryl Daley and
Wilfrid S. Kendall and
Ilya Molchanov and
Eva Vedel Jensen Dietrich Stoyan: a Tribute on the
Occasion of His Seventieth Birthday . . ??
Tomasz Schreiber and
Christoph Thäle Second-Order Properties and Central
Limit Theory for the Vertex Process of
Iteration Infinitely Divisible and
Iteration Stable Random Tessellations in
the Plane . . . . . . . . . . . . . . . 913--935
Florian Voss and
Catherine Gloaguen and
Volker Schmidt Scaling Limits for Shortest Path Lengths
Along the Edges of Stationary
Tessellations . . . . . . . . . . . . . 936--952
Xianping Guo and
Liuer Ye New Discount and Average Optimality
Conditions for Continuous-Time Markov
Decision Processes . . . . . . . . . . . 953--985
Muhamad Azfar Ramli and
Gerard Leng The Stationary Probability Density of a
Class of Bounded Markov Processes . . . 986--993
Hosam M. Mahmoud Gaussian Phases in Generalized Coupon
Collection . . . . . . . . . . . . . . . 994--1012
J. Valero and
M. Pérez-Casany and
J. Ginebra On Zero-Truncating and Mixing Poisson
Distributions . . . . . . . . . . . . . 1013--1027
Alessandro De Gregorio Stochastic Velocity Motions and
Processes with Random Time . . . . . . . 1028--1056
Predrag R. Jelenkovi\'c and
Mariana Olvera-Cravioto Information Ranking and Power Laws on
Trees . . . . . . . . . . . . . . . . . 1057--1093
Sen Tan and
Aihua Xia On Customer Flows in Jackson Queueing
Networks . . . . . . . . . . . . . . . . 1094--1101
Nigel Bean and
Guy Latouche Approximations to Quasi-Birth-and-Death
Processes with Infinite Blocks . . . . . 1102--1125
Jinzhu Li and
Qihe Tang and
Rong Wu Subexponential Tails of Discounted
Aggregate Claims in a Time-Dependent
Renewal Risk Model . . . . . . . . . . . 1126--1146
Martin Hutzenthaler and
Jesse Earl Taylor Time Reversal of Some Stationary Jump
Diffusion Processes from Population
Genetics . . . . . . . . . . . . . . . . 1147--1171
R. McVinish and
P. K. Pollett Limits of Large Metapopulations with
Patch-Dependent Extinction Probabilities 1172--1186
Remco Van Der Hofstad and
A. J. E. M. Janssen and
Johan S. H. Van Leeuwaarden Critical Epidemics, Random Graphs, and
Brownian Motion with a Parabolic Drift 1187--1206
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
J. D. Biggins and
B. M. Hambly and
O. D. Jones Multifractal Spectra for Random
Self-Similar Measures Via Branching
Processes . . . . . . . . . . . . . . . 1--39
R. Lachi\`eze-Rey Mixing Properties for STIT Tessellations 40--48
Daren B. H. Cline Irreducibility and Continuity
Assumptions for Positive Operators with
Application to Threshold GARCH Time
Series Models . . . . . . . . . . . . . 49--76
Zhimin Zhang and
Hailiang Yang and
Hu Yang On the Absolute Ruin in a Map Risk Model
with Debit Interest . . . . . . . . . . 77--96
Christian-Oliver Ewald and
Yajun Xiao Information: Price and Impact on General
Welfare and Optimal Investment. An
Anticipative Stochastic Differential
Game Model . . . . . . . . . . . . . . . 97--120
Jay Bartroff and
Ester Samuel-Cahn The Fighter Problem: Optimal Allocation
of a Discrete Commodity . . . . . . . . 121--130
François Baccelli and
Bartlomiej Blaszczyszyn and
Mir-Omid Haji-Mirsadeghi Optimal Paths on the Space-Time SINR
Random Graph . . . . . . . . . . . . . . 131--150
Cecilia Holmgren A Weakly $1$-Stable Distribution for the
Number of Random Records and Cuttings in
Split Trees . . . . . . . . . . . . . . 151--177
Nicolas Curien and
Adrien Joseph Partial Match Queries in Two-Dimensional
Quadtrees: a Probabilistic Approach . . 178--194
Martin Larsson and
Johanna Neslehová Extremal Behavior of Archimedean Copulas 195--216
Laurens De Haan and
Chen Zhou Extreme Residual Dependence for Random
Vectors and Processes . . . . . . . . . 217--242
A. Al Hanbali and
M. Mandjes and
Y. Nazarathy and
W. Whitt The Asymptotic Variance of Departures in
Critically Loaded Queues . . . . . . . . 243--263
Jing-Sheng Song and
Paul Zipkin An Approximation for the Inverse First
Passage Time Problem . . . . . . . . . . 264--275
M. Richard Limit Theorems for Supercritical
Age-Dependent Branching Processes with
Neutral Immigration . . . . . . . . . . 276--300
François Caron and
Pierre Del Moral and
Arnaud Doucet and
Michele Pace On the Conditional Distributions of
Spatial Point Processes . . . . . . . . 301--307
Daniel Hug and
Rolf Schneider Faces with Given Directions in
Anisotropic Poisson Hyperplane Mosaics 308--321
Jesper Mòller and
Man Lung Yiu Probabilistic Results for a Mobile
Service Scenario . . . . . . . . . . . . 322--334
Ronald Meester and
Pieter Trapman Bounding Basic Characteristics of
Spatial Epidemics with a New Percolation
Model . . . . . . . . . . . . . . . . . 335--347
Clément Foucart Distinguished Exchangeable Coalescents
and Generalized Fleming--Viot Processes
with Immigration . . . . . . . . . . . . 348--374
Clément Dombry and
Christian Mazza and
Vincent Bansaye Phenotypic Diversity and Population
Growth in a Fluctuating Environment . . 375--398
Ali Devin Sezer and
Ferruh Özbudak Approximation of Bounds on Mixed-Level
Orthogonal Arrays . . . . . . . . . . . 399--421
Raul Gouet and
F. Javier López and
Gerardo Sanz Asymptotic Normality for the Number of
Records from General Distributions . . . 422--436
Thierry Huillet and
Servet Martinez Duality and Intertwining for Discrete
Markov Kernels: Relations and Examples 437--460
Yizao Wang and
Stilian A. Stoev Conditional Sampling for Spectrally
Discrete Max-Stable Random Fields . . . 461--483
Hongsheng Dai Exact Monte Carlo Simulation for
Fork-Join Networks . . . . . . . . . . . 484--503
Yann Demichel and
Anne Estrade and
Marie Kratz and
Gennady Samorodnitsky How Fast Can the Chord Length
Distribution Decay? . . . . . . . . . . 504--523
Amr Elmasry and
Hosam Mahmoud Analysis of Swaps in Radix Selection . . 524--544
Leila Setayeshgar and
Hui Wang Large Deviations for a Feed-Forward
Network . . . . . . . . . . . . . . . . 545--571
Bernt Òksendal and
Agn\`es Sulem and
Tusheng Zhang Optimal Control of Stochastic Delay
Equations and Time-Advanced Backward
Stochastic Differential Equations . . . 572--596
Sebastian Carstens and
Thomas Richthammer The Two-Type Continuum Richardson Model:
Nondependence of the Survival of Both
Types on the Initial Configuration . . . 597--615
Amites Dasgupta and
Rahul Roy and
Anish Sarkar Geometry of the Poisson Boolean Model on
a Region of Logarithmic Width in the
Plane . . . . . . . . . . . . . . . . . 616--635
Mathew D. Penrose and
Vadim Shcherbakov Asymptotic Normality of the Maximum
Likelihood Estimator for Cooperative
Sequential Adsorption . . . . . . . . . 636--648
S. Qu and
J. C. Gittins A Forwards Induction Approach to
Candidate Drug Selection . . . . . . . . 649--665
Ilya Molchanov and
Michael Schmutz Exchangeability-Type Properties of Asset
Prices . . . . . . . . . . . . . . . . . 666--687
Anita Diana Behme Distributional Properties of Solutions
of $ d v_T = V_T - d u_T + d l_T $ with
Lévy Noise . . . . . . . . . . . . . . . 688--711
Philip S. Griffin and
Ross A. Maller Stability of the Exit Time for Lévy
Processes . . . . . . . . . . . . . . . 712--734
Sandro Gallo Chains with Unbounded Variable Length
Memory: Perfect Simulation and a Visible
Regeneration Scheme . . . . . . . . . . 735--759
Mitsushi Tamaki Maximizing the Probability of Stopping
on Any of the Last $m$ Successes in
Independent Bernoulli Trials with Random
Horizona . . . . . . . . . . . . . . . . 760--781
M. Jara and
T. Komorowski Limit Theorems for Some Continuous-Time
Random Walks . . . . . . . . . . . . . . 782--813
Angelos Dassios and
Hongbiao Zhao A Dynamic Contagion Process . . . . . . 814--846
Chihoon Lee and
Ananda Weerasinghe Stationarity and Control of a Tandem
Fluid Network with Fractional Brownian
Motion Input . . . . . . . . . . . . . . 847--874
Larry Goldstein and
Haimeng Zhang A Berry--Esseen Bound for the Lightbulb
Process . . . . . . . . . . . . . . . . 875--898
Nicolas Bonichon and
Jean-François Marckert Asymptotics of Geometrical Navigation on
a Random Set of Points in the Plane . . 899--942
Günter Last and
Ryszard Szekli Comparisons and Asymptotics for Empty
Space Hazard Functions of Germ--Grain
Models . . . . . . . . . . . . . . . . . 943--962
Viola Weiss and
Richard Cowan Topological Relationships in Spatial
Tessellations . . . . . . . . . . . . . 963--984
Osman T. Akgun and
Rhonda Righter and
Ronald Wolff Multiple-Server System with Flexible
Arrivals . . . . . . . . . . . . . . . . 985--1004
Tu\ugrul Dayar and
Werner Sandmann and
David Spieler and
Verena Wolf Infinite Level-Dependent QBD Processes
and Matrix-Analytic Solutions for
Stochastic Chemical Kinetics . . . . . . 1005--1026
O. Hössjer Coalescence Theory for a General Class
of Structured Populations with Fast
Migration . . . . . . . . . . . . . . . 1027--1047
Frank G. Ball and
Edward S. Knock and
Philip D. O'Neill Threshold Behaviour of Emerging
Epidemics Featuring Contact Tracing . . 1048--1065
Fang Xu The Sampling Formula and Laplace
Transform Associated with the
Two-Parameter Poisson--Dirichlet
Distribution . . . . . . . . . . . . . . 1066--1085
Andreas Faller and
Ludger Rüschendorf On Approximative Solutions of Optimal
Stopping Problems . . . . . . . . . . . 1086--1108
Martin Moser and
Robert Stelzer Tail Behavior of Multivariate
Lévy--Driven Mixed Moving Average
Processes and SupOU Stochastic
Volatility Models . . . . . . . . . . . 1109--1135
E. H. A. Dia and
D. Lamberton Connecting Discrete and Continuous
Lookback Or Hindsight Options in
Exponential Lévy Models . . . . . . . . . 1136--1165
Andrea Kvitkovicová and
Victor M. Panaretos Asymptotic Inference for Partially
Observed Branching Processes . . . . . . 1166--1190
B. Galerne and
Y. Gousseau The Transparent Dead Leaves Model . . . 1--20
Srikanth K. Iyer and
D. Yogeshwaran Percolation and Connectivity in ``Ab''
Random Geometric Graphs . . . . . . . . 21--41
Jesper Mòller and
Kasper K. Berthelsen Transforming Spatial Point Processes
into Poisson Processes Using Random
Superposition . . . . . . . . . . . . . 42--62
Frank Ball and
David Sirl An SIR Epidemic Model on a Population
with Random Network and Household
Structure, and Several Types of
Individuals . . . . . . . . . . . . . . 63--86
Markus Kuba and
Alois Panholzer Limiting Distributions for a Class of
Diminishing Urn Models . . . . . . . . . 87--116
Irmingard Eder and
Claudia Klüppelberg Pareto Lévy Measures and Multivariate
Regular Variation . . . . . . . . . . . 117--138
Kaisheng Lin and
Gesine Reinert Joint Vertex Degrees in the
Inhomogeneous Random Graph Model $
\mathcal {G}(n, \{ p_{ij} \}) $ . . . . 139--165
Aristides V. Doumas and
Vassilis G. Papanicolaou The Coupon Collector's Problem
Revisited: Asymptotics of the Variance 166--195
Adrien Brandejsky and
Benoîte De Saporta and
François Dufour Numerical Methods for the Exit Time of a
Piecewise-Deterministic Markov Process 196--225
Anyue Chen and
Junping Li and
Yiqing Chen and
Dingxuan Zhou Extinction Probability of Interacting
Branching Collision Processes . . . . . 226--259
Christopher S. Withers and
Saralees Nadarajah The Distribution of Foschini's Lower
Bound for Channel Capacity . . . . . . . 260--269
Michael Falk and
Diana Tichy Asymptotic Conditional Distribution of
Exceedance Counts . . . . . . . . . . . 270--291
J. Gåsemyr Bounds for the Availabilities of
Multistate Monotone Systems Based on
Decomposition into Stochastically
Independent Modules . . . . . . . . . . 292--308
Anonymous Correction: Stochastic and Deterministic
Analysis of SIS Household Epidemics . . 309--310
A. Cuevas and
R. Fraiman and
B. Pateiro-López On Statistical Properties of Sets
Fulfilling Rolling-Type Conditions . . . 311--329
Piet Groeneboom Convex Hulls of Uniform Samples from a
Convex Polygon . . . . . . . . . . . . . 330--342
Fraser Daly and
Claude Lef\`evre and
Sergey Utev Stein's Method and Stochastic Orderings 343--372
Shaul K. Bar-Lev and
Gérard Letac Increasing Hazard Rate of Mixtures for
Natural Exponential Families . . . . . . 373--390
Anand Bhaskar and
Yun S. Song Closed-Form Asymptotic Sampling
Distributions Under the Coalescent with
Recombination for an Arbitrary Number of
Loci . . . . . . . . . . . . . . . . . . 391--407
Anand Bhaskar and
John A. Kamm and
Yun S. Song Approximate Sampling Formulae for
General Finite-Alleles Models of
Mutation . . . . . . . . . . . . . . . . 408--428
Hosam M. Mahmoud and
Robert T. Smythe On the Joint Behavior of Types of
Coupons in Generalized Coupon Collection 429--451
Cheng-Der Fuh and
Tian-Xiao Pang A Self-Normalized Central Limit Theorem
for Markov Random Walks . . . . . . . . 452--478
L. Beghin Fractional Relaxation Equations and
Brownian Crossing Probabilities of a
Random Boundary . . . . . . . . . . . . 479--505
Guus Balkema and
Natalia Nolde Asymptotic Dependence for Light-Tailed
