Last update:
Thu Apr 25 09:46:59 MDT 2024
N. U. Prabhu Time-Dependent Results in Storage Theory 1--46
Harold Ruben Generalised Concentration Fluctuations
under Diffusion Equilibrium . . . . . . 47--68
Lajos Takács Combinatorial Methods in the Theory of
Dams . . . . . . . . . . . . . . . . . . 69--76
Joseph L. Gastwirth On a Telephone Traffic System with
Several Kinds of Service Distributions 77--84
J. Keilson An Alternative to Wiener--Hopf Methods
for the Study of Bounded Processes . . . 85--120
P. D. Finch The Theory of Information and
Statistical Inference. I . . . . . . . . 121--140
W. J. Ewens The Pseudo-Transient Distribution and
Its Uses in Genetics . . . . . . . . . . 141--156
A. W. Davis A Note on the Characteristic Functional
for a Replacement Process of Gani . . . 157--160
P. J. Brockwell An Asymptotic Expansion for the Tail of
a Binomial Distribution and Its
Application in Queueing Theory . . . . . 161--167
Ora Engelberg Exact and Limiting Distributions of the
Number of Lead Positions in
``Unconditional'' Ballot Problems . . . 168--172
C. C. Heyde On the Stationary Waiting Time
Distribution in the Queue GI/G/1 . . . . 173--176
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Motoo Kimura Diffusion Models in Population Genetics 177--232
G. A. Watterson The Application of Diffusion Theory to
Two Population Genetic Models of Moran 233--246
J. Keilson A Review of Transient Behavior in
Regular Diffusion and Birth-Death
Processes . . . . . . . . . . . . . . . 247--266
J. E. Moyal Multiplicative Population Processes . . 267--283
David Blackwell and
David Kendall The Martin Boundary for Pólya's Urn
Scheme, and an Application to Stochastic
Population Growth . . . . . . . . . . . 284--296
G. F. Yeo and
B. Weesakul Delays to Road Traffic at an
Intersection . . . . . . . . . . . . . . 297--310
A. Rényi On Two Mathematical Models of the
Traffic on a Divided Highway . . . . . . 311--320
V. D. Barnett A Three-Player Extension of the
Gambler's Ruin Problem . . . . . . . . . 321--334
A. Reichel and
C. A. Wilkins On the Theory of Resonance Integrals in
the Statistical Region . . . . . . . . . 335--346
P. A. W. Lewis Implications of a Failure Model for the
Use and Maintenance of Computers . . . . 347--368
A. M. Hasofer On the Single-Server Queue with
Non-Homogeneous Poisson Input and
General Service Time . . . . . . . . . . 369--384
Charles H. Kraft A Class of Distribution Function
Processes Which Have Derivatives . . . . 385--388
Lajos Takács The Use of a Ballot Theorem in Order
Statistics . . . . . . . . . . . . . . . 389--392
Lajos Takács Fluctuations in the Ratio of Scores in
Counting a Ballot . . . . . . . . . . . 393--396
Anonymous Correction: An Alternative to
Wiener--Hopf Methods for the Study of
Bounded Processes . . . . . . . . . . . 397--397
Anonymous Volume Information . . . . . . . . . . . 399--399
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
E. J. Hannan Group Representations and Applied
Probability . . . . . . . . . . . . . . 1--68
J. E. Moyal Incomplete Discontinuous Markov
Processes . . . . . . . . . . . . . . . 69--78
Masanobu Shinozuka On the Two Sided Barrier Problem . . . . 79--87
J. N. Darroch and
E. Seneta On Quasi-Stationary Distributions in
Absorbing Discrete-Time Finite Markov
Chains . . . . . . . . . . . . . . . . . 88--100
T. N. Bhargava On Time Changes in a Digraph . . . . . . 101--118
Simeon M. Berman A Renewal Theoretic Model for Chronic
Disease Statistics . . . . . . . . . . . 119--128
George H. Weiss and
Motoo Kimura A Mathematical Analysis of the Stepping
Stone Model of Genetic Correlation . . . 129--149
J. Gani and
G. F. Yeo Some Birth-Death and Mutation Models for
Phage Reproduction . . . . . . . . . . . 150--161
J. F. C. Kingman Mean Free Paths in a Convex Reflecting
Region . . . . . . . . . . . . . . . . . 162--168
Maurice Horowitz Probability of Random Paths across
Elementary Geometrical Shapes . . . . . 169--177
Martin Fox A Simplified Model for the Formation,
Movement, and Dissipation of Fair
Weather Cumulus Clouds . . . . . . . . . 178--185
D. J. Daley General Customer Impatience in the Queue
GI/G/1 . . . . . . . . . . . . . . . . . 186--205
C. R. Heathcote On the Maximum of the Queue GI/M/1 . . . 206--214
S. Odoom and
E. H. Lloyd A Note on the Equilibrium Distribution
of Levels in a Semi-Infinite Reservoir
Subject to Markovian Inputs and Unit
Withdrawals . . . . . . . . . . . . . . 215--222
Anonymous Correction: A Class of Distribution
Function Processes Which Have
Derivatives . . . . . . . . . . . . . . 223--223
Anonymous Correction: A Review of Transient
Behavior in Regular Diffusion and
Birth-Death Processes . . . . . . . . . 223--223
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
J. Gani Stochastic Models for Bacteriophage . . 225--268
George H. Weiss and
Marvin Zelen A Semi-Markov Model for Clinical Trials 269--285
M. Ten Hoopen and
H. A. Reuver Selective Interaction of Two Independent
Recurrent Processes . . . . . . . . . . 286--292
A. W. Davis On the Theory of Birth, Death and
Diffusion Processes . . . . . . . . . . 293--322
T. E. Harris Diffusion with ``Collisions'' between
Particles . . . . . . . . . . . . . . . 323--338
Allan M. Russell and
Nora S. Josephson Measurement of Area by Counting . . . . 339--351
Samuel Karlin and
James McGregor Ehrenfest Urn Models . . . . . . . . . . 352--376
J. Chover and
G. Yeo Solutions of Some Two-Sided Boundary
Problems for Sums of Variables with
Alternating Distributions . . . . . . . 377--395
Ora Engelberg On Some Problems concerning a Restricted
Random Walk . . . . . . . . . . . . . . 396--404
J. Keilson A Review of Transient Behavior in
Regular Diffusion and Birth-Death
Processes. Part II . . . . . . . . . . . 405--428
Donald L. Iglehart Limiting Diffusion Approximations for
the Many Server Queue and the Repairman
Problem . . . . . . . . . . . . . . . . 429--441
C. Pearce A Queueing System with Non-Recurrent
Input and Batch Servicing . . . . . . . 442--448
R. V. Ambartzumian Two Inverse Problems concerning the
Superposition of Recurrent Point
Processes . . . . . . . . . . . . . . . 449--454
D. Mejzler On a Characteristic Property of
Stationary Streams without Aftereffect 455--461
A. M. Hasofer Some Perturbation Results for the
Single-Server Queue with Poisson Input 462--466
U. N. Bhat On a Stochastic Process Occurring in
Queueing Systems . . . . . . . . . . . . 467--469
Eve Bofinger Sufficiency for Multinomial and
Transition Probabilities . . . . . . . . 470--474
Anonymous Correction: On Time Changes in a
Diagraph . . . . . . . . . . . . . . . . 475--475
Anonymous Volume Information . . . . . . . . . . . 476--476
Anonymous Back Matter . . . . . . . . . . . . . . 477--477
Anonymous Front Matter . . . . . . . . . . . . . . ??
Samuel Kotz Recent Results in Information Theory . . 1--93
B. E. Ellison Limit Theorems for Random Mating in
Infinite Populations . . . . . . . . . . 94--114
P. Holgate A Mathematical Study of the Founder
Principle of Evolutionary Genetics . . . 115--128
M. W. Feldman On the Offspring Number Distribution in
a Genetic Population . . . . . . . . . . 129--141
Edward Pollak On the Survival of a Gene in a
Subdivided Population . . . . . . . . . 142--155
D. C. Dowson Simple Random Walks on Semi-Groups of
Nilpotency Class Two . . . . . . . . . . 156--170
D. Brook Bounds for Moment Generating Functions
and for Extinction Probabilities . . . . 171--178
Howard J. Weiner Applications of the Age Distribution in
Age Dependent Branching Processes . . . 179--201
Marcel F. Neuts The Single Server Queue with Poisson
Input and Semi-Markov Service Times . . 202--230
J. Sudarsana Rao An Application of Stationary Point
Processes to Queueing Theory and Textile
Research . . . . . . . . . . . . . . . . 231--246
G. F. Newell Equilibrium Probability Distributions
for Low Density Highway Traffic . . . . 247--260
C. R. Heathcote and
E. Seneta Inequalities for Branching Processes . . 261--267
Richard Bellman Dynamic Programming, Pattern Recognition
and Location of Faults in Complex
Systems . . . . . . . . . . . . . . . . 268--271
H. Robbins and
E. Samuel An Extension of a Lemma of Wald . . . . 272--273
D. N. Shanbhag On Infinite Server Queues with Batch
Arrivals . . . . . . . . . . . . . . . . 274--279
P. J. Brockwell and
J. E. Moyal A Stochastic Population Process and Its
Application to Bubble Chamber
Measurements . . . . . . . . . . . . . . 280--284
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Correction: Probability of Random Paths
across Elementary Geometrical Shapes . . ??
Anonymous Correction: A Review of Transient
Behavior in Regular Diffusion and
Birth-Death Processes . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
J. F. C. Kingman On the Algebra of Queues . . . . . . . . 285--326
Charles J. Mode A Stochastic Calculus and Its
Application to Some Fundamental Theorems
of Natural Selection . . . . . . . . . . 327--352
R. G. Khazanie and
H. E. McKean A Mendelian Markov Process with
Multinomial Transition Probabilities . . 353--364
Marvin A. Kastenbaum A Dialysis System with One Absorbing and
One Semi-Reflecting State . . . . . . . 365--374
Klaus Dietz On the Model of Weiss for the Spread of
Epidemics by Carriers . . . . . . . . . 375--382
Howard Weiner On Age Dependent Branching Processes . . 383--402
E. Seneta and
D. Vere-Jones On Quasi-Stationary Distributions in
Discrete-Time Markov Chains with a
Denumerable Infinity of States . . . . . 403--434
John N. Darroch Identities for Passage Times with
Applications to Recurrent Events and
Homogeneous Differential Functions . . . 435--444
S. Gallot Asymptotic Absorption Probabilities for
a Poisson Process . . . . . . . . . . . 445--452
P. A. P. Moran A Note on Recent Research in Geometrical
Probability . . . . . . . . . . . . . . 453--463
M. F. James On the Conditional Expected Value of
Contributions from a Renewal Process . . 464--480
Morris L. Eaton Characterization of Distributions by the
Identical Distribution of Linear Forms 481--494
Rodrigo A. Restrepo A Combinatorial Method for a Class of
Matrix Games . . . . . . . . . . . . . . 495--511
J. H. Jenkins Stationary Joint Distributions Arising
in the Analysis of the M/G/1 Queue by
the Method of the Imbedded Markov Chain 512--520
Jon Folkman and
Sidney Port Optimal Procedures for Stochastically
Failing Equipment . . . . . . . . . . . 521--537
J. A. Bather A Continuous Time Inventory Model . . . 538--549
Gedalia Ailam Moments of Coverage and Coverage Spaces 550--555
S. Gallot A Bound for the Maximum of a Number of
Random Variables . . . . . . . . . . . . 556--558
R. R. A. Morton The Expected Number and Angle of
Intersections between Random Curves in a
Plane . . . . . . . . . . . . . . . . . 559--562
Anonymous Correction: Simple Random Walks on
Semi-Groups of Nilpotency Class Two . . 562--562
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
P. Holgate Divergent Population Processes and
Mammal Outbreaks . . . . . . . . . . . . 1--8
R. C. Srivastava Some Aspects of the Stochastic Model for
the Attachment of Phages to Bacteria . . 9--18
C. J. Ridler-Rowe On a Stochastic Model of an Epidemic . . 19--33
R. T. Leslie Recurrent Composite Events . . . . . . . 34--61
Charles J. Mode A Renewal Density Theorem in the
Multi-Dimensional Case . . . . . . . . . 62--76
G. Elfving A Persistency Problem Connected with a
Point Process . . . . . . . . . . . . . 77--89
E. J. Hannan Measurement of a Wandering Signal Amid
Noise . . . . . . . . . . . . . . . . . 90--102
D. E. Cartwright Time-Series Analysis of Tides and
Similar Motions of the Sea Surface . . . 103--112
R. G. Keats A Note on the Black Box Problem . . . . 113--122
C. B. Mehr Characterization of a Class of
Second-Order Density Functions . . . . . 123--129
L. L. Helms Biharmonic Functions and Brownian Motion 130--136
Edward C. Posner and
Howard Rumsey, Jr. An Uncertainty Function Arising in
Sequential Search Theory . . . . . . . . 137--143
C. C. Heyde A Limit Theorem for Random Walks with
Drift . . . . . . . . . . . . . . . . . 144--150
Lajos Takács The Distribution of the Content of
Finite Dams . . . . . . . . . . . . . . 151--161
J. W. Cohen The Distribution of the Maximum Number
of Customers Present Simultaneously
during a Busy Period for the Queueing
Systems M/G/1 and G/M/1 . . . . . . . . 162--179
D. H. Reid A Mathematical Model for Delays Caused
by Right-Turning Vehicles at an
Uncontrolled Intersection . . . . . . . 180--191
J. N. Darroch and
E. Seneta On Quasi-Stationary Distributions in
Absorbing Continuous-Time Finite Markov
Chains . . . . . . . . . . . . . . . . . 192--196
Ester Samuel On the Existence of the Expectation of
Randomly Stopped Sums . . . . . . . . . 197--200
D. C. Gilles and
P. A. W. Lewis The Spectrum of Intervals of a Geometric
Branching Poisson Process . . . . . . . 201--205
Marcel F. Neuts Waitingtimes between Record Observations 206--208
J. H. Pollard Hierarchical Population Models with
Poisson Recruitment . . . . . . . . . . 209--213
Anonymous Correction: A Renewal Theoretic Model
for Chronic Disease Statistics . . . . . 214--214
Anonymous Correction: Inequalities for Branching
Processes . . . . . . . . . . . . . . . 215--215
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
C. R. Heathcote Complete Exponential Convergence and
Some Related Topics . . . . . . . . . . 217--256
Hugh M. Pettigrew and
George H. Weiss Epidemics with Carriers: The Large
Population Approximation . . . . . . . . 257--263
F. Downton Epidemics with Carriers: A Note on a
Paper of Dietz . . . . . . . . . . . . . 264--270
Norman C. Severo Two Theorems on Solutions of
Differential-Difference Equations and
Applications to Epidemic Theory . . . . 271--280
Elliott W. Montroll On Nonlinear Processes Involving
Population Growth and Diffusion . . . . 281--290
Albert W. Marshall and
Ingram Olkin A Generalized Bivariate Exponential
Distribution . . . . . . . . . . . . . . 291--302
J. A. McFadden and
James L. Lewis Multivariate Normal Integrals for Highly
Correlated Samples from a Wiener Process 303--312
C. L. Mallows Linear Processes Are Nearly Gaussian . . 313--329
Eugene Sobel Prediction of a Noise-Distorted,
Multivariate, Non-Stationary Signal . . 330--342
J. W. Cohen On Two Integral Equations of Queueing
Theory . . . . . . . . . . . . . . . . . 343--355
Erhan Çinlar Time Dependence of Queues with
Semi-Markovian Services . . . . . . . . 356--364
Erhan Çinlar Queues with Semi-Markovian Arrivals . . 365--379
P. A. P. Moran Dams in Series with Continuous Release 380--388
J. G. Gilson Statistical Relativistic Particle . . . 389--396
L. H. Harper A Necessary Condition on Minimal Cube
Numberings . . . . . . . . . . . . . . . 397--401
H. D. Miller A Note on Passage Times and Infinitely
Divisible Distributions . . . . . . . . 402--405
Sven Erlander A Note on Telephone Traffic with Losses 406--408
M. Ten Hoopen and
H. A. Reuver On a First Passage Problem in Stochastic
Storage Systems with Total Release . . . 409--412
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Donald A. McQuarrie Stochastic Approach to Chemical Kinetics 413--478
W. Smith and
G. S. Watson Diffusion out of a Triangle . . . . . . 479--488
E. Seneta The Galton--Watson Process with Mean One 489--495
J. N. Darroch and
K. W. Morris Some Passage-Time Generating Functions
for Discrete-Time and Continuous-Time
Finite Markov Chains . . . . . . . . . . 496--507
Richard A. Olshen Asymptotic Properties of the Periodogram
of a Discrete Stationary Process . . . . 508--528
T. Lewis The Factorisation of the Rectangular
Distribution . . . . . . . . . . . . . . 529--542
Morris Skibinsky The Range of the (n + 1)th Moment for
Distributions on [0, 1] . . . . . . . . 543--552
C. Pearce Queues with Moving Average Service Times 553--570
David K. Hildebrand Stability of Finite Queue, Tandem Server
Systems . . . . . . . . . . . . . . . . 571--583
John Bather and
Herman Chernoff Sequential Decisions in the Control of a
Space-Ship (Finite Fuel) . . . . . . . . 584--604
Meyer Dwass Poisson Recurrence Times . . . . . . . . 605--608
Charles J. Mode Some Corrections to My Paper
``\booktitleA Stochastic Calculus and
Its Application to Some Fundamental
Theorems of Natural Selection'' . . . . 609--611
Anonymous Volume Information . . . . . . . . . . . 612--613
Anonymous Back Matter . . . . . . . . . . . . . . 614--614
Anonymous Front Matter . . . . . . . . . . . . . . ??
P. Holgate Interaction between Migration and
Breeding Studied by Means of Genetic
Algebras . . . . . . . . . . . . . . . . 1--8
Jostein Lillestòl Another Approach to Some Markov Chain
Models in Population Genetics . . . . . 9--20
A. B. Chia Random Mating in a Population of Cyclic
Size . . . . . . . . . . . . . . . . . . 21--30
K. Dietz and
F. Downton Carrier-Borne Epidemics with
Immigration. I: Immigration of Both
Susceptibles and Carriers . . . . . . . 31--42
A. H. Zaludová and
Z. Rezný and
M. Ullrich A Survey of Some Recent Czechoslovak
Work in Automatic Statistical Process
Control . . . . . . . . . . . . . . . . 43--54
J. A. Bather A Diffusion Model for the Control of a
Dam . . . . . . . . . . . . . . . . . . 55--71
M. S. Ali Khan and
J. Gani Infinite Dams with Inputs Forming a
Markov Chain . . . . . . . . . . . . . . 72--83
A. G. Hawkes Gap-Acceptance in Road Traffic . . . . . 84--92
J. W. Cohen Single Server Queue with Uniformly
Bounded Virtual Waiting Time . . . . . . 93--122
Marcel F. Neuts Two Queues in Series with a Finite,
Intermediate Waitingroom . . . . . . . . 123--142
D. Mejzler A Generalisation of Erlang's Formulas in
Queueing Theory . . . . . . . . . . . . 143--157
U. Narayan Bhat Transient Behavior of Multi-Server
Queues with Recurrent Input and
Exponential Service Times . . . . . . . 158--168
Erhan Çinlar On the Superposition of $m$-Dimensional
Point Processes . . . . . . . . . . . . 169--176
R. J. Beran Testing for Uniformity on a Compact
Homogeneous Space . . . . . . . . . . . 177--195
Gedalia Ailam On Probability Properties of Measures of
Random Sets and the Asymptotic Behavior
of Empirical Distribution Functions . . 196--202
V. E. Benes Finite Regular Invariant Measures for
Feller Processes . . . . . . . . . . . . 203--209
C. C. Heyde On the Converse to the Iterated
Logarithm Law . . . . . . . . . . . . . 210--215
H. Rubin and
D. Vere-Jones Domains of Attraction for the
Subcritical Galton--Watson Branching
Process . . . . . . . . . . . . . . . . 216--219
Barry C. Arnold A Modification of a Result Due to Moran 220--223
Marcel F. Neuts The Joint Distribution of the Virtual
Waitingtime and the Residual Busy Period
for the M/G/1 Queue . . . . . . . . . . 224--229
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Samuel Karlin Equilibrium Behavior of Population
Genetic Models with Non-Random Mating 231--313
Edward Pollak On Random Genetic Drift in a Subdivided
Population . . . . . . . . . . . . . . . 314--333
Prem S. Puri Interconnected Birth and Death Processes 334--349
R. G. Khazanie An Indication of the Asymptotic Nature
of the Mendelian Markov Process . . . . 350--356
T. W. Mullikin Some Probability Distributions for
Neutron Transport in a Half-Space . . . 357--374
J. G. Gilson Feynman Integral and Phase Space
Probability . . . . . . . . . . . . . . 375--386
Jozef L. Teugels Exponential Ergodicity in Markov Renewal
Processes . . . . . . . . . . . . . . . 387--400
Paul J. Schweitzer Perturbation Theory and Finite Markov
Chains . . . . . . . . . . . . . . . . . 401--413
J. N. Darroch and
K. W. Morris Passage-Time Generating Functions for
Continuous-Time Finite Markov Chains . . 414--426
John P. Mullooly A One Dimensional Random Space-Filling
Problem . . . . . . . . . . . . . . . . 427--435
G. F. Newell Queues with Time-Dependent Arrival Rates
I:The Transition through Saturation . . 436--451
N. U. Prabhu Some New Results in Storage Theory . . . 452--460
Gerold Pestalozzi A Queue with Markov-Dependent Service
Times . . . . . . . . . . . . . . . . . 461--466
John F. Reynolds On the Autocorrelation and Spectral
Functions of Queues . . . . . . . . . . 467--475
T. Narasimham A Note on the Asymptotic Distribution of
the Traffic-Time-Average in a GI/G/$
\infty $ with Bulk Arrivals . . . . . . 476--480
C. C. Heyde An Extension of the Hájek--Rényi
Inequality for the Case without
Conditions . . . . . . . . . . . . . . . 481--483
Anonymous Corrections: Stochastic Approach to
Chemical Kinetics . . . . . . . . . . . 484--485
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Samuel Karlin Equilibrium Behavior of Population
Genetic Models with Non-Random Mating:
Part II: Pedigrees, Homozygosity and
Stochastic Models . . . . . . . . . . . 487--566
P. Whittle Equilibrium Distributions for an Open
Migration Process . . . . . . . . . . . 567--571
B. R. Bhat On an Extension of Gani's Model for
Attachment of Phages to Bacteria . . . . 572--578
G. F. Newell Queues with Time-Dependent Arrival
Rates: II. The Maximum Queue and the
Return to Equilibrium . . . . . . . . . 579--590
G. F. Newell Queues with Time-Dependent Arrival
Rates: III. A Mild Rush Hour . . . . . . 591--606
D. P. Gaver, Jr. Diffusion Approximations and Models for
Certain Congestion Problems . . . . . . 607--623
Donald R. McNeil A Solution to the Fixed-Cycle Traffic
Light Problem for Compound Poisson
Arrivals . . . . . . . . . . . . . . . . 624--635
P. M. Wu Storage with Deterministic Outputs and
Inputs Subject to Breakdown . . . . . . 636--647
D. G. Lampard A Stochastic Process Whose Successive
Intervals between Events Form a First
Order Markov Chain: I . . . . . . . . . 648--668
Jozef L. Teugels Exponential Ergodicity in Derived Markov
Chains . . . . . . . . . . . . . . . . . 669--678
Richard Morton On the Dynamic Programming Approach to
Pontriagin's Maximum Principle . . . . . 679--692
Morris Skibinsky Extreme nth Moments for Distributions on
[0, 1] and the Inverse of a Moment Space
Map . . . . . . . . . . . . . . . . . . 693--701
D. G. Tambouratzis On a Property of the Variance of the
Waiting Time of a Queue . . . . . . . . 702--703
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
J. F. C. Kingman Markov Population Processes . . . . . . 1--18
Louis Jensen and
Edward Pollak Random Selective Advantages of a Gene in
a Finite Population . . . . . . . . . . 19--37
R. Coleman and
J. L. Gastwirth Some Models for Interaction of Renewal
Processes Related to Neuron Firing . . . 38--58
J. F. Bithell A Stochastic Model for the Breaking of
Molecular Segments . . . . . . . . . . . 59--73
G. M. Tallis and
R. T. Leslie General Models for $r$-Molecular
Reactions . . . . . . . . . . . . . . . 74--87
P. A. P. Moran A Theory of Dams with Continuous Input
and a General Release Rule . . . . . . . 88--98
Irwin Greenberg Some Duality Results in the Theory of
Queues . . . . . . . . . . . . . . . . . 99--121
B. W. Conolly and
N. Hadidi A Correlated Queue . . . . . . . . . . . 122--136
Donald P. Gaver, Jr. Highway Delays Resulting from
Flow-Stopping Incidents . . . . . . . . 137--153
E. G. Enns The Trivariate Distribution of the
Maximum Queue Length, the Number of
Customers Served and the Duration of the
Busy Period for the M/G/1 Queueing
System . . . . . . . . . . . . . . . . . 154--161
Ora Engelberg Percus and
Jerome K. Percus On the Distribution of the Number of
Zero Partial Sums . . . . . . . . . . . 162--176
A. Tortrat Sur un Théor\`eme de Lewis et la
Décomposition en Facteurs Premiers de la
Loi Rectangulaire. (French) [On a
theorem of Lewis and Decomposition in
Prime Factors of the Rectangular Law] 177--185
J. Radcliffe and
P. J. Staff First-Order Conservative Processes with
Multiple Latent Roots . . . . . . . . . 186--194
Howard J. Weiner Sums of Lifetimes in Age Dependent
Branching Processes . . . . . . . . . . 195--200
Edward Pollak Bounds for Certain Branching Processes 201--204
Kenny S. Crump and
Charles J. Mode An Age-Dependent Branching Process with
Correlations among Sister Cells . . . . 205--210
Edward S. Boylan Stability Theorems for Solutions to the
Optimal Inventory Equation . . . . . . . 211--217
M. T. Wasan Sufficient Conditions for a First
Passage Time Process to be That of
Brownian Motion . . . . . . . . . . . . 218--223
J. C. Hardin and
A. L. Sweet A Note on Absorption Probabilities for a
Random Walk between a Reflecting and an
Absorbing Barrier . . . . . . . . . . . 224--226
R. M. Phatarfod A Note on the First Emptiness Problem of
a Finite Dam with Poisson Type Inputs 227--230
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
A. B. Chia and
G. A. Watterson Demographic Effects on the Rate of
Genetic Evolution: I. Constant Size
Populations with Two Genotypes . . . . . 231--248
P. Jagers The Proportions of Individuals of
Different Kinds in Two-Type Populations.
A Branching Process Problem Arising in
Biology . . . . . . . . . . . . . . . . 249--260
Norman Breslow On Large Sample Sequential Analysis with
Applications to Survivorship Data . . . 261--274
Samuel Litwin The Distribution of Radioactive Recovery
in Randomly Cut and Sedimented DNA . . . 275--284
Donald L. Iglehart Diffusion Approximations in Collective
Risk Theory . . . . . . . . . . . . . . 285--292
Mark Brown Some Results on a Traffic Model of Rényi 293--300
A. M. V. Verhagen Random Size Trees on the One and Two
Dimensional Integer Lattice . . . . . . 301--308
B. R. Bhat Used Item Replacement Policy . . . . . . 309--318
Z. W. Birnbaum and
S. C. Saunders A New Family of Life Distributions . . . 319--327
Z. W. Birnbaum and
S. C. Saunders Estimation for a Family of Life
Distributions with Applications to
Fatigue . . . . . . . . . . . . . . . . 328--347
Petr Mandl An Identity for Markovian Replacement
Processes . . . . . . . . . . . . . . . 348--354
P. A. W. Lewis Asymptotic Properties and Equilibrium
Conditions for Branching Poisson
Processes . . . . . . . . . . . . . . . 355--371
R. T. Leslie Recurrence Times of Clusters of Poisson
Points . . . . . . . . . . . . . . . . . 372--388
G. M. Tallis The Identifiability of Mixtures of
Distributions . . . . . . . . . . . . . 389--398
H. E. Daniels The Minimum of a Stationary Markov
Process Superimposed on a U-Shaped Trend 399--408
Eugene Lukacs A Characterization of Stable Processes 409--418
C. C. Heyde On the Maximum of Sums of Random
Variables and the Supremum Functional
for Stable Processes . . . . . . . . . . 419--429
Rodney Coleman Random Paths through Convex Bodies . . . 430--441
Lionel Weiss The Joint Asymptotic Distribution of the
$k$-Smallest Sample Spacings . . . . . . 442--448
M. S. Bingham A Note on Stochastic Processes with
Independent Increments Taking Values in
an Abelian Group . . . . . . . . . . . . 449--452
Mark Brown An Invariance Property of Poisson
Processes . . . . . . . . . . . . . . . 453--458
Duane C. Boes Note on the Output of a Queuing System 459--461
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Takeo Maruyama Genetic Correlation in the Stepping
Stone Model with Non-Symmetrical
Migration Rates . . . . . . . . . . . . 463--477
William E. Wilkinson On Calculating Extinction Probabilities
for Branching Processes in Random
Environments . . . . . . . . . . . . . . 478--492
Prem S. Puri Some New Results in the Mathematical
Theory of Phage-Reproduction . . . . . . 493--504
J. Orriss Equilibrium Distributions for Systems of
Chemical Reactions with Applications to
the Theory of Molecular Adsorption . . . 505--515
Hisashi Mine and
Tatsuyuki Asakura The Effect of an Age Replacement to a
Standby Redundant System . . . . . . . . 516--523
Torbjörn Thedéen On Road Traffic with Free Overtaking . . 524--549
D. J. Daley The Total Waiting Time in a Busy Period
of a Stable Single-Server Queue, I . . . 550--564
D. J. Daley and
D. R. Jacobs, Jr. The Total Waiting Time in a Busy Period
of a Stable Single-Server Queue, II . . 565--572
B. D. Craven Asymptotic Correlation in a Queue . . . 573--583
T. C. T. Kotiah and
J. W. Thompson and
W. A. O'N. Waugh Use of Erlangian Distributions for
Single-Server Queueing Systems . . . . . 584--593
Nasser Hadidi On the Service Time Distribution and the
Waiting Time Process of a Potentially
Infinite Capacity Queueing System . . . 594--603
Mark Brown and
Sheldon M. Ross Some Results for Infinite Server Poisson
Queues . . . . . . . . . . . . . . . . . 604--611
W. J. Hall Embedding Submartingales in Wiener
Processes with Drift, with Applications
to Sequential Analysis . . . . . . . . . 612--632
Ole Barndorff-Nielsen and
G. F. Yeo Negative Binomial Processes . . . . . . 633--647
D. J. Daley Integral Representations of Transition
Probabilities and Serial Covariances of
Certain Markov Chains . . . . . . . . . 648--659
J. F. C. Kingman Random Secants of a Convex Body . . . . 660--672
Norman C. Severo A Recursion Theorem on Solving
Differential-Difference Equations and
Applications to Some Stochastic
Processes . . . . . . . . . . . . . . . 673--681
Meyer Dwass The Total Progeny in a Branching Process
and a Related Random Walk . . . . . . . 682--686
S. R. Adke A Birth, Death and Migration Process . . 687--691
Sheldon M. Ross Optimal Dispatching of a Poisson Process 692--699
Adrienne W. Kemp and
C. D. Kemp Branching and Clustering Models
Associated with the `Lost-Games
Distribution' . . . . . . . . . . . . . 700--703
Thomas L. Vlach and
Ralph L. Disney The Departure Process from the GI/G/1
Queue . . . . . . . . . . . . . . . . . 704--707
P. D. Finch A Note on the Queueing System GI/E$_k$
/1 . . . . . . . . . . . . . . . . . . . 708--710
Paul T. Holmes and
William E. Strawderman A Note on the Waiting Times between
Record Observations . . . . . . . . . . 711--714
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Ora Engleberg Percus and
Jerome K. Percus Extended Criterion for Comparison of
Empirical Distributions . . . . . . . . 1--20
Richard A. Olshen and
Leonard J. Savage A Generalized Unimodality . . . . . . . 21--34
H. Raynaud Sur l'Enveloppe Convexe des Nuages de
Points Aléatoires dans $ R^n $. I.
(French) [On the convex envelope of
clouds of random points in $ R^n $. I] 35--48
Thomas G. Kurtz Solutions of Ordinary Differential
Equations as Limits of Pure Jump Markov
Processes . . . . . . . . . . . . . . . 49--58
W. J. Hall On Wald's Equations in Continuous Time 59--68
Barron Brainerd A Stochastic Process Related to Language
Change . . . . . . . . . . . . . . . . . 69--78
John Haigh The Recovery of the Root of a Tree . . . 79--88
John Lamperti Maximal Branching Processes and
`Long-Range Percolation' . . . . . . . . 89--98
C. W. Anderson Extreme Value Theory for a Class of
Discrete Distributions with Applications
to Some Stochastic Processes . . . . . . 99--113
Lajos Takács On the Fluctuations of Election Returns 114--123
Pushpa N. Rathie On a Generalized Entropy and a Coding
Theorem . . . . . . . . . . . . . . . . 124--133
P. W. A. Dayananda Optimal Reinsurance . . . . . . . . . . 134--156
Ester Samuel On Some Problems in Operations Research 157--164
Albert W. Marshall and
Frank Proschan Mean Life of Series and Parallel Systems 165--174
A. G. Hawkes Bunching in a Semi-Markov Process . . . 175--182
Roger B. Nelsen and
Trevor Williams Random Displacements of Regularly Spaced
Events . . . . . . . . . . . . . . . . . 183--195
Micha Yadin Queueing with Alternating Priorities,
Treated as Random Walk on the Lattice in
the Plane . . . . . . . . . . . . . . . 196--218
H. Ali Two Results in the Theory of Queues . . 219--226
N. U. Prabhu Limit Theorems for the Single Server
Queue with Traffic Intensity One . . . . 227--233
Haskel Benishay Inflow-Stock-Outflow Time Series,
Stochastic Lag and Disaggregation: A
Note . . . . . . . . . . . . . . . . . . 234--239
C. L. Mallows and
J. M. C. Clark Linear-Intercept Distributions Do Not
Characterize Plane Sets . . . . . . . . 240--244
Victor Siskind The Fixed Cycle Traffic Light Problem: A
Note on a Paper by McNeil . . . . . . . 245--248
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Correction: Negative Binomial Processes ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
S. K. Srinivasan and
A. Rangan Age Dependent Stochastic Models for
Phage Reproduction . . . . . . . . . . . 251--261
Samuel Karlin and
Marcus W. Feldman Convergence to Equilibrium of the Two
Locus Additive Viability Model . . . . . 262--271
P. J. Brockwell Stochastic Population Processes in the
Theory of Radiative Transfer . . . . . . 272--290
M. S. Ali Khan Finite Dams with Inputs Forming a Markov
Chain . . . . . . . . . . . . . . . . . 291--303
Donald R. McNeil A Theoretical Analysis of Congestion in
a Two-Lane Freeway . . . . . . . . . . . 304--315
P. B. M. Roes The Finite Dam . . . . . . . . . . . . . 316--326
Ronald W. Wolff Work-Conserving Priorities . . . . . . . 327--337
David S. Newman A New Family of Point Processes Which
Are Characterized by Their Second Moment
Properties . . . . . . . . . . . . . . . 338--358
A. J. Lawrance Selective Interaction of a Poisson and
Renewal Process: First-Order Stationary
Point Results . . . . . . . . . . . . . 359--372
Richard Gordon On Monte Carlo Algebra . . . . . . . . . 373--387
C. K. Cheong Quasi-Stationary Distributions in
Semi-Markov Processes . . . . . . . . . 388--399
Tore Schweder Composable Markov Processes . . . . . . 400--410
M. P. Quine The Multi-Type Galton--Watson Process
with Immigration . . . . . . . . . . . . 411--422
A. L. Sweet and
J. C. Hardin Solutions for Some Diffusion Processes
with Two Barriers . . . . . . . . . . . 423--431
William E. Strawderman and
Paul T. Holmes On the Law of the Iterated Logarithm for
Inter-Record Times . . . . . . . . . . . 432--439
D. Jerwood A Note on the Cost of the Simple
Epidemic . . . . . . . . . . . . . . . . 440--443
Norman C. Severo A Note on the Ehrenfest Multiurn Model 444--445
John F. Reynolds A Theorem on Discrete Time Branching
Processes Allowing Immigration . . . . . 446--450
C. C. Heyde A Rate of Convergence Result for the
Super-Critical Galton--Watson Process 451--454
D. A. Darling The Galton--Watson Process with Infinite
Mean . . . . . . . . . . . . . . . . . . 455--456
D. G. Tambouratzis A Note on Belyaev's Limiting
Distribution of the Intervals between
Losses in an $n$-Server System . . . . . 457--464
A. G. Pakes A Note on the Queueing Systems GI/D/1
and D/G/1 . . . . . . . . . . . . . . . 465--468
Edward S. Boylan Further Existence Theorems for the
Optimal Inventory Equation . . . . . . . 469--472
J. Henderson and
P. D. Finch A Note on the Queueing System E$_k$ /G/1 473--475
S. K. Srinivasan and
G. Rajamannar Selective Interaction between Two
Independent Stationary Recurrent Point
Processes . . . . . . . . . . . . . . . 476--482
A. J. Lawrance Selective Interaction of a Stationary
Point Process and a Renewal Process . . 483--489
C. W. Kim Two Classification Theorems of States of
Markov Chains . . . . . . . . . . . . . 490--496
R. C. Srivastava and
A. B. L. Srivastava On a Characterization of Poisson
Distribution . . . . . . . . . . . . . . 497--501
Stephen R. Kimbleton A Simple Proof of a Random Stable Limit
Theorem . . . . . . . . . . . . . . . . 502--504
Gedalia Ailam and
Mahabanoo N. Tata One-to-One Functions on the Positive
Integers . . . . . . . . . . . . . . . . 505--507
David Kendall Obituary: Alfréd Rényi . . . . . . . . . . 509--522
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
H. J. Weiner On a Multi-Type Critical Age-Dependent
Branching Process . . . . . . . . . . . 523--543
Niels G. Becker A Stochastic Model for Two Interacting
Populations . . . . . . . . . . . . . . 544--564
Kenny S. Crump Migratory Populations in Branching
Processes . . . . . . . . . . . . . . . 565--572
Hisashi Mine and
Katsuhisa Ohno Low Density Inhomogeneous Traffic Flow 573--598
P. B. M. Roes The Finite Dam II . . . . . . . . . . . 599--616
S. Zacks and
M. Yadin Analytic Characterization of the Optimal
Control of a Queueing System . . . . . . 617--633
John A. Hooke On Some Limit Theorems for the GI/G/1
Queue . . . . . . . . . . . . . . . . . 634--640
Shunji Osaki and
Tatsuyuki Asakura A Two-Unit Standby Redundant System with
Repair and Preventive Maintenance . . . 641--648
Sheldon M. Ross Average Cost Semi-Markov Decision
Processes . . . . . . . . . . . . . . . 649--656
Hisashi Mine and
Yoshio Tabata Linear Programming and Continuous
Markovian Decision Problems . . . . . . 657--666
B. Edwin Blaisdell and
Herbert Solomon On Random Sequential Packing in the
Plane and a Conjecture of Palásti . . . . 667--698
Julian Keilson and
S. Subba Rao A Process with Chain Dependent Growth
Rate . . . . . . . . . . . . . . . . . . 699--711
M. W. Suh and
B. B. Bhattacharyya and
A. Grandage On the Distribution and Moments of the
Strength of a Bundle of Filaments . . . 712--720
Simeon M. Berman Occupation Times of Stationary Gaussian
Processes . . . . . . . . . . . . . . . 721--733
Kenny S. Crump and
David G. Hoel Some Applications of Renewal Theory on
the Whole Line . . . . . . . . . . . . . 734--746
Donald L. Iglehart and
Douglas P. Kennedy Weak Convergence of the Average of Flag
Processes . . . . . . . . . . . . . . . 747--753
Augustus J. Fabens and
Marcel F. Neuts The Limiting Distribution of the Maximum
Term in a Sequence of Random Variables
Defined on a Markov Chain . . . . . . . 754--760
H. J. Helgert On Sums of Random Variables Defined on a
Two-State Markov Chain . . . . . . . . . 761--765
P. B. M. Roes On the Expected Number of Crossings of a
Level in Certain Stochastic Processes 766--770
I. V. Basawa On a Characterization Property of Finite
Irreducible Markov Chains . . . . . . . 771--775
Sheldon M. Ross Identifiability in GI/G/k Queues . . . . 776--780
A. J. Dobson Interval Estimates of Language
Divergence Times . . . . . . . . . . . . 781--784
Z. Ivkovic and
M. Kocher and
C. V. Stanojevic On Random $n$-Fold Coincidences . . . . 785--787
Anonymous Correction: Quasi-Stationary
Distributions in Semi-Markov Processes 788--788
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Stephen D. Durham Limit Theorems for a General Critical
Branching Process . . . . . . . . . . . 1--16
Edward W. Weissner Multitype Branching Processes in Random
Environments . . . . . . . . . . . . . . 17--31
A. G. Pakes Branching Processes with Immigration . . 32--42
E. Seneta On Invariant Measures for Simple
Branching Processes . . . . . . . . . . 43--51
C. C. Heyde Some Central Limit Analogues for
Super-Critical Galton--Watson Processes 52--59
Morton I. Kamien and
Nancy L. Schwartz Expenditure Patterns for Risky R and D
Projects . . . . . . . . . . . . . . . . 60--73
Ward Whitt Weak Convergence Theorems for Priority
Queues: Preemptive-Resume Discipline . . 74--94
Sreekantan S. Nair A Single Server Tandem Queue . . . . . . 95--109
Ora Engelberg Percus and
Jerome K. Percus Generating Functions for a Class of
One-Dimensional Random Walks . . . . . . 110--117
A. Papoulis High Density Shot Noise and Gaussianity 118--127
D. J. Daley The Definition of a Multi-Dimensional
Generalization of Shot Noise . . . . . . 128--135
Sidney I. Resnick Tail Equivalence and Its Applications 136--156
E. J. Hannan and
P. J. Thomson Spectral Inference over Narrow Bands . . 157--169
A. J. Lawrance Selective Interaction of a Poisson and
Renewal Process: The Dependency
Structure of the Intervals between
Responses . . . . . . . . . . . . . . . 170--183
S. Blumenthal and
J. A. Greenwood and
L. Herbach Superimposed Non-Stationary Renewal
Processes . . . . . . . . . . . . . . . 184--192
I. V. Basawa Some Models Based on the Interaction of
Two Independent Markovian Point
Processes . . . . . . . . . . . . . . . 193--197
R. M. Phatarfod and
T. P. Speed and
A. M. Walker A Note on Random Walks . . . . . . . . . 198--201
B. W. Conolly Some Applications of the Theory of
Infinite Capacity Service Systems to a
Single Server System with Linearly State
Dependent Service . . . . . . . . . . . 202--207
C. L. Mallows and
J. M. C. Clark Corrections to
``\booktitleLinear-Intercept
Distributions Do Not Characterize Plane
Sets'' . . . . . . . . . . . . . . . . . 208--209
J. Gani Obituary: Sir Edward Collingwood . . . . 211+213--214
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Byron J. T. Morgan On the Solution of Differential
Equations Arising in Some Attachment
Models of Virology . . . . . . . . . . . 215--221
M. S. Bartlett Physical Nearest-Neighbour Models and
Non-Linear Time-Series . . . . . . . . . 222--232
David Sankoff Branching Processes with Terminal Types:
Application to Context-Free Grammars . . 233--240
Jacqueline Loris-Teghem On the Waiting Time Distribution in a
Generalized GI/G/1 Queueing System . . . 241--251
Izzet Sahin Equilibrium Behavior of a Stochastic
System with Secondary Input . . . . . . 252--260
Leonard Shaw Busy Periods in Vehicle Queues . . . . . 261--268
W. J. Padgett and
C. P. Tsokos On a Stochastic Integral Equation of the
Volterra Type in Telephone Traffic
Theory . . . . . . . . . . . . . . . . . 269--275
J. P. Lehoczky A Note on the First Emptiness Time of an
Infinite Reservoir with Inputs Forming a
Markov Chain . . . . . . . . . . . . . . 276--284
Paul I. Feder and
Thomas Stroud Sequential Decisions in the Control of a
Space-Ship (Terminal Cost Proportional
to Magnitude of Miss Distance) . . . . . 285--297
Chris P. Tsokos The Method of V. M. Popov for
Differential Systems with Random
Parameters . . . . . . . . . . . . . . . 298--310
Richard L. Tweedie Truncation Procedures for Non-Negative
Matrices . . . . . . . . . . . . . . . . 311--320
Lajos Takács On the Comparison of a Theoretical and
an Empirical Distribution Function . . . 321--330
Prem S. Puri A Method for Studying the Integral
Functionals of Stochastic Processes with
Applications: I. Markov Chain Case . . . 331--343
T. G. Kurtz Limit Theorems for Sequences of Jump
Markov Processes Approximating Ordinary
Differential Processes . . . . . . . . . 344--356
Petr Mandl Some Results on Markovian Replacement
Processes . . . . . . . . . . . . . . . 357--365
F. K. Hwang and
S. Lin On Generating a Random Sequence . . . . 366--373
A. E. Gibson and
B. W. Conolly On Certain Unrestricted, Linear, Unit
Step, Continuous Time Random Walks . . . 374--380
P. J. Pedler Occupation Times for Two State Markov
Chains . . . . . . . . . . . . . . . . . 381--390
Julian Keilson Log-Concavity and Log-Convexity in
Passage Time Densities of Diffusion and
Birth-Death Processes . . . . . . . . . 391--398
Frank B. Knight Some Condensation Processes of McKean
Type . . . . . . . . . . . . . . . . . . 399--406
R. A. Doney The Progeny of a Branching Process . . . 407--412
William K. Hall and
Ralph L. Disney Finite Queues in Parallel under a
Generalized Channel Selection Rule . . . 413--416
Ward Whitt Weak Convergence of First Passage Time
Processes . . . . . . . . . . . . . . . 417--422
Arne Jensen and
David Kendall Denumerable Markov Processes with
Bounded Generators: A Routine for
Calculating $ p_{ij}(\infty) $ . . . . . 423--427
R. J. Tomkins On an Inequality of Heyde . . . . . . . 428--429
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Corrections: An Extension of the
Hájek--Rényi Inequality for the Case
without Moment Conditions . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
J. Durbin Boundary-Crossing Probabilities for the
Brownian Motion and Poisson Processes
and Techniques for Computing the Power
of the Kolmogorov--Smirnov Test . . . . 431--453
C. D. Cushen and
R. L. Hudson A Quantum-Mechanical Central Limit
Theorem . . . . . . . . . . . . . . . . 454--469
S. J. Galley A Stochastic Model for the Formation of
a Planetary System . . . . . . . . . . . 470--479
Hisashi Mine and
Katsuhisa Ohno Traffic Light Queues as a Generalization
to Queueing Theory . . . . . . . . . . . 480--493
E. K. Kyprianou On the Quasi-Stationary Distribution of
the Virtual Waiting Time in Queues with
Poisson Arrivals . . . . . . . . . . . . 494--507
Shelby L. Brumelle On the Relation between Customer and
Time Averages in Queues . . . . . . . . 508--520
Donald Gross and
Carl M. Harris and
James A. Lechner Stochastic Inventory Models with Bulk
Demand and State-Dependent Leadtimes . . 521--534
Kneale T. Marshall and
Ronald W. Wolff Customer Average and Time Average Queue
Lengths and Waiting Times . . . . . . . 535--542
Richard V. Evans Programming Problems and Changes in the
Stable Behavior of a Class of Markov
Chains . . . . . . . . . . . . . . . . . 543--550
R. Morton On the Optimal Control of Stationary
Diffusion Processes with Inaccessible
Boundaries and no Discounting . . . . . 551--560
R. Morton On the Optimal Control of Stationary
Diffusion Processes with Natural
Boundaries and Discounted Cost . . . . . 561--572
Barry Belkin First Passage to a General Threshold for
a Process Corresponding to Sampling at
Poisson Times . . . . . . . . . . . . . 573--588
Krishna B. Athreya A Note on a Functional Equation Arising
in Galton--Watson Branching Processes 589--598
G. C. Taylor Moments in Markovian Systems with Lumped
States . . . . . . . . . . . . . . . . . 599--605
Olavi Hellman Optimal Search for a Randomly Moving
Object in a Special Case . . . . . . . . 606--611
Jan Grandell A Note on Linear Estimation of the
Intensity in a Doubly Stochastic Poisson
Field . . . . . . . . . . . . . . . . . 612--614
R. C. Srivastava On a Characterization of the Poisson
Process . . . . . . . . . . . . . . . . 615--616
Rasoul Haji and
Gordon F. Newell A Relation between Stationary Queue and
Waiting Time Distributions . . . . . . . 617--620
Sheldon M. Ross Goofspiel: The Game of Pure Strategy . . 621--625
Michael Skalsky A Note on the Estimation of the Mean of
a Homogeneous Random Field . . . . . . . 626--629
D. G. Tambouratzis Study of a Special M/M/1 Queue . . . . . 630--631
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Edward Pollak On Survival Probabilities and Extinction
Times for Some Branching Processes . . . 633--654
M. L. Samuels Distribution of the Branching-Process
Population among Generations . . . . . . 655--667
P. J. Staff and
M. K. Vagholkar Stationary Distributions of Open Markov
Processes in Discrete Time with
Application to Hospital Planning . . . . 668--680
János Galambos On a Model for a Fair Distribution of
Gifts . . . . . . . . . . . . . . . . . 681--690
Lajos Takács Discrete Queues with One Server . . . . 691--707
Emlyn H. Lloyd A Note on the Time-Dependent and the
Stationary Behaviour of a Semi-Infinite
Reservoir Subject to a Combination of
Markovian Inflows . . . . . . . . . . . 708--715
A. E. Gibson and
B. W. Conolly On a Three-State Sojourn Time Problem 716--723
Mark Pinsky Recurrence for Markov Processes on $N$
Lines . . . . . . . . . . . . . . . . . 724--730
A. J. Lawrance Selective Interaction of a Poisson and
Renewal Process: The Spectrum of the
Intervals between Responses . . . . . . 731--744
James Pickands III The Two-Dimensional Poisson Process and
Extremal Processes . . . . . . . . . . . 745--756
G. S. Marliss and
J. R. McGregor The Construction of Limiting
Distributions of Response Probabilities 757--766
E. J. Hannan Non-Linear Time Series Regression . . . 767--780
Sidney I. Resnick Products of Distribution Functions
Attracted to Extreme Value Laws . . . . 781--793
Morris L. Eaton and
Carl Morris and
Herman Rubin On Extreme Stable Laws and Some
Applications . . . . . . . . . . . . . . 794--801
Howard G. Hochman and
Stephen E. Fienberg Some Renewal Process Models for Single
Neuron Discharge . . . . . . . . . . . . 802--808
Edward A. Brill Point Processes Arising in Vehicular
Traffic Flow . . . . . . . . . . . . . . 809--814
J. Gani and
J. Lehoczky An Asymptotic Result in Traffic Theory 815--820
J. W. Cohen On the Busy Periods for the M/G/1 Queue
with Finite and with Infinite Waiting
Room . . . . . . . . . . . . . . . . . . 821--827
Asha Seth Kapadia The General $N$ Server Finite Queue . . 828--834
Izzet Sahin On the Single Server Queue with
Preemptive Service Interruptions . . . . 835--837
Arthur Nádas Times to Intermittent and to Permanent
Failures as Brownian Crossing Times . . 838--840
M. Pagano Some Asymptotic Properties of a
Two-Dimensional Periodogram . . . . . . 841--847
L. Takács and
John A. Hooke Letters to the Editor . . . . . . . . . 848--849
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Norman Kaplan A Theorem on Compositions of Random
Probability Generating Functions and
Applications to Branching Processes with
Random Environments . . . . . . . . . . 1--12
J. Radcliffe An Immigration Super-Critical Branching
Diffusion Process . . . . . . . . . . . 13--23
Y. S. Yang On Branching Processes Allowing
Immigration . . . . . . . . . . . . . . 24--31
John P. Mullooly Maximum Likelihood Estimation for
Stochastic $R$ th-Order Reactions . . . 32--42
S. K. Srinivasan and
K. M. Mehata A Stochastic Model for Polymer
Degradation . . . . . . . . . . . . . . 43--53
B. Littlewood and
J. L. Verrall Equilibrium Distributions of Polymers on
Sites Which Are Linearly Arrayed . . . . 54--64
D. A. Griffiths A Bivariate Birth-Death Process Which
Approximates to the Spread of a Disease
Involving a Vector . . . . . . . . . . . 65--75
M. S. Bartlett Physical Nearest-Neighbour Models and
Non-Linear Time-Series. II. Further
Discussion of Approximate Solutions and
Exact Equations . . . . . . . . . . . . 76--86
Joseph Tomko The Rate of Convergence in Limit
Theorems for Service Systems with Finite
Queue Capacity . . . . . . . . . . . . . 87--102
H. Emmons The Optimal Admission Policy to a
Multiserver Queue with Finite Horizon 103--116
E. K. Kyprianou On the Quasi-Stationary Distributions of
the GI/M/1 Queue . . . . . . . . . . . . 117--128
P. J. Brockwell A Storage Model in Which the Net
Growth-Rate Is a Markov Chain . . . . . 129--139
L. A. Santaló and
I. Yañez Averages for Polygons Formed by Random
Lines in Euclidean and Hyperbolic Planes 140--157
J. N. Darroch and
Heather J. Whitford Exact Fluctuation Results for
Markov-Dependent Coin-Tossing . . . . . 158--168
Chris P. Tsokos and
M. A. Hamdan Stochastic Asymptotic Exponential
Stability of Stochastic Integral
Equations . . . . . . . . . . . . . . . 169--177
Marcel F. Neuts and
Shun-Zer Chen The Infinite Server Queue with
Semi-Markovian Arrivals and Negative
Exponential Services . . . . . . . . . . 178--184
Ward Whitt Complements to Heavy Traffic Limit
Theorems for the GI/G/1 Queue . . . . . 185--191
Jan M. Chaiken and
Edward Ignall An Extension of Erlang's Formulas Which
Distinguishes Individual Servers . . . . 192--197
Krishan Lall Arya Study of a Network of Serial and
Non-Serial Servers with Phase Type
Service and Finite Queueing Space . . . 198--201
Izzet Sahin and
Oussama Achou On the Limiting Behaviour of a Basic
Stochastic Process . . . . . . . . . . . 202--207
John F. Reynolds On Linearly Regressive Processes . . . . 208--213
John F. Reynolds Some Theorems on the Transient
Covariance of Markov Chains . . . . . . 214--218
R. W. Shorrock A Limit Theorem for Inter-Record Times 219--223
János Galambos Characterization of Certain Populations
by Independence of Order Statistics . . 224--230
W. J. Hendricks The Stationary Distribution of an
Interesting Markov Chain . . . . . . . . 231--233
Anonymous Correction: Study of a Special M/M/1
Queue . . . . . . . . . . . . . . . . . 234--234
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
C. C. Heyde and
E. Seneta Estimation Theory for Growth and
Immigration Rates in a Multiplicative
Process . . . . . . . . . . . . . . . . 235--256
J. Gani and
D. Jerwood The Cost of a General Stochastic
Epidemic . . . . . . . . . . . . . . . . 257--269
R. M. Capocelli and
L. M. Ricciardi On the Inverse of the First Passage Time
Probability Problem . . . . . . . . . . 270--287
Richard F. Serfozo Conditional Poisson Processes . . . . . 288--302
Richard F. Serfozo Processes with Conditional Stationary
Independent Increments . . . . . . . . . 303--315
R. W. Shorrock On Record Values and Record Times . . . 316--326
N. S. Kambo and
Samar Singh Best Asymptotic Value of the Error
Exponent with Random Coding on Discrete
Memoryless Channels . . . . . . . . . . 327--336
E. Laska and
M. Meisner and
C. Siegel Contributions to the Theory of Optimal
Resource Allocation . . . . . . . . . . 337--359
J. C. Gittins Some Problems of Stochastic Resource
Allocation . . . . . . . . . . . . . . . 360--369
Douglas P. Kennedy The Continuity of the Single Server
Queue . . . . . . . . . . . . . . . . . 370--381
J. P. Lehoczky Traffic Intersection Control and
Zero-Switch Queues under Conditions of
Markov Chain Dependence Input . . . . . 382--395
John H. Jenkins The Relative Efficiency of Direct and
Maximum Likelihood Estimates of Mean
Waiting Time in the Simple Queue, M/M/1 396--403
H. G. Herbert An Infinite Discrete Dam with Dependent
Inputs . . . . . . . . . . . . . . . . . 404--413
F. Downton The Area under the Infectives Trajectory
of the General Stochastic Epidemic . . . 414--417
J. E. Besag Nearest-Neighbour Systems: A Lemma with
Application to Bartlett's Global
Solutions . . . . . . . . . . . . . . . 418--421
E. Çinlar and
M. Pinsky On Dams with Additive Inputs and a
General Release Rule . . . . . . . . . . 422--429
S. G. Mohanty On Queues Involving Batches . . . . . . 430--435
A. D. Proudfoot and
D. G. Lampard A Random Walk Problem with Correlation 436--440
Robert A. Agnew Inequalities with Application in
Economic Risk Analysis . . . . . . . . . 441--444
Torgny Lindvall Convergence of Critical Galton--Watson
Branching Processes . . . . . . . . . . 445--450
Lennart Råde A Model for Interaction of a Poisson and
a Renewal Process and Its Relation with
Queuing Theory . . . . . . . . . . . . . 451--456
M. Ahsanullah and
M. Rahman A Characterization of the Exponential
Distribution . . . . . . . . . . . . . . 457--461
Ward Whitt Limits for the Superposition of
$m$-Dimensional Point Processes . . . . 462--465
Jozef L. Teugels An Example on Geometric Ergodicity of a
Finite Markov Chain . . . . . . . . . . 466--469
D. N. Shanbhag Letter to the Editor . . . . . . . . . . 470--470
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Richard J. Kryscio The Transition Probabilities of the
Extended Simple Stochastic Epidemic
Model and the Haskey Model . . . . . . . 471--485
W. A. O'N. Waugh Taboo Extinction, Sojourn Times, and
Asymptotic Growth for the Markovian
Birth and Death Process . . . . . . . . 486--506
Barron Brainerd On the Relation between Types and Tokens
in Literary Text . . . . . . . . . . . . 507--518
Andrew D. Barbour The Principle of the Diffusion of
Arbitrary Constants . . . . . . . . . . 519--541
Jan Grandell On the Estimation of Intensities in a
Stochastic Process Generated by a
Stochastic Intensity Sequence . . . . . 542--556
Hans Föllmer Optimal Stopping of Constrained Brownian
Motion . . . . . . . . . . . . . . . . . 557--571
D. J. Emery Limiting Behaviour of the Distributions
of the Maxima of Partial Sums of Certain
Random Walks . . . . . . . . . . . . . . 572--579
D. N. Shanbhag Some Characterizations Based on the
Bhattacharya Matrix . . . . . . . . . . 580--587
R. Schassberger On the Work Load Process in a General
Preemptive Resume Priority Queue . . . . 588--603
S. K. Srinivasan and
R. Subramanian and
R. Vasudevan Correlation Functions in Queueing Theory 604--616
Bruce W. Turnbull Chebyshev-Like Inequalities for Dam
Models . . . . . . . . . . . . . . . . . 617--629
Katsuhisa Ohno and
Hisashi Mine Traffic Light Queues with Dependent
Arrivals as a Generalization to Queueing
Theory . . . . . . . . . . . . . . . . . 630--641
Jacqueline Loris-Teghem On the Waiting Time Distribution in a
Generalized Queueing System with
Uniformly Bounded Sojourn Times . . . . 642--649
Ward Whitt Embedded Renewal Processes in the GI/G/s
Queue . . . . . . . . . . . . . . . . . 650--658
R. K. Watson On an Epidemic in a Stratified
Population . . . . . . . . . . . . . . . 659--666
John F. Reynolds A Theorem on Markov Branching Processes 667--670
David C. Flaspohler and
Paul T. Holmes Additional Quasi-Stationary
Distributions for Semi-Markov Processes 671--676
Sheldon M. Ross On the Maximum of a Stationary
Independent Increment Process . . . . . 677--680
Leon Podkaminer On the Distribution of the Number of
Cyclically Occurring Random Events . . . 681--683
P. Ghosh and
D. N. Shanbhag A Note on the Characterization of a
U-Shaped Probability Density Function 684--685
Anonymous Correction: Non-Linear Time Series
Regression . . . . . . . . . . . . . . . 686--686
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Peter Clifford and
Aidan Sudbury The Linear Cell-Size-Dependent Branching
Process . . . . . . . . . . . . . . . . 687--696
Howard J. Weiner A Multi-Type Critical Age-Dependent
Branching Process with Immigration . . . 697--706
R. A. Doney A Limit Theorem for a Class of
Supercritical Branching Processes . . . 707--724
John Donelson III and
Fred Maltz A Comparison of Linear versus Non-Linear
Prediction for Polynomial Functions of
the Ornstein--Uhlenbeck Process . . . . 725--744
Roch Roy Spectral Analysis for a Random Process
on the Circle . . . . . . . . . . . . . 745--757
P. M. Robinson Non-Linear Regression for Multiple
Time-Series . . . . . . . . . . . . . . 758--768
Barry Belkin and
Lawrence D. Stone and
Martin Avery Snyder Crossing Problems for Non-Constant
Thresholds and Certain Non-Markov
Processes . . . . . . . . . . . . . . . 769--788
Choong K. Cheong and
Jozef L. Teugels General Solidarity Theorems for
Semi-Markov Processes . . . . . . . . . 789--802
A. Ben-Tal and
E. Hochman More Bounds on the Expectation of a
Convex Function of a Random Variable . . 803--812
Michael Orkin Recursive Matrix Games . . . . . . . . . 813--820
E. K. Kyprianou The Quasi-Stationary Distributions of
Queues in Heavy Traffic . . . . . . . . 821--831
P. Bloomfield and
D. R. Cox A Low Traffic Approximation for Queues 832--840
Barry C. Arnold The Waiting Time until First Duplication 841--846
L. Råde Limit Theorems for Thinning of Renewal
Point Processes . . . . . . . . . . . . 847--851
J. Aczél On a Characterization of Poisson
Distributions . . . . . . . . . . . . . 852--856
C. S. Smith A Note on Boundary-Crossing
Probabilities for the Brownian Motion 857--861
D. W. Balmer A Single Server Queue in Discrete Time
with Customers Served in Random Order 862--867
Douglas P. Kennedy A Note on the Number of Busy Servers in
a GI/G/s Queue in Light Traffic . . . . 868--869
J. L. Doob Obituary: Paul Lévy . . . . . . . . . . . 871--872
F. Downton A Correction to ``\booktitleThe Area
under the Infectives Trajectory of the
General Stochastic Epidemic'' . . . . . 873--876
Anonymous Correction: A Limit Theorem for
Inter-Record Times . . . . . . . . . . . 877--877
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
E. Renshaw Interconnected Population Processes . . 1--14
D. A. Griffiths Multivariate Birth-and-Death Processes
as Approximations to Epidemic Processes 15--26
L. L. Helms Stochastic Formation of Hierarchies . . 27--38
A. G. Pakes Conditional Limit Theorems for a
Left-Continuous Random Walk . . . . . . 39--53
P. A. P. Moran A Gaussian Markovian Process on a Square
Lattice . . . . . . . . . . . . . . . . 54--62
D. A. Dawson Information Flow in Discrete Markov
Systems . . . . . . . . . . . . . . . . 63--83
Richard L. Tweedie The Calculation of Limit Probabilities
for Denumerable Markov Processes from
Infinitesimal Properties . . . . . . . . 84--99
S. Beer and
E. Lukacs Characterizations of the Normal
Distribution by Suitable Transformations 100--108
Torgny Lindvall Weak Convergence of Probability Measures
and Random Functions in the Function
Space $ D[0, \infty) $ . . . . . . . . . 109--121
János Galambos The Distribution of the Maximum of a
Random Number of Random Variables with
Applications . . . . . . . . . . . . . . 122--129
E. J. Hannan The Asymptotic Theory of Linear
Time-Series Models . . . . . . . . . . . 130--145
C. C. Heyde An Iterated Logarithm Result for
Martingales and Its Application in
Estimation Theory for Autoregressive
Processes . . . . . . . . . . . . . . . 146--157
P. Whittle An Approximate Characterisation of
Optimal Stopping Boundaries . . . . . . 158--165
R. M. Phatarfod and
K. V. Mardia Some Results for Dams with Markovian
Inputs . . . . . . . . . . . . . . . . . 166--180
Jacqueline Loris-Teghem An Algebraic Approach to the Waiting
Time Process in GI/M/S . . . . . . . . . 181--191
A. G. Pakes On the Busy Period of the Modified
GI/G/1 Queue . . . . . . . . . . . . . . 192--197
R. A. Doney On a Functional Equation for General
Branching Processes . . . . . . . . . . 198--205
E. Seneta The Simple Branching Process with
Infinite Mean. I . . . . . . . . . . . . 206--212
P. A. Pegg Some Ratio Identities for a Class of
Skip Free Random Walks . . . . . . . . . 213--217
T. P. Speed A Note on Random Walks. II . . . . . . . 218--222
Nils Blomqvist A Heavy Traffic Result for the Finite
Dam . . . . . . . . . . . . . . . . . . 223--228
T. P. Speed Some Remarks on a Result of Blomqvist 229--232
D. N. Shanbhag and
D. G. Tambouratzis Erlang's Formula and Some Results on the
Departure Process for a Loss System . . 233--240
Elizabeth Berman Regular Stochastic Matrices and Digraphs 241--243
P. A. P. Moran Obituary: Yu. V. Linnik . . . . . . . . 245--246
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Andris Abakuks An Optimal Isolation Policy for an
Epidemic . . . . . . . . . . . . . . . . 247--262
Donald Ludwig Stochastic Approximation for the General
Epidemic . . . . . . . . . . . . . . . . 263--276
L. Billard Factorial Moments and Probabilities for
the General Stochastic Epidemic . . . . 277--288
Aidan Sudbury and
Peter Clifford Some Results for General
Cell-Size-Dependent Branching Processes 289--298
J. R. Leslie Some Limit Theorems for Markov Branching
Processes . . . . . . . . . . . . . . . 299--306
S. Katz and
P. Naor and
R. Shinnar Moments of Age and Remaining Life in
Renewal Processes . . . . . . . . . . . 307--316
A. G. Pakes On Dams with Markovian Inputs . . . . . 317--329
J. P. Lehoczky First-Emptiness Problems in Applied
Probability under First-Order Dependent
Input and General Output Conditions . . 330--342
J. W. Cohen Some Results on Regular Variation for
Distributions in Queueing and
Fluctuation Theory . . . . . . . . . . . 343--353
J. Michael Harrison Assembly-like Queues . . . . . . . . . . 354--367
Donald R. McNeil Diffusion Limits for Congestion Models 368--376
Allan H. Marcus Traffic Noise as a Filtered Markov
Renewal Process . . . . . . . . . . . . 377--386
Sidney I. Resnick and
R. J. Tomkins Almost Sure Stability of Maxima . . . . 387--401
Chandrakant M. Deo An Iterated Logarithm Law for Maxima of
Nonstationary Gaussian Processes . . . . 402--408
R. S. Anderssen and
F. R. De Hood and
R. Weiss On the Numerical Solution of Brownian
Motion Processes . . . . . . . . . . . . 409--418
David R. Brillinger Estimation of the Mean of a Stationary
Time Series by Sampling . . . . . . . . 419--431
C. Cannings The Equivalence of Some Overlapping and
Non-Overlapping Generation Models for
the Study of Genetic Drift . . . . . . . 432--436
Basil Diamantis An Application of the Generating
Function to the Solution of a Genetic
Problem . . . . . . . . . . . . . . . . 437--440
John P. Mullooly Maximum Likelihood Estimation for
Stochastic $r$ th-Order Reactions. II 441--446
Y. S. Yang Asymptotic Properties of the Stationary
Measure of a Markov Branching Process 447--450
B. M. Brown and
G. K. Eagleson Simpler Conditions for Wald Equations 451--455
J. C. Gittins Observations on a Result in Sequential
Analysis by P. Whittle . . . . . . . . . 456--460
A. D. Proudfoot and
D. G. Lampard The Divided Pooled Output of Several
Strictly-Periodic Point Processes . . . 461--463
Bhu Dev Sharma and
Ram Autar On Characterization of a Generalized
Inaccuracy Measure in Information Theory 464--468
E. L. Melnick and
S. Kullback An Application of the Minimum
Discrimination Information Estimate to
Compute Log-Likelihood Ratios . . . . . 469--474
T. J. Brown and
J. C. Hardin A Note on Kendall's Autoregressive
Series . . . . . . . . . . . . . . . . . 475--478
H. Ruben and
W. J. Reed A More General Form of a Theorem of
Crofton . . . . . . . . . . . . . . . . 479--482
P. A. P. Moran The Random Volume of Interpenetrating
Spheres in Space . . . . . . . . . . . . 483--490
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Niels Becker Carrier-Borne Epidemics in a Community
Consisting of Different Groups . . . . . 491--501
R. L. Hudson A Quantum-Mechanical Central Limit
Theorem for Anti-Commuting Observables 502--509
E. J. Hannan The Estimation of Frequency . . . . . . 510--519
B. D. Craven The Spectral Density of a Markov Process 520--527
Laurens de Haan and
Sidney I. Resnick Almost Sure Limit Points of Record
Values . . . . . . . . . . . . . . . . . 528--542
R. W. Shorrock Record Values and Inter-Record Times . . 543--555
Dariush Haghighi-Talab and
Christopher Wright On the Distribution of Records in a
Finite Sequence of Observations, with an
Application to a Road Traffic Problem 556--571
Gordon Pledger and
Frank Proschan Stochastic Comparisons of Random
Processes, with Applications in
Reliability . . . . . . . . . . . . . . 572--585
Pranab Kumar Sen An Asymptotically Efficient Test for the
Bundle Strength of Filaments . . . . . . 586--596
Matthew J. Sobel Continuous Stochastic Games . . . . . . 597--604
P. A. P. Moran Necessary Conditions for Markovian
Processes on a Lattice . . . . . . . . . 605--612
J. Michael Harrison The Heavy Traffic Approximation for
Single Server Queues in Series . . . . . 613--629
Michael A. Crane Queues in Transportation Systems, I: A
Markovian System . . . . . . . . . . . . 630--643
Peter Purdue Non-Linear Matrix Integral Equations of
Volterra Type in Queueing Theory . . . . 644--651
J. Radcliffe The Asymptotic Frequencies of the Types
in a Multitype Age-Dependent Branching
Process Allowing Immigration . . . . . . 652--658
Donald C. Raffety Random Environment Branching Processes
with Equal Environmental Extinction
Probabilities . . . . . . . . . . . . . 659--665
S. G. S. Shiva and
N. U. Ahmed and
N. D. Georganas Order Preserving Measures of Information 666--670
D. C. Boes and
J. D. Salas-La Cruz On the Expected Range and Expected
Adjusted Range of Partial Sums of
Exchangeable Random Variables . . . . . 671--677
Erhan Çinlar and
Peter Jagers Two Mean Values Which Characterize the
Poisson Process . . . . . . . . . . . . 678--681
P. L. Davies A Class of Almost Nowhere Differentiable
Stationary Gaussian Processes Which Are
Somewhere Differentiable . . . . . . . . 682--684
Woolcott Smith Shot Noise Generated by a Semi-Markov
Process . . . . . . . . . . . . . . . . 685--690
O. P. Sharma A Model for Queues in Series . . . . . . 691--696
P. J. Burville and
J. F. C. Kingman On a Model for Storage and Search . . . 697--701
Anonymous Correction: Crossing Problems for
Non-Constant Thresholds and Certain
Non-Markov Processes . . . . . . . . . . 702--702
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
J. Radcliffe The Initial Geographical Spread of
Host-Vector and Carrier-Borne Epidemics 703--717
S. Raman and
C. L. Chiang On a Solution of the Migration Process
and the Application to a Problem in
Epidemiology . . . . . . . . . . . . . . 718--727
Ilan Eshel Clone-Selection and Optimal Rates of
Mutation . . . . . . . . . . . . . . . . 728--738
P. J. Brockwell and
W. H. Kuo Labelling Experiments and Phase-Age
Distributions for Multiphase Branching
Processes . . . . . . . . . . . . . . . 739--747
J. C. Gittins and
M. J. Maher A Generalised Incomplete Beta Function
and Its Application to Multi-Line Stock
Control . . . . . . . . . . . . . . . . 748--760
Mark Brown and
Herbert Solomon Optimal Issuing Policies under
Stochastic Field Lives . . . . . . . . . 761--768
Richard Loulou Multi-Channel Queues in Heavy Traffic 769--777
Stig I. Rosenlund An M/G/1 Model with Finite Waiting Room
in Which a Customer Remains during Part
of Service . . . . . . . . . . . . . . . 778--785
M. Henke Expectations and Variances of Stopping
Variables in Sequential Selection
Processes . . . . . . . . . . . . . . . 786--806
M. Westcott Results in the Asymptotic and
Equilibrium Theory of Poisson Cluster
Processes . . . . . . . . . . . . . . . 807--823
Rudolf Ahlswede Channel Capacities for List Codes . . . 824--836
P. A. P. Moran A Central Limit Theorem for Exchangeable
Variates with Geometric Applications . . 837--846
Lauri Saretsalo On the Optimal Search for a Target Whose
Motion Is a Markov Process . . . . . . . 847--856
Marc Moore Non-Stationary Random Set Processes with
Application to Pattern Reconstruction 857--863
Sidney I. Resnick Extremal Processes and Record Value
Times . . . . . . . . . . . . . . . . . 864--868
L. M. Marsh An Expansion for the Distribution
Function of a Random Sum . . . . . . . . 869--874
S. R. Paranjape and
C. Park Distribution of the Supremum of the
Two-Parameter Yeh--Wiener Process on the
Boundary . . . . . . . . . . . . . . . . 875--880
H. Tong Some Comments on Spectral
Representations of Non-Stationary
Stochastic Processes . . . . . . . . . . 881--885
W. J. Hendricks An Extension of a Theorem concerning an
Interesting Markov Chain . . . . . . . . 886--890
H. P. Wynn Limiting Second Moments for Transient
States of Markov Chains . . . . . . . . 891--894
Murray A. Cameron A Note on Functions of Markov Processes
with an Application to a Sequence of $
\chi^2 $ Statistics . . . . . . . . . . 895--900
Tapan P. Bagchi and
J. G. C. Templeton A Note on the M$^X$ /G$^Y$ /1, $K$ Bulk
Queueing System . . . . . . . . . . . . 901--906
J. Michael Harrison A Limit Theorem for Priority Queues in
Heavy Traffic . . . . . . . . . . . . . 907--912
Anonymous Correction: The Asymptotic Theory of
Linear Time-Series Models . . . . . . . 913--913
Anonymous Correction: On Characterization of a
Generalized Inaccuracy Measure in
Information Theory . . . . . . . . . . . 913--913
Anonymous Note to the Editor . . . . . . . . . . . 914--914
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Louis Jensen Solving a Singular Diffusion Equation
Occurring in Population Genetics . . . . 1--15
E. Renshaw Stepping Stone Models for Population
Growth . . . . . . . . . . . . . . . . . 16--31
Annette J. Dobson Unrooted Trees for Numerical Taxonomy 32--42
V. R. R. Uppuluri and
W. J. Blot Asymptotic Properties of the Number of
Replications of a Paired Comparison . . 43--52
H. Tong On Time-Dependent Linear Transformations
of Non-Stationary Stochastic Processes 53--62
R. F. Galbraith and
J. I. Galbraith On the Inverses of Some Patterned
Matrices Arising in the Theory of
Stationary Time Series . . . . . . . . . 63--71
S. M. Samuels A Characterization of the Poisson
Process . . . . . . . . . . . . . . . . 72--85
Bernard J. McCabe Searching for a One-Dimensional Random
Walker . . . . . . . . . . . . . . . . . 86--93
Masao Nakamura Some Limit Theorems for a Class of
Network Problems as Related to Finite
Markov Chains . . . . . . . . . . . . . 94--101
Toshio Nakagawa and
Shunji Osaki Optimum Replacement Policies with Delay 102--110
M. J. Faddy Optimal Control of Finite Dams: Discrete
($2$-Stage) Output Procedure . . . . . . 111--121
G. F. Yeo A Finite Dam with Exponential Release 122--133
S. K. Srinivasan Analytic Solution of a Finite Dam
Governed by a General Input . . . . . . 134--144
Michael A. Crane Queues in Transportation Systems, II: An
Independently-Dispatched System . . . . 145--158
D. P. Heyman An Approximation for the Busy Period of
the M/G/1 Queue Using a Diffusion Model 159--169
J. Radcliffe A Note on the Recurrence of Yellow Fever
Epidemics in Urban Populations . . . . . 170--173
Peter Jagers Galton--Watson Processes in Varying
Environments . . . . . . . . . . . . . . 174--178
C. L. Mallows Another Definition of Genealogical
Distance . . . . . . . . . . . . . . . . 179--183
G. Matheron Un Théor\`eme d'Unicité Pour Les
Hyperplans Poissoniens. (French) [A
uniqueness theorem for Poissonian
hyperplanes] . . . . . . . . . . . . . . 184--189
M. B. Rajarshi Success Runs in a Two-State Markov Chain 190--192
Edward P. C. Kao A Note on the First Two Moments of Times
in Transient States in a Semi-Markov
Process . . . . . . . . . . . . . . . . 193--198
Noel Cressie A Two-Dimensional Random Walk in the
Presence of a Partially Reflecting
Barrier . . . . . . . . . . . . . . . . 199--205
P. J. Brockwell Deviations from Monotonicity of a Wiener
Process with Drift . . . . . . . . . . . 206--210
D. N. Shanbhag An Elementary Proof for the Rao--Rubin
Characterization of the Poisson
Distribution . . . . . . . . . . . . . . 211--215
J. S. Huang On a Theorem of Ahsanullah and Rahman 216--218
János Galambos A Limit Theorem with Applications in
Order Statistics . . . . . . . . . . . . 219--222
Anonymous Correction: Multivariate Birth-and-Death
Processes as Approximations to Epidemic
Processes . . . . . . . . . . . . . . . 223--223
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Norman Kaplan Multidimensional Age-Dependent Branching
Processes Allowing Immigration: The
Limiting Distribution . . . . . . . . . 225--236
W. A. O'N. Waugh Modes of Growth of Counting Processes
with Increasing Arrival Rates . . . . . 237--247
W. A. O'N. Waugh Asymptotic Growth of a Class of
Size-and-Age-Dependent Birth Processes 248--254
J. C. Gittins Resource Allocation in Speculative
Chemical Research . . . . . . . . . . . 255--265
Shoichi Nishimura Random Collision Processes and Their
Limiting Distribution Using the
Discrimination Information . . . . . . . 266--280
Peter J. Cooke Bounds for Coverage Probabilities with
Applications to Sequential Coverage
Problems . . . . . . . . . . . . . . . . 281--293
Norman Starr Optimal and Adaptive Stopping Based on
Capture Times . . . . . . . . . . . . . 294--301
N. U. Ahmed and
K. L. Teo Optimal Feedback Control of Stochastic
McShane Differential Systems . . . . . . 302--309
Valerie Isham The Effect of Intermittent Exposure to