Homothetic Densities . . . . . . . . . . 506--527
Predrag R. Jelenkovi\'c and
Mariana Olvera-Cravioto Implicit Renewal Theory and Power Tails
on Trees . . . . . . . . . . . . . . . . 528--561
Mathieu Feuillet and
Philippe Robert On the Transient Behavior of Ehrenfest
and Engset Processes . . . . . . . . . . 562--582
Steffen Dereich and
Christian Mönch and
Peter Mörters Typical Distances in Ultrasmall Random
Networks . . . . . . . . . . . . . . . . 583--601
F. Ballani and
Z. Kabluchko and
M. Schlather Random Marked Sets . . . . . . . . . . . 603--616
Victor Falgas-Ravry and
Mark Walters Sharpness in the $k$-Nearest-Neighbours
Random Geometric Graph Model . . . . . . 617--634
Christoph Thäle and
Viola Weiss and
Werner Nagel Spatial STIT Tessellations:
Distributional Results for $I$-Segments 635--654
Savas Dayanik and
Masahiko Egami Optimal Stopping Problems for Asset
Management . . . . . . . . . . . . . . . 655--677
Claudia Ceci and
Katia Colaneri Nonlinear Filtering for Jump Diffusion
Observations . . . . . . . . . . . . . . 678--701
Sanaa Kholfi and
Hosam M. Mahmoud The Class of Tenable Zero-Balanced Pólya
Urn Schemes: Characterization and
Gaussian Phases . . . . . . . . . . . . 702--728
Uwe Franz and
Volkmar Liebscher and
Stefan Zeiser Piecewise-Deterministic Markov Processes
As Limits of Markov Jump Processes . . . 729--748
Alexandre Genadot and
Mich\`ele Thieullen Averaging for a Fully Coupled
Piecewise-Deterministic Markov Process
in Infinite Dimensions . . . . . . . . . 749--773
François Dufour and
M. Horiguchi and
A. B. Piunovskiy The Expected Total Cost Criterion for
Markov Decision Processes Under
Constraints: a Convex Analytic Approach 774--793
Rajat Subhra Hazra and
Krishanu Maulik Tail Behavior of Randomly Weighted Sums 794--814
Jingchen Liu and
Xuan Yang The Convergence Rate and Asymptotic
Distribution of the Bootstrap Quantile
Variance Estimator for Importance
Sampling . . . . . . . . . . . . . . . . 815--841
Zhiyi Chi On Exact Sampling of Nonnegative
Infinitely Divisible Random Variables 842--873
Michel Dekking and
Derong Kong A Simple Stochastic Kinetic Transport
Model . . . . . . . . . . . . . . . . . 874--885
Jiaqin Wei and
Rongming Wang and
Hailiang Yang On the Optimal Dividend Strategy in a
Regime-Switching Diffusion Model . . . . 886--906
Ery Arias-Castro and
Bruno Pelletier and
Pierre Pudlo The Normalized Graph Cut and Cheeger
Constant: from Discrete to Continuous 907--937
M. Reitzner and
E. Spodarev and
D. Zaporozhets Set Reconstruction by Voronoi Cells . . 938--953
M. Riplinger and
M. Spiess Asymptotic Properties of the Approximate
Inverse Estimator for Directional
Distributions . . . . . . . . . . . . . 954--976
Joaquin Fontbona and
Hél\`ene Guérin and
Florent Malrieu Quantitative Estimates for the Long-Time
Behavior of an Ergodic Variant of the
Telegraph Process . . . . . . . . . . . 977--994
Souvik Ghosh and
Soumyadip Ghosh A Strong Law for the Rate of Growth of
Long Latency Periods in a Cloud
Computing Service . . . . . . . . . . . 995--1017
Alessandro Andreoli and
Francesco Caravenna and
Paolo Dai Pra and
Gustavo Posta Scaling and Multiscaling in Financial
Series: a Simple Model . . . . . . . . . 1018--1051
Michael Kelly A Hierarchical Probability Model of
Colon Cancer . . . . . . . . . . . . . . 1052--1083
Christoph Czichowsky and
Martin Schweizer Convex Duality in Mean-Variance Hedging
Under Convex Trading Constraints . . . . 1084--1112
Rafal Kulik and
Philippe Soulier Limit Theorems for Long-Memory
Stochastic Volatility Models with
Infinite Variance: Partial Sums and
Sample Covariances . . . . . . . . . . . 1113--1141
Mariana Olvera-Cravioto Asymptotics for Weighted Random Sums . . 1142--1172
Hock Peng Chan and
Shaojie Deng and
Tze-Leung Lai Rare-Event Simulation of Heavy-Tailed
Random Walks by Sequential Importance
Sampling and Resampling . . . . . . . . 1173--1196
James Burridge and
Richard Cowan and
Isaac Ma Full- and Half-Gilbert Tessellations
with Rectangular Cells . . . . . . . . . 1--19
C. Hirsch and
D. Neuhäuser and
V. Schmidt Connectivity of Random Geometric Graphs
Related to Minimal Spanning Forests . . 20--36
Jinghai Shao and
Xiuping Wang Estimates of the Exit Probability for
Two Correlated Brownian Motions . . . . 37--50
K. D. Glazebrook and
D. J. Hodge and
C. Kirkbride Monotone Policies and Indexability for
Bidirectional Restless Bandits . . . . . 51--85
E. H. A. Dia Error Bounds for Small Jumps of Lévy
Processes . . . . . . . . . . . . . . . 86--105
Predrag R. Jelenkovi\'c and
Jian Tan Characterizing Heavy-Tailed
Distributions Induced by Retransmissions 106--138
Bikramjit Das and
Abhimanyu Mitra and
Sidney Resnick Living on the Multidimensional Edge:
Seeking Hidden Risks Using Regular
Variation . . . . . . . . . . . . . . . 139--163
Pavel V. Gapeev and
Albert N. Shiryaev Bayesian Quickest Detection Problems for
Some Diffusion Processes . . . . . . . . 164--185
Sidney I. Resnick and
David Zeber Asymptotics of Markov Kernels and the
Tail Chain . . . . . . . . . . . . . . . 186--213
Nikolaos Limnios and
Anatoliy Swishchuk Discrete-Time Semi-Markov Random
Evolutions and Their Applications . . . 214--240
Fenglong Guo and
Dingcheng Wang Finite- and Infinite-Time Ruin
Probabilities with General Stochastic
Investment Return Processes and
Bivariate Upper Tail Independent and
Heavy-Tailed Claims . . . . . . . . . . 241--273
F. Avram and
A. J. E. M. Janssen and
J. S. H. Van Leeuwaarden Loss Systems with Slow Retrials in the
Halfin--Whitt Regime . . . . . . . . . . 274--294
Richard Cowan Line segments in the isotropic planar
STIT tessellation . . . . . . . . . . . 295--311
Lothar Heinrich and
Malte Spiess Central limit theorems for volume and
surface content of stationary Poisson
cylinder processes in expanding domains 312--331
Johan Tykesson and
Pierre Calka Asymptotics of visibility in the
hyperbolic plane . . . . . . . . . . . . 332--350
Ana Bu\vsi\'c and
Varun Gupta and
Jean Mairesse Stability of the bipartite matching
model . . . . . . . . . . . . . . . . . 351--378
Shui Feng and
Jie Xiong Asymptotic behavior of the Moran
particle system . . . . . . . . . . . . 379--397
Jingchen Liu and
Gongjun Xu On the density functions of integrals of
Gaussian random fields . . . . . . . . . 398--424
James Allen Fill and
Takehiko Nakama Distributional convergence for the
number of symbol comparisons used by
QuickSelect . . . . . . . . . . . . . . 425--450
Esther Frostig A Markov additive risk process with a
dividend barrier . . . . . . . . . . . . 451--489
Xianping Guo and
Mantas Vykertas and
Yi Zhang Absorbing continuous-time Markov
decision processes with total cost
criteria . . . . . . . . . . . . . . . . 490--519
M. Jirak Limit theorems for aggregated linear
processes . . . . . . . . . . . . . . . 520--544
F. E. Benth and
L. Vos Cross-commodity spot price modeling with
stochastic volatility and leverage for
energy markets . . . . . . . . . . . . . 545--571
F. E. Benth and
L. Vos Pricing of forwards and options in a
multivariate non-Gaussian stochastic
volatility model for energy markets . . 572--594
Mikko Kuronen and
Lasse Leskelä Hard-core thinnings of germ--grain
models with power-law grain sizes . . . 595--625
Ond\vrej \vSedivý and
Jakub Stanek and
Bla\vzena Kratochvílová and
Viktor Bene\vs Sliced inverse regression and
independence in random marked sets with
covariates . . . . . . . . . . . . . . . 626--644
Guodong Pang and
David D. Yao Heavy-traffic limits for a many-server
queueing network with switchover . . . . 645--672
Osman T. Akgun and
Rhonda Righter and
Ronald Wolff Partial flexibility in routeing and
scheduling . . . . . . . . . . . . . . . 673--691
H. K. Alexander Conditional distributions and waiting
times in multitype branching processes 692--718
Gerold Alsmeyer and
Sören Gröttrup A host-parasite model for a two-type
cell population . . . . . . . . . . . . 719--741
G. N. Milstein and
M. V. Tretyakov Probabilistic methods for the
incompressible Navier--Stokes equations
with space periodic conditions . . . . . 742--772
S. Juneja and
M. Mandjes Overlap problems on the circle . . . . . 773--790
Soufiane Aazizi Discrete-time approximation of decoupled
forward--backward stochastic
differential equations driven by pure
jump Lévy processes . . . . . . . . . . . 791--821
Pierre Collet and
Servet Martínez and
Sylvie Méléard and
Jaime San Martín Stochastic models for a chemostat and
long-time behavior . . . . . . . . . . . 822--837
François Dufour and
A. B. Piunovskiy The expected total cost criterion for
Markov decision processes under
constraints . . . . . . . . . . . . . . 837--859
Martin Forde and
Andrey Pogudin and
Hongzhong Zhang Hitting times, occupation times,
trivariate laws and the forward
Kolmogorov equation for a
one-dimensional diffusion with memory 860--875
Nathan Ross Power laws in preferential attachment
graphs and Stein's method for the
negative binomial distribution . . . . . 876--893
François Baccelli and
David Coupier and
Viet Chi Tran Semi-infinite paths of the
two-dimensional radial spanning tree . . 895--916
Christian Buchta Exact formulae for variances of
functionals of convex hulls . . . . . . 917--924
Ó. Thórisdóttir and
M. Kiderlen Wicksell's problem in local stereology 925--944
Konrad Abramowicz and
Oleg Seleznjev Piecewise-multilinear interpolation of a
random field . . . . . . . . . . . . . . 945--959
Ana Bu\vsi\'c and
Jean Mairesse and
Ir\`ene Marcovici Probabilistic cellular automata,
invariant measures, and perfect sampling 960--980
A. D. Barbour and
G. Reinert Asymptotic behaviour of gossip processes
and small-world networks . . . . . . . . 981--1010
Jorge Navarro and
Francisco J. Samaniego and
N. Balakrishnan Mixture representations for the joint
distribution of lifetimes of two
coherent systems with shared components 1011--1027
Mitsushi Tamaki Optimal stopping rule for the
no-information duration problem with
random horizon . . . . . . . . . . . . . 1028--1048
Bin Li and
Xiaowen Zhou The joint Laplace transforms for
diffusion occupation times . . . . . . . 1049--1067
S. Hautphenne and
G. Latouche and
G. Nguyen Extinction probabilities of branching
processes with countably infinitely many
types . . . . . . . . . . . . . . . . . 1068--1082
Sergey Foss and
Stan Zachary Stochastic sequences with a regenerative
structure that may depend both on the
future and on the past . . . . . . . . . 1083--1110
Irene Crimaldi and
Antonio Di Crescenzo and
Antonella Iuliano and
Barbara Martinucci A generalized telegraph process with
velocity driven by random trials . . . . 1111--1136
Saul C. Leite and
Marcelo D. Fragoso Reducing response time in fork-join
systems under heavy traffic via
imbalance control . . . . . . . . . . . 1137--1156
N. Lanchier Stochastic spatial model of
producer-consumer systems on the lattice 1157--1181
N. Lanchier The role of dispersal in interacting
patches subject to an Allee effect . . . 1182--1197
Anonymous \booktitleAdvances in Applied
Probability Volume 45 (2013): Index
General Applied Probability . . . . . . 1198--1200
Anonymous \booktitleAdvances in Applied
Probability Volume 45 (2013): Index
Stochastic Geometry and Statistical
Applications . . . . . . . . . . . . . . 1201
Bart\lomiej B\laszczyszyn and
D. Yogeshwaran On comparison of clustering properties
of point processes . . . . . . . . . . . 1--20
Kaspar Stucki and
Dominic Schuhmacher Bounds for the probability generating
functional of a Gibbs point process . . 21--34
Anne Marie Svane Local digital estimators of intrinsic
volumes for Boolean models and in the
design-based setting . . . . . . . . . . 35--58
Matthieu Jonckheere and
Seva Shneer Stability of multi-dimensional
birth-and-death processes with
state-dependent $0$-homogeneous jumps 59--75
Maria Remerova and
Sergey Foss and
Bert Zwart Random fluid limit of an overloaded
polling model . . . . . . . . . . . . . 76--101
Jukka Lempa Bounded variation control of Itô
diffusions with exogenously restricted
intervention times . . . . . . . . . . . 102--120
Ulrich Rieder and
Marc Wittlinger On optimal terminal wealth problems with
random trading times and drawdown
constraints . . . . . . . . . . . . . . 121--138
Masahiko Egami and
Kazutoshi Yamazaki On the continuous and smooth fit
principle for optimal stopping problems
in spectrally negative Lévy models . . . 139--167
Toshio Nakata The number of collisions for the
occupancy problem with unequal
probabilities . . . . . . . . . . . . . 168--185
Laura Sacerdote and
Ottavia Telve and
Cristina Zucca Joint densities of first hitting times
of a diffusion process through two
time-dependent boundaries . . . . . . . 186--202
Ravi Kalpathy and
Hosam Mahmoud Perpetuities in fair leader election
algorithms . . . . . . . . . . . . . . . 203--216
Yan-Xia Ren and