Risk on Failure Time Distributions . . . 310--319
Hans D. Unkelbach and
Helmut Wegmann The Number of Meetings in Free Poisson
Traffic . . . . . . . . . . . . . . . . 320--331
H. G. Herbert Some Approximate Results for Storage
Systems with Continuous Inputs . . . . . 332--344
Bent Natvig On the Transient State Probabilities for
a Queueing Model Where Potential
Customers Are Discouraged by Queue
Length . . . . . . . . . . . . . . . . . 345--354
Douglas P. Kennedy Limiting Diffusions for the Conditioned
M/G/1 Queue . . . . . . . . . . . . . . 355--362
Samuel Litwin The Distribution on the Shortest
Distance between Random Cuts on Opposite
Strands of DNA . . . . . . . . . . . . . 363--368
B. F. Logan and
L. A. Shepp A Birth and Death Model of Neuron Firing 369--373
Marc Moore Anisotropically Random Mosaics . . . . . 374--376
P. Whittle and
J. Rudge The Optimal Linear Solution of a
Symmetric Team Control Problem . . . . . 377--381
Jan-Erik Karlsson A Stochastic Model for Time Lag in
Reporting of Claims . . . . . . . . . . 382--387
Herman Callaert Geometric and Exponential Decay in
Derived Markov Chains . . . . . . . . . 388--393
B. J. N. Blight and
J. L. Devore The Recursive Estimation of a Markov
Chain . . . . . . . . . . . . . . . . . 394--400
K. C. Chanda Strong Mixing Properties of Linear
Stochastic Processes . . . . . . . . . . 401--408
Matthew Goldstein Some Inequalities on Variances . . . . . 409--412
Joseph B. Kadane A Characterization of Triangular Arrays
Which Are Expectations of Order
Statistics . . . . . . . . . . . . . . . 413--416
Sheldon M. Ross Bounds on the Delay Distribution in
GI/G/1 Queues . . . . . . . . . . . . . 417--421
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Byron J. T. Morgan On the Distribution of Inanimate Marks
over a Linear Birth-and-Death Process 423--436
Beno\^\it Mandelbrot A Population Birth-and-Mutation Process,
I: Explicit Distributions for the Number
of Mutants in an Old Culture of Bacteria 437--444
Jenö Gazdag and
José Canosa Numerical Solution of Fisher's Equation 445--457
Howard J. Weiner Total Progeny in a Multitype Critical
Age Dependent Branching Process with
Immigration . . . . . . . . . . . . . . 458--470
Peter Jagers Convergence of General Branching
Processes and Functionals Thereof . . . 471--478
R. Hafner and
W. Sendler Some Asymptotic Results on Multiple
Matching . . . . . . . . . . . . . . . . 479--492
Alan G. Hawkes and
David Oakes A Cluster Process Representation of a
Self-Exciting Process . . . . . . . . . 493--503
Mark C. K. Yang Recognizing the Maximum of a Random
Sequence Based on Relative Rank with
Backward Solicitation . . . . . . . . . 504--512
D. M. Titterington An Example of a Perturbation-Type
Extremum Controller . . . . . . . . . . 513--520
Domokos Szász A Limit Theorem for Semi-Markov
Processes . . . . . . . . . . . . . . . 521--528
Horand Störmer On the Distribution of Attributes in
Organizations . . . . . . . . . . . . . 529--543
Julian Köllerström Heavy Traffic Theory for Queues with
Several Servers. I . . . . . . . . . . . 544--552
Pyke Tin and
R. M. Phatarfod On Infinite Dams with Inputs Forming a
Stationary Process . . . . . . . . . . . 553--561
J. Radcliffe The Periodicity of Endemic Malaria . . . 562--567
L. Billard The Recurrent Epidemic . . . . . . . . . 568--571
C. C. Heyde and
E. Seneta Notes on ``\booktitleEstimation Theory
for Growth and Immigration Rates in a
Multiplicative Process'' . . . . . . . . 572--577
Herbert T. Davis Asymptotic Properties of Certain
Functionals of the Periodogram . . . . . 578--581
G. L. O'Brien Limit Theorems for Sums of
Chain-Dependent Processes . . . . . . . 582--587
J. P. Imhof Runs of a Discrete Time Regenerative
Phenomenon . . . . . . . . . . . . . . . 588--593
D. A. Dawson Information Flow in Some Classes of
Markov Systems . . . . . . . . . . . . . 594--600
Pedro Vit On the Equivalence of Certain Truncated
Point Processes . . . . . . . . . . . . 601--604
J. S. Huang Characterizations of the Exponential
Distribution by Order Statistics . . . . 605--608
A. C. Dallas A Characterization of the Geometric
Distribution . . . . . . . . . . . . . . 609--611
Lajos Takács A Single-Server Queue with Limited
Virtual Waiting Time . . . . . . . . . . 612--617
B. W. Conolly The Generalised State-Dependent
Erlangian Queue: The Busy Period . . . . 618--623
R. M. Phatarfod Note on the Reversible Counters System
of Lampard . . . . . . . . . . . . . . . 624--628
Michael A. Crane Multi-Server Assembly Queues . . . . . . 629--632
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
C. Cannings Genetic Drift with Polygamy and
Arbitrary Offspring Distribution . . . . 633--641
D. Jerwood The Cost of a Carrier-Borne Epidemic . . 642--651
A. G. Pakes and
Norman Kaplan On the Subcritical Bellman--Harris
Process with Immigration . . . . . . . . 652--668
D. R. Grey Asymptotic Behaviour of Continuous Time,
Continuous State-Space Branching
Processes . . . . . . . . . . . . . . . 669--677
Edgar Z. Ganuza and
S. D. Durham Mean-Square and Almost-Sure Convergence
of Supercritical Age-Dependent Branching
Processes . . . . . . . . . . . . . . . 678--686
Jean-Pierre Dion Estimation of the Mean and the Initial
Probabilities of a Branching Process . . 687--694
K. B. Athreya and
P. R. Parthasarathy and
G. Sankaranarayanan Supercritical Age-Dependent Branching
Processes with Immigration . . . . . . . 695--702
Shoichi Nishimura Random Collision Processes with
Transition Probabilities Belonging to
the Same Type of Distribution . . . . . 703--714
M. S. Bartlett Physical Nearest-Neighbour Models and
Non-Linear Time-Series: III Non-Zero
Means and Sub-Critical Temperatures . . 715--725
Richard L. Tweedie Quasi-Stationary Distributions for
Markov Chains on a General State Space 726--741
Donald L. Iglehart Random Walks with Negative Drift
Conditioned to Stay Positive . . . . . . 742--751
D. N. Shanbhag Some Extensions of Takác's Limit Theorems 752--761
H. A. David and
J. Galambos The Asymptotic Theory of Concomitants of
Order Statistics . . . . . . . . . . . . 762--770
Jacob Grinstein and
Michael Rubinovitch Queues with Random Service Output: The
Case of Poisson Arrivals . . . . . . . . 771--784
Oliver S. Yu Stochastic Bounds for
Heterogeneous-Server Queues with Erlang
Service Times . . . . . . . . . . . . . 785--796
F. Garwood The Vectorial Representation of the
Frequency of Encounters of Freely
Flowing Vehicles . . . . . . . . . . . . 797--808
S. D. Durham Limiting Distributions for the General
Branching Process with Immigration . . . 809--813
A. G. Pakes On Supercritical Galton--Watson
Processes Allowing Immigration . . . . . 814--817
Gérard Letac Transience and Recurrence of an
Interesting Markov Chain . . . . . . . . 818--824
D. C. McNickle The Number of Departures from a
Semi-Markov Queue . . . . . . . . . . . 825--828
Dean Isaacson and
Richard Madsen Positive Columns for Stochastic Matrices 829--835
Laurens De Haan Weak Limits of Sample Range . . . . . . 836--841
Nasser Hadidi Busy Period of Queues with State
Dependent Arrival and Service Rates . . 842--848
Austin J. Lemoine On Two Stationary Distributions for the
Stable GI/G/1 Queue . . . . . . . . . . 849--852
T. Gergely and
T. L. Török On the Busy Period of Discrete-Time
Queues . . . . . . . . . . . . . . . . . 853--857
P. S. Collings Dams with Random Outputs . . . . . . . . 858--861
Anonymous Corrections: On the Distribution of
Inanimate Marks over a Linear
Birth-and-Death Process . . . . . . . . 862--862
Anonymous Corrections: The Generalised
State-Dependent Erlangian Queue: The
Busy Period . . . . . . . . . . . . . . 862--862
Anonymous Corrections: Some Asymptotic Results on
Multiple Matching . . . . . . . . . . . 862--862
Anonymous Volume Information . . . . . . . . . . . 863--865
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Prem S. Puri A Linear Birth and Death Process under
the Influence of Another Process . . . . 1--17
M. S. A-Hameed and
F. Proschan Shock Models with Underlying Birth
Process . . . . . . . . . . . . . . . . 18--28
L. Billard General Stochastic Epidemic with
Recovery . . . . . . . . . . . . . . . . 29--38
Alan Agresti On the Extinction Times of Varying and
Random Environment Branching Processes 39--46
Norman Kaplan and
Aidan Sudbury and
Trygve S. Nilsen A Branching Process with Disasters . . . 47--59
Mioara Buiculescu On Quasi-Stationary Distributions for
Multi-Type Galton--Watson Processes . . 60--68
David Oakes The Markovian Self-Exciting Process . . 69--77
L. Adamopoulos Some Counting and Interval Properties of
the Mutually-Exciting Processes . . . . 78--86
D. W. Balmer On a Quickest Detection Problem with
Costly Information . . . . . . . . . . . 87--97
K. Gopalsamy and
A. T. Bharucha-Reid On a Class of Parabolic Differential
Equations Driven by Stochastic Point
Processes . . . . . . . . . . . . . . . 98--106
John A. Beekman Asymptotic Distributions for the
Ornstein--Uhlenbeck Process . . . . . . 107--114
S. D. Sharma On a Continuous/Discrete Time Queueing
System with Arrivals in Batches of
Variable Size and Correlated Departures 115--129
Norman Kaplan A Note on the Age-Dependent Branching
Process with Immigration . . . . . . . . 130--134
Niels Keiding and
John E. Nielsen Branching Processes with Varying and
Random Geometric Offspring Distributions 135--141
Barry C. Arnold Multivariate Exponential Distributions
Based on Hierarchical Successive Damage 142--147
Mark C. K. Yang On the Distribution of the Inter-Record
Times in an Increasing Population . . . 148--154
M. Goldstein Some Remarks on Probability Inequalities
for Sums of Bounded Convex Random
Variables . . . . . . . . . . . . . . . 155--158
Sidney I. Resnick and
Michael Rubinovitch The Behavior near the Origin of the
Supremum Functional in a Process with
Stationary Independent Increments . . . 159--160
Richard L. Tweedie Truncation Approximation of the Limit
Probabilities for Denumerable
Semi-Markov Processes . . . . . . . . . 161--163
Aaron Tenenbein Distribution of Minimum Path . . . . . . 164--166
Mats Rudemo Some Non-Stationary Point Processes with
Stationary Forward Recurrence Time
Distribution . . . . . . . . . . . . . . 167--169
Jean Jacod Two Dependent Poisson Processes Whose
Sum Is Still a Poisson Process . . . . . 170--172
C. C. Heyde A Supplement to the Strong Law of Large
Numbers . . . . . . . . . . . . . . . . 173--175
G. K. Eagleson On Gordin's Central Limit Theorem for
Stationary Processes . . . . . . . . . . 176--179
Jay C. Hardin and
Thomas J. Brown Further Results on Kendall's
Autoregressive Series . . . . . . . . . 180--182
Michael F. Driscoll The Signal-Noise Problem: A Solution for
the Case That Signal and Noise Are
Gaussian and Independent . . . . . . . . 183--187
C. W. Anderson Weak Convergence in an Appointment
System . . . . . . . . . . . . . . . . . 188--194
K. C. Madan On a Certain Type of Network of Queues 195--200
Stig I. Rosenlund Busy Period of a Finite Queue with Phase
Type Service . . . . . . . . . . . . . . 201--204
G. F. Yeo A Finite Dam with Variable Release Rate 205--211
P. J. Brockwell and
K. L. Chung Emptiness Times of a Dam with Stable
Input and General Release Function . . . 212--217
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Fred Hoppe Stationary Measures for Multitype
Branching Processes . . . . . . . . . . 219--227
B. M. Brown and
J. I. Hewitt Asymptotic Likelihood Theory for
Diffusion Processes . . . . . . . . . . 228--238
Shoichi Nishimura An Inequality for a Metric in a Random
Collision Process . . . . . . . . . . . 239--247
Mynda Schreuer Stochastic Pursuit-Evasion Games with
Information Lag: I. Perfect Observation 248--256
A. J. Lawrance and
P. A. W. Lewis Properties of the Bivariate Delayed
Poisson Process . . . . . . . . . . . . 257--268
Olav Kallenberg Limits of Compound and Thinned Point
Processes . . . . . . . . . . . . . . . 269--278
N. Veraverbeke and
J. L. Teugels The Exponential Rate of Convergence of
the Distribution of the Maximum of a
Random Walk . . . . . . . . . . . . . . 279--288
Andrew D. Barbour Limit Theorems for Processes Such as the
Markov Branching Process . . . . . . . . 289--297
Arie Hordijk and
Paul J. Schweitzer and
Henk Tijms The Asymptotic Behaviour of the Minimal
Total Expected Cost for the Denumerable
State Markov Decision Model . . . . . . 298--305
Vacláv Chvátal and
David Sankoff Longest Common Subsequences of Two
Random Sequences . . . . . . . . . . . . 306--315
R. W. Shorrock Extremal Processes and Random Measures 316--323
Allan Gut Weak Convergence and First Passage Times 324--332
Richard W. Madsen Decidability of $ \alpha (P^k) > 0 $ for
Some $k$ . . . . . . . . . . . . . . . . 333--340
Norman Kaplan A Note on the Supercritical Generalized
Age-Dependent Branching Process . . . . 341--345
R. Schassberger Basic Analysis of a Head-of-the-Line
Priority Queue with Renewal Type Input 346--352
Peter Purdue A Queue with Poisson Input and
Semi-Markov Service Times: Busy Period
Analysis . . . . . . . . . . . . . . . . 353--357
B. W. Conolly Generalized State-Dependent Erlangian
Queues: Speculations about Calculating
Measures of Effectiveness . . . . . . . 358--363
James L. Dolby and
Herbert Solomon Information Density Phenomena and Random
Packing . . . . . . . . . . . . . . . . 364--370
Marek Kanter Autoregression for Discrete Processes
Mod 2 . . . . . . . . . . . . . . . . . 371--375
G. S. Davies Maintainability of Structures in Markov
Chain Models under Recruitment Control 376--382
D. J. Daley and
R. K. Milne Orderliness, Intensities and
Palm--Khinchin Equations for
Multivariate Point Processes . . . . . . 383--389
Felix Pollaczek Order Statistics of Partial Sums of
Mutually Independent Random Variables 390--395
P. Bremaud An Extension of Watanabe's Theorem of
Characterization of Poisson Processes
over the Positive Real Half Line . . . . 396--399
Ignacy I. Kotlarski and
William E. Hinds Characterization Theorems Using
Conditional Expectations . . . . . . . . 400--406
Ram Autar On a Characterization of Information
Improvement . . . . . . . . . . . . . . 407--411
J. W. Thompson A Note on the Lévy Distance . . . . . . . 412--414
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Richard J. Kryscio The Transition Probabilities of the
General Stochastic Epidemic Model . . . 415--424
Michael Woodroofe and
Bruce Hill On Zipf's Law . . . . . . . . . . . . . 425--434
Valerie Isham On a Point Process with Independent
Locations . . . . . . . . . . . . . . . 435--446
Roy Saunders Conservative Processes with Stochastic
Rates . . . . . . . . . . . . . . . . . 447--456
W. F. Foster Optimal Reserves Growth under a Wiener
Process . . . . . . . . . . . . . . . . 457--465
V. Barnett A Simple Random Walk on Parallel Axes
Moving at Different Rates . . . . . . . 466--476
Ishay Weissman Multivariate Extremal Processes
Generated by Independent Non-Identically
Distributed Random Variables . . . . . . 477--487
H. Tong Determination of the Order of a Markov
Chain by Akaike's Information Criterion 488--497
G. G. S. Pegram A Multinomial Model for Transition
Probability Matrices . . . . . . . . . . 498--506
Henry Braun Polynomial Bounds for Probability
Generating Functions . . . . . . . . . . 507--514
John T. Kent A Weak Convergence Theorem for the
Empirical Characteristic Function . . . 515--523
Bent Natvig On the Waiting-Time and Busy Period
Distributions for a General
Birth-and-Death Queueing Model . . . . . 524--532
P. S. Collings Dams with Autoregressive Inputs . . . . 533--541
F. P. Kelly Networks of Queues with Customers of
Different Types . . . . . . . . . . . . 542--554
A. G. Pakes On the Tails of Waiting-Time
Distributions . . . . . . . . . . . . . 555--564
K. Wickwire A Note on the Optimal Control of
Carrier-Borne Epidemics . . . . . . . . 565--568
S. D. Durham An Optimal Branching Migration Process 569--573
Warren W. Esty The Reverse Galton--Watson Process . . . 574--580
Howard J. Weiner Conditional Moments in a Critical
Age-Dependent Branching Process . . . . 581--587
B. M. Brown and
J. I. Hewitt Inference for the Diffusion Branching
Process . . . . . . . . . . . . . . . . 588--594
John P. Dirkse An Absorption Probability for the
Ornstein--Uhlenbeck Process . . . . . . 595--599
Marlin U. Thomas Some Mean First-Passage Time
Approximations for the
Ornstein--Uhlenbeck Process . . . . . . 600--604
Joseph A. Yahav On a Fixed Point Theorem and Its
Stochastic Equivalent . . . . . . . . . 605--611
Seymour M. Kwerel Most Stringent Bounds on the Probability
of the Union and Intersection of $m$
Events for Systems Partially Specified
by $ S_1, S_2, \cdots S_k, 2 \leq k < m$ 612--619
M. H. Smith A Secretary Problem with Uncertain
Employment . . . . . . . . . . . . . . . 620--624
Ester Samuel-Cahn Asymptotic Distribution for the
Coupon-Collector's and Sampling-Tagging
Problems, When Tagging Affects
Catchability . . . . . . . . . . . . . . 625--628
B. Saperstein Note on a Clustering Problem . . . . . . 629--632
P. J. Thomson and
K. M. Wilkinson A Note on Harris's Condition for
Recurrence in Random Walk Processes . . 633--634
N. S. Barnett A Further Note on Duality of Random
Walks . . . . . . . . . . . . . . . . . 635--638
R. M. Phatarfod On the Reversible Counters System of
Lampard . . . . . . . . . . . . . . . . 639--646
G. G. S. Pegram Recurrence Times of Draft-Patterns from
Reservoirs . . . . . . . . . . . . . . . 647--652
G. L. O'Brien Inequalities for Queues with Dependent
Interarrival and Service Times . . . . . 653--656
Anonymous Corrections: Limiting Distributions for
the General Branching Process with
Immigration . . . . . . . . . . . . . . 657--657
Anonymous Corrections: Further Results on
Kendall's Autoregressive Series . . . . 658--659
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
M. Frank Norman An Ergodic Theorem for Evolution in a
Random Environment . . . . . . . . . . . 661--672
G. R. Grimmett A Non-Markovian Birth Process with
Logarithmic Growth . . . . . . . . . . . 673--683
G. A. Keenay and
R. W. Morgan and
K. H. Ray Convergence Properties of Age
Distributions . . . . . . . . . . . . . 684--691
Will T. Rasmussen and
Herbert Robbins The Candidate Problem with Unknown
Population Size . . . . . . . . . . . . 692--701
David J. Strauss Analysing Binary Lattice Data with the
Nearest-Neighbor Property . . . . . . . 702--712
J. Wolfowitz Signalling over a Gaussian Channel with
Feedback and Autoregressive Noise . . . 713--723
Israel Bar-David Radon--Nikodym Derivatives, Passages and
Maxima for a Gaussian Process with
Particular Covariance and Mean . . . . . 724--733
Toshio Mori Ergodicity and Identifiability for
Random Translations of Stationary Point
Processes . . . . . . . . . . . . . . . 734--743
Richard L. Tweedie The Robustness of Positive Recurrence
and Recurrence of Markov Chains under
Perturbations of the Transition
Probabilities . . . . . . . . . . . . . 744--752
David Griffeath Uniform Coupling of Non-Homogeneous
Markov Chains . . . . . . . . . . . . . 753--762
O. J. Boxma The Single-Server Queue with Random
Service Output . . . . . . . . . . . . . 763--778
Per Hokstad The G/M/m Queue with Finite Waiting Room 779--792
Roy Saunders Limiting Results for Carrier-Borne
Epidemics . . . . . . . . . . . . . . . 793--799
Douglas P. Kennedy The Galton--Watson Process Conditioned
on the Total Progeny . . . . . . . . . . 800--806
Mark Brown and
Sheldon Ross and
Richard Shorrock Evacuation of a Yule Process with
Immigration . . . . . . . . . . . . . . 807--811
Luis G. Gorostiza Convergence of Transport Processes with
Radially Symmetric Direction Changes,
and Chain Molecules . . . . . . . . . . 812--816
Franz Streit Results on the Intersection of Randomly
Located Sets . . . . . . . . . . . . . . 817--823
Arthur H. C. Chan Some Lower Bounds for the Distribution
of the Supremum of the Yeh--Wiener
Process over a Rectangular Region . . . 824--830
Gideon Weiss Time-Reversibility of Linear Stochastic
Processes . . . . . . . . . . . . . . . 831--836
Kai Lai Chung A Bivariate Distribution in Regeneration 837--839
W. J. Park The Law of the Iterated Logarithm for
Brownian Sheets . . . . . . . . . . . . 840--844
Ram Autar and
Raminder Singh Soni Inaccuracy and a Coding Theorem . . . . 845--851
Robert A. Agnew Inequalities with Application in Retail
Inventory Analysis . . . . . . . . . . . 852--858
Stanley R. Pliska A Diffusion Process Model for the
Optimal Operation of a Reservoir System 859--863
Anonymous Correction: Order Statistics of Partial
Sums of Mutually Independent Random
Variables . . . . . . . . . . . . . . . 864--864
Anonymous Volume Information . . . . . . . . . . . 865--868
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Knut Aase A Note on a Singular Diffusion Equation
in Population Genetics . . . . . . . . . 1--8
M. P. Quine Bounds for the Extinction Probability of
a Simple Branching Process . . . . . . . 9--16
A. G. Pakes Some Limit Theorems for a Supercritical
Branching Process Allowing Immigration 17--26
L. A. Shepp and
D. Slepian First-Passage Time for a Particular
Stationary Periodic Gaussian Process . . 27--38
Henry C. Tuckwell On the First-Exit Time Problem for
Temporally Homogeneous Markov Processes 39--48
W. D. Ray and
F. Margo The Inverse Problem in Reducible Markov
Chains . . . . . . . . . . . . . . . . . 49--56
Wei Shen Hsia The Joint Probability Density Function
of the Occupation Time of a Three-State
Problem . . . . . . . . . . . . . . . . 57--64
Richard T. Durrett and
S. G. Ghurye Waiting Times without Memory . . . . . . 65--75
David W. Walkup Pólya Sequences, Binomial Convolution and
the Union of Random Sets . . . . . . . . 76--85
Paul Switzer Geometrical Measures of the Smoothness
of Random Functions . . . . . . . . . . 86--95
Philip Parker and
Richard Cowan Some Properties of Line Segment
Processes . . . . . . . . . . . . . . . 96--107
Richard M. Feldman Optimal Replacement with Semi-Markov
Shock Models . . . . . . . . . . . . . . 108--117
William G. Marchal and
Carl M. Harris A Modified Erlang Approach to
Approximating GI/G/1 Queues . . . . . . 118--126
F. P. Kelly On Stochastic Population Models in
Genetics . . . . . . . . . . . . . . . . 127--131
Miloslav Jirina Extinction of Non-Homogeneous
Galton--Watson Processes . . . . . . . . 132--137
D. R. Grey On Possible Rates of Growth of
Age-Dependent Branching Processes with
Immigration . . . . . . . . . . . . . . 138--143
James H. Foster and
Robert T. Goettge The Rates of Growth of the
Galton--Watson Process in Varying
Environment . . . . . . . . . . . . . . 144--147
D. L. McLeish Functional and Random Central Limit
Theorems for the Robbins-Munro Process 148--154
Alan F. Karr Stability of One-Dimensional Systems of
Colliding Particles . . . . . . . . . . 155--158
Richard F. Green Partial Attraction of Maxima . . . . . . 159--163
S. M. Rudolfer On the Distribution of Hits . . . . . . 164--168
Saroj Dua and
Shobha Khadilkar and
Kanwar Sen A Modified Random Walk in the Presence
of Partially Reflecting Barriers . . . . 169--175
Larry Lee and
W. A. Thompson, Jr. Failure Rate: A Unified Approach . . . . 176--182
E. G. Enns and
P. F. Ehlers Optimal Issuing Policies for
Non-Identical Units with Stochastic
Lifetimes . . . . . . . . . . . . . . . 183--189
Alan F. Karr Two Extreme Value Processes Arising in
Hydrology . . . . . . . . . . . . . . . 190--194
Robert B. Cooper and
Borge Tilt On the Relationship between the
Distribution of Maximal Queue Length in
the M/G/1 Queue and the Mean Busy Period
in the M/G/1/n Queue . . . . . . . . . . 195--199
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
P. Holgate The Total Number of Heterozygotes before
Fixation . . . . . . . . . . . . . . . . 201--207
Kenny S. Crump and
John H. Gillespie The Dispersion of a Neutral Allele
Considered as a Branching Process . . . 208--218
J. Gani and
I. W. Saunders On the Parity of Individuals in a
Branching Process . . . . . . . . . . . 219--230
I. W. Saunders A Convergence Theorem for Parities in a
Birth-and-Death Process . . . . . . . . 231--238
R. A. Doney On Single- and Multi-Type General
Age-Dependent Branching Processes . . . 239--246
Warren W. Esty Diffusion Limits of Critical Branching
Processes Conditioned on Extinction in
the near Future . . . . . . . . . . . . 247--254
B. D. Ripley The Second-Order Analysis of Stationary
Point Processes . . . . . . . . . . . . 255--266
C. Park and
F. J. Schuurmann Evaluations of Barrier-Crossing
Probabilities of Wiener Paths . . . . . 267--275
Robert J. Adler Excursions above a Fixed Level by
$n$-Dimensional Random Fields . . . . . 276--289
R. T. Smythe Remarks on Renewal Theory for
Percolation Processes . . . . . . . . . 290--300
N. R. Mohan Limit Distributions of the Number of
Renewals and Waiting Times . . . . . . . 301--312
Mynda Schreuer Stochastic Pursuit-Evasion Games with
Information Lag: II. Observation with
Error . . . . . . . . . . . . . . . . . 313--328
Pyke Tin and
R. M. Phatarfod Some Exact Results for Dams with
Markovian Inputs . . . . . . . . . . . . 329--337
J. Radcliffe The Convergence of a Position-Dependent
Branching Process Used as an
Approximation to a Model Describing the
Spread of an Epidemic . . . . . . . . . 338--344
Robert C. Wang The Extinction Time of Markov Branching
Processes . . . . . . . . . . . . . . . 345--347
Sally I. McClean A Continuous-Time Population Model with
Poisson Recruitment . . . . . . . . . . 348--354
Aidan Sudbury The Size of the Region Occupied by One
Type in an Invasion Process . . . . . . 355--356
Pedro Vit On the Equivalence of Certain Markov
Chains . . . . . . . . . . . . . . . . . 357--360
M. E. Solari and
J. E. A. Dunnage A Note on Spitzer's Lemma and Its
Application to the Maximum of Partial
Sums of Dependent Random Variables . . . 361--364
Holger Rootzén Gordin's Theorem and the Periodogram . . 365--370
Douglas P. Kennedy The Distribution of the Maximum Brownian
Excursion . . . . . . . . . . . . . . . 371--376
A. M. Hasofer The Mean Number of Maxima above High
Levels in Gaussian Random Fields . . . . 377--379
Matthew Goldstein A Bound for Bivariate Probability of
Large Deviations . . . . . . . . . . . . 380--384
Y. H. Wang A Functional Equation and Its
Application to the Characterization of
the Weibull and Stable Distributions . . 385--391
N. L. Johnson and
Samuel Kotz On a Multivariate Generalized Occupancy
Model . . . . . . . . . . . . . . . . . 392--399
I. Gertsbach Sufficient Optimality Conditions for
Control-Limit Policy in a Semi-Markov
Process . . . . . . . . . . . . . . . . 400--406
L. Råde Reliability Systems in Random
Environment . . . . . . . . . . . . . . 407--410
R. Bergmann and
D. Stoyan On Exponential Bounds for the
Waiting-Time Distribution Function in
GI/G/1 . . . . . . . . . . . . . . . . . 411--417
Helmut Wegmann The Capacity of an Intersection with
Non-Stationary Traffic . . . . . . . . . 418--422
Stig I. Rosenlund Recurrent Emptiness in a Finite Queue
with Increasing Arrival Rate . . . . . . 423--426
K. C. Madan Letter to the Editor . . . . . . . . . . 427--427
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
T. C. Gard and
D. Kannan On a Stochastic Differential Equation
Modeling of Prey-Predator Evolution . . 429--443
P. J. Green The Maximum and Time to Absorption of a
Left-Continuous Random Walk . . . . . . 444--454
D. I. Saunders Malthusian Behaviour of the Critical and
Subcritical Age-Dependent Branching
Processes with Arbitrary State Space . . 455--465
K. B. Athreya and
N. Kaplan Limit Theorems for a Branching Process
with Disasters . . . . . . . . . . . . . 466--475
Howard J. Weiner Asymptotic Probabilities in a Critical
Age-Dependent Branching Process . . . . 476--485
D. K. Pickard Asymptotic Inference for an Ising
Lattice . . . . . . . . . . . . . . . . 486--497
Sidney C. Port and
Charles J. Stone Random Measures and Their Application to
Motion in an Incompressible Fluid . . . 498--506
Ulrich Rieder On Optimal Policies and Martingales in
Dynamic Programming . . . . . . . . . . 507--518
Douglas R. Miller Order Statistics, Poisson Processes and
Repairable Systems . . . . . . . . . . . 519--529
P. S. Collings Limit Theorems for Processes of Randomly
Displaced Regular Events . . . . . . . . 530--537
Donald P. Gaver Random Record Models . . . . . . . . . . 538--547
R. F. Galbraith and
D. Walley On a Two-Dimensional Binary Process . . 548--557
Vangalur S. Alagar The Distribution of the Distance between
Random Points . . . . . . . . . . . . . 558--566
L. Billard A Stochastic General Epidemic in $m$
Sub-Populations . . . . . . . . . . . . 567--572
Dean H. Fearn Probability of Extinction of Critical
Generation-Dependent Galton--Watson
Processes . . . . . . . . . . . . . . . 573--577
Stephen A. Book and
Donald R. Truax An Erd\Hos--Rényi Strong Law for Sample
Quantiles . . . . . . . . . . . . . . . 578--583
Roy Saunders On Joint Exchangeability and
Conservative Processes with Stochastic
Rates . . . . . . . . . . . . . . . . . 584--590
S. M. Rudolfer A Note on Roots of Markov Shifts . . . . 591--596
David Hunter An Upper Bound for the Probability of a
Union . . . . . . . . . . . . . . . . . 597--603
Raymond J. Huntington Mean Recurrence Times for $k$ Successes
within $m$ Trials . . . . . . . . . . . 604--607
Robert Chen Subfair Discounted Red-and-Black Game
with a House Limit . . . . . . . . . . . 608--613
Persi Diaconis Buffon's Problem with a Long Needle . . 614--618
J. W. Cohen On a Single-Server Queue with Group
Arrivals . . . . . . . . . . . . . . . . 619--622
Lajos Takács Some Remarks on a Counter Process . . . 623--627
Ronald W. Wolff and
Charles W. Wrightson An Extension of Erlang's Loss Formula 628--632
Robert Gilchrist The Inter-Arrival Times of Accepted
Customers in an M/G/1 Queue with Finite
Capacity . . . . . . . . . . . . . . . . 633--638
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
G. A. Watterson The Stationary Distribution of the
Infinitely-Many Neutral Alleles
Diffusion Model . . . . . . . . . . . . 639--651
Richard J. Kryscio and
Roy Saunders A Note on the Cost of Carrier-Borne,
Right-Shift, Epidemic Models . . . . . . 652--661
Peter J. Diggle A Spatial Stochastic Model of
Inter-Plant Competition . . . . . . . . 662--671
Byron J. T. Morgan and
John P. Hinde On an Approximation Made When Analysing
Stochastic Processes . . . . . . . . . . 672--683
Karmeshu Motion of a Particle in a
Velocity-Dependent Random Force . . . . 684--695
David Burman Estimation of Transition Probabilities
in a Multiparticle Semi-Markov System 696--706
Georges Matheron La Formule de Crofton Pour les Sections
Épaisses. (French) [The Crofton formula
for thick sections] . . . . . . . . . . 707--713
Pamela Davy Projected Thick Sections through
Multi-Dimensional Particle Aggregates 714--722
M. Rosenblatt Fractional Integrals of Stationary
Processes and the Central Limit Theorem 723--732
N. Veraverbeke and
J. L. Teugels The Exponential Rate of Convergence of
the Distribution of the Maximum of a
Random Walk. Part II . . . . . . . . . . 733--740
Robert L. Wardrop Some Asymptotic Results for Optimal
Stopping Based on Capture Times . . . . 741--750
Menachem Berg A Proof of Optimality for Age
Replacement Policies . . . . . . . . . . 751--759
D. W. Balmer On a Quickest Detection Problem with
Variable Monitoring . . . . . . . . . . 760--767
Donald P. Gaver and
John P. Lehoczky Gaussian Approximations to Service
Problems: A Communication System Example 768--780
Inge S. Helland and
Trygve S. Nilsen On a General Random Exchange Model . . . 781--790
J. Radcliffe The Severity of a Viral Host-Vector
Epidemic . . . . . . . . . . . . . . . . 791--794
Jean Chesson A Non-Central Multivariate
Hypergeometric Distribution Arising from
Biased Sampling with Application to
Selective Predation . . . . . . . . . . 795--797
R. A. Doney A Note on the Subcritical Generalized
Age-Dependent Branching Process . . . . 798--803
Fred M. Hoppe On a Result of Rubin and Vere-Jones
concerning Subcritical Branching
Processes . . . . . . . . . . . . . . . 804--808
Holger Rootzén A Note on the Central Limit Theorem for
Doubly Stochastic Poisson Processes . . 809--813
Gérard Letac and
Pierre Mazet and
Gérard Schiffmann A Note on Left-Continuous Random Walks 814--817
M. Ahsanullah On a Characterization of the Exponential
Distribution by Order Statistics . . . . 818--822
M. Breth On a Recurrence of Steck . . . . . . . . 823--825
Robert C. Wang Computing Optimal Quality Control
Policies: Two Actions . . . . . . . . . 826--832
J. Michael Harrison and
Austin J. Lemoine On the Virtual and Actual Waiting Time
Distributions of a GI/G/1 Queue . . . . 833--836
Anonymous Volume Information . . . . . . . . . . . 837--840
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
William H. Olson Non-Uniform Breakage-Mechanism Branching
Processes and Degradation of Long-Chain
Polymers . . . . . . . . . . . . . . . . 1--13
Carla Lipow Limiting Diffusions for Population-Size
Dependent Branching Processes . . . . . 14--24
J. D. Biggins Martingale Convergence in the Branching
Random Walk . . . . . . . . . . . . . . 25--37
Jacques De Maré Reconstruction of a Stationary Gaussian
Process from its Sign-Changes . . . . . 38--57
Harry A. Guess and
John H. Gillespie Diffusion Approximations to Linear
Stochastic Difference Equations with
Stationary Coefficients . . . . . . . . 58--74
Lajos Takács On the Ordered Partial Sums of Real
Random Variables . . . . . . . . . . . . 75--88
S. Chatterjee and
E. Seneta Towards Consensus: Some Convergence
Theorems on Repeated Averaging . . . . . 89--97
A. J. Lawrance and
P. A. W. Lewis An Exponential Moving-Average Sequence
and Point Process (EMA1) . . . . . . . . 98--113
A. M. Liebetrau On the Weak Convergence of a Class of
Estimators of the Variance-Time Curve of
a Weakly Stationary Point Process . . . 114--126
G. K. Osei and
J. W. Thompson The Supersession of One Rumour by
Another . . . . . . . . . . . . . . . . 127--134
David J. Strauss Clustering on Coloured Lattices . . . . 135--143
S. D. Deshmukh and
S. D. Chikte Dynamic Investment Strategies for a
Risky R and D Project . . . . . . . . . 144--152
George Kimeldorf and
John Patrick Lang Asymptotic Properties of Non-Discrete
Duels . . . . . . . . . . . . . . . . . 153--161
M. Abdel-Hameed Optimality of the One Step Look-Ahead
Stopping Times . . . . . . . . . . . . . 162--169
M. S. Ali Khan Infinite Dams with Discrete Additive
Inputs . . . . . . . . . . . . . . . . . 170--180
Wayne Winston Optimality of the Shortest Line
Discipline . . . . . . . . . . . . . . . 181--189
A. J. Stam The Reversed Ladder of a Random Walk . . 190--194
Mark Berman Distance Distributions Associated with
Poisson Processes of Geometric Figures 195--199
Yoshifusa Ito Superposition of Distinguishable Point
Processes . . . . . . . . . . . . . . . 200--204
Ted Cox An Example of Phase Transition in
Countable One-Dimensional Markov Random
Fields . . . . . . . . . . . . . . . . . 205--211
Norman Kaplan A Generalization of a Result of Erd\Hos
and Rényi . . . . . . . . . . . . . . . . 212--216
Cristina Gzyl Regenerative Sets and Subordinators . . 217--220
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Frank J. S. Wang Gaussian Approximation of Some Closed
Stochastic Epidemic Models . . . . . . . 221--231
L. Billard Mean Duration Time for a General
Epidemic Process . . . . . . . . . . . . 232--240
Keith Gladstien Subdivided Populations: The
Characteristic Values and Rate of Loss
of Alleles . . . . . . . . . . . . . . . 241--248
Alexander Mehlmann Markovian Manpower Models in Continuous
Time . . . . . . . . . . . . . . . . . . 249--259
E. N. Gilbert Estimators for Distances . . . . . . . . 260--271
Noel Cressie On Some Properties of the Scan Statistic
on the Circle and the Line . . . . . . . 272--283
V. S. Alagar On the Distribution of a Random Triangle 284--297
Peter R. Nelson Single-Shelf Library-Type Markov Chains
with Infinitely Many Books . . . . . . . 298--308
A. A. Balkema and
S. I. Resnick Max-Infinite Divisibility . . . . . . . 309--319
Ludger Rüschendorf On Two Marked Point Processes . . . . . 320--327
S. D. Deshmukh and
Wayne Winston A Controlled Birth and Death Process
Model of Optimal Product Pricing under
Stochastically Changing Demand . . . . . 328--339
Robert C. Wang Optimal Replacement Policy with
Unobservable States . . . . . . . . . . 340--348
Masakiyo Miyazawa Time and Customer Processes in Queues
with Stationary Inputs . . . . . . . . . 349--357
Per Hokstad Asymptotic Behaviour of the E$_k$ /G/1
Queue with Finite Waiting Room . . . . . 358--366
P. A. Pegg and
R. M. Phatarfod Dams with Additive Inputs Revisited . . 367--374
L. Billard On Lotka--Volterra Predator Prey Models 375--381
Eric Slud Relative Extinction Times for
Independent Branching Processes . . . . 382--386
Harry Cohn On the Convergence of the Supercritical
Branching Processes with Immigration . . 387--390
Aidan Sudbury Clumping Effects in Models of Isolation
by Distance . . . . . . . . . . . . . . 391--395
Mark Westcott A Note on the Non-Homogeneous Poisson
Cluster Process . . . . . . . . . . . . 396--398
M. Frank Norman Ergodicity of Diffusion and Temporal
Uniformity of Diffusion Approximation 399--404
J. W. Cohen On Up- and Downcrossings . . . . . . . . 405--410
E. J. Hannan and
Marek Kanter Autoregressive Processes with Infinite
Variance . . . . . . . . . . . . . . . . 411--415
Edi Karni The Probability Distribution of the
Duration of the Game in the Classical
Ruin Problem . . . . . . . . . . . . . . 416--420
Dror Zuckerman Two-Stage Output Procedure of a Finite
Dam . . . . . . . . . . . . . . . . . . 421--425
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
I. B. Gertsbakh Epidemic Process on a Random Graph: Some
Preliminary Results . . . . . . . . . . 427--438
Stanley Sawyer On the past History of an Allele Now
Known to Have Frequency $p$ . . . . . . 439--450
P. J. Green Conditional Limit Theorems for General
Branching Processes . . . . . . . . . . 451--463
C. D. Lai A Two-Dimensional
`Immigration-Branching' Model with
Application to Earthquake Occurrence
Times and Energies . . . . . . . . . . . 464--474
Violet R. Cane A Class of Non-Identifiable Stochastic
Models . . . . . . . . . . . . . . . . . 475--482
B. D. Ripley and
J.-P. Rasson Finding the Edge of a Poisson Forest . . 483--491
Benny Levikson The Age Distribution of Markov Processes 492--506
Valerie Isham A Markov Construction for a
Multidimensional Point Process . . . . . 507--515
W. Reh Generalizations of the Elementary
Renewal Theorem to Distributions Defined
by Concave Recurrence Relations . . . . 516--526
T. S. Lee and
F. Kozin Almost Sure Asymptotic Likelihood Theory
for Diffusion Processes . . . . . . . . 527--537
Nancy L. Geller On Limit Distributions for One- and
Two-Sample Kolmogorov--Smirnov Type
Statistics . . . . . . . . . . . . . . . 538--547
M. Miura Stochastic Analysis of the Raw Silk
Reeling Process . . . . . . . . . . . . 548--555
J. C. Gittins and
K. D. Glazebrook On Bayesian Models in Stochastic
Scheduling . . . . . . . . . . . . . . . 556--565
J. Michael Harrison and
Austin J. Lemoine Limit Theorems for Periodic Queues . . . 566--576
J. F. C. Kingman Remarks on the Spatial Distribution of a
Reproducing Population . . . . . . . . . 577--583
F. P. Kelly The Asymptotic Behaviour of an Invasion
Process . . . . . . . . . . . . . . . . 584--590
Eric Renshaw Velocities of Propagation for
Stepping-Stone Models of Population
Growth . . . . . . . . . . . . . . . . . 591--597
Richard W. Katz An Application of Chain-Dependent
Processes to Meteorology . . . . . . . . 598--603
Charles M. Goldie Lanchester Square-Law Battles: Transient
and Terminal Distributions . . . . . . . 604--610
Alexander Mehlmann A Note on the Limiting Behaviour of
Discrete-Time Markovian Manpower Models
with Inhomogeneous Independent Poisson
Input . . . . . . . . . . . . . . . . . 611--613
David B. Wolfson Limit Theorems for Sums of a Sequence of
Random Variables Defined on a Markov
Chain . . . . . . . . . . . . . . . . . 614--620
A. O. Pittenger A Note on the Inverse Problem for
Reducible Markov Chains . . . . . . . . 621--625
Knut K. Aase A Conditional Expectation Formula for
Diffusion Processes . . . . . . . . . . 626--629
J. D. Biggins Chernoff's Theorem in the Branching
Random Walk . . . . . . . . . . . . . . 630--636
Mark Westcott A Note on Record Times . . . . . . . . . 637--639
D. N. Shanbhag An Extension of the Rao--Rubin
Characterization of the Poisson
Distribution . . . . . . . . . . . . . . 640--646
Harold Ruben The Volume of a Random Simplex in an
$n$-Ball Is Asymptotically Normal . . . 647--653
J. E. Mann On the Length Distribution of Stochastic
Subarcs of a Rectifiable Arc . . . . . . 654--660
Anonymous Correction: Success Runs in a Two-State
Markov Chain . . . . . . . . . . . . . . 661--661
S. Wilson Letter to the Editor: On Clumping
Effects in Models of Isolation by
Distance . . . . . . . . . . . . . . . . 662--662
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Leo Katz Representation of Disease Etiologies by
Certain Stochastic Models . . . . . . . 663--674
Byron J. T. Morgan and
B. Leventhal A Model for Blue-Green Algae and
Gorillas . . . . . . . . . . . . . . . . 675--688
H. E. Daniels The Advancing Wave in a Spatial Birth
Process . . . . . . . . . . . . . . . . 689--701
D. R. Grey Almost Sure Convergence in Markov
Branching Processes with Infinite Mean 702--716
D. K. Pickard A Curious Binary Lattice Process . . . . 717--731
Bruce M. Brown and
Sidney I. Resnick Extreme Values of Independent Stochastic
Processes . . . . . . . . . . . . . . . 732--739
Ester Samuel-Cahn and
Shmuel Zamir Algebraic Characterization of Infinite
Markov Chains Where Movement to the
Right Is Limited to One Step . . . . . . 740--747
Mark Berman Some Multivariate Generalizations of
Results in Univariate Stationary Point
Processes . . . . . . . . . . . . . . . 748--757
C. C. Heyde On Central Limit and Iterated Logarithm
Supplements to the Martingale
Convergence Theorem . . . . . . . . . . 758--775
Roy Saunders and
Gerald M. Funk Poisson Limits for a Clustering Model of
Strauss . . . . . . . . . . . . . . . . 776--784
E. J. Godolphin On the Autocorrelation Structure for
Seasonal Moving Average Models and Its
Implications for the Cramér--Wold
Factorization . . . . . . . . . . . . . 785--794
Ernst-Erich Doberkat Optimal Strategies in Measurable
Learning Systems on Metric Spaces . . . 795--805
Robert H. Berk Characterizations via Conditional
Distributions . . . . . . . . . . . . . 806--816
Per K. Andersen and
Sòren Andersen and
Steffen L. Lauritzen The Average Noise from a Poisson Stream
of Vehicles . . . . . . . . . . . . . . 817--828
M. P. Quine and
P. Durham Estimation for Multitype Branching
Processes . . . . . . . . . . . . . . . 829--835
Irene L. Hudson and
E. Seneta A Note on Simple Branching Processes
with Infinite Mean . . . . . . . . . . . 836--842
R. A. Doney A Note on a Condition Satisfied by
Certain Random Walks . . . . . . . . . . 843--849
Shunsuke Sato Evaluation of the First-Passage Time
Probability to a Square Root Boundary
for the Wiener Process . . . . . . . . . 850--856
Elias Masry A Note on Gaussian Processes and
Zero-Memory Non-Linear Transformations 857--861
T. R. Welberry and
G. H. Miller An Approximation to a Two-Dimensional
Binary Process . . . . . . . . . . . . . 862--868
Edi Karni and
Aba Schwartz Two Theorems on Optimal Stopping with
Backward Solicitation . . . . . . . . . 869--875
Bent Natvig On the Reversibility of the Input and
Output Processes for a General
Birth-and-Death Queueing Model . . . . . 876--883
Ronald W. Wolff An Upper Bound for Multi-Channel Queues 884--888
Ingram Olkin Obituary: Leo Katz . . . . . . . . . . . 891--896
Anonymous Correction: Partial Attraction of Maxima 897--897
Anonymous Correction: The Stationary Distribution
of the Infinitely-Many Neutral Alleles
Diffusion Model . . . . . . . . . . . . 897--897
Anonymous Volume Information . . . . . . . . . . . 898--901
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
J. F. C. Kingman A Simple Model for the Balance between
Selection and Mutation . . . . . . . . . 1--12
Allan H. Marcus and
Stanley Czajkowski, Jr. Moments of the Exit-Time Distribution
for Carboxyhemoglobin Due to Cigarette
Smoking . . . . . . . . . . . . . . . . 13--25
Sally I. McClean Continuous-Time Stochastic Models of a
Multigrade Population . . . . . . . . . 26--37
Annette J. Dobson A Stochastic Model of Lexical Change . . 38--45
David L. Quigg A Local Limit Theorem for the Critical
Age-Dependent Branching Process . . . . 46--53
F. Thomas Bruss Branching Processes with Random
Absorbing Process . . . . . . . . . . . 54--64
Anthony G. Pakes On the Age Distribution of a Markov
Chain . . . . . . . . . . . . . . . . . 65--77
Cristina Gzyl and
Henryk Gzyl On Entrance-Exit Distributions of Markov
Processes . . . . . . . . . . . . . . . 78--86
Dean Isaacson and
Richard L. Tweedie Criteria for Strong Ergodicity of Markov
Chains . . . . . . . . . . . . . . . . . 87--95
Josef Steinebach A Strong Law of Erd\Hos--Rényi Type for
Cumulative Processes in Renewal Theory 96--111
Elja Arjas and
Esa Nummelin and
Richard L. Tweedie Uniform Limit Theorems for Non-Singular
Renewal and Markov Renewal Processes . . 112--125
G. Matheron La Formule de Steiner Pour Les Érosions.
(French) [Steiner's erosion formula] . . 126--135
B. W. Silverman Distances on Circles, Toruses and
Spheres . . . . . . . . . . . . . . . . 136--143
E. G. Enns and
P. F. Ehlers Random Paths through a Convex Region . . 144--152
M. Abdel-Hameed and
I. N. Shimi Optimal Replacement of Damaged Devices 153--161
J. Keilson Exponential Spectra as a Tool for the
Study of Server-Systems with Several
Classes of Customers . . . . . . . . . . 162--170
Douglas P. Kennedy On the Time to First Overflow in Dams
with Inputs Forming a Markov Chain . . . 171--178
Peter L. Antonelli and
Kenneth Morgan On the Persistence of Random Genetic
Drift . . . . . . . . . . . . . . . . . 179--183
Peter L. Antonelli An Asymptotic Formula for the Transition
Density of Random Genetic Drift . . . . 184--186
John Haigh The Asymptotic Behaviour of a Divergent
Linear Birth and Death Process . . . . . 187--191
Moshe Pollak The Expected Number of Visits of a
Sequence of Normal Partial Sums to Each
Side of a Boundary . . . . . . . . . . . 192--198
Lawrence S. Evans An Upper Bound for the Mean of Yaglom's
Limit . . . . . . . . . . . . . . . . . 199--201
L. E. N. Delbrouck Numerical Approximations for Compound
Geometric Distributions with
Applications in Queueing Theory . . . . 202--208
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Kenneth Lange and
Norman J. Johnson Renewal Processes with Random Numbers of
Delays: Application to a Conception and
Birth Model . . . . . . . . . . . . . . 209--224
Harry Cohn and
Anthony G. Pakes A Representation for the Limiting Random
Variable of a Branching Process with
Infinite Mean and Some Related Problems 225--234
Martin I. Goldstein A Uniform Limit Theorem and Exponential
Limit Law for Critical Multitype
Age-Dependent Branching Processes . . . 235--242
C. C. Heyde and
H.-J. Schuh Uniform Bounding of Probability
Generating Functions and the Evolution
of Reproduction Rates in Birds . . . . . 243--250
G. Latouche and
G. Louchard Return Times in Nearly-Completely
Decomposable Stochastic Processes . . . 251--267
Jean-Guy Dion Sur Une Caractérisation Des Vidanges
Fortes: Corrections and Extensions.
(French) [On a characterization of
strong drains: corrections and
extensions] . . . . . . . . . . . . . . 268--279
Peichuen Kao Limiting Diffusion for Random Walks with
Drift Conditioned to Stay Positive . . . 280--291
Anthony G. Pakes On the Maximum and Absorption Time of
Left-Continuous Random Walk . . . . . . 292--299
Julian Keilson and
Jon A. Wellner Oscillating Brownian Motion . . . . . . 300--310
Charles J. Holland Stochastically Perturbed Limit Cycles 311--320
Gérard Letac Cha\^\ines Colorées: Trois Extensions
d'une Formule de P. Nelson. (French)
[Colored chains: three extensions of a
formula of P. Nelson] . . . . . . . . . 321--339
Andrew F. Siegel Random Space Filling and Moments of
Coverage in Geometrical Probability . . 340--355
A. Federgruen and
H. C. Tijms The Optimality Equation in Average Cost
Denumerable State Semi-Markov Decision
Problems, Recurrency Conditions and
Algorithms . . . . . . . . . . . . . . . 356--373
George Kimeldorf and
John Patrick Lang Asymptotic Properties of Discrete Duels 374--383
Richard Cowan An Improved Model for Signalised
Intersections with Vehicle-Actuated
Control . . . . . . . . . . . . . . . . 384--396
P. Brémaud On the Output Theorem of Queueing
Theory, Via Filtering . . . . . . . . . 397--405
Richard R. Weber On the Optimal Assignment of Customers
to Parallel Servers . . . . . . . . . . 406--413
Claude Lef\`evre The Expected Ultimate Size of a
Carrier-Borne Epidemic . . . . . . . . . 414--419
Philip F. Rust The Variance of Duration of Stay in an
Absorbing Markov Process . . . . . . . . 420--425
I. W. Saunders and
P. A. P. Moran On the Quantiles of the Gamma and $F$
Distributions . . . . . . . . . . . . . 426--432
A. M. Liebetrau The Weak Convergence of a Class of
Estimators of the Variance Function of a
Two-Dimensional Poisson Process . . . . 433--439
Charles M. Goldie Subexponential Distributions and
Dominated-Variation Tails . . . . . . . 440--442
Norman Kaplan A Limit Theorem for Random Coverings of
a Circle Which Do Not Quite Cover . . . 443--446
James M. Hill and
Keith P. Tognetti The Autocorrelation Function of the
Queue Length Process for the Two-Server
Poisson Queue . . . . . . . . . . . . . 447--451
Richard Loulou An Explicit Upper Bound for the Mean
Busy Period in a GI/G/1 Queue . . . . . 452--455
Anonymous Correction: Projected Thick Sections
through Multi-Dimensional Particle
Aggregates . . . . . . . . . . . . . . . 456--456
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
C. J. Ridler-Rowe On Competition between Two Species . . . 457--465
P. L. Davies The Simple Branching Process: A Note on
Convergence When the Mean Is Infinite 466--480
Yoshifusa Ito Superposition and Decomposition of
Stationary Point Processes . . . . . . . 481--493
N. A. Fava and
L. A. Santaló Plate and Line Segment Processes . . . . 494--501
R. J. Adler On the Envelope of a Gaussian Random
Field . . . . . . . . . . . . . . . . . 502--513
Wayne W. Barrett and
Philip J. Feinsilver Gaussian Families and a Theorem on
Patterned Matrices . . . . . . . . . . . 514--522
Geung Ho Kim and
H. T. David Bivariate Distributions as Saddle Points
of Mutual Information . . . . . . . . . 523--530
Izzet Sahin Cumulative Constrained Sojourn Times in
Semi-Markov Processes with an
Application to Pensionable Service . . . 531--542
Joseph G. Deken Scheduled Maxima Sequences . . . . . . . 543--551
Donald P. Gaver and
Patricia A. Jacobs Non-Homogeneously Paced Random Records
and Associated Extremal Processes . . . 552--559
Toshiro Tango Extended Block Replacement Policy with
Used Items . . . . . . . . . . . . . . . 560--572
Patricia A. Jacobs A Cyclic Queueing Network with Dependent
Exponential Service Times . . . . . . . 573--589
Do Le Minh The Discrete-Time Single-Server Queue
with Time-Inhomogeneous Compound Poisson
Input and General Service Time
Distribution . . . . . . . . . . . . . . 590--601
Sheldon M. Ross Average Delay in Queues with
Non-Stationary Poisson Arrivals . . . . 602--609
D. R. Cox and
V. Isham Series Expansions for the Properties of
a Birth Process of Controlled
Variability . . . . . . . . . . . . . . 610--616
Donald G. Morrison On Linearly Increasing Mean Residual
Lifetimes . . . . . . . . . . . . . . . 617--620
Henry W. Block and
Thomas H. Savits Shock Models with NBUE Survival . . . . 621--628
Dror Zuckerman Optimal Stopping in a Semi-Markov Shock
Model . . . . . . . . . . . . . . . . . 629--634
J. P. Imhof One-Sided Excursions of Brownian Motion,
and an Application . . . . . . . . . . . 635--638
Peter Hall Representations and Limit Theorems for
Extreme Value Distributions . . . . . . 639--644
Svante Janson On Random Divisions of a Convex Set . . 645--649
M. Ahsanullah A Characterization of the Exponential
Distribution by Spacings . . . . . . . . 650--653
Richard M. Feldman A Continuous Review (s, S) Inventory
System in a Random Environment . . . . . 654--659
D. R. Grey Supercritical Galton--Watson Branching
Processes: Corrections to a Paper of
Foster and Goettge . . . . . . . . . . . 660--660
Anonymous Correction: An Asymptotic Formula for
the Transition Density of Random Genetic
Drift . . . . . . . . . . . . . . . . . 661--661
Anonymous Correction: Asymptotic Probabilities in
a Critical Age-Dependent Branching
Process . . . . . . . . . . . . . . . . 661--661
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Philip McDunnough Some Aspects of the Smoluchowski Process 663--674
E. El-Neweihi and
F. Proschan and
J. Sethuraman Multistate Coherent Systems . . . . . . 675--688
K. D. Glazebrook On a Class of Non-Markov Decision
Processes . . . . . . . . . . . . . . . 689--698
Dean Isaacson and
Barry Arnold Strong Ergodicity for Continuous-Time
Markov Chains . . . . . . . . . . . . . 699--706
Marcel F. Neuts The Second Moments of the Absorption
Times in the Markov Renewal Branching
Process . . . . . . . . . . . . . . . . 707--714
G. M. Laslett Mixing of Cluster Point Processes . . . 715--725
Prem S. Puri A Limit Theorem for Point Processes with
Applications . . . . . . . . . . . . . . 726--747
C. D. Lai An Example of Wold's Point Processes
with Markov-Dependent Intervals . . . . 748--758
M. J. Katzoff and
R. H. Shumway Distributed Lag Regression with an
Almost Periodic Design Matrix . . . . . 759--773
Andrew F. Siegel Random Arcs on the Circle . . . . . . . 774--789
L. C. G. Rogers The Probability That Two Samples in the
Plane Will Have Disjoint Convex Hulls 790--802
Howard J. Weiner Sequential Random Packing in the Plane 803--814
Bernard Silverman and
Tim Brown Short Distances, Flat Triangles and
Poisson Limits . . . . . . . . . . . . . 815--825
Shirley A. Nozaki and
Sheldon M. Ross Approximations in Finite-Capacity
Multi-Server Queues with Poisson
Arrivals . . . . . . . . . . . . . . . . 826--834
William H. Olson A Markov Chain Model for the Kinetics of
Reactant Isolation . . . . . . . . . . . 835--841
A. Federgruen and
A. Hordijk and
H. C. Tijms A Note on Simultaneous Recurrence
Conditions on a Set of Denumerable
Stochastic Matrices . . . . . . . . . . 842--847
Jean-François Mertens and
Ester Samuel-Cahn and
Shmuel Zamir Necessary and Sufficient Conditions for
Recurrence and Transience of Markov
Chains, in Terms of Inequalities . . . . 848--851
M. S. Bingham A Characterization of the Uniform
Distribution on the Circle in the
Analysis of Directional Data . . . . . . 852--857
K. Balagopal Dryness of Discrete Dams: Comments on a
Paper by Tin and Phatarfod . . . . . . . 858--864
Anonymous Correction: The Probability Distribution
of the Duration of the Game in the
Classical Ruin Problem . . . . . . . . . 865--865
Anonymous Volume Information . . . . . . . . . . . 866--869
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Eric Renshaw Waveforms and Velocities for
Non-Nearest-Neighbour Contact
Distributions . . . . . . . . . . . . . 1--11
David K. Pickard Asymptotic Inference for an Ising
Lattice. III. Non-Zero Field and
Ferromagnetic States . . . . . . . . . . 12--24
Philip McDunnough Estimating the Law of Randomly Moving
Particles by Counting . . . . . . . . . 25--35
Yoshiaki Itoh Random Collision Models in Oriented
Graphs . . . . . . . . . . . . . . . . . 36--44
D. J. Daley Return Probabilities for Certain
Three-Dimensional Random Walks . . . . . 45--53
Torbjörn Thedeen On the Relation between Offered,
Critical and Accepted Gap Distributions 54--64
Vera Lánska Minimum Contrast Estimation in Diffusion
Processes . . . . . . . . . . . . . . . 65--75
Peter D. Taylor Evolutionarily Stable Strategies with
Two Types of Player . . . . . . . . . . 76--83
Harold Ruben The Volume of an Isotropic Random
Parallelotope . . . . . . . . . . . . . 84--94
Luis-M. Cruz Orive Distortion of Certain Voronoi
Tessellations When One Particle Moves 95--103
S. Gross and
W. L. Steiger Least Absolute Deviation Estimates in
Autoregression with Infinite Variance 104--116
E. H. Lloyd and
S. D. Saleem A Note on Seasonal Markov Chains with
Gamma or Gamma-like Distributions . . . 117--128
John S. Devitt An Enumerative Approach to a Problem in
Probability . . . . . . . . . . . . . . 129--137
Prem S. Puri and
Charles M. Goldie Poisson Mixtures and Quasi-Infinite
Divisibility of Distributions . . . . . 138--153
Lars Holst A Unified Approach to Limit Theorems for
Urn Models . . . . . . . . . . . . . . . 154--162
B. B. Winter Convergence Rate of Perturbed Empirical
Distribution Functions . . . . . . . . . 163--173
P. H. Brill An Embedded Level Crossing Technique for
Dams and Queues . . . . . . . . . . . . 174--186
Teunis J. Ott Some More Results for the Stable M/G/1
Queue in Heavy Traffic . . . . . . . . . 187--197
L. Billard and
H. Lacayo and
N. A. Langberg A New Look at the Simple Epidemic
Process . . . . . . . . . . . . . . . . 198--202
T. Nakagawa Replacement Problem of a Parallel System
in Random Environment . . . . . . . . . 203--205
Ken Sharpe Level Crossings of a Constructed Process 206--212
Herbert Robbins and
John Whitehead Sequential Rank and the Pólya Urn . . . . 213--219
J. H. B. Kemperman On the Variance of a Trimmed Poisson
Distribution . . . . . . . . . . . . . . 220--225
P. Suomela Invariant Measures of Time-Reversible
Markov Chains . . . . . . . . . . . . . 226--229
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Claude Lef\`evre The Area under the Trajectory of
Carriers in a Carrier-Borne Epidemic . . 231--241
M. H. Gail and
G. H. Weiss and
N. Mantel and
S. J. O'Brien A Solution to the Generalized Birthday
Problem with Application to Allozyme
Screening for Cell Culture Contamination 242--251
T. Moore and
J. L. Snell A Branching Process Showing a Phase
Transition . . . . . . . . . . . . . . . 252--260
Larry P. Ammann and
Peter F. Thall Count Distributions, Orderliness and
Invariance of Poisson Cluster Processes 261--273
K. Wickwire The Expected First-Passage Time for a
Sufficient Statistic Arising in the
Poisson Disorder Problem . . . . . . . . 274--286
A. J. Lawrance The Rate and Variance Functions Arising
from the Interaction of Two Stationary
Point Processes . . . . . . . . . . . . 287--296
Paul D. Feigin On the Characterization of Point
Processes with the Order Statistic
Property . . . . . . . . . . . . . . . . 297--304
P. Whittle A Simple Condition for Regularity in
Negative Programming . . . . . . . . . . 305--318
Andris Abakuks An Optimal Hunting Policy for a
Stochastic Logistic Model . . . . . . . 319--331
Masakiyo Miyazawa A Formal Approach to Queueing Processes
in the Steady State and Their
Applications . . . . . . . . . . . . . . 332--346
Zeev Barzily and
Michael Rubinovitch On Platoon Formation on Two-Lane Roads 347--361
S. Halfin A Singular Property of Multiserver
Systems with Constant Service Time . . . 362--372
P. J. Burke A Queuing-Theoretic Anomaly . . . . . . 373--383
Richard Cowan The Uncontrolled Traffic Merge . . . . . 384--392
Julian Köllerström Heavy Traffic Theory for Queues with
Several Servers. II . . . . . . . . . . 393--401
S. N. Ethier A Limit Theorem for Two-Locus Diffusion
Models in Population Genetics . . . . . 402--408
John C. Wierman The Front Velocity of the Simple
Epidemic . . . . . . . . . . . . . . . . 409--415
Alexander Mehlmann Semi-Markovian Manpower Models in
Continuous Time . . . . . . . . . . . . 416--422
L. A. Shepp The Joint Density of the Maximum and Its
Location for a Wiener Process with Drift 423--427
T. C. Brown and
B. W. Silverman Rates of Poisson Convergence for
$U$-Statistics . . . . . . . . . . . . . 428--432
Peter Hall On the Rate of Convergence of Normal
Extremes . . . . . . . . . . . . . . . . 433--439
Paul D. Feigin Some Comments concerning a Curious
Singularity . . . . . . . . . . . . . . 440--444
Stephen A. Book The Stochastic Geyser Problem for Sample
Quantiles . . . . . . . . . . . . . . . 445--448
Tea-Yuan Hwang and
Nae-Sheng Wang On Best Fractional Linear Generating
Function Bounds . . . . . . . . . . . . 449--453
Harry H. Tan Another Martingale Bound on the
Waiting-Time Distribution in GI/G/1
Queues . . . . . . . . . . . . . . . . . 454--457
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Haim Avni Weak Limit for the Stationary
Distribution of the Infinite-Alleles
Model . . . . . . . . . . . . . . . . . 459--472
P. Holgate Notes on Information in Population
Genetics . . . . . . . . . . . . . . . . 473--481
Stanley Sawyer A Limit Theorem for Patch Sizes in a
Selectively-Neutral Migration Model . . 482--495
Kenneth Lange On Cohen's Stochastic Generalization of
the Strong Ergodic Theorem of Demography 496--504
Torgny Lindvall A Note on Coupling of Birth and Death
Processes . . . . . . . . . . . . . . . 505--512
Andrew D. Barbour and
H.-J. Schuh Functional Normalizations for the
Branching Process with Infinite Mean . . 513--525
J. G. Oxley and
D. J. A. Welsh On Some Percolation Results of J. M.
Hammersley . . . . . . . . . . . . . . . 526--540
P. A. P. Moran Asymptotic Analysis and Local Lattice
Central Limit Theorems . . . . . . . . . 541--553
Roy Saunders and
Richard J. Kryscio and
Gerald M. Funk Limiting Results for Arrays of Binary
Random Variables on Rectangular Lattices
under Sparseness Conditions . . . . . . 554--566
Attila Csenki An Invariance Principle in
$k$-dimensional Extended Renewal Theory 567--574
Masanobu Taniguchi On Estimation of Parameters of Gaussian
Stationary Processes . . . . . . . . . . 575--591
R. E. Miles Some New Integral Geometric Formulae,
with Stochastic Applications . . . . . . 592--606
K. Balagopal Some Limit Theorems for the General
Semi-Markov Storage Model . . . . . . . 607--617
Bharat T. Doshi Generalized Semi-Markov Decision
Processes . . . . . . . . . . . . . . . 618--630
Qui Hoon Choo and
Brian Conolly New Results in the Theory of Repeated
Orders Queueing Systems . . . . . . . . 631--640
W. Henderson A Solution of the Carrier-Borne Epidemic 641--645
Roy Saunders and
Claude Lefévre and
Richard J. Kryscio A Note on the Expected Number of
Survivors in Supercritical Carrier-Borne
Epidemics . . . . . . . . . . . . . . . 646--650
Bo Berndtsson and
Peter Jagers Exponential Growth of a Branching
Process Usually Implies Stable Age
Distribution . . . . . . . . . . . . . . 651--656
David W. Boyd and
J. Michael Steele Random Exchanges of Information . . . . 657--661
Yu-Sheng Hsu A Note on Exchangeable Events . . . . . 662--664
Burt V. Bronk Some Inequalities for Moments and
Coefficients of Variation for a Large
Class of Probability Functions . . . . . 665--670
Isaac Meilijson and
Arthur Nádas Convex Majorization with an Application
to the Length of Critical Paths . . . . 671--677
Itzhak Venezia Optimal Insurance Premium Rates When the
Distribution of Claims Is Unknown . . . 678--684
K. D. Glazebrook Scheduling Tasks with Exponential
Service Times on Parallel Processors . . 685--689
Richard R. Weber The Interchangeability of $ \cdot $ /M/1
Queues in Series . . . . . . . . . . . . 690--695
Anonymous Corrections: A New Look at the Simple
Epidemic Process . . . . . . . . . . . . 696--696
Anonymous Corrections: Poisson Mixtures and
Quasi-Infinite Divisibility of
Distributions . . . . . . . . . . . . . 696--696
M. Tanemura Has the Palásti Conjecture Been Proved?:
A Criticism of a Paper by H. J. Weiner 697--698
Elmer M. Tory and
David K. Pickard Some Comments on '\booktitleSequential
Random Packing in the Plane' by H. J.
Weiner . . . . . . . . . . . . . . . . . 699--702
Motoo Hori On Weiner's Proof of the Palásti
Conjecture . . . . . . . . . . . . . . . 702--706
Howard Weiner Reply to Letters of M. Tanemura and E.
M. Tory and D. K. Pickard . . . . . . . 706--707
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
William C. Torrez Calculating Extinction Probabilities for
the Birth and Death Chain in a Random
Environment . . . . . . . . . . . . . . 709--720
Samuel Litwin The Lengths of Fragments Covering a
Fixed Marker in Randomly Cut Linear or
Circular DNA . . . . . . . . . . . . . . 721--731
Fergus Daly Collapsing Supercritical Branching
Processes . . . . . . . . . . . . . . . 732--739
J. D. Biggins and
D. R. Grey Continuity of Limit Random Variables in
the Branching Random Walk . . . . . . . 740--749
Wolfgang Reh First-Passage Percolation under Weak
Moment Conditions . . . . . . . . . . . 750--763
Marcel F. Neuts A Versatile Markovian Point Process . . 764--779
David Oakes Matched Pairs in Independent Poisson
Processes . . . . . . . . . . . . . . . 780--793
G. K. Eagleson A Poisson Limit Theorem for Weakly
Exchangeable Events . . . . . . . . . . 794--802
M. Tamaki Recognizing Both the Maximum and the
Second Maximum of a Sequence . . . . . . 803--812
Per Kragh Andersen Filtered Renewal Processes with a
Two-Sided Impact Function . . . . . . . 813--821
A. M. Hasofer A Uniqueness Problem for the Envelope of
an Oscillatory Process . . . . . . . . . 822--829
Dana B. Kamerud Repeated Matrix Games . . . . . . . . . 830--842
K. D. Glazebrook Stoppable Families of Alternative Bandit
Processes . . . . . . . . . . . . . . . 843--854
Eduardo J. Subelman The Dependence of Betting Strategies on
the Probability of Winning . . . . . . . 855--866
Pekka Tuominen and
Richard L. Tweedie Exponential Ergodicity in Markovian
Queueing and Dam Models . . . . . . . . 867--880
Hans Dieter Unkelbach Convergence to Equilibrium in a Traffic
Model with Restricted Passing . . . . . 881--889
K. Nanthi Estimation of the Criticality Parameter
of a Superitical Branching Process with
Random Environments . . . . . . . . . . 890--896
Maury Bramson and
David Griffeath A Note on the Extinction Rates of Some
Birth-Death Processes . . . . . . . . . 897--902
B. L. S. Prakasa Rao Characterizations of Distributions
through Some Identities . . . . . . . . 903--909
Do Le Minh The Actual Waiting Time of Each Customer
in a GI/G/1 Queue . . . . . . . . . . . 910--916
R. M. Phatarfod A Note on the Infinitely Deep Dam with a
Markovian Input . . . . . . . . . . . . 917--922
Toshio Nakagawa Further Results of Replacement Problem
of a Parallel System in Random
Environment . . . . . . . . . . . . . . 923--926
Anonymous Volume Information . . . . . . . . . . . 927--930
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
B. G. Ivanoff The Branching Diffusion with Immigration 1--15
Dean H. Fearn Extinction Probability for Critical
Age-Dependent Branching Processes with
Generation Dependence . . . . . . . . . 16--24
L. Billard and
H. Lacayo and
N. A. Langberg The Discrete Asymptotic Behaviour of a
Simple Batch Epidemic Process . . . . . 25--32
S. Tavaré Time Reversal and Age Distributions, I.
Discrete-Time Markov Chains . . . . . . 33--46
Marc Pirlot A Strong Variational Principle for
Continuous Spin Systems . . . . . . . . 47--58
Yosihiko Ogata Maximum Likelihood Estimates of
Incorrect Markov Models for Time Series
and the Derivation of AIC . . . . . . . 59--72
Masanobu Taniguchi On Estimation of the Integrals of
Certain Functions of Spectral Density 73--83
T. Ozaki Non-Linear Time Series Models for
Non-Linear Random Vibrations . . . . . . 84--93
Richard C. Bradley, Jr. A Remark on the Central Limit Question
for Dependent Random Variables . . . . . 94--101
Arthur V. Peterson, Jr. and
Richard A. Kronmal A Representation for Discrete
Distributions by Equiprobable Mixtures 102--111
Ward Whitt Uniform Conditional Stochastic Order . . 112--123
R. F. Galbraith and
D. Walley Ergodic Properties of a Two-Dimensional
Binary Process . . . . . . . . . . . . . 124--133
Yoshiaki Itoh On the Minimum of Gaps Generated by
One-Dimensional Random Packing . . . . . 134--144
H. Solomon and
M. A. Stephens Approximations to Densities in Geometric
Probability . . . . . . . . . . . . . . 145--153
Peter Franken and
Arnfried Streller Reliability Analysis of Complex
Repairable Systems by Means of Marked
Point Processes . . . . . . . . . . . . 154--167
Dror Zuckerman Inspection and Replacement Policies . . 168--177
Bo Bergman On the Optimality of Stationary
Replacement Strategies . . . . . . . . . 178--186
Gideon Weiss and
Michael Pinedo Scheduling Tasks with Exponential
Service Times on Non-Identical
Processors to Minimize Various Cost
Functions . . . . . . . . . . . . . . . 187--202
P. A. Lee Correlation Structure of Teletraffic
Measurements from Randomly-Scanned Calls
Arrival Data . . . . . . . . . . . . . . 203--217
Michael Rubinovitch and
J. W. Cohen Level Crossings and Stationary
Distributions for General Dams . . . . . 218--226
G. Dalen and
B. Natvig On the Transient Waiting Times for a
GI/M/1 Priority Queue . . . . . . . . . 227--234
Yehuda Vardi On a Stopping Time of Starr and Its Use
in Estimating the Number of Transmission
Sources . . . . . . . . . . . . . . . . 235--242
Thomas L. Corwin On Search for a Brownian Target . . . . 243--247
R. A. Doney Moments of Ladder Heights in Random
Walks . . . . . . . . . . . . . . . . . 248--252
R. B. Nain and
Kanwar Sen Transition Probability Matrices for
Correlated Random Walks . . . . . . . . 253--258
Grant Ritter A Continuous-Time Analogue of Random
Walk in a Random Environment . . . . . . 259--264
M. Rosenblatt Linear Processes and Bispectra . . . . . 265--270
PL. Kannappan and
C. T. Ng On Functional Equations and Measures of
Information. II . . . . . . . . . . . . 271--277
Colin McDiarmid Percolation on Subsets of the Square
Lattice . . . . . . . . . . . . . . . . 278--283
Lars Holst On Multiple Covering of a Circle with
Random Arcs . . . . . . . . . . . . . . 284--290
Marcel F. Neuts The Probabilistic Significance of the
Rate Matrix in Matrix-Geometric
Invariant Vectors . . . . . . . . . . . 291--296
Arun P. Sanghvi Convergence of Successive Approximations
to a Stochastic Fixed Point . . . . . . 297--299
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Frank J. S. Wang The Convergence of a Branching Brownian
Motion Used as a Model Describing the
Spread of an Epidemic . . . . . . . . . 301--312
Linda P. Gilbert and
A. M. Johnson An Application of the Jordan Canonical
Form to the Epidemic Problem . . . . . . 313--323
Ray Watson A Useful Random Time-Scale
Transformation for the Standard Epidemic
Model . . . . . . . . . . . . . . . . . 324--332
W. G. S. Hines Three Characterizations of Population
Strategy Stability . . . . . . . . . . . 333--340
Craig Whittaker and
Richard M. Feldman Moments for a General Branching Process
in a Semi-Markovian Environment . . . . 341--349
G. G. S. Pegram An Autoregressive Model for Multilag
Markov Chains . . . . . . . . . . . . . 350--362
C. Park and
F. J. Schuurmann Evaluations of Absorption Probabilities
for the Wiener Process on Large
Intervals . . . . . . . . . . . . . . . 363--372
G. Letac and
L. Takács Random Walks on a Dodecahedron . . . . . 373--384
Klaus Schürger On the Asymptotic Geometrical Behaviour
of Percolation Processes . . . . . . . . 385--402
Y. D. Burtin and
I. Gertsbakh and
B. Pittel On a Simple Formula for Random Mappings
and Its Applications . . . . . . . . . . 403--414
H. Groemer The Average Distance between Two Convex
Sets . . . . . . . . . . . . . . . . . . 415--422
Richard Serfozo High-Level Exceedances of Regenerative
and Semi-Stationary Processes . . . . . 423--431
A. A. Anis and
M. Gharib On the Variance of the Maximum of
Partial Sums of $n$-Exchangeable Random
Variables with Applications . . . . . . 432--439
Sándor Csörg\Ho On the Quantogram of Kendall and Kent 440--447
M. Riedel Representation of the Characteristic
Function of a Stochastic Integral . . . 448--455
G. Laue Remarks on the Relation between
Fractional Moments and Fractional
Derivatives of Characteristic Functions 456--466
Erhan Çinlar On a Generalization of Gamma Processes 467--480
Dalen T. Chiang and
Shun-Chen Niu On the Distribution of Time to First
System Failure . . . . . . . . . . . . . 481--489
F. J. M. Raaijmakers The Lifetime of a Standby System of
Units Having the Birnbaum and Saunders
Distribution . . . . . . . . . . . . . . 490--497
V. Ramaswami and
Marcel F. Neuts Some Explicit Formulas and Computational
Methods for Infinite-Server Queues with
Phase-Type Arrivals . . . . . . . . . . 498--514
A. Federgruen and
H. C. Tijms Computation of the Stationary
Distribution of the Queue Size in an
M/G/1 Queueing System with Variable
Service Rate . . . . . . . . . . . . . . 515--522
Richard Cowan Further Results on Single-Lane Traffic
Flow . . . . . . . . . . . . . . . . . . 523--531
Ross Dunstan A Note on the Moments of the Final Size
of the General Epidemic Model . . . . . 532--538
G. L. O'Brien A Limit Theorem for Sample Maxima and
Heavy Branches in Galton--Watson Trees 539--545
A. J. Lawrance The Mixed Exponential Solution to the
First-Order Autoregressive Model . . . . 546--552
Hiroshi Maehara On Random Simplices in Product
Distributions . . . . . . . . . . . . . 553--558
Andris Abakuks Conditions for Evolutionarily Stable
Strategies . . . . . . . . . . . . . . . 559--562
Sheela Talwalker A Note on the Generalized Rao--Rubin
Condition and Characterization of
Certain Discrete Distributions . . . . . 563--569
Barry C. Arnold Two Characterizations of the Geometric
Distribution . . . . . . . . . . . . . . 570--573
Manish C. Bhattacharjee On a Characterization of Gamma
Distributions Via Exponential Mixtures 574--576
C. Derman and
G. J. Lieberman and
S. M. Ross On the Optimal Assignment of Servers and
a Repairman . . . . . . . . . . . . . . 577--581
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Philippe Picard Applications of Martingale Theory to
Some Epidemic Models . . . . . . . . . . 583--599
W. G. S. Hines Strategy Stability in Complex
Populations . . . . . . . . . . . . . . 600--610
Wen-Chen Chen On the Weak Form of Zipf's Law . . . . . 611--622
Lars Holst On the Lengths of the Pieces of a Stick
Broken at Random . . . . . . . . . . . . 623--634
P. Whittle Stability and Characterisation
Conditions in Negative Programming . . . 635--645
Dror Zuckerman A Diffusion Process Model for the
Optimal Investment Strategies of an R&D
Project . . . . . . . . . . . . . . . . 646--653
D. R. Grey The Fair Charge on a Car Ferry . . . . . 654--661
N. C. Weber A Martingale Approach to Central Limit
Theorems for Exchangeable Random
Variables . . . . . . . . . . . . . . . 662--673
Richard J. Kryscio and
Roy Saunders and
Gerald M. Funk Normal Approximations for Binary Lattice
Systems . . . . . . . . . . . . . . . . 674--685
William F. Eddy The Distribution of the Convex Hull of a
Gaussian Sample . . . . . . . . . . . . 686--695
H. Cohn and
H.-J. Schuh On the Continuity and the Positivity of
the Finite Part of the Limit
Distribution of an Irregular Branching
Process with Infinite Mean . . . . . . . 696--703
Walter A. Rosenkrantz and
C. C. Y. Dorea Limit Theorems for Markov Processes via
a Variant of the Trotter--Kato Theorem 704--715
Manish C. Bhattacharjee and
Sujit K. Basu On the Kesten-Spitzer Algorithm for
Minimal Hitting Time in Controlled
Markov Chains . . . . . . . . . . . . . 716--725
Bharat Doshi and
Steven E. Shreve Strong Consistency of a Modified Maximum
Likelihood Estimator for Controlled
Markov Chains . . . . . . . . . . . . . 726--734
William S. Griffith Multistate Reliability Models . . . . . 735--744
Gary Gottlieb Failure Distributions of Shock Models 745--752
D. König and
V. Schmidt Imbedded and Non-Imbedded Stationary
Characteristics of Queueing Systems with
Varying Service Rate and Point Processes 753--767
D. König and
V. Schmidt Stochastic Inequalities between
Customer-Stationary and Time-Stationary
Characteristics of Queueing Systems with
Point Processes . . . . . . . . . . . . 768--777
P. J. Brockwell and
N. Pacheco-Santiago Invariant Imbedding and Dams with
Markovian Input Rate . . . . . . . . . . 778--789
Zvi Rosberg A Positive Recurrence Criterion
Associated with Multidimensional
Queueing Processes . . . . . . . . . . . 790--801
A. De Meyer and
J. L. Teugels On the Asymptotic Behaviour of the
Distributions of the Busy Period and
Service Time in M/G/1 . . . . . . . . . 802--813
J. G. Shanthikumar Some Analyses on the Control of Queues
Using Level Crossings of Regenerative
Processes . . . . . . . . . . . . . . . 814--821
Masao Mori Relations between Queue-Size and
Waiting-Time Distributions . . . . . . . 822--830
Shun-Chen Niu Bounds for the Expected Delays in Some
Tandem Queues . . . . . . . . . . . . . 831--838
M. J. Faddy and
I. H. Slorach Bounds on the Velocity of Spread of
Infection for a Spatially Connected
Epidemic Process . . . . . . . . . . . . 839--845
Sally I. McClean A Semi-Markov Model for a Multigrade
Population with Poisson Recruitment . . 846--852
S. A. De Vries and
A. J. Stam and
J. Reddingius Note on a Death Process . . . . . . . . 853--855
R. A. Doney Spitzer's Condition for Asymptotically
Symmetric Random Walk . . . . . . . . . 856--859
Pamela J. Davy The Stereology of Location . . . . . . . 860--864
Irwin Greenberg The Moments of Coverage of a Linear Set 865--868
Michael R. Chernick A Limit Theorem for the Maximum Term in
a Particular $ {\rm EARMA}(1, 1) $
Sequence . . . . . . . . . . . . . . . . 869--873
E. Grosswald and
Samuel Kotz and
N. L. Johnson Characterizations of the Exponential
Distribution by Relevation-Type
Equations . . . . . . . . . . . . . . . 874--877
Howard Weiner An Alternative Argument for Lemma 3 and
Theorem 1 of [9] . . . . . . . . . . . . 878--880
David K. Pickard and
E. M. Tory A Critique of Weiner's Work on Palásti's
Conjecture . . . . . . . . . . . . . . . 880--884
M. Tanemura Some Comments on the Letters by H. J.
Weiner . . . . . . . . . . . . . . . . . 884--887
Motoo Hori Comments on the Second Letter of Weiner
[11] . . . . . . . . . . . . . . . . . . 888--890
Howard Weiner Reply to Remarks of Professor M. Hori 890--892
Anonymous Correction: On a Generalization of Gamma
Processes . . . . . . . . . . . . . . . 893--893
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Eric Renshaw The Spatial Distribution of \em
Tribolium Confusum . . . . . . . . . . . 895--911
Ray Watson On the Size Distribution for Some
Epidemic Models . . . . . . . . . . . . 912--921
Wolfgang Mergenthaler A State-Dependent Lifetime Process of
Individuals Subject to External
Perturbations . . . . . . . . . . . . . 922--938
D. J. Daley and
Prakash Narayan Series Expansions of Probability
Generating Functions and Bounds for the
Extinction Probability of a Branching
Process . . . . . . . . . . . . . . . . 939--947
K. Rama Murthy Convergence of Age and Type
Distributions in Multitype Critical
Bellman--Harris Processes . . . . . . . 948--955
H. L. MacGillivray The Moment Ratios of Particle Size
Distributions in Some Simple Growth
Models . . . . . . . . . . . . . . . . . 956--967
John C. Wierman Weak Moment Conditions for Time
Coordinates in First-Passage Percolation
Models . . . . . . . . . . . . . . . . . 968--978
Lawrence Gray and
John C. Wierman and
R. T. Smythe Lower Bounds for the Critical
Probability in Percolation Models with
Oriented Bonds . . . . . . . . . . . . . 979--986
Valerie Isham Dependent Thinning of Point Processes 987--995
D. R. Robinson Optimality Conditions for a Markov
Decision Chain with Unbounded Costs . . 996--1003
Y. C. Kan and
S. M. Ross Optimal List Order under Partial Memory
Constraints . . . . . . . . . . . . . . 1004--1015
K. D. Glazebrook On Stochastic Scheduling with Precedence
Relations and Switching Costs . . . . . 1016--1024
Michael Pinedo Scheduling Spares with Exponential
Lifetimes in a Two-Component Parallel
System . . . . . . . . . . . . . . . . . 1025--1032
C. M. Woodside and
B. Pagurek and
G. F. Newell A Diffusion Approximation for
Correlation in Queues . . . . . . . . . 1033--1047
S. S. Lavenberg and
M. Reiser Stationary State Probabilities at
Arrival Instants for Closed Queueing
Networks with Multiple Types of
Customers . . . . . . . . . . . . . . . 1048--1061
Ward Whitt The Effect of Variability in the GI/G/s
Queue . . . . . . . . . . . . . . . . . 1062--1071
L. Billard and
H. Lacayo and
N. A. Langberg Generalizations of the Simple Epidemic
Process . . . . . . . . . . . . . . . . 1072--1078
C. C. Heyde On a Probabilistic Analogue of the
Fibonacci Sequence . . . . . . . . . . . 1079--1082
Prajneshu Time-Dependent Solution of the Logistic
Model for Population Growth in Random
Environment . . . . . . . . . . . . . . 1083--1086
Richard C. Hertzberg and
Vincent F. Gallucci First-Order Stochastic Chemical
Reactions and Oscillations in the
Variance . . . . . . . . . . . . . . . . 1087--1093
F. Thomas Bruss A Counterpart of the Borel--Cantelli
Lemma . . . . . . . . . . . . . . . . . 1094--1101
J. Haezendonck and
F. De Vylder A Comparison Criterion for Explosions in
Point Processes . . . . . . . . . . . . 1102--1107
Gunnar Englund Remainder Term Estimate for the
Asymptotic Normality of the Number of
Renewals . . . . . . . . . . . . . . . . 1108--1113
Roger Hartley A Simple Proof of Whittle's Bridging
Condition in Dynamic Programming . . . . 1114--1116
L. Valadares Tavares An Exponential Markovian Stationary
Process . . . . . . . . . . . . . . . . 1117--1120
Gerhard Schroeter The Application of the Hankel
Transformation to Spherically Symmetric
Coverage Problems . . . . . . . . . . . 1121--1126
Y. S. Sathe and
Meena Pradhan and
S. P. Shah Inequalities for the Probability of the
Occurrence of at Least $m$ out of $n$
Events . . . . . . . . . . . . . . . . . 1127--1132
A. O. Pittenger Success Probabilities for Second
Guessers . . . . . . . . . . . . . . . . 1133--1137
Jan Engel and
Mynt Zijlstra A Characterization of the Gamma
Distribution by the Negative Binomial
Distribution . . . . . . . . . . . . . . 1138--1144
Anonymous Volume Information . . . . . . . . . . . 1145--1149
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Norbert Lenz Extinction Probability, Regularity and
Asymptotic Growth of Markovian
Populations . . . . . . . . . . . . . . 1--18
Robert Cogburn and
William C. Torrez Birth and Death Processes with Random
Environments in Continuous Time . . . . 19--30
Naftali A. Langberg On the Normal Convergence of a Class of
Simple Batch Epidemics . . . . . . . . . 31--41
R. C. Griffiths Transient Distribution of the Number of
Segregating Sites in a Neutral
Infinite-Sites Model with no
Recombination . . . . . . . . . . . . . 42--51
Kenneth Lange and
Michael Boehnke and
Richard Carson Moment Computations for Subcritical
Branching Processes . . . . . . . . . . 52--64
Aidan Sudbury The Expected Population Size in a
Cell-Size-Dependent Branching Process 65--75
Toby Lewis and
J. W. Thompson Dispersive Distributions, and the
Connection between Dispersivity and
Strong Unimodality . . . . . . . . . . . 76--90
Josef Steinebach The Stochastic Geyser Problem for
First-Passage Times . . . . . . . . . . 91--103
Peter F. Thall Cluster Shock Models . . . . . . . . . . 104--111
Zvi Rosberg A Note on the Ergodicity of Markov
Chains . . . . . . . . . . . . . . . . . 112--121
R. L. Tweedie Criteria for Ergodicity, Exponential
Ergodicity and Strong Ergodicity of
Markov Processes . . . . . . . . . . . . 122--130
Noel Cressie and
Robert W. Davis The Supremum Distribution of Another
Gaussian Process . . . . . . . . . . . . 131--138
Wen-Chen Chen Limit Theorems for General Size
Distributions . . . . . . . . . . . . . 139--147
A. J. Stam A Non-Random Limit for the Volume
Covered $k$ Times . . . . . . . . . . . 148--156
P. Frank Ehlers and
Ernest G. Enns Random Secants of a Convex Body
Generated by Surface Randomness . . . . 157--166
Thomas L. Corwin Search for a Moving Target under Minimax
Estimation . . . . . . . . . . . . . . . 167--180
Ed McKenzie Extending the Correlation Structure of
Exponential
Autoregressive-Moving-Average Processes 181--189
Guy Latouche On a Markovian Queue with Weakly
Correlated Interarrival Times . . . . . 190--203
Bharat T. Doshi Adaptive Control of a
Production-Inventory System . . . . . . 204--215
J. Michael Harrison and
Austin J. Lemoine Sticky Brownian Motion as the Limit of
Storage Processes . . . . . . . . . . . 216--226
Laurence A. Baxter Availability Measures for a Two-State
System . . . . . . . . . . . . . . . . . 227--235
P. Purdue and
D. Linton An Infinite-Server Queue Subject to an
Extraneous Phase Process and Related
Models . . . . . . . . . . . . . . . . . 236--244
Constantin Ivan Weak Convergence of the Simple
Birth-and-Death Process . . . . . . . . 245--252
Fergus Daly On a General Branching Process . . . . . 253--255
Svante Janson An Upper Bound for the Velocity of
First-Passage Percolation . . . . . . . 256--262
F. D. J. Dunstan and
J. F. Reynolds Normal Approximations for Distributions
Arising in the Stochastic Approach to
Chemical Reaction Kinetics . . . . . . . 263--267
Joseph Glaz Clustering of Events in a Stochastic
Process . . . . . . . . . . . . . . . . 268--275
Rodney Coleman Intercept Lengths of Random Probes
through Boxes . . . . . . . . . . . . . 276--282
Sven Berg On Snowball Sampling, Random Mappings
and Related Problems . . . . . . . . . . 283--290
Pranab Kumar Sen Weak Convergence of an Iterated Renewal
Process . . . . . . . . . . . . . . . . 291--296
Lennart Bondesson On Occupation Times for Quasi-Markov
Processes . . . . . . . . . . . . . . . 297--301
Paul V. Kabaila The Use of Prior Information in the
Estimation of the Optimal Interpolator
Parameter . . . . . . . . . . . . . . . 302--308
Sheldon M. Ross A Random Graph . . . . . . . . . . . . . 309--315
George Kimeldorf and
Detlef Plachky and
Allan R. Sampson A Simultaneous Characterization of the
Poisson and Bernoulli Distributions . . 316--320
J. C. Gittins Multiserver Scheduling of Jobs with
Increasing Completion Rates . . . . . . 321--324
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Kenneth Lange and
William Holmes Stochastic Stable Population Growth . . 325--334
L. Billard Generalized Two-Dimensional Bounded
Birth and Death Processes and Some
Applications . . . . . . . . . . . . . . 335--347
Neil Dubin Predicting the Benefit of Screening for
Disease . . . . . . . . . . . . . . . . 348--360
Bruce L. Miller Countable-State Average-Cost
Regenerative Stopping Problems . . . . . 361--377
Barry C. Arnold and
Richard A. Groeneveld On Excess Life in Certain Renewal
Processes . . . . . . . . . . . . . . . 378--389
Peter Breuer A Strong Approximation for Some
Non-Stationary Complex Gaussian
Processes . . . . . . . . . . . . . . . 390--402
Eric Renshaw and
Robin Henderson The Correlated Random Walk . . . . . . . 403--414
Joseph D. Petruccelli Best-Choice Problems Involving
Uncertainty of Selection and Recall of
Observations . . . . . . . . . . . . . . 415--425
Mark Brown and
Herbert Solomon and
Michael A. Stephens Monte Carlo Simulation of the Renewal
Function . . . . . . . . . . . . . . . . 426--434
Lars Holst On Sequential Occupancy Problems . . . . 435--442
Tohru Ozaki Non-Linear Threshold Autoregressive
Models for Non-Linear Random Vibrations 443--451
Barron Brainerd Some Elaborations upon Gani's Model for
the Type-Token Relationship . . . . . . 452--460
V. Ramaswami Algorithms for a Continuous-Review (s,
S) Inventory System . . . . . . . . . . 461--472
Prem S. Puri and
Samuel W. Woolford On a Generalized Storage Model with
Moment Assumptions . . . . . . . . . . . 473--481
P. G. Harrison Transient Behaviour of Queueing Networks 482--490
Karmeshu and
N. K. Jaiswal A Machine Interference Model with
Threshold Effect . . . . . . . . . . . . 491--498
Erik A. Van Doorn The Transient State Probabilities for a
Queueing Model Where Potential Customers
Are Discouraged by Queue Length . . . . 499--506
W. G. S. Hines Multi-Species Population Models and
Evolutionarily Stable Strategies . . . . 507--513
Dean H. Fearn A Fixed-Point Property for
Galton--Watson Processes with Generation
Dependence . . . . . . . . . . . . . . . 514--519
Jeremy E. Dawson The Algebraic Equivalence of Two
Measures of Genetic Distance . . . . . . 520--522
Lawrence E. Myers Survival Functions Induced by Stochastic
Covariate Processes . . . . . . . . . . 523--529
H. L. MacGillivray A Note on the Normalised Moments of
Distributions with Non-Monotonic Hazard
Rate . . . . . . . . . . . . . . . . . . 530--535
E. M. Cabaña and
M. Wschebor An Estimate for the Tails of the
Distribution of the Supremum for a Class
of Stationary Multiparameter Gaussian
Processes . . . . . . . . . . . . . . . 536--541
Gavin Brown and
J. W. Sanders Lognormal Genesis . . . . . . . . . . . 542--547
Harry A. Guess An Invariance Principle for Solutions to
Stochastic Difference Equations . . . . 548--553
Bengt Klefsjö Survival under the Pure Birth Shock
Model . . . . . . . . . . . . . . . . . 554--560
J. Michael Harrison and
Austin J. Lemoine A Note on Networks of Infinite-Server
Queues . . . . . . . . . . . . . . . . . 561--567
Mark Westcott Characterizing the Exponential
Distribution . . . . . . . . . . . . . . 568--568
Anonymous Correction: A Limit Theorem for the
Maximum Term in a Particular $ {\rm
EARMA} (1, 1) $ Sequence . . . . . . . . 569--569
Anonymous Correction: The Spatial Distribution of
\em Tribolium Confusum . . . . . . . . . 569--569
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
A. C. Trajstman A Bounded Growth Population Subjected to
Emigrations Due to Population Pressure 571--582
C. C. Heyde On Fibonacci (Or Lagged
Bienaymé--Galton--Watson) Branching
Processes . . . . . . . . . . . . . . . 583--591
Harry Cohn On the Convergence of Stochastically
Monotone Sequences of Random Variables
and Some Applications . . . . . . . . . 592--605
Peter Hall On the Distribution of Random Lines . . 606--616
Tuan Dinh Pham and
Lanh Tat Tran On the First-Order Bilinear Time Series
Model . . . . . . . . . . . . . . . . . 617--627
Eduardo J. Subelman A Hide-Search Game . . . . . . . . . . . 628--640
Johannes Siedersleben Dynamically Optimized Replacement with a
Markovian Renewal Process . . . . . . . 641--651
M. J. Phillips A Characterization of the Negative
Exponential Distribution with
Application to Reliability Theory . . . 652--659
J. P. Lehoczky and
D. P. Gaver Diffusion Approximations for the
Cooperative Service of Voice and Data
Messages . . . . . . . . . . . . . . . . 660--671
Richard Cowan An Analysis of the Fixed-Cycle
Traffic-Light Problem . . . . . . . . . 672--683
Guy Latouche Queues with Paired Customers . . . . . . 684--696
Norman L. Kaplan Another Look at the Two-Lift Problem . . 697--706
Shun-Chen Niu On the Comparison of Waiting Times in
Tandem Queues . . . . . . . . . . . . . 707--714
Eric Renshaw Waveforms and Velocities for Models of
Spatial Infection . . . . . . . . . . . 715--720
M. B. Rajarshi Simpler Proofs of Two Threshold Theorems
for a General Stochastic Epidemic . . . 721--724
Aidan Sudbury and
Peter Clifford The Determination of the Age of a Clone
from Characteristics of Its Geographical
Distribution . . . . . . . . . . . . . . 725--731
D. Y. Downham and
S. B. Fotopoulos Some Aspects of the Non-Asymptotic
Behaviour of a Two-Dimensional Invasion
Process . . . . . . . . . . . . . . . . 732--737
G. S. Davies Maintainable Regions in a Markov
Manpower Model . . . . . . . . . . . . . 738--742
John Haigh Random Exchanges of Information . . . . 743--746
Stig I. Rosenlund Markov Chains in Small Time Intervals 747--751
Per Kragh Andersen A Note on Filtered Markov Renewal
Processes . . . . . . . . . . . . . . . 752--756
A. M. Walker On the Classical Bonferroni Inequalities
and the Corresponding Galambos
Inequalities . . . . . . . . . . . . . . 757--763
Michael R. Chernick On Strong Mixing and Leadbetter's $D$
Condition . . . . . . . . . . . . . . . 764--769
D. Y. Downham and
S. B. Fotopoulos Some Inequalities on the Distribution of
Ladder Epochs . . . . . . . . . . . . . 770--775
G. B. Nath and
E. G. Enns Optimal Service Rates in the Multiserver
Loss System with Heterogeneous Servers 776--781
Mark Berman The Covariance of Two Type II Counters 782--787
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
P. Holgate Linked Loci in Finite Populations . . . 789--798
P. J. Green Modelling Yeast Cell Growth Using
Stochastic Branching Processes . . . . . 799--808
J. Theodore Cox and
Harry Kesten On the Continuity of the Time Constant
of First-Passage Percolation . . . . . . 809--819
Svante Janson and
Olav Kallenberg Maximizing the Intersection Density of
Fibre Processes . . . . . . . . . . . . 820--828
Isaac Meilijson Estimation of the Lifetime Distribution
of the Parts from the Autopsy Statistics
of the Machine . . . . . . . . . . . . . 829--838
R. J. Henery Place Probabilities in Normal Order
Statistics Models for Horse Races . . . 839--852
Moshe Shaked Bounds on the Distance of a Mixture from
Its Parent Distribution . . . . . . . . 853--863
Karen Byth $ \theta $-Stationary Point Processes
and Their Second-Order Analysis . . . . 864--878
Michel Baudin Likelihood and Nearest-Neighbor Distance
Properties of Multidimensional Poisson
Cluster Processes . . . . . . . . . . . 879--888
Austin J. Lemoine On Queues with Periodic Poisson Input 889--900
Marcel F. Neuts Stationary Waiting-Time Distributions in
the GI/PH/1 Queue . . . . . . . . . . . 901--912
Dror Zuckerman Characterization of the Optimal Class of
Output Policies in a Control Model of a
Finite Dam . . . . . . . . . . . . . . . 913--923
P.-C. G. Vassiliou Stability in a Non-Homogeneous Markov
Chain Model in Manpower Systems . . . . 924--930
James M. Hill and
Chandra M. Gulati The Random Walk Associated with the Game
of Roulette . . . . . . . . . . . . . . 931--936
Y. H. Wang On the Limit of the Markov Binomial
Distribution . . . . . . . . . . . . . . 937--942
Sylvia Richardson and
Denis Hemon On the Variance of the Sample
Correlation between Two Independent
Lattice Processes . . . . . . . . . . . 943--948
A. C. Dallas Record Values and the Exponential
Distribution . . . . . . . . . . . . . . 949--951
Alan G. Konheim and
Isaac Meilijson and
Abraham Melkman Processor-Sharing of Two Parallel Lines 952--956
L. Valadares Tavares The Distribution of the Maximum of $i$
Consecutive Values of a Process . . . . 957--957
J. W. Cohen Obituary: Félix Pollaczek . . . . . . . . 959--963
Anonymous Volume Information . . . . . . . . . . . 964--967
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
H. Lacayo and
Naftali A. Langberg The Exact and Symptotic Formulas for the
State Probabilities in Simple Epidemics
with $m$ Kinds of Susceptibles . . . . . 1--9
Philip C. Prorok Bounded Recurrence Times and Lead Time
in the Design of a Repetitive Screening
Program . . . . . . . . . . . . . . . . 10--19
H. E. Daniels The Saddlepoint Approximation for a
General Birth Process . . . . . . . . . 20--28
H.-J. Schuh Sums of I.I.D. Random Variables and an
Application to the Explosion Criterion
for Markov Branching Processes . . . . . 29--38
Prem S. Puri On the Characterization of Point
Processes with the Order Statistic
Property without the Moment Condition 39--51
Peter Hall On Starr and Vardi's Estimates of the
Number of Transmission Sources . . . . . 52--63
Sòren Andersen and
Mats Rudemo Filtering Counts of Cars Entering and
Leaving a Parking Place . . . . . . . . 64--71
George E. Monahan Optimal Stopping in a Partially
Observable Binary-Valued Markov Chain
with Costly Perfect Information . . . . 72--81
Torgny Lindvall On Coupling of Continuous-Time Renewal
Processes . . . . . . . . . . . . . . . 82--89
J. Janssen and
J. M. Reinhard Some Duality Results for a Class of
Multivariate Semi-Markov Processes . . . 90--98
K. D. Glazebrook On a Sufficient Condition for
Superprocesses Due to Whittle . . . . . 99--110
Shigeru Mase Asymptotic Properties of Stereological
Estimators of Volume Fraction for
Stationary Random Sets . . . . . . . . . 111--126
Dietmar Pfeifer Characterizations of Exponential
Distributions by Independent
Non-Stationary Record Increments . . . . 127--135
Gunnar Blom On the Mean Number of Random Digits
until a Given Sequence Occurs . . . . . 136--143
Haim Mendelson A Batch-Ballot Problem and Applications 144--157
Malay Ghosh and
Nader Ebrahimi Shock Models Leading to Increasing
Failure Rate and Decreasing Mean
Residual Life Survival . . . . . . . . . 158--166
Richard R. Weber Scheduling Jobs with Stochastic
Processing Requirements on Parallel
Machines to Minimize Makespan or
Flowtime . . . . . . . . . . . . . . . . 167--182
Masakiyo Miyazawa Simple Derivations of the Invariance
Relations and Their Applications . . . . 183--194
J. Walrand On the Equivalence of Flows in Networks
of Queues . . . . . . . . . . . . . . . 195--203
W. G. S. Hines Mutations, Perturbations and
Evolutionarily Stable Strategies . . . . 204--209
Julian Besag and
Robin Milne and
Stan Zachary Point Process Limits of Lattice
Processes . . . . . . . . . . . . . . . 210--216
A. De Meyer On a Theorem of Bingham and Doney . . . 217--220
A. J. Stam Limit Theorems for Uniform Distributions
on Spheres in High-Dimensional Euclidean
Spaces . . . . . . . . . . . . . . . . . 221--228
Raymond J. Hickey A Note on the Measurement of Randomness 229--232
H. N. Nagaraja Record Values and Extreme Value
Distributions . . . . . . . . . . . . . 233--239
J. Keilson On the Distribution and Covariance
Structure of the Present Value of a
Random Income Stream . . . . . . . . . . 240--244
D. P. Heyman On Ross's Conjectures about Queues with
Non-Stationary Poisson Arrivals . . . . 245--249
Michael R. Chernick Letter to the Editor . . . . . . . . . . 250--250
G. B. Nath and
E. G. Enns Retraction: Optimal Service Rates in the
Multiserver Loss System with
Heterogeneous Servers . . . . . . . . . 250--251
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
H. N. Nagaraja Some Asymptotic Results for the Induced
Selection Differential . . . . . . . . . 253--261
R. Höpfner Local Limit Theorems for Non-Critical
Galton--Watson Processes with or without
Immigration . . . . . . . . . . . . . . 262--271
P. J. Brockwell and
S. I. Resnick and
N. Pacheco-Santiago Extreme Values, Range and Weak
Convergence of Integrals of Markov
Chains . . . . . . . . . . . . . . . . . 272--288
Frederick J. Beutler and
Benjamin Melamed Multivariate Poisson Flows on Markov
Step Processes . . . . . . . . . . . . . 289--300
Zvi Rosberg Semi-Markov Decision Processes with
Polynomial Reward . . . . . . . . . . . 301--309
Moshe Shaked Dispersive Ordering of Distributions . . 310--320
Jiunn Tzon Hwang and
James V. Zidek Limit Theorems for Out-Guesses with
Mean-Guided Second Guessing . . . . . . 321--331
R. F. Galbraith and
D. Walley Further Properties for Unilateral Binary
Processes . . . . . . . . . . . . . . . 332--343
Norbert Henze The Limit Distribution for Maxima of
'Weighted' $R$ th-Nearest-Neighbour
Distances . . . . . . . . . . . . . . . 344--354
John Gates The Number of Intersections of Random
Chords to a Circle: Third and Fourth
Moments . . . . . . . . . . . . . . . . 355--372
Andrew F. Siegel and
Lars Holst Covering the Circle with Random Arcs of
Random Sizes . . . . . . . . . . . . . . 373--381
B. Edwin Blaisdell and
Herbert Solomon Random Sequential Packing in Euclidean
Spaces of Dimensions Three and Four and
a Conjecture of Palásti . . . . . . . . . 382--390
Henry W. Block and
Thomas H. Savits A Decomposition for Multistate Monotone
Systems . . . . . . . . . . . . . . . . 391--402
C. Routleff A Variation of Weiss's Carrier-Borne
Epidemic Model . . . . . . . . . . . . . 403--407
K. Nanthi Estimation of the Variance for the
Multitype Galton--Watson Process . . . . 408--414
Anthony G. Pakes and
C. C. Heyde Optimal Estimation of the Criticality
Parameter of a Supercritical Branching
Process Having Random Environments . . . 415--420
Norman Kaplan A Note on the Branching Random Walk . . 421--424
Dean Isaacson and
Peter Colwell Levels of Null Persistency for Markov
Chains . . . . . . . . . . . . . . . . . 425--429
A. J. Woods First-Passage Times for the Partial Sums
of a Sequence of Geometric Distributions 430--432
P.-C. G. Vassiliou On the Limiting Behaviour of a
Non-Homogeneous Markovian Manpower Model
with Independent Poisson Input . . . . . 433--438
G. S. Davies Control of Grade Sizes in a Partially
Stochastic Markov Manpower Model . . . . 439--443
David K. Pickard Isolated Nearest Neighbors . . . . . . . 444--449
W. G. Cumberland and
Z. M. Sykes Weak Convergence of an Autoregressive
Process Used in Modeling Population
Growth . . . . . . . . . . . . . . . . . 450--455
Y. Isokawa An Identification Problem in Almost and
Asymptotically Almost Periodically
Correlated Processes . . . . . . . . . . 456--462
Ed McKenzie Product Autoregression: A Time-Series
Characterization of the Gamma
Distribution . . . . . . . . . . . . . . 463--468
A. D. Barbour Generalized Semi-Markov Schemes and Open
Queueing Networks . . . . . . . . . . . 469--474
Ishay Weissman Asymptotic Sample Extremes Are Not
Functions of an Extremal Process: A
Counterexample . . . . . . . . . . . . . 475--476
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Samuel Karlin and
Simon Tavaré Linear Birth and Death Processes with
Killing . . . . . . . . . . . . . . . . 477--487
Bruce Hajek Birth-and-Death Processes on the
Integers with Phases and General
Boundaries . . . . . . . . . . . . . . . 488--499
Paul D. Feigin and
Emmanuel Yashchin Extreme-Value Properties of the
Explosion-Time Distribution in a Pure
Birth Process . . . . . . . . . . . . . 500--509
J. H. Bagley Asymptotic Properties of Subcritical
Galton--Watson Processes . . . . . . . . 510--517
Gunnar Blom and
Daniel Thorburn How Many Random Digits Are Required
until Given Sequences Are Obtained? . . 518--531
Michael Kolonko Strongly Consistent Estimation in a
Controlled Markov Renewal Model . . . . 532--545
Nicholas P. Jewell and
Joseph P. Romano Coverage Problems and Random Convex
Hulls . . . . . . . . . . . . . . . . . 546--561
M. Yadin and
S. Zacks Random Coverage of a Circle with
Applications to a Shadowing Problem . . 562--577
J. Hüsler Random Coverage of the Circle and
Asymptotic Distributions . . . . . . . . 578--587
A. J. Girling Approximate Variances Associated with
Random Configurations of Hard Spheres 588--596
J. S. Willie Measuring the Association of a Time
Series and a Point Process . . . . . . . 597--608
J. S. Willie Covariation of a Time Series and a Point
Process . . . . . . . . . . . . . . . . 609--618
A. R. Abdel-Hamid and
J. A. Bather and
G. B. Trustrum The Secretary Problem with an Unknown
Number of Candidates . . . . . . . . . . 619--630
D. P. Kennedy On a Constrained Optimal Stopping
Problem . . . . . . . . . . . . . . . . 631--641
Bent Natvig On the Reduction in Remaining System
Lifetime Due to the Failure of a
Specific Component . . . . . . . . . . . 642--652
W. G. S. Hines Strategy Stability in Complex Randomly
Mating Diploid Populations . . . . . . . 653--659
Anatole Joffe Un Mod\`ele Probabiliste Utile En
Biologie Moléculaire. (French)
[Probabilistic Model Useful in Molecular
Biology] . . . . . . . . . . . . . . . . 660--663
Dietmar Pfeifer The Structure of Elementary Pure Birth
Processes . . . . . . . . . . . . . . . 664--667
Thomas Kuczek Almost Sure Limit Results for the
Supercritical Bellman--Harris Process 668--674
D. Najock and
C. C. Heyde On the Number of Terminal Vertices in
Certain Random Trees with an Application
to Stemma Construction in Philology . . 675--680
F. C. Klebaner and
H.-J. Schuh A Connection between the Limit and the
Maximum Random Variable of a Branching
Process in Varying Environments . . . . 681--684
Atef M. Abdel-Moneim and
Frederick W. Leysieffer Weak Lumpability in Finite Markov Chains 685--691
Mark Scott and
Barry C. Arnold and
Dean L. Isaacson Strong Ergodicity for Continuous-Time,
Non-Homogeneous Markov Chains . . . . . 692--694
Ward Whitt Multivariate Monotone Likelihood Ratio
and Uniform Conditional Stochastic Order 695--701
Charles E. Smith and
Loren Cobb The Stationary Moments of Poisson-Driven
Non-Linear Dynamical Systems . . . . . . 702--706
Kai-Tai Fang A Restricted Occupancy Problem . . . . . 707--711
Glen Richard Hall Acute Triangles in the $n$-Ball . . . . 712--715
K. D. Glazebrook On the Evaluation of Suboptimal
Strategies for Families of Alternative
Bandit Processes . . . . . . . . . . . . 716--722
Mark C. K. Yang and
Dennis D. Wackerly and
Andrew Rosalsky Optimal Stopping Rules in Proofreading 723--729
E. J. Anderson and
P. Nash and
R. R. Weber A Counterexample to a Conjecture on
Optimal List Ordering . . . . . . . . . 730--732
Peter R. Nelson The Transposition Replacement Policy
with a Partial Memory . . . . . . . . . 733--736
Bhaskar Sengupta An Exponential Riddle . . . . . . . . . 737--740
V. Rajendra Prasad Comment on ``\booktitleScheduling Tasks
with Exponential Service Times on
Non-Identical Processors to Minimize
Various Cost Functions'' . . . . . . . . 741--741
Theophilos Cacoullos and
H. Papageorgiou Characterizing the Negative Binomial
Distribution . . . . . . . . . . . . . . 742--743
Anonymous Correction: On the First-Order Bilinear
Time Series Model . . . . . . . . . . . 744--744
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Kari Kuulasmaa The Spatial General Epidemic and Locally
Dependent Random Graphs . . . . . . . . 745--758
Ross Dunstan The Rumour Process . . . . . . . . . . . 759--766
A. Joffe and
W. A. O'N. Waugh Exact Distributions of Kin Numbers in a
Galton--Watson Process . . . . . . . . . 767--775
M. Ad\`es and
J.-P. Dion and
G. Labelle and
K. Nanthi Recurrence Formula and the Maximum
Likelihood Estimation of the Age in a
Simple Branching Process . . . . . . . . 776--784
Barron Brainerd On the Relation between the Type-Token
and Species-Area Problems . . . . . . . 785--793
Matthew J. Sobel The Variance of Discounted Markov
Decision Processes . . . . . . . . . . . 794--802
Mitsushi Tamaki An Optimal Parking Problem . . . . . . . 803--814
F. A. Attia and
P. J. Brockwell The Control of a Finite Dam . . . . . . 815--825
D. Fakinos The M/G/k Group-Arrival Group-Departure
Loss System . . . . . . . . . . . . . . 826--834
Grace Yang and
C. L. Chiang On Interarrival Times in Simple
Stochastic Epidemic Models . . . . . . . 835--841
Richard Lockhart On the Non-Existence of Consistent
Estimates in Galton--Watson Processes 842--846
David M. Hull A Necessary Condition for Extinction in
Those Bisexual Galton--Watson Branching
Processes Governed by Superadditive
Mating Functions . . . . . . . . . . . . 847--850
P.-C. G. Vassiliou Asymptotic Behavior of Markov Systems 851--857
Choon-Peng Tan A Functional Form for a Particular
Coefficient of Ergodicity . . . . . . . 858--863
Ludger Rüschendorf Comparison of Percolation Probabilities 864--868
U. Dieter An Alternate Proof for the
Representation of Discrete Distributions
by Equiprobable Mixtures . . . . . . . . 869--872
J. Gates Recognition of Triangles and
Quadrilaterals by Chord Length
Distribution . . . . . . . . . . . . . . 873--879
Chang C. Y. Dorea Connectivity of Random Graphs . . . . . 880--884
D. N. P. Murthy and
D. G. Nguyen A Note on Extended Block Replacement
Policy with Used Items . . . . . . . . . 885--889
A. Stulman and
A. Mehrez A Note Describing the Marginal Benefits
of Spares on Availability . . . . . . . 890--893
J. Haslett New Bounds for the Thermal Energy
Storage Process with Stationary Input 894--899
Harry Reuter Appreciation: Professor D. G. Kendall,
FRS . . . . . . . . . . . . . . . . . . 900--900
V. S. Koroljuk and
Vidyadhar G. Kulkarni and
B. W. Conolly Letters to the Editor . . . . . . . . . 901--905
Anonymous Correction: Bounded Recurrence Times and
Lead Time in the Design of a Repetitive
Screening Program . . . . . . . . . . . 906--906
Anonymous Correction: Characterizations of
Exponential Distributions by Independent
Non-Stationary Record Increments . . . . 906--906
Anonymous Correction: Some Classes of Conditional
Inference Procedures . . . . . . . . . . 907--907
Anonymous Volume Information . . . . . . . . . . . 908--911
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Publications of P. A. P. Moran . . . . . 1--6
Anonymous Front Matter . . . . . . . . . . . . . . 7--185
W. J. Ewens Aspects of Population Genetics Theory 9--17
C. C. Heyde The Effect of Differential Reproductive
Rates on the Survival of a Gene
Represented in a Founder Population . . 19--25
J. F. C. Kingman On the Genealogy of Large Populations 27--43
Cedric A. B. Smith Correlations and Regressions in `Family'
Data . . . . . . . . . . . . . . . . . . 45--57
G. A. Watterson Substitution Times for Mutant
Nucleotides . . . . . . . . . . . . . . 59--70
Susan R. Wilson Heritability . . . . . . . . . . . . . . 71--85
P. Erd\Hos and
I. Vincze On the Approximation of Convex, Closed
Plane Curves by Multifocal Ellipses . . 89--96
R. E. Miles and
R. J. Maillardet The Basic Structures of Voronoi and
Generalized Voronoi Polygons . . . . . . 97--111
B. H. Neumann Plane Polygons Revisited . . . . . . . . 113--122
David G. Kendall The Scale of Perfection . . . . . . . . 125--138
B. C. Rennie On Generalized Functions . . . . . . . . 139--156
Bernard Benjamin The Human Lifespan . . . . . . . . . . . 159--172
Violet Cane and
Rosanne McNamee The Spread of Infection in a
Heterogeneous Population . . . . . . . . 173--184
M. S. Bartlett The `Ideal' Estimation Equation . . . . 187--200
H. E. Daniels A Transformation for Normal Extremes . . 201--206
A. W. Davis On the Distribution of Hotelling's
One-Sample $ T^2 $ under Moderate
Non-Normality . . . . . . . . . . . . . 207--216
P. D. Finch Functional Dependence from a Descriptive
Viewpoint . . . . . . . . . . . . . . . 217--224
C. R. Heathcote Linear Regression by Functional Least
Squares . . . . . . . . . . . . . . . . 225--239
M. R. Osborne A Finite Algorithm for the Rank
Regression Problem . . . . . . . . . . . 241--252
Elizabeth L. Scott Comparison of Two Treatments When There
May be an Initial Effect . . . . . . . . 253--264
Geoffrey S. Watson Distributions on the Circle and Sphere 265--280
Mark Westcott Approximations to Hard-Core Models and
Their Application to Statistical
Analysis . . . . . . . . . . . . . . . . 281--292
E. J. Williams Some Classes of Conditional Inference
Procedures . . . . . . . . . . . . . . . 293--303
Anonymous Back Matter . . . . . . . . . . . . . . 305--434
Harry Cohn Another Look at the Finite Mean
Supercritical Bienaymé--Galton--Watson 307--312
D. J. Daley Stationary Point Processes with
Markov-Dependent Intervals and Infinite
Intensity . . . . . . . . . . . . . . . 313--320
J. Gani On the Probability Generating Function
of the Sum of Markov Bernoulli Random
Variables . . . . . . . . . . . . . . . 321--326
J. M. Hammersley Critical Phenomena in Semi-Infinite
Systems . . . . . . . . . . . . . . . . 327--331
A. M. Hasofer Simple Trigonometric Models for
Narrow-Band Stationary Processes . . . . 333--343
David K. Pickard Inference for General Ising Models . . . 345--357
David Pollard Beyond the Heuristic Approach to
Kolmogorov--Smirnov Theorems . . . . . . 359--365
E. Seneta Entropy and Martingales in Markov Chain
Models . . . . . . . . . . . . . . . . . 367--381
D. Vere-Jones On the Estimation of Frequency in
Point-Process Data . . . . . . . . . . . 383--394
P. Whittle Identities Relating Forward and Backward
Treatments of Optimisation . . . . . . . 395--399
E. J. Hannan Testing for Autocorrelation and Akaike's
Criterion . . . . . . . . . . . . . . . 403--412
Don McNeil Time Series Modelling: An Integrated
Approach . . . . . . . . . . . . . . . . 413--425
J. Gani and
E. J. Hannan Preface . . . . . . . . . . . . . . . . ??
Stanley Sawyer and
Joseph Felsenstein Isolation by Distance in a
Hierarchically Clustered Population . . 1--10
E. Seneta and
S. Tavaré A Note on Models Using the Branching
Process with Immigration Stopped at Zero 11--18
Mark Woodward The Limiting Properties of Population
Distributions with Particular
Application to Manpower Planning . . . . 19--30
Sven Berg Random Contact Processes, Snowball
Sampling and Factorial Series
Distributions . . . . . . . . . . . . . 31--46
M. Berman and
G. K. Eagleson A Poisson Limit Theorem for Incomplete
Symmetric Statistics . . . . . . . . . . 47--60
Peter G. Buckholtz and
L. Lorne Campbell and
Ross D. Milbourne and
M. T. Wasan Analysis of Transient Behaviour of
Certain Processes with Return to a
Central State . . . . . . . . . . . . . 61--70
Masami Yasuda On a Stopping Problem Involving Refusal
and Forced Stopping . . . . . . . . . . 71--81
Torgny Lindvall On Coupling of Diffusion Processes . . . 82--93
Brooks Ferebee An Unbiased Estimator for the Drift of a
Stopped Wiener Process . . . . . . . . . 94--102
C. Park and
F. J. Schuurmann Partial Barrier-Absorption Probabilities
for the Wiener Process . . . . . . . . . 103--110
Norbert Henze Random Triangles in Convex Regions . . . 111--125
A. M. Kellerer On the Number of Clumps Resulting from
the Overlap of Randomly Placed Figures
in a Plane . . . . . . . . . . . . . . . 126--135
Michel Baudin Note on the Determination of Cluster
Centers from a Realization of a
Multidimensional Poisson Cluster Process 136--143
W. M. Nawijn A Note on Many-Server Queueing Systems
with Ordered Entry, with an Application
to Conveyor Theory . . . . . . . . . . . 144--152
Frank Ball A Threshold Theorem for the Reed--Frost
Chain-Binomial Epidemic . . . . . . . . 153--157
Andrew F. Siegel and
George Sugihara Moments of Particle Size Distributions
under Sequential Breakage with
Applications to Species Abundance . . . 158--164
Joseph D. Petruccelli On the Best-Choice Problem When the
Number of Observations Is Random . . . . 165--171
K. G. Russell On the Number of Uniform Random
Variables Which Must Be Added to Exceed
a Given Level . . . . . . . . . . . . . 172--177
Harry Cohn On the Fluctuation of Stochastically
Monotone Markov Chains and Some
Applications . . . . . . . . . . . . . . 178--184
Mark Scott and
Dean L. Isaacson Proportional Intensities and Strong
Ergodicity for Markov Processes . . . . 185--190
R. L. Tweedie The Existence of Moments for Stationary
Markov Chains . . . . . . . . . . . . . 191--196
L. M. Ricciardi and
S. Sato A Note on the Evaluation of
First-Passage-Time Probability Densities 197--201
George Kimeldorf and
Peter F. Thall A Joint Characterization of the
Multinomial Distribution and the Poisson
Process . . . . . . . . . . . . . . . . 202--208
M. Sreehari A Characterization of the Geometric
Distribution . . . . . . . . . . . . . . 209--212
Izzet Sahin On the Continuous-Review (s, S)
Inventory Model under Compound Renewal
Demand and Random Lead Times . . . . . . 213--219
Ole Platz A Central Limit Theorem for a Security
of Supply Model . . . . . . . . . . . . 220--225
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Frank Ball The Threshold Behaviour of Epidemic
Models . . . . . . . . . . . . . . . . . 227--241
F. C. Klebaner Population-Size-Dependent Branching
Process with Linear Rate of Growth . . . 242--250
David Mannion Sequential Random Displacements of
Points in an Interval . . . . . . . . . 251--263
Gregory F. Lawler A Connective Constant for Loop-Erased
Self-Avoiding Random Walk . . . . . . . 264--276
Choon-Peng Tan Coefficients of Ergodicity with Respect
to Vector Norms . . . . . . . . . . . . 277--287
W. Henderson Non-Standard Insensitivity . . . . . . . 288--296
Brent M. Troutman Weak Convergence of the Adjusted Range
of Cumulative Sums of Exchangeable
Random Variables . . . . . . . . . . . . 297--304
J. Grasman and
D. Ludwig The Accuracy of the Diffusion
Approximation to the Expected Time to
Extinction for Some Discrete Stochastic
Processes . . . . . . . . . . . . . . . 305--321
Daren B. H. Cline Limit Theorems for the Shifting Level
Process . . . . . . . . . . . . . . . . 322--337
C. Park and
J. A. Beekman Stochastic Barriers for the Wiener
Process . . . . . . . . . . . . . . . . 338--348
Anthony G. Pakes Remarks on a Model of Competitive
Bidding for Employment . . . . . . . . . 349--357
D. G. Harlow and
R. L. Smith and
H. M. Taylor Lower Tail Analysis of the Distribution
of the Strength of Load-Sharing Systems 358--367
Lam Yeh and
L. C. Thomas Adaptive Control of M/M/1 Queues:
Continuous-Time Markov Decision Process
Approach . . . . . . . . . . . . . . . . 368--379
Vidyadhar G. Kulkarni On Queueing Systems with Retrials . . . 380--389
Thomas Sellke On the Asymptotic Distribution of the
Size of a Stochastic Epidemic . . . . . 390--394
W. G. S. Hines and
D. T. Bishop Evolutionarily Stable Strategies in
Diploid Populations with General
Inheritance Patterns . . . . . . . . . . 395--399
J. C. Tanner The Proportion of Quadrilaterals Formed
by Random Lines in a Plane . . . . . . . 400--404
Paul Kabaila Parameter Values of ARMA Models
Minimising the One-Step-Ahead Prediction
Error When the True System Is Not in the
Model Set . . . . . . . . . . . . . . . 405--408
R. A. Doney A Note on Conditioned Random Walk . . . 409--412
Ehud D. Karnin The First Repetition of a Pattern in a
Symmetric Bernoulli Sequence . . . . . . 413--418
Barron Brainerd A Limiting Distribution for Bernoulli
Trials with Second-Order Markov
Dependence . . . . . . . . . . . . . . . 419--422
G. S. Davies A Note on the Geometric/Probabilistic
Relationship in a Markov Manpower Model 423--428
S. Kalpakam and
M. A. Shahul Hameed Quasi-Stationary Distribution of a
Two-Unit Warm-Standby Redundant System 429--435
Wilfrid S. Kendall Coupling Methods and the Storage
Equation . . . . . . . . . . . . . . . . 436--441
J. Walrand A Note on Norton's Theorem for Queuing
Networks . . . . . . . . . . . . . . . . 442--444
R. D. Foley and
M. Yadin On the Moments of the Cumulative Idle
Time in an M/D/$ \infty $ Queue . . . . 445--447
Anonymous Acknowledgement: Weak Convergence of the
Simple Birth-and-Death Process . . . . . 448--448
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Stanley Sawyer A Stability Property of the Ewens
Sampling Formula . . . . . . . . . . . . 449--459
Ken-Iti Sato Limit Diffusions of Some Stepping-Stone
Models . . . . . . . . . . . . . . . . . 460--471
M. V. Kulkarni and
A. G. Pakes The Total Progeny of a Simple Branching
Process with State-Dependent Immigration 472--481
C. Cocozza-Thivent and
C. Kipnis and
M. Roussignol Stabilité de la Récurrence Nulle Pour
Certaines Cha\^\ines de Markov
Perturbées. (French) [Stability of the
null recurrence for some perturbed
Markov chains] . . . . . . . . . . . . . 482--504
Russell Gerrard Regularity Conditions for Semi-Markov
and Markov Chains in Continuous Time . . 505--512
Richard J. Kryscio and
Roy Saunders On Interpoint Distances for Planar
Poisson Cluster Processes . . . . . . . 513--528
W. J. R. Eplett Minimal Distributions in a Stochastic
Partial Ordering and Bounds for Gaussian
Processes . . . . . . . . . . . . . . . 529--536
Paul Embrechts A Property of the Generalized Inverse
Gaussian Distribution with Some
Applications . . . . . . . . . . . . . . 537--544
Svante Janson Limit Theorems for Some Sequential
Occupancy Problems . . . . . . . . . . . 545--553
V. V. Menon and
N. K. Indira On the Asymptotic Normality of the
Number of Replications of a Paired
Comparison . . . . . . . . . . . . . . . 554--562
S. N. Ethier and
S. Tavaré The Proportional Bettor's Return on
Investment . . . . . . . . . . . . . . . 563--573
Dieter König and
Volker Schmidt The Palm-Type Grain Size Distribution in
Stationary Grain Models . . . . . . . . 574--584
Peter Hall On the Roles of the Bessel and Poisson
Distributions in Chemical Kinetics . . . 585--599
J. G. Shanthikumar and
U. Sumita General Shock Models Associated with
Correlated Renewal Sequences . . . . . . 600--614
Bengt Klefsjö A Useful Ageing Property Based on the
Laplace Transform . . . . . . . . . . . 615--626
Laurence A. Baxter Availability Measures for Coherent
Systems of Separately Maintained
Components . . . . . . . . . . . . . . . 627--636
Dror Zuckerman Job Search: The Continuous Case . . . . 637--648
R. N. Bhattacharya and
Vijay K. Gupta and
Ed Waymire The Hurst Effect under Trends . . . . . 649--662
Samuel W. Woolford On a Generalized Finite-Capacity Storage
Model . . . . . . . . . . . . . . . . . 663--674
G. Hooghiemstra Conditioned Limit Theorems for
Waiting-Time Processes of the M/G/1
Queue . . . . . . . . . . . . . . . . . 675--688
W. G. S. Hines and
D. T. Bishop On Learning and the Evolutionarily
Stable Strategy . . . . . . . . . . . . 689--695
Robin Henderson and
Eric Renshaw and
David Ford A Note on the Recurrence of a Correlated
Random Walk . . . . . . . . . . . . . . 696--699
John Haigh Maintainability of Manpower Structures:
Counterexamples, Results and Conjectures 700--705
D. Fakinos The M/G/k Loss System with Servers
Subject to Breakdown . . . . . . . . . . 706--712
Anonymous Correction: On the Reduction in
Remaining System Lifetime Due to the
Failure of a Specific Component . . . . 713--713
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
M. J. Faddy The Outcome of a General Spatial
Epidemic on the Line . . . . . . . . . . 715--727
Aidan Sudbury The Time Taken for a Population to Grow
from Size $m$ to Size $ k m$ . . . . . . 728--736
C. R. Heathcote and
A. H. Welsh The Robust Estimation of Autoregressive
Processes by Functional Least Squares 737--753
Etsuo Isobe and
Shunsuke Sato Wiener--Hermite Expansion of a Process
Generated by an Itô Stochastic
Differential Equation . . . . . . . . . 754--765
Martin V. Day Comparison Results for Diffusions
Conditioned on Positivity . . . . . . . 766--777
J. C. Tanner Polygons Formed by Random Lines in a
Plane: Some Further Results . . . . . . 778--787
Larry P. Ammann Some Limit Theorems for Clustered
Occupancy Models . . . . . . . . . . . . 788--802
E. R. Canfield and
W. P. McCormick Exact and Limiting Distribution of
Sustained Maxima . . . . . . . . . . . . 803--813
K. F. Turkman and
A. M. Walker Limit Laws for the Maxima of a Class of
Quasi-Stationary Sequences . . . . . . . 814--821
Robert J. Henery Permutation Probabilities for Gamma
Random Variables . . . . . . . . . . . . 822--834
David Assaf Extreme-Point Solutions in Markov
Decision Processes . . . . . . . . . . . 835--842
Mynt Zijlstra Characterizations of the Geometric
Distribution by Distributional
Properties . . . . . . . . . . . . . . . 843--850
Mark Brown and
Frank Proschan Imperfect Repair . . . . . . . . . . . . 851--859
Dieter König and
Masakiyo Miyazawa and
Volker Schmidt On the Identification of Poisson
Arrivals in Queues with Coinciding
Time-Stationary and Customer-Stationary
State Distributions . . . . . . . . . . 860--871
Ch. A. Charalambides On Restricted and Pseudo-Contagious
Occupancy Distributions . . . . . . . . 872--876
Peter Hall On the Interpretation of Random
Fluctuations in Competing Chemical
Systems . . . . . . . . . . . . . . . . 877--883
Helmut Pruscha Learning Models with Continuous Time
Parameter and Multivariate Point
Processes . . . . . . . . . . . . . . . 884--890
K. I. Choe and
D. S. Bai A Secretary Problem with Backward
Solicitation and Uncertain Employment 891--896
Raymond J. Hickey Majorisation, Randomness and Some
Discrete Distributions . . . . . . . . . 897--902
Jean Walrand A Discrete-Time Queueing Network . . . . 903--909
B. K. Asare and
F. G. Foster Conditional Response Times in the M/G/1
Processor-Sharing System . . . . . . . . 910--915
W. Grassmann The Convexity of the Mean Queue Size of
the M/M/c Queue with Respect to the
Traffic Intensity . . . . . . . . . . . 916--919
Hau Leung Lee and
Morris A. Cohen A Note on the Convexity of Performance
Measures of M/M/c Queueing Systems . . . 920--923
Anonymous Volume Information . . . . . . . . . . . 924--927
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
R. Cressman and
W. G. S. Hines Evolutionarily Stable Strategies of
Diploid Populations with Semi-Dominant
Inheritance Patterns . . . . . . . . . . 1--9
Ushio Sumita On Conditional Passage Time Structure of
Birth-Death Processes . . . . . . . . . 10--21
K. V. Mitov and
N. M. Yanev Critical Galton--Watson Processes with
Decreasing State-Dependent Immigration 22--39
F. C. Klebaner Geometric Rate of Growth in
Population-Size-Dependent Branching
Processes . . . . . . . . . . . . . . . 40--49
Y. S. Chow and
K. F. Yu Some Limit Theorems for a Subcritical
Branching Process with Immigration . . . 50--57
Douglas H. Frank and
Stephen Durham Random Motion on Binary Trees . . . . . 58--69
E. G. Enns and
B. R. Smith and
P. F. Ehlers Hitting Spheres with Straight-Line
Motion or Brownian Motion . . . . . . . 70--79
Paul Embrechts and
Edward Omey A Property of Longtailed Distributions 80--87
Victor Solo Consistency for the Least Squares
Estimator in a Transfer Function Model 88--97
Minoru Yoshida Probability Maximizing Approach to a
Secretary Problem with Random
Change-Point of the Distribution Law of
the Observed Process . . . . . . . . . . 98--107
Gary Gottlieb and
Benny Levikson Optimal Replacement for Self-Repairing
Shock Models with General Failure Rate 108--119
Ramesh C. Gupta and
Eric S. Langford On the Determination of a Distribution
by Its Median Residual Life Function: A
Functional Equation . . . . . . . . . . 120--128
Teunis J. Ott On the M/G/1 Queue with Additional
Inputs . . . . . . . . . . . . . . . . . 129--142
Daniel P. Heyman and
Ward Whitt The Asymptotic Behavior of Queues with
Time-Varying Arrival Rates . . . . . . . 143--156
Marcel F. Neuts and
M. F. Ramalhoto A Service Model in Which the Server Is
Required to Search for Customers . . . . 157--166
Peter McCullagh Recurrence Processes . . . . . . . . . . 167--172
Michel Baudin Multidimensional Point Processes and
Random Closed Sets . . . . . . . . . . . 173--178
Bruce R. Ebanks Polynomially Additive Entropies . . . . 179--185
Jerzy Jaworski On a Random Mapping $ (T, P_j) $ . . . . 186--191
R. A. Doney A Note on Some Results of Schuh . . . . 192--196
E. M. Cabaña On the Transition Density of a
Multidimensional Parameter Wiener
Process with One Barrier . . . . . . . . 197--200
A. Dvurecenskij and
L. A. Kuljukina and
G. A. Ososkov On a Problem of the Busy-Period
Determination in Queues with Infinitely
Many Servers . . . . . . . . . . . . . . 201--206
A. Dvurecenskij The Busy Period of Order $n$ in the
GI/D/$ \infty $ Queue . . . . . . . . . 207--212
R. Cressman and
W. G. S. Hines Letter to the Editor . . . . . . . . . . 213--214
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
W. G. S. Hines and
D. T. Bishop On the Local Stability of an
Evolutionarily Stable Strategy in a
Diploid Population . . . . . . . . . . . 215--224
Abebe Tessera Population Processes Allowing Emigration
of Families . . . . . . . . . . . . . . 225--232
Robin Henderson and
Eric Renshaw and
David Ford A Correlated Random Walk Model for
Two-Dimensional Diffusion . . . . . . . 233--246
John C. Wierman Mixed Percolation on the Square Lattice 247--259
Pamela J. Davy Probability Models for Liberation . . . 260--269
Joseph D. Petruccelli and
Samuel W. Woolford A Threshold AR(1) Model . . . . . . . . 270--286
John A. Lane The Central Limit Theorem for the
Poisson Shot-Noise Process . . . . . . . 287--301
L. M. Ricciardi and
L. Sacerdote and
S. Sato On an Integral Equation for
First-Passage-Time Probability Densities 302--314
P.-C. G. Vassiliou Cyclic Behaviour and Asymptotic
Stability of Non-Homogeneous Markov
Systems . . . . . . . . . . . . . . . . 315--325
Paul Deheuvels The Characterization of Distributions by
Order Statistics and Record Values: A
Unified Approach . . . . . . . . . . . . 326--334
D. Vere-Jones and
Y. Ogata On the Moments of a Self-Correcting
Process . . . . . . . . . . . . . . . . 335--342
Kin Lam and
Ming-Ying Leung and
Man-Keung Siu Self-Organizing Files with Dependent
Accesses . . . . . . . . . . . . . . . . 343--359
Teunis J. Ott The Sojourn-Time Distribution in the
M/G/1 Queue with Processor Sharing . . . 360--378
William A. Massey An Operator-Analytic Approach to the
Jackson Network . . . . . . . . . . . . 379--393
B. W. Conolly The Autostrada Queueing Problem . . . . 394--403
Osman M. E. Ali and
Marcel F. Neuts A Service System with Two Stages of
Waiting and Feedback of Customers . . . 404--413
David M. Hull Conditions for Extinction in Certain
Bisexual Galton--Watson Branching
Processes . . . . . . . . . . . . . . . 414--418
John Gates Bounds for the Probability of Complete
Intersection of Random Chords in a
Circle . . . . . . . . . . . . . . . . . 419--424
Ramesh C. Gupta Relationships between Order Statistics
and Record Values and Some
Characterization Results . . . . . . . . 425--430
Toshio Nakagawa Optimal Number of Units for a Parallel
System . . . . . . . . . . . . . . . . . 431--436
V. Ramaswami The Sojourn Time in the GI/M/1 Queue
with Processor Sharing . . . . . . . . . 437--442
Frank Ball The Threshold Behaviour of Epidemic
Models . . . . . . . . . . . . . . . . . 443--444
Anonymous Correction: The Effect of Variability in
the GI/G/s Queue . . . . . . . . . . . . 445--446
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Olle Nerman The Stable Pedigrees of Critical
Branching Populations . . . . . . . . . 447--463
William J. Anderson A Multitrap Model for High-Intensity
Reciprocity Failure in the Photographic
Grain . . . . . . . . . . . . . . . . . 464--478
G. Louchard Kac's Formula, Levy's Local Time and
Brownian Excursion . . . . . . . . . . . 479--499
J.-P. Imhof Density Factorizations for Brownian
Motion, Meander and the
Three-Dimensional Bessel Process, and
Applications . . . . . . . . . . . . . . 500--510
Ian W. McKeague Estimation for Diffusion Processes under
Misspecified Models . . . . . . . . . . 511--520
Masami Yasuda Asymptotic Results for the Best-Choice
Problem with a Random Number of Objects 521--536
R. W. Chen and
V. N. Nair and
A. M. Odlyzko and
L. A. Shepp and
Y. Vardi Optimal Sequential Selection of $N$
Random Variables under a Constraint . . 537--547
M. P. Quine and
D. F. Watson Radial Generation of $n$-Dimensional
Poisson Procesess . . . . . . . . . . . 548--557
L. Holst and
J. Hüsler On the Random Coverage of the Circle . . 558--566
Atef M. Abdel-Moneim and
Frederick W. Leysieffer Lumpability for Non-Irreducible Finite
Markov Chains . . . . . . . . . . . . . 567--574
H. W. Lotwick Some Models for Multitype Spatial Point
Processes with Remarks on Analysing
Multitype Patterns . . . . . . . . . . . 575--582
Awi Federgruen and
Linda Green An M/G/c Queue in Which the Number of
Servers Required Is Random . . . . . . . 583--601
Werner E. Helm and
Karl-Heinz Waldmann Optimal Control of Arrivals to
Multiserver Queues in a Random
Environment . . . . . . . . . . . . . . 602--615
P. R. Parthasarathy and
M. Sharafali Some Notes on the Total Service Time in
Certain Loss Systems . . . . . . . . . . 616--627
Christos Langaris and
Brian Conolly On the Waiting Time of a Two-Stage
Queueing System with Blocking . . . . . 628--638
Stefan P. Niculescu On the Asymptotic Distribution of
Multivariate Renewal Processes . . . . . 639--645
Rudolf Mathar The Limit Behaviour of the Maximum of
Random Variables with Applications to
Outlier-Resistance . . . . . . . . . . . 646--650
John Gates A Note on the Volume of Small Random
Simplexes . . . . . . . . . . . . . . . 651--653
Sujit K. Basu and
Manish C. Bhattacharjee On Weak Convergence within the HNBUE
Family of Life Distributions . . . . . . 654--660
Xi-Ren Cao The Dependence of Sojourn Times on
Service Times in Tandem Queues . . . . . 661--667
J. Gani Obituary: Dr. Norma Ruth McArthur . . . 669--672
R. A. Doney On Conditional Passage-Time Structure of
Birth-Death Processes . . . . . . . . . 673--674
Michel Baudin Acknowledgement of Priority:
Multidimensional Point Processes and
Random Closed Sets . . . . . . . . . . . 675--675
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Philippe Picard Applications of Martingale Theory to
Some Epidemic Models, II . . . . . . . . 677--684
D. R. Grey Non-Negative Matrices, Dynamic
Programming and a Harvesting Problem . . 685--694
Henry C. Tuckwell and
Frederic Y. M. Wan First-Passage Time of Markov Process to
Moving Barriers . . . . . . . . . . . . 695--709
Richard F. Serfozo Rarefactions of Compound Point Processes 710--719
W. Dziubdziela Limit Laws for kth Order Statistics from
Strong-Mixing Processes . . . . . . . . 720--729
Gunnar Blom On the Stochastic Ordering of Waiting
Times for Patterns in Sequences of
Random Digits . . . . . . . . . . . . . 730--737
Peter Hall Mean and Variance of Vacancy for
Distribution of $k$-Dimensional Spheres
within $k$-Dimensional Space . . . . . . 738--752
C. Buchta and
J. Müller Random Polytopes in a Ball . . . . . . . 753--762
K. Lam Comparison of Self-Organizing Linear
Search Rules . . . . . . . . . . . . . . 763--776
C. Courcoubetis and
P. Varaiya and
J. Walrand Invariance in Resource-Sharing Systems 777--785
S. G. Ghurye and
Albert W. Marshall Shock Processes with Aftereffects and
Multivariate Lack of Memory . . . . . . 786--801
Laurence A. Baxter Continuum Structures I . . . . . . . . . 802--815
Mohamed Abdel-Hameed Life Distribution Properties of Devices
Subject to a Pure Jump Damage Process 816--825
Bent Natvig and
Arnfried Streller The Steady-State Behaviour of Multistate
Monotone Systems . . . . . . . . . . . . 826--835
Brent M. Troutman and
Michael R. Karlinger On the Expected Width Function for
Topologically Random Channel Networks 836--849
D. Y. Burman and
J. P. Lehoczky and
Y. Lim Insensitivity of Blocking Probabilities
in a Circuit-Switching Network . . . . . 850--859
Jonathan B. Goodman and
William A. Massey The Non-Ergodic Jackson Network . . . . 860--869
J. P. C. Blanc Asymptotic Analysis of a Queueing System
with a Two-Dimensional State Space . . . 870--886
D. J. Daley and
T. Rolski Some Comparability Results for Waiting
Times in Single- and Many-Server Queues 887--900
Barry Wolfson Some Moment Results for Certain Tandem
and Multiple-Server Queues . . . . . . . 901--910
Kari Kuulasmaa and
Stan Zachary On Spatial General Spidemics and Bond
Percolation Processes . . . . . . . . . 911--914
F. Thomas Bruss A Note on Extinction Criteria for
Bisexual Galton--Watson Processes . . . 915--919
Howard Weiner Moments of the Maximum in a Critical
Branching Process . . . . . . . . . . . 920--923
Raymond J. Hickey Continuous Majorisation and Randomness 924--929
Donald W. K. Andrews Non-Strong Mixing Autoregressive
Processes . . . . . . . . . . . . . . . 930--934
J. Gani Obituary: Richard Bellman . . . . . . . 935--936
J. W. Cohen On Processor Sharing and Random Service 937--937
Anonymous Volume Information . . . . . . . . . . . 938--941
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
R. Cressman and
A. T. Dash Evolutionarily Stable Strategies with
Two Types of Player. I. Two-Species
Haploid or Randomly Mating Diploid . . . 1--14
Rakesh Shukla and
R. C. Srivastava The Statistical Analysis of Direct
Repeats in Nucleic Acid Sequences . . . 15--24
Reinhard Höpfner On Some Classes of
Population-Size-Dependent Galton--Watson
Processes . . . . . . . . . . . . . . . 25--36
A. Joffe and
W. A. O'N. Waugh The Kin Number Problem in a Multitype
Galton--Watson Population . . . . . . . 37--47
F. C. Klebaner A Limit Theorem for
Population-Size-Dependent Branching
Processes . . . . . . . . . . . . . . . 48--57
A. J. Branford A Self-Excited Migration Process . . . . 58--67
A. M. Kellerer Counting Figures in Planar Random
Configurations . . . . . . . . . . . . . 68--81
E. B. Jensen and
H. J. G. Gundersen The Stereological Estimation of Moments
of Particle Volume . . . . . . . . . . . 82--98
J. Durbin The First-Passage Density of a
Continuous Gaussian Process to a General
Boundary . . . . . . . . . . . . . . . . 99--122
Hideo \=Osawa Reversibility of Markov Chains with
Applications to Storage Models . . . . . 123--137
Wojciech Szpankowski Some Sufficient Conditions for
Non-Ergodicity of Markov Chains . . . . 138--147
E. Seneta and
R. L. Tweedie Moments for Stationary and
Quasi-Stationary Distributions of Markov
Chains . . . . . . . . . . . . . . . . . 148--155
Ward Whitt The Renewal-Process Stationary-Excess
Operator . . . . . . . . . . . . . . . . 156--167
P. Whittle Partial Balance and Insensitivity . . . 168--176
Theodore P. Hill and
Arie Hordijk Selection of Order of Observation in
Optimal Stopping Problems . . . . . . . 177--184
David Assaf and
Moshe Shaked and
J. George Shanthikumar First-Passage Times with PF$_r$
Densities . . . . . . . . . . . . . . . 185--196
Thomas H. Savits A Multivariate IFR Class . . . . . . . . 197--204
Michael Rubinovitch The Slow Server Problem . . . . . . . . 205--213
Jos H. A. De Smit The Queue GI/H$_m$ /s in Continuous Time 214--222
B. Gail Ivanoff and
E. Seneta The Critical Branching Process with
Immigration Stopped at Zero . . . . . . 223--227
Stephen Breen and
Michael S. Waterman and
Ning Zhang Renewal Theory for Several Patterns . . 228--234
W. Droste and
W. Wefelmeyer A Note on Strong Unimodality and
Dispersivity . . . . . . . . . . . . . . 235--239
E. Frostig and
I. Adiri Stochastic Flowshop No-Wait Scheduling 240--246
David Assaf and
Naftali A. Langberg Presentation of Phase-Type Distributions
as Proper Mixtures . . . . . . . . . . . 247--250
Robin Henderson and
Eric Renshaw and
David Ford Acknowledgement . . . . . . . . . . . . 251--251
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Seppo Niemi On Non-Singular Markov Renewal Processes
with an Application to a
Growth-Catastrophe Model . . . . . . . . 253--266
K. S. Chan and
Joseph D. Petruccelli and
H. Tong and
Samuel W. Woolford A Multiple-Threshold AR(1) Model . . . . 267--279
Stefan P. Niculescu and
Edward Omey On the Exact Order of Normal
Approximation in Multivariate Renewal
Theory . . . . . . . . . . . . . . . . . 280--287
Knut K. Aase R&D Projects Analyzed by Semimartingale
Methods . . . . . . . . . . . . . . . . 288--299
Y. L. Deng On the Comparison of Point Processes . . 300--313
A. Deffner and
E. Haeusler A Characterization of Order Statistic
Point Processes That Are Mixed Poisson
Processes and Mixed Sample Processes
Simultaneously . . . . . . . . . . . . . 314--323
J. M. McNamara An Optimal Sequential Policy for
Controlling a Markov Renewal Process . . 324--335
Kyle Siegrist Estimation and Optimal Stopping in a
Debugging Model with Masking . . . . . . 336--345
A. G. Nobile and
L. M. Ricciardi and
L. Sacerdote A Note on First-Passage Time and Some
Related Problems . . . . . . . . . . . . 346--359
A. G. Nobile and
L. M. Ricciardi and
L. Sacerdote Exponential Trends of
Ornstein--Uhlenbeck First-Passage-Time
Densities . . . . . . . . . . . . . . . 360--369
Henry W. Block and
Wagner S. Borges and
Thomas H. Savits Age-Dependent Minimal Repair . . . . . . 370--385
Y. L. Tong A Rearrangement Inequality for the
Longest Run, with an Application to
Network Reliability . . . . . . . . . . 386--393
Dieter König and
Volker Schmidt Stationary Queue-Length Characteristics
in Queues with Delayed Feedback . . . . 394--407
Masakiyo Miyazawa The Intensity Conservation Law for
Queues with Randomly Changed Service
Rate . . . . . . . . . . . . . . . . . . 408--418
Bharat T. Doshi A Note on Stochastic Decomposition in a
GI/G/1 Queue with Vacations or Set-up
Times . . . . . . . . . . . . . . . . . 419--428
Marek Kanter Lower Bounds for the Probability of
Overload in Certain Queueing Networks 429--436
Peter Clifford and
Aidan Sudbury Looking Backwards in Time in the Moran
Model in Population Genetics . . . . . . 437--442
Aidan Sudbury The Proportion of the Population Never
Hearing a Rumour . . . . . . . . . . . . 443--446
Peter Guttorp and
Reg Kulperger and
Richard Lockhart A Coupling Proof of Weak Convergence . . 447--453
Simeon M. Berman An Asymptotic Formula for the
Distribution of the Maximum of a
Gaussian Process with Stationary
Increments . . . . . . . . . . . . . . . 454--460
Valeri T. Stefanov On the Moments of Some First-Passage
Times . . . . . . . . . . . . . . . . . 461--466
Nader Ebrahimi A Stress-Strength System . . . . . . . . 467--472
Nils Lid Hjort and
Bent Natvig and
Espen Funnemark The Association in Time of a Markov
Process with Application to Multistate
Reliability Theory . . . . . . . . . . . 473--479
Lam Yeh Optimal Control of a Finite Dam:
Average-Cost Case . . . . . . . . . . . 480--484
Anonymous Correction: How Many Random Digits Are
Required until Given Sequences Are
Obtained? . . . . . . . . . . . . . . . 485--485
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Rocco Ballerini and
Sidney Resnick Records from Improving Populations . . . 487--502
Helmut Pruscha Parametric Inference in Markov Branching
Processes with Time-Dependent Random
Immigration Rate . . . . . . . . . . . . 503--517
Luis-M. Cruz-Orive Estimating Volumes from Systematic
Hyperplane Sections . . . . . . . . . . 518--530
D. J. Gates and
M. Westcott Accurate and Asymptotic Results for
Distributions of Scan Statistics . . . . 531--542
William P. McCormick Weak and Strong Law Results for a
Function of the Spacings . . . . . . . . 543--555
J. Van Den Berg and
H. Kesten Inequalities with Applications to
Percolation and Reliability . . . . . . 556--569
Mary G. Leitnaker and
Peter Purdue Compartmental Models with Transfer
Delays: A Semi-Markov Approach . . . . . 570--582
P.-C. G. Vassiliou and
I. Gerontidis Variances and Covariances of the Grade
Sizes in Manpower Systems . . . . . . . 583--597
Rainer Dahlhaus On a Spectral Density Estimate Obtained
by Averaging Periodograms . . . . . . . 598--610
A. G. Nobile and
L. M. Ricciardi and
L. Sacerdote Exponential Trends of First-Passage-Time
Densities for a Class of Diffusion
Processes with Steady-State Distribution 611--618
Ward Whitt Uniform Conditional Variability Ordering
of Probability Distributions . . . . . . 619--633
Anders Martin-Löf A Limit Theorem Which Clarifies the
'Petersburg Paradox' . . . . . . . . . . 634--643
Mitsushi Tamaki Adaptive Approach to Some Stopping
Problems . . . . . . . . . . . . . . . . 644--652
A. G. De Kok Asymptotic Analysis for a
Production-Inventory Control Model with
Renewal Arrivals and Exponential Demands 653--667
Pyke Tin A Queueing System with Markov-Dependent
Arrivals . . . . . . . . . . . . . . . . 668--677
A. Dvurecenskij and
G. A. Ososkov On a Modified Counter with Prolonging
Dead Time . . . . . . . . . . . . . . . 678--687
A. G. De Kok and
H. G. Tijms A Queueing System with Impatient
Customers . . . . . . . . . . . . . . . 688--696
Wolfgang Stadje The Busy Period of the Queueing System
M/G/$ \infty $ . . . . . . . . . . . . . 697--704
Rudolf Grübel Tail Behaviour of Ladder-Height
Distributions in Random Walks . . . . . 705--709
Rolf Schneider Inequalities for Random Flats Meeting a
Convex Body . . . . . . . . . . . . . . 710--716
Uri Liberman An Order Statistic Characterization of
the Poisson Renewal Process . . . . . . 717--722
Terje Aven Upper (Lower) Bounds on the Mean of the
Maximum (Minimum) of a Number of Random
Variables . . . . . . . . . . . . . . . 723--728
Donald W. K. Andrews A Nearly Independent, but Non-Strong
Mixing, Triangular Array . . . . . . . . 729--731
Paulo Renato De Morais Optimal Design of a Storage System with
Constant or Linear Release Rate . . . . 732--738
Michael Pinedo and
Zvi Chechner Inequalities and Bounds for the
Scheduling of Stochastic Jobs on
Parallel Machines . . . . . . . . . . . 739--744
Anonymous Correction: Dispersive Ordering of
Distributions . . . . . . . . . . . . . 745--745
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
W. G. S. Hines and
John Haigh Non-Linear ESS Models and Polymorphism 747--756
K. V. Mitov and
N. M. Yanev Bellman--Harris Branching Processes with
State-Dependent Immigration . . . . . . 757--765
Norbert Herrndorf First-Passage Percolation Processes with
Finite Height . . . . . . . . . . . . . 766--775
M. Yadin and
S. Zacks The Visibility of Stationary and Moving
Targets in the Plane Subject to a
Poisson Field of Shadowing Elements . . 776--786
Gary Gottlieb An Optimal Betting Strategy for Repeated
Games . . . . . . . . . . . . . . . . . 787--795
Jonathan Kuhn The Risk-Sensitive Homing Problem . . . 796--803
J. Gani and
Pyke Tin On a Class of Continuous-Time Markov
Processes . . . . . . . . . . . . . . . 804--815
Paul Deheuvels The Limiting Behaviour of the Maximal
Spacing Generated by an I.I.D. Sequence
of Gaussian Random Variables . . . . . . 816--827
J. Chandramohan and
Lung-Kuang Liang Bernoulli, Multinomial and Markov Chain
Thinning of Some Point Processes and
Some Results about the Superposition of
Dependent Renewal Processes . . . . . . 828--835
Tamás F. Móri and
Gábor J. Székely A Note on the Background of Several
Bonferroni--Galambos-Type Inequalities 836--843
A. Gravey A Simple Construction of an Upper Bound
for the Mean of the Maximum of $n$
Identically Distributed Random Variables 844--851
G. Hooghiemstra and
M. Keane Calculation of the Equilibrium
Distribution for a Solar Energy Storage
Model . . . . . . . . . . . . . . . . . 852--864
Shlomo Halfin The Shortest Queue Problem . . . . . . . 865--878
Michael Rubinovitch The Slow Server Problem: A Queue with
Stalling . . . . . . . . . . . . . . . . 879--892
Hermann Thorisson On Regenerative and Ergodic Properties
of the $k$-Server Queue with
Non-Stationary Poisson Arrivals . . . . 893--902
V. Giorno and
C. Negri and
A. G. Nobile A Solvable Model for a Finite-Capacity
Queueing System . . . . . . . . . . . . 903--911
J. George Shanthikumar and
Ushio Sumita On the Busy-Period Distributions of
M/G/1/K Queues with State-Dependent
Arrivals and FCFS/LCFS-P Service
Disciplines . . . . . . . . . . . . . . 912--919
R. Höpfner A Note on the Probability of Extinction
in a Class of Population-Size-Dependent
Galton--Watson Processes . . . . . . . . 920--925
Z. Seyda Deligönül An Approximate Solution of the Integral
Equation of Renewal Theory . . . . . . . 926--931
G. S. Davies A Note on a Continuous-Time Markov
Manpower Model . . . . . . . . . . . . . 932--938
David D. Yao First-Passage-Time Moments of Markov
Processes . . . . . . . . . . . . . . . 939--945
Jan Vrbik Asymptotic Distribution of the
Coefficient of Cross-Association Based
on a Simple Markov-Chain Model . . . . . 946--950
J. B. T. M. Roerdink A Note on the Asymptotic Properties of
Correlated Random Walks . . . . . . . . 951--956
Ian B. MacNeill and
V. K. Jandhyala The Residual Process for Non-Linear
Regression . . . . . . . . . . . . . . . 957--963
C. Park Boundaries with Negative Jumps for the
Brownian Motion . . . . . . . . . . . . 964--970
Chung-Wen Chow and
Zvi Schechner On Stopping Rules in Proofreading . . . 971--977
Ole Platz A Sharp Upper Probability Bound for the
Occurrence of at Least $m$ out of $n$
Events . . . . . . . . . . . . . . . . . 978--981
William S. Griffith and
C. Srinivasan A Note on Survival Models under a Markov
Process . . . . . . . . . . . . . . . . 982--988
P. R. Kumar and
J. Walrand Individually Optimal Routing in Parallel
Systems . . . . . . . . . . . . . . . . 989--995
P. Todorovic Letter to the Editor . . . . . . . . . . 996--996
Anonymous Correction: The Characterization of
Distributions by Order Statistics and
Record Values: A Unified Approach . . . 997--997
Anonymous Volume Information . . . . . . . . . . . 998--1002
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
S. E. Hitchcock Extinction Probabilities in
Predator-Prey Models . . . . . . . . . . 1--13
B. Mellein and
J. L. Vicente On the Kinetics of Multitype Polymer
Reactions . . . . . . . . . . . . . . . 14--27
A. Reza Soltani and
A. Khodadadi Run Probabilities and the Motion of a
Particle on a Given Path . . . . . . . . 28--41
Gaston Giroux Asymptotic Results for Non-Linear
Processes of the McKean Tagged-Molecule
Type . . . . . . . . . . . . . . . . . . 42--51
Emily Murphree and
Walter L. Smith On Transient Regenerative Processes . . 52--70
Masaaki Kijima and
Ushio Sumita A Useful Generalization of Renewal
Theory: Counting Processes Governed by
Non-Negative Markovian Increments . . . 71--88
Michael L. Hogan Comment on ``\booktitleCorrected
Diffusion Approximations in Certain
Random Walk Problems'' . . . . . . . . . 89--96
Fred Huffer Variability Orderings Related to
Coverage Problems on the Circle . . . . 97--106
Mohamed Abdel-Hameed Optimum Replacement of a System Subject
to Shocks . . . . . . . . . . . . . . . 107--114
Tapani Lehtonen On the Ordering of Tandem Queues with
Exponential Servers . . . . . . . . . . 115--129
Donald M. Topkis Reordering Heuristics for Routing in
Communications Networks . . . . . . . . 130--143
V. G. Kulkarni Expected Waiting Times in a Multiclass
Batch Arrival Retrial Queue . . . . . . 144--154
C. Langaris A Correlated Queue with Infinitely Many
Servers . . . . . . . . . . . . . . . . 155--165
C. Langaris The Waiting-Time Process of a Queueing
System with Gamma-Type Input and
Blocking . . . . . . . . . . . . . . . . 166--174
C. A. O'Cinneide and
P. Purdue The M/M/$ \infty $ Queue in a Random
Environment . . . . . . . . . . . . . . 175--184
G. I. Falin On the Waiting-Time Process in a
Single-Line Queue with Repeated Calls 185--192
Toshinao Nakatsuka The Substability and Ergodicity of
Complicated Queueing Systems . . . . . . 193--200
Gillian Iossif Return Probabilities for Correlated
Random Walks . . . . . . . . . . . . . . 201--207
Donald R. Fredkin and
John A. Rice On Aggregated Markov Processes . . . . . 208--214
Moshe Pollak and
David Siegmund Convergence of Quasi-Stationary to
Stationary Distributions for
Stochastically Monotone Markov Processes 215--220
Norbert Henze On the Probability That a Random Point
Is the jth Nearest Neighbour to Its Own
kth Nearest Neighbour . . . . . . . . . 221--226
R. C. Srivastava On Characterizations of the Geometric
Distribution by Independence of
Functions of Order Statistics . . . . . 227--232
Pushpa Lata Gupta and
Ramesh C. Gupta A Characterization of the Poisson
Process . . . . . . . . . . . . . . . . 233--235
Behnam Pourbabai and
David Sonderman Server Utilization Factors in Queueing
Loss Systems with Ordered Entry and
Heterogeneous Servers . . . . . . . . . 236--242
D. Fakinos On the Single-Server Queue with the
Preemptive-Resume Last-Come-First-Served
Queue Discipline . . . . . . . . . . . . 243--248
John R. Hubbard and
Claude Dennis Pegden and
Matthew Rosenshine The Departure Process for the M/M/1
Queue . . . . . . . . . . . . . . . . . 249--255
Robert D. Foley Stationary Poisson Departure Processes
from Non-Stationary Queues . . . . . . . 256--260
Saeed Ghahramani Finiteness of Moments of Partial Busy
Periods for M/G/C Queues . . . . . . . . 261--264
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anders Martin-Löf Symmetric Sampling Procedures, General
Epidemic Processes and Their Threshold
Limit Theorems . . . . . . . . . . . . . 265--282
Peter Donnelly A Genealogical Approach to
Variable-Population-Size Models in
Population Genetics . . . . . . . . . . 283--296
Reinhard Höpfner Some Results on
Population-Size-Dependent Galton--Watson
Processes . . . . . . . . . . . . . . . 297--306
A. M. Kellerer The Variance of a Poisson Process of
Domains . . . . . . . . . . . . . . . . 307--321
Jürg Hüsler On Point Processes on the Circle . . . . 322--331
Chern-Ching Chao and
John Slivka Some Exact Distributions of a Last
One-Sided Exit Time in the Simple Random
Walk . . . . . . . . . . . . . . . . . . 332--340
G. Mazziotto Approximations of the Optimal Stopping
Problem in Partial Observation . . . . . 341--354
Paul Deheuvels and
Josef Steinebach Exact Convergence Rate of an
Erd\Hos--Rényi Strong Law for Moving
Quantiles . . . . . . . . . . . . . . . 355--369
P. L. Davies Rates of Convergence to the Stationary
Distribution for $k$-Dimensional
Diffusion Processes . . . . . . . . . . 370--384
Enzo Orsingher A Planar Random Motion Governed by the
Two-Dimensional Telegraph Equation . . . 385--397
V. Giorno and
A. G. Nobile and
L. M. Ricciardi and
L. Sacerdote Some Remarks on the Rayleigh Process . . 398--408
A. Thavaneswaran and
M. E. Thompson Optimal Estimation for Semimartingales 409--417
Dennis V. Lindley and
Nozer D. Singpurwalla Multivariate Distributions for the Life
Lengths of Components of a System
Sharing a Common Environment . . . . . . 418--431
Terje Aven and
Bo Bergman Optimal Replacement Times: A General
Set-up . . . . . . . . . . . . . . . . . 432--442
Masakiyo Miyazawa Approximation of the Queue-Length
Distribution of an M/GI/s Queue by the
Basic Equations . . . . . . . . . . . . 443--458
V. V. Kalashnikov and
S. T. Rachev Characterizations of Inverse Problems in
Queueing and Their Stability . . . . . . 459--473
J. George Shanthikumar and
David D. Yao The Effect of Increasing Service Rates
in a Closed Queueing Network . . . . . . 474--483
M. H. van Hoorn and
L. P. Seelen Approximations for the GI/G/c Queue . . 484--494
Bruno Viscolani An Adaptive Multistage Queueing System 495--503
N. C. Weber The Wright--Fisher Model with Varying
Selection . . . . . . . . . . . . . . . 504--508
Kim-Anh Do and
Herbert Solomon A Simulation Study of Sylvester's
Problem in Three Dimensions . . . . . . 509--513
Dror Zuckerman Optimal Stopping in a Continuous Search
Model . . . . . . . . . . . . . . . . . 514--518
Kyle Siegrist Markov Chains with Binomial Time Change 519--523
J. Michael Steele and
Luke Tierney Boundary Domination and the Distribution
of the Largest Nearest-Neighbor Link in
Higher Dimensions . . . . . . . . . . . 524--528
R. J. Martin A Note on the Asymptotic Eigenvalues and
Eigenvectors of the Dispersion Matrix of
a Second-Order Stationary Process on a
$d$-Dimensional Lattice . . . . . . . . 529--535
Toshio Nakagawa Periodic and Sequential Preventive
Maintenance Policies . . . . . . . . . . 536--542
William A. Massey A Family of Bounds for the Transient
Behavior of a Jackson Network . . . . . 543--549
Robert B. Cooper and
Shun-Chen Niu Bene\vs's Formula for M/G/1-FIFO
`Explained' by Preemptive-Resume LIFO 550--554
R. Szekli On the Concavity of the Waiting-Time
Distribution in Some GI/G/I Queues . . . 555--561
Anonymous Correction: Extreme-Value Properties of
the Explosion-Time Distribution in a
Pure Birth Process . . . . . . . . . . . 562--562
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Gianpaolo Scalia-Tomba Asymptotic Final Size Distribution of
the Multitype Reed-Frost Process . . . . 563--584
D. J. Daley and
David M. Hull and
James M. Taylor Bisexual Galton--Watson Branching
Processes with Superadditive Mating
Functions . . . . . . . . . . . . . . . 585--600
K. Kämmerle and
H.-J. Schuh The Maximum in Critical Galton--Watson
and Birth and Death Processes . . . . . 601--613
G. Kersting On Recurrence and Transience of Growth
Models . . . . . . . . . . . . . . . . . 614--625
Narendra Karmarkar and
Richard M. Karp and
George S. Lueker and
Andrew M. Odlyzko Probabilistic Analysis of Optimum
Partitioning . . . . . . . . . . . . . . 626--645
Shigeru Mase On the Possible Form of Size
Distributions for Gibbsian Processes of
Mutually Non-Intersecting Balls . . . . 646--659
Laurence A. Baxter and
Chul Kim Bounding the Stochastic Performance of
Continuum Structure Functions. I . . . . 660--669
S. Lalley A First-Passage Problem for a
Two-Dimensional Controlled Random Walk 670--678
W. Dziubdziela Limit Laws for kth Order Statistics from
Conditionally Mixing Arrays of Random
Variables . . . . . . . . . . . . . . . 679--687
Yoshiaki Itoh and
Herbert Solomon Random Sequential Coding by Hamming
Distance . . . . . . . . . . . . . . . . 688--695
Teruhisa Nakai A Search Game with One Object and Two
Searchers . . . . . . . . . . . . . . . 696--707
R. R. Weber Optimal Search for a Randomly Moving
Object . . . . . . . . . . . . . . . . . 708--717
Mitsushi Tamaki A Full-Information Best-Choice Problem
with Finite Memory . . . . . . . . . . . 718--735
Ilkka Norros Notes on Natvig's Measure of Importance
of System Components . . . . . . . . . . 736--747
Jayant V. Deshpande and
Subhash C. Kochar and
Harshinder Singh Aspects of Positive Ageing . . . . . . . 748--758
Antonín Lesanovský Comparison of Two Replacement Policies 759--769
Emad El-Neweihi and
Frank Proschan and
Jayaram Sethuraman Optimal Allocation of Components in
Parallel-Series and Series-Parallel
Systems . . . . . . . . . . . . . . . . 770--777
K. Azoury and
P. H. Brill An Application of the System-Point
Method to Inventory Models under
Continuous Review . . . . . . . . . . . 778--789
J. Keilson and
L. D. Servi Oscillating Random Walk Models for
GI/G/1 Vacation Systems with Bernoulli
Schedules . . . . . . . . . . . . . . . 790--802
Jeffrey J. Hunter The Non-Renewal Nature of the
Quasi-Input Process in the M/G/1/$
\infty $ Queue . . . . . . . . . . . . . 803--811
François Baccelli Exponential Martingales and Wald's
Formulas for Two-Queue Networks . . . . 812--819
J. H. Bagley On the Asymptotic Properties of a
Supercritical Bisexual Branching Process 820--826
J. H. Bagley On the Almost Sure Convergence of
Controlled Branching Processes . . . . . 827--831
Frank Ball A Note on the Total Size Distribution of
Epidemic Models . . . . . . . . . . . . 832--836
Norbert Henze On the Moments of Vacancy of Random Arcs
on the Circle . . . . . . . . . . . . . 837--840
R. R. Weber and
P. Varaiya and
J. Walrand Scheduling Jobs with Stochastically
Ordered Processing Times on Parallel
Machines to Minimize Expected Flowtime 841--847
Anonymous Correction: Mixed Cox Processes, with an
Application to Accident Statistics . . . 848--849
Anonymous Correction: Maintainability of Manpower
Structures: Counterexamples, Results and
Conjectures . . . . . . . . . . . . . . 849--849
Anonymous Correction: Some Exact Distribution of a
Last One-Sided Exit Time in the Simple
Random Walk . . . . . . . . . . . . . . 849--849
Anonymous Acknowledgement: A Simple Construction
of an Upper Bound for the Mean of the
Maximum of $n$ Identically Distributed
Random Variables . . . . . . . . . . . . 850--850
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
P. J. Brockwell The Extinction Time of a General Birth
and Death Process with Catastrophes . . 851--858
A. J. Branford On a Property of Finite-State Birth and
Death Processes . . . . . . . . . . . . 859--866
F. W. Steutel Avalanches of Electrons in a Gas . . . . 867--879
Krishna B. Athreya and
Sastry G. Pantula Mixing Properties of Harris Chains and
Autoregressive Processes . . . . . . . . 880--892
Michael L. Wenocur Brownian Motion with Quadratic Killing
and Some Implications . . . . . . . . . 893--903
Claude Lefevre and
Marc Hallin and
Prakash Narayan On Fractional Linear Bounds for
Probability Generating Functions . . . . 904--913
Raymond J. Hickey Concepts of Dispersion in Distributions:
A Comparative Note . . . . . . . . . . . 914--921
Gane Samb Lo Asymptotic Behavior of Hill's Estimate
and Applications . . . . . . . . . . . . 922--936
Jürg Hüsler Extreme Values of Non-Stationary Random
Sequences . . . . . . . . . . . . . . . 937--950
H. Solomon and
C. Sutton A Simulation Study of Random Caps on a
Sphere . . . . . . . . . . . . . . . . . 951--960
Ursula Maria Molter Tangential Measure on the Set of Convex
Infinite Cylinders . . . . . . . . . . . 961--972
Masamitsu Ohnishi and
Hajime Kawai and
Hisashi Mine An Optimal Inspection and Replacement
Policy for a Deteriorating System . . . 973--988
C. Courcoubetis and
R. R. Weber Necessary and Sufficient Conditions for
Stability of a Bin-Packing System . . . 989--999
Gerd Schmidt The Spitzer Identity for Some Bivariate
Processes in Queueing Theory: An
Algebraic Approach . . . . . . . . . . . 1000--1007
Fred M. Hoppe Size-Biased Filtering of
Poisson--Dirichlet Samples with an
Application to Partition Structures in
Genetics . . . . . . . . . . . . . . . . 1008--1012
B. G. Quinn and
H. L. MacGillivray Normal Approximations to Discrete
Unimodal Distributions . . . . . . . . . 1013--1018
Walter Van Assche Products of $ 2 \times 2 $ Stochastic
Matrices with Random Entries . . . . . . 1019--1024
H. Künsch Discrimination between Monotonic Trends
and Long-Range Dependence . . . . . . . 1025--1030
E. B. Jensen and
J. Mòller Stereological Versions of Integral
Geometric Formulae for $n$-Dimensional
Ellipsoids . . . . . . . . . . . . . . . 1031--1037
A. P. Basu and
S. N. U. A. Kirmani Some Results Involving HNBUE
Distributions . . . . . . . . . . . . . 1038--1044
J. Newton A Solvable Model for a Finite-Capacity
Queueing System . . . . . . . . . . . . 1045--1047
Villy Baek Iversen and
Bo Friis Nielsen Comments on a Paper by V. Giorno, C.