Ting Yang Multitype branching Brownian motion and
traveling waves . . . . . . . . . . . . 217--240
Peter Neal Endemic behaviour of SIS epidemics with
general infectious period distributions 241--255
Daniela Bertacchi and
Fábio Prates Machado and
Fabio Zucca Local and global survival for
nonhomogeneous random walk systems on
$Z$ . . . . . . . . . . . . . . . . . . 256--278
Alexandros Beskos and
Dan O. Crisan and
Ajay Jasra and
Nick Whiteley Error bounds and normalising constants
for sequential Monte Carlo samplers in
high dimensions . . . . . . . . . . . . 279--306
Ge Chen and
Changlong Yao and
Tiande Guo The asymptotic size of the largest
component in random geometric graphs
with some applications . . . . . . . . . 307--324
L. Decreusefond and
E. Ferraz and
H. Randriambololona and
A. Vergne Simplicial homology of random
configurations . . . . . . . . . . . . . 325--347
Günter Last and
Mathew D. Penrose and
Matthias Schulte and
Christoph Thäle Moments and central limit theorems for
some multivariate Poisson functionals 348--364
Masahiro Kobayashi and
Masakiyo Miyazawa Tail asymptotics of the stationary
distribution of a two-dimensional
reflecting random walk with unbounded
upward jumps . . . . . . . . . . . . . . 365--399
Daniela Bertacchi and
Fabio Zucca Strong local survival of branching
random walks is not monotone . . . . . . 400--421
Galin L. Jones and
Gareth O. Roberts and
Jeffrey S. Rosenthal Convergence of conditional
Metropolis--Hastings samplers . . . . . 422--445
Camille Coron Stochastic modeling of density-dependent
diploid populations and the extinction
vortex . . . . . . . . . . . . . . . . . 446--477
Sebastian Engelke and
Alexander Malinowski and
Marco Oesting and
Martin Schlather Statistical inference for max-stable
processes by conditioning on extreme
events . . . . . . . . . . . . . . . . . 478--495
Alexander Gnedin and
Alexander Iksanov and
Alexander Marynych and
Martin Möhle On asymptotics of the beta coalescents 496--515
Mathieu Feuillet and
Philippe Robert A scaling analysis of a transient
stochastic network . . . . . . . . . . . 516--535
Alessandro Arlotto and
J. Michael Steele Optimal online selection of an
alternating subsequence: a central limit
theorem . . . . . . . . . . . . . . . . 536--559
Eric Foxall Convergence and monotonicity for a model
of spontaneous infection and
transmission . . . . . . . . . . . . . . 560--584
Li-Xin Zhang and
Feifang Hu and
Siu Hung Cheung and
Wai Sum Chan Asymptotic properties of multicolor
randomly reinforced Pólya urns . . . . . 585--602
D. Coupier and
Yu. Davydov Random symmetrizations of convex bodies 603--621
Julia Hörrmann and
Daniel Hug On the volume of the zero cell of a
class of isotropic Poisson hyperplane
tessellations . . . . . . . . . . . . . 622--642
Servet Martínez and
Werner Nagel STIT tessellations have trivial tail $
\sigma $-algebra . . . . . . . . . . . . 643--660
Olivier Garet and
Régine Marchand Growth of a population of bacteria in a
dynamical hostile environment . . . . . 661--686
Elisabeth Bauernschubert Recurrence and transience of critical
branching processes in random
environment with immigration and an
application to excited random walks . . 687--703
Rui Chen and
Ollivier Hyrien On classes of equivalence and
identifiability of age-dependent
branching processes . . . . . . . . . . 704--718
Ole E. Barndorff-Nielsen and
Fred Espen Benth and
Almut E. D. Veraart Modelling electricity futures by ambit
fields . . . . . . . . . . . . . . . . . 719--745
Erik Ekström and
Bing Lu The optimal dividend problem in the dual
model . . . . . . . . . . . . . . . . . 746--765
Ning Cai and
S. G. Kou and
Zongjian Liu A two-sided Laplace inversion algorithm
with computable error bounds and its
applications in financial engineering 766--789
Dominic Edelmann and
Cornelia Wichelhaus Nonparametric inference for queueing
networks of GEOM$^X$ /G/$ \infty $
queues in discrete time . . . . . . . . 790--811
E. S. Badila and
O. J. Boxma and
J. A. C. Resing and
E. M. M. Winands Queues and risk models with simultaneous
arrivals . . . . . . . . . . . . . . . . 812--831
Naoto Miyoshi and
Tomoyuki Shirai A cellular network model with Ginibre
configured base stations . . . . . . . . 832--845
Vicky Fasen Limit theory for high frequency sampled
MCARMA models . . . . . . . . . . . . . 846--877
Mátyás Barczy and
Leif Döring and
Zenghu Li and
Gyula Pap Stationarity and ergodicity for an
affine two-factor model . . . . . . . . 878--898
F. Fodor and
P. Kevei and
V. Vígh On random disc polygons in smooth convex
discs . . . . . . . . . . . . . . . . . 899--918
Daniel Hug and
Rolf Schneider Approximation properties of random
polytopes associated with Poisson
hyperplane processes . . . . . . . . . . 919--936
Daniel Hug and
Günter Last and
Zbyn\bök Pawlas and
Wolfgang Weil Statistics for Poisson models of
overlapping spheres . . . . . . . . . . 937--962
Zhiyi Chi Nonnormal small jump approximation of
infinitely divisible distributions . . . 963--984
Emilie Coupechoux and
Marc Lelarge How clustering affects epidemics in
random networks . . . . . . . . . . . . 985--1008
Robert C. Griffiths The $ \Lambda $--Fleming--Viot process
and a connection with Wright--Fisher
diffusion . . . . . . . . . . . . . . . 1009--1035
Lo\"\ic Hervé and
James Ledoux Spectral analysis of Markov kernels and
application to the convergence rate of
discrete random walks . . . . . . . . . 1036--1058
Qifan Song and
Mingqi Wu and
Faming Liang Weak convergence rates of population
versus single-chain stochastic
approximation MCMC algorithms . . . . . 1059--1083
Ieva Grublyte and
Donatas Surgailis Projective stochastic equations and
nonlinear long memory . . . . . . . . . 1084--1105
Ma\lgorzata Kuchta and
Michal Morayne Monotone case for an extended process 1106--1125
Alberto Chiarini and
Markus Fischer On large deviations for small noise Itô
processes . . . . . . . . . . . . . . . 1126--1147
Ji Hwan Cha Characterization of the generalized Pólya
process and its applications . . . . . . 1148--1171
Alexander D. Kolesnik Probability distribution function for
the Euclidean distance between two
telegraph processes . . . . . . . . . . 1172--1193
Anonymous Advances in Applied Probability Volume
46 (2014): Index General Applied
Probability . . . . . . . . . . . . . . ??
Anonymous Advances in Applied Probability Volume
46 (2014): Index Stochastic Geometry and
Statistical Applications . . . . . . . . ??
Venkat Anantharam and
François Baccelli Capacity and error exponents of
stationary point processes under random
additive displacements . . . . . . . . . 1--26
Stefan Steinerberger New bounds for the traveling salesman
constant . . . . . . . . . . . . . . . . 27--36
Louigi Addario-Berry and
Tao Lei The mixing time of the Newman--Watts
small-world model . . . . . . . . . . . 37--56
Michael Grinfeld and
Stanislav Volkov and
Andrew R. Wade Convergence in a multidimensional
randomized Keynesian beauty contest . . 57--82
Hiroyuki Masuyama Error bounds for augmented truncations
of discrete-time block-monotone Markov
chains under geometric drift conditions 83--105
François Dufour and
Alexei B. Piunovskiy Impulsive control for continuous-time
Markov decision processes . . . . . . . 106--127
Kamille Sofie Tågholt Gad and
Jesper Lund Pedersen Variance optimal stopping for geometric
Lévy processes . . . . . . . . . . . . . 128--145
Hironobu Sakagawa Persistence probability for a class of
Gaussian processes related to random
interface models . . . . . . . . . . . . 146--163
Ghurumuruhan Ganesan Infection spread in random geometric
graphs . . . . . . . . . . . . . . . . . 164--181
Daniel Ahlberg Asymptotics of first-passage percolation
on one-dimensional graphs . . . . . . . 182--209
Hongzhong Zhang Occupation times, drawdowns, and drawups
for one-dimensional regular diffusions 210--230
D. J. Daley and
Johan S. H. Van Leeuwaarden and
Yoni Nazarathy BRAVO for many-server QED systems with
finite buffers . . . . . . . . . . . . . 231--250
A. L. Stolyar Diffusion-scale tightness of invariant
distributions of a large-scale flexible
service system . . . . . . . . . . . . . 251--269
Xiaohu Li and
Yinping You Permutation monotone functions of random
vectors with applications in financial
and actuarial risk management . . . . . 270--291
Richard Arratia and
Stephen DeSalvo On the random sampling of pairs, with
pedestrian examples . . . . . . . . . . 292--305
Linda V. Hansen and
Thordis L. Thorarinsdottir and
Evgeni Ovcharov and
Tilmann Gneiting and
Donald Richards Gaussian random particles with flexible
Hausdorff dimension . . . . . . . . . . 307--327
C. Hirsch and
D. Neuhäuser and
C. Gloaguen and
V. Schmidt First passage percolation on random
geometric graphs and an application to
shortest-path trees . . . . . . . . . . 328--354
Qian Lin Nash equilibrium payoffs for stochastic
differential games with two reflecting
barriers . . . . . . . . . . . . . . . . 355--377
B. Eriksson and
M. R. Pistorius American option valuation under
continuous-time Markov chains . . . . . 378--401
Pawel Lorek and
Ryszard Szekli Computable bounds on the spectral gap
for unreliable Jackson networks . . . . 402--424
Predrag R. Jelenkovi\'c and
Evangelia D. Skiani Distribution of the number of
retransmissions of bounded documents . . 425--449
A. J. E. M. Janssen and
J. S. H. van Leeuwaarden Staffing many-server systems with
admission control and retrials . . . . . 450--475
Amarjit Budhiraja and
Vladas Pipiras and
Xiaoming Song Admission control for multidimensional
workload input with heavy tails and
fractional Ornstein--Uhlenbeck process 476--505
Ji Hwan Cha and
Gianpaolo Pulcini Burn-in procedure based on a dependent
covariate process . . . . . . . . . . . 506--529
Serik Sagitov and
Maria Conceição Serra Skeletons of near-critical
Bienaym\'e--Galton--Watson branching
processes . . . . . . . . . . . . . . . 530--544
Sana Louhichi and
Bernard Ycart Exponential growth of bifurcating
processes with ancestral dependence . . 545--564
Jonathan Jordan and
Andrew R. Wade Phase transitions for random geometric
preferential attachment graphs . . . . . 565--588
István Kolossváry and
Júlia Komjáthy First passage percolation on
inhomogeneous random graphs . . . . . . 589--610
Bruno Galerne and
Raphael Lachi\`eze-Rey Random measurable sets and covariogram
realizability problems . . . . . . . . . 611--639
Werner Nagel and
Eike Biehler Consistency of constructions for cell
division processes . . . . . . . . . . . 640--651
D. J. Hodge and
K. D. Glazebrook On the asymptotic optimality of greedy
index heuristics for multi-action
restless bandits . . . . . . . . . . . . 652--667
N. Lanchier and
N. Taylor Galam's bottom-up hierarchical system
and public debate model revisited . . . 668--692
Jean-Stéphane Dhersin and
Linglong Yuan On the total length of external branches
for beta-coalescents . . . . . . . . . . 693--714
Florian Simatos State space collapse for critical
multistage epidemics . . . . . . . . . . 715--740
Xinxin Chen A necessary and sufficient condition for
the nontrivial limit of the derivative
martingale in a branching random walk 741--760
Jose Blanchet and
Jing Dong Perfect sampling for infinite server and
loss systems . . . . . . . . . . . . . . 761--786
Xiaoou Li and
Jingchen Liu Rare-event simulation and efficient
discretization for the supremum of
Gaussian random fields . . . . . . . . . 787--816
Huei-Wen Teng and
Ming-Hsuan Kang and
Cheng-Der Fuh On spherical Monte Carlo simulations for
multivariate normal probabilities . . . 817--836
Antoine Jacquier and
Matthew Lorig From characteristic functions to implied
volatility expansions . . . . . . . . . 837--857
Nicholas R. Peterson and
Boris Pittel Distance between two random $k$-out
digraphs, with and without preferential
attachment . . . . . . . . . . . . . . . 858--879
Bernard Bercu and
Adrien Richou Large deviations for the
Ornstein--Uhlenbeck process with shift 880--901
Huijie Qiao and
Jinqiao Duan Nonlinear filtering of stochastic
dynamical systems with Lévy noises . . . 902--918
Nicolas Privault Laplace transform identities for the
volume of stopping sets based on Poisson
point processes . . . . . . . . . . . . 919--933
Aihua Xia and
J. E. Yukich Normal approximation for statistics of
Gibbsian input in geometric probability 934--972
Emilie Coupechoux and
Marc Lelarge Contagions in random networks with
overlapping communities . . . . . . . . 973--988
P. Vis and
R. Bekker and
R. D. van der Mei Heavy-traffic limits for polling models
with exhaustive service and non-FCFS
service order policies . . . . . . . . . 989--1014
A. B. Dieker and
T. Suk Randomized longest-queue-first
scheduling for large-scale buffered
systems . . . . . . . . . . . . . . . . 1015--1038
Stephen B. Connor and
Wilfrid S. Kendall Perfect simulation of M/G/c queues . . . 1039--1063