Negri and A. G. Nobile [1] . . . . . . . 1047--1048
V. Giorno and
C. Negri and
A. G. Nobile A Reply to Iversen and Nielsen's Letter 1049--1050
D. R. Grey Comment on Survey at Earlier Work [That]
Omitted the Paper of Mendelssohn . . . . 1050--1050
Anonymous Volume Information . . . . . . . . . . . 1051--1055
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . i-157
J. Gani Preface . . . . . . . . . . . . . . . . v--vi
Anonymous Publications of E. J. Hannan . . . . . . 1--5
Peter Bloomfield Non-Singularity and Asymptotic
Independence . . . . . . . . . . . . . . 9--21
M. Deistler Linear Dynamic Errors-in-Variables
Models . . . . . . . . . . . . . . . . . 23--39
Emanuel Parzen Quantile Spectral Analysis and
Long-Memory Time Series . . . . . . . . 41--54
Jorma Rissanen Order Estimation by Accumulated
Prediction Errors . . . . . . . . . . . 55--61
Victor Solo Identifiability of Time Series Models
with Errors in Variables . . . . . . . . 63--71
An Hong-Zhi and
Chen Zhao-Guo The Identification of ARMA Processes . . 75--87
Richard H. Jones Time Series Regression with Unequally
Spaced Data . . . . . . . . . . . . . . 89--98
J. H. W. Penm and
R. D. Terrell The `Derived' Moving-Average Model and
Its Role in Causality . . . . . . . . . 99--111
P. M. Robinson On a Model for a Time Series of
Cross-Sections . . . . . . . . . . . . . 113--125
Ritei Shibata Consistency of Model Selection and
Parameter Estimation . . . . . . . . . . 127--141
P. J. Thomson Band-Limited Spectral Estimation of
Autoregressive: Moving-Average Processes 143--155
Murray A. Cameron The Comparison of Transient Responses to
Stimuli . . . . . . . . . . . . . . . . 159--172
J. Durbin Approximate Distributions of Student's
$t$-Statistics for Autoregressive
Coefficients Calculated from Regression
Residuals . . . . . . . . . . . . . . . 173--185
Yuzo Hosoya A Simultaneous Test in the Presence of
Nested Alternative Hypotheses . . . . . 187--200
B. G. Quinn Testing for the Presence of Sinusoidal
Components . . . . . . . . . . . . . . . 201--210
Katsuto Tanaka Asymptotic Expansions for Time Series
Statistics . . . . . . . . . . . . . . . 211--227
Anonymous Back Matter . . . . . . . . . . . . . . 229--438
D. F. Nicholls The Box--Jenkins Approach to Random
Coefficient Autoregressive Modelling . . 231--240
Tohru Ozaki Local Gaussian Modelling of Stochastic
Dynamical Systems in the Analysis of
Non-Linear Random Vibrations . . . . . . 241--255
M. B. Priestley and
S. M. Heravi Identification of Non-Linear Systems
Using General State-Dependent Models . . 257--272
David R. Brillinger Regression for Randomly Sampled Spatial
Series: The Trigonometric Case . . . . . 275--289
Yosihiko Ogata and
Koichi Katsura Point-Process Models with Linearly
Parametrized Intensity for Application
to Earthquake Data . . . . . . . . . . . 291--310
M. Rosenblatt Parameter Estimation for
Finite-Parameter Stationary Random
Fields . . . . . . . . . . . . . . . . . 311--318
M. S. Bartlett Mixed Cox Processes, with an Application
to Accident Statistics . . . . . . . . . 321--333
J. Gani and
Pyke Tin A Note on the Two-Sex Population Process 335--344
C. C. Heyde On the Use of Time Series
Representations of Population Models . . 345--353
T. P. Speed ANOVA Models with Random Effects: An
Approach via Symmetry . . . . . . . . . 355--368
J. G. Veitch and
G. S. Watson Random Cyclic Transformations of Points 369--382
Peter Whittle The Risk-Sensitive Certainty Equivalence
Principle . . . . . . . . . . . . . . . 383--388
Craig F. Ansley and
Robert Kohn On the Equivalence of Two Stochastic
Approaches to Spline Smoothing . . . . . 391--405
John Henstridge Data Structures: The Problem of Time
Series Computing . . . . . . . . . . . . 407--411
P. A. P. Moran Orthant Probabilities and Gaussian
Markov Processes . . . . . . . . . . . . 413--417
M. R. Osborne and
G. K. Smyth An Algorithm for Exponential Fitting
Revisited . . . . . . . . . . . . . . . 419--430
Charles J. Mode and
Marc E. Jacobson and
Gary T. Pickens A Stochastic Population Projection
System Based on General Age-Dependent
Branching Processes . . . . . . . . . . 1--13
V. G. Gadag and
M. B. Rajarshi On Multitype Processes Based on Progeny
Length of Particles of a Supercritical
Galton--Watson Process . . . . . . . . . 14--24
Richard Cornez Birth and Death Processes in Random
Environments with Feedback . . . . . . . 25--34
T. Björk and
J. Myhrman and
M. Persson Optimal Consumption with Stochastic
Prices in Continuous Time . . . . . . . 35--47
Naftali A. Langberg and
David S. Stoffer Moving-Average Models with Bivariate
Exponential and Geometric Distributions 48--61
L. De Haan and
E. Verkade On Extreme-Value Theory in the Presence
of a Trend . . . . . . . . . . . . . . . 62--76
Steinar Engen and
Eva Seim Uniformly Best Invariant Stopping Rules 77--87
Emily S. Murphree Transient Renewal Processes in the
Subexponential Case . . . . . . . . . . 88--96
Knut K. Aase Stochastic Control of Geometric
Processes . . . . . . . . . . . . . . . 97--104
Gejza Dohnal On Estimating the Diffusion Coefficient 105--114
Nader Ebrahimi Bivariate Processes with Positive or
Negative Dependent Structures . . . . . 115--122
J. George Shanthikumar On Stochastic Comparison of Random
Vectors . . . . . . . . . . . . . . . . 123--136
Chia-Chyuan Kuo and
S. Leigh Phoenix Recursions and Limit Theorems for the
Strength and Lifetime Distributions of a
Fibrous Composite . . . . . . . . . . . 137--159
Enrique Castillo and
Janos Galambos Lifetime Regression Models Based on a
Functional Equation of Physical Nature 160--169
Tapan Kumar Nayak Multivariate Lomax Distribution:
Properties and Usefulness in Reliability
Theory . . . . . . . . . . . . . . . . . 170--177
Norman L. Johnson and
Samuel Kotz A Modified Repair Strategy for
Two-Component Systems with Revealed and
Unrevealed Faults . . . . . . . . . . . 178--185
Lam Yeh and
Lou Jiann Hua Optimal Control of a Finite Dam: Wiener
Process Input . . . . . . . . . . . . . 186--199
Wolfgang Stadje Asymptotic Behaviour of a Stopping Time
Related to Cumulative Sum Procedures and
Single-Server Queues . . . . . . . . . . 200--214
Sòren Asmussen and
Hermann Thorisson A Markov Chain Approach to Periodic
Queues . . . . . . . . . . . . . . . . . 215--225
William A. Massey Calculating Exit Times for Series
Jackson Networks . . . . . . . . . . . . 226--234
U. Sumita On Limiting Behavior of Ordinary and
Conditional First-Passage Times for a
Class of Birth-Death Processes . . . . . 235--240
M. J. Faddy and
Warren W. Esty A Stochastic Death Process with
Elimination by Pairing . . . . . . . . . 241--245
Dietmar Pfeifer and
Ursula Heller A Martingale Characterization of Mixed
Poisson Processes . . . . . . . . . . . 246--251
G. Hooghiemstra On Functionals of the Adjusted Range
Process . . . . . . . . . . . . . . . . 252--257
Ljuben R. Mutafchiev On Random Mappings with a Single
Attracting Centre . . . . . . . . . . . 258--264
James Lynch Antistarshapedness, Dispersiveness and
Mixtures . . . . . . . . . . . . . . . . 265--269
Masami Kurano Learning Algorithms for Markov Decision
Processes . . . . . . . . . . . . . . . 270--276
L. E. Garey and
R. D. Gupta A Note on Continuous Search Algorithms 277--280
Terje Aven and
Simen Gaarder Optimal Replacement in a Shock Model:
Discrete Time . . . . . . . . . . . . . 281--287
C. D. Lai Letter to the Editor . . . . . . . . . . 288--289
W. Stadje Acknowledgement . . . . . . . . . . . . 290--290
Anonymous Corrections: A Correlated Queue with
Infinitely Many Servers . . . . . . . . 291--291
Anonymous Corrections: On the Moments of a
Self-Correcting Process . . . . . . . . 291--291
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
F. W. O. Saporu On the Solution of Compartmental
Processes and Their Use in Modelling
Stages of Infection of a Disease with
Reference to Onchocerciasis . . . . . . 293--303
J. D. Biggins and
Thomas Götz Expected Population Size in the
Generation-Dependent Branching Process 304--314
Enzo Orsingher Stochastic Motions on the $3$-Sphere
Governed by Wave and Heat Equations . . 315--327
M. Rosenblatt Scale Renormalization and Random
Solutions of the Burgers Equation . . . 328--338
Linn I. Sennott Conditions for the Non-Ergodicity of
Markov Chains with Application to a
Communication System . . . . . . . . . . 339--346
Guy Fayolle and
Rudolph Iasnogorodski Criteria for the Non-Ergodicity of
Stochastic Processes: Application to the
Exponential Back-off Protocol . . . . . 347--354
L. M. Ricciardi and
L. Sacerdote On the Probability Densities of an
Ornstein--Uhlenbeck Process with a
Reflecting Boundary . . . . . . . . . . 355--369
E. J. Pauwels Smooth First-Passage Densities for
One-Dimensional Diffusions . . . . . . . 370--377
Igor Rychlik Joint Distribution of Successive Zero
Crossing Distances for Stationary
Gaussian Processes . . . . . . . . . . . 378--385
John W. Mamer Monotone Stopping Games . . . . . . . . 386--401
Gary Gottlieb Non-Random Shuffling for Multiple Decks 402--410
Wilfrid S. Kendall and
Joseph Mecke The Range of the Mean-Value Quantities
of Planar Tessellations . . . . . . . . 411--421
F. W. Huffer and
L. A. Shepp On the Probability of Covering the
Circle by Random Arcs . . . . . . . . . 422--429
Thomas Kämpke On the Optimality of Static Priority
Policies in Stochastic Scheduling on
Parallel Machines . . . . . . . . . . . 430--448
Kevin K. Anderson Limit Theorems for General Shock Models
with Infinite Mean Intershock Times . . 449--456
F. A. Attia The Control of a Finite Dam with Penalty
Cost Function: Markov Input Rate . . . . 457--465
Betsy S. Greenberg and
Ronald W. Wolff An Upper Bound on the Performance of
Queues with Returning Customers . . . . 466--475
Christos Langaris Busy-Period Analysis of a Correlated
Queue with Exponential Demand and
Service . . . . . . . . . . . . . . . . 476--485
Thomas Hanschke Explicit Formulas for the
Characteristics of the M/M/2/2 Queue
with Repeated Attempts . . . . . . . . . 486--494
Austin J. Lemoine On Sojourn Time in Jackson Networks of
Queues . . . . . . . . . . . . . . . . . 495--510
R. Schassberger and
H. Daduna Sojourn Times in Queuing Networks with
Multiserver Modes . . . . . . . . . . . 511--521
B. Pittel An Urn Model for Cannibal Behavior . . . 522--526
Peter A. Rogerson Probabilities of Choosing Applicants of
Arbitrary Rank in the Secretary Problem 527--533
A. C. Dallas Characterizing the Geometric
Distribution Using Expectations of Order
Statistics . . . . . . . . . . . . . . . 534--539
J. P. C. Blanc A Note on Waiting Times in Systems with
Queues in Parallel . . . . . . . . . . . 540--546
Ronald W. Wolff Upper Bounds on Work in System for
Multichannel Queues . . . . . . . . . . 547--551
Erik A. van Doorn and
Alan J. Branford Comments on a Paper by A. J. Branford 552--554
Roman Boyko Comment on Paper by Gani and Tin . . . . 554--554
Anonymous Correction: First-Passage Times with $
{\rm PF}_r $ Densities . . . . . . . . . 555--555
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Edward I. George Sampling Random Polygons . . . . . . . . 557--573
Enzo Orsingher On the Maximum of Random Fields
Represented by Stochastic Integrals over
Circles . . . . . . . . . . . . . . . . 574--585
A. D. Barbour and
G. K. Eagleson An Improved Poisson Limit Theorem for
Sums of Dissociated Random Variables . . 586--599
Diana Gibson and
E. Seneta Augmented Truncations of Infinite
Stochastic Matrices . . . . . . . . . . 600--608
Laurence A. Baxter and
Chul Kim Bounding the Stochastic Performance of
Continuum Structure Functions. II . . . 609--618
Richard L. Smith and
Ishay Weissman Large Deviations of Tail Estimators
Based on the Pareto Approximation . . . 619--630
Masaaki Kijima Spectral Structure of the
First-Passage-Time Densities for Classes
of Markov Chains . . . . . . . . . . . . 631--643
Frederick J. Beutler and
Keith W. Ross Uniformization for Semi-Markov Decision
Processes under Stationary Policies . . 644--656
S. Anily and
A. Federgruen Simulated Annealing Methods with General
Acceptance Probabilities . . . . . . . . 657--667
R. J. Kulperger Some Remarks on Regression with
Autoregressive Errors and Their Residual
Processes . . . . . . . . . . . . . . . 668--678
Bo Henry Lindqvist Monotone and Associated Markov Chains,
with Applications to Reliability Theory 679--695
Arie Hordijk and
Ad Ridder Stochastic Inequalities for an Overflow
Model . . . . . . . . . . . . . . . . . 696--708
A. Federgruen and
H. Groenevelt The Impact of the Composition of the
Customer Base in General Queueing Models 709--724
Arie Harel and
Paul Zipkin The Convexity of a General Performance
Measure for Multiserver Queues . . . . . 725--736
J. George Shanthikumar and
Ushio Sumita Convex Ordering of Sojourn Times in
Single-Server Queues: Extremal
Properties of FIFO and LIFO Service
Disciplines . . . . . . . . . . . . . . 737--748
Zvi Rosberg Bounds on the Expected Waiting Time in a
GI/G/1 Queue: Upgrading for Low Traffic
Intensity . . . . . . . . . . . . . . . 749--757
D. Fakinos The Single-Server Queue with Service
Depending on Queue Size and with the
Preemptive-Resume Last-Come-First-Served
Queue Discipline . . . . . . . . . . . . 758--767
Anthony G. Pakes Remarks on the Maxima of a Martingale
Sequence with Application to the Simple
Critical Branching Process . . . . . . . 768--772
David Gilat On the Best Order of Observation in
Optimal Stopping Problems . . . . . . . 773--778
Chul Kim and
Laurence A. Baxter Reliability Importance for Continuum
Structure Functions . . . . . . . . . . 779--785
Anonymous Correction: A Stress-Strength System . . 786--786
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
P. Todorovic and
J. Gani Modeling the Effect of Erosion on Crop
Production . . . . . . . . . . . . . . . 787--797
F. M. Dekking Subcritical Branching Processes in a
Two-State Random Environment, and a
Percolation Problem on Trees . . . . . . 798--808
J. Michael Steele and
Lawrence A. Shepp and
William F. Eddy On the Number of Leaves of a Euclidean
Minimal Spanning Tree . . . . . . . . . 809--826
Rocco Ballerini and
Sidney I. Resnick Embedding Sequences of Successive Maxima
in Extremal Processes, with Applications 827--837
W. J. Voorn Characterization of the Logistic and
Loglogistic Distributions by Extreme
Value Related Stability with Random
Sample Size . . . . . . . . . . . . . . 838--851
Henk Brozius and
Laurens de Haan On Limiting Laws for the Convex Hull of
a Sample . . . . . . . . . . . . . . . . 852--862
J. Gates Some Properties of Chord Length
Distributions . . . . . . . . . . . . . 863--874
Ib M. Skovgaard Saddlepoint Expansions for Conditional
Distributions . . . . . . . . . . . . . 875--887
Václav E. Benes and
Ioannis Karatzas Transition Probabilities for Some
`Special' Diffusions . . . . . . . . . . 888--898
Jacques-Édouard Dies Transience des Cha\^\ines de Markov
Linéaires sur les Permutations. (French)
[Transience of Markov chains on linear
permutations] . . . . . . . . . . . . . 899--907
Eric Renshaw The Discrete Uhlenbeck--Ornstein Process 908--917
F. Thomas Bruss On an Optimal Selection Problem of Cowan
and Zabczyk . . . . . . . . . . . . . . 918--928
A. J. Heunis Non-Linear Filtering of Rare Events with
Large Signal-to-Noise Ratio . . . . . . 929--948
O. J. Boxma and
W. P. Groenendijk Pseudo-Conservation Laws in
Cyclic-Service Systems . . . . . . . . . 949--964
Ilze Ziedins Quasi-Stationary Distributions and
One-Dimensional Circuit-Switched
Networks . . . . . . . . . . . . . . . . 965--977
Fred W. Huffer Inequalities for the M/G/$ \infty $
Queue and Related Shot Noise Processes 978--989
Benjamin Avi-Itzhak and
Shlomo Halfin Server Sharing with a Limited Number of
Service Positions and Symmetric Queues 990--1000
Prem S. Puri On Almost Sure Convergence of an Erosion
Process Due to Todorovic and Gani . . . 1001--1005
G. Abdallaoui Probability of Maintaining or Attaining
a Structure in One Step . . . . . . . . 1006--1011
Gerard Hooghiemstra and
Wolfgang Stadje Letter to the Editor . . . . . . . . . . 1012--1013
Anonymous Correction: A Modified Repair Strategy
for Two-Component Systems with Revealed
and Unrevealed Faults . . . . . . . . . 1014--1014
Anonymous Volume Information . . . . . . . . . . . 1015--1018
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Herbert Ziezold and
Christian Grillenberger On the Critical Infection Rate of the
One-Dimensional Basic Contact Process:
Numerical Results . . . . . . . . . . . 1--8
Arie Hordijk and
Ad Ridder Insensitive Bounds for the Stationary
Distribution of Non-Reversible Markov
Chains . . . . . . . . . . . . . . . . . 9--20
G. Tsaklidis and
P.-C. G. Vassiliou Asymptotic Periodicity of the Variances
and Covariances of the State Sizes in
Non-Homogeneous Markov Systems . . . . . 21--33
Jean Johnson and
Dean Isaacson Conditions for Strong Ergodicity Using
Intensity Matrices . . . . . . . . . . . 34--42
Luigi M. Ricciardi and
Shunsuke Sato First-Passage-Time Density and Moments
of the Ornstein--Uhlenbeck Process . . . 43--57
D. Y. Downham and
S. B. Fotopoulos The Transient Behaviour of the Simple
Random Walk in the Plane . . . . . . . . 58--69
O. E. Percus and
J. K. Percus Coin Tossing, Revisited . . . . . . . . 70--80
J. Glaz and
B. Johnson Boundary Crossing for Moving Sums . . . 81--88
K. B. Athreya Hitting Times of Decreasing Sets for
Regenerative Processes . . . . . . . . . 89--96
J. H. Reeves and
V. F. Flack A Generalization of the Classical
Secretary Problem: Dependent Arrival
Sequences . . . . . . . . . . . . . . . 97--105
Richard Arratia and
Pricilla Morris and
Michael S. Waterman Stochastic Scrabble: Large Deviations
for Sequences with Scores . . . . . . . 106--119
N. H. Bingham and
R. A. Doney On Higher-Dimensional Analogues of the
Arc-Sine Law . . . . . . . . . . . . . . 120--131
Claudia Klüppelberg Subexponential Distributions and
Integrated Tails . . . . . . . . . . . . 132--141
Eric S. Tollar A Characterization of the Gamma
Distribution from a Random Difference
Equation . . . . . . . . . . . . . . . . 142--149
Moshe Shaked and
J. George Shanthikumar Multivariate Conditional Hazard Rates
and the MIFRA and MIFR Properties . . . 150--168
D. König and
M. Miyazawa Relationships and Decomposition in the
Delayed Bernoulli Feedback Queueing
System . . . . . . . . . . . . . . . . . 169--183
V. Anantharam Modelling the Flow of Coalescing Data
Streams through a Processor . . . . . . 184--193
R. Schassberger The Steady-State Distribution of Spent
Service Times Present in the M/G/1
Foreground-Background Processor-Sharing
Queue . . . . . . . . . . . . . . . . . 194--203
Ravindra M. Phatarfod Sums and Weighted Sums of a Gamma Markov
Sequence . . . . . . . . . . . . . . . . 204--209
Timothy C. Brown and
M. Gopalan Nair A Simple Proof of the Multivariate
Random Time Change Theorem for Point
Processes . . . . . . . . . . . . . . . 210--214
Svante Janson Random Coverings of the Circle by Arcs
with Restricted Endpoints . . . . . . . 215--219
Kevin K. Anderson A Note on Cumulative Shock Models . . . 220--223
Antony Svoronos and
Linda Green A Convexity Result for Single-Server
Exponential Loss Systems with
Non-Stationary Arrivals . . . . . . . . 224--227
Gordon E. Willmot A Note on the Equilibrium M/G/1 Queue
Length . . . . . . . . . . . . . . . . . 228--231
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
John Haigh The Distribution of Evolutionarily
Stable Strategies . . . . . . . . . . . 233--246
Fima C. Klebaner Conditions for Fixation of an Allele in
the Density-Dependent Wright--Fisher
Models . . . . . . . . . . . . . . . . . 247--256
D. Szynal and
S. Wedrychowicz On Solutions of a Stochastic Integral
Equation of the Volterra Type with
Applications for Chemotherapy . . . . . 257--267
A. G. Kalamatianou A Model for Responding to Promotion
Blockages . . . . . . . . . . . . . . . 268--278
Masaaki Kijima On Passage and Conditional Passage Times
for Markov Chains in Continuous Time . . 279--290
Hsiaw-Chan Yeh and
Barry C. Arnold and
Christopher A. Robertson Pareto Processes . . . . . . . . . . . . 291--301
Tomás Cipra Autoregressive Processes in Optimization 302--312
Ed McKenzie The Distributional Structure of Finite
Moving-Average Processes . . . . . . . . 313--321
J. Mòller Stereological Analysis of Particles of
Varying Ellipsoidal Shape . . . . . . . 322--335
R. C. Griffiths On the Distribution of Points in a
Poisson Dirichlet Process . . . . . . . 336--345
Fred Huffer Divided Differences and the Joint
Distribution of Linear Combinations of
Spacings . . . . . . . . . . . . . . . . 346--354
Nader Ebrahimi and
T. Ramalingam On the Dependence Structure of Hitting
Times of Univariate Processes . . . . . 355--362
Mitsushi Tamaki Optimal Stopping in the Parking Problem
with U-Turn . . . . . . . . . . . . . . 363--374
A. Rangan and
R. Esther Grace A Non-Markov Model for the Optimum
Replacement of Self-Repairing Systems
Subject to Shocks . . . . . . . . . . . 375--382
Thomas H. Savits Some Multivariate Distributions Derived
from a Non-Fatal Shock Model . . . . . . 383--390
Karl Sigman Regeneration in Tandem Queues with
Multiserver Stations . . . . . . . . . . 391--403
Julian Keilson and
Ravi Ramaswamy The Backlog and Depletion-Time Process
for M/G/1 Vacation Models with
Exhaustive Service Discipline . . . . . 404--412
Eric Willekens On Higher Moments of the Population Size
in a Subcritical Branching Process . . . 413--417
M. R. Chernick and
D. J. Daley and
R. P. Littlejohn A Time-Reversibility Relationship
between Two Markov Chains with
Exponential Stationary Distributions . . 418--422
Nikos Yannaros On Cox Processes and Gamma Renewal
Processes . . . . . . . . . . . . . . . 423--427
O. Chryssaphinou and
S. Papastavridis A Limit Theorem for the Number of
Non-Overlapping Occurrences of a Pattern
in a Sequence of Independent Trials . . 428--431
Ronald W. Wolff Sample-Path Derivations of the Excess,
Age, and Spread Distributions . . . . . 432--436
Bert Fristedt and
Donald A. Berry Optimality of Myopic Stopping Times for
Geometric Discounting . . . . . . . . . 437--443
K. R. Parthasarathy Obituary: Andrei Nikolaevich Kolmogorov 445--450
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
W. Th. F. Den Hollander and
G. H. Weiss On the Range of a Constrained Random
Walk . . . . . . . . . . . . . . . . . . 451--463
Laurel Smith and
Persi Diaconis Honest Bernoulli Excursions . . . . . . 464--477
Ilan Eshel and
Daphna Weinshall Cooperation in a Repeated Game with
Random Payment Function . . . . . . . . 478--491
P. B. Cerrito An Improved Stochastic Model Allowing
Interaction among Individuals . . . . . 492--500
Moshe Shaked and
J. George Shanthikumar On the First-Passage Times of Pure Jump
Processes . . . . . . . . . . . . . . . 501--509
Dilip Roy and
S. P. Mukherjee Generalised Mixtures of Exponential
Distributions . . . . . . . . . . . . . 510--518
Jürg Hüsler Maximal, Non-Uniform Spacings and the
Coverage Problem . . . . . . . . . . . . 519--528
L. Benkherouf and
J. A. Bather Oil Exploration: Sequential Decisions in
the Face of Uncertainty . . . . . . . . 529--543
Masami Yasuda The Optimal Value of Markov Stopping
Problems with One-Step Look Ahead Policy 544--552
Jian Liu and
Peter J. Brockwell On the General Bilinear Time Series
Model . . . . . . . . . . . . . . . . . 553--564
Masakiyo Miyazawa and
Genji Yamazaki The Basic Equations for a Supplemented
GSMP and Its Applications to Queues . . 565--578
Benjamin Avi-Itzhak and
Shlomo Halfin Response Times in M/M/1 Time-Sharing
Schemes with Limited Number of Service
Positions . . . . . . . . . . . . . . . 579--595
Xing Jin On Berry--Esseen Rate for Queue Length
of the GI/G/K System in Heavy Traffic 596--611
C. J. Ridler-Rowe Extinction Times for Certain
Predator-Prey Processes . . . . . . . . 612--616
Irini Papaderou-Vogiatzaki and
Rolf Schneider A Collision Probability Problem . . . . 617--623
Stephen Scheinberg Waiting Times for Multiple Occurrences
of Several Events . . . . . . . . . . . 624--629
Anatoli Yashin and
Elja Arjas A Note on Random Intensities and
Conditional Survival Functions . . . . . 630--635
V. Ramaswami and
D. M. Lucantoni Moments of the Stationary Waiting Time
in the GI/PH/1 Queue . . . . . . . . . . 636--641
Vijay K. Rohatgi Obituary: Eugene Lukacs . . . . . . . . 642--646
Anonymous Correction: Optimum Replacement of a
System Subject to Shocks . . . . . . . . 647--647
Anonymous Correction: On an Optimal Selection
Problem of Cowan and Zabczyk . . . . . . 647--647
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
L. Billard and
P. W. A. Dayananda A Drug Addiction Model . . . . . . . . . 649--662
Claude Lefevre and
Marie-Pierre Malice Comparisons for Carrier-Borne Epidemics
in Heterogeneous and Homogeneous
Populations . . . . . . . . . . . . . . 663--674
Ushio Sumita and
Maria Rieders First Passage Times and Lumpability of
Semi-Markov Processes . . . . . . . . . 675--687
Rex A. Dwyer On the Convex Hull of Random Points in a
Polytope . . . . . . . . . . . . . . . . 688--699
E. G. Enns and
P. F. Ehlers Chords through a Convex Body Generated
from within an Embedded Body . . . . . . 700--707
Peter Waksman Inverting the Statistics of the Circle
Transform . . . . . . . . . . . . . . . 708--716
L. Holst and
J. E. Kennedy and
M. P. Quine Rates of Poisson Convergence for Some
Coverage and Urn Problems Using Coupling 717--724
Anders Rygh Swensen A Note on a Randomized Occupancy Problem 725--732
David Balding Diffusion-Reaction in One Dimension . . 733--743
Eric Renshaw The High-Order Autocovariance Structure
of the Telegraph Wave . . . . . . . . . 744--751
Tapani Lehtonen Scheduling Jobs with Exponential
Processing Times on Parallel Machines 752--762
Allen Currit and
Nozer D. Singpurwalla On the Reliability Function of a System
of Components Sharing a Common
Environment . . . . . . . . . . . . . . 763--771
S. Papastavridis and
I. Hadzichristos Formulas for the Reliability of a
Consecutive-$k$-out-of-$n$: $F$ System 772--779
Naftali A. Langberg Comparisons of Replacement Policies . . 780--788
Thomas H. Savits A Cost Relationship between Age and
Block Replacement Policies . . . . . . . 789--796
Vinod Sharma Stability and Continuity for Slotted
Aloha with Stationary Non-Independent
Input Traffic . . . . . . . . . . . . . 797--807
Keith N. Crank A Method for Approximating the
Probability Functions of a Markov Chain 808--814
Dragan Banjevi\'c On Some Statistics Connected with Runs
in Markov Chains . . . . . . . . . . . . 815--821
Nikos Yannaros The Inverses of Thinned Renewal
Processes . . . . . . . . . . . . . . . 822--828
J. Durbin A Reconciliation of Two Different
Expressions for the First-Passage
Density of Brownian Motion to a Curved
Boundary . . . . . . . . . . . . . . . . 829--832
Fred W. Huffer Some Results concerning Random Arcs on
the Circle . . . . . . . . . . . . . . . 833--838
Gordon E. Willmot Letter to the Editor . . . . . . . . . . 839--839
Anonymous Correction: The First-Passage Density of
a Continuous Gaussian Process to a
General Boundary . . . . . . . . . . . . 840--840
Anonymous Volume Information . . . . . . . . . . . 841--844
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . i-320
Anonymous Preface . . . . . . . . . . . . . . . . v--viii
J. Gani Adventures in Applied Probability . . . 3--23
David G. Kendall Applied Probability: Past, Present and
Future . . . . . . . . . . . . . . . . . 25--30
Marcel F. Neuts Computer Experimentation in Applied
Probability . . . . . . . . . . . . . . 31--43
Mavis Hitchcock The Origin and Growth of the Applied
Probability Trust . . . . . . . . . . . 47--64
Kathleen M. Lyle Hot Metal to Hard Disc . . . . . . . . . 65--75
M. S. Bartlett Stochastic Models and Field Trials . . . 79--89
Peter J. Brockwell Stochastic Models in Cell Kinetics . . . 91--111
J. F. C. Kingman Typical Polymorphisms Maintained by
Selection at a Single Locus . . . . . . 113--125
Cedric A. B. Smith and
Robert Thomson Estimation of Inbreeding from Population
Samples . . . . . . . . . . . . . . . . 127--135
P. D. Finch Bell's Inequality, Probability Modelling
and Quantum Correlation Experiments . . 139--150
K. R. Parthasarathy The Passage from Random Walk to
Diffusion in Quantum Probability . . . . 151--166
Geoffrey S. Watson Some Discrete Distributions Associated
with Orthogonal Polynomials . . . . . . 167--171
A. D. Barbour Stein's Method and Poisson Process
Convergence . . . . . . . . . . . . . . 175--184
Samuel Karlin Coincident Probabilities and
Applications in Combinatorics . . . . . 185--200
R. M. Loynes Some Applications of Weak Convergence to
Statistics . . . . . . . . . . . . . . . 201--211
N. H. Bingham On the Limit of a Supercritical
Branching Process . . . . . . . . . . . 215--228
Ron Engelen and
Paul Tommassen and
Wim Vervaat Ignatov's Theorem: A New and Short Proof 229--236
J. Keilson and
M. Zachmann Homogeneous Row-Continuous Bivariate
Markov Chains with Boundaries . . . . . 237--256
N. U. Prabhu Theory of Semiregenerative Phenomena . . 257--274
R. L. Tweedie Invariant Measures for Markov Chains
with no Irreducibility Assumptions . . . 275--285
P. Whittle Restless Bandits: Activity Allocation in
a Changing World . . . . . . . . . . . . 287--298
E. J. Hannan and
J. Rissanen The Width of a Spectral Window . . . . . 301--307
C. C. Heyde Some Thoughts on Stationary Processes
and Linear Time Series Analysis . . . . 309--318
J. W. Cohen On Entrance Times of a Homogeneous
$N$-Dimensional Random Walk: An Identity 321--333
J. Gani A Correlated Random Walk for the
Transport and Sedimentation of Particles 335--346
J. M. Hammersley Mesoadditive Processes and the Specific
Conductivity of Lattices . . . . . . . . 347--358
Lajos Takács On the Limit Distribution of the Number
of Cycles in a Random Graph . . . . . . 359--376
Anonymous Back Matter . . . . . . . . . . . . . . 377--387
V. G. Gadag and
M. B. Rajarshi Multitype Branching Processes Based on
Exact Progeny Lengths of Particles in a
Galton--Watson Branching Process . . . . 1--8
Donald A. Dawson and
Klaus Fleischmann A Stochastic Explosive Reaction System
with Sampling . . . . . . . . . . . . . 9--22
S. Kalpazidou Representation of Denumerable Markov
Chains with Multiple States by Weighted
Circuits . . . . . . . . . . . . . . . . 23--35
Georg Lindgren Slepian Models for $ \chi^2 $-Processes
with Dependent Components with
Application to Envelope Upcrossings . . 36--49
Mario Lefebvre Commande Optimale du Processus de
Wiener. (French) [Optimal control of
Wiener processes] . . . . . . . . . . . 50--57
J. R. Leslie On the Non-Closure under Convolution of
the Subexponential Family . . . . . . . 58--66
Holger Dette and
Norbert Henze The Limit Distribution of the Largest
Nearest-Neighbour Link in the Unit
$d$-Cube . . . . . . . . . . . . . . . . 67--80
Philip J. Boland and
Frank Proschan and
Y. L. Tong Modelling Dependence in Simple and
Indirect Majority Systems . . . . . . . 81--88
Masaaki Kijima Some Results for Repairable Systems with
General Repair . . . . . . . . . . . . . 89--102
Lajos Takács Ballots, Queues and Random Graphs . . . 103--112
Nico M. Van Dijk A Proof of Simple Insensitive Bounds for
a Pure Overflow System . . . . . . . . . 113--120
James McKenna A Generalization of Little's Law to
Moments of Queue Lengths and Waiting
Times in Closed, Product-Form Queueing
Networks . . . . . . . . . . . . . . . . 121--133
Pantelis Tsoucas and
Jean Walrand Monotonicity of Throughput in
Non-Markovian Networks . . . . . . . . . 134--141
S. D. Sharma On a Non-Markovian Time-Dependent
Queueing System . . . . . . . . . . . . 142--151
Betsy S. Greenberg M/G/1 Queueing Systems with Returning
Customers . . . . . . . . . . . . . . . 152--163
John Haigh How Large Is the Support of an ESS? . . 164--170
Pierre Baldi and
Yosef Rinott Asymptotic Normality of Some
Graph-Related Statistics . . . . . . . . 171--175
Wen-Jang Huang On Some Characterizations of the Poisson
Process . . . . . . . . . . . . . . . . 176--181
Enzo Orsingher On the Maximum of Gaussian Fourier
Series Emerging in the Analysis of
Random Vibrations . . . . . . . . . . . 182--188
P. A. Blight Time Series Formed from the
Superposition of Discrete Renewal
Processes . . . . . . . . . . . . . . . 189--195
Laurence A. Baxter and
Seung Min Lee Structure Functions with Finite Minimal
Vector Sets . . . . . . . . . . . . . . 196--201
Claude Lef\`evre and
Marie-Pierre Malice On a System of Components with Joint
Lifetimes Distributed as a Mixture of
Independent Exponential Laws . . . . . . 202--208
Bhaskar Sengupta A Perturbation Method for Solving Some
Queues with Processor Sharing Discipline 209--214
E. J. Hannan Obituary: Some Memories of Pat Moran . . 215--218
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
M. Teresa Alpuim An Extremal Markovian Sequence . . . . . 219--232
Stratis Kounias and
Kiki Sotirakoglou Bonferroni Bounds Revisited . . . . . . 233--241
W. Henderson and
P. Taylor Insensitivity of Processes with
Interruptions . . . . . . . . . . . . . 242--258
Barthold F. Van Wel The Convex Hull of a Uniform Sample from
the Interior of a Simple $d$-Polytope 259--273
Gy. Terdik and
T. Subba Rao On Wiener--Itô Representation and the
Best Linear Predictors for Bilinear Time
Series . . . . . . . . . . . . . . . . . 274--286
Nader Ebrahimi and
T. Ramallingam On the Dependence Structure of Hitting
Times of Multivariate Processes . . . . 287--295
Rudolf Grübel Stochastic Models as Functionals: Some
Remarks on the Renewal Case . . . . . . 296--303
T. S. Ferguson and
J. P. Hardwick Stopping Rules for Proofreading . . . . 304--313
F. A. Attia Resolvent Operators of Markov Processes
and Their Applications in the Control of
a Finite Dam . . . . . . . . . . . . . . 314--324
R. W. R. Darling Infinite-Dimensional Stochastic
Difference Equations for Particle
Systems and Network Flows . . . . . . . 325--344
Jewgeni Dshalalow Multichannel Queueing Systems with
Infinite Waiting Room and Stochastic
Control . . . . . . . . . . . . . . . . 345--362
S. A. Berezner and
V. A. Malyshev The Stability of Infinite-Server
Networks with Random Routing . . . . . . 363--371
Nico M. van Dijk An LCFS Finite Buffer Model with Finite
Source Batch Input . . . . . . . . . . . 372--380
Nicholas Bambos and
Jean Walrand On Queues with Periodic Inputs . . . . . 381--389
Austin J. Lemoine Waiting Time and Workload in Queues with
Periodic Poisson Input . . . . . . . . . 390--397
Harry Cohn Multitype Finite Mean Supercritical
Age-Dependent Branching Processes . . . 398--403
B. B. Winter Joint Simulation of Backward and Forward
Recurrence Times in a Renewal Process 404--407
Fernando Affentranger Random Circles in the $d$-Dimensional
Unit Ball . . . . . . . . . . . . . . . 408--412
J. George Shanthikumar and
David D. Yao Stochastic Monotonicity in General
Queueing Networks . . . . . . . . . . . 413--417
François Baccelli and
William A. Massey A Sample Path Analysis of the M/M/1
Queue . . . . . . . . . . . . . . . . . 418--422
Saeed Ghahramani Finiteness of Moments of Virtual Work
for GI/G/c Queues . . . . . . . . . . . 423--425
A. Joffe Obituary: Michel Métivier 1931--1988 . . 426--429
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Fima C. Klebaner Linear Growth in Near-Critical
Population-Size-Dependent Multitype
Galton--Watson Processes . . . . . . . . 431--445
Gerardo Rubino and
Bruno Sericola On Weak Lumpability in Markov Chains . . 446--457
Jonathan Cohen On the Compound Poisson Limit for High
Level Exceedances . . . . . . . . . . . 458--465
Christopher J. Lloyd Some Further Results on Random Splitting
of an Interval . . . . . . . . . . . . . 466--476
Peter Donnelly and
Ward Whitt On Reinforcement-Depletion Compartmental
Urn Models . . . . . . . . . . . . . . . 477--489
Jan Rataj and
Ivan Saxl Analysis of Planar Anisotropy by Means
of the Steiner Compact . . . . . . . . . 490--502
Shlomo Halfin Next-Fit Bin Packing with Random Piece
Sizes . . . . . . . . . . . . . . . . . 503--511
Clifton Sutton Packing Densities of Randomly
Constructed Codes . . . . . . . . . . . 512--523
Barry C. Arnold and
C. A. Robertson Autoregressive Logistic Processes . . . 524--531
Joseph Kupka and
Sonny Loo The Hazard and Vitality Measures of
Ageing . . . . . . . . . . . . . . . . . 532--542
Dror Zuckerman Optimal Inspection Policy for a
Multi-Unit Machine . . . . . . . . . . . 543--551
J. George Shanthikumar and
Ushio Sumita Modified Lindley Process with
Replacement: Dynamic Behavior,
Asymptotic Decomposition and
Applications . . . . . . . . . . . . . . 552--565
John E. Glynn A Discrete-Time Storage Process with a
General Release Rule . . . . . . . . . . 566--583
P. R. Parthasarathy and
M. Sharafali Transient Solution to the Many-Server
Poisson Queue: A Simple Approach . . . . 584--594
Tetsuji Hirayama and
Masaaki Kijima and
Shoichi Nishimura Further Results for Dynamic Scheduling
of Multiclass G/G/1 Queues . . . . . . . 595--603
Panagiotis Konstantopoulos and
Jean Walrand Stationary and Stability of Fork-Join
Networks . . . . . . . . . . . . . . . . 604--614
Xi-Ren Cao Realization Probability and Throughput
Sensitivity in a Closed Jackson Network 615--624
James G. Booth On the Limiting Behaviour of Downton's
Carrier Epidemic in the Case of a
General Infection Mechanism . . . . . . 625--630
V. G. Gadag A Note on the Multitype Markov Branching
Process . . . . . . . . . . . . . . . . 631--636
Janusz Pawlowski Poisson Theorem for Non-Homogeneous
Markov Chains . . . . . . . . . . . . . 637--642
A. I. Zeifman Quasi-Ergodicity for Non-Homogeneous
Continuous-Time Markov Chains . . . . . 643--648
Wolfgang Weil Collision Probabilities for Convex Sets 649--654
Brendan O'Flaherty Some Results on Two-Armed Bandits When
Both Projects Vary . . . . . . . . . . . 655--658
R. A. Doney and
D. R. Grey Some Remarks on Brownian Motion with
Drift . . . . . . . . . . . . . . . . . 659--663
Douglas W. Cooper Random Sequential Packing Simulations in
Three Dimensions for Aligned Cubes . . . 664--670
R. D. Foley and
Georgia-Ann Klutke Stationary Increments in the Accumulated
Work Process in Processor-Sharing Queues 671--677
Karl Sigman Notes on the Stability of Closed
Queueing Networks . . . . . . . . . . . 678--682
Gennadij Falin Letter to the Editor . . . . . . . . . . 683--684
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Richard J. Kryscio and
Claude Lefévre On the Extinction of the S-I-S
Stochastic Logistic Epidemic . . . . . . 685--694
Gerold Alsmeyer and
Albrecht Irle Optimal Strategies for Discovering New
Species in Continuous Time . . . . . . . 695--706
V. Giorno and
A. G. Nobile and
L. M. Ricciardi A Symmetry-Based Constructive Approach
to Probability Densities for
One-Dimensional Diffusion Processes . . 707--721
Dietmar Pfeifer Extremal Processes, Secretary Problems
and the 1/e Law . . . . . . . . . . . . 722--733
W. J. Voorn Stability of Extremes with Random Sample
Size . . . . . . . . . . . . . . . . . . 734--743
Gerardo Rubino and
Bruno Sericola Sojourn Times in Finite Markov Processes 744--756
Ram Lal and
U. Narayan Bhat Some Explicit Results for Correlated
Random Walks . . . . . . . . . . . . . . 757--766
Brahim Ksir Shepp Statistic for Markov Chains
Application to a Long-Run Average Cost
Criterion . . . . . . . . . . . . . . . 767--775
P.-C. G. Vassiliou and
G. Tsaklidis The Rate of Convergence of the Vector of
Variances and Covariances in
Non-Homogeneous Markov Systems . . . . . 776--783
Heikki Bonsdorff A Comparison of the Ordinary and a
Varying Parameter Exponential Smoothing 784--792
Keigo Yamada Limit Theorems for Jump Shock Models . . 793--806
Kyle Siegrist $n$-Point, Win-by-$k$ Games . . . . . . 807--814
Philippe Nain and
Pantelis Tsoucas and
Jean Walrand Interchange Arguments in Stochastic
Scheduling . . . . . . . . . . . . . . . 815--826
Izi Karasu and
Süleyman Özekici NBUE and NWUE Properties of Increasing
Markov Processes . . . . . . . . . . . . 827--834
Raya Kaspi and
David Perry On a Duality between a Non-Markovian
Storage/Production Process and a
Markovian Dam Process with
State-Dependent Input and Output . . . . 835--844
Michael Alex and
Josef Steinebach Invariance Principles in Queueing Theory 845--857
Douglas P. Wiens On the Busy Period Distribution of the
M/G/2 Queueing System . . . . . . . . . 858--865
Pedro Saavedra Santana and
Miguel Sanchez Garcia A Population Process with Offspring
Distribution Depending on Both
Population Size and Generation . . . . . 866--872
E. G. Kyriakidis and
Andris Abakuks Optimal Pest Control through
Catastrophes . . . . . . . . . . . . . . 873--879
K. Kämmerle Looking Forwards and Backwards in a
Bisexual Moran Model . . . . . . . . . . 880--885
Dilip Roy A Characterization of Gumbel's Bivariate
Exponential and Lindley and
Singpurwalla's Bivariate Lomax
Distributions . . . . . . . . . . . . . 886--891
Emily S. Murphree Some New Results on the Subexponential
Class . . . . . . . . . . . . . . . . . 892--897
Yoshiaki Itoh A Certain Configuration of Random Points
on a Circle Associated with a
Generalized Lotka--Volterra Equation . . 898--900
Rahim Shamsiev Circuit-Switching Networks with
Priorities on a One-Dimensional Lattice 901--905
Anonymous Correction: \booktitleApplied
Probability Complete Author and Subject
Index no. 7 . . . . . . . . . . . . . . 906--906
Anonymous Correction: Obituary: Some Memories of
Pat Moran . . . . . . . . . . . . . . . 906--906
Anonymous Volume Information . . . . . . . . . . . 907--910
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
R. D. Routledge Spatial Patterns Arising from Plant
Dispersal as Modelled by a Correlated
Random Walk . . . . . . . . . . . . . . 1--13
B. Pittel On a Daley-Kendall Model of Random
Rumours . . . . . . . . . . . . . . . . 14--27
Jennie C. Hansen A Functional Central Limit Theorem for
the Ewens Sampling Formula . . . . . . . 28--43
James A. Bucklew and
Peter Ney and
John S. Sadowsky Monte Carlo Simulation and Large
Deviations Theory for Uniformly
Recurrent Markov Chains . . . . . . . . 44--59
O. L. V. Costa Stationary Distributions for
Piecewise-Deterministic Markov Processes 60--73
Peter G. Harrison Laplace Transform Inversion and
Passage-Time Distributions in Markov
Processes . . . . . . . . . . . . . . . 74--87
Sándor Csörg\Ho and
Jef L. Teugels Empirical Laplace Transform and
Approximation of Compound Distributions 88--101
A. Buonocore and
V. Giorno and
A. G. Nobile and
L. M. Ricciardi On the Two-Boundary First-Crossing-Time
Problem for Diffusion Processes . . . . 102--114
J. George Shanthikumar and
Hui-Wen Koo On Uniform Conditional Stochastic Order
Conditioned on Planar Regions . . . . . 115--123
Vijay K. Gupta and
Oscar J. Mesa and
E. Waymire Tree-Dependent Extreme Values: The
Exponential Case . . . . . . . . . . . . 124--133
Matthias Fassbender Optimal Stationary Strategies in
Leavable Markov Decision Processes . . . 134--145
P. Whittle A Construction for Multi-Modal
Processes, and a Potential Memory Device 146--155
R. J. Bhansali On a Relationship between the Inverse of
a Stationary Covariance Matrix and the
Linear Interpolator . . . . . . . . . . 156--170
Jane L. Hutton Non-Negative Time Series Models for Dry
River Flow . . . . . . . . . . . . . . . 171--182
Grace L. Yang A Renewal Look at Switching Rules in the
MIL-STD-105D Sampling System . . . . . . 183--192
Nader Ebrahimi Ordering of Repairable Systems . . . . . 193--201
Joseph Kupka The Distribution and Moments of the
Number of Components of a Random
Function . . . . . . . . . . . . . . . . 202--207
Andreas Brandt and
Manfred Brandt and
Hannelore Sulanke A Representation of a Discrete
Distribution by Its Binomial Moments . . 208--214
K. D. Glazebrook Procedures for the Evaluation of
Strategies for Resource Allocation in a
Stochastic Environment . . . . . . . . . 215--220
B. Dimitrov and
Z. Khalil On a New Characterization of the
Exponential Distribution Related to a
Queueing System with an Unreliable
Server . . . . . . . . . . . . . . . . . 221--226
Jacqueline Loris-Teghem On a Decomposition Result for a Class of
Vacation Queueing Systems . . . . . . . 227--231
Saeed Ghahramani On Remaining Full Busy Periods of GI/G/c
Queues and Their Relation to Stationary
Point Processes . . . . . . . . . . . . 232--236
Anonymous Acknowledgement . . . . . . . . . . . . 237--237
Anonymous Correction: On a System of Components
with Joint Lifetimes Distributed as a
Mixture of Independent Exponential Laws 238--238
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Mark Finkelstein and
Howard G. Tucker and
Jerry Alan Veeh The Limit Distribution of the Number of
Rare Mutants . . . . . . . . . . . . . . 239--250
A. W. Kemp and
J. Newton Certain State-Dependent Processes for
Dichotomised Parasite Populations . . . 251--258
Peter Matthews Mixing Rates for Brownian Motion in a
Convex Polyhedron . . . . . . . . . . . 259--268
Bao Gia Nguyen Percolation of Coalescing Random Walks 269--277
P. K. Pollett A Note on the Classification of
$Q$-Processes When $Q$ Is Not Regular 278--290
M. T. Alpuim and
E. Athayde On the Stationary Distribution of Some
Extremal Markovian Sequences . . . . . . 291--302
Claudine Robert An Entropy Concentration Theorem:
Applications in Artificial Intelligence
and Descriptive Statistics . . . . . . . 303--313
A. A. Alzaid and
M. Al-Osh An Integer-Valued $p$-th-Order
Autoregressive Structure (INAR(p))
Process . . . . . . . . . . . . . . . . 314--324
C. H. Sim First-Order Autoregressive Models for
Gamma and Exponential Processes . . . . 325--332
E. G. Enns and
E. Z. Ferenstein A Competitive Best-Choice Problem with
Poisson Arrivals . . . . . . . . . . . . 333--342
M. J. M. Posner and
D. Zuckerman Optimal R&D Programs in a Random
Environment . . . . . . . . . . . . . . 343--350
Rhonda Righter Stochastically Maximizing the Number of
Successes in a Sequential Assignment
Problem . . . . . . . . . . . . . . . . 351--364
Bent Natvig On Information-Based Minimal Repair and
the Reduction in Remaining System
Lifetime Due to the Failure of a
Specific Module . . . . . . . . . . . . 365--375
Benjamin Melamed and
Ward Whitt On Arrivals That See Time Averages: A
Martingale Approach . . . . . . . . . . 376--384
Behnam Pourbabai A Note on a D/G/K Loss System with
Retrials . . . . . . . . . . . . . . . . 385--392
Nico M. Van Dijk Queueing Systems with Restricted
Workload: An Explicit Solution . . . . . 393--400
Nico M. Van Dijk and
Eric Smeitink A Non-Exponential Queueing System with
Independent Arrivals and Batch Servicing 401--408
Rhonda Righter and
J. George Shanthikumar and
Genji Yamazaki On Extremal Service Disciplines in
Single-Stage Queueing Systems . . . . . 409--416
Xing Jin and
Rongxin Wang On the Speed of Convergence for the
Queue Length Process of the GI/G/K
System in Heavy Traffic . . . . . . . . 417--424
Hahn-Kyou Rhee and
B. D. Sivazlian Distribution of the Busy Period in a
Controllable M/M/2 Queue Operating under
the Triadic (0,K,N,M) Policy . . . . . . 425--432
Richard Cowan and
David Culpin and
David Gates Asymptotic Results for a Problem of DNA
Breakage . . . . . . . . . . . . . . . . 433--439
J. Muñoz-Perez and
A. Sanchez-Gomez Dispersive Ordering by Dilation . . . . 440--444
D. Fakinos On the Relation between Partial Balance
and Insensitivity . . . . . . . . . . . 445--451
Ourania Chryssaphinou and
Stavros Papastavridis Reliability of a
Consecutive-$k$-out-of-$n$ System in a
Random Environment . . . . . . . . . . . 452--458
Masaaki Kijima and
Naoki Makimoto On Interchangeability for Exponential
Single-Server Queues in Tandem . . . . . 459--464
Arie Harel Convexity Results for Single-Server
Queues and for Multiserver Queues with
Constant Service Times . . . . . . . . . 465--468
Josef Hemker A Note on Sojourn Times in Queuing
Networks with Multiserver Nodes . . . . 469--474
Arie Harel On Honest Bernoulli Excursions . . . . . 475--476
R. Cressman and
W. G. S. Hines A Note on the Stability of Interior ESSs
in a Diploid Population . . . . . . . . 476--477
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Frank Ball and
A. D. Barbour Poisson Approximation for Some Epidemic
Models . . . . . . . . . . . . . . . . . 479--490
Claude Lef\`evre and
György Michaletzky Interparticle Dependence in a Linear
Death Process Subjected to a Random
Environment . . . . . . . . . . . . . . 491--498
M. P. Quine and
J. Robinson A Linear Random Growth Model . . . . . . 499--509
Brigitte Chauvin and
Gaston Giroux A Geometric Rate of Convergence to the
Equilibrium for Boltzmann Processes with
Multiple Particle Interactions . . . . . 510--520
Guy Louchard and
Guy Latouche Geometric Bounds on Iterative
Approximations for Nearly Completely
Decomposable Markov Chains . . . . . . . 521--529
Ioannis I. Gerontidis On Certain Aspects of Non-Homogeneous
Markov Systems in Continuous Time . . . 530--544
S. Kalpazidou Asymptotic Behaviour of Sample Weighted
Circuits Representing Recurrent Markov
Chains . . . . . . . . . . . . . . . . . 545--556
Winfried K. Grassmann and
Daniel P. Heyman Equilibrium Distribution of
Block-Structured Markov Chains with
Repeating Rows . . . . . . . . . . . . . 557--576
A. A. Balkema and
L. De Haan A Convergence Rate in Extreme-Value
Theory . . . . . . . . . . . . . . . . . 577--585
Suojin Wang Saddlepoint Approximations for Bivariate
Distributions . . . . . . . . . . . . . 586--597
F. Thomas Bruss and
Colm Art O'Cinneide On the Maximum and Its Uniqueness for
Geometric Random Samples . . . . . . . . 598--610
Hans-Jürgen Witte A Unification of Some Approaches to
Poisson Approximation . . . . . . . . . 611--621
Sven Berg and
Ljuben Mutafchiev Random Mappings with an Attracting
Center: Lagrangian Distributions and a
Regression Function . . . . . . . . . . 622--636
Richard R. Weber and
Gideon Weiss On an Index Policy for Restless Bandits 637--648
Henry W. Block and
Naftali A. Langberg and
Thomas H. Savits Maintenance Comparisons: Block Policies 649--657
Zhang Hanqin and
Hsu Guanghui and
Wang Rongxin Strong Approximations for Multiple
Channel Queues in Heavy Traffic . . . . 658--670
L. Liu and
B. R. K. Kashyap and
J. G. C. Templeton On the GI$^X$ /G/$ \infty $ System . . . 671--683
Masakiyo Miyazawa Complementary Generating Functions for
the M$^X$ /GI/1/k and GI/M$^Y$ /1/k
Queues and Their Application to the
Comparison of Loss Probabilities . . . . 684--692
Matthew J. Sobel Throughput Maximization in a Loss
Queueing System with Heterogeneous
Servers . . . . . . . . . . . . . . . . 693--700
M. Zähle Wicksell's Corpuscle Problem in
Spherical Spaces . . . . . . . . . . . . 701--706
Michael L. Wenocur Ornstein--Uhlenbeck Process with
Quadratic Killing . . . . . . . . . . . 707--712
Bruno Sericola Closed-Form Solution for the
Distribution of the Total Time Spent in
a Subset of States of a Homogeneous
Markov Process during a Finite
Observation Period . . . . . . . . . . . 713--719
Manish C. Bhattacharjee and
Jayaram Sethuraman Families of Life Distributions
Characterized by Two Moments . . . . . . 720--725
Ka Sing Lau and
B. L. S. Prakasa Rao Characterization of the Exponential
Distribution by the Relevation Transform 726--729
Joel E. Cohen and
Frank P. Kelly A Paradox of Congestion in a Queuing
Network . . . . . . . . . . . . . . . . 730--734
Anonymous Correction: Notes on the Stability of
Closed Queueing Networks . . . . . . . . 735--735
Anonymous Correction: A Characterization of
Gumbel's Bivariate Exponential and
Lindley and Singpurwalla's Bivariate
Lomax Distributions . . . . . . . . . . 736--736
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
John Haigh Random Polymorphisms and Random
Evolutionarily Stable Strategies: A
Comparison . . . . . . . . . . . . . . . 737--755
P.-C. G. Vassiliou and
A. C. Georgiou and
N. Tsantas Control of Asymptotic Variability in
Non-Homogeneous Markov Systems . . . . . 756--766
W. S. Kendall A Spatial Markov Property for
Nearest-Neighbour Markov Point Processes 767--778
Gerhard Winkler An Ergodic $ L^2 $-Theorem for Simulated
Annealing in Bayesian Image
Reconstruction . . . . . . . . . . . . . 779--791
Masakiyo Miyazawa and
Ronald W. Wolff Further Results on ASTA for General
Stationary Processes and Related
Problems . . . . . . . . . . . . . . . . 792--804
S. Rachev and
P. Todorovic On the Rate of Convergence of Some
Functionals of a Stochastic Process . . 805--814
J. M. McNamara and
E. J. Collins The Job Search Problem as an
Employer-Candidate Game . . . . . . . . 815--827
T. P. Hill and
D. P. Kennedy Optimal Stopping Problems with
Generalized Objective Functions . . . . 828--838
E. J. Anderson and
R. R. Weber The Rendezvous Problem on Discrete
Locations . . . . . . . . . . . . . . . 839--851
Susan H. Xu and
Pitu B. Mirchandani and
Srikanta P. R. Kumar and
Richard R. Weber Stochastic Dispatching of Multi-Priority
Jobs to Heterogeneous Processors . . . . 852--861
Shmuel Nowik Identifiability Problems in Coherent
Systems . . . . . . . . . . . . . . . . 862--872
B. B. Fawzi and
A. G. Hawkes Availability of a Series System with
Replacement and Repair . . . . . . . . . 873--887
M. Abdel-Hameed and
Y. Nakhi Optimal Control of a Finite Dam Using
P$_\lambda, \tau^M$ Policies and Penalty
Cost: Total Discounted and Long Run
Average Cases . . . . . . . . . . . . . 888--898
Hong Chen and
David D. Yao Derivatives of the Expected Delay in the
GI/G/1 Queue . . . . . . . . . . . . . . 899--907
Frank Ball A Note on the Total Size Distribution of
Carrier-Borne Epidemic Models . . . . . 908--912
J. A. C. Resing and
G. Hooghiemstra and
M. S. Keane The M/G/1 Processor Sharing Queue as the
Almost Sure Limit of Feedback Queues . . 913--918
Anonymous Obituary: Peter Franken 1937--1989 . . . 919--923
Anonymous Volume Information . . . . . . . . . . . 924--927
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
J. Gani and
Gy. Michaletzky A Carrier-Borne Epidemic with Multiple
Stages of Infection . . . . . . . . . . 1--8
John Coffey and
Wolfgang J. Bühler The Galton--Watson Predator-Prey Process 9--16
O. V. Seleznjev Limit Theorems for Maxima and Crossings
of a Sequence of Gaussian Processes and
Approximation of Random Processes . . . 17--32
C. W. Anderson and
K. F. Turkman The Joint Limiting Distribution of Sums
and Maxima of Stationary Sequences . . . 33--44
Peter A. W. Lewis and
Ed McKenzie Minification Processes and Their
Transformations . . . . . . . . . . . . 45--57
Ioannis I. Gerontidis Periodic Strong Ergodicity in
Non-Homogeneous Markov Systems . . . . . 58--73
G. O. Roberts A Comparison Theorem for Conditioned
Markov Processes . . . . . . . . . . . . 74--83
Marcel F. Neuts and
Charles E. M. Pearce The Superposition of Independent
Discrete Markovian Packet Streams . . . 84--95
Daniel P. Heyman Approximating the Stationary
Distribution of an Infinite Stochastic
Matrix . . . . . . . . . . . . . . . . . 96--103
S. Kalpazidou On Beurling's Inequality in Terms of
Thermal Power . . . . . . . . . . . . . 104--115
Abdulhamid Alzaid and
Jee Soo Kim and
Frank Proschan Laplace Ordering and Its Applications 116--130
J. George Shanthikumar and
David D. Yao Strong Stochastic Convexity: Closure
Properties and Applications . . . . . . 131--145
Josep M. Ferrandiz and
Aurel A. Lazar Rate Conservation for Stationary
Processes . . . . . . . . . . . . . . . 146--158
Nico M. Van Dijk On `Stop = Repeat' Servicing for
Non-Exponential Queueing Networks with
Blocking . . . . . . . . . . . . . . . . 159--173
C. Blondia Finite Capacity Vacation Models with
Non-Renewal Input . . . . . . . . . . . 174--197
Genji Yamazaki and
Hirotaka Sakasegawa and
J. George Shanthikumar A Conservation Law for Single-Server
Queues and Its Applications . . . . . . 198--209
Kazuyoshi Wakuta Optimal Control of an M/G/1 Queue with
Imperfectly Observed Queue Length When
the Input Source Is Finite . . . . . . . 210--220
M. A. Guerry Monotonicity Property of $t$-Step
Maintainable Structures in Three-Grade
Manpower Systems: A Counterexample . . . 221--224
David G. Kendall The Mardia--Dryden Shape Distribution
for Triangles: A Stochastic Calculus
Approach . . . . . . . . . . . . . . . . 225--230
H. Carnal and
J. Hüsler On the Convex Hull of $n$ Random Points
on a Circle . . . . . . . . . . . . . . 231--237
Genji Yamazaki and
Masakiyo Miyazawa The Equality of the Workload and Total
Attained Waiting Time in Average . . . . 238--244
Erol Gelenbe and
Peter Glynn and
Karl Sigman Queues with Negative Arrivals . . . . . 245--250
Anonymous Correction: A Limit Theorem for the
Number of Non-Overlapping Occurrences of
a Pattern in a Sequence of Independent
Trials . . . . . . . . . . . . . . . . . 251--251
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
B. Schmuland A Result on the Infinitely Many Neutral
Alleles Diffusion Model . . . . . . . . 253--267
A. I. Zeifman Some Estimates of the Rate of
Convergence for Birth and Death
Processes . . . . . . . . . . . . . . . 268--277
A. D. Barbour and
T. Lindvall and
L. C. G. Rogers Stochastic Ordering of Order Statistics 278--286
David J. Aldous and
Bert Fristedt and
Philip S. Griffin and
William E. Pruitt The Number of Extreme Points in the
Convex Hull of a Random Sample . . . . . 287--304
Mu-Fa Chen On Three Classical Problems for Markov
Chains with Continuous Time Parameters 305--320
Peter Donnelly The Heaps Process, Libraries, and
Size-Biased Permutations . . . . . . . . 321--335
R. M. Phatarfod On the Matrix Occurring in a Linear
Search Problem . . . . . . . . . . . . . 336--346
Raisa Epstein Feldman Autoregressive Processes and First-Hit
Probabilities for Randomized Random
Walks . . . . . . . . . . . . . . . . . 347--359
Yasushi Masuda and
Ushio Sumita A Multivariate Reward Process Defined on
a Semi-Markov Process and Its
First-Passage-Time Distributions . . . . 360--373
M. C. Bhattacharjee Some Generalized Variability Orderings
among Life Distributions with
Reliability Applications . . . . . . . . 374--383
Wolfgang Stadje and
Dror Zuckerman Optimal Maintenance Strategies for
Repairable Systems with General Degree
of Repair . . . . . . . . . . . . . . . 384--396
B. B. Fawzi and
Alan G. Hawkes Availability of an $R$-out-of-$N$ System
with Spares and Repairs . . . . . . . . 397--408
W. Henderson and
P. G. Taylor Some New Results on Queueing Networks
with Batch Movement . . . . . . . . . . 409--421
T. Takine and
H. Takagi and
T. Hasegawa Sojourn Times in Vacation and Polling
Systems with Bernoulli Feedback . . . . 422--432
Masakiyo Miyazawa and
Genji Yamazaki Convex Ordering of the Attained Waiting
Times in Single-Server Queues and
Related Problems . . . . . . . . . . . . 433--445
G. Falin and
C. Fricker On the Virtual Waiting Time in an M/G/1
Retrial Queue . . . . . . . . . . . . . 446--460
R. N. Pillai Semi-Pareto Processes . . . . . . . . . 461--465
Yoshio Ohtsubo On a Discrete-Time Non-Zero-Sum Dynkin
Problem with Monotonicity . . . . . . . 466--472
Jinhua Cao and
Yuedong Wang The NBUC and NWUC Classes of Life
Distributions . . . . . . . . . . . . . 473--479
Richard H. Stockbridge A Martingale Approach to the Slow Server
Problem . . . . . . . . . . . . . . . . 480--486
Anonymous Correction: Monotonicity Property of
$t$-Step Maintainable Structures in
Three-Grade Manpower Systems: A
Counterexample . . . . . . . . . . . . . 487--487
Anonymous Correction: Periodic Strong Ergodicity
in Non-Homogeneous Markov Systems . . . 487--487
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
K. Kämmerle The Extinction Probability of
Descendants in Bisexual Models of Fixed
Population Size . . . . . . . . . . . . 489--502
Masaaki Kijima and
E. Seneta Some Results for Quasi-Stationary
Distributions of Birth-Death Processes 503--511
Fima C. Klebaner Asymptotic Behavior of Near-Critical
Multitype Branching Processes . . . . . 512--519
V. G. Gadag and
R. P. Gupta On the Properties of Processes
Associated with a Markov Branching
Process . . . . . . . . . . . . . . . . 520--528
M. P. Quine A Model for Random Instantaneous Growth
on an Interval . . . . . . . . . . . . . 529--538
R. P. C. Rodgers and
A. J. Baddeley Nested Monte Carlo Study of Random
Packing on the Sphere . . . . . . . . . 539--552
François Baccelli Stochastic Ordering of Random Processes
with an Imbedded Point Process . . . . . 553--567
Friedrich Liese and
Volker Schmidt Asymptotic Properties of Intensity
Estimators for Poisson Shot-Noise
Processes . . . . . . . . . . . . . . . 568--583
Meihui Guo and
Joseph D. Petruccelli On the Null Recurrence and Transience of
a First-Order SETAR Model . . . . . . . 584--592
H. U. Bräker and
J. Hüsler On the First Zero of an Empirical
Characteristic Function . . . . . . . . 593--601
N. A. Fay and
J. C. Walrand On Approximately Optimal Index
Strategies for Generalised Arm Problems 602--612
Moshe Shaked and
J. George Shanthikumar Dynamic Multivariate Mean Residual Life
Functions . . . . . . . . . . . . . . . 613--629
Teunis J. Ott and
J. George Shanthikumar On a Buffer Problem for Packetized Voice
with an $N$-Periodic Strongly
Interchangeable Input Process . . . . . 630--646
Paul Glasserman and
Wei-Bo Gong Time-Changing and Truncating
$K$-Capacity Queues from One $K$ to
Another . . . . . . . . . . . . . . . . 647--655
Erol Gelenbe Product-Form Queueing Networks with
Negative and Positive Customers . . . . 656--663
Moshe Haviv Two Sufficient Properties for the
Insensitivity of a Class of Queueing
Models . . . . . . . . . . . . . . . . . 664--672
Partha P. Bhattacharya and
Anthony Ephremides Stochastic Monotonicity Properties of
Multiserver Queues with Impatient
Customers . . . . . . . . . . . . . . . 673--682
P. Konstantopoulos and
F. Baccelli On the Cut-off Phenomenon in Some
Queueing Systems . . . . . . . . . . . . 683--694
Philip Hougaard Modelling Heterogeneity in Survival Data 695--701
Michel Schmitt Estimation of the Density in a
Stationary Boolean Model . . . . . . . . 702--708
Gopal Chaudhuri and
Jayant V. Deshpande and
Avinash D. Dharmadhikari Some Bounds on Reliability of Coherent
Systems of IFRA Components . . . . . . . 709--714
C. W. Anderson and
K. F. Turkman Sums and Maxima in Stationary Sequences 715--716
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Claude Bélisle and
Julian Faraway Winding Angle and Maximum Winding Angle
of the Two-Dimensional Random Walk . . . 717--726
S. Kalpazidou Invariant Stochastic Properties of a
Class of Directed Circuits . . . . . . . 727--736
E. G. Coffman, Jr. and
P.-J. Courtois and
E. N. Gilbert and
Ph. Piret A Distributed Clustering Process . . . . 737--750
A. Kwieci\'nski and
R. Szekli Compensator Conditions for Stochastic
Ordering of Point Processes . . . . . . 751--761
Ravi Mazumdar and
Raghavan Kannurpatti and
Catherine Rosenberg On Rate Conservation for Non-Stationary
Processes . . . . . . . . . . . . . . . 762--770
Wolfgang Stadje A New Continuous-Time Search Model . . . 771--778
Rajeev Agrawal Minimizing the Learning Loss in Adaptive
Control of Markov Chains under the Weak
Accessibility Condition . . . . . . . . 779--790
K. D. Glazebrook Bounds for Discounted Stochastic
Scheduling Problems . . . . . . . . . . 791--801
Yu-Sheng Zheng A Simple Proof for Optimality of (s, S)
Policies in Infinite-Horizon Inventory
Systems . . . . . . . . . . . . . . . . 802--810
B. G. Hansen and
J. B. G. Frenk Some Monotonicity Properties of the
Delayed Renewal Function . . . . . . . . 811--821
Attila Csenki Some Renewal-Theoretic Investigations in
the Theory of Sojourn Times in Finite
Semi-Markov Processes . . . . . . . . . 822--832
A. D. Solovyev and
D. G. Konstant Reliability Estimation of a Complex
Renewable System with an Unbounded
Number of Repair Units . . . . . . . . . 833--842
Lam Yeh An Optimal Repairable Replacement Model
for Deteriorating Systems . . . . . . . 843--851
Rengarajan Srinivasan Stochastic Comparisons of Density
Profiles for the Road-Hog Process . . . 852--863
R. D. Foley and
Georgia-Ann Klutke and
Dieter König Stationary Increments of Accumulation
Processes in Queues and Generalized
Semi-Markov Schemes . . . . . . . . . . 864--872
Dimitris J. Bertsimas and
Julian Keilson and
Daisuke Nakazato and
Hongtao Zhang Transient and Busy Period Analysis of
the GI/G/1 Queue as a Hilbert
Factorization Problem . . . . . . . . . 873--885
Richard Cowan Expected Frequencies of DNA Patterns
Using Whittle's Formula . . . . . . . . 886--892
Aurel Spataru A Maximum Sequence in a Critical
Multitype Branching Process . . . . . . 893--897
Enrique M. Cabaña A Gaussian Process with Parabolic
Covariances . . . . . . . . . . . . . . 898--902
R. Gutiérrez Jíamez and
A. Juan Gonzalez and
P. Román Román Construction of First-Passage-Time
Densities for a Diffusion Process Which
Is Not Necessarily Time-Homogeneous . . 903--909
D. J. Hartfiel Sequential Limits in Markov Set-Chains 910--913
T. M. Mortimer and
David Williams Change of Measure up to a Random Time:
Theory . . . . . . . . . . . . . . . . . 914--918
Wansoo Rhee and
Michel Talagrand A Note on the Selection of Random
Variables under a Sum Constraint . . . . 919--923
Teruhisa Nakai An Optimal Stopping Problem in the
Excavation of Archaeological Remains . . 924--929
C. Y. Teresa Lam Joint Simulation of Backward and Forward
Recurrence Times in a Superposition of
Independent Renewal Processes . . . . . 930--933
Yuping Qiu A Note on Optimal Inspection Policy for
Stochastically Deteriorating Series
Systems . . . . . . . . . . . . . . . . 934--939
Nader Ebrahimi How to Compare Two Systems . . . . . . . 940--946
K. Van Harn and
F. W. Steutel On a Characterization of the Exponential
Distribution . . . . . . . . . . . . . . 947--949
P. Brémaud An Elementary Proof of Sengupta's
Invariance Relation and a Remark on
Miyazawa's Conservation Principle . . . 950--954
Nico M. Van Dijk A Note on Extended Uniformization for
Non-Exponential Stochastic Networks . . 955--961
Anonymous Corrections: Asymptotic Behavior of
Near-Critical Multitype Branching
Processes . . . . . . . . . . . . . . . 962--962
Anonymous Corrections: Spectral Structure of the
First-Passage-Time Densities for Classes
of Markov Chains . . . . . . . . . . . . 962--962
Anonymous Volume Information . . . . . . . . . . . 963--966
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Gudrun Trieb A Pólya Urn Model and the Coalescent . . 1--10
R. Durrett Stochastic Growth Models: Bounds on
Critical Values . . . . . . . . . . . . 11--20
Masaaki Kijima On the Existence of Quasi-Stationary
Distributions in Denumerable
$R$-Transient Markov Chains . . . . . . 21--36
Richard L. Smith The Extremal Index for a Markov Chain 37--45
Adam D. Helfer and
Zhongxin Zhao Gaussian Integrals on Wiener Spaces . . 46--55
Arbind K. Lal and
Sagnik Sinha Zero-Sum Two-Person Semi-Markov Games 56--72
Thomas H. Scheike A General Risk Process and Its
Properties . . . . . . . . . . . . . . . 73--81
R. P. Littlejohn Discrete Minification Processes and
Reversibility . . . . . . . . . . . . . 82--91
Robert S. Maier and
Colm Art O'Cinneide A Closure Characterisation of Phase-Type
Distributions . . . . . . . . . . . . . 92--103
M. Sun Nested Variational Inequalities and
Related Optimal Starting-Stopping
Problems . . . . . . . . . . . . . . . . 104--115
C. Y. Teresa Lam New Better than Used in Expectation
Processes . . . . . . . . . . . . . . . 116--128
Shey-Huei Sheu Optimal Block Replacement Policies with
Multiple Choice at Failure . . . . . . . 129--141
E. R. Canfield and
W. P. McCormick Asymptotic Reliability of Consecutive
$k$-out-of-$n$ Systems . . . . . . . . . 142--155
Armand M. Makowski and
Thomas K. Philips Stochastic Convexity of Sums of I.I.D.
Non-Negative Random Variables with
Applications . . . . . . . . . . . . . . 156--167
Pantelis Tsoucas Rare Events in Series of Queues . . . . 168--175
Wei-Bo Gong and
H. U. The MacLaurin Series for the GI/G/1
Queue . . . . . . . . . . . . . . . . . 176--184
S. N. Ethier Equivalence of Two Descriptions of the
Ages of Alleles . . . . . . . . . . . . 185--189
Richard Cowan The Allocation of Offensive and
Defensive Resources in a Territorial
Game . . . . . . . . . . . . . . . . . . 190--195
Yuan Lin Zhang Some Problems on a One-Dimensional
Correlated Random Walk with Various
Types of Barrier . . . . . . . . . . . . 196--201
Marc Yor Sur Certaines Fonctionnelles
Exponentielles du Mouvement Brownien
Réel. (French) [Some functional features
of real exponential Brownian motion] . . 202--208
Offer Kella Concavity and Reflected Lévy Processes 209--215
Wilfrid S. Kendall A Remark on the Proof of Itô's Formula
for $ C^2 $ Functions of Continuous
Semimartingales . . . . . . . . . . . . 216--221
K. F. Turkman and
M. F. Oliveira Limit Laws for the Maxima of
Chain-Dependent Sequences with Positive
Extremal Index . . . . . . . . . . . . . 222--227
Peter Matthews Strong Stationary Times and Eigenvalues 228--233
R. P. Littlejohn An Operation Which Inverts Bernoulli
Multiplication and Associated Stationary
Reversible Markov Processes . . . . . . 234--238
J. Van Den Berg and
A. Gandolfi LRU Is Better than FIFO under the
Independent Reference Model . . . . . . 239--243
R. A. Doney and
Charles M. Goldie A Simple Comparison Proof . . . . . . . 244--244
Anonymous Acknowledgement . . . . . . . . . . . . 245--245
Anonymous Correction: Asymptotic Behavior of
Near-Critical Multitype Branching
Processes . . . . . . . . . . . . . . . 246--246
Anonymous Correction: Linear Growth in
Near-Critical Population-Size-Dependent
Multitype Galton--Watson Processes . . . 246--246
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Philip Holgate Biometric and Chromosome Algebras . . . 247--254
W. T. Ma and
G. Vh. Sandri and
S. Sarkar Analysis of the Luria--Delbrück
Distribution Using Discrete Convolution
Powers . . . . . . . . . . . . . . . . . 255--267
Leigh A. Roberts On Ratios of Random Variables and
Generalised Mortality Rates . . . . . . 268--279
Paul Joyce and
Simon Tavaré A Convergence Theorem for Symmetric
Functionals of Random Partitions . . . . 280--290
J. Durbin and
D. Williams The First-Passage Density of the
Brownian Motion Process to a Curved
Boundary . . . . . . . . . . . . . . . . 291--304
W. Katzenbeisser and
W. Panny On the Number of Times Where a Simple
Random Walk Reaches Its Maximum . . . . 305--312
Paul Glasserman Processes with Associated Increments . . 313--333
A. Milian Transition Probability Density of a
Certain Diffusion Process Concentrated
on a Finite Spatial Interval . . . . . . 334--342
Felisa J. Vázquez-Abad and
Harold J. Kushner Estimation of the Derivative of a
Stationary Measure with Respect to a
Control Parameter . . . . . . . . . . . 343--352
Peter Hall and
Jozef L. Teugels and
Ann Vanmarcke The Abscissa of Convergence of the
Laplace Transform . . . . . . . . . . . 353--362
Jian Liu and
Ed Susko On Strict Stationarity and Ergodicity of
a Non-Linear ARMA Model . . . . . . . . 363--373
Sophia Kalpazidou On the Weak Convergence of Sequences of
Circuit Processes: A Probabilistic
Approach . . . . . . . . . . . . . . . . 374--383
Richard F. Serfozo Applications of the Key Renewal Theorem:
Crudely Regenerative Processes . . . . . 384--395
Offer Kella and
Ward Whitt Useful Martingales for Stochastic
Storage Processes with Lévy Input . . . . 396--403
D. A. Stanford and
B. Pagurek On the Serial Correlation for Number in
System in the Stationary GI/M/1 Bulk
Arrival and GI/E$_m$ /1 Queues . . . . . 404--417
Hideaki Takagi Time-Dependent Process of M/G/1 Vacation
Models with Exhaustive Service . . . . . 418--429
Masakiyo Miyazawa On the System Queue Length Distributions
of LCFS-P Queues with Arbitrary
Acceptance and Restarting Policies . . . 430--440
John Haigh Further Counterexamples to the
Monotonicity Property of $t$-Step
Maintainable Structures . . . . . . . . 441--447
Thomas H. Scheike A Boundary-Crossing Result for Brownian
Motion . . . . . . . . . . . . . . . . . 448--453
Zhou Xian-Yin On the Recurrence of Simple Random Walks
on Some Fractals . . . . . . . . . . . . 454--459
Peter J. Haas The Maximum and Mean of a Random Length
Sequence . . . . . . . . . . . . . . . . 460--466
Lutz Muche and
Dietrich Stoyan Contact and Chord Length Distributions
of the Poisson Voronoi Tessellation . . 467--471
Vivek S. Borkar Pathwise Recurrence Orders and Simulated
Annealing . . . . . . . . . . . . . . . 472--476
Bong Dae Choi and
Kwang Kyu Park The M$^k$ /m/$ \infty $ Queue with
Heterogeneous Customers in a Batch . . . 477--481
S. C. Borst and
M. B. Combé Busy-Period Analysis of a Correlated
Queue . . . . . . . . . . . . . . . . . 482--483
J. Gani and
C. C. Heyde On the Retirement of Mavis Hitchcock . . 484--486
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
S. N. Ethier Eigenstructure of the
Infinitely-Many-Neutral-Alleles
Diffusion Model . . . . . . . . . . . . 487--498
Ben Hambly On the Limiting Distribution of a
Supercritical Branching Process in a
Random Environment . . . . . . . . . . . 499--518
P.-C. G. Vassiliou and
A. A. Papadopoulou Non-Homogeneous Semi-Markov Systems and
Maintainability of the State Sizes . . . 519--534
James G. Booth A Note on a One-Compartment Model with
Clustering . . . . . . . . . . . . . . . 535--542
Lajos Takacs On the Total Heights of Random Rooted
Trees . . . . . . . . . . . . . . . . . 543--556
Jan Beirlant and
Jozef L. Teugels Limit Distributions for Compounded Sums
of Extreme Order Statistics . . . . . . 557--574
Mohamed Berred On Record Values and the Exponent of a
Distribution with Regularly Varying
Upper Tail . . . . . . . . . . . . . . . 575--586
J. A. Bunge and
H. N. Nagaraja Dependence Structure of Poisson-Paced
Records . . . . . . . . . . . . . . . . 587--596
Wolfgang Schwarz The Wiener Process between a Reflecting
and an Absorbing Barrier . . . . . . . . 597--604
J. A. Bather Search Models . . . . . . . . . . . . . 605--615
Michael Frenz and
Volker Schmidt An Insensitivity Property of Ladder
Height Distributions . . . . . . . . . . 616--624
Jeffrey S. Banks and
Rangarajan K. Sundaram A Class of Bandit Problems Yielding
Myopic Optimal Strategies . . . . . . . 625--632
K. D. Glazebrook and
Michael P. Bailey and
Lyn R. Whitaker Cost Rate Heuristics for Semi-Markov
Decision Processes . . . . . . . . . . . 633--644
Philip J. Boland and
Frank Proschan and
Y. L. Tong A Stochastic Ordering of Partial Sums of
Independent Random Variables and of Some
Random Processes . . . . . . . . . . . . 645--654
Antal Kováts and
Tamás F. Móri Ageing Properties of Certain Dependent
Geometric Sums . . . . . . . . . . . . . 655--666
Cheng-Shang Chang and
Xiuli Chao and
Michael Pinedo and
Richard Weber On the Optimality of LEPT and $ c \mu $
Rules for Machines in Parallel . . . . . 667--681
V. Anantharam On Fast Simulation of the Time to
Saturation of Slotted ALOHA . . . . . . 682--690
S. Chukova and
B. Dimitrov On Distributions Having the
Almost-Lack-of-Memory Property . . . . . 691--698
Sid Browne and
Karl Sigman Work-Modulated Queues with Applications
to Storage Processes . . . . . . . . . . 699--712
D. J. Daley and
L. D. Servi Exploiting Markov Chains to Infer Queue
Length from Transactional Data . . . . . 713--732
K. B. Athreya On Measures of Non-Degeneracy . . . . . 733--739
P. N. Rathie On the Volume Distribution of the
Typical Poisson--Delaunay Cell . . . . . 740--744
F. Matús On Equivalence of Markov Properties over
Undirected Graphs . . . . . . . . . . . 745--749
Jianliang Zhang and
Rakesh Shukla A Note on ``\booktitleThe Statistical
Analysis of Direct Repeats in Nucleic
Acid Sequences'' . . . . . . . . . . . . 750--752
Anonymous Correction: The NBUC and NWUC Classes of
Life Distributions . . . . . . . . . . . 753--753
N. H. Bingham Obituary: G. E. H. Reuter . . . . . . . 754--757
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
R. C. Griffiths Distribution of the Number of Alleles in
Multigene Families . . . . . . . . . . . 759--769
Peter Jagers Stabilities and Instabilities in
Population Dynamics . . . . . . . . . . 770--780
Masaaki Kijima Evaluation of the Decay Parameter for
Some Specialized Birth-Death Processes 781--791
Anyue Chen and
Eric Renshaw The Gillis-Domb-Fisher Correlated Random
Walk . . . . . . . . . . . . . . . . . . 792--813
Paul Blackwell Convex Hulls of Selected Subsets of a
Poisson Process . . . . . . . . . . . . 814--824
E. Kaufmann and
R.-D. Reiss Poisson Approximation of Intermediate
Empirical Processes . . . . . . . . . . 825--837
Thomas Hanschke Markov Chains and Generalized Continued
Fractions . . . . . . . . . . . . . . . 838--849
G. Ch. Pflug and
W. Schachermayer Coefficients of Ergodicity for
Stochastically Monotone Markov Chains 850--860
Y. H. Wang Approximating $k$-th-Order Two-State
Markov Chains . . . . . . . . . . . . . 861--868
A. W. Kemp Steady-State Markov Chain Models for the
Heine and Euler Distributions . . . . . 869--876
Noel Cressie and
Subhash Lele New Models for Markov Random Fields . . 877--884
Claude J. P. Bélisle Convergence Theorems for a Class of
Simulated Annealing Algorithms on $ R^d
$ . . . . . . . . . . . . . . . . . . . 885--895
A. J. Lawrance Uniformly Distributed First-Order
Autoregressive Time Series Models and
Multiplicative Congruential Random
Number Generators . . . . . . . . . . . 896--903
William P. McCormick and
You Sung Park Asymptotic Analysis of Extremes from
Autoregressive Negative Binomial
Processes . . . . . . . . . . . . . . . 904--920
Mohsen Pourahmadi Alternating Projections and
Interpolation of Stationary Processes 921--931
Moshe Shaked and
Haolong Zhu Some Results on Block Replacement
Policies and Renewal Theory . . . . . . 932--946
Shey-Huei Sheu and
William S. Griffith Multivariate Imperfect Repair . . . . . 947--956
Mark P. Van Oyen and
Dimitrios G. Pandelis and
Demosthenis Teneketzis Optimality of Index Policies for
Stochastic Scheduling with Switching
Penalties . . . . . . . . . . . . . . . 957--966
Rhonda Righter and
J. George Shanthikumar Extremal Properties of the FIFO
Discipline in Queueing Networks . . . . 967--978
Nicholas Bambos On Closed Ring Queueing Networks . . . . 979--995
R. J. Williams Asymptotic Variance Parameters for the
Boundary Local Times of Reflected
Brownian Motion on a Compact Interval 996--1002
K. A. Sing Lau and
B. L. S. Prakasa Rao Characterization of the Exponential
Distribution by the Relevation Transform 1003--1004
Maria Antónia Amaral Turkman Obituary: José Tiago de Oliveira . . . . 1005--1005
Anonymous Volume Information . . . . . . . . . . . 1007--1010
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Byron J. T. Morgan Expected Size Distributions in Models of
Group Dynamics . . . . . . . . . . . . . 1--16
Aimé Lachal L'intégrale du Mouvement Brownien.