Xianping Guo and
Xiangxiang Huang and
Yonghui Huang Finite-horizon optimality for
continuous-time Markov decision
processes with unbounded transition
rates . . . . . . . . . . . . . . . . . 1064--1087
H. Blok and
F. M. Spieksma Countable state Markov decision
processes with unbounded jump rates and
discounted cost: optimality equation and
approximations . . . . . . . . . . . . . 1088--1107
Claudia Klüppelberg and
Muneya Matsui Generalized fractional Lévy processes
with fractional Brownian motion limit 1108--1131
Grigori N. Milstein and
John Schoenmakers Uniform approximation of the
Cox--Ingersoll--Ross process . . . . . . 1132--1156
Jafar Ahmadi and
Antonio Di Crescenzo and
Maria Longobardi On dynamic mutual information for
bivariate lifetimes . . . . . . . . . . 1157--1174
Raúl Gouet and
F. Javier López and
Gerardo Sanz Records from stationary observations
subject to a random trend . . . . . . . 1175--1189
A. D. Barbour and
K. Hamza and
Haya Kaspi and
F. C. Klebaner Escape from the boundary in Markov
population processes . . . . . . . . . . 1190--1211
Erik J. Baurdoux and
Nan Chen and
Budhi A. Surya and
Kazutoshi Yamazaki Optimal double stopping of a Brownian
bridge . . . . . . . . . . . . . . . . . 1212--1234
Anonymous Advances in Applied Probability Volume
47 (2015): Index General Applied
Probability . . . . . . . . . . . . . . 1235--1237
Anonymous Advances in Applied Probability Volume
47 (2015): Index Stochastic Geometry and
Statistical Applications . . . . . . . . 1238
Amites Sarkar Secrecy coverage in two dimensions . . . 1--12
R. J. Maillardet and
P. G. Taylor Queues with advanced reservations: an
infinite-server proxy for the bookings
diary . . . . . . . . . . . . . . . . . 13--31
Eric Foxall Duality and complete convergence for
multi-type additive growth models . . . 32--51
Mitsushi Tamaki Optimal stopping rule for the
full-information duration problem with
random horizon . . . . . . . . . . . . . 52--68
Hock Peng Chan and
Chiang-Wee Heng and
Ajay Jasra Theory of segmented particle filters . . 69--87
Francisco J. Samaniego and
Jorge Navarro On comparing coherent systems with
heterogeneous components . . . . . . . . 88--111
Zi Ding and
Ilya O. Ryzhov Optimal learning with non-Gaussian
rewards . . . . . . . . . . . . . . . . 112--136
Alberto Gandolfi and
Lorenzo Cecconi SIR epidemics on a scale-free spatial
nested modular network . . . . . . . . . 137--162
Panpan Zhang and
Hosam Mahmoud The degree profile and weight in
Apollonian networks and $k$-trees . . . 163--175
Hans Daduna and
Ryszard Szekli Correlation formulas for Markovian
network processes in a random
environment . . . . . . . . . . . . . . 176--198
Werner R. W. Scheinhardt and
Dirk P. Kroese A comparison of random walks in
dependent random environments . . . . . 199--214
Ross G. Pinsky The speed of a random walk excited by
its recent history . . . . . . . . . . . 215--234
G. Huang and
H. M. Jansen and
M. Mandjes and
P. Spreij and
K. De Turck Markov-modulated Ornstein--Uhlenbeck
processes . . . . . . . . . . . . . . . 235--254
Bernd Heidergott and
Haralambie Leahu and
Andreas Löpker and
Georg Pflug Perturbation analysis of inhomogeneous
finite Markov chains . . . . . . . . . . 255--273
Hél\`ene Guérin and
Jean-François Renaud Joint distribution of a spectrally
negative Lévy process and its occupation
time, with step option pricing in view 274--297
Giorgio Ferrari and
Paavo Salminen Irreversible investment under Lévy
uncertainty: an equation for the optimal
boundary . . . . . . . . . . . . . . . . 298--314
Ruslan Krenzler and
Hans Daduna and
Sonja Otten Jackson networks in nonautonomous random
environments . . . . . . . . . . . . . . 315--331
Bo H. Lindqvist and
Francisco J. Samaniego and
Arne B. Huseby On the equivalence of systems of
different sizes, with applications to
system comparisons . . . . . . . . . . . 332--348
Michael A. Kouritzin and
Samira Sadeghi Marcinkiewicz law of large numbers for
outer products of heavy-tailed,
long-range dependent data . . . . . . . 349--368
Jérôme Casse Probabilistic cellular automata with
general alphabets possessing a Markov
chain as an invariant distribution . . . 369--391
Iker Perez and
David Hodge and
Huiling Le Markov decision process algorithms for
wealth allocation problems with
defaultable bonds . . . . . . . . . . . 392--405
Jinxia Zhu and
Hailiang Yang Optimal financing and dividend
distribution in a general diffusion
model with regime switching . . . . . . 406--422
Kristian Buchardt Continuous affine processes:
transformations, Markov chains and life
insurance . . . . . . . . . . . . . . . 423--442
Ji Hwan Cha and
Massimiliano Giorgio On a class of multivariate counting
processes . . . . . . . . . . . . . . . 443--462
Alexandre Boumezoued Population viewpoint on Hawkes processes 463--480
Enzo Orsingher and
Costantino Ricciuti and
Bruno Toaldo Population models at stochastic times 481--498
Ningyuan Chen and
Mariana Olvera-Cravioto Coupling on weighted branching trees . . 499--524
François Baccelli and
Héctor A. Chang-Lara and
Sergey Foss Shape theorems for Poisson hail on a
bivariate ground . . . . . . . . . . . . 525--543
Nicolas Chenavier and
Ross Hemsley Extremes for the inradius in the Poisson
line tessellation . . . . . . . . . . . 544--573
James Burridge and
Richard Cowan Planar tessellations that have the
half-Gilbert structure . . . . . . . . . 574--584
Hüseyin Acan and
Pawel Hitczenko On a memory game and preferential
attachment graphs . . . . . . . . . . . 585--609
Ilie Grigorescu and
Yi-Ching Yao Maximizing the variance of the time to
ruin in a multiplayer game with
selection . . . . . . . . . . . . . . . 610--630
Gary Froyland and
Robyn M. Stuart Cheeger inequalities for absorbing
Markov chains . . . . . . . . . . . . . 631--647
Mauro Mariani and
Lorenzo Zambotti Large deviations for the empirical
measure of heavy-tailed Markov renewal
processes . . . . . . . . . . . . . . . 648--671
Hui He Marcinkiewicz law of large numbers for
outer products of heavy-tailed,
long-range dependent data . . . . . . . 672--690
Luisa Beghin and
Claudio Macci Multivariate fractional Poisson
processes and compound sums . . . . . . 691--711
Marie Kratz and
Werner Nagel On the capacity functional of excursion
sets of Gaussian random fields on $ R^2
$ . . . . . . . . . . . . . . . . . . . 712--725
Mitsushi Tamaki Urn sampling distributions giving
alternate correspondences between two
optimal stopping problems . . . . . . . 726--743
Clifford Hurvich and
Josh Reed Series expansions for the all-time
maximum of $ \alpha $-stable random
walks . . . . . . . . . . . . . . . . . 744--767
Claude Lef\`evre and
Massimiliano Giorgio SIR epidemics with stages of infection 768--791
J. Blanchet and
P. Glynn and
S. Zheng Analysis of a stochastic approximation
algorithm for computing quasi-stationary
distributions . . . . . . . . . . . . . 792--811
Guodong Pang and
Yuhang Zhou G/G/$ \infty $ queues with renewal
alternating interruptions . . . . . . . 812--831
R. Martyr Dynamic programming for discrete-time
finite-horizon optimal switching
problems with negative switching costs 832--847
J. Díaz and
D. Mitsche and
G. Perarnau and
X. Pérez-Giménez On the relation between graph distance
and Euclidean distance in random
geometric graphs . . . . . . . . . . . . 848--864
István Kolossváry and
Júlia Komjáthy and
Lajos Vágó Degrees and distances in random and
evolving Apollonian networks . . . . . . 865--902
Harri Nyrhinen On real growth and run-off companies in
insurance ruin theory . . . . . . . . . 903--925
Yan Dolinsky and
Yuri Kifer Risk minimization for game options in
markets imposing minimal transaction
costs . . . . . . . . . . . . . . . . . 926--946
Bruno Galerne Random fields of bounded variation and
computation of their variation intensity 947--971
Etienne Adam Criterion for unlimited growth of
critical multidimensional stochastic
models . . . . . . . . . . . . . . . . . 972--988
Gugan C. Thoppe and
D. Yogeshwaran and
Robert J. Adler On the evolution of topology in dynamic
clique complexes . . . . . . . . . . . . 989--1014
Rudger Rüschendorf and
Alexander Schnurr and
Victor Wolf Comparison of time-inhomogeneous Markov
processes . . . . . . . . . . . . . . . 1015--1044
Steven Kou and
Haowen Zhong First-passage times of two-dimensional
Brownian motion . . . . . . . . . . . . 1045--1060
Christian Hirsch and
Benedikt Jahnel and
Paul Keeler and
Robert I. A. Patterson Large deviation principles for
connectable receivers in wireless
networks . . . . . . . . . . . . . . . . 1061--1094
Grigori N. Milstein and
John Schoenmakers Uniform approximation of the
Cox--Ingersoll--Ross process via exact
simulation at random times . . . . . . . 1095--1116
Alexander Goldenschluger Nonparametric estimation of the service
time distribution in the M/G/$ \infty $
queue . . . . . . . . . . . . . . . . . 1117--1138
Onno Boxma and
Rim Essifi and
Augustus J. E. M. Janssen A queueing/inventory and an insurance
risk model . . . . . . . . . . . . . . . 1139--1160
Shangzhen Luo A stochastic differential game for
quadratic--linear diffusion processes 1161--1182
Vincent Bansaye and
Sylvie Méléard and
Richard Mathieu Speed of coming down from infinity for
birth-and-death processes . . . . . . . 1183--1210
Irene Hueter Branching processes in generalized
autoregressive conditional environments 1211--1234
Daniel Va\vsata On long-range dependence of random
measures . . . . . . . . . . . . . . . . 1235--1255
Michael Schrempp The limit distribution of the largest
interpoint distance for distributions
supported by a $d$-dimensional ellipsoid
and generalizations . . . . . . . . . . 1256--1270
Christoph Hofer-Temmel Shearer's point process, the hard-sphere
model, and a continuum Lovász local lemma 1--23
Alexandros Beskos and
Dan Crisan and
Ajay Jasra and
Kengo Kamatani and
Yan Zhou A stable particle filter for a class of
high-dimensional state-space models . . 24--48
Anshui Li and
Tobias Müller On the treewidth of random geometric
graphs and percolated grids . . . . . . 49--60
A. L. Stolyar Large-scale heterogeneous service
systems with general packing constraints 61--83
Pierre Hodara and
Eva Löcherbach Hawkes processes with variable length
memory and an infinite number of
components . . . . . . . . . . . . . . . 84--107
Harry Crane Generalized Markov branching trees . . . 108--133
I. Papastathopoulos and
K. Strokorb and
J. A. Tawn and
A. Butler Extreme events of Markov chains . . . . 134--161
Chang-Song Deng and
René L. Schilling and
Yan-Hong Song Subgeometric rates of convergence for
Markov processes under subordination . . 162--181
Masakiyo Miyazawa A unified approach for large queue
asymptotics in a heterogeneous
multiserver queue . . . . . . . . . . . 182--220
Florin Avram and
Andreea Minca On the central management of risk
networks . . . . . . . . . . . . . . . . 221--237
Sören Christensen and
Paavo Salminen Impulse control and expected suprema . . 238--257
P. Alonso-Ruiz and
E. Spodarev Estimation of entropy for Poisson marked
point processes . . . . . . . . . . . . 258--278
Rebekka Brink-Spalink and
Charline Smadi Genealogies of two linked neutral loci
after a selective sweep in a large
population of stochastically varying
size . . . . . . . . . . . . . . . . . . 279--326
Anonymous APR volume 49 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f4
Anonymous APR volume 49 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Arka Ghosh and
Steven Noren and
Alexander Roitershtein On the range of the transient frog model
on $ \mathbb {Z} $ . . . . . . . . . . . 327--343
Elma Nassar and
Etienne Pardoux On the large-time behaviour of the
solution of a stochastic differential
equation driven by a Poisson point
process . . . . . . . . . . . . . . . . 344--367
Erol Peköz and
Adrian Röllin and
Nathan Ross Joint degree distributions of
preferential attachment random graphs 368--387
Philip A. Ernst and
Ilie Grigorescu Asymptotics for the time of ruin in the
war of attrition . . . . . . . . . . . . 388--410
Ross A. Maller and
Peter C. Schmidli Small-time almost-sure behaviour of
extremal processes . . . . . . . . . . . 411--429
Natalie Attard Nash equilibrium in nonzero-sum games of
optimal stopping for Brownian motion . . 430--445
Dan Pirjol and
Lingjiong Zhu Asymptotics for the discrete-time
average of the geometric Brownian motion
and Asian options . . . . . . . . . . . 446--480
Yunpeng Sun and
Rafael Mendoza-Arriaga and
Vadim Linetsky Marshall-Olkin distributions,
subordinators, efficient simulation, and
applications to credit risk . . . . . . 481--514
Hansjörg Albrecher and
Pablo Azcue and
Nora Muler Optimal dividend strategies for two
collaborating insurance companies . . . 515--548
Bertrand Cloez Limit theorems for some branching
measure-valued processes . . . . . . . . 549--580
Shui Feng and
Fuqing Gao and
Youzhou Zhou Limit theorems associated with the
Pitman--Yor process . . . . . . . . . . 581--602
Ramtin Pedarsani and
Jean Walrand and
Yuan Zhong Robust scheduling for flexible
processing networks . . . . . . . . . . 603--628
Christine Fricker and
Fabrice Guillemin and
Philippe Robert and
Guilherme Thompson Allocation schemes of resources with
downgrading . . . . . . . . . . . . . . 629--651
Anonymous APR volume 49 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 49 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Christophette Blanchet-Scalliet and
Caroline Hillairet and
Ying Jiao Successive enlargement of filtrations
and application to insider information 653--685
Lennart Gulikers and
Marc Lelarge and
Laurent Massoulié A spectral method for community
detection in moderately sparse
degree-corrected stochastic block models 686--721
Timo Hirscher Overly determined agents prevent
consensus in a generalized Deffuant
model on $ \mathbb {Z} $ with dispersed
opinions . . . . . . . . . . . . . . . . 722--744
Herbert Edelsbrunner and
Anton Nikitenko and
Matthias Reitzner Expected sizes of Poisson--Delaunay
mosaics and their discrete Morse
functions . . . . . . . . . . . . . . . 745--767
Nicolas Gast and
Bruno Gaujal Computing absorbing times via fluid
approximations . . . . . . . . . . . . . 768--790
Joris Bierkens and
Andrew Duncan Limit theorems for the zig-zag process 791--825
Prasenjit Mondal On zero-sum two-person undiscounted
semi-Markov games with a multichain
structure . . . . . . . . . . . . . . . 826--849
Miklós Bóna and
Boris Pittel On a random search tree: asymptotic
enumeration of vertices by distance from
leaves . . . . . . . . . . . . . . . . . 850--876
Erich Baur and
Jean Bertoin Weak limits for the largest
subpopulations in Yule processes with
high mutation probabilities . . . . . . 877--902
Raphaël Cerf The quasispecies regime for the simple
genetic algorithm with roulette wheel
selection . . . . . . . . . . . . . . . 903--926
Han L. Gan and
Adrian Röllin and
Nathan Ross Dirichlet approximation of equilibrium
distributions in Cannings models with
mutation . . . . . . . . . . . . . . . . 927--959
A. Griffin and
P. A. Jenkins and
G. O. Roberts and
S. E. F. Spencer Simulation from quasi-stationary
distributions on reducible state spaces 960--980
Anonymous APR volume 49 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 49 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Paul Dupuis and
Dane Johnson Moderate deviations-based importance
sampling for stochastic recursive
equations . . . . . . . . . . . . . . . 981--1010
Zimeng Wang and
David J. Hodge and
Huiling Le Conjugate duality in stochastic controls
with delay . . . . . . . . . . . . . . . 1011--1036
Krzysztof D\kebicki and
Enkelejd Hashorva and
Peng Liu Uniform tail approximation of
homogeneous functionals of Gaussian
fields . . . . . . . . . . . . . . . . . 1037--1066
Nicolás García Trillos and
Dejan Slepcev and
James von Brecht Estimating perimeter using graph cuts 1067--1090
Christian Hirsch and
Benedikt Jahnel and
Paul Keeler and
Robert I. A. Patterson Traffic flow densities in large
transport networks . . . . . . . . . . . 1091--1115
Sören Christensen and
Albrecht Irle and
Andreas Ludwig Optimal portfolio selection under
vanishing fixed transaction costs . . . 1116--1143
Peng Jin and
Jonas Kremer and
Barbara Rüdiger Exponential ergodicity of an affine
two-factor model based on the $ \alpha
$-root process . . . . . . . . . . . . . 1144--1169
Dan Crisan and
Joaquín Míguez Uniform convergence over time of a
nested particle filtering scheme for
recursive parameter estimation in
state-space Markov models . . . . . . . 1170--1200
Onur Gün and
Atilla Yilmaz Fluid limit for the Poisson
encounter-mating model . . . . . . . . . 1201--1229
Ramesh C. Gupta and
David M. Bradley Asymptotic failure rates for a general
class of frailty models . . . . . . . . 1230--1259
Günter Last and
Sebastian Ziesche On the Ornstein--Zernike equation for
stationary cluster processes and the
random connection model . . . . . . . . 1260--1287
Evita Nestoridi A non-local random walk on the hypercube 1288--1299
Anonymous APR volume 49 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 49 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b6
R. D. Foley and
D. R. McDonald Yaglom limits can depend on the starting
state . . . . . . . . . . . . . . . . . 1--34
Nicolas Chenavier and
Olivier Devillers Stretch factor in a planar
Poisson-Delaunay triangulation with a
large intensity . . . . . . . . . . . . 35--56
Hui Xu and
Fengyang Cheng and
Yuebao Wang and
Dongya Cheng A necessary and sufficient condition for
the subexponentiality of the product
convolution . . . . . . . . . . . . . . 57--73
Viktor Bezborodov and
Luca Di Persio and
Tyll Krueger and
Mykola Lebid and
Tomasz Oza\'nski Asymptotic shape and the speed of
propagation of continuous-time
continuous-space birth processes . . . . 74--101
Thomas Flynn Forward sensitivity analysis for
contracting stochastic systems . . . . . 102--130
Hiroaki Hata and
Shuenn-Jyi Sheu An optimal consumption and investment
problem with partial information . . . . 131--153
Thi Ngoc Minh Nguyen and
Sylvain Le Corff and
Eric Moulines On the two-filter approximations of
marginal smoothing distributions in
general state-space models . . . . . . . 154--177
Nicolas Champagnat and
Denis Villemonais Uniform convergence of conditional
distributions for absorbed
one-dimensional diffusions . . . . . . . 178--203
Rolando Cavazos-Cadena and
Daniel Hernández-Hernández Vanishing discount approximations in
controlled Markov chains with
risk-sensitive average criterion . . . . 204--230
Pierre Houdebert Percolation results for the continuum
random cluster model . . . . . . . . . . 231--244
Matthew I. Roberts The probability of unusually large
components in the near-critical
Erd\Hos--Rényi graph . . . . . . . . . . 245--271
David Aristoff and
Lingjiong Zhu On the phase transition curve in a
directed exponential random graph model 272--301
Thomas M. M. Meyfroyt Degree-dependent threshold-based random
sequential adsorption on random trees 302--326
Anonymous APR volume 50 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f4
Anonymous APR volume 50 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
David Stenlund On the Mabinogion urn model . . . . . . 327--346
Tiziano De Angelis and
Giorgio Ferrari Stochastic nonzero-sum games: a new
connection between singular control and
optimal stopping . . . . . . . . . . . . 347--372
Dmitri Finkelshtein and
Pasha Tkachov Kesten's bound for subexponential
densities on the real line and its
multi-dimensional analogues . . . . . . 373--395
Huijie Qiao Uniqueness for measure-valued equations
of nonlinear filtering for stochastic
dynamical systems with Lévy noise . . . . 396--413
Philip Kennerberg and
Stanislav Volkov Jante's law process . . . . . . . . . . 414--439
Daniel Paulin and
Ajay Jasra and
Dan Crisan and
Alexandros Beskos On concentration properties of partially
observed chaotic systems . . . . . . . . 440--479
Rémi Lemonnier and
Kevin Scaman and
Nicolas Vayatis Spectral bounds in random graphs applied
to spreading phenomena and percolation 480--503
Gautam Iyer and
Nicholas Leger and
Robert L. Pego Coagulation and universal scaling limits
for critical Galton--Watson processes 504--542
Lo\"\ic Chaumont and
Thi Ngoc Anh Nguyen On mutations in the branching model for
multitype populations . . . . . . . . . 543--564
Hui He and
Jingning Liu and
Mei Zhang On Seneta--Heyde scaling for a stable
branching random walk . . . . . . . . . 565--599
Elena Perfilev and
Vitali Wachtel Local asymptotics for the area under the
random walk excursion . . . . . . . . . 600--620
Christian Bayer and
Hilmar Mai and
John Schoenmakers Forward-reverse expectation-maximization
algorithm for Markov chains: convergence
and numerical analysis . . . . . . . . . 621--644
Yuanyuan Liu and
Wendi Li Error bounds for augmented truncation
approximations of Markov chains via the
perturbation method . . . . . . . . . . 645--669
Anonymous APR volume 50 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 50 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Giorgio Ferrari and
Shuzhen Yang On an optimal extraction problem with
regime switching . . . . . . . . . . . . 671--705
Julie Fournier Identification and isotropy
characterization of deformed random
fields through excursion sets . . . . . 706--725
Wissem Jedidi and
Stavros Vakeroudis Windings of planar processes,
exponential functionals and Asian
options . . . . . . . . . . . . . . . . 726--742
N. Lanchier and
S. Reed The role of cooperation in spatially
explicit economical systems . . . . . . 743--758
Matthew Coulson and
Robert E. Gaunt and
Gesine Reinert Compound Poisson approximation of
subgraph counts in stochastic block
models with multiple edges . . . . . . . 759--782
Yonghui Huang and
Zhaotong Lian and
Xianping Guo Risk-sensitive semi-Markov decision
processes with general utilities and
multiple criteria . . . . . . . . . . . 783--804
Bohan Chen and
Chang-Han Rhee and
Bert Zwart Importance sampling of heavy-tailed
iterated random functions . . . . . . . 805--832
Romain Aza\"\is and
Bernard Delyon and
François Portier Integral estimation based on Markovian
design . . . . . . . . . . . . . . . . . 833--857
Alexey Medvedev and
Gábor Pete Speeding up non-Markovian first-passage
percolation with a few extra edges . . . 858--886
Krzysztof D\kebicki and
Peng Liu Extremes of nonstationary Gaussian fluid
queues . . . . . . . . . . . . . . . . . 887--917
R. I. Oliveira and
R. Ribeiro and
R. Sanchis Disparity of clustering coefficients in
the Holme--Kim network model . . . . . . 918--943
Tanguy Cabana and
Jonathan D. Touboul Large deviations for randomly connected
neural networks: I. Spatially extended
systems . . . . . . . . . . . . . . . . 944--982
Tanguy Cabana and
Jonathan D. Touboul Large deviations for randomly connected
neural networks: II. State-dependent
interactions . . . . . . . . . . . . . . 983--1004
C.-S. Deng and
R. L. Schilling and
Y.-H. Song Subgeometric rates of convergence for
Markov processes under subordination ---
Correction . . . . . . . . . . . . . . . 1005
Anonymous APR volume 50 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 50 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Xiaoou Li and
Jingchen Liu and
Shun Xu A multilevel approach towards unbiased
sampling of random elliptic partial
differential equations . . . . . . . . . 1007--1031
K. L. Helmes and
R. H. Stockbridge and
C. Zhu A weak convergence approach to inventory
control using a long-term average
criterion . . . . . . . . . . . . . . . 1032--1074
Daniel Ahlberg and
Johan Tykesson Gilbert's disc model with geostatistical
marking . . . . . . . . . . . . . . . . 1075--1094
Markus Kiderlen and
Jan Rataj Dilation volumes of sets of finite
perimeter . . . . . . . . . . . . . . . 1095--1118
Bartosz Kolodziejek On perpetuities with light tails . . . . 1119--1154
Marco Oesting and
Kirstin Strokorb Efficient simulation of Brown--Resnick
processes based on variance reduction of
Gaussian processes . . . . . . . . . . . 1155--1175
Antar Bandyopadhyay and
Gursharn Kaur Linear de-preferential urn models . . . 1176--1192
Sabrina Kombrink Renewal theorems for processes with
dependent interarrival times . . . . . . 1193--1216
Servet Martínez and
Werner Nagel Regenerative processes for Poisson zero
polytopes . . . . . . . . . . . . . . . 1217--1226
N. Turchi and
F. Wespi Limit theorems for random polytopes with
vertices on convex surfaces . . . . . . 1227--1245
Yonit Barron A threshold policy in a Markov-modulated
production system with server vacation:
the case of continuous and batch
supplies . . . . . . . . . . . . . . . . 1246--1274
M. N. M. van Lieshout Nearest-neighbour Markov point processes
on graphs with Euclidean edges . . . . . 1275--1293
Jean Bertoin and
Aser Cortines and
Bastien Mallein Branching-stable point measures and
processes . . . . . . . . . . . . . . . 1294--1314
Anonymous APR volume 50 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 50 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b6
Peter Jagers Applied probability as theoretical
science: 50 years in the applied
probability community . . . . . . . . . 1--2
Olle Nerman Peter Jagers: a collegial perspective 3--9
Eugene Seneta Peter Jagers: some reminiscences on his
retirement . . . . . . . . . . . . . . . 11--12
Guillaume Achaz and
Amaury Lambert and
Emmanuel Schertzer The sequential loss of allelic diversity 13--29
Gerold Alsmeyer Ladder epochs and ladder chain of a
Markov random walk with discrete driving
chain . . . . . . . . . . . . . . . . . 31--46