(French) [The integral of Brownian
motion] . . . . . . . . . . . . . . . . 17--27
S. Kalpazidou On Levy's Theorem concerning
Positiveness of Transition Probabilities
of Markov Processes: The Circuit
Processes Case . . . . . . . . . . . . . 28--39
P. Brémaud A Swiss Army Formula of Palm Calculus 40--51
Qiwei Yao Boundary-Crossing Probabilities of Some
Random Fields Related to Likelihood
Ratio Tests for Epidemic Alternatives 52--65
A. A. Balkema and
L. de Haan and
R. L. Karandikar Asymptotic Distribution of the Maximum
of $n$ Independent Stochastic Processes 66--81
D. G. Konstant and
V. I. Piterbarg Extreme Values of the Cyclostationary
Gaussian Random Process . . . . . . . . 82--97
Tamar Gadrich and
Robert J. Adler Slepian Models for Non-Stationary
Gaussian Processes . . . . . . . . . . . 98--111
Helena Ferreira Joint Exceedances of High Levels under a
Local Dependence Condition . . . . . . . 112--120
Wen-Jang Huang and
Shun-Hwa Li and
Jyh-Cherng Su Some Characterizations of the Poisson
Process and Geometric Renewal Process 121--130
T. S. Mountford and
S. C. Port Random Splittings of an Interval . . . . 131--152
Martin J. B. Appel and
John C. Wierman AB Percolation on Bond-Decorated Graphs 153--166
Brian J. English Factorial Moments for Random Mappings by
Means of Indicator Variables . . . . . . 167--174
Edward P. C. Kao and
Marion Spokony Smith On Renewal Processes Relating to Counter
Models: The Case of Phase-Type
Interarrival Times . . . . . . . . . . . 175--183
K. D. Glazebrook On Permutation Policies for the
Scheduling of Deteriorating Stochastic
Jobs on a Single Machine . . . . . . . . 184--193
Henry W. Block and
Naftali A. Langberg and
Thomas H. Savits Repair Replacement Policies . . . . . . 194--206
Issei Kino and
Masakiyo Miyazawa The Stationary Work in System of a G/G/1
Gradual Input Queue . . . . . . . . . . 207--222
P. D. Sparaggis and
D. Towsley and
C. G. Cassandras Extremal Properties of the
Shortest/Longest Non-Full Queue Policies
in Finite-Capacity Systems with
State-Dependent Service Rates . . . . . 223--236
B. W. Conolly and
Christos Langaris On a New Formula for the Transient State
Probabilities for M/M/1 Queues and
Computational Implications . . . . . . . 237--246
A. I. Yashin An Extension of the Cameron--Martin
Result . . . . . . . . . . . . . . . . . 247--251
Michael Scheutzow A Martingale Approach to the Pasta
Property . . . . . . . . . . . . . . . . 252--257
T. S. Mountford A Coupling of Finite Particle Systems 258--262
Richard Cowan A Constraint on the Random Packing of
Disks . . . . . . . . . . . . . . . . . 263--268
A. V. Wheelwright and
C. A. Glasbey Distances between Censored Intersections
between a Square Lattice and a Random
Smooth Path . . . . . . . . . . . . . . 269--274
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Peter Donnelly and
Thomas Kurtz and
Paul Marjoram Correlation and Variability in Birth
Processes . . . . . . . . . . . . . . . 275--284
N. Tsantas and
P.-C. G. Vassiliou The Non-Homogeneous Markov System in a
Stochastic Environment . . . . . . . . . 285--301
Mei-Ling Ting Lee and
G. Alex Whitmore Stochastic Processes Directed by
Randomized Time . . . . . . . . . . . . 302--314
Jean Diebolt and
Dominique Guégan Tail Behaviour of the Stationary Density
of General Non-Linear Autoregressive
Processes of Order 1 . . . . . . . . . . 315--329
Dale N. Anderson and
Barry C. Arnold Linnik Distributions and Processes . . . 330--340
Nader Ebrahimi More Predictable, Less Predictable and
Stable Counting Processes . . . . . . . 341--352
Ray Watson and
Paul Yip A Bivariate Counting Process . . . . . . 353--364
Sòren Asmussen and
Ger Koole Marked Point Processes as Limits of
Markovian Arrival Streams . . . . . . . 365--372
Hans-Jürgen Witte Some Characterizations of Exponential or
Geometric Distributions in a
Non-Stationary Record Value Model . . . 373--381
Hideki Tanemura Behavior of the Supercritical Phase of a
Continuum Percolation Model on $ R^d $ 382--396
Suojin Wang Saddlepoint Approximations in
Conditional Inference . . . . . . . . . 397--404
O. L. V. Costa Discretizations for the Average Impulse
Control of Piecewise Deterministic
Processes . . . . . . . . . . . . . . . 405--420
Moshe Shaked and
J. George Shanthikumar Dynamic Conditional Marginal
Distributions in Reliability Theory . . 421--428
Benjamin Avi-Itzhak and
Shlomo Halfin Servers in Tandem with Communication and
Manufacturing Blocking . . . . . . . . . 429--437
R. M. Phatarfod The Geometricity of the Limiting
Distributions in Queues and Dams . . . . 438--445
T. Takine and
H. Takagi and
T. Hasegawa Analysis of an M/G/1/K/N Queue . . . . . 446--454
L. Buttell and
J. T. Cox and
R. Durrett Estimating the Critical Values of
Stochastic Growth Models . . . . . . . . 455--461
K. Jayakumar and
R. N. Pillai The First-Order Autoregressive
Mittag--Leffler Process . . . . . . . . 462--466
C. H. Sim First-Order Autoregressive Logistic
Processes . . . . . . . . . . . . . . . 467--470
Mikhail Revyakov Component Allocation for a Distributed
System: Reliability Maximization . . . . 471--477
Panayotis D. Sparaggis and
Wei-Bo Gong Optimal Buffer Allocation in a Two-Stage
Queueing System . . . . . . . . . . . . 478--482
Josef Steinebach and
Hanqin Zhang Note on the Strong Limiting Behaviour of
Busy Periods in GI/G/1 Queues under
Heavy Traffic . . . . . . . . . . . . . 483--488
W. Stadje A New Look at the Moran Dam . . . . . . 489--495
Anonymous Correction: On the Existence of
Quasi-Stationary Distributions in
Denumerable $R$-Transient Markov Chains 496--496
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Albert W. Marshall and
Ingram Olkin Bivariate Life Distributions from Pólya's
Urn Model for Contagion . . . . . . . . 497--508
Masaaki Kijima Quasi-Limiting Distributions of Markov
Chains That Are Skip-Free to the Left in
Continuous Time . . . . . . . . . . . . 509--517
Frank Ball and
Geoffrey F. Yeo Lumpability and Marginalisability for
Continuous-Time Markov Chains . . . . . 518--528
Frank Ball and
Robin K. Milne and
Geoffrey F. Yeo On the Exact Distribution of Observed
Open Times in Single Ion Channel Models 529--537
C. Chris Wu Critical Behavior of Percolation and
Markov Fields on Branching Planes . . . 538--547
Yasushi Masuda Partially Observable Semi-Markov Reward
Processes . . . . . . . . . . . . . . . 548--560
Wilfrid S. Kendall On the Empty Cells of Poisson Histograms 561--574
Robert J. Elliott A General Recursive Discrete-Time Filter 575--588
Sid Browne and
J. Michael Steele Transient Behavior of Coverage Processes
with Applications to the Infinite-Server
Queue . . . . . . . . . . . . . . . . . 589--601
R. A. Maller and
S. Zhou The Probability That the Largest
Observation Is Censored . . . . . . . . 602--615
F. Thomas Bruss and
Thomas S. Ferguson Minimizing the Expected Rank with Full
Information . . . . . . . . . . . . . . 616--626
M. T. Dixon Equilibrium Points for Three Games Based
on the Poisson Process . . . . . . . . . 627--638
Richard M. Feldman and
Bryan L. Deuermeyer and
Ciriaco Valdez-Flores Utilization of the Method of Linear
Matrix Equations to Solve a
Quasi-Birth-Death Problem . . . . . . . 639--649
Guy Latouche and
V. Ramaswami A Logarithmic Reduction Algorithm for
Quasi-Birth-Death Processes . . . . . . 650--674
Henry W. Block and
Timothy M. Costigan and
Allan R. Sampson Optimal Second-Order Product Probability
Bounds . . . . . . . . . . . . . . . . . 675--691
Henry W. Block and
Jie Mi and
Thomas H. Savits Burn-In and Mixed Populations . . . . . 692--702
Esther Frostig Optimal Policies for Machine Repairmen
Problems . . . . . . . . . . . . . . . . 703--715
Xiuli Chao On Klimov's Model with Two Job Classes
and Exponential Processing Times . . . . 716--724
Neil O'Connell Yule Process Approximation for the
Skeleton of a Branching Process . . . . 725--729
W. Nagel Orientation-Dependent Chord Length
Distributions Characterize Convex
Polygons . . . . . . . . . . . . . . . . 730--736
Walter Böhm and
J. L. Jain and
S. G. Mohanty On Zero-Avoiding Transition
Probabilities of an $r$-Node Tandem
Queue: A Combinatorial Approach . . . . 737--741
Erol Gelenbe $G$-Networks with Triggered Customer
Movement . . . . . . . . . . . . . . . . 742--748
Anonymous Correction: Contact and Chord Length
Distributions of the Poisson Voronoi
Tessellation . . . . . . . . . . . . . . 749--749
Anonymous Correction: Ordering of Repairable
Systems . . . . . . . . . . . . . . . . 749--749
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
D. J. Daley and
J. Gani A Random Allocation Model for
Carrier-Borne Epidemics . . . . . . . . 751--765
Eleanor Feingold Markov Processes for Modeling and
Analyzing a New Genetic Mapping Method 766--779
Jeffrey S. Rosenthal Random Walks on Discrete and Continuous
Circles . . . . . . . . . . . . . . . . 780--789
Danielle Florens-Zmirou On Estimating the Diffusion Coefficient
from Discrete Observations . . . . . . . 790--804
R. A. Doney Some Results Involving the Maximum of
Brownian Motion . . . . . . . . . . . . 805--818
Kerry W. Fendick An Asymptotically Exact Decomposition of
Coupled Brownian Systems . . . . . . . . 819--834
S. F. L. Gallot Absorption and First-Passage Times for a
Compound Poisson Process in a General
Upper Boundary . . . . . . . . . . . . . 835--850
L. Chayés and
C. Winfield The Density of Interfaces: A New
First-Passage Problem . . . . . . . . . 851--862
William P. McCormick and
Jiayang Sun Sums and Maxima of Discrete Stationary
Processes . . . . . . . . . . . . . . . 863--876
J. Hüsler A Note on Exceedances and Rare Events of
Non-Stationary Sequences . . . . . . . . 877--888
E. G. Enns and
P. F. Ehlers Notes on Random Chords in Convex Bodies 889--897
Jian-Qiang Hu and
Soracha Nananukul and
Wei-Bo Gong A New Approach to (s,S) Inventory
Systems . . . . . . . . . . . . . . . . 898--912
Robin Antoine and
Hani Doss and
Myles Hollander On Identifiability in the Autopsy Model
of Reliability Theory . . . . . . . . . 913--930
W. Henderson Queueing Networks with Negative
Customers and Negative Queue Lengths . . 931--942
P. G. Harrison and
E. Pitel Sojourn Times in Single-Server Queues
with Negative Customers . . . . . . . . 943--963
Olaf Krafft and
Martin Schaefer Mean Passage Times for Tridiagonal
Transition Matrices and a Two-Parameter
Ehrenfest Urn Model . . . . . . . . . . 964--970
Andrei Duma and
Marius Stoka Hitting Probabilities for Random
Ellipses and Ellipsoids . . . . . . . . 971--974
M. I. Hendi and
A. F. Mashhour and
M. A. Montasser Closure of the NBUC Class under
Formation of Parallel Systems . . . . . 975--978
Eui Yong Lee and
Jiyeon Lee A Model for a System Subject to Random
Shocks . . . . . . . . . . . . . . . . . 979--984
Wen-Jang Huang and
Jyh-Ming Shoung Some Characterizations of the
Exponential and Geometric Distributions
Arising in a Queueing System with an
Unreliable Server . . . . . . . . . . . 985--990
Anthony G. Pakes Remarks on the Luria--Delbrück
Distribution . . . . . . . . . . . . . . 991--994
Anonymous Correction: Semi-Pareto Processes . . . 995--995
Anonymous Volume Information . . . . . . . . . . . 996--999
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
David Gates and
Mark Westcott Replacement of Train Wheels: An
Application of Dynamic Reversal of a
Markov Process . . . . . . . . . . . . . 1--8
Damian Clancy Some Comparison Results for Multitype
Epidemic Models . . . . . . . . . . . . 9--21
Daniel Pierre Loti Viaud A Strong Law and a Central Limit Theorem
for Controlled Galton--Watson Processes 22--37
D. R. Grey and
Lu Zhunwei The Fractional Linear Probability
Generating Function in the Random
Environment Branching Process . . . . . 38--47
Marcel F. Neuts An Interesting Random Walk on the
Non-Negative Integers . . . . . . . . . 48--58
Peter Buchholz Exact and Ordinary Lumpability in Finite
Markov Chains . . . . . . . . . . . . . 59--75
R. K. Getoor and
M. J. Sharpe On the Arc-Sine Laws for Lévy Processes 76--89
G. O. Roberts and
S. D. Jacka Weak Convergence of Conditioned Birth
and Death Processes . . . . . . . . . . 90--100
Huiling Le Brownian Motions on Shape and
Size-and-Shape Spaces . . . . . . . . . 101--113
Masakiyo Miyazawa Time-Dependent Rate Conservation Laws
for a Process Defined with a Stationary
Marked Point Process and Their
Applications . . . . . . . . . . . . . . 114--129
Richard A. Davis and
Sidney I. Resnick Crossings of Max-Stable Processes . . . 130--138
M. Bladt Multivariate Self-Similar Processes:
Second-Order Theory . . . . . . . . . . 139--147
Cai Jun Characterizations of Life Distributions
by Moments of Extremes and Sample Mean 148--155
Franco Pellerey Shock Models with Underlying Counting
Process . . . . . . . . . . . . . . . . 156--166
Jaimie L. Hebert and
John W. Seaman, Jr. The Variance of a Truncated Mixed
Exponential Process . . . . . . . . . . 167--179
Philip J. Boland and
Emad El-Neweihi and
Frank Proschan Applications of the Hazard Rate Ordering
in Reliability and Order Statistics . . 180--192
Martin J. B. Appel AB Percolation on Plane Triangulations
Is Unimodal . . . . . . . . . . . . . . 193--204
K. A. Borovkov On Simulation of Random Vectors with
Given Densities in Regions and on Their
Boundaries . . . . . . . . . . . . . . . 205--220
Alexander V. Gnedin On a Best-Choice Problem with Dependent
Criteria . . . . . . . . . . . . . . . . 221--234
David M. Lucantoni and
Marcel F. Neuts Simpler Proofs of Some Properties of the
Fundamental Period of the MAP/G/1 Queue 235--243
Claude Lefevre and
Philippe Picard Distribution of the Final Extent of a
Rumour Process . . . . . . . . . . . . . 244--249
Gregory J. Morrow and
Rinaldo B. Schinazi and
Yu Zhang The Critical Contact Process on a
Homogeneous Tree . . . . . . . . . . . . 250--255
S. R. Adke and
C. Chandran Asymptotic Distributions of Extremes of
Extremal Markov Sequences . . . . . . . 256--261
Eugene A. Feinberg A Generalization of 'Expectation Equals
Reciprocal of Intensity' to
Non-Stationary Exponential Distributions 262--267
J. B. Lasserre A New Policy Iteration Scheme for Markov
Decision Processes Using Schweitzer's
Formula . . . . . . . . . . . . . . . . 268--273
Janos Galambos and
Charles Hagwood An Unreliable Server Characterization of
the Exponential Distribution . . . . . . 274--279
Tang Dac Cong On the M$^X$ /G/$ \infty $ Queue with
Heterogeneous Customers in a Batch . . . 280--286
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
S. Merad and
J. M. McNamara Optimal Foraging of a Reproducing Animal
as a Discounted Reward Problem . . . . . 287--300
Richard Cowan and
S. N. Chiu A Stochastic Model of Fragment Formation
When DNA Replicates . . . . . . . . . . 301--308
M. Möhle Forward and Backward Processes in
Bisexual Models with Fixed Population
Sizes . . . . . . . . . . . . . . . . . 309--332
Thierry Huillet and
Andrzej Klopotowski Sur Une Procédure de Branchement
Déterministe et ses Dérivees Aléatoires.
(French) [On a deterministic branching
procedure and its random derivatives] 333--347
George M. Tsaklidis The Evolution of the Attainable
Structures of a Homogeneous Markov
System with Fixed Size . . . . . . . . . 348--361
D. J. Hartfiel Homogeneous Markov Chains with Bounded
Transition Matrix . . . . . . . . . . . 362--372
Harri Nyrhinen Rough Limit Results for Level-Crossing
Probabilities . . . . . . . . . . . . . 373--382
Rocco Ballerini Archimedean Copulas, Exchangeability,
and Max-Stability . . . . . . . . . . . 383--390
José A. Adell and
Jesús De la Cal Approximating Gamma Distributions by
Normalized Negative Binomial
Distributions . . . . . . . . . . . . . 391--400
F. Papangelou On a Distributional Bound Arising in
Autoregressive Model Fitting . . . . . . 401--408
Thomas H. Spencer Generalized Bonferroni Inequalities . . 409--417
Fabrice Guillemin and
Ravi Mazumdar The Bene\vs Equations for the
Distribution of Excursions for General
Storage Processes . . . . . . . . . . . 418--429
Shaler Stidham, Jr. A Sample-Path Approach to Palm
Probabilities . . . . . . . . . . . . . 430--437
David Assaf and
Ariela Sharlin-Bilitzky Dynamic Search for a Moving Target . . . 438--457
Enrico Fagiuoli and
Franco Pellerey Preservation of Certain Classes of Life
Distributions under Poisson Shock Models 458--465
Zhen Liu and
Don Towsley Optimality of the Round-Robin Routing
Policy . . . . . . . . . . . . . . . . . 466--475
Ho Woo Lee and
Soon Seok Lee and
Jeong Ok Park and
K. C. Chae Analysis of the M$^X$ /G/1 Queue with
$N$-Policy and Multiple Vacations . . . 476--496
R. Szekli and
R. L. Disney and
S. Hur MR/GI/1 Queues with Positively
Correlated Arrival Stream . . . . . . . 497--514
C. Olivier and
J. Walrand On the Existence of Finite-Dimensional
Filters for Markov-Modulated Traffic . . 515--525
Robert B. Lund A Dam with Seasonal Input . . . . . . . 526--541
Mats Gyllenberg and
Timo Koski and
Edwin Reilink and
Martin Verlaan Non-Uniqueness in Probabilistic
Numerical Identification of Bacteria . . 542--548
Boris L. Granovsky and
Liat Rozov On Transient Behaviour of a
Nearest-Neighbour Birth-Death Process on
a Lattice . . . . . . . . . . . . . . . 549--553
Huaigao Liu On Cowan and Mecke's Markov Chain . . . 554--560
Joanne Kennedy Understanding the Wiener--Hopf
Factorization for the Simple Random Walk 561--563
Alan C. Kimber An Application of Random Packing to the
Multiple Fracture of Composite Materials 564--569
R. M. Phatarfod On the Transition Probabilities of the
Move-to-Front Scheme . . . . . . . . . . 570--574
R. P. Littlejohn A Reversibility Relationship for Two
Markovian Time Series Models with
Stationary Exponential Tailed
Distribution . . . . . . . . . . . . . . 575--581
Tomasz Luczak and
Zbigniew Palka On the Clique Number of a Random Overlap
Graph . . . . . . . . . . . . . . . . . 582--588
Martin A. Wortman and
Georgia-Ann Klutke On Maintained Systems Operating in a
Random Environment . . . . . . . . . . . 589--594
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Paul Joyce Likelihood Ratios for the Infinite
Alleles Model . . . . . . . . . . . . . 595--605
V. M. Abramov On the Asymptotic Distribution of the
Maximum Number of Infectives in Epidemic
Models with Immigration . . . . . . . . 606--613
F. C. Klebaner Asymptotic Behaviour of Markov
Population Processes with Asymptotically
Linear Rate of Change . . . . . . . . . 614--625
James Ledoux and
Gerardo Rubino and
Bruno Sericola Exact Aggregation of Absorbing Markov
Processes Using the Quasi-Stationary
Distribution . . . . . . . . . . . . . . 626--634
Guang-Hui Hsu and
Xue-Ming Yuan Transient Solutions for
Denumerable-State Markov Processes . . . 635--645
James W. Miller A Matrix Equation Approach to Solving
Recurrence Relations in Two-Dimensional
Random Walks . . . . . . . . . . . . . . 646--659
Ted Sweet Optimizing a Single Uncertain Selection
with Recall of Observations . . . . . . 660--672
Ulrich Herkenrath Generalized Adaptive Exponential
Smoothing Procedures . . . . . . . . . . 673--690
A. Reza Soltani and
R. Moeanaddin On Dispersion of Stable Random Vectors
and Its Application in the Prediction of
Multivariate Stable Processes . . . . . 691--699
L. De Haan and
Sidney Resnick Estimating the Home Range . . . . . . . 700--720
Abdulhamid A. Alzaid and
Frank Proschan Max-Infinite Divisibility and
Multivariate Total Positivity . . . . . 721--730
Tae Yoon Kim Moment Bounds for Non-Stationary
Dependent Sequences . . . . . . . . . . 731--742
Gordon E. Willmot and
Xiaodong Lin Lundberg Bounds on the Tails of Compound
Distributions . . . . . . . . . . . . . 743--756
Patrik Floréen and
Taneli Huuskonen Uniqueness of Maximum Values in Discrete
Distributions . . . . . . . . . . . . . 757--764
Takis Konstantopoulos and
Spyros N. Papadakis and
Jean Walrand Functional Approximation Theorems for
Controlled Renewal Processes . . . . . . 765--776
Debasis Sengupta Another Look at the Moment Bounds on
Reliability . . . . . . . . . . . . . . 777--787
Cheng-Shang Chang and
Rhonda Righter The Optimality of LEPT in Parallel
Machine Scheduling . . . . . . . . . . . 788--796
Sòren Asmussen and
Reuven Y. Rubinstein and
Chia-Li Wang Regenerative Rare Events Simulation via
Likelihood Ratios . . . . . . . . . . . 797--815
J. Bertoin and
R. A. Doney On the Local Behaviour of Ladder Height
Distributions . . . . . . . . . . . . . 816--821
Adrienne W. Kemp Comments on the Luria--Delbrück
Distribution . . . . . . . . . . . . . . 822--828
Jean B. Lasserre A Formula for Singular Perturbations of
Markov Chains . . . . . . . . . . . . . 829--833
Armand M. Makowski On an Elementary Characterization of the
Increasing Convex Ordering, with an
Application . . . . . . . . . . . . . . 834--840
Gennadi Falin The M$^k$ /G/$ \infty $ Batch Arrival
Queue with Heterogeneous Dependent
Demands . . . . . . . . . . . . . . . . 841--846
A. A. Borovkov and
R. Schassberger Ergodicity of a Jackson Network with
Batch Arrivals . . . . . . . . . . . . . 847--853
Gwo Dong Lin A Note on Distributions Having the
Almost-Lack-of-Memory Property . . . . . 854--856
Anonymous Obituary: Edward James Hannan . . . . . 857--866
Anonymous Correction: Sums and Maxima of Discrete
Stationary Processes . . . . . . . . . . 867--867
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anyue Chen and
Eric Renshaw The General Correlated Random Walk . . . 869--884
L. C. G. Rogers and
Z. Shi Computing the Invariant Law of a Fluid
Model . . . . . . . . . . . . . . . . . 885--896
P. K. Pollett On the Identification of Continuous-Time
Markov Chains with a Given Invariant
Measure . . . . . . . . . . . . . . . . 897--910
Servet Martinez and
Jaime San Martín Quasi-Stationary Distributions for a
Brownian Motion with Drift and
Associated Limit Laws . . . . . . . . . 911--920
R. A. Atkinson and
Peter Clifford The Escape Probability for Integrated
Brownian Motion with Non-Zero Drift . . 921--929
Holger Dette On a Generalization of the Ehrenfest Urn
Model . . . . . . . . . . . . . . . . . 930--939
Chris A. J. Klaassen Dixie Cups: Sampling with Replacement
from a Finite Population . . . . . . . . 940--948
Markus Roters On the Validity of Wald's Equation . . . 949--957
Sidney I. Resnick and
Rishin Roy Super-Extremal Processes and the Argmax
Process . . . . . . . . . . . . . . . . 958--978
Jean B. Lasserre Detecting Optimal and Non-Optimal
Actions in Average-Cost Markov Decision
Processes . . . . . . . . . . . . . . . 979--990
Debasis Sengupta and
Jayant V. Deshpande Some Results on the Relative Ageing of
Two Life Distributions . . . . . . . . . 991--1003
Harshinder Singh and
Neeraj Misra On Redundancy Allocations in Systems . . 1004--1014
Giovanni Parmigiani Inspection Times for Stand-by Units . . 1015--1025
Jie Mi Maximization of a Survival Probability
and Its Application . . . . . . . . . . 1026--1033
Kenji Handa and
Prasansa Kalukottege and
Yukio Ogura A Probabilistic Interpretation of the
Degree of Fuzziness . . . . . . . . . . 1034--1048
E. Buffet and
N. G. Duffield Exponential Upper Bounds via Martingales
for Multiplexers with Markovian Arrivals 1049--1060
Benjamin Avi-Itzhak Servers in Tandem with $k$-Stage
Blocking and Communications-Type Flow 1061--1069
Yinghui Tang The Departure Process of the M/G/1
Queueing Model with Server Vacation and
Exhaustive Service Discipline . . . . . 1070--1082
Huan Li and
Yixin Zhu A New Approach to the G/G/1 Queue with
Generalized Setup Time and Exhaustive
Service . . . . . . . . . . . . . . . . 1083--1097
Mitchell Kotler Drift Vectors Are Not Sufficient to
Determine Recurrence of a Markov Chain
on $ Z_+^3 $ . . . . . . . . . . . . . . 1098--1102
Rob J. Hyndman Approximations and Boundary Conditions
for Continuous-Time Threshold
Autoregressive Processes . . . . . . . . 1103--1109
Yi-Hau Chen Classes of Life Distributions and
Renewal Counting Process . . . . . . . . 1110--1115
Karl Sigman and
Hermann Thorisson and
Ronald W. Wolff A Note on the Existence of Regeneration
Times . . . . . . . . . . . . . . . . . 1116--1122
Yuan Lin Zhang A Bivariate Optimal Replacement Policy
for a Repairable System . . . . . . . . 1123--1127
Cheng-Shang Chang On the Input-Output Map of a G/G/1 Queue 1128--1133
Jacky Guibert Overflow Probability Upper Bound in
Fluid Queues with General on-off Sources 1134--1139
Offer Kella and
Michail Sverchkov On Concavity of the Mean Function and
Stochastic Ordering for Reflected
Processes with Stationary Increments . . 1140--1142
Anonymous Volume Information . . . . . . . . . . . 1143--1147
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . i-97
J. Galambos and
J. Gani Preface . . . . . . . . . . . . . . . . v--v
J. Gani and
J. Galambos Lajos Takács: An Appreciation . . . . . . xi--xiii
Anonymous Publications of Lajos Takácz . . . . . . xv--xxiv
Simeon M. Berman Optimal Timing of Antiviral Therapy in
HIV Infection . . . . . . . . . . . . . 3--15
J. Gani A Simple Deterministic Epidemic in
Several Related Growing Communities . . 17--25
N. H. Bingham The Work of Lajos Takács on Probability
Theory . . . . . . . . . . . . . . . . . 29--39
A. De Acosta On Large Deviations of Empirical
Measures in the $ \tau $-Topology . . . 41--47
Persi Diaconis and
Mehrdad Shahshahani On the Eigenvalues of Random Matrices 49--62
Janos Galambos and
Min-Young Lee Further Studies of Bivariate
Bonferroni-Type Inequalities . . . . . . 63--69
Gérard Letac Les familles exponentielles statistiques
invariantes par les groupes du Cône et du
parabolo\"\ide de révolution. (French)
[Exponential statistical invariant
families groups of Cône and the
paraboloid of revolution] . . . . . . . 71--95
U. Narayan Bhat and
Richard E. Nance A Queueing Network Analysis of Dynamic
Reconfigurability in a Hierarchical
Information Network . . . . . . . . . . 99--114
W. Böhm and
S. G. Mohanty Transient Analysis of M/M/1 Queues in
Discrete Time with General Server
Vacations . . . . . . . . . . . . . . . 115--129
Peter W. Glynn and
Ward Whitt Logarithmic Asymptotics for Steady-State
Tail Probabilities in a Single-Server
Queue . . . . . . . . . . . . . . . . . 131--156
J. Keilson and
L. D. Servi Networks of Non-Homogeneous M/G/$ \infty
$ . . . . . . . . . . . . . . . . . . . 157--168
N. U. Prabhu and
L. C. Tang Markov-Modulated Single-Server Queueing
Systems . . . . . . . . . . . . . . . . 169--184
Masaaki Sibuya and
Norihiko Miyawaki and
Ushio Sumita Aspects of Lagrangian Probability
Distributions . . . . . . . . . . . . . 185--197
Anonymous Back Matter . . . . . . . . . . . . . . 199--375
Yuan S. Chow On the Moments of Ladder Epochs for
Driftless Random Walks . . . . . . . . . 201--205
J. W. Cohen On a Class of Two-Dimensional
Nearest-Neighbour Random Walks . . . . . 207--237
Endre Csáki Some Joint Distributions in Bernoulli
Excursions . . . . . . . . . . . . . . . 239--250
D. J. Daley and
L. D. Servi Approximating Last-Exit Probabilities of
a Random Walk, with Application to
Conditional Queue Length Moments within
Busy Periods of M/GI/1 Queues . . . . . 251--267
Joseph Glaz and
Joseph Naus and
Ma\lgorzata Roos and
Sylvan Wallenstein Poisson Approximations for the
Distribution and Moments of Ordered
$m$-Spacings . . . . . . . . . . . . . . 271--281
C. C. Heyde A Quasi-Likelihood Approach to
Estimating Parameters in Diffusion-Type
Processes . . . . . . . . . . . . . . . 283--290
Ronald Pyke Minimax One-Sided Kolmogorov-Type
Distribution-Free Tests . . . . . . . . 291--308
Mátyás Arató On the Solution of Kac-Type Partial
Differential Equations . . . . . . . . . 311--324
Jewgeni H. Dshalalow On Termination Time Processes . . . . . 325--336
Marcel F. Neuts An Explicit Solution to a Particular
Markov Chain of M/G/1 Type . . . . . . . 337--342
András Prékopa Estimation of Cause-Effect Relationship
under Noise . . . . . . . . . . . . . . 343--350
Donatas Surgailis and
Wojbor A. Woyczynski Burgers' Equation with Non-Local Shot
Noise Data . . . . . . . . . . . . . . . 351--362
Ryszard Syski A Simple Increasing Process . . . . . . 363--371
Anonymous Volume Information . . . . . . . . . . . 377--381
Anonymous Back Matter . . . . . . . . . . . . . . 1--3
Ziad Taib Branching Processes and Functional
Differential Equations Determining
Steady-Size Distributions in Cell
Populations . . . . . . . . . . . . . . 1--10
Åke Svensson On the Asymptotic Size and Duration of a
Class of Epidemic Models . . . . . . . . 11--24
Servet Martínez and
Maria Eulália Vares A Markov Chain Associated with the
Minimal Quasi-Stationary Distribution of
Birth-Death Chains . . . . . . . . . . . 25--38
Xi-Ren Cao State Aggregation and Discrete-State
Markov Chains Embedded in a Class of
Point Processes . . . . . . . . . . . . 39--51
Marc Séva On the Local Limit Theorem for
Non-Uniformly Ergodic Markov Chains . . 52--62
A. J. Coyle and
P. G. Taylor Tight Bounds on the Sensitivity of
Generalised Semi-Markov Processes with a
Single Generally Distributed Lifetime 63--73
Christian Max Mòller Stochastic Differential Equations for
Ruin Probabilities . . . . . . . . . . . 74--89
Ronald Meester Equality of Critical Densities in
Continuum Percolation . . . . . . . . . 90--104
Masakiyo Miyazawa Note on Generalizations of Mecke's
Formula and Extensions of $ H = \lambda
G $ . . . . . . . . . . . . . . . . . . 105--122
Assad Jalali and
John Pemberton Mixture Models for Time Series . . . . . 123--138
Sidney Resnick and
Catalin Starica Consistency of Hill's Estimator for
Dependent Data . . . . . . . . . . . . . 139--167
K. D. Glazebrook and
S. Greatrix On Transforming an Index for Generalised
Bandit Problems . . . . . . . . . . . . 168--182
Robert M. Burton and
Uwe Rösler An $ L_2 $ Convergence Theorem for
Random Affine Mappings . . . . . . . . . 183--192
Shui Feng Phase Transitions of Some Non-Linear
Stochastic Models . . . . . . . . . . . 193--201
Nader Ebrahimi and
Franco Pellerey New Partial Ordering of Survival
Functions Based on the Notion of
Uncertainty . . . . . . . . . . . . . . 202--211
Lam Yeh An Optimal Inspection-Repair-Replacement
Policy for Standby Systems . . . . . . . 212--223
Peter G. Harrison and
Edwige Pitel Response Time Distributions in Tandem
$G$-Networks . . . . . . . . . . . . . . 224--246
Jingwen Li and
Jihong Ou Characterizing the Idle-Period
Distribution of GI/G/1 Queues . . . . . 247--255
Soracha Nananukul and
Wei-Bo Gong The Mean Waiting Time of a GI/G/1 Queue
in Light Traffic via Random Thinning . . 256--266
B. M. Hambly On Constant Tail Behaviour for the
Limiting Random Variable in a
Supercritical Branching Process . . . . 267--273
John Coffey A Linear Birth-and-Death Predator-Prey
Process . . . . . . . . . . . . . . . . 274--277
Anonymous Correction: Overflow Probability Upper
Bound in Fluid Queues with General
on-off Sources . . . . . . . . . . . . . 278--278
Anonymous Front Matter . . . . . . . . . . . . . . ??
David Aldous Darwin's Log: A Toy Model of Speciation
and Extinction . . . . . . . . . . . . . 279--295
Richard Cowan and
S. N. Chiu and
Lars Holst A Limit Theorem for the Replication Time
of a DNA Molecule . . . . . . . . . . . 296--303
Frank Ball and
Damian Clancy The Final Outcome and Temporal Solution
of a Carrier-Borne Epidemic Model . . . 304--315
A. G. Di Crescenzo and
V. Giorno and
A. G. Nobile and
L. M. Ricciardi On a Symmetry-Based Constructive
Approach to Probability Densities for
Two-Dimensional Diffusion Processes . . 316--336
Mario Lefebvre Probl\`emes de Premier Passage Résolubles
par la Méthode de Séparation des
Variables. (French) [First-Passage
problems solvable by the method of
separation of variables] . . . . . . . . 337--348
William Rising Geometric Markov Chains . . . . . . . . 349--374
Lajos Takács Limit Distributions for the Bernoulli
Meander . . . . . . . . . . . . . . . . 375--395
M. V. Koutras and
G. K. Papadopoulos and
S. G. Papastavridis Runs on a Circle . . . . . . . . . . . . 396--404
Marc Yor The Distribution of Brownian Quantiles 405--416
M. Elshamy Randomly Perturbed Vibrations . . . . . 417--428
A. N. Balabushkin Approximation to the Exit Probability of
a Continuous Gaussian Process over a
U-Shaped Boundary of Increasing
Curvature . . . . . . . . . . . . . . . 429--442
Hélyette Geman and
Nicole El Karoui and
Jean-Charles Rochet Changes of Numéraire. Changes of
Probability Measure and Option Pricing 443--458
Krzysztof Loskot and
Ryszard Rudnicki Limit Theorems for Stochastically
Perturbed Dynamical Systems . . . . . . 459--469
P. Zeephongsekul and
C. Chiera Optimal Software Release Policy Based on
a Two-Person Game of Timing . . . . . . 470--481
Jie Mi Limiting Behavior of Some Measures of
System Availability . . . . . . . . . . 482--493
François Baccelli and
Serguei Foss On the Saturation Rule for the Stability
of Queues . . . . . . . . . . . . . . . 494--507
Richard J. Boucherie Product Forms Based on Backward Traffic
Equations . . . . . . . . . . . . . . . 508--518
P. J. Hunt Pathological Behaviour in Loss Networks 519--533
Luis G. Gorostiza and
Kenneth J. Hochberg and
Anton Wakolbinger Persistence of a Critical Super-2
Process . . . . . . . . . . . . . . . . 534--540
K. Hamza and
F. C. Klebaner Conditions for Integrability of Markov
Chains . . . . . . . . . . . . . . . . . 541--547
M. E. Ghitany and
M. A. El-Saidi and
Z. Khalil Characterization of a General Class of
Life-Testing Models . . . . . . . . . . 548--553
Erol A. Peköz and
Sheldon M. Ross A Simple Derivation of Exact Reliability
Formulas for Linear and Circular
Consecutive-$k$-of-$n$: $F$ Systems . . 554--557
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Daniel Pierre Loti Viaud Random Perturbations of Recursive
Sequences with an Application to an
Epidemic Model . . . . . . . . . . . . . 559--578
Frank Ball and
Damian Clancy The Final Outcome of an Epidemic Model
with Several Different Types of
Infective in a Large Population . . . . 579--590
Chinsan Lee and
Grace L. Yang A Multitype Decomposable Age-Dependent
Branching Process and Its Applications 591--608
Paul Joyce Robustness of the Ewens Sampling Formula 609--622
A. I. Zeifman On the Estimation of Probabilities for
Birth and Death Processes . . . . . . . 623--634
R. Gutiérrez Jáimez and
P. Román Román and
F. Torres Ruiz A Note on the Volterra Integral Equation
for the First-Passage-Time Probability
Density . . . . . . . . . . . . . . . . 635--648
M. Kolonko A Piecewise Markovian Model for
Simulated Annealing with Stochastic
Cooling Schedules . . . . . . . . . . . 649--658
Michael C. Fu and
Jian-Qiang Hu On Unbounded Hazard Rates for Smoothed
Perturbation Analysis . . . . . . . . . 659--667
Fan Ai Hua Sur la $ L^p $ Convergence des
Martingales Liées au Recouvrement.
(French) [On the $ L^p $ convergence
Martingales Related to Recovery] . . . . 668--678
Tim Zajic Large Exceedences for Uniformly
Recurrent Markov-Additive Processes and
Strong-Mixing Stationary Processes . . . 679--691
V. A. Kalamkar Minification Processes with Discrete
Marginals . . . . . . . . . . . . . . . 692--706
Patrick Homble and
William P. McCormick Weak Limit Results for the Extremes of a
Class of Shot Noise Processes . . . . . 707--726
Y. H. Wang and
Shuixin Ji Limit Theorems for the Number of
Occurrences of Consecutive $k$ Successes
in $n$ Markovian Trials . . . . . . . . 727--735
Sòren Asmussen and
Hanne Mandrup Nielsen Ruin Probabilities via Local Adjustment
Coefficients . . . . . . . . . . . . . . 736--755
J. Hüsler A Note on a Model for Restoring a
Destroyed Region . . . . . . . . . . . . 756--767
Eliane R. Rodrigues Convergence to Stationary State for a
Markov Move-to-Front Scheme . . . . . . 768--776
Shiowjen Lee and
S. Durham and
J. Lynch On the Calculation of the Reliability of
General Load Sharing Systems . . . . . . 777--792
R. S. Valiveti and
B. J. Oommen and
J. R. Zgierski Adaptive Linear List Reorganization
under a Generalized Query System . . . . 793--804
Norman A. Marlow and
Michael Tortorella Some General Characteristics of
Two-State Reliability Models for
Maintained Systems . . . . . . . . . . . 805--820
Nobuko Igaki and
Ushio Sumita and
Masashi Kowada Analysis of Markov Renewal Shock Models 821--831
Debasis Sengupta Reliability Bounds for the $ \mathcal
{L} $-Class and Laplace Order . . . . . 832--835
W. G. S. Hines Comment on ``\booktitleMutations,
Perturbations and Evolutionarily Stable
Strategies'' . . . . . . . . . . . . . . 836--839
Charles M. Goldie Asymptotics of the Luria--Delbrück
Distribution . . . . . . . . . . . . . . 840--841
Dietmar Ferger The Joint Distribution of the Running
Maximum and Its Location of $D$-Valued
Markov Processes . . . . . . . . . . . . 842--845
Valeri T. Stefanov Mean Passage Times for Tridiagonal
Transition Matrices . . . . . . . . . . 846--849
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Paul Glasserman and
David D. Yao Stochastic Vector Difference Equations
with Stationary Coefficients . . . . . . 851--866
Wojciech Niemiro Tail Events of Simulated Annealing
Markov Chains . . . . . . . . . . . . . 867--876
Mark X. Geske and
Anant P. Godbole and
Andrew A. Schaffner and
Allison M. Skolnick and
Garrick L. Wallstrom Compound Poisson Approximations for Word
Patterns under Markovian Hypotheses . . 877--892
Daniel P. Heyman A Decomposition Theorem for Infinite
Stochastic Matrices . . . . . . . . . . 893--901
S. D. Jacka and
G. O. Roberts Weak Convergence of Conditioned
Processes on a Countable State Space . . 902--916
Takis Konstantopoulos and
Michael Zazanis A Discrete-Time Proof of Neveu's
Exchange Formula . . . . . . . . . . . . 917--921
D. Kofman and
H. Korezlioglu Some EATA Properties for Marked Point
Processes . . . . . . . . . . . . . . . 922--929
J.-C. Gruet and
Z. Shi Some Asymptotic Results for Exponential
Functionals of Brownian Motion . . . . . 930--940
I. M. Asymont and
G. Fayolle and
M. V. Menshikov Random Walks in a Quarter Plane with
Zero Drifts: Transience and Recurrence 941--955
Markus Roters An Optimal Stopping Problem for Random
Walks with Non-Zero Drift . . . . . . . 956--959
Arthur Cohen and
Harold B. Sackrowitz On Stochastic Ordering of Random Vectors 960--965
Cemal Koç Recurring-with-Carry Sequences . . . . . 966--971
Ishay Weissman and
Uri Cohen The Extremal Index and Clustering of
High Values for Derived Stationary
Sequences . . . . . . . . . . . . . . . 972--981
Ishay Weissman Records from a Power Model of
Independent Observations . . . . . . . . 982--990
K. A. Borovkov On Crossing Times for Multidimensional
Walks with Skip-Free Components . . . . 991--1006
Marco Dominé Moments of the First-Passage Time of a
Wiener Process with Drift between Two
Elastic Barriers . . . . . . . . . . . . 1007--1013
Sunil K. Dhar and
Xulun Jiang Probability Bounds on the Finite Sum of
the Binary Sequence of Order $k$ . . . . 1014--1027
Gwo Dong Lin On Weak Convergence within a Lorenz
Ordering Family of Distributions . . . . 1028--1031
L. L. Campbell and
A. L. McKellips and
P. H. Wittke Distributions and Expectations of
Singular Random Variables . . . . . . . 1032--1040
Bruno Massé Invariance Principle for the Deviation
between the Probability Content and the
Interior Point Proportion of a Random
Convex Hull . . . . . . . . . . . . . . 1041--1047
Eric Jakeman and
Sean Phayre and
Eric Renshaw The Evolution and Measurement of a
Population of Pairs . . . . . . . . . . 1048--1062
J. Gani and
Sid Yakowitz Error Bounds for Deterministic
Approximations to Markov Processes, with
Applications to Epidemic Models . . . . 1063--1076
L. C. G. Rogers and
Z. Shi The Value of an Asian Option . . . . . . 1077--1088
Eliane R. Rodrigues The Performance of the Move-to-Front
Scheme under Some Particular Forms of
Markov Requests . . . . . . . . . . . . 1089--1102
Qing Du A Monotonicity Result for a
Single-Server Queue Subject to a
Markov-Modulated Poisson Process . . . . 1103--1111
Xiuli Chao and
Liyi Dai A Monotonicity Result for a
Single-Server Loss System . . . . . . . 1112--1117
Xunjing Li and
Shanjian Tang General Necessary Conditions for
Partially Observed Optimal Stochastic
Controls . . . . . . . . . . . . . . . . 1118--1137
Claude Lefévre and
Sergey Utev On a Conjecture for the Non-Existence of
the Expectation of Randomly Stopped Sums 1138--1141
W. J. Ewens and
C. C. Heyde Obituary: Motoo Kimura . . . . . . . . . 1142--1144
Anonymous Volume Information . . . . . . . . . . . 1145--1149
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Larry Goldstein and
Yosef Rinott Multivariate Normal Approximations by
Stein's Method and Size Bias Couplings 1--17
F. Papangelou Large Deviations and the Bayesian
Estimation of Higher-Order Markov
Transition Functions . . . . . . . . . . 18--27
Nan Fu Peng Spectral Representations of the
Transition Probability Matrices for
Continuous Time Finite Markov Chains . . 28--33
George M. Tsaklidis The Evolution of the Attainable
Structures of a Continuous Time
Homogeneous Markov System with Fixed
Size . . . . . . . . . . . . . . . . . . 34--47
Dragan Banjevic Recursive Relations for the Distribution
of Waiting Times in a Markov Chain . . . 48--56
Bartlomiej Blaszczyszyn and
Tomasz Rolski Expansions for Markov-Modulated Systems
and Approximations of Ruin Probability 57--70
Michael J. Phelan Birth and Death on a Brownian Flow: A
Feller Semigroup and Its Generator and a
Martingale Problem . . . . . . . . . . . 71--87
Michael J. Phelan A Girsanov Transformation for Birth and
Death on a Brownian Flow . . . . . . . . 88--100
D. I. Warren and
E. Seneta Peaks and Eulerian Numbers in a Random
Sequence . . . . . . . . . . . . . . . . 101--114
Tamás F. Móri Bonferroni Inequalities and Deviations
of Discrete Distributions . . . . . . . 115--121
Torgny Lindvall and
L. C. G. Rogers On Coupling of Random Walks and Renewal
Processes . . . . . . . . . . . . . . . 122--126
P. Vellaisamy and
B. Chaudhuri Poisson and Compound Poisson
Approximations for Random Sums of Random
Variables . . . . . . . . . . . . . . . 127--137
Hwai-Chung Ho and
Tailen Hsing On the Asymptotic Joint Distribution of
the Sum and Maximum of Stationary Normal
Random Variables . . . . . . . . . . . . 138--145
K. Borovkov and
D. Pfeifer On Improvements of the Order of
Approximation in the Poisson Limit
Theorem . . . . . . . . . . . . . . . . 146--155
Taizhong Hu Stochastic Comparisons of Order
Statistics under Multivariate Imperfect
Repair . . . . . . . . . . . . . . . . . 156--163
Marco Dominé First Passage Time Distribution of a
Wiener Process with Drift concerning Two
Elastic Barriers . . . . . . . . . . . . 164--175
Gordon E. Willmot A Non-Exponential Generalization of an
Inequality Arising in Queueing and
Insurance Risk . . . . . . . . . . . . . 176--183
Xiaodong Lin Tail of Compound Distributions and
Excess Time . . . . . . . . . . . . . . 184--195
Hanspeter Schmidli Lundberg Inequalities for a Cox Model
with a Piecewise Constant Intensity . . 196--210
G. Falin A Heterogeneous Blocking System in a
Random Environment . . . . . . . . . . . 211--216
Isaac M. Sonin Increasing the Reliability of a Machine
Reduces the Period of Its Work . . . . . 217--223
Matthew Roughan An Analysis of a Modified M/G/1 Queue
Using a Martingale Technique . . . . . . 224--238
M. L. Chaudhry and
U. C. Gupta Performance Analysis of the
Discrete-Time GI/Geom/1/N Queue . . . . 239--255
Sridhar Seshadri A Sample Path Analysis of the Delay in
the M/G/C System . . . . . . . . . . . . 256--266
F. I. Karpelevitch and
A. Ya. Kreinin Asymptotic Analysis of Queueing Systems
with Identical Service . . . . . . . . . 267--281
Helmut Prodinger Asymptotics of the Luria--Delbrück
Distribution via Singularity Analysis 282--283
I. Karatzas and
C. C. Heyde Obituary: Stamatis Cambanis (1943--1995) 284--284
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Claude Lef\`evre and
Sergey Utev Comparing Sums of Exchangeable Bernoulli
Random Variables . . . . . . . . . . . . 285--310
W. Katzenbeisser and
W. Panny Simple Random Walk Statistics. Part I:
Discrete Time Results . . . . . . . . . 311--330
W. Böhm and
W. Panny Simple Random Walk Statistics. Part II:
Continuous Time Results . . . . . . . . 331--339
Michael Voit Asymptotic Distributions for the
Ehrenfest Urn and Related Random Walks 340--356
M. V. Koutras On a Markov Chain Approach for the Study
of Reliability Structures . . . . . . . 357--367
C. Commault and
J. P. Chemla An Invariant of Representations of
Phase-Type Distributions and Some
Applications . . . . . . . . . . . . . . 368--381
John Haigh More on $n$-Point, Win-by-$k$ Games . . 382--387
Christian Max Mòller Integral Equations for Compound
Distribution Functions . . . . . . . . . 388--399
Gustaf Gripenberg and
Ilkka Norros On the Prediction of Fractional Brownian
Motion . . . . . . . . . . . . . . . . . 400--410
P. A. Ferrari and
L. R. G. Fontes Poissonian Approximation for the Tagged
Particle in Asymmetric Simple Exclusion 411--419
J. Van Den Berg A Note on Disjoint-Occurrence
Inequalities for Marked Poisson Point
Processes . . . . . . . . . . . . . . . 420--426
Yu Zhang Continuity of Percolation Probability in
$ \infty + 1 $ Dimensions . . . . . . . 427--433
M. S. Sgibnev An Infinite Variance Solidarity Theorem
for Markov Renewal Functions . . . . . . 434--438
Yi-Ching Yao On Kingman's Characteristic Functional
Approach to Rényi's Characterization of
Poisson Processes . . . . . . . . . . . 439--442
Richard Cowan and
Philip L. H. Yu and
Thomas S. Ferguson Restrictions on the Saddle-Point
Solution in the Game of Teamball . . . . 443--447
Philip O'Neill Strong Approximations for Some Open
Population Epidemic Models . . . . . . . 448--457
L. G. Hanin and
L. B. Klebanov and
A. Yu. Yakovlev Randomized Multihit Models and Their
Identification . . . . . . . . . . . . . 458--471
A. D. Barbour and
Timothy C. Brown Approximate Versions of Melamed's
Theorem . . . . . . . . . . . . . . . . 472--489
Fabrice M. Guillemin and
Ravi R. Mazumdar and
Alain D. Simonian On Heavy Traffic Approximations for
Transient Characteristics of M/M/$
\infty $ Queues . . . . . . . . . . . . 490--506
Jingwen Li From Fifo to Lifo: A Functional Ordering
of Service Delay Via Arrival Discipline 507--512
Haya Kaspi and
Offer Kella Stability of Feed-Forward Fluid Networks
with Lévy Input . . . . . . . . . . . . . 513--522
Sòren Asmussen and
Offer Kella Rate Modulation in Dams and Ruin
Problems . . . . . . . . . . . . . . . . 523--535
Rhonda Righter Optimal Policies for Scheduling Repairs
and Allocating Heterogeneous Servers . . 536--547
Fan C. Meng More on Optimal Allocation of Components
in Coherent Systems . . . . . . . . . . 548--556
Shey-Huei Sheu A Modified Block Replacement Policy with
Two Variables and General Random Minimal
Repair Cost . . . . . . . . . . . . . . 557--572
A. A. Borovkov Asymptotic Expansions for Functionals of
Dilation of Point Processes . . . . . . 573--591
Vladimir Kalashnikov Obituary: Boris Vladimirovich Gnedenko 592--599
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Eckhard Platen and
Rolando Rebolledo Principles for Modelling Financial
Markets . . . . . . . . . . . . . . . . 601--613
K. A. Borovkov and
V. A. Vatutin On Distribution Tails and Expectations
of Maxima in Critical Branching
Processes . . . . . . . . . . . . . . . 614--622
Y. Quennel Zhao and
Danielle Liu The Censored Markov Chain and the Best
Augmentation . . . . . . . . . . . . . . 623--629
M. P. Quine and
J. S. Law Exact Results for a Secretary Problem 630--639
Tobias Rydén On Identifiability and Order of
Continuous-Time Aggregated Markov
Chains, Markov-Modulated Poisson
Processes, and Phase-Type Distributions 640--653
J. Hüsler and
M. Schmidt A Note on the Point Processes of Rare
Events . . . . . . . . . . . . . . . . . 654--663
Harry Joe Time Series Models with Univariate
Margins in the Convolution-Closed
Infinitely Divisible Class . . . . . . . 664--677
Alexander V. Gnedin On the Full Information Best-Choice
Problem . . . . . . . . . . . . . . . . 678--687
Djaouad Ta\"\ibi Une Généralisation du Mod\`ele de
Diffusion de Bernoulli--Laplace.
(French) [A generalization of the
Bernoulli--Laplace diffusion model] . . 688--697
Asok K. Nanda and
Kanchan Jain and
Harshinder Singh On Closure of Some Partial Orderings
under Mixtures . . . . . . . . . . . . . 698--706
Erol A. Peköz Stein's Method for Geometric
Approximation . . . . . . . . . . . . . 707--713
Douglas W. McBeth and
Ananda P. N. Weerasinghe Finite-Time Optimal Control of a Process
Leaving an Interval . . . . . . . . . . 714--728
Tuhao Chen and
E. Seneta Multivariate Bonferroni-Type Lower
Bounds . . . . . . . . . . . . . . . . . 729--740
Enrique Andjel and
Rinaldo Schinazi A Complete Convergence Theorem for an
Epidemic Model . . . . . . . . . . . . . 741--748
Robert P. Dobrow On the Distribution of Distances in
Recursive Trees . . . . . . . . . . . . 749--757
Ivy Hsu and
Jean Walrand Dynamic Bandwidth Allocation for ATM
Switches . . . . . . . . . . . . . . . . 758--771
Harald Haukås and
Terje Aven A General Formula for the Downtime
Distribution of a Parallel System . . . 772--785
Ad Ridder Fast Simulation of Markov Fluid Models 786--803
Hong Chen Rate of Convergence of the Fluid
Approximation for Generalized Jackson
Networks . . . . . . . . . . . . . . . . 804--814
Liming Liu and
Ding-Hua Shi Busy Period in GI$^X$ /G/$ \infty $ . . 815--829
Robert B. Lund The Stability of Storage Models with
Shot Noise Input . . . . . . . . . . . . 830--839
N. G. Duffield Economies of Scale in Queues with
Sources Having Power-Law Large Deviation
Scalings . . . . . . . . . . . . . . . . 840--857
Xiuli Chao and
Michael Pinedo and
Dequan Shaw Networks of Queues with Batch Services
and Customer Coalescence . . . . . . . . 858--869
William P. Peterson and
Lawrence M. Wein Heavy Traffic Analysis of a
Transportation Network Model . . . . . . 870--885
Costas Courcoubetis and
Richard Weber Buffer Overflow Asymptotics for a Buffer
Handling Many Traffic Sources . . . . . 886--903
Rainer Wittmann Superprophet Inequalities for
Independent Random Variables . . . . . . 904--908
Takis Konstantopoulos A Local Proof of the Swiss Army Formula
of Palm Calculus . . . . . . . . . . . . 909--914
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
P. J. M. Milligan and
D. Y. Downham Models of Superinfection and Acquired
Immunity to Multiple Parasite Strains 915--932
Mathew D. Penrose Spatial Epidemics with Large Finite
Range . . . . . . . . . . . . . . . . . 933--939
Peter Olofsson General Branching Processes with
Immigration . . . . . . . . . . . . . . 940--948
Boleslaw Gawel and
Marek Kimmel The Iterated Galton--Watson Process . . 949--959
M. Gonzalez and
M. Molina On the Limit Behaviour of a
Superadditive Bisexual Galton--Watson
Branching Process . . . . . . . . . . . 960--967
F. M. Dekking An Inequality for Pairs of Martingales
and Its Application to Fractal Image
Coding . . . . . . . . . . . . . . . . . 968--973
F. Simonot and
Y. Q. Song Characterization of Convergence Rates
for the Approximation of the Stationary
Distribution of Infinite Monotone
Stochastic Matrices . . . . . . . . . . 974--985
Rolando Cavazos-Cadena and
Emmanuel Fernández-Gaucherand Value Iteration in a Class of Average
Controlled Markov Chains with Unbounded
Costs: Necessary and Sufficient
Conditions for Pointwise Convergence . . 986--1002
Vittoria de Nitto Person\`e and
Vincenzo Grassi Solution of Finite QBD Processes . . . . 1003--1010
A. Reza Soltani Reward Processes with Nonlinear Reward
Functions . . . . . . . . . . . . . . . 1011--1017
Angelos Dassios Sample Quantiles of Additive Renewal
Reward Processes . . . . . . . . . . . . 1018--1032
Holger Dette On the Generating Functions of a Random
Walk on the Non-Negative Integers . . . 1033--1052
Stamatis Cambanis and
Issa Fakhre-Zakeri Forward and Reversed Time Prediction of
Autoregressive Sequences . . . . . . . . 1053--1060
P. E. Kloeden and
E. Platen and
H. Schurz and
M. Sòrensen On Effects of Discretization on
Estimators of Drift Parameters for
Diffusion Processes . . . . . . . . . . 1061--1076
Dominique Dehay and
Jacek Le\'skow Functional Limit Theory for the Spectral
Covariance Estimator . . . . . . . . . . 1077--1092
Daniel Barry and
John A. Hartigan The Minimax Bookie . . . . . . . . . . . 1093--1107
Asok K. Nanda and
Kanchan Jain and
Harshinder Singh Properties of Moments for $s$-Order
Equilibrium Distributions . . . . . . . 1108--1111
Kenneth S. Alexander Shortest Common Superstrings of Random
Strings . . . . . . . . . . . . . . . . 1112--1126
M. Locatelli Convergence Properties of Simulated
Annealing for Continuous Global
Optimization . . . . . . . . . . . . . . 1127--1140
Dawei Huang and
N. M. Spencer On a Random Vibration Model . . . . . . 1141--1158
Maged Elshamy Stochastic Models of Damped Vibrations 1159--1168
Offer Kella and
Ward Whitt Stability and Structural Properties of
Stochastic Storage Networks . . . . . . 1169--1180
Sòren Asmussen and
Jozef L. Teugels Convergence Rates for M/G/1 Queues and
Ruin Problems with Heavy Tails . . . . . 1181--1190
Gautam Jain and
Karl Sigman A Pollaczek--Khintchine Formula for
M/G/1 Queues with Disasters . . . . . . 1191--1200
Anonymous Volume Information . . . . . . . . . . . 1201--1204
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Haijum Li and
Moshe Shaked Ageing First-Passage Times of Markov
Processes: A Matrix Approach . . . . . . 1--13
Rong-Rong Chen An Extended Class of Time-Continuous
Branching Processes . . . . . . . . . . 14--23
Shoou-Ren Hsiau Compound Poisson Limit Theorems for
Markov Chains . . . . . . . . . . . . . 24--34
G. O. Roberts and
S. D. Jacka and
P. K. Pollett Non-Explosivity of Limits of Conditioned
Birth and Death Processes . . . . . . . 35--45
Pauline Schrijner and
Erik A. Van Doorn Weak Convergence of Conditioned
Birth-Death Processes in Discrete Time 46--53
Liqun Wang and
Klaus Pötzelberger Boundary Crossing Probability for
Brownian Motion and General Boundaries 54--65
S. E. Graversen and
G. Peskir On Wald-Type Optimal Stopping for
Brownian Motion . . . . . . . . . . . . 66--73
Robert Lund and
Walter Smith A Comparison of Convergence Rates for
Three Models in the Theory of Dams . . . 74--83
Y. L. Tong Some Majorization Orderings of
Heterogeneity in a Class of Epidemics 84--93
M. A. Guerry Properties of Calculated Predictions of
Grade Sizes and the Associated Integer
Valued Vectors . . . . . . . . . . . . . 94--100
E. B. Fosam and
D. N. Shanbhag Variants of the Choquet-Deny Theorem
with Applications . . . . . . . . . . . 101--106
Piercesare Secchi Two-Person Red-and-Black Stochastic
Games . . . . . . . . . . . . . . . . . 107--126
G. E. Willmot and
Xiaodong Lin Simplified Bounds on the Tails of
Compound Distributions . . . . . . . . . 127--133
Bruce Calvert and
Wiremu Solomon and
Ilze Ziedins Braess's Paradox in a Queueing Network
with State-Dependent Routing . . . . . . 134--154
N. G. Bean and
F. P. Kelly and
P. G. Taylor Braess's Paradox in a Loss Network . . . 155--159
J. L. Coleman and
W. Henderson and
C. E. M. Pearce and
P. G. Taylor A Correspondence between Product-Form
Batch-Movement Queueing Networks and
Single-Movement Networks . . . . . . . . 160--175
Duan-Shin Lee Analysis of a Two-Queue Model with
Bernoulli Schedules . . . . . . . . . . 176--191
Anyue Chen and
Eric Renshaw The M/M/1 Queue with Mass Exodus and
Mass Arrivals When Empty . . . . . . . . 192--207
Sòren Asmussen and
Claudia Klüppelberg Stationary M/G/1 Excursions in the
Presence of Heavy Tails . . . . . . . . 208--212
Helmut Willie A Note on Single Server Loss Systems
with a Superposition of Inputs . . . . . 213--222
J. R. Artalejo and
A. Gomez-Corral Steady State Solution of a Single-Server
Queue with Linear Repeated Requests . . 223--233
Lam Yeh The Rate of Occurrence of Failures . . . 234--247
Ushio Sumita and
Yasushi Masuda Tandem Queues with Bulk Arrivals,
Infinitely Many Servers and Correlated
Service Times . . . . . . . . . . . . . 248--257
Shokri Z. Selim Time-Dependent Solution and Optimal
Control of a Bulk Service Queue . . . . 258--266
C. Costantini and
F. Spizzichino Explicit Solution of an Optimal Stopping
Problem: The Burn-in of Conditionally
Exponential Components . . . . . . . . . 267--282
Harshinder Singh and
R. S. Singh On Allocation of Spares at Component
Level versus System Level . . . . . . . 283--287
Pieter C. Allaart An Invariant-Sum Characterization of
Benford's Law . . . . . . . . . . . . . 288--291
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
C. Klüppelberg and
T. Mikosch Large Deviations of Heavy-Tailed Random
Sums with Applications in Insurance and
Finance . . . . . . . . . . . . . . . . 293--308
J. P. Dion and
N. M. Yanev Limit Theorems and Estimation Theory for
Branching Processes with an Increasing
Random Number of Ancestors . . . . . . . 309--327
Akio Tanikawa On the Rate of Convergence of Borovkov's
Multidimensional Ergodic Markov Chain 328--339
Tommy Norberg On the Time a Markov Chain Spends in a
Lumped State . . . . . . . . . . . . . . 340--345
Shui Feng The Propagation of Chaos of Multitype
Mean Field Interacting Particle Systems 346--362
Anish Sarkar Continuity and Convergence of the
Percolation Function in Continuum
Percolation . . . . . . . . . . . . . . 363--371
Marco Campi A Unique Representation Theorem for the
Conditional Expectation of Stationary
Processes and Application to Dynamic
Estimation Problems . . . . . . . . . . 372--380
Dirk Tasche On the Second Borel--Cantelli Lemma for
Strongly Mixing Sequences of Events . . 381--394
Y. Kebir Laplace Transforms and the Renewal
Equation . . . . . . . . . . . . . . . . 395--403
Moshe Shaked and
Tityik Wong Stochastic Orders Based on Ratios of
Laplace Transforms . . . . . . . . . . . 404--419
Moshe Shaked and
Tityik Wong Stochastic Comparisons of Random Minima
and Maxima . . . . . . . . . . . . . . . 420--425
Raúl Gouet Strong Convergence of Proportions in a
Multicolor Pólya Urn . . . . . . . . . . 426--435
M. Möhle Fixation in Bisexual Models with
Variable Population Sizes . . . . . . . 436--448
Dhaifalla K. Al-Mutairi and
Talal M. Al-Khamis and
Mohamed S. Abdel-Hameed A Bayesian Analysis of Layered Defense
Systems . . . . . . . . . . . . . . . . 449--457
M. D. Ruiz-Medina and
M. J. Valderrama Orthogonal Representations of Random
Fields and an Application to Geophysics
Data . . . . . . . . . . . . . . . . . . 458--476
A. D. Barbour and
R. M. Phatarfod Dimensioning a Multiple Hashing Scheme 477--486
Esther Frostig and
Tapani Lehtonen Stochastic Comparisons for Fork-Join
Queues with Exponential Processing Times 487--497
Offer Kella Stochastic Storage Networks:
Stationarity and the Feedforward Case 498--507
J. Preater A Perpetuity and the M/M/$ \infty $
Ranked Server System . . . . . . . . . . 508--513
Nicole Bäuerle Monotonicity Results for MR/GI/1 Queues 514--524
Enrico Fagiuoli and
Franco Pellerey Moment Inequalities for Sums of DMRL
Random Variables . . . . . . . . . . . . 525--535
Sara-Anne Woodham and
Donald St. P. Richards Comparison of System Reliability
Functions under Laboratory and Common
Operating Environments . . . . . . . . . 536--545
Wei Li and
Dinghua Shi and
Xiuli Chao Reliability Analysis of M/G/1 Queueing
Systems with Server Breakdowns and
Vacations . . . . . . . . . . . . . . . 546--555
Geoffrey F. Yeo Duration of a Secretary Problem . . . . 556--558
Yong-Jin Wang A Proof of the Persistence Criterion for
a Class of Superprocesses . . . . . . . 559--563
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Claudia Ceci and
Anna Gerardi Filtering of a Branching Process Given
Its Split Times . . . . . . . . . . . . 565--574
M. González and
M. Molina On the $ L^2 $-Convergence of a
Superadditive Bisexual Galton--Watson
Branching Process . . . . . . . . . . . 575--582
K. S. Chong and
K. Lam Cost Comparison of a Spectrum of
Self-Organizing Rules . . . . . . . . . 583--592
M. V. Koutras and
V. A. Alexandrou Sooner Waiting Time Problems in a
Sequence of Trinary Trials . . . . . . . 593--609
Mario Lefebvre On the Inverse of the First Hitting Time
Problem for Bidimensional Processes . . 610--622
R. Gutiérrez and
L. M. Ricciardi and
P. Román and
F. Torres First-Passage-Time Densities for
Time-Non-Homogeneous Diffusion Processes 623--631
James M. Calvin and
Peter W. Glynn Average Case Behavior of Random Search
for the Maximum . . . . . . . . . . . . 632--642
William P. McCormick Extremes for Shot Noise Processes with
Heavy Tailed Amplitudes . . . . . . . . 643--656
R. J. Martin and
A. M. Walker A Power-Law Model and Other Models for
Long-Range Dependence . . . . . . . . . 657--670
Ilaria Di Matteo and
Enzo Orsingher Detailed Probabilistic Analysis of the
Integrated Three-Valued Telegraph Signal 671--684
Eric Renshaw and
Yonglong Dai Regularity and Reversibility Results for
Birth-Death-Migration Processes . . . . 685--697
Håkan Andersson and
Boualem Djehiche Limit Theorems for the Total Size of a
Spatial Epidemic . . . . . . . . . . . . 698--710
Jun Cai and
Yanhong Wu Characterization of Life Distributions
under Some Generalized Stochastic
Orderings . . . . . . . . . . . . . . . 711--719
Dirk P. Kroese Heavy Traffic Analysis for Continuous
Polling Models . . . . . . . . . . . . . 720--732
Rhonda Righter Stochastic Scheduling for a Two-Machine
Open Shop . . . . . . . . . . . . . . . 733--744
Xiuli Chao Partial Balances in Batch Arrival Batch
Service and Assemble-Transfer Queueing
Networks . . . . . . . . . . . . . . . . 745--752
Neil O'Connell Large Deviations for Departures from a
Shared Buffer . . . . . . . . . . . . . 753--766
John A. Barnes and
Richard Meili A Stationary Poisson Departure Process
from a Minimally Delayed Infinite Server
Queue with Non-Stationary Poisson
Arrivals . . . . . . . . . . . . . . . . 767--772
Onno J. Boxma and
Uri Yechiali An M/G/1 Queue with Multiple Types of
Feedback and Gated Vacations . . . . . . 773--784
Chunsheng Ma A Note on Stochastic Ordering of Order
Statistics . . . . . . . . . . . . . . . 785--789
R. M. Phatarfod and
A. J. Pryde and
David Dyte On the Move-to-Front Scheme with Markov
Dependent Requests . . . . . . . . . . . 790--794
Hiroshi Toyoizumi Sengupta's Invariant Relationship and
Its Application to Waiting Time
Inference . . . . . . . . . . . . . . . 795--799
Vyacheslav M. Abramov On a Property of a Refusals Stream . . . 800--805
Robert B. Lund The Geometric Convergence Rate of a
Lindley Random Walk . . . . . . . . . . 806--811
S. V. Sabnis and
Mini R. Nair Coherent Structures and Unimodality . . 812--817
Gerard Hooghiemstra and
Ludolf E. Meester The Extremal Index in $ 10 $ Seconds . . 818--822
Gwo Dong Lin On Weak Convergence within a Family of
Life Distributions . . . . . . . . . . . 823--826
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Joseph C. Watkins Mechanical Models for Cell Movement:
Locomotion, Translocation, Migration . . 827--846
James Ledoux A Geometric Invariant in Weak
Lumpability of Finite Markov Chains . . 847--858
Béla Bollabás and
Alan Stacey Approximate Upper Bounds for the
Critical Probability of Oriented
Percolation in Two Dimensions Based on
Rapidly Mixing Markov Chains . . . . . . 859--867
Hans-Otto Georgii and
Torsten Küneth Stochastic Comparison of Point Random
Fields . . . . . . . . . . . . . . . . . 868--881
J. Bertoin and
L. Chaumont and
M. Yor Two Chain-Transformations and Their
Applications to Quantiles . . . . . . . 882--897
Aihua Xia On the Rate of Poisson Process
Approximation to a Bernoulli Process . . 898--907
Marie F. Kratz and
Holger Rootzén On the Rate of Convergence for Extremes
of Mean Square Differentiable Stationary
Normal Processes . . . . . . . . . . . . 908--923
Antonella Calzolari and
Federico Marchetti Limit Motion of an Ornstein--Uhlenbeck
Particle on the Equilibrium Manifold of
a Force Field . . . . . . . . . . . . . 924--938
C. C. Heyde and
Y. Yang On Defining Long-Range Dependence . . . 939--944
D. P. Kennedy and
R. P. Kertz A Prophet Inequality for Independent
Random Variables with Finite Variances 945--958
F. Thomas Bruss and
Thomas S. Ferguson Multiple Buying or Selling with Vector
Offers . . . . . . . . . . . . . . . . . 959--973
Thomas S. Ferguson and
C. Melolidakis Last Round Betting . . . . . . . . . . . 974--987
George Christakos and
Dionissios T. Hristopulos Stochastic Indicator Analysis of
Contaminated Sites . . . . . . . . . . . 988--1008
Tityik Wong Preservation of Multivariate Stochastic
Orders under Multivariate Poisson Shock
Models . . . . . . . . . . . . . . . . . 1009--1020
Kyriakos Petakos and
Theothosios Tsapelas Reliability Analysis for Systems in a
Random Environment . . . . . . . . . . . 1021--1031
Nader Ebrahimi Multivariate Age Replacement . . . . . . 1032--1040
W\ladys\law Szczotka Asymptotic Stationarity of Queueing
Processes . . . . . . . . . . . . . . . 1041--1048
F. Simonot Convergence Rate for the Distributions
of GI/M/1/n and M/GI/1/n as $n$ Tends to
Infinity . . . . . . . . . . . . . . . . 1049--1060
J. Preater M/M/$ \infty $ Transience Revisited . . 1061--1067
Robert W. Chen and
Burton Rosenberg and
Larry A. Shepp A Secretary Problem with Two Decision
Makers . . . . . . . . . . . . . . . . . 1068--1074
S. A. Berezner and
A. E. Krzesinski and
P. G. Taylor A Product-Form 'Loss Network' with a
Form of Queueing . . . . . . . . . . . . 1075--1078
Volkert Paulsen The Moments of FIND . . . . . . . . . . 1079--1082
Anonymous Volume Information . . . . . . . . . . . 1083--1087
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Gareth O. Roberts and
Jeffrey S. Rosenthal and
Peter O. Schwartz Convergence Properties of Perturbed
Markov Chains . . . . . . . . . . . . . 1--11
T. N. Sriram Asymptotic Expansions for Array
Branching Processes with Applications to
Bootstrapping . . . . . . . . . . . . . 12--26
Alexander Kolesnik The Equations of Markovian Random
Evolution on the Line . . . . . . . . . 27--35
Rudolf Grübel Hoare's Selection Algorithm: A Markov
Chain Approach . . . . . . . . . . . . . 36--45
Mohamed Bentarzi and
Marc Hallin Spectral Factorization of Periodically
Correlated MA(1) Processes . . . . . . . 46--54
Franck Vermet Phase Transition and Law of Large
Numbers for a Non-Symmetric
One-Dimensional Random Walk with
Self-Interactions . . . . . . . . . . . 55--63
Zhao-Guo Chen and
Oliver D. Anderson Increment-Vector Methodology:
Transforming Non-Stationary Series to
Stationary Series . . . . . . . . . . . 64--77
Bent Jòrgensen and
Peter Xue-Kun Song Stationary Time Series Models with
Exponential Dispersion Model Margins . . 78--92
Marco Scarsini Multivariate Convex Orderings,
Dependence, and Stochastic Equality . . 93--103
M. Xie and
C. D. Lai On Reliability Bounds via Conditional
Inequalities . . . . . . . . . . . . . . 104--114
A. Schöttl Optimal Stopping of a Risk Reserve
Process with Interest and Cost Rates . . 115--123
Steven T. Garren and
Donald St. P. Richards General Conditions for Comparing the
Reliability Functions of Systems of
Components Sharing a Common Environment 124--135
Moshe Haviv and
Martin L. Puterman Bias Optimality in Controlled Queueing
Systems . . . . . . . . . . . . . . . . 136--150
Xiuli Chao and
Shaohui Zheng A Result on Networks of Queues with
Customer Coalescence and State-Dependent
Signaling . . . . . . . . . . . . . . . 151--164
Fabrice Guillemin and
Didier Pinchon Continued Fraction Analysis of the
Duration of an Excursion in an M/M/$
\infty $ System . . . . . . . . . . . . 165--183
Samuli Aalto Characterization of the Output Rate
Process for a Markovian Storage Model 184--199
Martin Benda A Central Limit Theorem for Contractive
Stochastic Dynamical Systems . . . . . . 200--205
Lajos Horváth Diffusion Approximation for Random Walks
on Anisotropic Lattices . . . . . . . . 206--212
Raisa E. Feldman and
Srikanth K. Iyer Non-Gaussian Density Processes Arising
from Non-Poisson Systems of Independent
Brownian Motions . . . . . . . . . . . . 213--220
J. M. Fernandez-Ponce and
S. C. Kochar and
J. Muñoz-Perez Partial Orderings of Distributions Based
on Right-Spread Functions . . . . . . . 221--228
Markus Roters Optimal Stopping in a Dice Game . . . . 229--235
Jian-Lun Xu Characterizations of the Exponential
Distribution via the Blocking Time in a
Queueing System with an Unreliable
Server . . . . . . . . . . . . . . . . . 236--239
Neil O'Connell Large Deviations for Queue Lengths at a
Multi-Buffered Resource . . . . . . . . 240--245
S. A. Berezner and
A. E. Krzesinski and
P. G. Taylor On the Inverse of Erlang's Function . . 246--252
Anonymous Correction: Distributions and
Expectations of Singular Random
Variables . . . . . . . . . . . . . . . 253--253
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Alain Comtet and
Cécile Monthus and
Marc Yor Exponential Functionals of Brownian
Motion and Disordered Systems . . . . . 255--271
R. A. Doney and
M. Yor On a Formula of Takács for Brownian
Motion with Drift . . . . . . . . . . . 272--280
Ibrahim Rahimov Multitype Processes with
Reproduction-Dependent Immigration . . . 281--292
Masami Kurano and
Jinjie Song and
Masanori Hosaka and
Youqiang Huang Controlled Markov Set-Chains with
Discounting . . . . . . . . . . . . . . 293--302
Timothy C. Brown and
Kais Hamza and
Aihua Xia On the Variance to Mean Ratio for Random
Variables from Markov Chains and Point
Processes . . . . . . . . . . . . . . . 303--312
Bret Larget A Canonical Representation for
Aggregated Markov Processes . . . . . . 313--324
Predrag R. Jelenkovi\'c and
Aurel A. Lazar Subexponential Asymptotics of a
Markov-Modulated Random Walk with
Queueing Applications . . . . . . . . . 325--347
Günter Last and
Ryszard Szekli Stochastic Comparison of Repairable
Systems by Coupling . . . . . . . . . . 348--370
J. M. Angulo and
M. D. Ruiz-Medina A Series Expansion Approach to the
Inverse Problem . . . . . . . . . . . . 371--382
Antonio Di Crescenzo First-Passage-Time Densities and
Avoiding Probabilities for
Birth-and-Death Processes with Symmetric
Sample Paths . . . . . . . . . . . . . . 383--394
Jürgen Dippon Globally Convergent Stochastic
Optimization with Optimal Asymptotic
Distribution . . . . . . . . . . . . . . 395--406
Han-Fu Chen Stochastic Approximation with
Non-Additive Measurement Noise . . . . . 407--417
Toshinao Nakatsuka Absorbing Process in Recursive
Stochastic Equations . . . . . . . . . . 418--426
Jòrund Gåsemyr On Identifiability in the Autopsy Model
of Reliability Systems of Lifemonitored
and Conditionally Lifemonitored
Components . . . . . . . . . . . . . . . 427--437
M. Möhle Robustness Results for the Coalescent 438--447
O. Diekmann and
M. C. M. De Jong and
J. A. J. Metz A Deterministic Epidemic Model Taking
Account of Repeated Contacts between the
Same Individuals . . . . . . . . . . . . 448--462
Avner Dor and
Eitan Greenshtein and
Ephraim Korach Optimal and Myopic Search in a Binary
Random Vector . . . . . . . . . . . . . 463--472
Richard J. Boucherie and
Matteo Sereno On Closed Support $T$-Invariants and the
Traffic Equations . . . . . . . . . . . 473--481
Eui Yong Lee and
Sung K. Ahn P$_\lambda^M$-Policy for a Dam with
Input Formed by a Compound Poisson
Process . . . . . . . . . . . . . . . . 482--488
Adrienne W. Kemp Absorption Sampling and the Absorption
Distribution . . . . . . . . . . . . . . 489--494
Chern-Ching Chao and
Hsien-Kuei Hwang and
Wen-Qi Liang Expected Measure of the Union of Random
Rectangles . . . . . . . . . . . . . . . 495--500
Rüdiger Frey and
Daniel Sommer The Generalization of the Geske-Formula
for Compound Options to Stochastic
Interest Rates is Not Trivial --- a Note 501--509
F. Simonot A Comparison of the Stationary
Distributions of GI/M/c/n and GI/M/c . . 510--515
Anonymous Correction: Stationary Time Series
Models with Exponential Dispersion Model
Margins . . . . . . . . . . . . . . . . 516--516
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
R. L. Tweedie Truncation Approximations of Invariant
Measures for Markov Chains . . . . . . . 517--536
Peter Olofsson The $ x \log x $ Condition for General
Branching Processes . . . . . . . . . . 537--544
Masaaki Kijima Hazard Rate and Reversed Hazard Rate
Monotonicities in Continuous-Time Markov
Chains . . . . . . . . . . . . . . . . . 545--556
Alexis Bienvenüe Un Principe d'Invariance pour une Classe
de Marches $p$-Corrélées sur $ Z^d$.
(French) [An Invariance Principle for a
Class of $p$-Correlated Walks on $ Z^d$] 557--565
Cheng Der Fuh and
Tze Leung Lai Wald's Equations, First Passage Times
and Moments of Ladder Variables in
Markov Random Walks . . . . . . . . . . 566--580
Laurence A. Baxter Dynamical Systems Defined on Point
Processes . . . . . . . . . . . . . . . 581--588
William L. Cooper Negative Binomial Sums of Random
Variables and Discounted Reward
Processes . . . . . . . . . . . . . . . 589--599
Ulrich A. W. Tetzlaff On Normalization Constants for Closed
Queueing Networks with Finite Local
Buffers . . . . . . . . . . . . . . . . 600--607
Francis Comets and
Martin Janzura A Central Limit Theorem for
Conditionally Centred Random Fields with
an Application to Markov Fields . . . . 608--621
Paul Joyce Partition Structures and Sufficient
Statistics . . . . . . . . . . . . . . . 622--632
Yoshiaki Itoh and
Colin Mallows and
Larry Shepp Explicit Sufficient Invariants for an
Interacting Particle System . . . . . . 633--641
Alexander V. Gnedin On Convergence and Extensions of
Size-Biased Permutations . . . . . . . . 642--650
Håkan Andersson and
Tom Britton Heterogeneity in Epidemic Models and Its
Effect on the Spread of Infection . . . 651--661
Håkan Andersson and
Boualem Djehiche A Threshold Limit Theorem for the
Stochastic Logistic Epidemic . . . . . . 662--670
Anders Martin-Löf The Final Size of a Nearly Critical
Epidemic, and the First Passage Time of
a Wiener Process to a Parabolic Barrier 671--682
Olle Häggström and
Robin Pemantle First Passage Percolation and a Model
for Competing Spatial Growth . . . . . . 683--692
David Assaf and
Ester Samuel-Cahn Optimal Multivariate Stopping Rules . . 693--706
Sergei Grishechkin Inequalities for Multinomial Allocations
with Application to DNA Fingerprinting 707--717
Pierre Bernard and
Liming Wu Stochastic Linearization: The Theory . . 718--730
Philip J. Boland and
Emad El-Neweihi Statistical and Information Based
(Physical) Minimal Repair for $k$ out of
$n$ Systems . . . . . . . . . . . . . . 731--740
Nicole Bäuerle and
Tomasz Rolski A Monotonicity Result for the Workload
in Markov-Modulated Queues . . . . . . . 741--747
José M. Gouweleeuw A Minimax Optimal Stop Rule in
Reliability Checking . . . . . . . . . . 748--761
K. S. Chong and
K. Lam Applying POS(i) Rules to Communication
Problems . . . . . . . . . . . . . . . . 762--769
Daniel Richardson and
Wayne Burton A Relatively Quick Way to Simulate Local
Random Processes on a Lattice . . . . . 770--775
O. Zeitouni Superexponential Decay for the Gem
Process . . . . . . . . . . . . . . . . 776--781
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Sòren Asmussen and
Tatyana S. Turova Stationarity Properties of Neural
Networks . . . . . . . . . . . . . . . . 783--794
A. E. Kyprianou Slow Variation and Uniqueness of
Solutions to the Functional Equation in
the Branching Random Walk . . . . . . . 795--801
J. Alfredo López-Mimbela and
Anton Wakolbinger Length of Galton--Watson Trees and
Blow-Up of Semilinear Systems . . . . . 802--811
D. M. Walker The Expected Time until Absorption When
Absorption Is Not Certain . . . . . . . 812--823
George R. Barnes and
Patricia B. Cerrito and
Inessa Levi Random Walks on Finite Semigroups . . . 824--832
A. Reza Soltani and
K. Khorshidian Reward Processes for Semi-Markov
Processes: Asymptotic Behaviour . . . . 833--842
Karim Benhenni Approximating Integrals of Stochastic
Processes: Extensions . . . . . . . . . 843--855
S. E. Graversen and
G. Peskir Optimal Stopping and Maximal
Inequalities for Geometric Brownian
Motion . . . . . . . . . . . . . . . . . 856--872
P. Del Moral A Uniform Convergence Theorem for the
Numerical Solving of the Nonlinear
Filtering Problem . . . . . . . . . . . 873--884
J. R. Cruz and
C. C. Y. Dorea Simple Conditions for the Convergence of
Simulated Annealing Type Algorithms . . 885--892
Mark D. Rothmann and
Ralph P. Russo Weak Convergence on Randomly Deleted
Sets . . . . . . . . . . . . . . . . . . 893--902
Stephen E. Chick and
Max B. Mendel New Characterizations of the No-Aging
Property and the $ \ell_1$-Isotropic
Model . . . . . . . . . . . . . . . . . 903--910
R. M. Phatarfod and
A. J. Pryde On Some Multi-Request Move-to-Front
Heuristics . . . . . . . . . . . . . . . 911--918
J. Van Den Berg and
A. Ermakov On a Distributed Clustering Process of
Coffman, Courtois, Gilbert and Piret . . 919--924
D. Down On the Stability of Polling Models with
Multiple Servers . . . . . . . . . . . . 925--935
Xiaoyue Jiang and
Kan Cheng and
Viliam Makis On the Optimality of Repair-Cost-Limit
Policies . . . . . . . . . . . . . . . . 936--949
D. J. Daley and
L. D. Servi Idle and Busy Periods in Stable M/M/k
Queues . . . . . . . . . . . . . . . . . 950--962
Pablo A. Ferrari and
Nancy Lopes Garcia One-Dimensional Loss Networks and
Conditioned M/G/$ \infty $ Queues . . . 963--975
Jewgeni H. Dshalalow Queueing Processes in Bulk Systems under
the D-Policy . . . . . . . . . . . . . . 976--989
Wansoo T. Rhee Tight Bound of Random Interval Packing 990--997
Nigel Bean and
David Green and
Peter Taylor The Output Process of an MMPP/M/1 Queue 998--1002
Tom Britton On Critical Vaccination Coverage in
Multitype Epidemics . . . . . . . . . . 1003--1006
F. Thomas Bruss and
Guy Louchard Sharp Bounds for Winning Probabilities
in the Competitive Rank Selection
Problem . . . . . . . . . . . . . . . . 1007--1011
J. Gani Obituary: José Enrique Moyal . . . . . . 1012--1017
Anonymous Volume Information . . . . . . . . . . . 1018--1022
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
S. D. Jacka Keeping a Satellite Aloft: Two Finite
Fuel Stochastic Control Models . . . . . 1--20
George M. Tsaklidis The Stress Tensor and the Energy of a
Continuous Time Homogeneous Markov
System with Fixed Size . . . . . . . . . 21--29
Di Warren The Frobenius--Harper Technique in a
General Recurrence Model . . . . . . . . 30--47
George V. Moustakides Extension of Wald's First Lemma to
Markov Processes . . . . . . . . . . . . 48--59
Danielle Florens-Landais and
Huyên Pham Large Deviations in Estimation of an
Ornstein--Uhlenbeck Model . . . . . . . 60--77
M. S. Sgibnev On the Existence of Submultiplicative
Moments for the Stationary Distributions
of Some Markovian Random Walks . . . . . 78--85
Nikolay Likhanov and
Ravi R. Mazumdar Cell Loss Asymptotics for Buffers Fed
with a Large Number of Independent
Stationary Sources . . . . . . . . . . . 86--96
Michael Weba Bounds for the Total Variation Distance
between the Binomial and the Poisson
Distribution in Case of Medium-Sized
Success Probabilities . . . . . . . . . 97--104
Zhen Liu and
Philippe Nain and
Don Towsley and
Zhi-Li Zhang Asymptotic Behavior of a Multiplexer Fed
by a Long-Range Dependent Process . . . 105--118
Marco Scarsini and
Fabio Spizzichino Simpson-Type Paradoxes, Dependence, and
Ageing . . . . . . . . . . . . . . . . . 119--131
M. P. Quine and
W. Szczotka Existence and Positivity of the Limit in
Processes with a Branching Structure . . 132--138
Owen Dafydd Jones Continuity for Multi-Type Branching
Processes with Varying Environments . . 139--145
Han-Xing Wang Extinction of Population-Size-Dependent
Branching Processes in Random
Environments . . . . . . . . . . . . . . 146--154
M. A. Guerry Using Fuzzy Sets in Manpower Planning 155--162
Pierre-F. Koehl and
Huyên Pham and
Nizar Touzi Hedging in Discrete Time under
Transaction Costs and Continuous-Time
Limit . . . . . . . . . . . . . . . . . 163--178
S. Robin and
J. J. Daudin Exact Distribution of Word Occurrences
in a Random Sequence of Letters . . . . 179--193
Sungyeol Kang and
Richard F. Serfozo Extreme Values of Phase-Type and Mixed
Random Variables with
Parallel-Processing Examples . . . . . . 194--210
Yannis A. Korilis and
Aurel A. Lazar and
Ariel Orda Avoiding the Braess Paradox in
Non-Cooperative Networks . . . . . . . . 211--222
Steve Alpern and
V. J. Baston and
Skander Essegaier Rendezvous Search on a Graph . . . . . . 223--231
R. D. Van Der Mei Delay in Polling Systems with Large
Switch-Over Times . . . . . . . . . . . 232--243
Offer Kella and
Ward Whitt Linear Stochastic Fluid Networks . . . . 244--260
F. Thomas Bruss and
M. Slavtchova-Bojkova On Waiting Times to Populate an
Environment and a Question of
Statistical Inference . . . . . . . . . 261--267
P. K. Pollett Quasistationary Distributions for
Continuous Time Markov Chains When
Absorption Is Not Certain . . . . . . . 268--272
M. P. Quine and
J. S. Law Modelling Random Linear Nucleation and
Growth by a Markov Chain . . . . . . . . 273--278
Yi-Ching Yao and
Hari Iyer On an Inequality for the Normal
Distribution Arising in Bioequivalence
Studies . . . . . . . . . . . . . . . . 279--286
Aihua Xia A Probabilistic Proof of Stein's Factors 287--290
Wolfgang Stadje Stationarity of a Stochastic Population
Flow Model . . . . . . . . . . . . . . . 291--294
Anonymous Axiomatic Principles for a Market Model 295--300
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Jochen Geiger Elementary New Proofs of Classical Limit
Theorems for Galton--Watson Processes 301--309
Christian Meise On Spectral Gap Estimates of a Markov
Chain Via Hitting Times and Coupling . . 310--319
Howard M. Taylor The Fundamental Matrix for a Certain
Random Walk . . . . . . . . . . . . . . 320--333
S. Alili Asymptotic Behaviour for Random Walks in
Random Environments . . . . . . . . . . 334--349
Bernhard Gittenberger and
Guy Louchard The Brownian Excursion Multi-Dimensional
Local Time Density . . . . . . . . . . . 350--373
Robert B. Lund and
Ronald W. Butler and
Robert L. Paige Prediction of Shot Noise . . . . . . . . 374--388
Jens Ledet Jensen and
Jan Pedersen Ornstein--Uhlenbeck Type Processes with
Non-Normal Distribution . . . . . . . . 389--402
Stan Zachary and
Ilze Ziedins Loss Networks and Markov Random Fields 403--414
Frank Ball Central Limit Theorems for Multivariate
Semi-Markov Sequences and Processes,
with Applications . . . . . . . . . . . 415--432
S. T. Rachev and
I. Olkin Mass Transportation Problems with
Capacity Constraints . . . . . . . . . . 433--445
M. Möhle Weak Convergence to the Coalescent in
Neutral Population Models . . . . . . . 446--460
E. G. Kyriakidis Optimal Control of a Truncated General
Immigration Process through Total
Catastrophes . . . . . . . . . . . . . . 461--472
Frank Ball and
Philip O'Neill The Distribution of General Final State
Random Variables for Stochastic Epidemic
Models . . . . . . . . . . . . . . . . . 473--491
Janko Gravner Recurrent Ring Dynamics in
Two-Dimensional Excitable Cellular
Automata . . . . . . . . . . . . . . . . 492--511
Rhonda Righter A Brokered Market with Heterogeneous
Suppliers and Consumers . . . . . . . . 512--522
Jaksa Cvitani\'c and
Huyên Pham and
Nizar Touzi Super-Replication in Stochastic
Volatility Models under Portfolio
Constraints . . . . . . . . . . . . . . 523--545
Wolfgang Stadje and
P. R. Parthasarathy On the Convergence to Stationarity of
the Many-Server Poisson Queue . . . . . 546--557
H. Ayhan and
J. Limon-Robles and
M. A. Wortman On the Time-Dependent Occupancy and
Backlog Distributions for the GI/G/$
\infty $ Queue . . . . . . . . . . . . . 558--569
Gordon E. Willmot A Laplace Transform Representation in a
Class of Renewal Queueing and Risk
Processes . . . . . . . . . . . . . . . 570--584
Robert B. Cooper and
Shun-Chen Niu and
Mandyam M. Srinivasan Setups in Polling Models: Does It Make
Sense to Set up If no Work Is Waiting? 585--592
Jean Bertoin On Overshoots and Hitting Times for
Random Walks . . . . . . . . . . . . . . 593--600
Yunshyong Chow and
Yu Zhang Inequalities for the Score Constant in
Matching Random Sequences . . . . . . . 601--606
Jérôme Manuceau and
Maryl\`ene Troupé and
Jean Vaillant On an Entropy Conservation Principle . . 607--610
Han-Xing Wang and
Dafan Fang Asymptotic Behaviour of
Population-Size-Dependent Branching
Processes in Markovian Random
Environments . . . . . . . . . . . . . . 611--619
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Richard Durrett and
Semyon Kruglyak A New Stochastic Model of Microsatellite
Evolution . . . . . . . . . . . . . . . 621--631
Ibrahim Rahimov and
George P. Yanev On Maximum Family Size in Branching
Processes . . . . . . . . . . . . . . . 632--643
Philippe Carette Modelling Hierarchical Systems by a
Continuous-Time Homogeneous Markov Chain
Using Two-Wave Panel Data . . . . . . . 644--653
Tolga Tüfekçi and
Refik Güllü An Iterative Approximation Scheme for
Repetitive Markov Processes . . . . . . 654--667
K. Borovkov On Records and Related Processes for
Sequences with Trends . . . . . . . . . 668--681
J. P. Imhof On Some Equalities of Laws for Brownian
Motion with Drift . . . . . . . . . . . 682--687
Shiqing Ling On the Probabilistic Properties of a
Double Threshold ARMA Conditional
Heteroskedastic Model . . . . . . . . . 688--705
Antonio Di Crescenzo A Probabilistic Analogue of the Mean
Value Theorem and Its Applications to
Reliability Theory . . . . . . . . . . . 706--719
Nader Ebrahimi Stochastic Properties of a Cumulative
Damage Threshold Crossing Model . . . . 720--732
Harri Nyrhinen Large Deviations for the Time of Ruin 733--746
Stephen Walker and
Paul Damien Characterizations, Stochastic Equations,
and the Gibbs Sampler . . . . . . . . . 747--751
Fabrice Guillemin and
Didier Pinchon Excursions of Birth and Death Processes,
Orthogonal Polynomials, and Continued
Fractions . . . . . . . . . . . . . . . 752--770
C. P. Farrington and
A. D. Grant The Distribution of Time to Extinction
in Subcritical Branching Processes:
Applications to Outbreaks of Infectious
Disease . . . . . . . . . . . . . . . . 771--779
Jerzy Jaworski Epidemic Processes on Digraphs of Random
Mappings . . . . . . . . . . . . . . . . 780--798
Damian Clancy Outcomes of Epidemic Models with General
Infection and Removal Rate Functions at
Certain Stopping Times . . . . . . . . . 799--813
J. Gåsemyr and
Terje Aven Asymptotic Distributions for Downtimes
of Monotone Systems . . . . . . . . . . 814--824
Chang C. Y. Dorea and
Cátia R. Gonçalves Search Schemes for Random Optimization
Algorithms That Preserve the Asymptotic
Distribution . . . . . . . . . . . . . . 825--836
Kevin Ruth Favorable Red and Black on the Integers
with a Minimum Bet . . . . . . . . . . . 837--851
Johan Jonasson The Random Triangle Model . . . . . . . 852--867
Alexander Dudin and
Shoichi Nishimura A BMAP/SM/1 Queueing System with
Markovian Arrival Input of Disasters . . 868--881
Chia-Li Wang On the Transient Delays of M/G/1 Queues 882--893
Laurent Massoulie and
Alain Simonian Large Buffer Asymptotics for the Queue
with Fractional Brownian Input . . . . . 894--906
J. R. Artalejo and
A. Gomez-Corral On a Single Server Queue with Negative
Arrivals and Request Repeated . . . . . 907--918
Jacek Wesollowski Poisson Process via Martingale and
Related Characteristics . . . . . . . . 919--926
Jie Mi Optimal Active Redundancy Allocation in
$k$-out-of-$n$ System . . . . . . . . . 927--933
Sheldon M. Ross and
Sridhar Seshadri Hitting Time in an M/G/1 Queue . . . . . 934--940
Anton Bovier Sharp Upper Bounds on Perfect Retrieval
in the Hopfield Model . . . . . . . . . 941--950
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
J. K. Percus and
O. E. Percus and
W. J. Bruno and
D. C. Torney Asymptotics of Pooling Design
Performance . . . . . . . . . . . . . . 951--964
Raúl Gouet and
Jaime San Martín Partial Orders and Minimization of
Records in a Sequence of Independent
Random Variables . . . . . . . . . . . . 965--973
Bruno Tuffin Bounded Normal Approximation in
Simulations of Highly Reliable Markovian
Systems . . . . . . . . . . . . . . . . 974--986
Ulrich Herkenrath Generalized Adaptive Exponential
Smoothing of Observations from an
Ergodic Hidden Markov Model . . . . . . 987--998
András Telcs and
Nicholas C. Wormald Branching and Tree Indexed Random Walks
on Fractals . . . . . . . . . . . . . . 999--1011
Valeri T. Stefanov On the Occurrence of Composite Events
and Clusters of Points . . . . . . . . . 1012--1018
Alex Novikov and
Volf Frishling and
Nino Kordzakhia Approximations of Boundary Crossing
Probabilities for a Brownian Motion . . 1019--1030
Hwai-Chung Ho and
William P. McCormick Asymptotic Distribution of Sum and
Maximum for Gaussian Processes . . . . . 1031--1044
Yiqiang Q. Zhao and
Wei Li and
Attahiru Sule Alfa Duality Results for Block-Structured
Transition Matrices . . . . . . . . . . 1045--1057
Jun Cai and
José Garrido A Unified Approach to the Study of Tail
Probabilities of Compound Distributions 1058--1073
Alexander V. Gnedin Sequential Selection of an Increasing
Subsequence from a Sample of Random Size 1074--1085
Carlos F. Borges and
Craig S. Peters Computing Approximate Stationary
Distributions for Discrete Markov
Processes with Banded Infinitesimal
Generators . . . . . . . . . . . . . . . 1086--1100
Olle Häggström and
Johan Jonasson Phase Transition in the Random Triangle
Model . . . . . . . . . . . . . . . . . 1101--1115
Serik Sagitov The General Coalescent with Asynchronous
Mergers of Ancestral Lines . . . . . . . 1116--1125
F. Biagini and
M. Pratelli Local Risk Minimization and Numéraire . . 1126--1139
Laurence Dieulle Reliability of a System with Poisson
Inspection Times . . . . . . . . . . . . 1140--1154
David Perry and
Wolfgang Stadje Heavy Traffic Analysis of a Queueing
System with Bounded Capacity for Two
Types of Customers . . . . . . . . . . . 1155--1166
Christine Fricker and
Philippe Robert and
Danielle Tibi On the Rates of Convergence of Erlang's
Model . . . . . . . . . . . . . . . . . 1167--1184
Ger Koole and
Panayotis D. Sparaggis and
Don Towsley Minimizing Response Times and Queue
Lengths in Systems of Parallel Queues 1185--1193
Raúl Fierro and
Servet Martínez and
Jaime San Martín Limiting Conditional and Conditional
Invariant Distributions for the Poisson
Process with Negative Drift . . . . . . 1194--1209
G. O. Roberts A Note on Acceptance Rate Criteria for
CLTs for Metropolis--Hastings Algorithms 1210--1217
Wen-Ming Hong and
Zeng-Hu Li A Central Limit Theorem for
Super-Brownian Motion with
Super-Brownian Immigration . . . . . . . 1218--1224
R. M. Huggins and
I. V. Basawa Extensions of the Bifurcating
Autoregressive Model for Cell Lineage
Studies . . . . . . . . . . . . . . . . 1225--1233
C. C. Heyde A Risky Asset Model with Strong
Dependence through Fractal Activity Time 1234--1239
Rhonda Righter A Note on Losses in M/GI/1/n Queues . . 1240--1243
Olivier Perrin and
Wendy Meiring Identifiability for Non-Stationary
Spatial Structure . . . . . . . . . . . 1244--1250
Erol A. Peköz A Note on Reliability Bounds via
Conditional Inequalities . . . . . . . . 1251--1254
D. Stoyan Obituary: Klaus Matthes . . . . . . . . 1255--1257
Anonymous Volume Information . . . . . . . . . . . 1258--1262
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Peter Jagers and
Serik Sagitov The Growth of General
Population-Size-Dependent Branching
Processes Year by Year . . . . . . . . . 1--14
Olivier François Geometric Inequalities for the
Eigenvalues of Concentrated Markov
Chains . . . . . . . . . . . . . . . . . 15--28
Seokhoon Yun The Distributions of Cluster Functionals
of Extreme Events in a $d$ th-Order
Markov Chain . . . . . . . . . . . . . . 29--44
N. M. Van Dijk and
H. Korezlioglu Sensitivity Analysis for Markov Reward
Structures until Entrance Times . . . . 45--63
Robert Kühne and
Ludger Rüschendorf Optimal Stopping with Discount and
Observation Costs . . . . . . . . . . . 64--72
Paul Embrechts and
Harro Walk Recursive Estimation of Distributional
Fix-Points . . . . . . . . . . . . . . . 73--87
Andrew L. Rukhin Approximate Entropy for Testing
Randomness . . . . . . . . . . . . . . . 88--100
Torkel Erhardsson Compound Poisson Approximation for the
Johnson-Mehl Model . . . . . . . . . . . 101--117
Raúl Gouet and
F. Javier López and
Gerardo Sanz Estimation of Critical Values in
Interacting Particle Systems . . . . . . 118--125
Sid Browne Stochastic Differential Portfolio Games 126--147
Morihiro Notohara A Perturbation Method for the Structured
Coalescent with Strong Migration . . . . 148--167
M. Cottrell and
T. S. Turova Use of an Hourglass Model in Neuronal
Coding . . . . . . . . . . . . . . . . . 168--186
Terje Aven and
Uwe Jensen A General Minimal Repair Model . . . . . 187--197
Carl Graham Chaoticity on Path Space for a Queueing
Network with Selection of the Shortest
Queue among Several . . . . . . . . . . 198--211
Stephen R. E. Turner A Join the Shorter Queue Model in Heavy
Traffic . . . . . . . . . . . . . . . . 212--223
László Györfi and
András Rácz and
Ken Duffy and
John T. Lewis and
Fergal Toomey Distribution-Free Confidence Intervals
for Measurement of Effective Bandwidth 224--235
Robert J. Adler and
Srikanth K. Iyer An Exponential Change of Measure for the
Feller Diffusion and Some Implications
for Superprocesses . . . . . . . . . . . 236--245
S. Balaji and
S. Ramasubramanian Passage Time Moments for
Multidimensional Diffusions . . . . . . 246--251
Wei-Bin Chang and
John A. Gubner Poisson Limits and Nonparametric
Estimation for Pairwise Interaction
Point Processes . . . . . . . . . . . . 252--260
Yu Hayakawa A New Characterisation Property of Mixed
Poisson Processes via Berman's Theorem 261--268
Didier Piau Quasi-Renewal Estimates . . . . . . . . 269--275
Tuhao Chen and
E. Seneta A Refinement of Multivariate
Bonferroni-Type Inequalities . . . . . . 276--282
Jun Cai and
Vladimir Kalashnikov NWU Property of a Class of Random Sums 283--289
F. Simonot Moments Based Approximation for the
Stationary Distribution of a Random Walk
in $ Z_+ $ with an Application to the
M/GI/1/n Queueing System . . . . . . . . 290--299
Mark E. Lewis and
Martin L. Puterman A Note on Bias Optimality in Controlled
Queueing Systems . . . . . . . . . . . . 300--305
Shunlong Luo Probabilistic Aspects of the
SU(2)-Harmonic Oscillator . . . . . . . 306--314
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
K. Borovkov and
D. Vere-Jones Explicit Formulae for Stationary
Distributions of Stress Release
Processes . . . . . . . . . . . . . . . 315--321
James D. Lynch The Galton--Watson Process Revisited:
Some Martingale Relationships and
Applications . . . . . . . . . . . . . . 322--328
Nico M. Van Dijk and
Karel Sladký A Note on Uniformization for Dynamic
Non-Negative Systems . . . . . . . . . . 329--341
Keith Baggerly and
Dennis Cox and
Rick Picard Exponential Convergence of Adaptive
Importance Sampling for Markov Chains 342--358
G. O. Roberts and
R. L. Tweedie Rates of Convergence of Stochastically
Monotone and Continuous Time Markov
Models . . . . . . . . . . . . . . . . . 359--373
Glenn Hofmann and
H. N. Nagaraja Random and Poisson Paced Record Models
in the $ F^\alpha $ Setup . . . . . . . 374--388
F. Thomas Bruss and
Davy Paindaveine Selecting a Sequence of Last Successes
in Independent Trials . . . . . . . . . 389--399
Rosario Delgado and
Maria Jolis Weak Approximation for a Class of
Gaussian Processes . . . . . . . . . . . 400--407
Mohamed Abdel-Hameed Optimal Control of a Dam Using $
P_\lambda, \tau^M $ Policies and Penalty
Cost When the Input Process Is a
Compound Poisson Process with Positive
Drift . . . . . . . . . . . . . . . . . 408--416
John E. Glynn and
Peter W. Glynn On the Behaviour of a Long Cascade of
Linear Reservoirs . . . . . . . . . . . 417--428
Carl J. Nuzman and
H. Vincent Poor Linear Estimation of Self-Similar
Processes via Lamperti's Transformation 429--452
Haijun Li Stochastic Models for Dependent Life
Lengths Induced by Common Pure Jump
Shock Environments . . . . . . . . . . . 453--469
W. Böhm The Correlated Random Walk with
Boundaries: A Combinatorial Solution . . 470--479
Endre Csáki and
Miklós Csörg\Ho and
Antónia Földes and
Pál Révész Asymptotic Properties of Integral
Functionals of Geometric Stochastic
Processes . . . . . . . . . . . . . . . 480--493
Ludger Rüschendorf and
Gernot Sachs Stochastic Analysis of Partitioning
Algorithms for Matching Problems . . . . 494--503
Marzia Marcheselli A Generalized Delta Method with
Applications to Intrinsic Diversity
Profiles . . . . . . . . . . . . . . . . 504--510
Manuel Lladser and
Jaime San Martín Domain of Attraction of the
Quasi-Stationary Distributions for the
Ornstein--Uhlenbeck Process . . . . . . 511--520
Juanjuan Fan and
S. G. Ghurye and
Richard A. Levine Multicomponent Lifetime Distributions in
the Presence of Ageing . . . . . . . . . 521--533
Yoshiaki Itoh and
Hiroshi Maehara and
Norihide Tokushige Oriented Graphs Generated by Random
Points on a Circle . . . . . . . . . . . 534--539
J. H. Crosbie and
K. D. Glazebrook Evaluating Policies for Generalized
Bandits via a Notion of Duality . . . . 540--546
J. Kate Duckworth and
Mihail Zervos An Investment Model with Entry and Exit
Decisions . . . . . . . . . . . . . . . 547--559
Nicolas Privault Hypothesis Testing and Skorokhod
Stochastic Integration . . . . . . . . . 560--574
Sidney Resnick and
Eric Van Den Berg Weak Convergence of High-Speed Network
Traffic Models . . . . . . . . . . . . . 575--597
S. J. Darlington and
P. K. Pollett Quasistationarity in Continuous-Time
Markov Chains Where Absorption Is Not
Certain . . . . . . . . . . . . . . . . 598--600
Hiroshi Maehara and
Sumie Ueda On the Waiting Time in a Janken Game . . 601--605
Anonymous Obituary: Sidney Jesse Yakowitz . . . . 606--611
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
David Assaf and
Larry Goldstein and
Ester Samuel-Cahn An Unexpected Connection between
Branching Processes and Optimal Stopping 613--626
Zeng-Hu Li Ornstein--Uhlenbeck Type Processes and
Branching Processes with Immigration . . 627--634
J. Alfredo López-Mimbela and
Anton Wakolbinger A Probabilistic Proof of Non-Explosion
of a Non-Linear PDE System . . . . . . . 635--641
John E. Kolassa Explicit Bounds for Geometric
Convergence of Markov Chains . . . . . . 642--651
Takis Konstantopoulos and
Günter Last On the Dynamics and Performance of
Stochastic Fluid Systems . . . . . . . . 652--667
Eitan Altman and
Sandjai Bhulai and
Bruno Gaujal and
Arie Hordijk Open-Loop Routing to $M$ Parallel
Servers with no Buffers . . . . . . . . 668--684
Stan Zachary Dynamics of Large Uncontrolled Loss
Networks . . . . . . . . . . . . . . . . 685--695
B. Abraham and
N. Balakrishna Estimation of Limiting Availability for
a Stationary Bivariate Process . . . . . 696--704
Peter Donnelly and
Eliane R. Rodrigues Convergence to Stationarity in the Moran
Model . . . . . . . . . . . . . . . . . 705--717
Hagit Glickman A Best-Choice Problem with Multiple
Selectors . . . . . . . . . . . . . . . 718--735
C. Douglas Howard Zero-Temperature Ising Spin Dynamics on
the Homogeneous Tree of Degree Three . . 736--747
Wei Biao Wu and
Michael Woodroofe A Central Limit Theorem for Iterated
Random Functions . . . . . . . . . . . . 748--755
Valeri T. Stefanov On Some Waiting Time Problems . . . . . 756--764
José A. Adell and
Alberto Lekuona Taylor's Formula and Preservation of
Generalized Convexity for Positive
Linear Operators . . . . . . . . . . . . 765--777
Michael V. Boutsikas and
Markos V. Koutras Generalized Reliability Bounds for
Coherent Structures . . . . . . . . . . 778--794
Laurent Truffet Reduction Techniques for Discrete-Time
Markov Chains on Totally Ordered State
Space Using Stochastic Comparisons . . . 795--806
Yuri Belyaev and
Sara Sjöstedt-De Luna Weakly Approaching Sequences of Random
Distributions . . . . . . . . . . . . . 807--822
A. Gerardi and
F. Spizzichino and
B. Torti Filtering Equations for the Conditional
Law of Residual Lifetimes from a
Heterogeneous Population . . . . . . . . 823--834
R. B. Lenin and
P. R. Parthasarathy and
W. R. W. Scheinhardt and
E. A. Van Doorn Families of Birth-Death Processes with
Similar Time-Dependent Behaviour . . . . 835--849
Sharon Browning A Monte Carlo Approach to Calculating
Probabilities for Continuous Identity by
Descent Data . . . . . . . . . . . . . . 850--864
Chingfer Chen and
Samuel Karlin Poisson Approximations for Conditional
$r$-Scan Lengths of Multiple Renewal
Processes and Application to Marker
Arrays in Biomolecular Sequences . . . . 865--880
Antonis Economou A Stochastic Lower Bound for
Assemble-Transfer Batch Service Queueing
Networks . . . . . . . . . . . . . . . . 881--889
José Niño-Mora and
Kevin D. Glazebrook Assessing an Intuitive Condition for
Stability under a Range of Traffic
Conditions Via a Generalised Lu-Kumar
Network . . . . . . . . . . . . . . . . 890--899
Arie Hordijk and
Zhen Liu and
Don Towsley Smoothing Effect of the Superposition of
Homogeneous Sources in Tandem Networks 900--913
Pierre Brémaud An Insensitivity Property of Lundberg's
Estimate for Delayed Claims . . . . . . 914--917
Michael Voit A Note on the Rate of Convergence to
Equilibrium for Erlang's Model in the
Subcritical Case . . . . . . . . . . . . 918--923
Anonymous Acknowledgement . . . . . . . . . . . . 924--924
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Georgios Skoulakis A General Shock Model for a Reliability
System . . . . . . . . . . . . . . . . . 925--935
Griselda Deelstra and
Martino Grasselli and
Pierre-François Koehl Optimal Investment Strategies in a CIR
Framework . . . . . . . . . . . . . . . 936--946
David Heath and
Martin Schweizer Martingales versus PDEs in Finance: An
Equivalence Result with Examples . . . . 947--957
W. P. McCormick and
Y. Qi Asymptotic Distribution for the Sum and
Maximum of Gaussian Processes . . . . . 958--971
Jesper Lund Pedersen Discounted Optimal Stopping Problems for
the Maximum Process . . . . . . . . . . 972--983
Guy Latouche and
P. G. Taylor Level-Phase Independence for GI/M/1-Type
Markov Chains . . . . . . . . . . . . . 984--998
M. C. Bhattacharjee and
A. M. Abouammoh and
A. N. Ahmed and
A. M. Barry Preservation Results for Life
Distributions Based on Comparisons with
Asymptotic Remaining Life under
Replacements . . . . . . . . . . . . . . 999--1009
Bong Dae Choi and
Bara Kim Sharp Results on Convergence Rates for
the Distribution of GI/M/1/K Queues as
$K$ Tends to Infinity . . . . . . . . . 1010--1019
Haijun Li and
Susan H. Xu On the Dependence Structure and Bounds
of Correlated Parallel Queues and Their
Applications to Synchronized Stochastic
Systems . . . . . . . . . . . . . . . . 1020--1043
Stephen M. Krone and
Claudia Neuhauser A Spatial Model of Range-Dependent
Succession . . . . . . . . . . . . . . . 1044--1060
C. Douglas Howard Lower Bounds for Point-to-Point
Wandering Exponents in Euclidean
First-Passage Percolation . . . . . . . 1061--1073
Lars Holden Convergence of Markov Chains in the
Relative Supremum Norm . . . . . . . . . 1074--1083
David Assaf and
Ester Samuel-Cahn Simple Ratio Prophet Inequalities for a
Mortal with Multiple Choices . . . . . . 1084--1091
Olivier Brun and
Jean-Marie Garcia Analytical Solution of Finite Capacity
M/D/1 Queues . . . . . . . . . . . . . . 1092--1098
Ji Hwan Cha On a Better Burn-in Procedure . . . . . 1099--1103
Tilmann Gneiting Power-Law Correlations, Related Models
for Long-Range Dependence and Their
Simulation . . . . . . . . . . . . . . . 1104--1109
John Haigh and
Markus Roters Optimal Strategy in a Dice Game . . . . 1110--1116
Offer Kella Non-Product Form of Two-Dimensional
Fluid Networks with Dependent Lévy Inputs 1117--1122
Baha-Eldin Khaledi and
Subhash Kochar Some New Results on Stochastic
Comparisons of Parallel Systems . . . . 1123--1128
Sun-Tsung Kim A Use of the Stein--Chen Method in Time
Series Analysis . . . . . . . . . . . . 1129--1136
Lev B. Klebanov and
Stefan Mittnik and
Svetlozar T. Rachev and
Vladimir E. Volkovich A New Representation for the
Characteristic Function of Strictly
Geo-Stable Vectors . . . . . . . . . . . 1137--1142
Damien Lamberton and
L. C. G. Rogers Optimal Stopping and Embedding . . . . . 1143--1148
David McDonald and
François Théberge Cell Loss Probability for M/G/1 and
Time-Slotted Queues . . . . . . . . . . 1149--1156
F. P. Machado and
S. Yu. Popov One-Dimensional Branching Random Walks
in a Markovian Random Environment . . . 1157--1163
Marco Muselli New Improved Bounds for Reliability of
Consecutive-$k$-out-of-$n$:F Systems . . 1164--1170
Didier Piau Addendum to `\booktitleQuasi-Renewal
Estimates' for Modelling DNA Replication 1171--1172
L. C. G. Rogers Evaluating First-Passage Probabilities
for Spectrally One-Sided Lévy Processes 1173--1180
Graham V. Weinberg Stein Factor Bounds for Random Variables 1181--1187
Anonymous Volume Information . . . . . . . . . . . 1188--1192
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Morihiro Notohara The Structured Coalescent Process with
Weak Migration . . . . . . . . . . . . . 1--17
A. N. Startsev Asymptotic Analysis of the General
Stochastic Epidemic with Variable
Infectious Periods . . . . . . . . . . . 18--35
P. Vellaisamy and
Abraham P. Punnen On the Nature of the Binomial
Distribution . . . . . . . . . . . . . . 36--44
Nelly Litvak and
Ivo Adan The Travel Time in Carousel Systems
under the Nearest Item Heuristic . . . . 45--54
V. Paulsen Bounds for the American Perpetual Put on
a Stock Index . . . . . . . . . . . . . 55--66
A. Irle and
O. Kubillus and
V. Paulsen An Asymptotic Expansion for the Optimal
Stopping Boundary in Problems with
Non-Linear Costs of Observation . . . . 67--79
Ulrich Horst The Stochastic Equation $ Y_{t + 1} =
A_t Y_t + B_t $ with Non-Stationary
Coefficients . . . . . . . . . . . . . . 80--94
Mark D. Rothmann and
Hammou El Barmi Stochastic Processes Involving Random
Deletion . . . . . . . . . . . . . . . . 95--107
Aleksandras Baltrunas Some Asymptotic Results for Transient
Random Walks with Applications to
Insurance Risk . . . . . . . . . . . . . 108--121
Pierre Brémaud and
Laurent Massoulié Hawkes Branching Point Processes without
Ancestors . . . . . . . . . . . . . . . 122--135
Ali A. Sadeghi Convergence in Distribution of the
Multi-Dimensional Kohonen Algorithm . . 136--151
Klaus Pötzelberger and
Liqun Wang Boundary Crossing Probability for
Brownian Motion . . . . . . . . . . . . 152--164
K. V. Mitov and
N. M. Yanev Regenerative Processes in the Infinite
Mean Cycle Case . . . . . . . . . . . . 165--179
Kenneth S. Berenhaut and
Robert Lund Geometric Renewal Convergence Rates from
Hazard Rates . . . . . . . . . . . . . . 180--194
Sophie Bloch-Mercier Monotone Markov Processes with Respect
to the Reversed Hazard Rate Ordering: An
Application to Reliability . . . . . . . 195--208
J. R. Artalejo and
M. J. Lopez-Herrero Analysis of the Busy Period for the
M/M/c Queue: An Algorithmic Approach . . 209--222
Martin O'Hely and
Aidan Sudbury The Annihilating Process . . . . . . . . 223--231
Vyacheslav M. Abramov Inequalities for the GI/M/1/n Loss
System . . . . . . . . . . . . . . . . . 232--234
Manuel Franco and
José M. Ruiz and
M. Carmen Ruiz On Closure of the IFR(2) and NBU(2)
Classes . . . . . . . . . . . . . . . . 235--241
Xiaohu Li and
Subhash C. Kochar Some New Results Involving the NBU(2)
Class of Life Distributions . . . . . . 242--247
Charles T. C. Mo and
Samuel S. Wu and
Robert Chen and
Mark C. K. Yang Optimal Sequential Allocation with
Imperfect Feedback Information . . . . . 248--254
David Perry and
Wolfgang Stadje The Busy Cycle of the Reflected
Superposition of Brownian Motion and a
Compound Poisson Process . . . . . . . . 255--261
Geoffrey Pritchard and
David J. Scott Empirical Convergence Rates for
Continuous-Time Markov Chains . . . . . 262--269
Yu-Hui Zhang Strong Ergodicity for Single-Birth
Processes . . . . . . . . . . . . . . . 270--277
Kyung C. Chae and
Yonil Park The Queue Length Distribution for the
M/G/1 Queue under the D-Policy . . . . . 278--279
Jewgeni H. Dshalalow A Note on $D$-Policy Bulk Queueing
Systems . . . . . . . . . . . . . . . . 280--283
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Ingemar Kaj and
Stephen M. Krone and
Martin Lascoux Coalescent Theory for Seed Bank Models 285--300
Hsiao-Chi Chen and
Yunshyoung Chow On the Convergence of Evolution
Processes with Time-Varying Mutations
and Local Interaction . . . . . . . . . 301--323
Arkendra De and
Michael Ferguson and
Suzanne Sindi and
Richard Durrett The Equilibrium Distribution for a
Generalized Sankoff-Ferretti Model
Accurately Predicts Chromosome Size
Distributions in a Wide Variety of
Species . . . . . . . . . . . . . . . . 324--334
Mengxiang Tang and
Michael S. Waterman Local Matching of Random Restriction
Maps . . . . . . . . . . . . . . . . . . 335--356
I. Kipouridis and
G. Tsaklidis The Size Order of the State Vector of
Discrete-Time Homogeneous Markov Systems 357--368
Mark E. Lewis Average Optimal Policies in a Controlled
Queueing System with Dual Admission
Control . . . . . . . . . . . . . . . . 369--385
Bernd Heidergott A Weak Derivative Approach to
Optimization of Threshold Parameters in
a Multicomponent Maintenance System . . 386--406
Henry W. Block and
Tuhao Chen Multivariate Product-Type Lower Bounds 407--420
Svante Janson Moment Convergence in Conditional Limit
Theorems . . . . . . . . . . . . . . . . 421--437
F. Mallor and
E. Omey Shocks, Runs and Random Sums . . . . . . 438--448
Ourania Chryssaphinou and
Eutichia Vaggelatou Compound Poisson Approximation for Long
Increasing Sequences . . . . . . . . . . 449--463
Xin Guo An Explicit Solution to an Optimal
Stopping Problem with Regime Switching 464--481
Sòren Asmussen and
Jan Rosi\'nski Approximations of Small Jumps of Lévy
Processes with a View Towards Simulation 482--493
S. F. Jarner and
R. L. Tweedie Locally Contracting Iterated Functions
and Stability of Markov Chains . . . . . 494--507
Demetrios L. Antzoulakos Waiting Times for Patterns in a Sequence
of Multistate Trials . . . . . . . . . . 508--518
Qi-Ming He and
Marcel F. Neuts On the Convergence and Limits of Certain
Matrix Sequences Arising in
Quasi-Birth-and-Death Markov Chains . . 519--541
Ji Hwan Cha Burn-in Procedures for a Generalized
Model . . . . . . . . . . . . . . . . . 542--553
John L. Spouge Finite-Size Corrections to Poisson
Approximations of Rare Events in Renewal
Processes . . . . . . . . . . . . . . . 554--569
Rafal Kulik and
Ryszard Szekli Sufficient Conditions for Long-Range
Count Dependence of Stationary Point
Processes on the Real Line . . . . . . . 570--581
Eric Bach Random Bisection and Evolutionary Walks 582--596
Philip J. Boland Signatures of Indirect Majority Systems 597--603
Onno J. Boxma and
Ryszard Syski Obituary: Jacob Willem Cohen . . . . . . 604--608
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Offer Kella and
Masakiyo Miyazawa Parallel Fluid Queues with Constant
Inflows and Simultaneous Random
Reductions . . . . . . . . . . . . . . . 609--620
David Aldous and
Masakiyo Miyazawa and
Tomasz Rolski On the Stability of a Batch Clearing
System with Poisson Arrivals and
Subadditive Service Times . . . . . . . 621--634
I. Kipouridis and
G. Tsaklidis The Size Order of the State Vector of a
Continuous-Time Homogeneous Markov
System with Fixed Size . . . . . . . . . 635--646
Xin Guo and
Larry Shepp Some Optimal Stopping Problems with
Nontrivial Boundaries for Pricing Exotic
Options . . . . . . . . . . . . . . . . 647--658
Zhiqiang Zhang and
Howell Tong On Some Distributional Properties of a
First-Order Nonnegative Bilinear Time
Series Model . . . . . . . . . . . . . . 659--671
Alfred Müller and
Ludger Rüschendorf On the Optimal Stopping Values Induced
by General Dependence Structures . . . . 672--684
Marina Alexandersson On the Existence of the Stable
Birth-Type Distribution in a General
Branching Process Cell Cycle Model with
Unequal Cell Division . . . . . . . . . 685--695
Pauline Coolen-Schrijner and
Erik A. Van Doorn On the Convergence to Stationarity of
Birth-Death Processes . . . . . . . . . 696--706
Jewgeni H. Dshalalow Time Dependent Analysis of Multivariate
Marked Renewal Processes . . . . . . . . 707--721
G. Mercankosk and
G. M. Nair and
W. J. Soet Combinatorial Techniques for M/G/1-Type
Queues . . . . . . . . . . . . . . . . . 722--736
Ilan Adler and
Sheldon M. Ross The Coupon Subset Collection Problem . . 737--746
Félix Belzunce and
Eva M. Ortega and
José M. Ruiz A Note on Stochastic Comparisons of
Excess Lifetimes of Renewal Processes 747--753
Richard Cowan A New Discrete Distribution Arising in a
Model of DNA Replication . . . . . . . . 754--760
Nader Ebrahimi A Stochastic Covariate Failure Model for
Assessing System Reliability . . . . . . 761--767
Rudolf Grübel and
Anke Reimers On the Total Time Spent in Records by a
Discrete Uniform Sequence . . . . . . . 768--775
David M. Hull A Reconsideration of Lotka's Extinction
Probability Using a Bisexual Branching
Process . . . . . . . . . . . . . . . . 776--780
Offer Kella and
Wolfgang Stadje On Hitting Times for Compound Poisson
Dams with Exponential Jumps and Linear
Release Rate . . . . . . . . . . . . . . 781--786
Nelly Litvak Some Peculiarities of Exponential Random
Variables . . . . . . . . . . . . . . . 787--792
Naoto Miyoshi On the Stationary Workload Distribution
of Work-Conserving Single-Server Queues:
A General Formula via Stochastic
Intensity . . . . . . . . . . . . . . . 793--798
Ralph Neininger Rates of Convergence for Products of
Random Stochastic $ 2 \times 2 $
Matrices . . . . . . . . . . . . . . . . 799--806
M. S. Sgibnev An Asymptotic Expansion for the
Expectation of an Age-Dependent
Branching Process with a
Submultiplicative Estimate of the
Remainder . . . . . . . . . . . . . . . 807--814
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
C. Douglas Howard Differentiability and Monotonicity of
Expected Passage Time in Euclidean
First-Passage Percolation . . . . . . . 815--827
Dayue Chen On the Infinite Cluster of Bernoulli
Bond Percolation in Scherk's Graph . . . 828--840
Timothy I. Matis and
Richard M. Feldman Transient Analysis of State-Dependent
Queueing Networks via Cumulant Functions 841--859
Lirong Cui and
M. Xie Availability Analysis of Periodically
Inspected Systems with Random Walk Model 860--871
F. G. Badía and
M. D. Berrade and
Clemente A. Campos Optimization of Inspection Intervals
Based on Cost . . . . . . . . . . . . . 872--881
Jean-Louis Bon and
Eugen P\ualt\uanea Convergence of the Number of Failed
Components in a Markov System with
Nonidentical Components . . . . . . . . 882--897
Otso Ovaskainen The Quasistationary Distribution of the
Stochastic Logistic Model . . . . . . . 898--907
James C. Fu Distribution of the Scan Statistic for a
Sequence of Bistate Trials . . . . . . . 908--916
Claudio Macci Continuous-Time Markov Additive
Processes: Composition of Large
Deviations Principles and Comparison
between Exponential Rates of Convergence 917--931
Tyrone E. Duncan and
Yi Yan and
Peng Yan Exact Asymptotics for a Queue with
Fractional Brownian Input and
Applications in ATM Networks . . . . . . 932--945
Mitsushi Tamaki Optimal Stopping on Trajectories and the
Ballot Problem . . . . . . . . . . . . . 946--959
Boris P. Belinskiy and
Peter Caithamer Energy of a String Driven by a
Two-Parameter Gaussian Noise White in
Time . . . . . . . . . . . . . . . . . . 960--974
Christophe Andrieu and
Laird A. Breyer and
Arnaud Doucet Convergence of Simulated Annealing Using
Foster--Lyapunov Criteria . . . . . . . 975--994
Frank Ball and
Valeri T. Stefanov Further Approaches to Computing
Fundamental Characteristics of
Birth-Death Processes . . . . . . . . . 995--1005
Kyle Siegrist and
John Steele Sequential Games . . . . . . . . . . . . 1006--1017
T. Komorowski and
G. Krupa Random Walk in a Random Environment with
Correlated Sites . . . . . . . . . . . . 1018--1032
Liudas Giraitis and
Piotr Kokoszka and
Remigijus Leipus Testing for Long Memory in the Presence
of a General Trend . . . . . . . . . . . 1033--1054
D. R. Grey A Note on Convergence of Probability
Measures . . . . . . . . . . . . . . . . 1055--1058
Xinyu He A Probabilistic Method for
Navier--Stokes Vortices . . . . . . . . 1059--1066
Hyung Geun Kim and
Dougu Nam Optimal Estimation of Diffusion
Processes Hidden by General Obstacles 1067--1073
Aidan Sudbury Rigorous Lower Bounds for the Critical
Infection Rate in the Diffusive Contact
Process . . . . . . . . . . . . . . . . 1074--1078
Vyacheslav M. Abramov On Losses in M$^X$ /GI/1/n Queues . . . 1079--1080
Won S. Yang and
Kyung C. Chae A Note on the GI/M/1 Queue with Poisson
Negative Arrivals . . . . . . . . . . . 1081--1085
Anonymous Volume Information . . . . . . . . . . . 1086--1089
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . i--viii
Daryl Daley Preface . . . . . . . . . . . . . . . . v--vi
Anonymous Publications of David Vere-Jones . . . . ix--xvi
David Vere-Jones The Marriage of Statistics and
Seismology . . . . . . . . . . . . . . . 1--5
Brian Phillips David Vere-Jones's Influence on
Statistical Education . . . . . . . . . 6--19
K. G. Russell The Teaching of Statistical Consulting 20--26
K. R. Parthasarathy An Inducing Construction of Quantum
Codes from Classical Error Correcting
Codes . . . . . . . . . . . . . . . . . 27--32
D. J. Daley The Moment Index of Minima . . . . . . . 33--36
Gareth O. Roberts and
Richard L. Tweedie Geometric $ L^2 $ and $ L^1 $
Convergence are Equivalent for
Reversible Markov Chains . . . . . . . . 37--41
E. Seneta Characterization by Orthogonal
Polynomial Systems of Finite Markov
Chains . . . . . . . . . . . . . . . . . 42--52
P. K. Pollett Similar Markov Chains . . . . . . . . . 53--65
Albrecht Irle and
Joseph Gani The Detection of Words and an Ordering
for Markov Chains . . . . . . . . . . . 66--77
Tohru Ozaki and
Mitsunori Iino An Innovation Approach to Non-Gaussian
Time Series Analysis . . . . . . . . . . 78--92
Richard A. Davis and
Thomas Mikosch Point Process Convergence of Stochastic
Volatility Processes with Application to
Sample Autocorrelation . . . . . . . . . 93--104
Robert B. Davies Integrated Processes and the Discrete
Cosine Transform . . . . . . . . . . . . 105--121
Ali S. Dabye and
Yury A. Kutoyants Misspecified Change-Point Estimation
Problem for a Poisson Process . . . . . 122--130
A. V. Nagaev An Asymptotic Formula for the Bayes Risk
in Discriminating between Two Markov
Chains . . . . . . . . . . . . . . . . . 131--141
John Sansom and
Peter Thomson Fitting Hidden Semi-Markov Models to
Breakpoint Rainfall Data . . . . . . . . 142--157
Y. Y. Kagan and
F. Schoenberg Estimation of the Upper Cutoff Parameter
for the Tapered Pareto Distribution . . 158--175
Mark Bebbington and
David S. Harte On the Statistics of the Linked Stress
Release Model . . . . . . . . . . . . . 176--187
David R. Brillinger and
Chang Chiann and
Rafael A. Irizarry and
Pedro A. Morettin Automatic Methods for Generating Seismic
Intensity Maps . . . . . . . . . . . . . 188--201
Yosihiko Ogata Exploratory Analysis of Earthquake
Clusters by Likelihood-Based Trigger
Models . . . . . . . . . . . . . . . . . 202--212
Li Ma and
Jiancang Zhuang Relative Quiescence within the Jiashi
Swarm in Xinjiang, China: An Application
of the ETAS Point Process Model . . . . 213--221
Yaolin Shi and
Jie Liu and
Guomin Zhang An Evaluation of Chinese Annual
Earthquake Predictions, 1990--1998 . . . 222--231
Masajiro Imoto Point Process Modelling of
Reservoir-Induced Seismicity . . . . . . 232--242
Peter Whittle On the Structure of Proper
Black--Scholes Formulae . . . . . . . . 243--248
Julian Herbert and
Valerie Isham A Study of the Role of the Transmission
Mechanism in Macroparasite Aggregation 249--262
Yonglu Deng and
Jiqing Tan Priority Queueing Model with Changeover
Times and Switching Threshold . . . . . 263--273
Xiaogu Zheng and
James Renwick Estimating Interannual Variability
Arising from Weather Events . . . . . . 274--288
Anonymous Volume Information . . . . . . . . . . . 289--292
Anonymous Back Matter . . . . . . . . . . . . . . ??
Masato Shinoda Existence of Phase Transition of
Percolation on Sierpi\'nski Carpet
Lattices . . . . . . . . . . . . . . . . 1--10
B. Klar A Note on the $ \mathcal {L} $-Class of
Life Distributions . . . . . . . . . . . 11--19
Mark E. Lewis and
Hayriye Ayhan and
Robert D. Foley Bias Optimal Admission Control Policies
for a Multiclass Nonstationary Queueing
System . . . . . . . . . . . . . . . . . 20--37
Paul Fearnhead The Common Ancestor at a Nonneutral
Locus . . . . . . . . . . . . . . . . . 38--54
Xin Guo Some Risk Management Problems for Firms
with Internal Competition and Debt . . . 55--69
James C. Fu and
Y. M. Chang On Probability Generating Functions for
Waiting Time Distributions of Compound
Patterns in a Sequence of Multistate
Trials . . . . . . . . . . . . . . . . . 70--80
Eugene Seneta and
John Tuhao Chen On Explicit and Fréchet--Optimal Lower
Bounds . . . . . . . . . . . . . . . . . 81--90
Peter Eichelsbacher and
Ayalvadi Ganesh Bayesian Inference for Markov Chains . . 91--99
Narn-Rueih Shieh and
S. James Taylor Multifractal Spectra of Branching
Measure on a Galton--Watson Tree . . . . 100--111
Claudia Ceci and
Anna Gerardi Conditional Law of a Branching Process
Observing a Subpopulation . . . . . . . 112--122
P. Brémaud and
G. Nappo and
G. L. Torrisi Rate of Convergence to Equilibrium of
Marked Hawkes Processes . . . . . . . . 123--136
G. L. Torrisi A Class of Interacting Marked Point
Processes: Rate of Convergence to
Equilibrium . . . . . . . . . . . . . . 137--160
Fred Richman and
Katarzyna Winkowska-Nowak Computing Limiting Stationary
Distributions of Small Noisy Networks 161--178
F. Ball and
R. K. Milke and
G. F. Yeo Multivariate Semi-Markov Analysis of
Burst Properties of Multiconductance
Single Ion Channels . . . . . . . . . . 179--196
F. Javier López and
Gerardo Sanz Markovian Couplings Staying in Arbitrary
Subsets of the State Space . . . . . . . 197--212
B. Van Houdt and
C. Blondia The Delay Distribution of a Type $k$
Customer in a First-Come-First-Served
MMAP[K]/PH[K]/1 Queue . . . . . . . . . 213--223
Taizhong Hu and
Huiliang Xie Proofs of the Closure Property of NBUC
and NBU(2) under Convolution . . . . . . 224--227
J. Preater On the Severity of M/M/$ \infty $
Congested Episodes . . . . . . . . . . . 228--230
Anonymous Correction: A Note on Stochastic
Comparisons of Excess Lifetimes of
Renewal Processes . . . . . . . . . . . 231--231
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Xianping Guo and
Weiping Zhu Denumerable-State Continuous-Time Markov
Decision Processes with Unbounded
Transition and Reward Rates under the
Discounted Criterion . . . . . . . . . . 233--250
Oliver Bonin Large Deviation Theorems for Weighted
Sums Applied to a Geographical Problem 251--260
Bogdan Krzysztof Muciek Optimal Stopping of a Risk Process:
Model with Interest Rates . . . . . . . 261--270
Shoou-Ren Hsiau and
Jiing-Ru Yang Selecting the Last Success in
Markov-Dependent Trials . . . . . . . . 271--281
Mykola Bratiychuk Remarks on the Absolute Maximum of a Lévy
Process . . . . . . . . . . . . . . . . 282--295
Jie Mi Age-Replacement Policy and Optimal Work
Size . . . . . . . . . . . . . . . . . . 296--311
Jun Cai Ruin Probabilities with Dependent Rates
of Interest . . . . . . . . . . . . . . 312--323
Gordon E. Willmot On Higher-Order Properties of Compound
Geometric Distributions . . . . . . . . 324--340
V. G. Kulkarni and
K. D. Glazebrook Output Analysis of a Single-Buffer
Multiclass Queue: FCFS Service . . . . . 341--358
N. Barbot and
B. Sericola Stationary Solution to the Fluid Queue
Fed by an M/M/1 Queue . . . . . . . . . 359--369
Chunsheng Ma Correlation Models with Long-Range
Dependence . . . . . . . . . . . . . . . 370--382
Guillermo Tomás Tetzlaff Breakage and Restoration in Recursive
Trees . . . . . . . . . . . . . . . . . 383--390
Vicky Henderson and
Rafal Wojakowski On the Equivalence of Floating and
Fixed-Strike Asian Options . . . . . . . 391--394
Peter Jagers and
Lu Zhunwei Branching Processes with Deteriorating
Random Environments . . . . . . . . . . 395--401
Ronald W. Wolff and
Chia-Li Wang On the Convexity of Loss Probabilities 402--406
M. J. Lopez-Herrero Distribution of the Number of Customers
Served in an M/G/1 Retrial Queue . . . . 407--412
Offer Kella and
Wolfgang Stadje Markov-Modulated Linear Fluid Networks
with Markov Additive Input . . . . . . . 413--420
Franco Pellerey and
Patrizia Semeraro Ageing and Stochastic Comparisons for a
Covariate Failure Model . . . . . . . . 421--425
Xiaohu Li and
Ming J. Zuo On the Behaviour of Some New Ageing
Properties Based upon the Residual Life
of $k$-out-of-$n$ Systems . . . . . . . 426--433
Antonio Di Crescenzo and
Maria Longobardi Entropy-Based Measure of Uncertainty in
past Lifetime Distributions . . . . . . 434--440
William T. M. Dunsmuir and
Sean P. Meyn and
Gareth Roberts Obituary: Richard Lewis Tweedie . . . . 441--454
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
J. F. C. Kingman Stochastic Aspects of Lanchester's
Theory of Warfare . . . . . . . . . . . 455--465
Aidan Sudbury Inclusion-Exclusion Methods for Treating
Annihilating and Deposition Processes 466--478
M. Molina and
M. Mota and
A. Ramos Bisexual Galton--Watson Branching
Process with Population-Size-Dependent
Mating . . . . . . . . . . . . . . . . . 479--490
Jie Mi On Bounds for Some Optimal Policies in
Reliability . . . . . . . . . . . . . . 491--502
Attahiru Sule Alfa and
I. T. Castro Discrete-Time Analysis of a Repairable
Machine . . . . . . . . . . . . . . . . 503--516
Chunsheng Zhang and
Rong Wu Total Duration of Negative Surplus for
the Compound Poisson Process That Is
Perturbed by Diffusion . . . . . . . . . 517--532
Bruno Bassan and
Subhash Kochar and
Fabio Spizzichino Some Bivariate Notions of IFR and DMRL
and Related Properties . . . . . . . . . 533--544
Gwo Dong Lin and
Jordan Stoyanov On the Moment Determinacy of the
Distributions of Compound Geometric Sums 545--554
Philip J. Boland and
Harshinder Singh and
Bojan Cukic Stochastic Orders in Partition and
Random Testing of Software . . . . . . . 555--565
Serge Guillas Doubly Stochastic Hilbertian Processes 566--580
N. R. Mohan and
S. Ravi Some Properties of Two Families of
Classes of Life Distributions . . . . . 581--589
Tijs Huisman and
Richard J. Boucherie The Sojourn Time Distribution in an
Infinite Server Resequencing Queue with
Dependent Interarrival and Service Times 590--603
Masakiyo Miyazawa and
Hiroyuki Takada A Matrix Exponential Form for Hitting
Probabilities and Its Application to a
Markov-Modulated Fluid Queue with
Downward Jumps . . . . . . . . . . . . . 604--618
Gang Uk Hwang and
Bong Dae Choi and
Jae-Kyoon Kim The Waiting Time Analysis of a
Discrete-Time Queue with Arrivals as a
Discrete Autoregressive Process of Order
1 . . . . . . . . . . . . . . . . . . . 619--629
Erol A. Peköz and
Nitindra Joglekar Poisson Traffic Flow in a General
Feedback Queue . . . . . . . . . . . . . 630--636
Felíx Belzunce and
José-María Ruiz Multivariate Dispersive Ordering of
Epoch Times of Nonhomogeneous Poisson
Processes . . . . . . . . . . . . . . . 637--643
Vladimir V. Mazalov and
Vesa Saario The House-Selling Problem with Reward
Rate Criterion . . . . . . . . . . . . . 644--649
Ludwig Baringhaus and
Rudolf Grübel From Matchbox to Bottle: A Storage
Problem . . . . . . . . . . . . . . . . 650--656
Antonio Murciano and
Javier Zamora and
Jesus Lopez-Sanchez and
Emilia Rodriguez-Santamaria Probability Distribution of the Number
of Deceits in Collective Robotics . . . 657--663
Joe Gani Obituary: Maurice Stevenson Bartlett . . 664--670
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Krishanu Maulik and
Sidney Resnick and
Holger Rootzén Asymptotic Independence and a Network
Traffic Model . . . . . . . . . . . . . 671--699
Peter C. Kiessler and
Georgia-Ann Klutke and
Yoonjung Yang Availability of Periodically Inspected
Systems Subject to Markovian Degradation 700--711
Jennie C. Hansen and
Jerzy Jaworski Compound Random Mappings . . . . . . . . 712--729
V. V. Anh and
C. C. Heyde and
N. N. Leonenko Dynamic Models of Long-Memory Processes
Driven by Lévy Noise . . . . . . . . . . 730--747
Jan Pedersen Periodic Ornstein--Uhlenbeck Processes
Driven by Lévy Processes . . . . . . . . 748--763
Matthew A. Carlton A Family of Densities Derived from the
Three-Parameter Dirichlet Process . . . 764--774
Christian Commault and
Stéphane Mocanu A Generic Property of Phase-Type
Representations . . . . . . . . . . . . 775--785
Anyue Chen Ergodicity and Stability of Generalised
Markov Branching Processes with
Resurrection . . . . . . . . . . . . . . 786--803
M. González and
M. Molina and
I. Del Puerto On the Class of Controlled Branching
Processes with Random Control Functions 804--815
F. C. Klebaner and
S. Sagitov The Age of a Galton--Watson Population
with a Geometric Offspring Distribution 816--828
Wen-Ming Hong Moderate Deviation for Super-Brownian
Motion with Super-Brownian Immigration 829--838
Yong-Hua Mao Strong Ergodicity for Markov Processes
by Coupling Methods . . . . . . . . . . 839--852
Jean-Marie Garcia and
Olivier Brun and
David Gauchard Transient Analytical Solution of M/D/1/N
Queues . . . . . . . . . . . . . . . . . 853--864
Hans Daduna and
Ryszard Szekli Conditional Job-Observer Property for
Multitype Closed Queueing Networks . . . 865--881
C. C. Heyde On Modes of Long-Range Dependence . . . 882--888
K. Borovkov and
A. Novikov On a New Approach to Calculating
Expectations for Option Pricing . . . . 889--895
Tsuyoshi Katayama A Note on Level-Crossing Analysis for
the Excess, Age, and Spread
Distributions . . . . . . . . . . . . . 896--900
P. K. Pollett and
V. T. Stefanov Path Integrals for Continuous-Time
Markov Chains . . . . . . . . . . . . . 901--904
Ronald W. Wolff Losses per Cycle in a Single-Server
Queue . . . . . . . . . . . . . . . . . 905--909
Anonymous Volume Information . . . . . . . . . . . 910--913
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Sophie Mercier and
Michel Roussignol Asymptotic Failure Rate of a Markov
Deteriorating System with Preventive
Maintenance . . . . . . . . . . . . . . 1--19
Bernhard Klar and
Alfred Müller Characterizations of Classes of Lifetime
Distributions Generalizing the NBUE
Class . . . . . . . . . . . . . . . . . 20--32
Ingemar Kaj and
Stephen M. Krone The Coalescent Process in a Population
with Stochastically Varying Size . . . . 33--48
F. Thomas Bruss and
Guy Louchard Optimal Stopping on Patterns in Strings
Generated by Independent Random
Variables . . . . . . . . . . . . . . . 49--72
Qing Han and
Katuomi Hirano Sooner and Later Waiting Time Problems
for Patterns in Markov Dependent Trials 73--86
Bero Roos and
Dietmar Pfeifer On the Distance between the
Distributions of Random Sums . . . . . . 87--106
Eilon Solan and
Nicolas Vieille Perturbed Markov Chains . . . . . . . . 107--122
G. Fort and
E. Moulines and
G. O. Roberts and
J. S. Rosenthal On the Geometric Ergodicity of Hybrid
Samplers . . . . . . . . . . . . . . . . 123--146
Vytautas Kazakevicius and
Remigijus Leipus A New Theorem on the Existence of
Invariant Distributions with
Applications to Arch Processes . . . . . 147--162
Anyue Chen and
Kai Liu Birth-Death Processes with an
Instantaneous Reflection Barrier . . . . 163--179
Fabrice Guillemin and
Ravi Mazumdar and
Alain Dupuis and
Jacqueline Boyer Analysis of the Fluid Weighted Fair
Queueing System . . . . . . . . . . . . 180--199
A. A. Borovkov and
O. J. Boxma and
Z. Palmowski On the Integral of the Workload Process
of the Single Server Queue . . . . . . . 200--225
Sunder Sethuraman A Clustering Law for Some Discrete Order
Statistics . . . . . . . . . . . . . . . 226--241
Erol A. Peköz and
Rhonda Righter and
Cathy H. Xia Characterizing Losses during Busy
Periods in Finite Buffer Systems . . . . 242--249
Erol A. Peköz Some Memoryless Bandit Policies . . . . 250--256
Chern-Ching Chao and
Yi-Liang Chen and
Wei-Hou Cheng The Asymptotic Joint Normality of the
Numbers of Upper Records, Lower Records
and Inversions in a Random Sequence . . 257--263
Ji Hwan Cha A Further Extension of the Generalized
Burn-in Model . . . . . . . . . . . . . 264--270
John Haigh An Intuitive Insight into a Result of
Cowan . . . . . . . . . . . . . . . . . 271--272
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
J. Xue and
Attahiru Sulealfa Accurate Bounds for the Asymptotic
Constant in a Statistical Multiplexer
with Homogeneous Generalized Binary
Markov Sources . . . . . . . . . . . . . 273--292
Amy R. Ward and
Nicholas Bambos On Stability of Queueing Networks with
Job Deadlines . . . . . . . . . . . . . 293--304
Tava Lennon Olsen and
R. D. Van Der Mei Polling Systems with Periodic Server
Routeing in Heavy Traffic: Distribution
of the Delay . . . . . . . . . . . . . . 305--326
Xianping Guo and
Onésimo Hernández-Lerma Zero-Sum Games for Continuous-Time
Markov Chains with Unbounded Transition
and Average Payoff Rates . . . . . . . . 327--345
James C. Fu and
Liqun Wang and
W. Y. Wendy Lou On Exact and Large Deviation
Approximation for the Distribution of
the Longest Run in a Sequence of
Two-State Markov Dependent Trials . . . 346--360
A. Irle Stochastic Ordering for Continuous-Time
Processes . . . . . . . . . . . . . . . 361--375
Bero Roos Poisson Approximation of Multivariate
Poisson Mixtures . . . . . . . . . . . . 376--390
Kai W. Ng and
Qihe Tang and
Jiaan Yan and
Hailiang Yang Precise Large Deviations for the
Prospective-Loss Process . . . . . . . . 391--400
I. Higueras and
J. Moler and
F. Plo and
M. San Miguel Urn Models and Differential Algebraic
Equations . . . . . . . . . . . . . . . 401--412
Tamás Szabados and
Balázs Székely An Exponential Functional of Random
Walks . . . . . . . . . . . . . . . . . 413--426
S. Mercier and
D. Cellier and
D. Charlot An Improved Approximation for Assessing
the Statistical Significance of
Molecular Sequence Features . . . . . . 427--441
Efraim Shmerling and
Kenneth J. Hochberg Solution of Jump Parameter Systems of
Differential and Difference Equations
with Semi-Markov Coefficients . . . . . 442--454
Ulrich Herkenrath On the Uniform Ergodicity of Markov
Processes of Order 2 . . . . . . . . . . 455--472
Thomas H. Savits Preservation of Generalized
Bathtub-Shaped Functions . . . . . . . . 473--484
Henry W. Block and
Thomas H. Savits and
Eshetu T. Wondmagegnehu Mixtures of Distributions with
Increasing Linear Failure Rates . . . . 485--504
Paul Fearnhead Haplotypes: The Joint Distribution of
Alleles at Linked Loci . . . . . . . . . 505--512
Ilan Adler and
Shmuel Oren and
Sheldon M. Ross The Coupon-Collector's Problem Revisited 513--518
Jongho Bae and
Sunggon Kim and
Eui Yong Lee Average Cost under the $ P_\lambda,
\tau^M $ Policy in a Finite Dam with
Compound Poisson Inputs . . . . . . . . 519--526
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Philippe Picard and
Claude Lef\`evre and
Ibrahim Coulibaly Probl\`emes de Ruine en Théorie du Risque
\`a Temps Discret Avec Horizon Fini.
(French) [Problems in Ruin Theory of
Risk with Finite Discrete Time Horizon] 527--542
Philippe Picard and
Claude Lef\`evre Probabilité de Ruine Éventuelle dans un
Mod\`ele de Risque \`a Temps Discret.