Sòren Asmussen and
Sergey Foss Regular variation in a fixed-point
problem for single- and multi-class
branching processes and queues . . . . . 47--61
Krishna B. Athreya On powers of likelihood functions of
random walks on $ \mathbb {Z} $ . . . . 63--66
J. Baker and
P. Chigansky and
K. Hamza and
F. C. Klebaner Persistence of small noise and random
initial conditions . . . . . . . . . . . 67--81
D. A. Dawson and
L. G. Gorostiza Random systems in ultrametric spaces . . 83--97
Philip A. Ernst and
Marek Kimmel and
Monika Kurpas and
Quan Zhou Heavy-tailed distributions in branching
process models of secondary cancerous
tumors . . . . . . . . . . . . . . . . . 99--114
Allan Gut and
Anders Martin-Löf An asymmetric St. Petersburg game with
trimming . . . . . . . . . . . . . . . . 115--129
S. Hallmann and
U. Rösler and
M. Wnuk All solutions of the stochastic fixed
point equation of the Quicksort process 131--140
Svante Janson Asymptotics of fluctuations in
Crump-Mode--Jagers processes: the
lattice case . . . . . . . . . . . . . . 141--171
Olav Kallenberg On the genealogy of branching
populations and their diffusion limits 173--176
Götz Kersting and
Anton Wakolbinger The time to absorption in $ \Lambda
$-coalescents . . . . . . . . . . . . . 177--190
Timo Koski and
Brita Jung and
Göran Högnäs Exit times for ARMA processes . . . . . 191--195
Thomas G. Kurtz Genealogical constructions and
asymptotics for continuous-time Markov
and continuous-state branching processes 197--209
Kosto V. Mitov and
Nikolay M. Yanev and
Ollivier Hyrien Multitype branching processes with
inhomogeneous Poisson immigration . . . 211--228
Serik Sagitov and
Jonas Jagers Rank-dependent Galton--Watson processes
and their pathwise duals . . . . . . . . 229--239
Eugene Seneta The weak law of large numbers for
nonnegative summands . . . . . . . . . . 241--252
Christina Goldschmidt and
Eleonora Kreaci\'c The spread of fire on a random
multigraph . . . . . . . . . . . . . . . 1--40
Amarjit Budhiraja and
Eric Friedlander Diffusion approximations for load
balancing mechanisms in cloud storage
systems . . . . . . . . . . . . . . . . 41--86
Yi-Shen Lin and
Yi-Ching Yao One-sided solutions for optimal stopping
problems with logconcave reward
functions . . . . . . . . . . . . . . . 87--115
Daniel Hug and
Wolfgang Weil Determination of Boolean models by
densities of mixed volumes . . . . . . . 116--135
Stephan Eckstein Extended Laplace principle for empirical
measures of a Markov chain . . . . . . . 136--167
Qi-Ming He and
Gábor Horváth and
Illés Horváth and
Miklós Telek Moment bounds of PH distributions with
infinite or finite support based on the
steepest increase property . . . . . . . 168--183
Naoki Kubota Deviation bounds for the first passage
time in the frog model . . . . . . . . . 184--208
Ye Chen and
Ilya O. Ryzhov Complete expected improvement converges
to an optimal budget allocation . . . . 209--235
Xiucai Ding Singular vector distribution of sample
covariance matrices . . . . . . . . . . 236--267
Andrew Daw and
Jamol Pender New perspectives on the Erlang-A queue 268--299
Melda Ormeci Matoglu and
John H. Vande Vate and
Haiyue Yu The economic average cost Brownian
control problem . . . . . . . . . . . . 300--337
Anonymous APR volume 51 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f4
Anonymous APR volume 51 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Weiyong Ding and
Rui Fang and
Peng Zhao Reliability analysis of $k$-out-of-$n$
systems based on a grouping of
components . . . . . . . . . . . . . . . 339--357
Tobias Müller and
Merlijn Staps The diameter of KPKVB random graphs . . 358--377
Oliver Cooley and
Tobias Kapetanopoulos and
Tamás Makai The sharp threshold for jigsaw
percolation in random graphs . . . . . . 378--407
Florin Avram and
Matija Vidmar First passage problems for upwards
skip-free random walks via the scale
functions paradigm . . . . . . . . . . . 408--424
S. Hamad\`ene and
R. Martyr and
J. Moriarty A probabilistic verification theorem for
the finite horizon two-player zero-sum
optimal switching game in continuous
time . . . . . . . . . . . . . . . . . . 425--442
Pierre-O. Goffard Fraud risk assessment within blockchain
transactions . . . . . . . . . . . . . . 443--467
Ji Hwan Cha and
Sophie Mercier Transformed Lévy processes as
state-dependent wear models . . . . . . 468--486
Nabil Kazi-Tani and
Didier Rulli\`ere On a construction of multivariate
distributions given some
multidimensional marginals . . . . . . . 487--513
Ayan Bhattacharya and
Krishanu Maulik and
Zbigniew Palmowski and
Parthanil Roy Extremes of multitype branching random
walks: heaviest tail wins . . . . . . . 514--540
Bojan Basrak and
Olivier Wintenberger and
Petra Zugec On the total claim amount for marked
Poisson cluster models . . . . . . . . . 541--569
Luciano Campi and
Claude Martini On the support of extremal martingale
measures with given marginals: the
countable case . . . . . . . . . . . . . 570--605
Tom Britton and
Ka Yin Leung and
Pieter Trapman Who is the infector? General multi-type
epidemics and real-time susceptibility
processes . . . . . . . . . . . . . . . 606--631
Anonymous APR volume 51 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 51 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Mauricio Junca and
Harold A. Moreno-Franco and
José Luis Pérez and
Kazutoshi Yamazaki Optimality of refraction strategies for
a constrained dividend problem . . . . . 633--666
Riccardo Passeggeri and
Almut E. D. Veraart Limit theorems for multivariate Brownian
semistationary processes and feasible
results . . . . . . . . . . . . . . . . 667--716
Adriana Uquillas and
Adilson Simonis First displacement time of a tagged
particle in a stochastic cluster in a
simple exclusion process with random
slow bonds . . . . . . . . . . . . . . . 717--744
Gabriel Zayas-Cabán and
Stefanus Jasin and
Guihua Wang An asymptotically optimal heuristic for
general nonstationary finite-horizon
restless multi-armed, multi-action
bandits . . . . . . . . . . . . . . . . 745--772
F. Aurzada and
S. Schwinn Scaling limits for a random boxes model 773--801
Nicholas G. Tawn and
Gareth O. Roberts Accelerating parallel tempering:
Quantile tempering algorithm (QuanTA) 802--834
Yuqing Pan and
Konstantin A. Borovkov The exact asymptotics of the large
deviation probabilities in the
multivariate boundary crossing problem 835--864
Wenyuan Wang and
Zhimin Zhang Optimal loss-carry-forward taxation for
Lévy risk processes stopped at general
draw-down time . . . . . . . . . . . . . 865--897
Alessandro Garavaglia and
Clara Stegehuis Subgraphs in preferential attachment
models . . . . . . . . . . . . . . . . . 898--926
Anonymous APR volume 51 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 51 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Yan Qu and
Angelos Dassios and
Hongbiao Zhao Efficient simulation of Lévy-driven point
processes . . . . . . . . . . . . . . . 927--966
Jorge I. González Cázares and
Aleksandar Mijatovi\'c and
Gerónimo Uribe Bravo Exact simulation of the extrema of
stable processes . . . . . . . . . . . . 967--993
Aleksandar Mijatovi\'c and
Jure Vogrinc Asymptotic variance for random walk
Metropolis chains in high dimensions:
logarithmic growth via the Poisson
equation . . . . . . . . . . . . . . . . 994--1026
Thirupathaiah Vasantam and
Arpan Mukhopadhyay and
Ravi R. Mazumdar Insensitivity of the mean field limit of
loss systems under SQ($d$) routeing . . 1027--1066
Svante Janson and
Subhabrata Sen and
Joel Spencer Preferential attachment when stable . . 1067--1108
James D. Cordeiro and
Jeffrey P. Kharoufeh and
Mark E. Oxley On the ergodicity of a class of
level-dependent quasi-birth-and-death
processes . . . . . . . . . . . . . . . 1109--1128
S. Jansen Cluster Expansions for Gibbs Point
Processes . . . . . . . . . . . . . . . 1129--1178
Jose Blanchet and
Yanan Pei and
Karl Sigman Exact sampling for some
multi-dimensional queueing models with
renewal input . . . . . . . . . . . . . 1179--1208
M. Ferreira and
D. Pinheiro and
S. Pinheiro Two-player zero-sum stochastic
differential games with random horizon 1209--1235
Anonymous APR volume 51 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 51 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Takashi Owada and
Andrew M. Thomas Limit theorems for process-level Betti
numbers for sparse and critical regimes 1--31
Roland De Haan and
Ahmad Al Hanbali and
Richard J. Boucherie and
Jan-Kees Van Ommeren Transient analysis for exponential
time-limited polling models under the
preemptive repeat random policy . . . . 32--60
Daniel Lacker A non-exponential extension of Sanov's
theorem via convex duality . . . . . . . 61--101
Lirong Cui and
Alan Hawkes and
He Yi An elementary derivation of moments of
Hawkes processes . . . . . . . . . . . . 102--137
Vincent Lemaire and
MichÉle Thieullen and
Nicolas Thomas Thinning and multilevel Monte Carlo
methods for piecewise deterministic
(Markov) processes with an application
to a stochastic Morris--Lecar model . . 138--172
Joris Bierkens and
Frank van der Meulen and
Moritz Schauer Simulation of elliptic and hypo-elliptic
conditional diffusions . . . . . . . . . 173--212
Thomas Mikosch and
Jorge Yslas Gumbel and Fréchet convergence of the
maxima of independent random walks . . . 213--236
Vytaute Pilipauskaite and
Viktor Skorniakov and
Donatas Surgailis Joint temporal and contemporaneous
aggregation of random-coefficient AR(1)
processes with infinite variance . . . . 237--265
G. Berzunza The existence of a giant cluster for
percolation on large Crump--Mode--Jagers
trees . . . . . . . . . . . . . . . . . 266--290
He Yi and
Narayanaswamy Balakrishnan and
Lirong Cui On the multi-state signatures of ordered
system lifetimes . . . . . . . . . . . . 291--318
Hakjin Chung and
Hyun-Soo Ahn and
Rhonda Righter The potentially negative effects of
cooperation in service systems . . . . . 319--347
Nil Kamal Hazra and
Neeraj Misra On relative ageing of coherent systems
with dependent identically distributed
components . . . . . . . . . . . . . . . 348--376
Anonymous APR volume 52 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 52 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Axel Finke and
Arnaud Doucet and
Adam M. Johansen Limit theorems for sequential MCMC
methods . . . . . . . . . . . . . . . . 377--403
Irmina Czarna and
Adam Kaszubowski and
Shu Li and
Zbigniew Palmowski Fluctuation identities for Omega-killed
spectrally negative Markov additive
processes and dividend problem . . . . . 404--432
Victor Falgas-Ravry and
Joel Larsson and
Klas Markström Speed and concentration of the covering
time for structured coupon collectors 433--462
Seva Shneer and
Alexander Stolyar Stability and moment bounds under
utility-maximising service allocations:
Finite and infinite networks . . . . . . 463--490
Guus Balkema and
Natalia Nolde Samples with a limit shape, multivariate
extremes, and risk . . . . . . . . . . . 491--522
Phillippe Briand and
Abir Ghannoum and
Céline Labart Mean reflected stochastic differential
equations with jumps . . . . . . . . . . 523--562
Idir Arab and
Milto Hadjikyriakou and
Paulo Eduardo Oliveira Failure rate properties of parallel
systems . . . . . . . . . . . . . . . . 563--587
Zakhar Kabluchko and
Dmitry Zaporozhets Absorption probabilities for Gaussian
polytopes and regular spherical
simplices . . . . . . . . . . . . . . . 588--616
Davit Martirosyan and
Philippe Robert The equilibrium states of large networks
of Erlang queues . . . . . . . . . . . . 617--654
Isaac Gibbs and
Linan Chen Asymptotic properties of random Voronoi
cells with arbitrary underlying density 655--680
Angelos Dassios and
Luting Li Explicit asymptotics on first passage
times of diffusion processes . . . . . . 681--704
Anonymous APR volume 52 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 52 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Giovanni Luca Torrisi and
Emilio Leonardi Almost sure central limit theorems in
stochastic geometry . . . . . . . . . . 705--734
Christel Geiss and
Céline Labart and
Antti Luoto Mean square rate of convergence for
random walk approximation of
forward-backward SDEs . . . . . . . . . 735--771
Leonardo A. Videla Out-of-equilibrium random walks . . . . 772--797
Jiaming Xu and
Yuan Zhong Improved queue-size scaling for
input-queued switches via graph
factorization . . . . . . . . . . . . . 798--824
Martin Friesen and
Peng Jin and
Jonas Kremer and
Barbara Rüdiger Ergodicity of affine processes on the
cone of symmetric positive semidefinite
matrices . . . . . . . . . . . . . . . . 825--854
Johan Segers One- versus multi-component regular
variation and extremes of Markov trees 855--878
Manon Costa and
Carl Graham and
Laurence Marsalle and