(French) [Probability of eventual ruin
in a discrete-time risk model] . . . . . 543--556
Otso Ovaskainen and
Stephen J. Cornell Biased Movement at a Boundary and
Conditional Occupancy Times for
Diffusion Processes . . . . . . . . . . 557--580
Bárbara González-Arévalo and
Gennady Samorodnitsky Buffer Content of a Leaky-Bucket System
with Long-Range Dependent Input Traffic 581--601
Byung Chun Park and
Jae Young Park and
Robert D. Foley Carousel System Performance . . . . . . 602--612
Sandjai Bhulai and
Ger Koole On the Structure of Value Functions for
Threshold Policies in Queueing Models 613--622
James C. Fu and
Yung-Ming Chang On Ordered Series and Later Waiting Time
Distributions in a Sequence of Markov
Dependent Multistate Trials . . . . . . 623--642
Suyono and
J. A. M. Van Der Weide A Method for Computing Total Downtime
Distributions in Repairable Systems . . 643--653
Yoshiaki Itoh and
Hosam M. Mahmoud One-Sided Variations on Interval Trees 654--670
Jean-Franiçois Marckert and
Abdelkader Mokkadem Ladder Variables, Internal Structure of
Galton--Watson Trees and Finite
Branching Random Walks . . . . . . . . . 671--689
Chunsheng Ma Power-Law Correlations and Other Models
with Long-Range Dependence on a Lattice 690--703
Krzysztof Debicki and
Michel Mandjes Exact Overflow Asymptotics for Queues
with Many Gaussian Inputs . . . . . . . 704--720
Henry W. Block and
Yulin Li and
Thomas H. Savits Initial and Final Behaviour of Failure
Rate Functions for Mixtures and Systems 721--740
Y. H. Wang and
Hsiao-Fen Chang and
Shun-Yi Chen Convergence Theorems for the Lengths of
Consecutive Successes of Markov
Bernoulli Sequences . . . . . . . . . . 741--749
M. Ispány and
G. Pap and
M. C. A. Van Zuijlen Asymptotic Inference for Nearly Unstable
INAR(1) Models . . . . . . . . . . . . . 750--765
Marcus A. Agustin Statistical Properties of a System
Reliability Estimator Using the
Littlewood Software Reliability Model 766--778
Peter Neal SIR Epidemics on a Bernoulli Random
Graph . . . . . . . . . . . . . . . . . 779--782
Erik Ekström Perpetual American Put Options in a
Level-Dependent Volatility Model . . . . 783--789
Hosam M. Mahmoud Mixed Distributions in Sattolo's
Algorithm for Cyclic Permutations Via
Randomization and Derandomization . . . 790--796
Allan Gut On the Moment Problem for Random Sums 797--802
Jinwen Chen From the Central Limit Theorem to
Heavy-Tailed Distributions . . . . . . . 803--806
S. N. U. A. Kirmani and
Jacek Wesolowski Time Spent below a Random Threshold by a
Poisson Driven Sequence of Observations 807--814
Olivier Perrin and
Wendy Meiring Nonstationarity in $ R^n $ Is
Second-Order Stationarity in $ R^{2n} $ 815--820
Damian Clancy and
Philip K. Pollett A Note on Quasi-Stationary Distributions
of Birth-Death Processes and the SIS
Logistic Epidemic . . . . . . . . . . . 821--825
H. N. Nagaraja and
Gadi Barlevy Characterizations Using Record Moments
in a Random Record Model and
Applications . . . . . . . . . . . . . . 826--833
Ulrich Herkenrath and
Marius Iosifescu and
Andreas Rudolph A Note on Invariance Principles for
Iterated Random Functions . . . . . . . 834--837
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Serik Sagitov Convergence to the Coalescent with
Simultaneous Multiple Mergers . . . . . 839--854
Michael Schröder Brownian Excursions and Parisian Barrier
Options: A Note . . . . . . . . . . . . 855--864
Arup Bose and
Sreela Gangopadhyay and
Anish Sarkar and
Arindam Sengupta Convergence of Lower Records and
Infinite Divisibility . . . . . . . . . 865--880
Valeri T. Stefanov The Intersite Distances between Pattern
Occurrences in Strings Generated by
General Discrete- and Continuous-Time
Models: An Algorithmic Approach . . . . 881--892
Per Hörfelt Geometric Bounds on Certain Sublinear
Functionals of Geometric Brownian Motion 893--905
Youri Davydov and
Ricardas Zitikis Generalized Lorenz Curves and
Convexifications of Stochastic Processes 906--925
Davar Khoshnevisan and
Thomas M. Lewis Optimal Reward on a Sparse Tree with
Random Edge Weights . . . . . . . . . . 926--945
Peter Caithamer Large and Small Deviations of a String
Driven by a Two-Parameter Gaussian Noise
White in Time . . . . . . . . . . . . . 946--960
Eric Fontenas and
Olivier François Improved Bounds for the Large-Time
Behaviour of Simulated Annealing . . . . 961--969
A. Yu. Mitrophanov Stability and Exponential Convergence of
Continuous-Time Markov Chains . . . . . 970--979
Johannes Müller and
Martin Möhle Family Trees of Continuous-Time
Birth-and-Death Processes . . . . . . . 980--994
M. González and
M. Molina and
I. Del Puerto On the Geometric Growth in Controlled
Branching Processes with Random Control
Function . . . . . . . . . . . . . . . . 995--1006
Christine Reder Transient Behaviour of a Galton--Watson
Process with a Large Number of Types . . 1007--1030
Lam Yeh An Inspection-Repair-Replacement Model
for a Deteriorating System with
Unobservable State . . . . . . . . . . . 1031--1042
Haijun Li and
Moshe Shaked Imperfect Repair Models with Preventive
Maintenance . . . . . . . . . . . . . . 1043--1059
Valerie Girardin and
Nikolaos Limnios On the Entropy for Semi-Markov Processes 1060--1068
Arturo Kohatsu-Higa and
Makoto Yamazato On Moments and Tail Behaviors of Storage
Processes . . . . . . . . . . . . . . . 1069--1086
Qi-Ming He The Classification of Matrix GI/M/1-Type
Markov Chains with a Tree Structure and
Its Applications to Queueing . . . . . . 1087--1102
Antonis Economou On the Stochastic Domination for
Batch-Arrival, Batch-Service and
Assemble-Transfer Queueing Networks . . 1103--1120
John T. Chen A Lower Bound Using Hamilton-Type
Circuits and Its Applications . . . . . 1121--1132
Chunsheng Ma Long-Memory Continuous-Time Correlation
Models . . . . . . . . . . . . . . . . . 1133--1146
Aiko Kurushima and
Katsunori Ano A Note on the Full-Information Poisson
Arrival Selection Problem . . . . . . . 1147--1154
E. D. Andjel Stochastic Order for Invariant Measures
of the Contact Process . . . . . . . . . 1155--1157
Anonymous Volume Information . . . . . . . . . . . 1158--1161
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
T. Fujita and
F. Petit and
M. Yor Pricing Path-Dependent Options in a
Black--Scholes Market from the
Distribution of Homogeneous Brownian
Functionals . . . . . . . . . . . . . . 1--18
Eckhard Platen A Class of Complete Benchmark Models
with Intensity-Based Jumps . . . . . . . 19--34
Lukasz Kruk Limiting Distributions for Minimum
Relative Entropy Calibration . . . . . . 35--50
K. D. Glazebrook and
P. S. Ansell and
R. T. Dunn and
R. R. Lumley On the Optimal Allocation of Service to
Impatient Tasks . . . . . . . . . . . . 51--72
Philip J. Boland and
Harshinder Singh and
Bojan Cukic The Stochastic Precedence Ordering with
Applications in Sampling and Testing . . 73--82
Jean B\`erard The Almost Sure Central Limit Theorem
for One-Dimensional Nearest-Neighbour
Random Walks in a Space-Time Random
Environment . . . . . . . . . . . . . . 83--92
Kai W. Ng and
Qihe Tang and
Jia-an Yan and
Hailiang Yang Precise Large Deviations for Sums of
Random Variables with Consistently
Varying Tails . . . . . . . . . . . . . 93--107
Kai W. Ng and
Qihe Tang Asymptotic Behavior of Tail and Local
Probabilities for Sums of Subexponential
Random Variables . . . . . . . . . . . . 108--116
Jun Cai and
Qihe Tang On Max-Sum Equivalence and Convolution
Closure of Heavy-Tailed Distributions
and Their Applications . . . . . . . . . 117--130
Mario Stanke Sequential Selection of Random Vectors
under a Sum Constraint . . . . . . . . . 131--146
Malik Magdon-Ismail and
Amir F. Atiya and
Amrit Pratap and
Yaser S. Abu-Mostafa On the Maximum Drawdown of a Brownian
Motion . . . . . . . . . . . . . . . . . 147--161
Jean-Pierre Lepeltier and
Jaime San Martín Backward SDEs with Two Barriers and
Continuous Coefficient: An Existence
Result . . . . . . . . . . . . . . . . . 162--175
Lu Zhunwei and
Peter Jagers A Note on the Asymptotic Behaviour of
the Extinction Probability in
Supercritical Population-Size-Dependent
Branching Processes with Independent and
Identically Distributed Random
Environments . . . . . . . . . . . . . . 176--186
Mei Zhang Large Deviations for Super-Brownian
Motion with Immigration . . . . . . . . 187--201
Wen-Ming Hong A Note on Two-Level Superprocesses . . . 202--210
Daming Lin and
Viliam Makis On-Line Parameter Estimation for a
Failure-Prone System Subject to
Condition Monitoring . . . . . . . . . . 211--220
Hai-Bin Wang and
Bo-Cheng Wei Separable Lower Triangular Bilinear
Model . . . . . . . . . . . . . . . . . 221--235
Marc G. Genton and
Olivier Perrin On a Time Deformation Reducing
Nonstationary Stochastic Processes to
Local Stationarity . . . . . . . . . . . 236--249
Javiera Barrera and
Christian Paroissin On the Distribution of the Search Cost
for the Move-to-Front Rule with Random
Weights . . . . . . . . . . . . . . . . 250--262
Takuji Arai Minimal Martingale Measures for Jump
Diffusion Processes . . . . . . . . . . 263--270
P. S. Ruzankin On the Rate of Poisson Process
Approximation to a Bernoulli Process . . 271--276
Ji Hwan Cha A Note on the Upper Bound for the
Optimal Work Size . . . . . . . . . . . 277--280
M. S. Finkelstein Minimal Repair in Heterogeneous
Populations . . . . . . . . . . . . . . 281--286
Jacqueline Loris-Teghem A Note on the Waiting Time in $ M^{[X]}
$ /G/1 Queueing Systems with a Removable
Server . . . . . . . . . . . . . . . . . 287--291
L. R. Fontes and
F. P. Machado and
A. Sarkar The Critical Probability for the Frog
Model Is Not a Monotonic Function of the
Graph . . . . . . . . . . . . . . . . . 292--298
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Juri Hinz A Revenue-Equivalence Theorem for
Electricity Auctions . . . . . . . . . . 299--312
Erik Ekström Russian Options with a Finite Time
Horizon . . . . . . . . . . . . . . . . 313--326
Vadim Linetsky The Spectral Representation of Bessel
Processes with Constant Drift:
Applications in Queueing and Finance . . 327--344
Valeri T. Stefanov Distribution of the Amount of Genetic
Material from a Chromosomal Segment
Surviving to the Following Generation 345--354
Ilya Molchanov and
Vadim Shcherbakov and
Sergei Zuyev Critical Growth of a Semi-Linear Process 355--367
Peter Jagers and
Serik Sagitov Convergence to the Coalescent in
Populations of Substantially Varying
Size . . . . . . . . . . . . . . . . . . 368--378
Majid Asadi and
Nader Ebrahimi and
G. G. Hamedani and
Ehsan S. Soofi Maximum Dynamic Entropy Models . . . . . 379--390
Ludger Rüschendorf Comparison of Multivariate Risks and
Positive Dependence . . . . . . . . . . 391--406
Anthony G. Pakes Convolution Equivalence and Infinite
Divisibility . . . . . . . . . . . . . . 407--424
Wei Biao Wu and
Xiaofeng Shao Limit Theorems for Iterated Random
Functions . . . . . . . . . . . . . . . 425--436
Yu. Davydov and
A. V. Nagaev On the Role Played by Extreme Summands
When a Sum of Independent and
Identically Distributed Random Vectors
Is Asymptotically $ \alpha $-Stable . . 437--454
Peter Becker-Kern and
Mark M. Meerschaert and
Hans-Peter Scheffler Limit Theorem for Continuous-Time Random
Walks with Two Time Scales . . . . . . . 455--466
Jiti Gao Modelling Long-Range-Dependent Gaussian
Processes with Application in
Continuous-Time Financial Models . . . . 467--482
Pieter Allaart Optimal Stopping Rules for Correlated
Random Walks with a Discount . . . . . . 483--496
S. Zacks Generalized Integrated Telegraph
Processes and the Distribution of
Related Stopping Times . . . . . . . . . 497--507
Antonis Economou The Compound Poisson Immigration Process
Subject to Binomial Catastrophes . . . . 508--523
Fumio Ishizaki Decomposition Property in a
Discrete-Time Queue with Multiple Input
Streams and Service Interruptions . . . 524--534
Kyle Y. Lin and
Sheldon M. Ross Optimal Admission Control for a
Single-Server Loss Queue . . . . . . . . 535--546
Alexander Dudin and
Olga Semenova A Stable Algorithm for Stationary
Distribution Calculation for a BMAP/SM/1
Queueing System with Markovian Arrival
Input of Disasters . . . . . . . . . . . 547--556
Nail Akar and
Khosrow Sohraby Infinite- and Finite-Buffer Markov Fluid
Queues: A Unified Analysis . . . . . . . 557--569
Zvetan G. Ignatov and
Vladimir K. Kaishev A Finite-Time Ruin Probability Formula
for Continuous Claim Severities . . . . 570--578
Jiing-Ru Yang and
Shoou-Ren Hsiau On Markov-Dependent Parking Problems . . 579--586
Robert W. Chen and
Larry A. Shepp and
Alan Zame A Bold Strategy Is Not Always Optimal in
the Presence of Inflation . . . . . . . 587--592
A. Yu. Mitrophanov Note on Zeifman's Bounds on the Rate of
Convergence for Birth-Death Processes 593--596
Joe Gani Obituary: Mavis Hitchcock . . . . . . . 597--600
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Claudia Klüppelberg and
Alexander Lindner and
Ross Maller A Continuous-Time GARCH Process Driven
by a Lévy Process: Stationarity and
Second-Order Behaviour . . . . . . . . . 601--622
Mark M. Meerschaert and
Hans-Peter Scheffler Limit Theorems for Continuous-Time
Random Walks with Infinite Mean Waiting
Times . . . . . . . . . . . . . . . . . 623--638
Assaf Zeevi and
Peter W. Glynn Recurrence Properties of Autoregressive
Processes with Super-Heavy-Tailed
Innovations . . . . . . . . . . . . . . 639--653
Bernard Wong and
C. C. Heyde On the Martingale Property of Stochastic
Exponentials . . . . . . . . . . . . . . 654--664
W. Stadje and
S. Zacks Telegraph Processes with Random
Velocities . . . . . . . . . . . . . . . 665--678
Miljenko Huzak and
Mihael Perman and
Hrvoje Siki\'c and
Zoran Vondracek Ruin Probabilities for Competing Claim
Processes . . . . . . . . . . . . . . . 679--690
Yuliy Baryshnikov and
E. G. Coffman, Jr. and
Predrag Jelenkovi\'c Space Filling and Depletion . . . . . . 691--702
Owen Dafydd Jones Large Deviations for Supercritical
Multitype Branching Processes . . . . . 703--720
Yibei Ling and
Jie Mi An Optimal Trade-off between Content
Freshness and Refresh Cost . . . . . . . 721--734
Nader Ebrahimi Burn-in and Covariates . . . . . . . . . 735--745
Guy Latouche and
Tetsuya Takine Markov-Renewal Fluid Queues . . . . . . 746--757
Landy Rabehasaina and
Bruno Sericola A Second-Order Markov-Modulated Fluid
Queue with Linear Service Rate . . . . . 758--777
Zhenting Hou and
Yuanyuan Liu Explicit Criteria for Several Types of
Ergodicity of the Embedded M/G/1 and
GI/M/n Queues . . . . . . . . . . . . . 778--790
H. Ayhan and
Z. Palmowski and
S. Schlegel Cyclic Queueing Networks with
Subexponential Service Times . . . . . . 791--801
Gordon E. Willmot and
Jun Cai On Applications of Residual Lifetimes of
Compound Geometric Convolutions . . . . 802--815
Aidan Sudbury The Annihilating Process on Random Trees
and the Square Lattice . . . . . . . . . 816--831
Fabrice Guillemin and
Didier Pinchon Analysis of Generalized
Processor-Sharing Systems with Two
Classes of Customers and Exponential
Services . . . . . . . . . . . . . . . . 832--858
Shane G. Henderson and
Burt Simon Adaptive Simulation Using Perfect
Control Variates . . . . . . . . . . . . 859--876
Mireille Bossy and
Emmanuel Gobet and
Denis Talay A Symmetrized Euler Scheme for an
Efficient Approximation of Reflected
Diffusions . . . . . . . . . . . . . . . 877--889
Katarzyna Horbacz Random Dynamical Systems with Jumps . . 890--910
Robert Lund and
William P. McCormick and
Yuanhui Xiao Limiting Properties of Poisson Shot
Noise Processes . . . . . . . . . . . . 911--918
M. Ivette Gomes and
Laurens De Haan and
Dinis Pestana Joint Exceedances of the ARCH Process 919--926
Xiaohu Li Some Properties of Ageing Notions Based
on the Moment-Generating-Function Order 927--934
Ger Koole Letter to the Editor: A Formula for Tail
Probabilities of Cox Distributions . . . 935--938
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Emilio de Santis and
Fabio Spizzichino Change-Point Models and Conditionally
Pure Birth Processes: An Inequality on
the Stochastic Intensity . . . . . . . . 939--952
Jordan Stoyanov and
M. H. M. Al-Sadi Properties of Classes of Life
Distribution Based on the Conditional
Variance . . . . . . . . . . . . . . . . 953--960
Félix Belzunce and
Patrizia Semeraro Preservation of Positive and Negative
Orthant Dependence Concepts under
Mixtures and Applications . . . . . . . 961--974
John L. Spouge Path Reversal, Islands, and the Gapped
Alignment of Random Sequences . . . . . 975--983
Zhao Dong and
Shui Feng Occupation Time Processes of
Super-Brownian Motion with Cut-off
Branching . . . . . . . . . . . . . . . 984--997
Pieter Allaart Stopping the Maximum of a Correlated
Random Walk, with Cost for Observation 998--1007
Nilanjana Datta and
Tony C. Dorlas Random Walks on a Complete Graph: A
Model for Infection . . . . . . . . . . 1008--1021
Yong-Hua Mao and
Yu-Hui Zhang Exponential Ergodicity for Single-Birth
Processes . . . . . . . . . . . . . . . 1022--1032
Anyue Chen and
Phil Pollett and
Hanjun Zhang and
Junping Li The Collision Branching Process . . . . 1033--1048
P. Barrieu and
A. Rouault and
M. Yor A Study of the Hartman--Watson
Distribution Motivated by Numerical
Problems Related to the Pricing of Asian
Options . . . . . . . . . . . . . . . . 1049--1058
D. Perry and
W. Stadje and
S. Zacks The First Rendezvous Time of Brownian
Motion and Compound Poisson-Type
Processes . . . . . . . . . . . . . . . 1059--1070
Yong-Hua Mao The Eigentime Identity for
Continuous-Time Ergodic Markov Chains 1071--1080
P. Vellaisamy Poisson Approximation for $ (k_1,
k_2)$-Events via the Stein--Chen Method 1081--1092
Chunsheng Ma The Use of the Variogram in Construction
of Stationary Time Series Models . . . . 1093--1103
Peter Mathé Numerical Integration Using
$V$-Uniformly Ergodic Markov Chains . . 1104--1112
Zhengjun Zhang and
Richard L. Smith The Behavior of Multivariate Maxima of
Moving Maxima Processes . . . . . . . . 1113--1123
Marcel F. Neuts and
Attahiru Sule Alfa Pair Formation in a Markovian Arrival
Process with Two Event Labels . . . . . 1124--1137
K. Borovkov On Pair and Tuple Formation under
Independent Poisson or Renewal Arrival
Processes . . . . . . . . . . . . . . . 1138--1144
Parijat Dube and
Fabrice Guillemin and
Ravi R. Mazumdar Scale Functions of Lévy Processes and
Busy Periods of Finite-Capacity M/GI/1
Queues . . . . . . . . . . . . . . . . . 1145--1156
Yijun Zhu and
Zhe George Zhang M/GI/1 Queues with Services of Both
Positive and Negative Customers . . . . 1157--1170
M. Vlasiou and
I. J. B. F. Adan and
J. Wessels A Lindley-Type Equation Arising from a
Carousel Problem . . . . . . . . . . . . 1171--1181
I. M. MacPhee and
Jonathan Rougier and
G. H. Pollard Server Advantage in Tennis Matches . . . 1182--1186
Aleksander M. Iksanov Infinite Divisibility of Infinite Sums
of Lower Records: A Simple Proof . . . . 1187--1190
Xiaowen Zhou Some Fluctuation Identities for Lévy
Processes with Jumps of the Same Sign 1191--1198
Jan Vecer and
Mingxin Xu The Mean Comparison Theorem Cannot Be
Extended to the Poisson Case . . . . . . 1199--1202
Élise Janvresse and
Thierry de la Rue From Uniform Distributions to Benford's
Law . . . . . . . . . . . . . . . . . . 1203--1210
Ben Cairns and
P. K. Pollett Extinction Times for a General Birth,
Death and Catastrophe Process . . . . . 1211--1218
A. Yu. Mitrophanov The Spectral Gap and Perturbation Bounds
for Reversible Continuous-Time Markov
Chains . . . . . . . . . . . . . . . . . 1219--1222
Peter Mörters and
Narn-Rueih Shieh On the Multifractal Spectrum of the
Branching Measure on a Galton--Watson
Tree . . . . . . . . . . . . . . . . . . 1223--1229
S. N. Ethier The Kelly System Maximizes Median
Fortune . . . . . . . . . . . . . . . . 1230--1236
Offer Kella and
Wolfgang Stadje A Brownian Motion with Two Reflecting
Barriers and Markov-Modulated Speed . . 1237--1242
Manuel Cabral Morais and
António Pacheco A Note on the Ageing Character of the
Run Length of Markov-Type
Quality-Control Schemes . . . . . . . . 1243--1247
Anonymous Correction: [Distribution of the Amount
of Genetic Material from a Chromosomal
Segment Surviving to the Following
Generation] . . . . . . . . . . . . . . 1248--1249
Anonymous Volume Information . . . . . . . . . . . 1250--1254
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . i-189
Anonymous Christopher Charles Heyde, AM, DSc, FAA,
FASSA . . . . . . . . . . . . . . . . . vii--x
Anonymous Publications of Christopher Charles
Heyde . . . . . . . . . . . . . . . . . xi--xviii
Richard Cowan A Mosaic of Triangular Cells Formed with
Sequential Splitting Rules . . . . . . . 3--15
Peter Jagers and
Fima Klebaner Branching Processes in Near-Critical
Random Environments . . . . . . . . . . 17--23
P. Révész A Prediction Problem of the Branching
Random Walk . . . . . . . . . . . . . . 25--31
V. V. Anh and
N. N. Leonenko and
L. M. Sakhno Quasi-Likelihood-Based Higher-Order
Spectral Estimation of Random Fields
with Possible Long-Range Dependence . . 35--53
I. V. Basawa and
J. Zhou Non-Gaussian Bifurcating Models and
Quasi-Likelihood Estimation . . . . . . 55--64
Ir\`ene Gijbels and
Peter Hall and
Alo\"\is Kneip Interval and Band Estimation for Curves
with Jumps . . . . . . . . . . . . . . . 65--79
Iain M. Johnstone and
Bernard W. Silverman Boundary Coiflets for Wavelet Shrinkage
in Function Estimation . . . . . . . . . 81--98
Leah Kelly and
Eckhard Platen and
Michael Sòrensen Estimation for Discretely Observed
Diffusions Using Transform Functions . . 99--118
Y.-X. Lin and
D. Steel and
R. L. Chambers Restricted Quasi-Score Estimating
Functions for Sample Survey Data . . . . 119--130
Ole E. Barndorff-Nielsen and
Svend Erik Graversen and
Neil Shephard Power Variation and Stochastic
Volatility: A Review and Some New
Results . . . . . . . . . . . . . . . . 133--143
Victor H. De La Peña and
Rustam Ibragimov and
Steve Jordan Option Bounds . . . . . . . . . . . . . 145--156
Roger Gay Pricing Risk When Distributions Are Fat
Tailed . . . . . . . . . . . . . . . . . 157--175
Eugene Seneta Fitting the Variance-Gamma Model to
Financial Data . . . . . . . . . . . . . 177--187
Sidney Resnick On the Foundations of Multivariate
Heavy-Tail Analysis . . . . . . . . . . 191--212
Jef L. Teugels and
Giovanni Vanroelen Box--Cox Transformations and
Heavy-Tailed Distributions . . . . . . . 213--227
Anonymous Back Matter . . . . . . . . . . . . . . 229--414
N. H. Bingham and
H. R. Nili Sani Summability Methods and Negatively
Associated Random Variables . . . . . . 231--238
Timothy C. Brown Transforming a Random Variable to a
Prescribed Distribution: An Application
to School-Based Assessment . . . . . . . 239--252
Harry Kesten and
Ross Maller Some Effects of Trimming on the Law of
the Iterated Logarithm . . . . . . . . . 253--271
Marvin K. Nakayama and
Perwez Shahabuddin and
Karl Sigman On Finite Exponential Moments for
Branching Processes and Busy Periods for
Queues . . . . . . . . . . . . . . . . . 273--280
Jordan Stoyanov Stieltjes Classes for
Moment-Indeterminate Probability
Distributions . . . . . . . . . . . . . 281--294
Daryl J. Daley and
David Vere-Jones Scoring Probability Forecasts for Point
Processes: The Entropy Score and
Information Gain . . . . . . . . . . . . 297--312
J. Gani Random-Allocation and Urn Models . . . . 313--320
Paul Glasserman and
David D. Yao Optimal Couplings Are Totally Positive
and More . . . . . . . . . . . . . . . . 321--332
J. F. C. Kingman Extremal Problems for Regenerative
Phenomena . . . . . . . . . . . . . . . 333--346
Geoffrey Pritchard and
David J. Scott The Eigenvalues of the Empirical
Transition Matrix of a Markov Chain . . 347--360
Victor Solo Averaging Analysis of a Point Process
Adaptive Algorithm . . . . . . . . . . . 361--372
Peter J. Brockwell Representations of Continuous-Time ARMA
Processes . . . . . . . . . . . . . . . 375--382
Wen Dai Asymptotics of the Sample Mean and
Sample Covariance of
Long-Range-Dependent Series . . . . . . 383--392
Shuangzhe Liu On Diagnostics in Conditionally
Heteroskedastic Time Series Models under
Elliptical Distributions . . . . . . . . 393--405
Lam Yeh A Monotone Process Maintenance Model for
a Multistate System . . . . . . . . . . 1--14
Hyun-Soo Ahn and
Rhonda Righter Multi-Actor Markov Decision Processes 15--26
Erik Ekström and
Svante Janson and
Johan Tysk Superreplication of Options on Several
Underlying Assets . . . . . . . . . . . 27--38
Véronique Ladret Asymptotic Hitting Time for a Simple
Evolutionary Model of Protein Folding 39--51
Fátima Ferreira and
António Pacheco Level Crossing Ordering of
Skip-Free-to-the-Right Continuous-Time
Markov Chains . . . . . . . . . . . . . 52--60
Ola Hammarlid Tools to Estimate the First Passage Time
to a Convex Barrier . . . . . . . . . . 61--81
K. Borovkov and
A. Novikov Explicit Bounds for Approximation Rates
of Boundary Crossing Probabilities for
the Wiener Process . . . . . . . . . . . 82--92
Angelos Dassios and
Ji-Wook Jang Kalman--Bucy Filtering for Linear
Systems Driven by the Cox Process with
Shot Noise Intensity and Its Application
to the Pricing of Reinsurance Contracts 93--107
F. Thomas Bruss What Is Known about Robbins' Problem? 108--120
Robert W. Chen and
Larry A. Shepp and
Yi-Ching Yao and
Cun-Hui Zhang On Optimality of Bold Play for Primitive
Casinos in the Presence of Inflation . . 121--137
Matthias Winkel Electronic Foreign-Exchange Markets and
Passage Events of Independent
Subordinators . . . . . . . . . . . . . 138--152
Christian Y. Robert Asymptotic Probabilities of an
Exceedance over Renewal Thresholds with
an Application to Risk Theory . . . . . 153--162
Kam C. Yuen and
Junyi Guo and
Kai W. Ng On Ultimate Ruin in a Delayed-Claims
Risk Model . . . . . . . . . . . . . . . 163--174
Yongsheng Xing and
Yongjin Wang On the Extinction of a Class of
Population-Size-Dependent Bisexual
Branching Processes . . . . . . . . . . 175--184
Erik A. van Doorn and
Alexander I. Zeifman Extinction Probability in a Birth-Death
Process with Killing . . . . . . . . . . 185--198
Yutaka Sakuma and
Masakiyo Miyazawa On the Effect of Finite Buffer
Truncation in a Two-Node Jackson Network 199--222
Offer Kella and
Bert Zwart and
Onno Boxma Some Time-Dependent Properties of
Symmetric M/G/1 Queues . . . . . . . . . 223--234
David Gamarnik and
Petar Momcilovi\'c A Transposition Rule Analysis Based on a
Particle Process . . . . . . . . . . . . 235--246
J. Laurie Snell Obituary: Joseph Leonard Doob . . . . . 247--256
N. H. Bingham Doob: A Half-Century On . . . . . . . . 257--266
Ken Duffy and
Anthony P. Metcalfe The Large Deviations of Estimating Rate
Functions . . . . . . . . . . . . . . . 267--274
Saeed Ghahramani and
Ronald W. Wolff On Finite Moments of Full Busy Periods
of GI/G/c Queues . . . . . . . . . . . . 275--278
Jean-Louis Bon and
Abbas Illayk Ageing Properties and Series Systems . . 279--286
Thomas Mountford and
Rinaldo B. Schinazi A Note on Branching Random Walks on
Finite Sets . . . . . . . . . . . . . . 287--294
Nadine Guillotin-Plantard Gillis's Random Walks on Graphs . . . . 295--301
Anonymous Correction: Transient Analysis of
State-Dependent Queueing Networks via
Cumulant Functions . . . . . . . . . . . 302--302
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Xianping Guo and
Onésimo Hernández-Lerma Nonzero-Sum Games for Continuous-Time
Markov Chains with Unbounded Discounted
Payoffs . . . . . . . . . . . . . . . . 303--320
Jason Schweinsberg Improving on Bold Play When the Gambler
Is Restricted . . . . . . . . . . . . . 321--333
Peter Neal Compound Poisson Limits for Household
Epidemics . . . . . . . . . . . . . . . 334--345
A. Gerardi and
P. Tardelli Heterogeneous Population Dynamical
Model: A Filtering Problem . . . . . . . 346--361
Ulrich Rieder and
Nicole Bäuerle Portfolio Optimization with Unobservable
Markov-Modulated Drift Process . . . . . 362--378
Stéphane Loisel Differentiation of Some Functionals of
Risk Processes, and Optimal Reserve
Allocation . . . . . . . . . . . . . . . 379--392
Rudolf Grübel and
Marcus Reich Rarity and Exponentiality: An Extension
of Keilson's Theorem, with Applications 393--406
Jean-Marc Aza\"\is and
José R. León and
Joaqu\"\in Ortega Geometrical Characteristics of Gaussian
Sea Waves . . . . . . . . . . . . . . . 407--425
Raymond Brummelhuis and
Dominique Guégan Multiperiod Conditional Distribution
Functions for Conditionally Normal $
{\rm Garch}(1, 1) $ Models . . . . . . . 426--445
Claudia Ceci and
Anna Gerardi Multitype Branching Processes Observing
Particles of a Given Type . . . . . . . 446--462
M. González and
M. Molina and
I. Del Puerto Asymptotic Behaviour of Critical
Controlled Branching Processes with
Random Control Functions . . . . . . . . 463--477
De-An Wu and
Hideaki Takagi Processor-Sharing and Random-Service
Queues with Semi-Markovian Arrivals . . 478--490
Marc Lelarge Fluid Limit of Generalized Jackson
Queueing Networks with Stationary and
Ergodic Arrivals and Service Times . . . 491--512
François Baccelli and
Serguei Foss and
Marc Lelarge Tails in Generalized Jackson Networks
with Subexponential Service-Time
Distributions . . . . . . . . . . . . . 513--530
Soohan Ahn and
V. Ramaswami Efficient Algorithms for Transient
Analysis of Stochastic Fluid Flow Models 531--549
O. E. Barndorff-Nielsen and
N. N. Leonenko Burgers' Turbulence Problem with Linear
or Quadratic External Potential . . . . 550--565
Peter C. Kiessler and
Kanoktip Nimitkiatklai The Lifetime of a Random Set . . . . . . 566--580
Colin Mallows and
Larry Shepp $B$-Stability . . . . . . . . . . . . . 581--586
Kyung Eun Lim and
Jee Seon Baek and
Eui Yong Lee Optimization under the $ P_{\lambda,
\tau }^M $ Policy of a Finite Dam with
Both Continuous and Jumpwise Inputs . . 587--594
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Esther Frostig On the Expected Time to Ruin and the
Expected Dividends When Dividends Are
Paid while the Surplus Is above a
Constant Barrier . . . . . . . . . . . . 595--607
Qihe Tang The Finite-Time Ruin Probability of the
Compound Poisson Model with Constant
Interest Force . . . . . . . . . . . . . 608--619
M. Möhle Convergence Results for Compound Poisson
Distributions and Applications to the
Standard Luria--Delbrück Distribution . . 620--631
Alexander Yu. Mitrophanov and
Alexandre Lomsadze and
Mark Borodovsky Sensitivity of Hidden Markov Models . . 632--642
Majid Asadi and
Nader Ebrahimi and
G. G. Hamedani and
Ehsan S. Soofi Minimum Dynamic Discrimination
Information Models . . . . . . . . . . . 643--660
Larry Goldstein Berry--Esseen Bounds for Combinatorial
Central Limit Theorems and Pattern
Occurrences, Using Zero and Size Biasing 661--683
James Ledoux Recursive Filters for Partially
Observable Finite Markov Chains . . . . 684--697
Zhenting Hou and
Yuanyuan Liu and
Hanjun Zhang Subgeometric Rates of Convergence for a
Class of Continuous-Time Markov Process 698--712
Brenton Gray and
Phil Pollett and
Hanjun Zhang On the Existence of Uni-Instantaneous
$Q$-Processes with a Given Finite $ \mu
$-Invariant Measure . . . . . . . . . . 713--725
Damian Clancy A Stochastic SIS Infection Model
Incorporating Indirect Transmission . . 726--737
Zengjing Chen and
Reg Kulperger A Stochastic Competing-Species Model and
Ergodicity . . . . . . . . . . . . . . . 738--753
P. Whittle Tax Problems in the Undiscounted Case 754--765
B. H. Margolius Transient Solution to the Time-Dependent
Multiserver Poisson Queue . . . . . . . 766--777
Klaus Schiefermayr and
Josef Weichbold A Complete Solution for the Optimal
Stochastic Scheduling of a Two-Stage
Tandem Queue with Two Flexible Servers 778--796
Sheldon M. Ross and
J. George Shanthikumar and
Zegang Zhu On Increasing-Failure-Rate Random
Variables . . . . . . . . . . . . . . . 797--809
Jun Cai and
Haijun Li Conditional Tail Expectations for
Multivariate Phase-Type Distributions 810--825
X. Guo and
J. Liu Stopping at the Maximum of Geometric
Brownian Motion When Signals Are
Received . . . . . . . . . . . . . . . . 826--838
Zsolt Katona Width of a Scale-Free Tree . . . . . . . 839--850
Per Hörfelt The Moment Problem for Some Wiener
Functionals: Corrections to Previous
Proofs (with an Appendix by H. L.
Pedersen) . . . . . . . . . . . . . . . 851--860
Ragnar Norberg and
Mogens Steffensen What Is the Time Value of a Stream of
Investments? . . . . . . . . . . . . . . 861--866
Konstantinos V. Katsikopoulos and
Özgür Simsek Optimal Doubling Strategy against a
Suboptimal Opponent . . . . . . . . . . 867--872
O. L. V. Costa and
F. Dufour A Sufficient Condition for the Existence
of an Invariant Probability Measure for
Markov Processes . . . . . . . . . . . . 873--878
Gideon Weiss Jackson Networks with Unlimited Supply
of Work . . . . . . . . . . . . . . . . 879--882
Ger Koole and
Misja Nuyens and
Rhonda Righter The Effect of Service Time Variability
on Maximum Queue Lengths in $ M^X / G /
1 $ Queues . . . . . . . . . . . . . . . 883--891
Yulin Li Asymptotic Baseline of the Hazard Rate
Function of Mixtures . . . . . . . . . . 892--901
Aidan Sudbury Rigorous Lower Bounds for Extinction
Probabilities of the Contact Process . . 902--904
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Rolando Cavazos-Cadena and
Raúl Montes-de-Oca Nonstationary Value Iteration in
Controlled Markov Chains with
Risk-Sensitive Average Criterion . . . . 905--918
Ilan Adler and
Hyun-Soo Ahn and
Richard M. Karp and
Sheldon M. Ross A Probabilistic Model for the
Survivability of Cells . . . . . . . . . 919--931
Frank Ball and
Tom Britton An Epidemic Model with
Exposure-Dependent Severities . . . . . 932--949
Claude Lef\`evre and
Philippe Picard Nonstationarity and Randomization in the
Reed--Frost Epidemic Model . . . . . . . 950--963
May-Ru Chen and
Ching-Zong Wei A New Urn Model . . . . . . . . . . . . 964--976
John A. D. Aston and
Donald E. K. Martin Waiting Time Distributions of Competing
Patterns in Higher-Order Markovian
Sequences . . . . . . . . . . . . . . . 977--988
Fátima Ferreira and
António Pacheco Level-Crossing Ordering of Semi-Markov
Processes and Markov Chains . . . . . . 989--1002
A. Yu. Mitrophanov Sensitivity and Convergence of Uniformly
Ergodic Markov Chains . . . . . . . . . 1003--1014
M. González and
R. Martínez and
M. Mota On the Geometric Growth in a Class of
Homogeneous Multitype Markov Chain . . . 1015--1030
Frank Ball and
Robin K. Milne Simple Derivations of Properties of
Counting Processes Associated with
Markov Renewal Processes . . . . . . . . 1031--1043
Ken Duffy and
Anthony P. Metcalfe How to Estimate the Rate Function of a
Cumulative Process . . . . . . . . . . . 1044--1052
Anastasia Papavasiliou A Uniformly Convergent Adaptive Particle
Filter . . . . . . . . . . . . . . . . . 1053--1068
B. Lachaud Cut-off and Hitting Times of a Sample of
Ornstein--Uhlenbeck Processes and Its
Average . . . . . . . . . . . . . . . . 1069--1080
Pál Révész and
Jay Rosen and
Zhan Shi Large-Time Asymptotics for the Density
of a Branching Wiener Process . . . . . 1081--1094
Penka Mayster Alternating Branching Processes . . . . 1095--1108
Nicolas Lanchier A Multitype Contact Process with Frozen
Sites: A Spatial Model of Allelopathy 1109--1119
Mei Zhang A Large Deviation Principle for a
Brownian Immigration Particle System . . 1120--1133
Andreas Nordvall Lagerås A Renewal-Process-Type Expression for
the Moments of Inverse Subordinators . . 1134--1144
Moez Draief and
Jean Mairesse and
Neil O'Connell Queues, Stores, and Tableaux . . . . . . 1145--1167
Alexander D. Kolesnik and
Enzo Orsingher A Planar Random Motion with an Infinite
Number of Directions Controlled by the
Damped Wave Equation . . . . . . . . . . 1168--1182
Olympia Hadjiliadis Optimality of the $2$-CUSUM Drift
Equalizer Rules for Detecting Two-Sided
Alternatives in the Brownian Motion
Model . . . . . . . . . . . . . . . . . 1183--1193
Yuebao Wang and
Dongya Cheng and
Kaiyong Wang The Closure of a Local Subexponential
Distribution Class under Convolution
Roots, with Applications to the Compound
Poisson Process . . . . . . . . . . . . 1194--1203
Chin-Yuan Hu and
Gwo Dong Lin Sharp Reliability Bounds for the L-Like
Distributions, a Class in Which Ageing
Is Based on Laplace Transform
Inequalities . . . . . . . . . . . . . . 1204--1208
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Sithparran Vanniasegaram Le Her with $s$ Suits and $d$
Denominations . . . . . . . . . . . . . 1--15
Daniel Berend and
Luba Sapir Range of Asymptotic Behaviour of the
Optimality Probability of the Expert and
Majority Rules . . . . . . . . . . . . . 16--31
Oliver Johnson A Central Limit Theorem for
Non-Overlapping Return Times . . . . . . 32--47
A. Colangelo and
A. Müller and
M. Scarsini Positive Dependence and Weak Convergence 48--59
Urs Gruber and
Martin Schweizer A Diffusion Limit for Generalized
Correlated Random Walks . . . . . . . . 60--73
Ludwig Baringhaus and
Rudolf Grübel Monte Carlo Algorithms for Finding the
Maximum of a Random Walk with Negative
Drift . . . . . . . . . . . . . . . . . 74--86
Vladimir V. Mazalov and
Mitsushi Tamaki An Explicit Formula for the Optimal Gain
in the Full-Information Problem of
Owning a Relatively Best Object . . . . 87--101
Albrecht Irle A Forward Algorithm for Solving Optimal
Stopping Problems . . . . . . . . . . . 102--113
K. F. Turkman A Note on the Extremal Index for
Space-Time Processes . . . . . . . . . . 114--126
Joseph Glaz and
Martin Kulldorff and
Vladimir Pozdnyakov and
J. Michael Steele Gambling Teams and Waiting Times for
Patterns in Two-State Markov Chains . . 127--140
Yuanyuan Liu and
Zhenting Hou Several Types of Ergodicity for
M/G/1-type Markov Chains and Markov
Processes . . . . . . . . . . . . . . . 141--158
M. González and
R. Martínez and
M. Mota Rates of Growth in a Class of
Homogeneous Multidimensional Markov
Chains . . . . . . . . . . . . . . . . . 159--174
Mario Lefebvre First Passage Problems for Asymmetric
Wiener Processes . . . . . . . . . . . . 175--184
J. C. Jimenez and
F. Carbonell Local Linear Approximations of Jump
Diffusion Processes . . . . . . . . . . 185--194
Yuqiang Li On a Continuous-State
Population-Size-Dependent Branching
Process and Its Extinction . . . . . . . 195--207
Martijn Pistorius On Maxima and Ladder Processes for a
Dense Class of Lévy Process . . . . . . . 208--220
Offer Kella and
Onno Boxma and
Michel Mandjes A Lévy Process Reflected at a Poisson Age
Process . . . . . . . . . . . . . . . . 221--230
Lasse Leskelä Stabilization of an Overloaded Queueing
Network Using Measurement-Based
Admission Control . . . . . . . . . . . 231--244
Rafal Kulik Limit Theorems for Moving Averages with
Random Coefficients and Heavy-Tailed
Noise . . . . . . . . . . . . . . . . . 245--256
Hansjörg Albrecher and
Jef L. Teugels Exponential Behavior in the Presence of
Dependence in Risk Theory . . . . . . . 257--273
Scott Spicer and
Ilze Ziedins User-Optimal State-Dependent Routeing in
Parallel Tandem Queues with Loss . . . . 274--281
Erol A. Peköz A Compound Poisson Approximation
Inequality . . . . . . . . . . . . . . . 282--288
Zenghu Li A Limit Theorem for Discrete
Galton--Watson Branching Processes with
Immigration . . . . . . . . . . . . . . 289--295
Maria Conceição Serra On the Waiting Time to Escape . . . . . 296--302
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Jeffrey P. Kharoufeh and
Daniel E. Finkelstein and
Dusting G. Mixon Availability of Periodically Inspected
Systems with Markovian Wear and Shocks 303--317
Xianping Guo and
Quanxin Zhu Average Optimality for Markov Decision
Processes in Borel Spaces: A New
Condition and Approach . . . . . . . . . 318--334
Hsiao-Chi Chen and
Yunshyong Chow and
June Hsieh Boundedly Rational Quasi-Bayesian
Learning in Coordination Games with
Imperfect Monitoring . . . . . . . . . . 335--350
Koffi Y. Sampson Structured Coalescent with
Nonconservative Migration . . . . . . . 351--362
Sandjai Bhulai On the Value Function of the M/Cox(r)/1
Queue . . . . . . . . . . . . . . . . . 363--376
Rafik Aguech and
Nabil Lasmar and
Hosam Mahmoud Limit Distribution of Distances in
Biased Random Tries . . . . . . . . . . 377--390
Jorge Navarro and
Moshe Shaked Hazard Rate Ordering of Order Statistics
and Systems . . . . . . . . . . . . . . 391--408
Yung-Pin Chen A Central Limit Property under a
Modified Ehrenfest urn Design . . . . . 409--420
Remigijus Leipus and
Vygantas Paulauskas and
Donatas Surgailis On a Random-Coefficient AR(1) Process
with Heavy-Tailed Renewal Switching
Coefficient and Heavy-Tailed Noise . . . 421--440
Richard Finlay and
Eugene Seneta Stationary-Increment Student and
Variance-Gamma Processes . . . . . . . . 441--453
G. Sofronov and
Jonathan M. Keith and
Dirk P. Kroese An Optimal Sequential Procedure for a
Buying-Selling Problem with Independent
Observations . . . . . . . . . . . . . . 454--462
Johan Segers Rare Events, Temporal Dependence, and
the Extremal Index . . . . . . . . . . . 463--485
Robert Lund and
Ying Zhao and
Peter C. Kiessler A Monotonicity in Reversible Markov
Chains . . . . . . . . . . . . . . . . . 486--499
Krzysztof Bartoszek and
Wojciech Bartoszek On the Time Behaviour of Okazaki
Fragments . . . . . . . . . . . . . . . 500--509
Landy Rabehasaina Moments of a Markov-Modulated,
Irreducible Network of Fluid Queues . . 510--522
S. Aalto and
U. Ayesta On the Nonoptimality of the
Foreground-Background Discipline for
IMRL Service Times . . . . . . . . . . . 523--534
Zvetan G. Ignatov and
Vladimir K. Kaishev On the Infinite-Horizon Probability of
(Non)ruin for Integer-Valued Claims . . 535--551
Olivier Dousse and
Massimo Franceschetti and
Nicolas Macris and
Ronald Meester and
Patrick Thiran Percolation in the Signal to
Interference Ratio Graph . . . . . . . . 552--562
Arthur Charpentier and
Alessandro Juri Limiting Dependence Structures for Tail
Events, with Applications to Credit
Derivatives . . . . . . . . . . . . . . 563--586
Jaap Geluk and
Kai W. Ng Tail Behaviour of Negatively Associated
Heavy-Tailed Sums . . . . . . . . . . . 587--593
C. Klüppelberg and
A. E. Kyprianou On Extreme Ruinous Behaviour of Levy
Insurance Risk Processes . . . . . . . . 594--598
Yat-Wah Wan and
Ronald W. Wolff On the Time Spent below a Random
Threshold by a System Driven by a
General Counting Process . . . . . . . . 599--601
Anonymous Correction: Infinite Divisibility of
Infinite Sums of Lower Records: A Simple
Proof . . . . . . . . . . . . . . . . . 602--602
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Huw W. James and
E. J. Collins An Analysis of Transient Markov Decision
Processes . . . . . . . . . . . . . . . 603--621
Stefan Ankirchner Monotone Utility Convergence . . . . . . 622--633
Marina Santacroce Derivatives Pricing via $p$-Optimal
Martingale Measures: Some Extreme Cases 634--651
Toshinao Nakatsuka The Untraceable Events Method for
Absorbing Processes . . . . . . . . . . 652--664
J. E. Yukich Ultra-Small Scale-Free Geometric
Networks . . . . . . . . . . . . . . . . 665--677
M. Draief and
A. Ganesh Efficient Routeing in Poisson
Small-World Networks . . . . . . . . . . 678--686
Ludger Rüschendorf On Stochastic Recursive Equations of Sum
and Max Type . . . . . . . . . . . . . . 687--703
Jesús De La Cal and
Javier Cárcamo Stochastic Orders and Majorization of
Mean Order Statistics . . . . . . . . . 704--712
Claudio Macci and
Gabriele Stabile Large Deviations for Risk Processes with
Reinsurance . . . . . . . . . . . . . . 713--728
J. Preater On-Line Selection of an Acceptable Pair 729--740
Birgit Niese A Martingale Characterization of
Pólya--Lundberg Processes . . . . . . . . 741--754
Yvik C. Swan and
F. Thomas Bruss A Matrix-Analytic Approach to the
$N$-Player Ruin Problem . . . . . . . . 755--766
O. L. V. Costa and
F. Dufour Ergodic Properties and Ergodic
Decompositions of Continuous-Time Markov
Processes . . . . . . . . . . . . . . . 767--781
George Kordzakhia and
Steven P. Lalley Ergodicity and Mixing Properties of the
Northeast Model . . . . . . . . . . . . 782--792
Hans Daduna and
Ryszard Szekli Dependence Ordering for Markov Processes
on Partially Ordered Spaces . . . . . . 793--814
Chuancun Yin and
Junsheng Zhao Nonexponential Asymptotics for the
Solutions of Renewal Equations, with
Applications . . . . . . . . . . . . . . 815--824
Laurent Doyen and
Olivier Gaudoin Imperfect Maintenance in a Generalized
Competing Risks Framework . . . . . . . 825--839
Alexis Gillett and
Ronald Meester and
Peter Van Der Wal Maximal Avalanches in the Bak--Sneppen
Model . . . . . . . . . . . . . . . . . 840--851
Nobuaki Hoshino A Discrete Multivariate Distribution
Resulting from the Law of Small Numbers 852--866
Erik Ekström Bounds for Perpetual American Option
Prices in a Jump Diffusion Model . . . . 867--873
Yuebao Wang and
Kaiyong Wang Asymptotics of the Density of the
Supremum of a Random Walk with
Heavy-Tailed Increments . . . . . . . . 874--879
L. C. G. Rogers and
Larry Shepp The Correlation of the Maxima of
Correlated Brownian Motions . . . . . . 880--883
L. Pereira and
H. Ferreira Limiting Crossing Probabilities of
Random Fields . . . . . . . . . . . . . 884--891
R. G. Dolgoarshinnykh and
Steven P. Lalley Critical Scaling for the SIS Stochastic
Epidemic . . . . . . . . . . . . . . . . 892--898
Colin L. Mallows and
Jean Meloche Searching for Searchers . . . . . . . . 899--904
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
May-Ru Chen and
Shoou-Ren Hsiau Two-Person Red-and-Black Games with
Bet-Dependent Win Probability Functions 905--915
Ayalvadi Ganesh and
Giovanni Luca Torrisi A Class of Risk Processes with Delayed
Claims: Ruin Probability Estimates under
Heavy Tail Conditions . . . . . . . . . 916--926
H. Ferreira The Upcrossings Index and the Extremal
Index . . . . . . . . . . . . . . . . . 927--937
I. Higueras and
J. Moler and
F. Plo and
M. San Miguel Central Limit Theorems for Generalized
Pólya urn Models . . . . . . . . . . . . 938--951
John A. Morrison An urn Model Arising from All-Optical
Networks . . . . . . . . . . . . . . . . 952--966
M. E. Caballero and
L. Chaumont Conditioned Stable Lévy Processes and the
Lamperti Representation . . . . . . . . 967--983
Anne Laure Bronstein and
Lane P. Hughston and
Martijn R. Pistorius and
Mihail Zervos Discretionary Stopping of
One-Dimensional Itô Diffusions with a
Staircase Reward Function . . . . . . . 984--996
Kiyoshi Kawazu and
Yuki Suzuki Limit Theorems for a Diffusion Process
with a One-Sided Brownian Potential . . 997--1012
Predrag R. Jelenkovi\'c and
Ana Radovanovi\'c and
Mark S. Squillante Critical Sizing of LRU Caches with
Dependent Requests . . . . . . . . . . . 1013--1027
Hao Ge and
Da-Quan Jiang and
Min Qian Reversibility and Entropy Production of
Inhomogeneous Markov Chains . . . . . . 1028--1043
Nico M. Van Dijk and
Karel Sladký On the Total Reward Variance for
Continuous-Time Markov Reward Chains . . 1044--1052
Valeri T. Stefanov Exact Distributions for Reward Functions
on Semi-Markov and Markov Additive
Processes . . . . . . . . . . . . . . . 1053--1065
Andreas Nordvall Lagerås and
Anders Martin-Löf Genealogy for Supercritical Branching
Processes . . . . . . . . . . . . . . . 1066--1076
Yuichi Shiozawa Extinction of Branching Symmetric $
\alpha $-Stable Processes . . . . . . . 1077--1090
A. Joffe and
G. Letac Multitype Linear Fractional Branching
Processes . . . . . . . . . . . . . . . 1091--1106
Alexander D. Kolesnik A Four-Dimensional Random Motion at
Finite Speed . . . . . . . . . . . . . . 1107--1118
Gadi Barlevy and
H. N. Nagaraja Characterizations in a Random Record
Model with a Nonidentically Distributed
Initial Record . . . . . . . . . . . . . 1119--1136
Michael V. Boutsikas and
Markos V. Koutras On the Asymptotic Distribution of the
Discrete Scan Statistic . . . . . . . . 1137--1154
Yi Zhang and
Zhengyan Lin and
Chengguo Weng Some Limiting Properties of the Bounds
of the Present Value Function of a Life
Insurance Portfolio . . . . . . . . . . 1155--1164
Benjamin Avi-Itzhak and
Boaz Golany and
Uriel G. Rothblum Strategic Equilibrium versus Global
Optimum for a Pair of Competing Servers 1165--1172
Massimo Franceschetti and
Ronald Meester Navigation in Small-World Networks: A
Scale-free Continuum Model . . . . . . . 1173--1180
Toshihide Mizuno A Relation between Positive Dependence
of Signal and the Variability of
Conditional Expectation Given Signal . . 1181--1185
Robert Lund and
Ying Zhao and
Peter C. Kiessler Shapes of Stationary Autocovariances . . 1186--1193
Brian H. Fralix Foster-Type Criteria for Markov Chains
on General Spaces . . . . . . . . . . . 1194--1200
Serhan Ziya and
Hayriye Ayhan and
Robert D. Foley and
Erol Peköz A Monotonicity Result for a G/GI/c Queue
with Balking or Reneging . . . . . . . . 1201--1205
Anonymous Correction: Joint Exceedances of the
ARCH Process . . . . . . . . . . . . . . 1206--1206
Anonymous Correction: Stationary-Increment Student
and Variance-Gamma Processes . . . . . . 1207--1207
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Steve Alpern Rendezvous Search with Revealed
Information: Applications to the Line 1--15
Stefan Weber Distribution-Invariant Risk Measures,
Entropy, and Large Deviations . . . . . 16--40
Peter Neal Coupling of Two SIR Epidemic Models with
Variable Susceptibilities and
Infectivities . . . . . . . . . . . . . 41--57
Rustam Ibragimov Thou Shalt Not Diversify: Why 'Two of
Every Sort'? . . . . . . . . . . . . . . 58--70
Kiyoshi Inoue and
Sigeo Aki On Generating Functions of Waiting Times
and Numbers of Occurrences of Compound
Patterns in a Sequence of Multistate
Trials . . . . . . . . . . . . . . . . . 71--81
Jorge Navarro and
Serkan Eryilmaz Mean Residual Lifetimes of
Consecutive-$k$-out-of-$n$ Systems . . . 82--98
F. Ballani and
D. Stoyan and
S. Wolf On Two Damage Accumulation Models and
Their Size Effects . . . . . . . . . . . 99--114
Paul Dupuis and
Carl Nuzman and
Phil Whiting Large Deviations Principle for Occupancy
Problems with Colored Balls . . . . . . 115--141
Franco Pellerey Comparison Results for Branching
Processes in Random Environments . . . . 142--150
Ji Hwan Cha and
Jie Mi Study of a Stochastic Failure Model in a
Random Environment . . . . . . . . . . . 151--163
Raphaël Rossignol Arbitrary Threshold Widths for Monotone,
Symmetric Properties . . . . . . . . . . 164--180
Stéphane Villeneuve On Threshold Strategies and the
Smooth-Fit Principle for Optimal
Stopping Problems . . . . . . . . . . . 181--198
Ilie Grigorescu and
Robert Chen and
Larry Shepp Optimal Strategy for the Vardi Casino
with Interest Payments . . . . . . . . . 199--211
Yi-Ching Yao On Optimality of Bold Play for
Discounted Dubins-Savage Gambling
Problems with Limited Playing Times . . 212--225
Bo Wu and
Yu-Hui Zhang A Class of Multidimensional
$Q$-Processes . . . . . . . . . . . . . 226--237
Stan Zachary A Note on Insensitivity in Stochastic
Networks . . . . . . . . . . . . . . . . 238--248
Vyacheslav M. Abramov Optimal Control of a Large Dam . . . . . 249--258
Agustín Bompadre and
Moshe Dror and
James B. Orlin Probabilistic Analysis of Unit-Demand
Vehicle Routeing Problems . . . . . . . 259--278
Anyue Chen and
Phil Pollett and
Junping Li and
Hanjun Zhang A Remark on the Uniqueness of Weighted
Markov Branching Processes . . . . . . . 279--283
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Qihe Tang Heavy Tails of Discounted Aggregate
Claims in the Continuous-Time Renewal
Model . . . . . . . . . . . . . . . . . 285--294
Anthony G. Pakes Convolution Equivalence and Infinite
Divisibility: Corrections and
Corollaries . . . . . . . . . . . . . . 295--305
Marc Lelarge Tail Asymptotics for Monotone-Separable
Networks . . . . . . . . . . . . . . . . 306--320
Heng-Qing Ye A Paradox for Admission Control of
Multiclass Queueing Network with
Differentiated Service . . . . . . . . . 321--331
Fabrice M. Guillemin and
Ravi R. Mazumdar and
Catherine P. Rosenberg and
Yu Ying A Stochastic Ordering Property for Leaky
Bucket Regulated Flows in Packet
Networks . . . . . . . . . . . . . . . . 332--348
Zbigniew Palmowski and
Bert Zwart Tail Asymptotics of the Supremum of a
Regenerative Process . . . . . . . . . . 349--365
Steven P. Clark and
Peter C. Kiessler A Diffusion Approximation for Markov
Renewal Processes . . . . . . . . . . . 366--378
Remigijus Leipus and
Donatas Surgailis On Long-Range Dependence in Regenerative
Processes Based on a General On/Off
Scheme . . . . . . . . . . . . . . . . . 379--392
Allan Sly Integrated Fractional White Noise as an
Alternative to Multifractional Brownian
Motion . . . . . . . . . . . . . . . . . 393--408
Roman V. Ivanov On the Pricing of American Options in
Exponential Lévy Markets . . . . . . . . 409--419
Jean-François Renaud and
Xiaowen Zhou Distribution of the Present Value of
Dividend Payments in a Lévy Risk Model 420--427
A. E. Kyprianou and
Z. Palmowski Distributional Study of de Finetti's
Dividend Problem for a General Lévy
Insurance Risk Process . . . . . . . . . 428--443
M. Elshamy A Stability Property of Stochastic
Vibration . . . . . . . . . . . . . . . 444--457
Gareth O. Roberts and
Jeffrey S. Rosenthal Coupling and Ergodicity of Adaptive
Markov Chain Monte Carlo Algorithms . . 458--475
David Sirl and
Hanjun Zhang and
Phil Pollett Computable Bounds for the Decay
Parameter of a Birth-Death Process . . . 476--491
M. Molina and
M. Mota and
A. Ramos Some Contributions to the Theory of
Near-Critical Bisexual Branching
Processes . . . . . . . . . . . . . . . 492--505
Maxim Finkelstein On Some Ageing Properties of General
Repair Processes . . . . . . . . . . . . 506--513
John L. Spouge Markov Additive Processes and Repeats in
Sequences . . . . . . . . . . . . . . . 514--527
Mohamed Ben Alaya and
Benjamin Jourdain Probabilistic Approximation of a
Nonlinear Parabolic Equation Occurring
in Rheology . . . . . . . . . . . . . . 528--546
Laura Pontiggia Nonconstant Sum Red-and-Black Games with
Bet-Dependent Win Probability Function 547--553
Roger Filliger and
Max-Olivier Hongler Explicit Gittins Indices for a Class of
Superdiffusive Processes . . . . . . . . 554--559
Alexander V. Gnedin and
Denis I. Miretskiy Winning Rate in the Full-Information
Best-Choice Problem . . . . . . . . . . 560--565
Phil Pollett and
Hanjun Zhang and
Benjamin J. Cairns A Note on Extinction Times for the
General Birth, Death and Catastrophe
Process . . . . . . . . . . . . . . . . 566--569
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Frank Ball and
Philip D. O'Neill and
James Pike Stochastic Epidemic Models in Structured
Populations Featuring Dynamic
Vaccination and Isolation . . . . . . . 571--585
Gerold Alsmeyer and
Matthias Meiners A Stochastic Maximin Fixed-Point
Equation Related to Game Tree Evaluation 586--606
Ka Chun Cheung Characterizations of Conditional
Comonotonicity . . . . . . . . . . . . . 607--617
Teunis J. Ott and
Jason Swanson Asymptotic Behavior of a Generalized TCP
Congestion Avoidance Algorithm . . . . . 618--635
Jennie Hansen and
Cian Reynolds and
Stan Zachary Stability of Processor Sharing Networks
with Simultaneous Resource Requirements 636--651
R. Abraham and
J. S. Dhersin and
B. Ycart Strong Convergence for Urn Models with
Reducible Replacement Policy . . . . . . 652--660
Alessandro Baldi Antognini and
Simone Giannerini Generalized Pólya Urn Designs with Null
Balance . . . . . . . . . . . . . . . . 661--669
Ph. Barbe and
W. P. McCormick and
C. Zhang Asymptotic Expansions for Distributions
of Compound Sums of Random Variables
with Rapidly Varying Subexponential
Distribution . . . . . . . . . . . . . . 670--684
Xiaoxia He and
Yijun Hu Ruin Probability for the Integrated
Gaussian Process with Force of Interest 685--694
Susan M. Pitts and
Konstadinos Politis The Joint Density of the Surplus before
and after Ruin in the Sparre Andersen
Model . . . . . . . . . . . . . . . . . 695--712
Pavel V. Gapeev Discounted Optimal Stopping for Maxima
of Some Jump-Diffusion Processes . . . . 713--731
Brice Franke A Lévy Process Whose Jumps Are Dragged by
a Spherical Dynamical System . . . . . . 732--741
Yaozhong Hu and
Bernt Òksendal Optimal Smooth Portfolio Selection for
an Insider . . . . . . . . . . . . . . . 742--752
S. V. Nagaev and
V. Wachtel The Critical Galton--Watson Process
without Further Power Moments . . . . . 753--769
N. Lanchier and
C. Neuhauser Voter Model and Biased Voter Model in
Heterogeneous Environments . . . . . . . 770--787
M. R. Kantorovitz and
H. S. Booth and
C. J. Burden and
S. R. Wilson Asymptotic Behavior of $k$-Word Matches
between Two Uniformly Distributed
Sequences . . . . . . . . . . . . . . . 788--805
Nicolas Privault and
Xiao Wei Integration by Parts for Point Processes
and Monte Carlo Estimation . . . . . . . 806--823
Lars Holst Counts of Failure Strings in Certain
Bernoulli Sequences . . . . . . . . . . 824--830
Yi-Ching Yao Explicit Optimal Strategy for the Vardi
Casino with Limited Playing Time . . . . 831--837
Alexander D. Kolesnik A Note on Planar Random Motion at Finite
Speed . . . . . . . . . . . . . . . . . 838--842
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Steven A. Lippman and
Sheldon M. Ross and
Sridhar Seshadri A Weakest Link Marked Stopping Problem 843--851
Josep Freixas Bounds for Owen's Multilinear Extension 852--864
Alexander Schied and
Mitja Stadje Robustness of Delta Hedging for
Path-Dependent Options in Local
Volatility Models . . . . . . . . . . . 865--879
Frank Oertel and
Mark Owen On Utility-Based Superreplication Prices
of Contingent Claims with Unbounded
Payoffs . . . . . . . . . . . . . . . . 880--888
Shijie Wang and
Wensheng Wang Precise Large Deviations for Sums of
Random Variables with Consistently
Varying Tails in Multi-Risk Models . . . 889--900
Vincent Bansaye On a Model for the Storage of Files on a
Hardware. II. Evolution of a Typical
Data Block . . . . . . . . . . . . . . . 901--927
Félix Belzunce and
Helena Martínez-Puertas and
José M. Ruiz Reversed Preservation Properties for
Series and Parallel Systems . . . . . . 928--937
Shui Feng and
Feng-Yu Wang A Class of Infinite-Dimensional
Diffusion Processes with Connection to
Population Genetics . . . . . . . . . . 938--949
Richard Finlay and
Eugene Seneta A Gamma Activity Time Process with
Noninteger Parameter and Self-Similar
Limit . . . . . . . . . . . . . . . . . 950--959
Stephan Haug and
Claudia Czado An Exponential Continuous-Time GARCH
Process . . . . . . . . . . . . . . . . 960--976
Peter J. Brockwell and
Richard A. Davis and
Yu Yang Estimation for Nonnegative Lévy--Driven
Ornstein--Uhlenbeck Processes . . . . . 977--989
G. S. Tsitsiashvili Moments of Random Allocation Processes
Reaching a Boundary . . . . . . . . . . 990--995
Alexander V. Gnedin Optimal Stopping with Rank-Dependent
Loss . . . . . . . . . . . . . . . . . . 996--1011
Xiaowen Zhou Exit Problems for Spectrally Negative
Lévy Processes Reflected at Either the
Supremum or the Infimum . . . . . . . . 1012--1030
Denis Denisov and
Bert Zwart On a Theorem of Breiman and a Class of
Random Difference Equations . . . . . . 1031--1046
K. J. E. Carpio and
D. J. Daley Long-Range Dependence of Markov Chains
in Discrete Time on Countable State
Space . . . . . . . . . . . . . . . . . 1047--1055
Andreas Lindell and
Lars Holst Distributions of the Longest Excursions
in a Tied down Simple Random Walk and in
a Brownian Bridge . . . . . . . . . . . 1056--1067
Antonio Pievatolo The Downtime Distribution after a
Failure of a System with Multistate
Independent Components . . . . . . . . . 1068--1077
Urtzi Ayesta A Unifying Conservation Law for
Single-Server Queues . . . . . . . . . . 1078--1087
Yingdong Lu and
Ana Radovanovi\'c Asymptotic Blocking Probabilities in
Loss Networks with Subexponential
Demands . . . . . . . . . . . . . . . . 1088--1102
Thomas Prince and
Neville Weber Fixation in Conditional Branching
Process Models in Population Genetics 1103--1110
Jerim Kim and
Bara Kim and
Sung-Seok Ko Tail Asymptotics for the Queue Size
Distribution in an M/G/1 Retrial Queue 1111--1118
Klas Markström Negative Association Does Not Imply
Log-Concavity of the Rank Sequence . . . 1119--1121
Anonymous Correction: Markov Additive Processes
and Repeats in Sequences . . . . . . . . 1122--1122
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Sheldon M. Ross and
Zegang Zhu On the Structure of a Swing Contracts
Optimal Value and Optimal Strategy . . . 1--15
Shalom Benaim and
Peter Friz Smile Asymptotics II: Models with Known
Moment Generating Functions . . . . . . 16--32
Pieter Allaart and
Michael Monticino Optimal Buy/Sell Rules for Correlated
Random Walks . . . . . . . . . . . . . . 33--44
René Ferland and
Gaston Giroux Law of Large Numbers for Dynamic
Bargaining Markets . . . . . . . . . . . 45--54
Ka Chun Cheung and
Hailiang Yang Ordering of Optimal Portfolio
Allocations in a Model with a Mixture of
Fundamental Risks . . . . . . . . . . . 55--66
Claudia Klüppelberg and
Sidney I. Resnick The Pareto Copula, Aggregation of Risks,
and the Emperor's Socks . . . . . . . . 67--84
Bangwon Ko and
Qihe Tang Sums of Dependent Nonnegative Random
Variables with Subexponential Tails . . 85--94
Eric Carlen and
Ester Gabetta and
Eugenio Regazzini Probabilistic Investigations on the
Explosion of Solutions of the Kac
equation with infinite energy Initial
Distribution . . . . . . . . . . . . . . 95--106
Ken R. Duffy and
Artem Sapozhnikov The Large Deviation Principle for the
on-off Weibull Sojourn Process . . . . . 107--117
Alan L. Lewis and
Ernesto Mordecki Wiener-Hope Factorization for Lévy
Processes Having Positive Jumps with
Rational Transforms . . . . . . . . . . 118--134
B. A. Surya Evaluating Scale Functions of Spectrally
Negative Lévy Processes . . . . . . . . . 135--149
R. McVinish On the Structure and Estimation of
Reflection Positive Processes . . . . . 150--162
Andreas H. Löpker and
Johans S. H. Van Leeuwaarden Trasient Moments of the TCP Window Size
Process . . . . . . . . . . . . . . . . 163--175
Yangrong Li and
Anthony G. Pakes and
Jia Li and
Anhui Gu The Limit Behavior of Dual Markov
Branching Processes . . . . . . . . . . 176--189
Andreas N. Lagerås and
Serik Sagitov Reduced Branching Processes with Very
Heavy Tails . . . . . . . . . . . . . . 190--200
F. Carbonell and
J. C. Jimenez Weak Local Linear Discretizations for
Stochastic Differential Equations with
Jumps . . . . . . . . . . . . . . . . . 201--210
Alexander Dudin and
Chesoong Kim and
Valentina Klimenok Markov Chains with Hybrid Repeating
Rows: Upper-Hessenberg, Quasi-Toeplitz
Structure of the Block Transition
Probability Matrix . . . . . . . . . . . 211--225
Grégory Nuel Pattern Markov Chains: Optimal Markov
Chain Embedding through Deterministic
Finite Automata . . . . . . . . . . . . 226--243
Abba M. Krieger and
Moshe Pollak and
Ester Samuel-Cahn Beat the Mean: Sequential Selection by
Better than Average Rules . . . . . . . 244--259
Henry W. Block and
Yulin Li and
Thomas H. Savits and
Jie Wang Continuous Mixtures with Bathtub-Shaped
Failure Rates . . . . . . . . . . . . . 260--270
Colin Mallows and
Larry Shepp The Necklace Process . . . . . . . . . . 271--278
Ludger Rüschendorf On a Comparison result for Markov
Processes . . . . . . . . . . . . . . . 279--286
Bernardo Nuñes Borges De Lima and
Artëm Sapozhnikov On the Truncated Long-Range Percolation
on $\mathbb{Z}^2$ . . . . . . . . . . . 287--291
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
D. J. Daley and
D. Vere-Jones David George Kendall and Applied
Probability . . . . . . . . . . . . . . 293--296
Alexander L. Stolyar Dynamic Distributed Scheduling in Random
Access Networks . . . . . . . . . . . . 297--313
R. Bekker and
O. J. Boxma and
O. Kella Queues with Delays in Two-State
Strategies and Lévy Input . . . . . . . . 314--332
Hans Daduna and
Christian Malchin and
Ryszard Szekli Weak Convergence Limits for Sojourn
Times in Cyclic Queues under Heavy
Traffic Conditions . . . . . . . . . . . 333--346
Saul C. Leite and
Marcelo D. Fragoso Diffusion Approximation of
State-Dependent $G$-Networks under Heavy
Traffic . . . . . . . . . . . . . . . . 347--362
Hansjörg Albrecher and
Jean-François Renaud and
Xiaowen Zhou A Lévy Insurance Risk Process with Tax 363--375
Matteo Ortisi Polynomial-Rate Convergence to the
Stationary State for the Continuum-Time
Limit of the Minority Game . . . . . . . 376--387
Hsiao-Chi Chen and
Yunshyong Chow Equilibrium Selection in Evolutionary
Games with Imperfect Monitoring . . . . 388--402
Yi-Ching Yao and
May-Ru Chen Strong Optimality of Bold Play for
Discounted Dubins-Savage Gambling
Problems with Time-Dependent Parameters 403--416
Quanxin Zhu and
Tomás Prieto-Rumeau Bias and Overtaking Optimality for
Continuous-Time Jump Markov Decision
Processes in Polish Spaces . . . . . . . 417--429
Toshio Nakata A Poisson Approximation for an Occupancy
Problem with Collisions . . . . . . . . 430--439
Narjiss Touyar and
Sophie Schbath and
Dominique Cellier and
Hél\`ene Dauchel Poisson Approximation for the Number of
Repeats in a Stationary Markov Chain . . 440--455
Xiaoxin Wang and
Aihua Xia On Negative Binomial Approximation to
$k$-Runs . . . . . . . . . . . . . . . . 456--471
Daniel Tokarev Growth of Integral Transforms and
Extinction in Critical Galton--Watson
Processes . . . . . . . . . . . . . . . 472--480
Daniela Bertacchi and
Fabio Zucca Critical Behaviors and Critical Values
of Branching Random Walks on Multigraphs 481--497
Joel C. Miller Bounding the Size and Probability of
Epidemics on Networks . . . . . . . . . 498--512
Peter Neal The SIS Great Circle Epidemic Model . . 513--530
A. G. Rossberg Laplace Transforms of Probability
Distributions and Their Inversions Are
Easy on Logarithmic Scales . . . . . . . 531--541
Valdo Durrleman Convergence of At-the-Money Implied
Volatilities to the Spot Volatility . . 542--550
E. Rapoo A Variable Step Size Riemannian Sum for
an Itô Integral . . . . . . . . . . . . . 551--567
Erol A. Peköz and
Sheldon M. Ross Relating Time and Customer Averages for
Queues Using 'Forward' Coupling from the
Past . . . . . . . . . . . . . . . . . . 568--574
Devdatt Dubhashi and
Olle Häggström A Note on Conditioning and Stochastic
Domination for Order Statistics . . . . 575--579
Ehud Lehrer and
Eran Shmaya Two Remarks on Blackwell's Theorem . . . 580--586
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Joe Gani and
Eugene Seneta Obituary: Christopher Charles Heyde, AM,
DSc, FAA, FASSA . . . . . . . . . . . . 587--592
L. Nash Chris Heyde: An Appreciation . . . . . . 593--594
A. Gerardi and
P. Tardelli Controlled Heterogeneous Collection: The
Role of Occupation Numbers . . . . . . . 595--609
Offer Kella and
Wolfgang Stadje A Collector's Problem with Renewal
Arrival Processes . . . . . . . . . . . 610--620
Peter Neal The Generalised Coupon Collector Problem 621--629
Víctor Ruiz A Compact Framework for Hidden Markov
Chains with Applications to Fractal
Geometry . . . . . . . . . . . . . . . . 630--639
Victor De La Peña and
Henryk Gzyl and
Patrick McDonald Hitting Time and Inverse Problems for
Markov Chains . . . . . . . . . . . . . 640--649
James Ledoux and
Langford B. White and
Gary D. Brushe On the Relationships between Lumpability
and Filtering of Finite Stochastic
Systems . . . . . . . . . . . . . . . . 650--669
Saul Jacka and
Marcus Sheehan The Noisy Veto-Voter Model: A Recursive
Distributional Equation on [0,1] . . . . 670--688
Francis Comets and
François Simenhaus Random Walk Delayed on Percolation
Clusters . . . . . . . . . . . . . . . . 689--702
Stephen Connor and
Saul Jacka Optimal Co-Adapted Coupling for the
Symmetric Random Walk on the Hypercube 703--713
Jean Bertoin and
Joaquin Fontbona and
Servet Martínez On Prolific Individuals in a
Supercritical Continuous-State Branching
Process . . . . . . . . . . . . . . . . 714--726
Didier Piau Asymptotics of Posteriors for Binary
Branching Processes . . . . . . . . . . 727--742
Tom Britton and
Maria Deijfen and
Andreas N. Lagerås and
Mathias Lindholm Epidemics on Random Graphs with Tunable
Clustering . . . . . . . . . . . . . . . 743--756
David A. Kessler Epidemic Size in the SIS Model of
Endemic Infections . . . . . . . . . . . 757--778
Lothar Breuer First Passage Times for Markov Additive
Processes with Positive Jumps of Phase
Type . . . . . . . . . . . . . . . . . . 779--799
Fuqing Gao and
Jun Yan Functional Large Deviations and Moderate
Deviations for Markov-Modulated Risk
Models with Reinsurance . . . . . . . . 800--817
Jinxia Zhu and
Hailiang Yang Estimates for the Absolute Ruin
Probability in the Compound Poisson Risk
Model with Credit and Debit Interest . . 818--830
Francesca Biagini and
Yuliya Bregman and
Thilo Meyer-Brandis Pricing of Catastrophe Insurance Options
under Immediate Loss Reestimation . . . 831--845
Hans Daduna and
Ryszard Szekli Impact of Routeing on Correlation
Strength in Stationary Queueing Network
Processes . . . . . . . . . . . . . . . 846--878
Nader Ebrahimi Assessing a Linear Nanosystem's Limiting
Reliability from Its Components . . . . 879--887
Hosam M. Mahmoud and
Mark Daniel Ward Average-Case Analysis of Cousins in
$m$-ary Tries . . . . . . . . . . . . . 888--900
Lars Holst The Number of Two Consecutive Successes
in a Hoppe--Pólya Urn . . . . . . . . . . 901--906
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Andrew W. Swift Stochastic Models of Cascading Failures 907--921
Devavrat Shah and
John N. Tsitsiklis Bin Packing with Queues . . . . . . . . 922--939
Abdelghafour Es-Saghouani and
Michel Mandjes On the Correlation Structure of a
Lévy--Driven Queue . . . . . . . . . . . 940--952
Pascal Moyal Stability of a Processor-Sharing Queue
with Varying Throughput . . . . . . . . 953--962
Erol A. Peköz and
Sheldon M. Ross and
Sridhar Seshadri How Nearly Do Arriving Customers See
Time-Average Behavior? . . . . . . . . . 963--971
Jianxi Lin Some Blackwell-Type Renewal Theorems for
Weighted Renewal Functions . . . . . . . 972--993
Daniel Berend and
Yuri Chernyavsky and
Luba Sapir Ranking of Weighted Majority Rules . . . 994--1006
Serkan Eryilmaz Run Statistics Defined on the Multicolor
Urn Model . . . . . . . . . . . . . . . 1007--1023
May-Ru Chen and
Pei-Shou Chung and
Shoou-Ren Hsiau and
Yi-Ching Yao On Nonoptimality of Bold Play for
Subfair Red-and-Black with a
Rational-Valued House Limit . . . . . . 1024--1038
Marius Costeniuc and
Michaela Schnetzer and
Luca Taschini Entry and Exit Decision Problem with
Implementation Delay . . . . . . . . . . 1039--1059
Mark Brown and
Erol A. Peköz and
Sheldon M. Ross A Random Permutation Model Arising in
Chemistry . . . . . . . . . . . . . . . 1060--1070
L. C. G. Rogers and
L. A. M. Veraart A Stochastic Volatility Alternative to
Sabr . . . . . . . . . . . . . . . . . . 1071--1085
Oliver Durieu A Fourth Moment Inequality for
Functionals of Stationary Processes . . 1086--1096
Jorge Navarro and
N. Balakrishnan and
Francisco J. Samaniego Mixture Representations of Residual
Lifetimes of Used Systems . . . . . . . 1097--1112
Peng Zhao and
Xiaohu Li and
N. Balakrishnan Conditional Ordering of $k$-out-of-$n$
Systems with Independent but
Nonidentical Components . . . . . . . . 1113--1125
N. Unnikrishnan Nair and
P. G. Sankaran and
B. Vinesh Kumar Total Time on Test Transforms of Order
$n$ and Their Implications in
Reliability Analysis . . . . . . . . . . 1126--1139
A. E. Kyprianou and
J. C. Pardo Continuous-State Branching Processes and
Self-Similarity . . . . . . . . . . . . 1140--1160
Anthony G. Pakes Tails of Stopped Random Products: The
Factoid and Some Relatives . . . . . . . 1161--1180
Lars Holst A Note on Embedding Certain Bernoulli
Sequences in Marked Poisson Processes 1181--1185
Alexander Gnedin and
Alex Iksanov and
Martin Möhle On Asymptotics of Exchangeable
Coalescents with Multiple Collisions . . 1186--1195
Carl Graham Chaoticity for Multiclass Systems and
Exchangeability within Classes . . . . . 1196--1203
Yang Zhou Correction to Bingham and Doney (1988) 1204--1206
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
F. Thomas Bruss and
Yvik C. Swan A Continuous-Time Approach to Robbins'
Problem of Minimizing the Expected Rank 1--18
Neeraj Misra and
Ishwari D. Dhariyal and
Nitin Gupta Optimal Allocation of Active Spares in
Series Systems and Comparison of
Component and System Redundancies . . . 19--34
David Hartvigsen The Action Gambler and Equal-Sized
Wagering . . . . . . . . . . . . . . . . 35--54
Jaime A. Londoño State-Dependent Utility . . . . . . . . 55--70
Yu-Ting Chen and
Cheng-Few Lee and
Yuan-Chung Sheu An Integral-Equation Approach for
Defaultable Bond Prices with Application
to Credit Spreads . . . . . . . . . . . 71--84
R. L. Loeffen An Optimal Dividends Problem with a
Terminal Value for Spectrally Negative
Lévy Processes with a Completely Monotone
Jump Density . . . . . . . . . . . . . . 85--98
Maikol A. Diasparra and
Rosario Romera Bounds for the Ruin Probability of a
Discrete-Time Risk Process . . . . . . . 99--112
Andrei L. Badescu and
Eric C. K. Cheung and
David Landriault Dependent Risk Models with Bivariate
Phase-Type Distributions . . . . . . . . 113--131
Ole E. Barndorff-Nielsen and
José Manuel Corcuera and
Mark Podolskij and
Jeannette H. C. Woerner Bipower Variation for Gaussian Processes
with Stationary Increments . . . . . . . 132--150
Bernard Bercu and
Peggy Cénac and
Guy Fayolle On the Almost Sure Central Limit Theorem
for Vector Martingales: Convergence of
Moments and Statistical Applications . . 151--169
Erik Ekström and
Henrik Wanntorp Optimal Stopping of a Brownian Bridge 170--180
T. R. Hurd and
A. Kuznetsov On the First Passage Time for Brownian
Motion Subordinated by a Lévy Process . . 181--198
M. Draief and
A. Ganesh and
L. Massoulié Exponential Random Graphs As Models of
Overlay Networks . . . . . . . . . . . . 199--220
Fubao Xi and
G. Yin Asymptotic Properties of a Mean-Field
Model with a Continuous-State-Dependent
Switching Process . . . . . . . . . . . 221--243
Yaming Yu Stochastic Ordering of Exponential
Family Distributions and Their Mixtures 244--254
Tasos C. Christofides and
Eutichia Vaggelatou Bounds for the Distance Between the
Distributions of Sums of Absolutely
Continuous I.I.D. Convex-Ordered Random
Variables with Applications . . . . . . 255--271
P. Vellaisamy and
N. S. Upadhye On the Sums of Compound Negative
Binomial and Gamma Random Variables . . 272--283
Toshio Nakata Necklace Processes Via Pólya Urns . . . . 284--295
Dominik Heinzmann Extinction Times in Multitype Markov
Branching Processes . . . . . . . . . . 296--307
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Wojciech Niemiro and
Piotr Pokarowski Fixed Precision MCMC Estimation by
Median of Products of Averages . . . . . 309--329
Terje Aven Optimal Test Interval for a Monotone
Safety System . . . . . . . . . . . . . 330--341
Subhash Kochar and
Maochao Xu Comparisons of Parallel Systems
According to the Convex Transform Order 342--352
Ji Hwan Cha and
Maxim Finkelstein On a Terminating Shock Process with
Independent Wear Increments . . . . . . 353--362
Offer Kella On Growth-Collapse Processes with
Stationary Structure and Their
Shot-Noise Counterparts . . . . . . . . 363--371
Héctor Jasso-Fuentes and
Onésimo Hernández-Lerma Blackwell Optimality for Controlled
Diffusion Processes . . . . . . . . . . 372--391
Fang Xu A Central Limit Theorem Associated with
the Transformed Two-Parameter
Poisson--Dirichlet Distribution . . . . 392--401
Aiko Kurushima and
Katsunori Ano Maximizing the Expected Duration of
Owning a Relatively Best Object in a
Poisson Process with Rankable
Observations . . . . . . . . . . . . . . 402--414
Anna Karpowicz Double Optimal Stopping in the Fishing
Problem . . . . . . . . . . . . . . . . 415--428
Agn\`es Lagnoux-Renaudie A Two-Step Branching Splitting Model
Under Cost Constraint for Rare Event
Analysis . . . . . . . . . . . . . . . . 429--452
Yuqiang Li A Weak Limit Theorem for Generalized
Ji\vrina Processes . . . . . . . . . . . 453--462
Daniela Bertacchi and
Fabio Zucca Approximating Critical Parameters of
Branching Random Walks . . . . . . . . . 463--478
Rong-Li Liu and
Yan-Xia Ren and
Renming Song $ L \log L $ criterion for a class of
superdiffusions . . . . . . . . . . . . 479--496
V. B. Yap Similar States in Continuous-Time Markov
Chains . . . . . . . . . . . . . . . . . 497--506
Johan S. H. Van Leeuwaarden and
Mark S. Squillante and
Erik M. M. Winands Quasi-Birth-and-Death Processes, Lattice
Path Counting, and Hypergeometric
Functions . . . . . . . . . . . . . . . 507--520
Eric C. K. Cheung and
David Landriault Perturbed Map Risk Models with Dividend
Barrier Strategies . . . . . . . . . . . 521--541
E. J. Baurdoux Last Exit Before an Exponential Time for
Spectrally Negative Lévy Processes . . . 542--558
Xuemiao Hao and
Qihe Tang and
Li Wei On the Maximum Exceedance of a Sequence
of Random Variables Over a Renewal
Threshold . . . . . . . . . . . . . . . 559--570
Arup Bose and
Amites Dasgupta and
Krishanu Maulik Strong Laws for Balanced Triangular Urns 571--584
Anna Pósfai Poisson Approximation in a Poisson Limit
Theorem Inspired by Coupon Collecting 585--592
Svante Janson and
Niclas Petersson The Integral of the Supremum Process of
Brownian Motion . . . . . . . . . . . . 593--600
Thomas M. Liggett and
Rinaldo B. Schinazi A Stochastic Model for Phylogenetic
Trees . . . . . . . . . . . . . . . . . 601--607
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Christian Bender and
Tina Marquardt Integrating Volatility Clustering into
Exponential Lévy Models . . . . . . . . . 609--628
Michael R. Tehranchi Asymptotics of Implied Volatility Far
from Maturity . . . . . . . . . . . . . 629--650
S. C. P. Yam and
S. P. Yung and
W. Zhou Two Rationales Behind the `Buy-and-Hold
Or Sell-at-Once' Strategy . . . . . . . 651--668
Étienne Pardoux and
Majid Salamat On the Height and Length of the
Ancestral Recombination Graph . . . . . 669--689
Sanda N. Socoli and
A. D. Barbour Local Limit Approximations for Markov
Population Processes . . . . . . . . . . 690--708
Xiaoyu Xing and
Wei Zhang and
Yongjin Wang The Stationary Distributions of Two
Classes of Reflected Ornstein--Uhlenbeck
Processes . . . . . . . . . . . . . . . 709--720
Shibin Zhang and
Xinsheng Zhang On the Transition Law of Tempered Stable
Ornstein--Uhlenbeck Processes . . . . . 721--731
Shai Covo On Approximations of Small Jumps of
Subordinators with Particular Emphasis
on a Dickman-Type Limit . . . . . . . . 732--755
Sergey Foss and
Dmitry Korshunov and
Stan Zachary Convolutions of Long-Tailed and
Subexponential Distributions . . . . . . 756--767
Sòren Asmussen Importance Sampling for Failure
Probabilities in Computing and Data
Transmission . . . . . . . . . . . . . . 768--790
Romuald Elie Double Kernel Estimation of
Sensitivities . . . . . . . . . . . . . 791--811
Saul Jacka Markov Chains Conditioned Never to Wait
Too Long at the Origin . . . . . . . . . 812--826
Rafik Aguech Limit Theorems for Random Triangular Urn
Schemes . . . . . . . . . . . . . . . . 827--843
Charles Bordenave and
Serguei Foss and
Vsevolod Shneer A Random Multiple-Access Protocol with
Spatial Interactions . . . . . . . . . . 844--865
Thierry Huillet and
Martin Möhle Duality and Asymptotics for a Class of
Nonneutral Discrete Moran Models . . . . 866--893
Krzysztof Jasi\'nski and
Jorge Navarro and
Tomasz Rychlik Bounds on Variances of Lifetimes of
Coherent and Mixed Systems . . . . . . . 894--908
Gwo Dong Lin and
Jordan Stoyanov The Logarithmic Skew-Normal
Distributions Are Moment-Indeterminate 909--916
Didier Piau Asymptotics of Iterated Branching
Processes . . . . . . . . . . . . . . . 917--924
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Haijun Li and
Yannan Sun Tail Dependence for Heavy-Tailed Scale
Mixtures of Multivariate Distributions 925--937
Jean-François Delmas and
Benjamin Jourdain Does Waste Recycling Really Improve the
Multi-Proposal Metropolis--Hastings
Algorithm? An Analysis Based on Control
Variates . . . . . . . . . . . . . . . . 938--959
F. Mendivil and
R. Shonkwiler and
M. C. Spruill Geometric Convergence of Genetic
Algorithms Under Tempered Random Restart 960--974
Tom Britton and
Mathias Lindholm The Early Stage Behaviour of a
Stochastic SIR Epidemic with Term-Time
Forcing . . . . . . . . . . . . . . . . 975--992
S. Ma and
M. Molina Two-Sex Branching Processes with
Offspring and Mating in a Random
Environment . . . . . . . . . . . . . . 993--1004
Miklós Bóna and
Philippe Flajolet Isomorphism and Symmetries in Random
Phylogenetic Trees . . . . . . . . . . . 1005--1019
Sarah Behrens and
Matthias Löwe Moderate Deviations for Word Counts in
Biological Sequences . . . . . . . . . . 1020--1037
Rudolf Grübel and
Pawe\l Hitczenko Gaps in Discrete Random Samples . . . . 1038--1051
M. Burkschat Systems with Failure-Dependent Lifetimes
of Components . . . . . . . . . . . . . 1052--1072
Erol A. Peköz and
Adrian Röllin and
Vydas Cekanavicius and
Michael Shwartz A Three-Parameter Binomial Approximation 1073--1085
Mitsushi Tamaki Optimal Choice of the Best Available
Applicant in Full-Information Models . . 1086--1099
Boris Baeumer and
Mark M. Meerschaert and
Erkan Nane Space--Time Duality for Fractional
Diffusion . . . . . . . . . . . . . . . 1100--1115
David Applebaum and
Michailina Siakalli Asymptotic Stability of Stochastic
Differential Equations Driven by Lévy
Noise . . . . . . . . . . . . . . . . . 1116--1129
G. Deligiannidis and
H. Le and
S. Utev Optimal Stopping for Processes with
Independent Increments, and Applications 1130--1145
Andreas E. Kyprianou and
Xiaowen Zhou General Tax Structures and the Lévy
Insurance Risk Model . . . . . . . . . . 1146--1156
O. L. V. Costa and
F. Dufour The Vanishing Discount Approach for the
Average Continuous Control of Piecewise
Deterministic Markov Processes . . . . . 1157--1183
C. F. Coletti and
L. R. G. Fontes and
E. S. Dias Scaling Limit for a Drainage Network
Model . . . . . . . . . . . . . . . . . 1184--1197
Kenshi Hosaka An Alternative Condition for Stochastic
Domination . . . . . . . . . . . . . . . 1198--1200
Lars Holst On Consecutive Records in Certain
Bernoulli Sequences . . . . . . . . . . 1201--1208
Eugene A. Feinberg and
Jun Fei An Inequality for Variances of the
Discounted Rewards . . . . . . . . . . . 1209--1212
Xian-Yuan Wu and
Zhao Dong and
Ke Liu and
Kai-Yuan Cai On the Degree Sequence of an Evolving
Random Graph Process and Its Critical
Phenomenon . . . . . . . . . . . . . . . 1213--1220
Qi Zheng Remarks on the asymptotics of the
Luria--Delbrück and related distributions 1221--1224
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Henrik Hult and
Gennady Samorodnitsky Large Deviations for Point Processes
Based on Stationary Sequences with Heavy
Tails . . . . . . . . . . . . . . . . . 1--40
Edward Pollak Coalescent Theory for a Monoecious
Random Mating Population with a Varying
Size . . . . . . . . . . . . . . . . . . 41--57
M. González and
R. Martínez and
M. Slavtchova-Bojkova Stochastic Monotonicity and Continuity
Properties of the Extinction Time of
Bellman--Harris Branching Processes: an
Application to Epidemic Modelling . . . 58--71
Maria Vlasiou and
Zbigniew Palmowski Tail Asymptotics for a Random Sign
Lindley Recursion . . . . . . . . . . . 72--83
Antonio Di Crescenzo and
Barbara Martinucci A Damped Telegraph Random Process with
Logistic Stationary Distribution . . . . 84--96
May-Ru Chen and
Shoou-Ren Hsiau Two New Models for the Two-Person
Red-and-Black Game . . . . . . . . . . . 97--108
Krzysztof D\kebicki and
Abdelghafour Es-Saghouani and
Michel Mandjes Transient Asymptotics of Lévy--Driven
Queues . . . . . . . . . . . . . . . . . 109--129
Onno Boxma and
David Perry and
Wolfgang Stadje and
Shelley Zacks The Busy Period of an M/G/1 Queue with
Customer Impatience . . . . . . . . . . 130--145
Fraser Daly Stein's Method for Compound Geometric
Approximation . . . . . . . . . . . . . 146--156
Frosso S. Makri On Occurrences of F-S Strings in
Linearly and Circularly Ordered Binary
Sequences . . . . . . . . . . . . . . . 157--178
M. T. Alodat and
M. Al-Rawwash and
M. A. Jebrini Duration Distribution of the Conjunction
of Two Independent $F$ Processes . . . . 179--190
Qunqiang Feng and
Hosam M. Mahmoud On the Variety of Shapes on the Fringe
of a Random Recursive Tree . . . . . . . 191--200
Mustafa Khandwawala and
Rajesh Sundaresan Optimal Multicommodity Flow Through the
Complete Graph with Random Edge
Capacities . . . . . . . . . . . . . . . 201--215
Filia Vonta and
Alex Karagrigoriou Generalized Measures of Divergence in
Survival Analysis and Reliability . . . 216--234
Jorge Navarro and
Francisco J. Samaniego and
N. Balakrishnan The Joint Signature of Coherent Systems
with Shared Components . . . . . . . . . 235--253
Xiaohu Li and
Weiyong Ding Optimal Allocation of Active
Redundancies to $k$-Out-Of-$n$ Systems
with Heterogeneous Components . . . . . 254--263
Michel M. Denuit and
Mhamed Mesfioui Generalized Increasing Convex and
Directionally Convex Orders . . . . . . 264--276
Jesús De La Cal and
Javier Cárcamo Inverse Stochastic Dominance,
Majorization, and Mean Order Statistics 277--292
Shaul K. Bar-Lev and
Onno Boxma and
Gérard Letac A Characterization Related to the
Equilibrium Distribution Associated with
a Polynomial Structure . . . . . . . . . 293--299
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
J. Gani Forty-Six years of the Applied
Probability Trust . . . . . . . . . . . ??