Viet Chi Tran Renewal in Hawkes processes with
self-excitation and inhibition . . . . . 879--915
Fuqing Gao and
Yujing Wang Functional central limit theorems and
moderate deviations for Poisson cluster
processes . . . . . . . . . . . . . . . 916--941
Ajay Jasra and
Fangyuan Yu Central limit theorems for coupled
particle filters . . . . . . . . . . . . 942--1001
Anonymous APR volume 52 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 52 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Jose Blanchet and
Fan Zhang Exact simulation for multivariate Itô
diffusions . . . . . . . . . . . . . . . 1003--1034
Remco van der Hofstad and
Pim van der Hoorn and
Nelly Litvak and
Clara Stegehuis Limit theorems for assortativity and
clustering in null models for scale-free
networks . . . . . . . . . . . . . . . . 1035--1084
Michael A. Klatt and
Steffen Winter Geometric functionals of fractal
percolation . . . . . . . . . . . . . . 1085--1126
Jie Yen Fan and
Kais Hamza and
Peter Jagers and
Fima C. Klebaner Limit theorems for multi-type general
branching processes with population
dependence . . . . . . . . . . . . . . . 1127--1163
Wenyuan Wang and
Xiaowen Zhou Draw-down Parisian ruin for spectrally
negative Lévy processes . . . . . . . . . 1164--1196
M. Hashemi and
M. Asadi On component failure in coherent systems
with applications to maintenance
strategies . . . . . . . . . . . . . . . 1197--1223
Svante Janson Mean and variance of balanced Pólya urns 1224--1248
Masatoshi Kimura and
Tetsuya Takine Characterization of the conditional
stationary distribution in Markov chains
via systems of linear inequalities . . . 1249--1283
Mads Stehr and
Markus Kiderlen Asymptotic variance of Newton--Cotes
quadratures based on randomized sampling
points . . . . . . . . . . . . . . . . . 1284--1307
Alexey Muravlev and
Mikhail Zhitlukhin A Bayesian sequential test for the drift
of a fractional Brownian motion . . . . 1308--1324
V. Bezborodov Corrigendum to: Asymptotic shape and the
speed of propagation of continuous-time
continuous-space birth processes . . . . 1325--1327
Anonymous APR volume 52 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 52 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Ari Arapostathis and
Guodong Pang and
Yi Zheng Exponential ergodicity and steady-state
approximations for a class of Markov
processes under fast regime switching 1--29
Beatrice Acciaio and
Alexander M. G. Cox and
Martin Huesmann Model-independent pricing with insider
information: a Skorokhod embedding
approach . . . . . . . . . . . . . . . . 30--56
Andrew M. Thomas and
Takashi Owada Functional limit theorems for the Euler
characteristic process in the critical
regime . . . . . . . . . . . . . . . . . 57--80
Christopher King The fluid limit of a random graph model
for a shared ledger . . . . . . . . . . 81--106
Tomasz Rychlik and
Fabio Spizzichino Load-Sharing Reliability Models with
Different Component Sensitivities to
Other Components' Working States . . . . 107--132
Krzysztof Burdzy and
Soumik Pal Can Coherent Predictions be
Contradictory? . . . . . . . . . . . . . 133--161
Krzysztof Bartoszek and
Torkel Erhardsson Normal approximation for mixtures of
normal distributions and the evolution
of phenotypic traits . . . . . . . . . . 162--188
Pavel V. Gapeev and
Peter M. Kort and
Maria N. Lavrutich Discounted Optimal Stopping Problems for
Maxima of Geometric Brownian Motions
With Switching Payoffs . . . . . . . . . 189--219
Zorana Grbac and
David Krief and
Peter Tankov Long-Time Trajectorial Large Deviations
and Importance Sampling for Affine
Stochastic Volatility Models . . . . . . 220--250
Adrián González Casanova and
Juan Carlos Pardo and
José Luis Pérez Branching processes with interactions:
subcritical cooperative regime . . . . . 251--278
Mónica B. Carvajal Pinto and
Kees van Schaik Optimally Stopping at a Given Distance
from the Ultimate Supremum of a
Spectrally Negative Lévy Process . . . . 279--299
Anonymous APR volume 53 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 53 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Xin Guo and
Aiko Kurushima and
Alexey Piunovskiy and
Yi Zhang On gradual-impulse control of
continuous-time Markov decision
processes with exponential utility . . . 301--334
Christian Meier and
Lingfei Li and
Gongqiu Zhang Markov chain approximation of
one-dimensional sticky diffusions . . . 335--369
Yuguang Ipsen and
Ross A. Maller and
Soudabeh Shemehsavar A generalised Dickman distribution and
the number of species in a negative
binomial process model . . . . . . . . . 370--399
Luis H. R. Alvarez E. and
Sören Christensen A class of solvable multidimensional
stopping problems in the presence of
Knightian uncertainty . . . . . . . . . 400--424
Mathieu Rosenbaum and
Mehdi Tomas From microscopic price dynamics to
multidimensional rough volatility models 425--462
Chia-Li Wang and
Ronald W. Wolff Kelly and Jackson networks with
interchangeable, cooperative servers . . 463--483
Claude Lef\`evre and
Matthieu Simon Ruin problems for epidemic insurance . . 484--509
Quentin Le Gall and
Bart\lomiej B\laszczyszyn and
Élie Cali and
Taoufik En-Najjary Continuum line-of-sight percolation on
Poisson--Voronoi tessellations . . . . . 510--536
Romain Abraham and
Jean-François Delmas Exact simulation of the genealogical
tree for a stationary branching
population and application to the
asymptotics of its total length . . . . 537--574
Konstantinos Karatapanis One-dimensional system arising in
stochastic gradient descent . . . . . . 575--607
Anonymous APR volume 53 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 53 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Reza Rastegar and
Alexander Roitershtein Avalanches in a short-memory excitable
network . . . . . . . . . . . . . . . . 609--648
Nigel G. Bean and
Ma\lgorzata M. O'Reilly and
Zbigniew Palmowski Yaglom limit for stochastic fluid models 649--686
Iker Perez and
Giuliano Casale Variational inference for Markovian
queueing networks . . . . . . . . . . . 687--715
Julien Chevallier and
Anna Melnykova and
Irene Tubikanec Diffusion approximation of multi-class
Hawkes processes: Theoretical and
numerical analysis . . . . . . . . . . . 716--756
Mayank Manjrekar On spatial matchings: The
first-in-first-match case . . . . . . . 757--800
Adam Bowditch Non-Gaussian fluctuations of randomly
trapped random walks . . . . . . . . . . 801--838
Sarat Moka and
Sandeep Juneja and
Michel Mandjes Rejection- and importance-sampling-based
perfect simulation for Gibbs hard-sphere
models . . . . . . . . . . . . . . . . . 839--885
Chen Jia and
Da-Quan Jiang and
Youming Li Detailed balance, local detailed
balance, and global potential for
stochastic chemical reaction networks 886--922
Anonymous APR volume 53 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 53 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Celia García-Pareja and
Henrik Hult and
Timo Koski Exact simulation of coupled
Wright--Fisher diffusions . . . . . . . 923--950
Youssef Rahme and
Pascal Moyal A stochastic matching model on
hypergraphs . . . . . . . . . . . . . . 951--980
Jeffrey Negrea and
Jeffrey S. Rosenthal Approximations of geometrically ergodic
reversible Markov chains . . . . . . . . 981--1022
Mátyás Barczy and
Sandra Palau and
Gyula Pap Asymptotic behavior of projections of
supercritical multi-type
continuous-state and continuous-time
branching processes with immigration . . 1023--1060
Remco van der Hofstad and
Júlia Komjáthy and
Viktória Vadon Random intersection graphs with
communities . . . . . . . . . . . . . . 1061--1089
Peter Gracar and
Lukas Lüchtrath and
Peter Mörters Percolation phase transition in
weight-dependent random connection
models . . . . . . . . . . . . . . . . . 1090--1114
Nicolas Meyer and
Olivier Wintenberger Sparse regular variation . . . . . . . . 1115--1148
Jean-Jil Duchamps Fragmentations with self-similar
branching speeds . . . . . . . . . . . . 1149--1189
Bo Li and
Guodong Pang Shot noise processes with randomly
delayed cluster arrivals and dependent
noises in the large-intensity regime . . 1190--1221
Anonymous APR volume 53 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 53 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Paul Thévenin Random stable-type minimal
factorizations of the n -cycle . . . . . 1--63
Amarjit Budhiraja and
Nicolas Fraiman and
Adam Waterbury Asymptotics of quasi-stationary
distributions of small noise stochastic
dynamical systems in unbounded domains 64--110
Ion Grama and
Ronan Lauvergnat and
Émile Le Page Limit theorems for critical branching
processes in a finite-state-space
Markovian environment . . . . . . . . . 111--140
Sergey Foss and
Timofei Prasolov and
Seva Shneer Limit theorems and structural properties
of the cat-and-mouse Markov chain and
its generalisations . . . . . . . . . . 141--166
Lijun Bo and
Huafu Liao Probabilistic analysis of
replicator-mutator equations . . . . . . 167--201
Ilkka Norros and
Hannu Reittu and
Fülöp Bazsó On model selection for dense stochastic
block models . . . . . . . . . . . . . . 202--226
Benedikt Jahnel and
András Tóbiás SINR percolation for Cox point processes
with random powers . . . . . . . . . . . 227--253
Amitabha Bagchi and
Iqra Altaf Gillani and
Pooja Vyavahare A stochastic process on a network with
connections to Laplacian systems of
equations . . . . . . . . . . . . . . . 254--278
Luca Ganassali and
Marc Lelarge and
Laurent Massoulié Spectral alignment of correlated
Gaussian matrices . . . . . . . . . . . 279--310
Linglong Yuan Kingman's model with random mutation
probabilities: convergence and
condensation I . . . . . . . . . . . . . 311--335
Anonymous APR volume 54 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 54 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Miklós Bóna and
Boris Pittel On a random search tree: asymptotic
enumeration of vertices by distance from
leaves --- Corrigendum . . . . . . . . . 337--339
Andrew Daw and
Jamol Pender An ephemerally self-exciting point
process . . . . . . . . . . . . . . . . 340--403
Sören Christensen and
Kristoffer Lindensjö Moment-constrained optimal dividends:
precommitment and consistent planning 404--432
Yue Yang and
Xiang Yu Optimal entry and consumption under
habit formation . . . . . . . . . . . . 433--459
Michael Baake and
Jeremy Sumner On equal-input and monotone Markov
matrices . . . . . . . . . . . . . . . . 460--492
B. Cooper Boniece and
Gustavo Didier On operator fractional Lévy motion:
integral representations and
time-reversibility . . . . . . . . . . . 493--535
Christian Houdré and
George Kerchev Normal Approximation for Functions of
Hidden Markov Models . . . . . . . . . . 536--569
Venkat Anantharam and
François Baccelli Nash equilibrium structure of Cox
process Hotelling games . . . . . . . . 570--598
Clément Foucart and
Chunhua Ma and
Linglong Yuan Limit theorems for continuous-state
branching processes with immigration . . 599--624
Randall Martyr and
John Moriarty and
Magnus Perninge Discrete-time risk-aware optimal
switching with non-adapted costs . . . . 625--655
Erol A. Peköz and
Sheldon M. Ross Fair gambler's ruin stochastically
maximizes playing time . . . . . . . . . 656--659
Anonymous APR volume 54 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 54 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Ajay Jasra and
Kody J. H. Law and
Fangyuan Yu Unbiased filtering of a class of
partially observed diffusions . . . . . 661--687
Natalia Nolde and
Jennifer L. Wadsworth Linking representations for multivariate
extremes via a limit set . . . . . . . . 688--717
Tiandong Wang and
Sidney I. Resnick Measuring reciprocity in a directed
preferential attachment network . . . . 718--742
Mark Kelbert and
Harold A. Moreno-Franco On a mixed singular/switching control
problem with multiple regimes . . . . . 743--782
Victoria Knopova and
Zbigniew Palmowski Subexponential potential asymptotics
with applications . . . . . . . . . . . 783--807
Barbara Martinucci and
Alessandra Meoli and
Shelemyahu Zacks Some results on the telegraph process
driven by gamma components . . . . . . . 808--848
Giacomo Aletti and
Irene Crimaldi The rescaled Pólya urn: local
reinforcement and chi-squared
goodness-of-fit test . . . . . . . . . . 849--879
Wasiur R. Khudabukhsh and
Casper Woroszylo and
Grzegorz A. Rempa\la and
Heinz Koeppl A functional central limit theorem for
SI processes on configuration model
graphs . . . . . . . . . . . . . . . . . 880--912
Céline Duval and
Ester Mariucci Non-asymptotic control of the cumulative
distribution function of Lévy processes 913--944
Francesca Biagini and
Yinglin Zhang Extended reduced-form framework for
non-life insurance . . . . . . . . . . . 945--973
Ji Hwan Cha An extended class of univariate and
multivariate generalized Pólya processes 974--997
Anonymous APR volume 54 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 54 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
S. Val\`ere Bitseki Penda and
Jean-François Delmas Central limit theorem for bifurcating
Markov chains under $ L^2 $-ergodic
conditions . . . . . . . . . . . . . . . 999--1031
Takashi Owada and
D. Yogeshwaran Sub-tree counts on hyperbolic random
geometric graphs . . . . . . . . . . . . 1032--1069
Nicolas Privault Moments of Markovian growth-collapse
processes . . . . . . . . . . . . . . . 1070--1093
Vladimir Fomichov and
Sandro Franceschi and
Jevgenijs Ivanovs Probability of total domination for
transient reflecting processes in a
quadrant . . . . . . . . . . . . . . . . 1094--1138
Dan Crisan and
Pierre Del Moral and
Ajay Jasra and
Hamza Ruzayqat Log-normalization constant estimation
using the ensemble Kalman--Bucy filter
with application to high-dimensional
models . . . . . . . . . . . . . . . . . 1139--1163
Nima Akbarzadeh and
Aditya Mahajan Conditions for indexability of restless
bandits and an $ \mathcal {O}(K^3) $
algorithm to compute Whittle index . . . 1164--1192
Manuel D. de la Iglesia Spectral analysis of bilateral
birth-death processes: some new explicit
examples . . . . . . . . . . . . . . . . 1193--1221
Giorgio Ferrari and
Hanwu Li and
Frank Riedel Optimal consumption with
Hindy--Huang--Kreps preferences under
nonlinear expectations . . . . . . . . . 1222--1251
Anna Gusakova and
Zakhar Kabluchko and
Christoph Thäle The $ \beta $-Delaunay tessellation:
Description of the model and geometry of
typical cells . . . . . . . . . . . . . 1252--1290
Ronald W. Butler Exponential and gamma form for tail
expansions of first-passage
distributions in semi-Markov processes 1291--1319
Anonymous APR volume 54 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 54 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Hiroyuki Masuyama A new matrix-infinite-product-form
solution for upper block-Hessenberg
Markov chains and its quasi-algorithmic
constructibility . . . . . . . . . . . . 1--28
Bernd Heidergott and
Yijie Peng Gradient estimation for smooth stopping
criteria . . . . . . . . . . . . . . . . 29--55
Anita Behme and
David Oechsler and
René Schilling On $q$-scale functions of spectrally
negative Lévy processes . . . . . . . . . 56--84
Sarath Yasodharan and
Rajesh Sundaresan Large-time behaviour and the second
eigenvalue problem for finite-state
mean-field interacting particle systems 85--125
Andrew Daw and
Jamol Pender Matrix calculations for moments of
Markov processes . . . . . . . . . . . . 126--150
Hanwu Li Optimal multiple stopping problem under
nonlinear expectation . . . . . . . . . 151--178
Sabine Jansen and
Leonid Kolesnikov and
Kilian Matzke The direct-connectedness function in the
random connection model . . . . . . . . 179--222
Emilio De Santis and
Fabio Spizzichino Construction of aggregation paradoxes
through load-sharing models . . . . . . 223--244
Alexander Stolyar Large-scale behavior of a particle
system with mean-field interaction:
Traveling wave solutions . . . . . . . . 245--274
Irene Crimaldi and
Pierre-Yves Louis and
Ida G. Minelli Interacting nonlinear reinforced
stochastic processes: Synchronization or
non-synchronization . . . . . . . . . . 275--320
Chuang Xu and
Mads Christian Hansen and
Carsten Wiuf Full classification of dynamics for
one-dimensional continuous-time Markov
chains with polynomial transition rates 321--355
Anonymous APR volume 55 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 55 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Matthias Kirchner Critical cluster cascades . . . . . . . 357--381
Miklós Rásonyi and
Kinga Tikosi Convergence of the Kiefer--Wolfowitz
algorithm in the presence of
discontinuities . . . . . . . . . . . . 382--406
Tejas Iyer Degree distributions in recursive trees
with fitnesses . . . . . . . . . . . . . 407--443
Branda Goncalves and
Thierry Huillet and
Eva Löcherbach On decay-surge population models . . . . 444--472
Adam Gustafson and
Hariharan Narayanan John's walk . . . . . . . . . . . . . . 473--491
Sanket Agrawal and
Dootika Vats and
Krzysztof Latuszy\'nski and
Gareth O. Roberts Optimal scaling of MCMC beyond
Metropolis . . . . . . . . . . . . . . . 492--509
Yan-Xia Ren and
Renming Song and
Fan Yang Branching Brownian motion in a periodic
environment and uniqueness of pulsating
traveling waves . . . . . . . . . . . . 510--548
Onno Boxma and
Esther Frostig and
Zbigniew Palmowski A dual risk model with additive and
proportional gains: ruin probability and
dividends . . . . . . . . . . . . . . . 549--580
Jan Czajkowski Thin-ended clusters in percolation in $
\mathbb {H}^d $ . . . . . . . . . . . . 581--610
Erik J. Baurdoux and
José M. Pedraza Predicting the last zero before an
exponential time of a spectrally
negative Lévy process . . . . . . . . . . 611--642
Yevgeniy Kovchegov and
Guochen Xu and
Ilya Zaliapin Invariant Galton--Watson trees: metric
properties and attraction with respect
to generalized dynamical pruning . . . . 643--671
William Oçafrain An ergodic theorem for asymptotically
periodic time-inhomogeneous Markov
processes, with application to
quasi-stationarity with moving
boundaries . . . . . . . . . . . . . . . 672--700
Anonymous APR volume 55 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 55 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Fernando Cordero and
Grégoire Véchambre Moran models and Wright--Fisher
diffusions with selection and mutation
in a one-sided random environment . . . 701--767
Mei Yin Parking functions: interdisciplinary
connections . . . . . . . . . . . . . . 768--792
Remco van der Hofstad and
Pim van der Hoorn and
Neeladri Maitra Local limits of spatial inhomogeneous
random graphs . . . . . . . . . . . . . 793--840
Svante Janson Asymptotic normality for $ \boldsymbol
{m} $ -dependent and constrained $
\boldsymbol {U} $ -statistics, with
applications to pattern matching in
random strings and permutations . . . . 841--894
Frank Ball and
Peter Neal The size of a Markovian SIR epidemic
given only removal data . . . . . . . . 895--926
Giulia Di Nunno and
Yuliya Mishura and
Anton Yurchenko-Tytarenko Sandwiched SDEs with unbounded drift
driven by Hölder noises . . . . . . . . . 927--964
Annemarie Bitter and
Robert Stelzer and
Bennet Ströh Continuous-time locally stationary time
series models . . . . . . . . . . . . . 965--998
Abraham Gutierrez and
Sebastian Müller and
Stjepan Sebek On asymptotic fairness in voting with
greedy sampling . . . . . . . . . . . . 999--1032
Eckhard Platen and
Stefan Tappe No arbitrage and multiplicative special
semimartingales . . . . . . . . . . . . 1033--1074
Gabriel Zayas-Cabán and
Jiaxin Liang and
Stefanus Jasin and
Guihua Wang An asymptotically optimal heuristic for
general nonstationary finite-horizon
restless multi-armed, multi-action
bandits: Corrigendum . . . . . . . . . . 1075--1083
Anonymous APR volume 55 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 55 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Yinping You and
Xiaohu Li and
Xiaoqin Li Stochastic comparison on active
redundancy allocation to $K$-out-of-$N$
systems with statistically dependent
component and redundancy lifetimes . . . 1085--1115
Jinzhu Li Asymptotic results on tail moment and
tail central moment for dependent risks 1116--1143
Stathis Chadjiconstantinidis and
Serkan Eryilmaz Distributions of random variables
involved in discrete censored $ \delta
$-shock models . . . . . . . . . . . . . 1144--1170
Laure Coutin and
Monique Pontier PDE for the joint law of the pair of a
continuous diffusion and its running
maximum . . . . . . . . . . . . . . . . 1171--1210
François Caron and
Francesca Panero and
Judith Rousseau On sparsity, power-law, and clustering
properties of graphex processes . . . . 1211--1253
Victor Falgas-Ravry and
Amites Sarkar Bootstrap percolation in random
geometric graphs . . . . . . . . . . . . 1254--1300
Donald A. Dawson and
Ahmed Sid-Ali and
Yiqiang Q. Zhao Propagation of chaos and large
deviations in mean-field models with
jumps on block-structured networks . . . 1301--1361
Jorge Ignacio González Cázares and
Aleksandar Mijatovi\'c A Monte Carlo algorithm for the extrema
of tempered stable processes . . . . . . 1362--1389
Satoshi Kuriki and
Takahiko Matsubara Asymptotic expansion of the expected
Minkowski functional for isotropic
central limit random fields . . . . . . 1390--1414
Paul Jung and
Hoil Lee and
Jiho Lee and
Hongseok Yang $ \alpha $-Stable convergence of
heavy-/light-tailed infinitely wide
neural networks . . . . . . . . . . . . 1415--1441
Julia Eisenberg and
Paul Krühner Measuring the suboptimality of dividend
controls in a Brownian risk model . . . 1442--1472
Nima Akbarzadeh and
Aditya Mahajan Conditions for indexability of restless
bandits and an $ O(K^3) $ algorithm to
compute Whittle index --- Corrigendum 1473--1474
Anonymous APR volume 55 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 55 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Qiao Huang and
Jinqiao Duan and
Renming Song Homogenization of non-symmetric jump
processes . . . . . . . . . . . . . . . 1--33
Christian Hirsch and
Daniel Willhalm Upper large deviations for
power-weighted edge lengths in spatial
random networks . . . . . . . . . . . . 34--70
F. Baccelli and
S. Foss and
S. Shneer Migration-contagion processes . . . . . 71--105
Tianshu Cong and
Aihua Xia Normal approximation in total variation
for statistics in geometric probability 106--155
Hamed Amini and
Nikolaos Fountoulakis and
Konstantinos Panagiotou Bootstrap percolation in inhomogeneous
random graphs . . . . . . . . . . . . . 156--204
Christopher Blier-Wong and
Hél\`ene Cossette and
Etienne Marceau Exchangeable FGM copulas . . . . . . . . 205--234
Aurélien Velleret Adaptation of a population to a changing
environment in the light of
quasi-stationarity . . . . . . . . . . . 235--286
Fabian Burghart A modification of the random cutting
model . . . . . . . . . . . . . . . . . 287--314
Thomas Mountford and
Zhe Wang Stable systems with power law conditions
for Poisson hail . . . . . . . . . . . . 315--353
Antal A. Járai and
Minwei Sun Interlacement limit of a stopped random
walk trace on a torus . . . . . . . . . 354--388
Anonymous APR volume 56 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 56 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Hiroyuki Masuyama and
Yosuke Katsumata and
Tatsuaki Kimura A subgeometric convergence formula for
finite-level M/G/1-type Markov chains:
via a block-decomposition-friendly
solution to the Poisson equation of the
deviation matrix . . . . . . . . . . . . 389--429
Frank Ball and
Peter Neal Strong convergence of an epidemic model
with mixing groups . . . . . . . . . . . 430--463
Tanmay Sahoo and
Nil Kamal Hazra Ordering and ageing properties of
developed sequential order statistics
governed by the Archimedean copula . . . 464--494
Giacomo Francisci and
Anand N. Vidyashankar Branching processes in random
environments with thresholds . . . . . . 495--544
Laure Marêché Fluctuations of the local times of the
self-repelling random walk with directed
edges . . . . . . . . . . . . . . . . . 545--586
Michael C. H. Choi Improved Metropolis--Hastings algorithms
via landscape modification with
applications to simulated annealing and
the Curie--Weiss model . . . . . . . . . 587--620
Stefka Asenova and
Johan Segers Max-linear graphical models with
heavy-tailed factors on trees of
transitive tournaments . . . . . . . . . 621--665
T. V. Rao and
Sameen Naqvi Preservation of mean inactivity time
ordering for coherent systems . . . . . 666--692
Chuang Xu and
Mads Christian Hansen and
Carsten Wiuf The asymptotic tails of limit
distributions of continuous-time Markov
chains . . . . . . . . . . . . . . . . . 693--734
Vanderlei da Costa Bueno and
Narayanaswamy Balakrishnan An inaccuracy measure between
non-explosive point processes with
applications to Markov chains . . . . . 735--756
Anonymous APR volume 56 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous APR volume 56 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Samuel Litwin The Distribution of Radioactive Recovery
in Randomly Cut and Sedimented DNA . . . 275--284
Jean-Guy Dion Sur Une Caractérisation Des Vidanges
Fortes: Corrections and Extensions.
(French) [On a characterization of
strong drains: corrections and
extensions] . . . . . . . . . . . . . . 268--279
Michael L. Hogan Comment on ``\booktitleCorrected
Diffusion Approximations in Certain
Random Walk Problems'' . . . . . . . . . 89--96
R. L. Dorit and
H. Akashi and
W. Gilberg Absence of polymorphism at the ZFY locus
on the human Y chromosome . . . . . . . 1183--1185