Jose Blanchet and
Jingchen Liu Efficient Importance Sampling in Ruin
Problems for Multidimensional Regularly
Varying Random Walks . . . . . . . . . . 301--322
Dimitrios G. Konstantinides and
Kai W. Ng and
Qihe Tang The Probabilities of Absolute Ruin in
the Renewal Risk Model with Constant
Force of Interest . . . . . . . . . . . 323--334
Xudong Zeng A Stochastic Differential Reinsurance
Game . . . . . . . . . . . . . . . . . . 335--349
Muneya Matsui and
Thomas Mikosch Prediction in a Poisson Cluster Model 350--366
Djilali Ait Aoudia and
Éric Marchand On the Number of Runs for Bernoulli
Arrays . . . . . . . . . . . . . . . . . 367--377
Gesine Reinert and
Adrian Röllin Random Subgraph Counts and
$U$-Statistics: Multivariate Normal
Approximation Via Exchangeable Pairs and
Embedding . . . . . . . . . . . . . . . 378--393
Michael Tortorella On Reliability Prediction and
Semi-Renewal Processes . . . . . . . . . 394--406
Moshe Shaked and
Miguel A. Sordo and
Alfonso Suárez-Llorens A Class of Location-Independent
Variability Orders, with Applications 407--425
Ramesh C. Gupta and
Rameshwar D. Gupta Random Effect Bivariate Survival Models
and Stochastic Comparisons . . . . . . . 426--440
Lothar Breuer A Quintuple Law for Markov Additive
Processes with Phase-Type Jumps . . . . 441--458
Brian H. Fralix and
Germán Riaño A New Look at Transient Versions of
Little's Law, and M/G/1 Preemptive
Last-Come--First-Served Queues . . . . . 459--473
A. J. Field and
P. G. Harrison Busy Periods in Fluid Queues with
Multiple Emptying Input States . . . . . 474--497
Pascal Moyal The Queue with Impatience: Construction
of the Stationary Workload Under Fifo 498--512
Alexander Iksanov and
Matthias Meiners Exponential Rate of Almost-Sure
Convergence of Intrinsic Martingales in
Supercritical Branching Random Walks . . 513--525
Chunhua Ma and
Longmin Wang On Estimation of the Variances for
Critical Branching Processes with
Immigration . . . . . . . . . . . . . . 526--542
Joaquín Fontbona and
Nathalie Krell and
Servet Martínez Energy Efficiency of Consecutive
Fragmentation Processes . . . . . . . . 543--561
Elcio Lebensztayn and
Fábio Prates Machado and
Mauricio Zuluaga Martinez Nonhomogeneous Random Walks Systems on $
\mathbb {Z} $ . . . . . . . . . . . . . 562--571
Netta Cohen and
Jonathan Jordan and
Margaritis Voliotis Preferential Duplication Graphs . . . . 572--585
Erik Ekström and
Carl Lindberg and
Johan Tysk and
Henrik Wanntorp Optimal Liquidation of a Call Spread . . 586--593
Pavel S. Ruzankin Approximation for Expectations of
Unbounded Functions of Dependent
Integer-Valued Random Variables . . . . 594--600
Maxim Finkelstein A Note on Converging Geometric-Type
Processes . . . . . . . . . . . . . . . 601--607
Anonymous Correction: Negative Association Does
Not Imply Log-Concavity of the Rank
Sequence . . . . . . . . . . . . . . . . 608--609
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Mark Fackrell and
Qi-Ming He and
Peter Taylor and
Hanqin Zhang The Algebraic Degree of Phase-Type
Distributions . . . . . . . . . . . . . 611--629
Pepa Ramírez-Cobo and
Rosa E. Lillo and
Michael P. Wiper Nonidentifiability of the Two-State
Markovian Arrival Process . . . . . . . 630--649
Mikko S. Pakkanen Stochastic Integrals and Conditional
Full Support . . . . . . . . . . . . . . 650--667
Peng Zuoxiang and
Saralees Nadarajah and
Lin Fuming Convergence Rate of Extremes for the
General Error Distribution . . . . . . . 668--679
Bing Lu Recovering a Piecewise Constant
Volatility from Perpetual Put Option
Prices . . . . . . . . . . . . . . . . . 680--692
A. Kaplun The Continuous-Time Ehrenfest Process in
Term Structure Modelling . . . . . . . . 693--712
M. Möhle Looking Forwards and Backwards in the
Multi-Allelic Neutral Cannings
Population Model . . . . . . . . . . . . 713--731
Sabin Lessard Recurrence Equations for the Probability
Distribution of Sample Configurations in
Exact Population Genetics Models . . . . 732--751
Allan Gut Limit Theorems for a Generalized St.
Petersburg Game . . . . . . . . . . . . 752--760
Mitsushi Tamaki Sum the Multiplicative Odds to One and
Stop . . . . . . . . . . . . . . . . . . 761--777
Armando F. Mendoza-Pérez and
Onésimo Hernández-Lerma Asymptotic Normality of Discrete-Time
Markov Control Processes . . . . . . . . 778--795
Elchanan Mossel and
Arnab Sen Branching Process Approach for $2$-SAT
Thresholds . . . . . . . . . . . . . . . 796--810
Matthias Meiners An Almost-Sure Renewal Theorem for
Branching Random Walks on the Line . . . 811--825
Katarzyna Rybarczyk and
Dudley Stark Poisson Approximation of the Number of
Cliques in Random Intersection Graphs 826--840
Srinivasan Balaji and
Hosam Mahmoud and
Zhang Tong Phases in the Diffusion of Gases Via the
Ehrenfest Urn Model . . . . . . . . . . 841--855
Yuri Kondratiev and
Yuri Kozitsky and
Tanja Pasurek Gibbs Random Fields with Unbounded Spins
on Unbounded Degree Graphs . . . . . . . 856--875
Zhengcheng Zhang Mixture Representations of Inactivity
Times of Conditional Coherent Systems
and Their Applications . . . . . . . . . 876--885
Radha Krishna Ganti and
Martin Haenggi Limit of the Transport Capacity of a
Dense Wireless Network . . . . . . . . . 886--892
Michel Denuit Positive Dependence of Signals . . . . . 893--897
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Henry W. Block and
Naftali A. Langberg and
Thomas H. Savits and
Jie Wang Continuous Mixtures of Exponentials and
IFR Gammas Having Bathtub-Shaped Failure
Rates . . . . . . . . . . . . . . . . . 899--907
Yiqing Chen and
Anyue Chen and
Kai W. Ng The Strong Law of Large Numbers for
Extended Negatively Dependent Random
Variables . . . . . . . . . . . . . . . 908--922
Shuhong Zhang and
Xiaohu Li Some New Results on the Moment
Generating Function Order and Related
Life Distributions . . . . . . . . . . . 923--933
A. D. Barbour and
P. K. Pollett Total Variation Approximation for
Quasi-Stationary Distributions . . . . . 934--946
F. Dufour and
A. B. Piunovskiy Multiobjective Stopping Problem for
Discrete-Time Markov Processes: Convex
Analytic Approach . . . . . . . . . . . 947--966
Joe Suzuki A Markov Chain Analysis of Genetic
Algorithms: Large Deviation Principle
Approach . . . . . . . . . . . . . . . . 967--975
L. Coutin and
L. Decreusefond and
J. S. Dhersin A Markov Model for the Spread of Viruses
in an Open Population . . . . . . . . . 976--996
Yan Dolinsky Shortfall Risk Approximations for
American Options in the Multidimensional
Black--Scholes Model . . . . . . . . . . 997--1012
Michael R. Tehranchi Characterizing Attainable Claims: a New
Proof . . . . . . . . . . . . . . . . . 1013--1022
A. Kuznetsov Wiener--Hopf Factorization for a Family
of Lévy Processes Related to Theta
Functions . . . . . . . . . . . . . . . 1023--1033
Jevgenijs Ivanovs Markov-Modulated Brownian Motion with
Two Reflecting Barriers . . . . . . . . 1034--1047
Bernardo D'Auria and
Jevgenijs Ivanovs and
Offer Kella and
Michel Mandjes First Passage of a Markov Additive
Process and Generalized Jordan Chains 1048--1057
James C. Fu and
Tung-Lung Wu Linear and Nonlinear Boundary Crossing
Probabilities for Brownian Motion and
Related Processes . . . . . . . . . . . 1058--1071
Pieter Allaart A General 'Bang--Bang' Principle for
Predicting the Maximum of a Random Walk 1072--1083
Serkan Eryilmaz Discrete Scan Statistics Generated by
Exchangeable Binary Trials . . . . . . . 1084--1092
Katsunori Ano and
Hideo Kakinuma and
Naoto Miyoshi Odds Theorem with Multiple Selection
Chances . . . . . . . . . . . . . . . . 1093--1104
G. Nuel On the First $k$ Moments of the Random
Count of a Pattern in a Multistate
Sequence Generated by a Markov Source 1105--1123
Svante Janson and
Tomasz Luczak and
Ilkka Norros Large Cliques in a Power-Law Random
Graph . . . . . . . . . . . . . . . . . 1124--1135
Bojan Basrak Limit Theorems for the Inductive Mean on
Metric Trees . . . . . . . . . . . . . . 1136--1149
Maria Deijfen Random Networks with Preferential Growth
and Vertex Death . . . . . . . . . . . . 1150--1163
F. Papangelou A Simple Model for Random Oscillations 1164--1173
Simeon M. Berman Probabilistic Analysis of the Efficacy
of Periodic Testing of Employees . . . . 1174--1190
Pawe\l Hitczenko On Tails of Perpetuities . . . . . . . . 1191--1194
Ou Zhao and
Michael Woodroofe and
Dalibor Volný A Central Limit Theorem for Reversible
Processes with Nonlinear Growth of
Variance . . . . . . . . . . . . . . . . 1195--1202
Zbigniew Palmowski and
Bert Zwart On perturbed random walks . . . . . . . 1203--1204
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Angelos Dassios and
Shanle Wu Double-Barrier Parisian Options . . . . 1--20
Katsumasa Nishide and
L. C. G. Rogers Optimal Time to Exchange Two Baskets . . 21--30
Nader Ebrahimi Assessing the Reliability Function of
Nanocomponents . . . . . . . . . . . . . 31--42
Neeraj Misra and
Amit Kumar Misra and
Ishwari Dutt Dhariyal Standby Redundancy Allocations in Series
and Parallel Systems . . . . . . . . . . 43--55
F. G. Badia Hazard Rate Properties of a General
Counting Process Stopped at an
Independent Random Time . . . . . . . . 56--67
N. S. Walton Utility Optimization in Congested
Queueing Networks . . . . . . . . . . . 68--89
Konstantin Avrachenkov and
Alexey Piunovskiy and
Yi Zhang Asymptotic Fluid Optimality and
Efficiency of the Tracking Policy for
Bandwidth-Sharing Networks . . . . . . . 90--113
Peter W. Glynn and
Michel Mandjes Simulation-Based Computation of the
Workload Correlation Function in a
Lévy--Driven Queue . . . . . . . . . . . 114--130
Rudolf Grübel and
Hendrik Wegener Matchmaking and Testing for
Exponentiality in the M/G/$ \infty $
Queue . . . . . . . . . . . . . . . . . 131--144
Chihoon Lee On the Return Time for a Reflected
Fractional Brownian Motion Process on
the Positive Orthant . . . . . . . . . . 145--153
Chang-Long Yao and
Ge Chen and
Tian-De Guo Large Deviations for the Graph Distance
in Supercritical Continuum Percolation 154--172
Simon E. F. Spencer and
Philip D. O'Neill The Probability of Containment for
Multitype Branching Process Models for
Emerging Epidemics . . . . . . . . . . . 173--188
R. T. Smythe Generalized Coupon Collection: the
Superlinear Case . . . . . . . . . . . . 189--199
E. J. Baurdoux and
K. Van Schaik Further Calculations for the McKean
Stochastic Game for a Spectrally
Negative Lévy Process: from a Point to an
Interval . . . . . . . . . . . . . . . . 200--216
Mark S. Veillette and
Murad S. Taqqu A Technique for Computing the Pdfs and
Cdfs of Nonnegative Infinitely Divisible
Random Variables . . . . . . . . . . . . 217--237
Ken R. Duffy and
Claudio Macci and
Giovanni Luca Torrisi Sample Path Large Deviations for Order
Statistics . . . . . . . . . . . . . . . 238--257
Ji Hwan Cha and
Maxim Finkelstein On New Classes of Extreme Shock Models
and Some Generalizations . . . . . . . . 258--270
Subhash Kochar and
Maochao Xu On the Skewness of Order Statistics in
Multiple-Outlier Models . . . . . . . . 271--284
Patrick Fayard and
Timothy R. Field Discrete Models for Scattering
Populations . . . . . . . . . . . . . . 285--292
Rhonda Righter Stochastic Comparison of Discounted
Rewards . . . . . . . . . . . . . . . . 293--294
Andreas Löpker and
Wolfgang Stadje Hitting Times and the Running Maximum of
Markovian Growth-Collapse Processes . . 295--312
Wolfgang P. Angerer New Limiting Distributions for
Bellman--Harris Processes . . . . . . . 313--321
Amine Asselah and
Pablo A. Ferrari and
Pablo Groisman Quasistationary Distributions and
Fleming--Viot Processes in Finite Spaces 322--332
Tertuliano Franco and
Adriana Neumann and
Glauco Valle Hydrodynamic Limit for a Type of
Exclusion Process with Slow Bonds in
Dimension $ d \geq 2 $ . . . . . . . . . 333--351
N. Lanchier Contact Process with Destruction of
Cubes and Hyperplanes: Forest Fires
Versus Tornadoes . . . . . . . . . . . . 352--365
Eckhard Schlemm On the Markov Transition Kernels for
First Passage Percolation on the Ladder 366--388
Peter Tankov Improved Fréchet Bounds and Model-Free
Pricing of Multi-Asset Options . . . . . 389--403
Yinghui Dong and
Guojing Wang and
Rong Wu Pricing the Zero-Coupon Bond and Its
Fair Premium Under a Structural Credit
Risk Model with Jumps . . . . . . . . . 404--419
Peter J. Thomas A Lower Bound for the First Passage Time
Density of the Suprathreshold
Ornstein--Uhlenbeck Process . . . . . . 420--434
Jung Hyun Kim and
Hyun-Soo Ahn and
Rhonda Righter Managing Queues with Heterogeneous
Servers . . . . . . . . . . . . . . . . 435--452
Ji Hwan Cha and
Eui Yong Lee A Stochastic Breakdown Model for an
Unreliable Web Server System and an
Optimal Admission Control Policy . . . . 453--466
Jose Blanchet and
Chenxin Li Efficient Simulation for the Maximum of
Infinite Horizon Discrete-Time Gaussian
Processes . . . . . . . . . . . . . . . 467--489
Ricardo Vélez Ibarrola and
Tomás Prieto-Rumeau Conditionally Independent Increment
Point Processes . . . . . . . . . . . . 490--513
Adam Jakubowski and
Joanna Karlowska-Pik Processes with Block-Associated
Increments . . . . . . . . . . . . . . . 514--526
Patrizia Berti and
Irene Crimaldi and
Luca Pratelli and
Pietro Rigo A Central Limit Theorem and Its
Applications to Multicolor Randomly
Reinforced Urns . . . . . . . . . . . . 527--546
Iosif Pinelis Exact Lower Bounds on the Exponential
Moments of Truncated Random Variables 547--560
Dario Gasbarra and
Tommi Sottinen and
Harry Van Zanten Conditional Full Support of Gaussian
Processes with Stationary Increments . . 561--568
Ravi Kalpathy and
Hosam M. Mahmoud and
Mark Daniel Ward Asymptotic Properties of a Leader
Election Algorithm . . . . . . . . . . . 569--575
Jean Bertoin On the Maximal Offspring in a Critical
Branching Process with Infinite Variance 576--582
Yaming Yu Concave Renewal Functions Do Not Imply
DFR Interrenewal Times . . . . . . . . . 583--588
Moshe Pollak and
Alexander G. Tartakovsky On the First Exit Time of a Nonnegative
Markov Process Started at a
Quasistationary Distribution . . . . . . 589--595
Jianping Jiang and
Sanguo Zhang and
Tiande Guo Russo's Formula, Uniqueness of the
Infinite Cluster, and Continuous
Differentiability of Free Energy for
Continuum Percolation . . . . . . . . . 597--610
A. Tzioufas On the Growth of the One-Dimensional
Reverse Immunization Contact Processes 611--623
Valdivino V. Junior and
Fábio P. Machado and
Mauricio Zuluaga Rumor Processes on $ \mathbb {N} $ . . . 624--636
Ning Cai Pricing and Hedging of Quantile Options
in a Flexible Jump Diffusion Model . . . 637--656
Karl Sigman and
Ward Whitt Heavy-Traffic Limits for Nearly
Deterministic Queues . . . . . . . . . . 657--678
Tsuyoshi Katayama Some Results for Vacation Systems with
Sojourn Time Limits . . . . . . . . . . 679--687
Ken R. Duffy and
Giovanni Luca Torrisi Sample Path Large Deviations of Poisson
Shot Noise with Heavy-Tailed
Semiexponential Distributions . . . . . 688--698
Tomoyuki Ichiba and
Constantinos Kardaras Efficient Estimation of One-Dimensional
Diffusion First Passage Time Densities
Via Monte Carlo Simulation . . . . . . . 699--712
P. Zipkin On Durbin's Series for the Density of
First Passage Times . . . . . . . . . . 713--722
Lijun Bo and
Yongjin Wang and
Xuewei Yang First Passage Times of (Reflected)
Ornstein--Uhlenbeck Processes Over
Random Jump Boundaries . . . . . . . . . 723--732
Julia Eisenberg and
Hanspeter Schmidli Optimal Control of Capital Injections by
Reinsurance with a Constant Rate of
Interest . . . . . . . . . . . . . . . . 733--748
Andrei L. Badescu and
Eric C. K. Cheung and
Landy Rabehasaina A Two-Dimensional Risk Model with
Proportional Reinsurance . . . . . . . . 749--765
Kouji Yano and
Kenji Yasutomi Realization of an Ergodic Markov Chain
As a Random Walk Subject to a
Synchronizing Road Coloring . . . . . . 766--777
Harry Crane A Consistent Markov Partition Process
Generated from the Paintbox Process . . 778--791
Matthieu Marouby Micropulses and Different Types of
Brownian Motion . . . . . . . . . . . . 792--810
Aleksandar Mijatovi\'c and
Mikhail Urusov A Note on a Paper by Wong and Heyde . . 811--819
Chihoon Lee A Geometric Drift Inequality for a
Reflected Fractional Brownian Motion
Process on the Positive Orthant . . . . 820--831
Nader Ebrahimi and
Yarong Yang An Integrated Probabilistic Model for
Assessing a Nanocomponent's Reliability 832--842
Ilya Gertsbakh and
Yoseph Shpungin and
Fabio Spizzichino Signatures of Coherent Systems Built
with Separate Modules . . . . . . . . . 843--855
Jorge Navarro and
Francisco J. Samaniego and
N. Balakrishnan Signature-Based Representations for the
Reliability of Systems with
Heterogeneous Components . . . . . . . . 856--867
Ji Hwan Cha and
Maxim Finkelstein Stochastic Intensity for Minimal Repairs
in Heterogeneous Populations . . . . . . 868--876
Maochao Xu and
N. Balakrishnan On the Convolution of Heterogeneous
Bernoulli Random Variables . . . . . . . 877--884
Torrey Johnson and
Edward C. Waymire Tree Polymers in the Infinite Volume
Limit at Critical Strong Disorder . . . 885--891
Stefan Gerhold The Hartman--Watson Distribution
Revisited: Asymptotics for Pricing Asian
Options . . . . . . . . . . . . . . . . 892--899
Vladimir Ejov and
Nelly Litvak and
Giang T. Nguyen and
Peter G. Taylor Proof of the Hamiltonicity-Trace
Conjecture for Singularly Perturbed
Markov Chains . . . . . . . . . . . . . 901--910
Asger Hobolth and
Jens Ledet Jensen Summary Statistics for
Endpoint-Conditioned Continuous-Time
Markov Chains . . . . . . . . . . . . . 911--924
Yuanyuan Liu Additive Functionals for Discrete-Time
Markov Chains with Applications to
Birth-Death Processes . . . . . . . . . 925--937
Michel Dekking and
Derong Kong Multimodality of the Markov Binomial
Distribution . . . . . . . . . . . . . . 938--953
Chin Hon Tan and
Joseph C. Hartman Sensitivity Analysis in Markov Decision
Processes with Uncertain Reward
Parameters . . . . . . . . . . . . . . . 954--967
Matthias Degen and
Paul Embrechts Scaling of High-Quantile Estimators . . 968--983
Irmina Czarna and
Zbigniew Palmowski Ruin Probability with Parisian Delay for
a Spectrally Negative Lévy Risk Process 984--1002
Johannes Muhle-Karbe and
Marcel Nutz Small-Time Asymptotics of Option Prices
and First Absolute Moments . . . . . . . 1003--1020
Ao Chen and
Liming Feng and
Renming Song On the Monitoring Error of the Supremum
of a Normal Jump Diffusion Process . . . 1021--1034
Yiqing Chen The Finite-Time Ruin Probability with
Dependent Insurance and Financial Risks 1035--1048
Donald E. K. Martin and
Deidra A. Coleman Distribution of Clump Statistics for a
Collection of Words . . . . . . . . . . 1049--1059
Götz Olaf Munsonius and
Ludger Rüschendorf Limit Theorems for Depths and Distances
in Weighted Random $b$-Ary Recursive
Trees . . . . . . . . . . . . . . . . . 1060--1080
Weiyu Xu and
A. Kevin Tang A Generalized Coupon Collector Problem 1081--1094
Estáte V. Khmaladze Convergence Properties in Certain
Occupancy Problems Including the
Karlin--Rouault Law . . . . . . . . . . 1095--1113
Alessandro Arlotto and
Robert W. Chen and
Lawrence A. Shepp and
J. Michael Steele Online Selection of Alternating
Subsequences from a Random Sample . . . 1114--1132
Alexander Gnedin and
Alexander Iksanov and
Alexander Marynych On $ \Lambda $-Coalescents with Dust
Component . . . . . . . . . . . . . . . 1133--1151
B. N. B. De Lima and
R. Sanchis and
R. W. C. Silva Percolation of Words on $ \mathbb {Z}^d
$ with Long-Range Connections . . . . . 1152--1162
Tom Britton and
Mathias Lindholm and
Tatyana Turova A Dynamic Network in a Dynamic
Population: Asymptotic Properties . . . 1163--1178
Maochao Xu and
Taizhong Hu Some Inequalities of Linear Combinations
of Independent Random Variables. I . . . 1179--1188
Qunqiang Feng and
Zhishui Hu On the Zagreb Index of Random Recursive
Trees . . . . . . . . . . . . . . . . . 1189--1196
Alexander Gnedin and
Alexander Iksanov Moments of Random Sums and Robbins'
Problem of Optimal Stopping . . . . . . 1197--1199
Bernard Wong On Wong and Heyde (2004) . . . . . . . . 1200--1200
Denis Belomestny and
Volker Krätschmer Central Limit Theorems for Law-Invariant
Coherent Risk Measures . . . . . . . . . 1--21
Sören Christensen Phase-Type Distributions and Optimal
Stopping for Autoregressive Processes 22--39
Peter Buchholz and
Miklós Telek Rational Processes Related to
Communicating Markov Processes . . . . . 40--59
Ole Stenzel and
Hans Daduna Weak Convergence Limits for Closed
Cyclic Networks of Queues with Multiple
Bottleneck Nodes . . . . . . . . . . . . 60--83
Alexandre Brandwajn and
Thomas Begin A Recurrent Solution of Ph/M/c/N-Like
and Ph/M/c-Like Queues . . . . . . . . . 84--99
Hermine Biermé and
Agn\`es Desolneux A Fourier Approach for the Level
Crossings of Shot Noise Processes with
Jumps . . . . . . . . . . . . . . . . . 100--113
Bruno Jedynak and
Peter I. Frazier and
Raphael Sznitman Twenty Questions with Noise: Bayes
Optimal Policies for Entropy Loss . . . 114--136
Damien Lamberton and
Mohammed Mikou The Smooth-Fit Property in an
Exponential Lévy Model . . . . . . . . . 137--149
Andreas E. Kyprianou and
Ronnie Loeffen and
José-Luis Pérez Optimal Control with Absolutely
Continuous Strategies for Spectrally
Negative Lévy Processes . . . . . . . . . 150--166
Boris Baeumer and
Mihály Kovács Approximating Multivariate Tempered
Stable Processes . . . . . . . . . . . . 167--183
Patrik Andersson Card Counting in Continuous Time . . . . 184--198
James C. Fu and
Tung-Lung Wu and
W. Y. Wendy Lou Continuous, Discrete, and Conditional
Scan Statistics . . . . . . . . . . . . 199--209
Mamadou Ba and
Étienne Pardoux and
Ahmadou Bamba Sow Binary Trees, Exploration Processes, and
an Extended Ray--Knight Theorem . . . . 210--225
Zakhar Kabluchko Persistence and Equilibria of Branching
Populations with Exponential Intensity 226--244
Achim Wübker Spectral Theory for Weakly Reversible
Markov Chains . . . . . . . . . . . . . 245--265
Lasse Leskelä and
Harri Varpanen Juggler's Exclusion Process . . . . . . 266--279
Yuqiang Li Moderate Deviations for Stable Random
Walks in Random Scenery . . . . . . . . 280--294
Pepa Ramírez-Cobo and
Emilio Carrizosa A Note on the Dependence Structure of
the Two-State Markovian Arrival Process 295--302
L. B. Klebanov and
A. V. Kakosyan and
S. T. Rachev and
G. Temnov On a Class of Distributions Stable Under
Random Summation . . . . . . . . . . . . 303--318
Emilio De Santis and
Mauro Piccioni Backward Coalescence Times for Perfect
Simulation of Chains with Infinite
Memory . . . . . . . . . . . . . . . . . 319--337
Jean-Marc Derrien and
Frédérique Plantevin A Symmetry Property for a Class of
Random Walks in Stationary Random
Environments on $ \mathbb {Z} $ . . . . 338--350
K. Borovkov and
G. Last On Rice's Formula for Stationary
Multivariate Piecewise Smooth Processes 351--363
Anne-Laure Fougeres and
Cecile Mercadier Risk Measures and Multivariate
Extensions of Breiman's Theorem . . . . 364--384
S. Goliforushani and
M. Asadi and
N. Balakrishnan On the Residual and Inactivity Times of
the Components of Used Coherent Systems 385--404
Ji Hwan Cha and
Massimiliano Giorgio A Note on the Failure Rates in Finite
Mixed Populations . . . . . . . . . . . 405--415
Ilya Gertsbakh and
Yoseph Shpungin and
Fabio Spizzichino Two-Dimensional Signatures . . . . . . . 416--429
Giovanni Puccetti and
Bin Wang and
Ruodu Wang Advances in Complete Mixability . . . . 430--440
Richard Finlay and
Eugene Seneta and
Dingcheng Wang An Inverse Gamma Activity Time Process
with Noninteger Parameters and a
Self-Similar Limit . . . . . . . . . . . 441--450
Barlas Oguz and
Venkat Anantharam Hurst Index of Functions of
Long-Range-Dependent Markov Chains . . . 451--471
Thomas House Lie Algebra Solution of Population
Models Based on Time-Inhomogeneous
Markov Chains . . . . . . . . . . . . . 472--481
Emmanuel Bacry and
Laurent Duvernet and
Jean-François Muzy Continuous-Time Skewed Multifractal
Processes As a Model for Financial
Returns . . . . . . . . . . . . . . . . 482--502
David K. George and
Cathy H. Xia and
Mark S. Squillante Exact-Order Asymptotic Analysis for
Closed Queueing Networks . . . . . . . . 503--520
R. McVinish and
P. K. Pollett A Central Limit Theorem for a
Discrete-Time SIS Model with Individual
Variation . . . . . . . . . . . . . . . 521--530
Yuan-Chung Sheu and
Ming-Yao Tsai On Optimal Stopping Problems for
Matrix-Exponential Jump-Diffusion
Processes . . . . . . . . . . . . . . . 531--548
Lothar Breuer Occupation Times for Markov-Modulated
Brownian Motion . . . . . . . . . . . . 549--565
Götz Olaf Munsonius On Tail Bounds for Random Recursive
Trees . . . . . . . . . . . . . . . . . 566--581
Dimitrios G. Pandelis and
Mark P. Van Oyen Sample Path Optimal Policies for Serial
Lines with Flexible Workers . . . . . . 582--589
Aidan Sudbury Means and Variances in Stochastic
Multistage Cancer Models . . . . . . . . 590--594
John Darroch and
Eugene Seneta OBITUARY: Miloslav Ji\vrina . . . . . . 595--599
Mindaugas Bloznelis and
Friedrich Götze and
Jerzy Jaworski Birth of a Strongly Connected Giant in
an Inhomogeneous Random Digraph . . . . 601--611
Boris L. Granovsky and
Alexander V. Kryvoshaev Coagulation Processes with Gibbsian Time
Evolution . . . . . . . . . . . . . . . 612--626
K. B. Athreya Coalescence in Critical and Subcritical
Galton--Watson Branching Processes . . . 627--638
Sophie Hautphenne Extinction Probabilities of
Supercritical Decomposable Branching
Processes . . . . . . . . . . . . . . . 639--651
Ming Fang Tightness for Maxima of Generalized
Branching Random Walks . . . . . . . . . 652--670
A. E. Kyprianou and
A. Murillo-Salas and
J. L. Pérez An Application of the Backbone
Decomposition to Supercritical
Super-Brownian Motion with a Barrier . . 671--684
Thilanka Appuhamillage and
Daniel Sheldon First Passage Time of Skew Brownian
Motion . . . . . . . . . . . . . . . . . 685--696
Lothar Breuer Exit Problems for Reflected
Markov-Modulated Brownian Motion . . . . 697--709
Victor F. Araman and
Peter W. Glynn Fractional Brownian motion with $ h < 1 /
2 $ as a limit of scheduled traffic . . 710--718
Jorge Littin C. Uniqueness of Quasistationary
Distributions and Discrete Spectra When
$ \infty $ Is an Entrance Boundary and
$0$ Is Singular . . . . . . . . . . . . 719--730
Wenbo V. Li and
Vladislav V. Vysotsky Probabilities of Competing Binomial
Random Variables . . . . . . . . . . . . 731--744
Max Skipper A Pólya Approximation to the
Poisson-Binomial Law . . . . . . . . . . 745--757
Fred W. Huffer and
Jayaram Sethuraman Joint Distributions of Counts of Strings
in Finite Bernoulli Sequences . . . . . 758--772
Svante Janson and
Svante Linusson The Probability of the Alabama Paradox 773--794
Ryan Martin and
Omkar Tilak On $ \epsilon $-Optimality of the
Pursuit Learning Algorithm . . . . . . . 795--805
Pieter C. Allaart Predicting the Supremum: Optimality of
'Stop at Once Or Not at All' . . . . . . 806--820
Abba M. Krieger and
Ester Samuel-Cahn The Noisy Secretary Problem and Some
Results on Extreme Concomitant Variables 821--837
Oscar López and
Nikita Ratanov Option Pricing Driven by a Telegraph
Process with Random Jumps . . . . . . . 838--849
Daoud Bshouty and
Antonio Di Crescenzo and
Barbara Martinucci and
Shelemyahu Zacks Generalized Telegraph Process with
Random Delays . . . . . . . . . . . . . 850--865
Carole Bernard and
Xiao Jiang and
Steven Vanduffel A Note on \booktitle`Improved Fréchet
Bounds and Model-Free Pricing of
Multi-Asset Options' by Tankov (2011) 866--875
Brian Fralix and
Colin Gallagher A New Proof of the Wiener--Hopf
Factorization Via Basu's Theorem . . . . 876--882
Offer Kella The Class of Distributions Associated
with the Generalized
Pollaczek--Khinchine Formula . . . . . . 883--887
J. Theodore Cox and
Rinaldo B. Schinazi A Branching Process for Virus Survival 888--894
Sheldon M. Ross Distribution of Minimal Path Lengths
When Edge Lengths Are Independent
Heterogeneous Exponential Random
Variables . . . . . . . . . . . . . . . 895--900
Jean Jacod and
Claudia Klüppelberg and
Gernot Müller Functional Relationships Between Price
and Volatility Jumps and Their
Consequences for Discretely Observed
Data . . . . . . . . . . . . . . . . . . 901--914
Martin Jacobsen The Time to Ruin in Some Additive Risk
Models with Random Premium Rates . . . . 915--938
Xuemiao Hao and
Qihe Tang Asymptotic Ruin Probabilities for a
Bivariate Lévy--Driven Risk Model with
Heavy-Tailed Claims and Risky
Investments . . . . . . . . . . . . . . 939--953
R. Romera and
W. Runggaldier Ruin Probabilities in a Finite-Horizon
Risk Model with Investment and
Reinsurance . . . . . . . . . . . . . . 954--966
Leo Shen and
Robert Elliott Optimal Design of Dynamic Default Risk
Measures . . . . . . . . . . . . . . . . 967--977
Hui Jiang Berry--Esseen Bounds and the Law of the
Iterated Logarithm for Estimators of
Parameters in an Ornstein--Uhlenbeck
Process with Linear Drift . . . . . . . 978--989
Jian Wang On the Exponential Ergodicity of
Lévy--Driven Ornstein--Uhlenbeck
Processes . . . . . . . . . . . . . . . 990--1004
Andreas E. Kyprianou and
Curdin Ott Spectrally Negative Lévy Processes
Perturbed by Functionals of Their
Running Supremum . . . . . . . . . . . . 1005--1014
Michael Grabchak On a New Class of Tempered Stable
Distributions: Moments and Regular
Variation . . . . . . . . . . . . . . . 1015--1035
Damian Clancy Approximating Quasistationary
Distributions of Birth--Death Processes 1036--1051
Esa Hyytiä and
Samuli Aalto and
Aleksi Penttinen and
Jorma Virtamo On the Value Function of the M/G/1 FCFS
and LCFS Queues . . . . . . . . . . . . 1052--1071
Tomás Prieto-Rumeau and
Onésimo Hernández-Lerma Discounted Continuous-Time Controlled
Markov Chains: Convergence of Control
Models . . . . . . . . . . . . . . . . . 1072--1090
Martial Longla and
Costel Peligrad and
Magda Peligrad On the Functional Central Limit Theorem
for Reversible Markov Chains with
Nonlinear Growth of the Variance . . . . 1091--1105
Zhongquan Tan and
Enkelejd Hashorva and
Zuoxiang Peng Asymptotics of Maxima of Strongly
Dependent Gaussian Processes . . . . . . 1106--1118
Lijun Bo and
Chen Hao First Passage Times of
Constant-Elasticity-Of-Variance
Processes with Two-Sided Reflecting
Barriers . . . . . . . . . . . . . . . . 1119--1133
Hamed Amini and
Marc Lelarge Upper Deviations for Split Times of
Branching Processes . . . . . . . . . . 1134--1143
Henry W. Block and
Naftali A. Langberg and
Thomas H. Savits A Glaser Twist: Focus on the Mixture
Parameters . . . . . . . . . . . . . . . 1144--1155
Tom Britton and
Pieter Trapman Maximizing the Size of the Giant . . . . 1156--1165
Tugrul Dayar and
M. Can Orhan Kronecker-Based Infinite Level-Dependent
QBD Processes . . . . . . . . . . . . . 1166--1187
Samim Ghamami and
Sheldon M. Ross Improving the Asmussen--Kroese-Type
Simulation Estimators . . . . . . . . . 1188--1193
Tsuyoshi Katayama A Note on M/G/1 Vacation Systems with
Sojourn Time Limits . . . . . . . . . . 1194--1199
Chris Sherlock Optimal scaling of the random walk
Metropolis: general criteria for the
$0.234$ acceptance rule . . . . . . . . 1--15
Josh Reed and
Amy Ward and
Dongyuan Zhan On the generalized drift Skorokhod
problem in one dimension . . . . . . . . 16--28
Alexandra Chronopoulou and
Georgios Fellouris Optimal sequential change detection for
fractional diffusion-type processes . . 29--41
Giovanni Puccetti and
Ludger Rüschendorf Sharp bounds for sums of dependent risks 42--53
Keisuke Matsumoto and
Toshio Nakata Limit theorems for a generalized Feller
game . . . . . . . . . . . . . . . . . . 54--63
Denis Denisov and
Vsevolod Shneer Asymptotics for the first passage times
of Lévy processes and random walks . . . 64--84
Johan S. H. van Leeuwaarden and
Kilian Raschel Random walks reaching against all odds
the other side of the quarter plane . . 85--102
Krzysztof D\keabicki and
Iwona Sierpi\'nska and
Bert Zwart Asymptotics of hybrid fluid queues with
Lévy input . . . . . . . . . . . . . . . 103--113
Hanjun Zhang and
Yixia Zhu Domain of attraction of the
quasistationary distribution for
birth-and-death processes . . . . . . . 114--126
Bo Jiang and
Jian Tan and
Wei Wei and
Ness Shroff and
Don Towsley Heavy tails in queueing systems: impact
of parallelism on tail performance . . . 127--150
Hendrik Baumann and
Werner Sandmann Computing stationary expectations in
level-dependent QBD processes . . . . . 151--165
Holger Fink and
Claudia Klüppelberg and
Martina Zähle Conditional distributions of processes
related to fractional Brownian motion 166--183
Déborah Ferré and
Lo\"\ic Hervé and
James Ledoux Regular perturbation of
$V$-geometrically ergodic Markov chains 184--194
Bin Li and
Qihe Tang and
Xiaowen Zhou A time-homogeneous diffusion model with
tax . . . . . . . . . . . . . . . . . . 195--207
Amaury Lambert and
Pieter Trapman Splitting trees stopped when the first
clock rings and Vervaat's transformation 208--227
Kevin Leckey and
Ralph Neininger Asymptotic analysis of Hoppe trees . . . 228--238
Shuhei Mano Ancestral graph with bias in gene
conversion . . . . . . . . . . . . . . . 239--255
Shuhei Mano Duality between the two-locus
Wright--Fisher diffusion model and the
ancestral process with recombination . . 256--271
Offer Kella and
Wolfgang Stadje Asymptotic expected number of passages
of a random walk through an interval . . 288--294
Adam Metzler The Laplace transform of hitting times
of integrated geometric Brownian motion 295--299
Yi-Ching Yao A duality relation between the workload
and attained waiting time in FCFS G/G/s
queues . . . . . . . . . . . . . . . . . 300--307
M. Burkschat and
J. Navarro Dynamic signatures of coherent systems
based on sequential order statistics . . ??
Zechun Hu and
Bin Jiang On joint ruin probabilities of a
two-dimensional risk model with constant
interest rate . . . . . . . . . . . . . 309--322
Renaud Marty From Hermite polynomials to
multifractional processes . . . . . . . 323--343
Young Lee and
Thorsten Rheinländer The minimal entropy martingale measure
for exponential Markov chains . . . . . 344--358
P. Patie Asian options under one-sided Lévy models 359--373
Erik Ekström and
Carl Lindberg Optimal closing of a momentum trade . . 374--387
Xianyi Wu and
Xian Zhou Open bandit processes with uncountable
states and time-backward effects . . . . 388--402
Abba M. Krieger and
Ester Samuel-Cahn Generalized bomber and fighter problems:
offline optimal allocation of a discrete
asset . . . . . . . . . . . . . . . . . 403--418
Xiaonan Che and
Angelos Dassios Stochastic boundary crossing
probabilities for the Brownian motion 419--429
Lothar Breuer The resolvent and expected local times
for Markov-modulated Brownian motion
with phase-dependent termination rates 430--438
Offer Kella and
Onno Boxma Useful martingales for stochastic
storage processes with Lévy-type input 439--449
Antonio Di Crescenzo and
Antonella Iuliano and
Barbara Martinucci and
Shelemyahu Zacks Generalized telegraph process with
random jumps . . . . . . . . . . . . . . 450--463
Antonio Di Crescenzo and
Esther Frostig and
Franco Pellerey Stochastic comparisons of symmetric
supermodular functions of heterogeneous
random vectors . . . . . . . . . . . . . 464--474
Xiuying Feng and
Shuhong Zhang and
Xiaohu Li A note on the mixture representation of
the conditional residual lifetime of a
coherent system . . . . . . . . . . . . 475--485
Giacomo Aletti and
Andrea Ghiglietti and
Anna Maria Paganoni Randomly reinforced urn designs with
prespecified allocations . . . . . . . . 486--498
Yunjiang Jiang and
Weijun Xu On the number of turns in reduced random
lattice paths . . . . . . . . . . . . . 499--515
Qunqiang Feng and
Zhishui Hu Phase changes in the topological indices
of scale-free trees . . . . . . . . . . 516--532
Alexander Shapiro Consistency of sample estimates of risk
averse stochastic programs . . . . . . . 533--541
Rudolf Grübel and
Pawe\l Hitczenko Pruned discrete random samples . . . . . 542--556
Michael R. Tehranchi On the uniqueness of martingales with
certain prescribed marginals . . . . . . 557--575
Jyy-I Hong Coalescence in subcritical
Bellman-Harris age-dependent branching
processes . . . . . . . . . . . . . . . 576--591
Yaozhong Hu and
Chihoon Lee Drift parameter estimation for a
reflected fractional Brownian motion
based on its local time . . . . . . . . 592--597
Lo\"\ic Hervé and
James Ledoux Geometric $rho$-mixing property of the
interarrival times of a stationary
Markovian arrival process . . . . . . . 598--601
Jean Bertoin Almost giant clusters for percolation on
large trees with logarithmic heights . . 603--611
D. Perry and
W. Stadje and
S. Zacks A duality approach to queues with
service restrictions and storage systems
with state-dependent rates . . . . . . . 612--631
Brian H. Fralix and
Johan S. H. van Leeuwaarden and
Onno J. Boxma Factorization identities for reflected
processes, with applications . . . . . . 632--653
James Hook Critical path statistics of max-plus
linear systems with Gaussian noise . . . 654--670
Mats Pihlsgård and
Peter W. Glynn On the dynamics of semimartingales with
two reflecting barriers . . . . . . . . 671--685
Angelos Dassios and
Hongbiao Zhao A risk model with delayed claims . . . . 686--702
Ankush Agarwal and
Santanu Dey and
Sandeep Juneja Efficient simulation of large deviation
events for sums of random vectors using
saddle-point representations . . . . . . 703--720
Jennie C. Hansen and
Jerzy Jaworski Predecessors and successors in random
mappings with exchangeable in-degrees 721--740
Jochen Blath and
Adrián González Casanova and
Noemi Kurt and
Dario Span\`o The ancestral process of long-range seed
bank models . . . . . . . . . . . . . . 741--759
Lingjiong Zhu Central limit theorem for nonlinear
Hawkes processes . . . . . . . . . . . . 760--771
Romain Abraham and
Jean-François Delmas A construction of a $\beta$-coalescent
via the pruning of binary trees . . . . 772--790
Jean Bertoin On largest offspring in a critical
branching process with finite variance 791--800
Kai Du and
Ariel David Neufeld A note on asymptotic exponential
arbitrage with exponentially decaying
failure probability . . . . . . . . . . 801--809
Ji Hwan Cha On stochastic predictions of failure
processes under population heterogeneity 810--826
Claude Lef\`evre and
Stéphane Loisel On multiply monotone distributions,
continuous or discrete, with
applications . . . . . . . . . . . . . . 827--847
Nitin Gupta Stochastic comparisons of residual
lifetimes and inactivity times of
coherent systems . . . . . . . . . . . . 848--860
Justin Salez Joint distribution of distances in large
random regular networks . . . . . . . . 861--870
Shaul K. Bar-Lev and
Ernst Schulte-Geers and
Wolfgang Stadje Conditional limit theorems for the terms
of a random walk revisited . . . . . . . 871--882
David Aristoff and
Charles Radin Emergent structures in large networks 883--888
William Garner and
Dimitris N. Politis The correct asymptotic variance for the
sample mean of a homogeneous Poisson
marked point process . . . . . . . . . . 889--892
K. B. Athreya and
Jyy-I Hong An application of the coalescence theory
to branching random walks . . . . . . . 893--899
Xin Liao and
Zuoxiang Peng and
Saralees Nadarajah Tail properties and asymptotic
expansions for the maximum of the
logarithmic skew-normal distribution . . 900--907
M. Bondareva Nondecreasing lower bound on the Poisson
cumulative distribution function for z
standard deviations above the mean . . . 909--917
Marie-Anne Guerry On the embedding problem for
discrete-time Markov chains . . . . . . 918--930
Takayuki Fujii Nonparametric estimation for a class of
piecewise-deterministic Markov processes 931--942
Guan-Yu Chen and
Laurent Saloff-Coste Comparison of cutoffs between lazy walks
and Markovian semigroups . . . . . . . . 943--959
Konstantin Avrachenkov and
Alexey Piunovskiy and
Yi Zhang Markov processes with restart . . . . . 960--968
Thomas Mikosch and
Gennady Samorodnitsky and
Laleh Tafakori Fractional moments of solutions to
stochastic recurrence equations . . . . 969--982
Holger Fink Conditional characteristic functions of
Molchan--Golosov fractional Lévy
processes with application to credit
risk . . . . . . . . . . . . . . . . . . 983--1005
Feng Chen and
Peter Hall Inference for a nonstationary
self-exciting point process with an
application in ultra-high frequency
financial data modeling . . . . . . . . 1006--1024
Nicole Bäuerle and
Zejing Li Optimal portfolios for financial markets
with Wishart volatility . . . . . . . . 1025--1043
Nafna Blanghaps and
Yuval Nov and
Gideon Weiss Sojourn time estimation in an
M/G/$\infty$ queue with partial
information . . . . . . . . . . . . . . 1044--1056
Sophie Mercier and
I. T. Castro On the modelling of imperfect repairs
for a continuously monitored gamma wear
process through age reduction . . . . . 1057--1076
Predrag R. Jelenkovi\'c and
Mariana Olvera-Cravioto Convergence rates in the implicit
renewal theorem on trees . . . . . . . . 1077--1088
Tung-Lung Wu and
Joseph Glaz and
James C. Fu Discrete, continuous and conditional
multiple window scan statistics . . . . 1089--1101
Daniel Wei-Chung Miao Analysis of the discrete
Ornstein--Uhlenbeck process caused by
the tick size effect . . . . . . . . . . 1102--1116
Stephen Connor Optimal coadapted coupling for a random
walk on the hyper-complete graph . . . . 1117--1130
Johannes Kugler and
Vitali Wachtel Upper bounds for the maximum of a random
walk with negative drift . . . . . . . . 1131--1146
Frank Ball and
David Sirl Acquaintance vaccination in an epidemic
on a random graph with specified degree
distribution . . . . . . . . . . . . . . 1147--1168
May-Ru Chen and
Markus Kuba On generalized Pólya urn models . . . . . 1169--1186
Larry Goldstein and
Gesine Reinert Stein's method for the Beta distribution
and the Pólya--Eggenberger urn . . . . . 1187--1205
Lars Holst Probabilistic proofs of Euler identities 1206--1212
Anonymous \booktitleJournal of Applied Probability
Volume 50 (2013): Index . . . . . . . . 1213--1216
Dawei Hong and
Shushuang Man and
Jean-Camille Birget and
Desmond S. Lun A wavelet-based almost-sure uniform
approximation of fractional Brownian
motion with a parallel algorithm . . . . 1--18
Luisa Beghin and
Claudio Macci Fractional discrete processes: compound
and mixed Poisson representations . . . 19--36
Lei Hua and
Harry Joe and
Haijun Li Relations between hidden regular
variation and the tail order of copulas 37--57
Narayanaswamy Balakrishnan and
Ghobad Barmalzan and
Abedin Haidari Stochastic orderings and ageing
properties of residual life lengths of
live components in $ (n - k +
1)$-out-of-$n$ systems . . . . . . . . . 58--68
Bent Natvig On the deterioration of nonrepairable
multistate strongly coherent systems . . 69--81
N. Balakrishnan and
William Volterman On the signatures of ordered system
lifetimes . . . . . . . . . . . . . . . 82--91
Mark Huber and
Sarah Schott Random construction of interpolating
sets for high-dimensional integration 92--105
Antar Bandyopadhyay and
Farkhondeh Sajadi On the nearest-neighbor algorithm for
the mean-field traveling salesman
problem . . . . . . . . . . . . . . . . 106--117
Phil Howlett and
Charles Pearce and
Julia Piantadosi A new look at urban water storage in a
series of connected dams . . . . . . . . 118--135
Sòren Asmussen and
Sergey Foss On exceedance times for some processes
with dependent increments . . . . . . . 136--151
Leandro P. R. Pimentel On the location of the maximum of a
continuous stochastic process . . . . . 152--161
Ora E. Percus and
Jerome K. Percus The maximum of a symmetric next neighbor
walk on the nonnegative integers . . . . 162--173
Matteo Ruggiero Species dynamics in the two-parameter
Poisson--Dirichlet diffusion model . . . 174--190
Jakob E. Björnberg and
Erik I. Broman Coexistence and noncoexistence of
Markovian viruses and their hosts . . . 191--208
V. Le Coalescence times for the
Bienaymé-Galton--Watson process . . . . . 209--218
Anyue Chen and
Junping Li and
Yiqing Chen and
Dingxuan Zhou Asymptotic behaviour of extinction
probability of interacting branching
collision processes . . . . . . . . . . 219--234
D. Aristoff Percolation of hard disks . . . . . . . 235--246
Joseph Lehec Cover times and generic chaining . . . . 247--261
Samuel N. Cohen Undiscounted Markov chain BSDEs to
stopping times . . . . . . . . . . . . . 262--281
Carl Lindberg Pairs trading with opportunity cost . . 282--286
Renato Jacob Gava and
Danilo Salotti Stopping probabilities for patterns in
Markov chains . . . . . . . . . . . . . 287--292
Hansjörg Albrecher and
Onno J. Boxma and
Jevgenijs Ivanovs On simple ruin expressions in dependent
Sparre Andersen risk models . . . . . . 293--296
R. McVinish and
P. K. Pollett The limiting behaviour of Hanski's
incidence function metapopulation model 297--316
Hui He and
Rugang Ma Limit theorems for continuous-time
branching flows . . . . . . . . . . . . 317--332
Philip A. Ernst and
Dean P. Foster and
Larry A. Shepp On optimal retirement . . . . . . . . . 333--345
Hongsheng Dai Exact simulation for diffusion bridges:
an adaptive approach . . . . . . . . . . 346--358
Thorbjörn Gudmundsson and
Henrik Hult Markov chain Monte Carlo for computing
rare-event probabilities for a
heavy-tailed random walk . . . . . . . . 359--376
Sheldon M. Ross Simulation analysis of system life when
component lives are determined by a
marked point process . . . . . . . . . . 377--386
Ji Hwan Cha and
Maxim Finkelstein Stochastic modeling for environmental
stress screening . . . . . . . . . . . . 387--399
Pawe\l Hitczenko and
Gérard Letac Dirichlet and quasi-Bernoulli laws for
perpetuities . . . . . . . . . . . . . . 400--416
Ming Zhou and
Jun Cai Optimal dynamic risk control for
insurers with state-dependent income . . 417--435
Shangzhen Luo Stochastic Brownian game of absolute
dominance . . . . . . . . . . . . . . . 436--452
Peter Olofsson and
Suzanne S. Sindi A Crump--Mode--Jagers branching process
model of prion loss in yeast . . . . . . 453--465
Marcus C. Christiansen and
Nicola Loperfido Improved approximation of the sum of
random vectors by the skew normal
distribution . . . . . . . . . . . . . . 466--482
M. V. Boutsikas and
D. L. Antzoulakos and
A. C. Rakitzis On the joint distribution of stopping
times and stopped sums in multistate
exchangeable trials . . . . . . . . . . 483--491
Martin Klimmek Parameter dependent optimal thresholds,
indifference levels and inverse optimal
stopping problems . . . . . . . . . . . 492--511
Richard C. Bradley On a `replicating character string'
model . . . . . . . . . . . . . . . . . 512--527
R. Vasudeva and
J. Vasantha Kumari and
S. Ravi On the asymptotic behaviour of extremes
and near maxima of random observations
from the general error distributions . . 528--541
S. McKinlay A characterisation of transient random
walks on stochastic matrices with
Dirichlet distributed limits . . . . . . 542--555
Paolo Dai Pra and
Pierre-Yves Louis and
Ida G. Minelli Synchronization via interacting
reinforcement . . . . . . . . . . . . . 556--568
Oscar López and
Nikita Ratanov On the asymmetric telegraph processes 569--589
May-Ru Chen and
Shoou-Ren Hsiau and
Ting-Hsin Yang A new two-urn model . . . . . . . . . . 590--597
J. E. Björnberg and
T. Britton and
E. I. Broman and
E. Natan A stochastic model for virus growth in a
cell population . . . . . . . . . . . . 599--612
Anyue Chen and
Kai Wang Ng and
Hanjun Zhang Uniqueness and decay properties of
Markov branching processes with
disasters . . . . . . . . . . . . . . . 613--624
Florian Simatos Coupling limit order books and branching
random walks . . . . . . . . . . . . . . 625--639
Alessandro Gnoatto and
Martino Grasselli The explicit Laplace transform for the
Wishart process . . . . . . . . . . . . 640--656
Fabian Freund and
Arno Siri-Jégousse Minimal clade size in the
Bolthausen--Sznitman coalescent . . . . 657--668
Yang Yang and
Kaiyong Wang and
Dimitrios G. Konstantinides Uniform asymptotics for discounted
aggregate claims in dependent risk
models . . . . . . . . . . . . . . . . . 669--684
Fabio Bellini and
Franco Pellerey and
Carlo Sgarra and
Salimeh Yasaei Sekeh Comparison results for GARCH processes 685--698
Lingjiong Zhu Limit theorems for a
Cox--Ingersoll--Ross process with Hawkes
jumps . . . . . . . . . . . . . . . . . 699--712
Enkelejd Hashorva and
Lanpeng Ji Approximation of passage times of $
\gamma $-reflected processes with FBM
input . . . . . . . . . . . . . . . . . 713--726
Romain Biard and
Bruno Saussereau Fractional Poisson process: long-range
dependence and applications in ruin
theory . . . . . . . . . . . . . . . . . 727--740
Adam W. Grace and
Dirk P. Kroese and
Werner Sandmann Automated state-dependent importance
sampling for Markov jump processes via
sampling from the zero-variance
distribution . . . . . . . . . . . . . . 741--755
Servet Martínez and
Jaime San Martín and
Denis Villemonais Existence and uniqueness of a
quasistationary distribution for Markov
processes with fast return from infinity 756--768
Fabio Lopes Invariant bipartite random graphs on $
R^d $ . . . . . . . . . . . . . . . . . 769--779
Ruodu Wang Asymptotic bounds for the distribution
of the sum of dependent random variables 780--798
Pavel V. Gapeev and
Neofytos Rodosthenous Optimal stopping problems in
diffusion-type models with running
maxima and drawdowns . . . . . . . . . . 799--817
Luis H. R. Alvarez and
Pekka Matomäki Optimal stopping of the maximum process 818--836
K. Borovkov and
G. Decrouez and
M. Gilson On stationary distributions of
stochastic neural networks . . . . . . . 837--857
Jianhai Bao and
Chenggui Yuan Numerical approximation of stationary
distributions for stochastic partial
differential equations . . . . . . . . . 858--873
C. Y. Robert On the De Vylder and Goovaerts
conjecture about ruin for equalized
claims . . . . . . . . . . . . . . . . . 874--879
Sheldon M. Ross Optimal server selection in a queueing
loss model with heterogeneous
exponential servers, discriminating
arrivals, and arbitrary arrival times 880--884
Tomomi Matsui and
Katsunori Ano A note on a lower bound for the
multiplicative odds theorem of optimal
stopping . . . . . . . . . . . . . . . . 885--889
Vicente Vergara Asymptotic behaviour of the
time-fractional telegraph equation . . . 890--893
Moritz Duembgen and
L. C. G. Rogers Investing and stopping . . . . . . . . . 898--909
Rahul Vaze and
Srikanth Iyer Percolation on the
information-theoretically secure signal
to interference ratio graph . . . . . . 910--920
Arindam RoyChoudhury Identifiability of a coalescent-based
population tree model . . . . . . . . . 921--929
Michael B. Gordy Finite-dimensional distributions of a
square-root diffusion . . . . . . . . . 930--942
Golshid Baharian and
Sheldon H. Jacobson Limiting behavior of the
target-dependent stochastic sequential
assignment problem . . . . . . . . . . . 943--953
Yi Zhang Average optimality for continuous-time
Markov decision processes under weak
continuity conditions . . . . . . . . . 954--970
Michael Fuchs and
Hsien-Kuei Hwang and
Yoshiaki Itoh and
Hosam H. Mahmoud A binomial splitting process in
connection with corner parking problems 971--989
A. Parvardeh and
N. Balakrishnan On the conditional residual life and
inactivity time of coherent systems . . 990--998
S. Ashrafi and
M. Asadi Dynamic reliability modeling of
three-state networks . . . . . . . . . . 999--1020
Jingchen Liu and
Xiang Zhou Extreme analysis of a random ordinary
differential equation . . . . . . . . . 1021--1036
Richard Finlay and
Eugene Seneta Random fields with Pólya correlation
structure . . . . . . . . . . . . . . . 1037--1050
Hoang-Chuong Lam A quenched central limit theorem for
reversible random walks in a random
environment on $Z$ . . . . . . . . . . . 1051--1064
Massimo Campanino and
Dimitri Petritis Type transition of simple random walks
on randomly directed regular lattices 1065--1080
Gérard Letac and
Mauro Piccioni Dirichlet random walks . . . . . . . . . 1081--1099
Aryeh Kontorovich and
Roi Weiss Uniform Chernoff and
Dvoretzky--Kiefer-Wolfowitz-type
inequalities for Markov chains and
related processes . . . . . . . . . . . 1100--1113
Bernhard C. Geiger and
Christoph Temmel Lumpings of Markov chains, entropy rate
preservation, and higher-order
lumpability . . . . . . . . . . . . . . 1114--1132
A. Janssen and
J. Segers Markov tail chains . . . . . . . . . . . 1133--1153
Jevgenijs Ivanovs Potential measures of one-sided Markov
additive processes with reflecting and
terminating barriers . . . . . . . . . . 1154--1170
Jean-François Renaud On the time spent in the red by a
refracted Lévy risk process . . . . . . . 1171--1188
Krzysztof Latuszy\'nski and
Jeffrey S. Rosenthal The containment condition and AdapFail
algorithms . . . . . . . . . . . . . . . 1189--1195
Anonymous \booktitleJournal of Applied Probability
Volume 51 (2014): Index . . . . . . . . 1195--1198
François Roueff and
Philippe Soulier Convergence to stable laws in the space
$D$ . . . . . . . . . . . . . . . . . . 1--17
R. Garra and
E. Orsingher and
F. Polito State-dependent fractional point
processes . . . . . . . . . . . . . . . 18--36
Raúl Fierro and
Víctor Leiva and
Jesper Mòller The Hawkes process with different
exciting functions and its asymptotic
behavior . . . . . . . . . . . . . . . . 37--54
Krzysztof Debicki and
Enkelejd Hashorva and
Natalia Soja-Kukiela Extremes of homogeneous Gaussian random
fields . . . . . . . . . . . . . . . . . 55--67
K. M. Kosi\'nski and
M. Mandjes Logarithmic asymptotics for
multidimensional extremes under
nonlinear scalings . . . . . . . . . . . 68--81
Vassili N. Kolokoltsov Stochastic monotonicity and duality of
$k$-th order with application to
put--call symmetry of powered options 82--101
Nuria Torrado and
Subhash C. Kochar Stochastic order relations among
parallel systems from Weibull
distributions . . . . . . . . . . . . . 102--116
Patryk Miziula and
Tomasz Rychlik Extreme dispersions of semicoherent and
mixed system lifetimes . . . . . . . . . 117--128
Albert Ferreiro-Castilla and
Kees van Schaik Applying the Wiener--Hopf Monte Carlo
simulation technique for Lévy processes
to path functionals . . . . . . . . . . 129--148
Hanchao Wang The Euler scheme for a stochastic
differential equation driven by pure
jump semimartingales . . . . . . . . . . 149--166
Bruno Buonaguidi and
Pietro Muliere On the disorder problem for a negative
binomial process . . . . . . . . . . . . 167--179
Ernst Schulte-Geers and
Wolfgang Stadje Maximal percentages in Pólya's urn . . . 180--190
David Landriault and
Bin Li and
Hongzhong Zhang On the frequency of drawdowns for
Brownian motion processes . . . . . . . 191--208
Zhengjun Jiang Optimal dividend policy when cash
reserves follow a jump-diffusion process
under Markov-regime switching . . . . . 209--223
Li-Juan Cheng and
Yong-Hua Mao Eigentime identity for one-dimensional
diffusion processes . . . . . . . . . . 224--237
Youzhou Zhou Ergodic inequality of a two-parameter
infinitely-many-alleles diffusion model 238--246
A. V. Kalinkin and
A. V. Mastikhin A limit theorem for a Weiss epidemic
process . . . . . . . . . . . . . . . . 247--257
Eric Foxall New results for the two-stage contact
process . . . . . . . . . . . . . . . . 258--268
Babak Haji and
Sheldon M. Ross A queueing loss model with heterogeneous
skill based servers under idle time
ordering policies . . . . . . . . . . . 269--277
Erik A. van Doorn Representations for the decay parameter
of a birth-death process based on the
Courant--Fischer theorem . . . . . . . . 278--289
Hosam M. Mahmoud and
Mark D. Ward Asymptotic properties of protected nodes
in random recursive trees . . . . . . . 290--297
Martin Egozcue and
Luis Fuentes García An optimal threshold strategy in the
two-envelope problem with partial
information . . . . . . . . . . . . . . 298--304
S. Ashrafi and
M. Asadi On Ashrafi and Asadi (2014) . . . . . . 305
Kristian Debrabant and
Andreas Rössler On the acceleration of the multi-level
Monte Carlo method . . . . . . . . . . . 307--322
Mihály Kovács and
Stig Larsson and
Fredrik Lindgren On the backward Euler approximation of
the stochastic Allen--Cahn equation . . 323--338
Ajay Jasra On the behaviour of the backward
interpretation of Feynman--Kac formulae
under verifiable conditions . . . . . . 339--359
Antonio Di Crescenzo and
Barbara Martinucci and
Shelemyahu Zacks Compound Poisson process with a Poisson
subordinator . . . . . . . . . . . . . . 360--374
Ágnes Backhausz and
Tamás F. Móri Asymptotic properties of a random graph
with duplications . . . . . . . . . . . 375--390
Christophe Andrieu and
Gersende Fort and
Matti Vihola Quantitative convergence rates for
subgeometric Markov chains . . . . . . . 391--404
Emmanuelle Anceaume and
Yann Busnel and
Bruno Sericola New results on a generalized coupon
collector problem using Markov chains 405--418
Rolando Cavazos-Cadena and
Raúl Montes-de-Oca and
Karel Sladký Sample-path optimal stationary policies
in stable Markov decision chains with
the average reward criterion . . . . . . 419--440
Xiao Wu and
Xianping Guo First passage optimality and variance
minimisation of Markov decision
processes with varying discount factors 441--456
N. G. Bean and
R. Elliott and
A. Eshragh and
J. V. Ross On binomial observations of
continuous-time Markovian population
models . . . . . . . . . . . . . . . . . 457--472
Yonit Barron A fluid EOQ model with Markovian
environment . . . . . . . . . . . . . . 473--489
Jean-Luc Marichal Algorithms and formulae for conversion
between system signatures and
reliability functions . . . . . . . . . 490--507
Alessandro D'Andrea and
Luca De Sanctis The Kruskal--Katona theorem and a
characterization of system signatures 508--518
Jere Koskela and
Paul Jenkins and
Dario Span\`o Computational inference beyond Kingman's
coalescent . . . . . . . . . . . . . . . 519--537
Amaury Lambert and
Chunhua Ma The coalescent in peripatric
metapopulations . . . . . . . . . . . . 538--557
Ji Hwan Cha and
Inma T. Castro A stochastic failure model with
dependent competing risks and its
applications to condition-based
maintenance . . . . . . . . . . . . . . 558--573
F. G. Badía and
C. Sangüesa The DFR property for counting processes
stopped at an independent random time 574--585
Christian Bender and
Mikko S. Pakkanen and
Hasanjan Sayit Sticky continuous processes have
consistent price systems . . . . . . . . 586--594
Dirk Veestraeten A recursion formula for the moments of
the first passage time of the
Ornstein--Uhlenbeck process . . . . . . 595--601
Mark Huber and
Nevena Mari\'c Multivariate distributions with fixed
marginals and correlations . . . . . . . 602--608
Hendrik Baumann and
Werner Sandmann Bounded truncation error for long-run
averages in infinite Markov chains . . . 609--621
Harry Crane and
Peter McCullagh Reversible Markov structures on
divisible set partitions . . . . . . . . 622--635
David Applebaum and
Stefan Blackwood The Kalman--Bucy filter for integrable
Lévy processes with infinite second
moment . . . . . . . . . . . . . . . . . 636--648
Yoora Kim and
Irem Koprulu and
Ness B. Shroff First exit time of a Lévy flight from a
bounded region in $ R^N $ . . . . . . . 649--664
Esther Frostig The moments of the discounted loss and
the discounted dividends for a
spectrally negative Lévy risk process . . 665--687
Krzysztof Debicki and
Enkelejd Hashorva and
Lanpeng Ji Parisian ruin of self-similar Gaussian
risk processes . . . . . . . . . . . . . 688--702
Amogh Deshpande On the role of Föllmer--Schweizer minimal
martingale measure in risk-sensitive
control asset management . . . . . . . . 703--717
P. Tardelli Partially informed investors: hedging in
an incomplete market with default . . . 718--735
Michael Falk and
Martin Hofmann and
Maximilian Zott On generalized max-linear models and
their statistical interpolation . . . . 736--751
Lars Holst and
Takis Konstantopoulos Runs in coin tossing: a general approach
for deriving distributions for
functionals . . . . . . . . . . . . . . 752--770
Robert J. Elliott and
Tak Kuen Siu and
Samuel N. Cohen Backward stochastic difference equations
for dynamic convex risk measures on a
binomial tree . . . . . . . . . . . . . 771--785
Parisa Fatheddin Central limit theorem for a class of
SPDEs . . . . . . . . . . . . . . . . . 786--796
Konstantinos Spiliopoulos Nonasymptotic performance analysis of
importance sampling schemes for small
noise diffusions . . . . . . . . . . . . 797--810
Yves Atchadé and
Yizao Wang On the convergence rates of some
adaptive Markov chain Monte Carlo
algorithms . . . . . . . . . . . . . . . 811--825
Fabrice Guillemin and
Bruno Sericola Volume and duration of losses in finite
buffer fluid queues . . . . . . . . . . 826--840
Mark Brown Sharp bounds for exponential
approximations under a hazard rate upper
bound . . . . . . . . . . . . . . . . . 841--850
Serkan Eryilmaz Component importance in coherent systems
with exchangeable components . . . . . . 851--863
Thomas O. McDonald and
Marek Kimmel A multitype infinite-allele branching
process with applications to cancer
evolution . . . . . . . . . . . . . . . 864--876
Vladimir Vatutin and
Quansheng Liu Limit theorems for decomposable
branching processes in a random
environment . . . . . . . . . . . . . . 877--893
Henry W. Block and
Naftali A. Langberg and
Thomas H. Savits The limiting failure rate for a
convolution of life distributions . . . 894--898
Ken'ichi Kawanishi and
Tetsuya Takine A note on the virtual waiting time in
the stationary PH/M/c+D queue . . . . . 899--903
Hüseyin Acan and
Pawel Hitczenko On the covariances of outdegrees in
random plane recursive trees . . . . . . 904--907
F. Ball and
D. Sirl Correction: Acquaintance vaccination in
an epidemic on a random graph with
specified degree distribution . . . . . 908
Dacheng Yao and
Xiuli Chao and
Jingchen Wu Optimal control policy for a Brownian
inventory system with concave ordering
cost . . . . . . . . . . . . . . . . . . 909--925
Mitsushi Tamaki On the optimal stopping problems with
monotone thresholds . . . . . . . . . . 926--940
Xiuli Chao and
Qi-Ming He and
Sheldon Ross Tollbooth tandem queues with infinite
homogeneous servers . . . . . . . . . . 941--961
Fabrice M. Guillemin and
Ravi R. Mazumdar Conditional sojourn times and the
volatility of payment schemes for
bandwidth sharing in packet networks . . 962--980
B. S. El-Desouky and
F. A. Shiha and
A. M. Magar On a generalization of a waiting time
problem and some combinatorial
identities . . . . . . . . . . . . . . . 981--989
Lina Zhang and
Junping Li The M/M/c queue with mass exodus and
mass arrivals when empty . . . . . . . . 990--1002
Laurent Decreusefond and
Ian Flint and
Anais Vergne A note on the simulation of the Ginibre
point process . . . . . . . . . . . . . 1003--1012
Harry Crane and
Peter McCullagh Poisson superposition processes . . . . 1013--1027
Enzo Orsingher and
Bruno Toaldo Counting processes with Bernstein
intertimes and random jumps . . . . . . 1028--1044
Luisa Beghin and
Roberto Garra and
Claudio Macci Correlated fractional counting processes
on a finite-time interval . . . . . . . 1045--1061
Mats Pihlsgård Local martingales with two reflecting
barriers . . . . . . . . . . . . . . . . 1062--1075
Aleksandar Mijatovi\'c and
Martijn R. Pistorius and
Johannes Stolte Randomisation and recursion methods for
mixed-exponential Lévy models, with
financial applications . . . . . . . . . 1076--1096
Amarjit Budhiraja and
Pierre Nyquist Large deviations for multidimensional
state-dependent shot-noise processes . . 1097--1114
Krzysztof Bartoszek and
Serik Sagitov Phylogenetic confidence intervals for
the optimal trait value . . . . . . . . 1115--1132
Krishna B. Athreya and
Vivekananda Roy Estimation of integrals with respect to
infinite measures using regenerative
sequences . . . . . . . . . . . . . . . 1133--1145
Svante Janson On degenerate sums of $m$-dependent
variables . . . . . . . . . . . . . . . 1146--1155
Antonio Di Crescenzo and
Abdolsaeed Toomaj Extension of the past lifetime and its
connection to the cumulative entropy . . 1156--1174
Fabrizio Durante and
Juan Fernández-Sánchez and
Wolfgang Trutschnig On the singular components of a copula 1175--1182
Maria Kami\'nska-Zabierowska and
Jorge Navarro Erratum to: Mixture representations of
residual lifetimes of used systems . . . 1183--1186
Bruno Buonaguidi A remark on optimal variance stopping
problems . . . . . . . . . . . . . . . . 1187--1194
Peter Windridge The extinction time of a subcritical
branching process related to the SIR
epidemic on a random graph . . . . . . . 1195--1201
T. Britton and
M. Lindholm Correction: The early stage behaviour of
a stochastic SIR epidemic with term-time
forcing . . . . . . . . . . . . . . . . 1202--1203
Anonymous Journal of Applied Probability Volume 52
(2015): Index . . . . . . . . . . . . . 1204--1208
Chunmao Huang Moments for multidimensional Mandelbrot
cascades . . . . . . . . . . . . . . . . 1--21
Qing-Pei Zang and
Li-Xin Zhang A general lower bound of parameter
estimation for reflected
Ornstein--Uhlenbeck processes . . . . . 22--32
Félix Belzunce and
Carolina Martínez-Riquelme and
José M. Ruiz and
Miguel A. Sordo On sufficient conditions for the
comparison in the excess wealth order
and spacings . . . . . . . . . . . . . . 33--46
Yinping You and
Xiaohu Li Ordering scalar products with
applications in financial engineering
and actuarial science . . . . . . . . . 47--56
Mathew D. Penrose The strong giant in a random digraph . . 57--70
N. Packham and
M. Kalkbrener and
L. Overbeck Asymptotic behaviour of multivariate
default probabilities and default
correlations under stress . . . . . . . 71--81
Eva Ferreira and
Winfried Stute Dynamic binomials with an application to
gender bias analysis . . . . . . . . . . 82--90
Fabián Crocce and
Ernesto Mordecki A finite exact algorithm to solve a dice
game . . . . . . . . . . . . . . . . . . 91--105
Michael N. Katehakis and
Laurens C. Smit and
Floske M. Spieksma A comparative analysis of the successive
lumping and the lattice path counting
algorithms . . . . . . . . . . . . . . . 106--120
Christian Schluter and
Mark Trede Weak convergence to the Student and
Laplace distributions . . . . . . . . . 121--129
Miriam Isabel Seifert Weakening the independence assumption on
polar components: limit theorems for
generalized elliptical distributions . . 130--145
Gennady Samorodnitsky and
Sidney Resnick and
Don Towsley and
Richard Davis and
Amy Willis and
Phyllis Wan Nonstandard regular variation of
in-degree and out-degree in the
preferential attachment model . . . . . 146--161
Krzysztof Jasi\'nski and
Tomasz Rychlik Inequalities for variances of order
statistics originating from urn models 162--173
Hyunju Lee and
Ji Hwan Cha Point process approach to modeling and
analysis of general cascading failure
models . . . . . . . . . . . . . . . . . 174--186
Nguyen Huu Du and
Dang Hai Nguyen and
G. George Yin Conditions for permanence and ergodicity
of certain stochastic predator-prey
models . . . . . . . . . . . . . . . . . 187--202
Frank Ball and
Tom Britton and
Peter Neal On expected durations of birth--death
processes, with applications to
branching processes and SIS epidemics 203--215
Walter A. F. de Carvalho and
Sandro Gallo and
Nancy L. Garcia Continuity properties of a factor of
Markov chains . . . . . . . . . . . . . 216--230
S. McKinlay and
K. Borovkov On explicit form of the stationary
distributions for a class of bounded
Markov chains . . . . . . . . . . . . . 231--243
Anders Rònn-Nielsen and
Eva B. Vedel Jensen Tail asymptotics for the supremum of an
infinitely divisible field with
convolution equivalent Lévy measure . . . 244--261
A. Ferreiro-Castilla and
A. E. Kyprianou and
R. Scheichl An Euler--Poisson scheme for Lévy driven
stochastic differential equations . . . 262--278
Parisa Fatheddin and
Jie Xiong Moderate deviation principle for a class
of stochastic partial differential
equations . . . . . . . . . . . . . . . 279--292
Patrick Buckingham and
Brian Fralix and
Offer Kella A note on integral representations of
the Skorokhod map . . . . . . . . . . . 293--298
Y. H. Mao and
C. Zhang and
Y. H. Zhang Separation cutoff for upward skip-free
chains . . . . . . . . . . . . . . . . . 299--306
Zhenlong Gao and
Yanhua Zhang Limit theorems for a supercritical
Poisson random indexed branching process 307--314
Servet Martínez A stationary distribution associated to
a set of laws whose initial states are
grouped into classes. An application in
genomics . . . . . . . . . . . . . . . . 315--326
Yanqing Hu Generalized Efron's biased coin design
and its theoretical properties . . . . . 327--340
Erik Ekström and
Martin Vannestål Momentum liquidation under partial
information . . . . . . . . . . . . . . 341--359
Nayereh Bagheri Khoolenjani and
Mohammad Hossein Alamatsaz Extension of de Bruijn's identity to
dependent non-Gaussian noise channels 360--368
E. D. Andjel and
L. F. Gray Extreme paths in oriented
two-dimensional percolation . . . . . . 369--380
Gabriel Berzunza and
Juan Carlos Pardo Asymptotic behaviour near extinction of
continuous-state branching processes . . 381--391
J. Jakubowski and
A. Pytel The Markov consistency of Archimedean
survival processes . . . . . . . . . . . 392--409
Gareth O. Roberts and
Jeffrey S. Rosenthal Complexity bounds for Markov chain Monte
Carlo algorithms via diffusion limits 410--420
Ramtin Pedarsani and
Jean Walrand Stability of multiclass queueing
networks under longest-queue and
longest-dominating-queue scheduling . . 421--433
Chen Chen and
Hosam Mahmoud Degrees in random self-similar bipolar
networks . . . . . . . . . . . . . . . . 434--447
M. Gannon and
E. Pechersky and
Y. Suhov and
A. Yambartsev Random walks in a queueing network
environment . . . . . . . . . . . . . . 448--462
Katja Gabrysch Convergence of directed random graphs to
the Poisson-weighted infinite tree . . . 463--474
Maria Deijfen and
Nina Gantert Routeing on trees . . . . . . . . . . . 475--488
Peter Neal A household SIR epidemic model
incorporating time of day effects . . . 489--501
Ryouta Kozakai and
Akinobu Shimizu and
Morihiro Notohara Convergence to the structured coalescent
process . . . . . . . . . . . . . . . . 502--517
J. Malmros and
F. Liljeros and
T. Britton Respondent-driven sampling and an
unusual epidemic . . . . . . . . . . . . 518--530
Je Guk Kim Optimal importance sampling for the
Laplace transform of exponential
Brownian functionals . . . . . . . . . . 531--542
James C. Fu and
Tung-Lung Wu Boundary crossing probabilities for
high-dimensional Brownian motion . . . . 543--553
Mi Chen and
Kam Chuen Yuen Optimal dividend and reinsurance in the
presence of two reinsurers . . . . . . . 554--571
Erik J. Baurdoux and
Juan Carlos Pardo and
José Luis Pérez and
Jean-François Renaud Gerber--Shiu distribution at Parisian
ruin for Lévy insurance risk processes 572--584
Sergio I. López Convergence of tandem Brownian queues 585--592
Magda Peligrad and
Sergey Utev On the invariance principle for
reversible Markov chains . . . . . . . . 593--599
Jevgenijs Ivanovs Sparre Andersen identity and the last
passage time . . . . . . . . . . . . . . 600--605
Joseba Dalmau Distribution of the quasispecies for a
Galton--Watson process on the sharp peak
landscape . . . . . . . . . . . . . . . 606--613
K. B. Athreya and
H.-J. Schuh A Galton--Watson process with a
threshold . . . . . . . . . . . . . . . 614--621
Emmanuelle Anceaume and
Yann Busnel and
Ernst Schulte-Geers and
Bruno Sericola Optimization results for a generalized
coupon collector problem . . . . . . . . 622--629
Eve D. Lathrop and
Isaac H. Goldstein and
Yung-Pin Chen A note on a generalized Ehrenfest urn
model: another look at the mean
transition times . . . . . . . . . . . . 630--632
Z. I. Botev and
A. Ridder and
L. Rojas-Nandayapa Semiparametric cross entropy for
rare-event simulation . . . . . . . . . 633--649
Anton Muratov and
Sergei Zuyev Bit flipping and time to recover . . . . 650--666
Evangelos Kranakis and
Gennady Shaikhet Sensor allocation problems on the real
line . . . . . . . . . . . . . . . . . . 667--687
Fredrik Olsson and
Tatyana S. Turova Ergodicity of age-dependent inventory
control systems . . . . . . . . . . . . 688--699
Fraser Daly Compound geometric approximation under a
failure rate constraint . . . . . . . . 700--714
Guangxin Jiang and
Michael C. Fu Quantile sensitivity estimation for
dependent sequences . . . . . . . . . . 715--732
Adrien Hitz and
Robin Evans One-component regular variation and
graphical modeling of extremes . . . . . 733--746
Takis Konstantopoulos and
Zhenxia Liu and
Xiangfeng Yang Laplace transform asymptotics and large
deviation principles for longest success
runs in Bernoulli trials . . . . . . . . 747--764
Gerold Alsmeyer and
Alexander Marynych Renewal approximation for the absorption
time of a decreasing Markov chain . . . 765--782
Eric Foxall The SEIS model, or, the contact process
with a latent stage . . . . . . . . . . 783--801
Jyy-I Hong Coalescence on critical and subcritical
multitype branching processes . . . . . 802--817
Onno Boxma and
Michel Mandjes and
Josh Reed On a class of reflected $ {\rm AR}(1) $
processes . . . . . . . . . . . . . . . 818--832
Christian Hirsch Bounded-hop percolation and wireless
communication . . . . . . . . . . . . . 833--845
Andrea Collevecchio and
Abbas Mehrabian and
Nick Wormald Longest paths in random Apollonian
networks and largest $r$-ary subtrees of
random $d$-ary recursive trees . . . . . 846--856
Vytaute Pilipauskaite and
Donatas Surgailis Anisotropic scaling of the random grain
model with application to network
traffic . . . . . . . . . . . . . . . . 857--879
Katja Gabrysch Distribution of the smallest visited
point in a greedy walk on the line . . . 880--887
Bojan Basrak and
Drago Spoljari\'c On randomly spaced observations and
continuous-time random walks . . . . . . 888--898
Irene Crimaldi Central limit theorems for a
hypergeometric randomly reinforced urn 899--913
Erik Thörnblad The dominating colour of an infinite
Pólya urn model . . . . . . . . . . . . . 914--924
Achillefs Tzioufas The entirely coupled region of
supercritical contact processes . . . . 925--929
Mark Brown and
Sheldon M. Ross Optimality results for coupon collection 930--937
K. Bruce Erickson Uniqueness of the null solution to a
nonlinear partial differential equation
satisfied by the explosion probability
of a branching diffusion . . . . . . . . 938--945
Lo\"\ic Hervé and
James Ledoux Computable bounds of an $ l^2$-spectral
gap for discrete Markov chains with band
transition matrices . . . . . . . . . . 946--952
Martin Möhle and
Morihiro Notohara An extension of a convergence theorem
for Markov chains arising in population
genetics . . . . . . . . . . . . . . . . 953--956
Randall Martyr Solving finite time horizon Dynkin games
by optimal switching . . . . . . . . . . 957--973
Alexander Katzur and
Udo Kamps Order statistics with memory: a model
with reliability applications . . . . . 974--988
A. Maheshwari and
P. Vellaisamy On the long-range dependence of
fractional Poisson and negative binomial
processes . . . . . . . . . . . . . . . 989--1000
Venkat Anantharam and
François Baccelli The Boolean model in the Shannon regime:
three thresholds and related asymptotics 1001--1018
Cristian F. Coletti and
Karina B. E. de Oliveira and
Pablo M. Rodriguez A stochastic two-stage innovation
diffusion model on a lattice . . . . . . 1019--1030
Robert R. Wilkinson and
Frank G. Ball and
Kieran J. Sharkey The deterministic Kermack--McKendrick
model bounds the general stochastic
epidemic . . . . . . . . . . . . . . . . 1031--1040
Pieter C. Allaart and
José A. Islas A sharp lower bound for choosing the
maximum of an independent sequence . . . 1041--1051
Golshid Baharian and
Arash Khatibi and
Sheldon H. Jacobson Sequential stochastic assignment problem
with time-dependent random success rates 1052--1063
Jean Mairesse and
Pascal Moyal Stability of the stochastic matching
model . . . . . . . . . . . . . . . . . 1064--1077
Gagandeep Singh and
U. C. Gupta and
M. L. Chaudhry Detailed computational analysis of
queueing-time distributions of the
BMAP/G/1 queue using roots . . . . . . . 1078--1097
Tu\ugrul Dayar and
M. Can Orhan Steady-state analysis of a multiclass
MAP/PH/c queue with acyclic PH retrials 1098--1110
Debankur Mukherjee and
Sem C. Borst and
Johan S. H. van Leeuwaarden and
Philip A. Whiting Universality of load balancing schemes
on the diffusion scale . . . . . . . . . 1111--1124
Jennifer Sommer and
Hans Daduna and
Bernd Heidergott Nonergodic Jackson networks with
infinite supply-local stabilization and
local equilibrium analysis . . . . . . . 1125--1142
Giacomo Plazzotta and
Caroline Colijn Asymptotic frequency of shapes in
supercritical branching trees . . . . . 1143--1155
Nicolas Grosjean and
Thierry Huillet On a coalescence process and its
branching genealogy . . . . . . . . . . 1156--1165
Xin He and
Zenghu Li Distributions of jumps in a
continuous-state branching process with
immigration . . . . . . . . . . . . . . 1166--1177
Alexander Iksanov and
Zakhar Kabluchko A central limit theorem and a law of the
iterated logarithm for the Biggins
martingale of the supercritical
branching random walk . . . . . . . . . 1178--1192
A. D. Barbour and
P. Chigansky and
F. C. Klebaner On the emergence of random initial
conditions in fluid limits . . . . . . . 1193--1205
Patrizia Berti and
Irene Crimaldi and
Luca Pratelli and
Pietro Rigo Asymptotics for randomly reinforced urns
with random barriers . . . . . . . . . . 1206--1220
Neeraja Sahasrabudhe Synchronization and fluctuation theorems
for interacting Friedman urns . . . . . 1221--1239
Yi-Shen Lin A generalization of the Mabinogion sheep
problem of D. Williams . . . . . . . . . 1240--1256
Stefan Kassberger and
Thomas Liebmann An alternative axiomatic
characterisation of pricing operators 1257--1264
Sheldon M. Ross Improved Chen--Stein bounds on the
probability of a union . . . . . . . . . 1265--1270
R. Biard and
B. Saussereau Correction: Fractional Poisson process:
long-range dependence and applications
in ruin theory . . . . . . . . . . . . . 1271--1272
Eugene Seneta Obituary: Joseph Mark Gani AM, DSc, FAA,
FASSA . . . . . . . . . . . . . . . . . 1--11
Tomomi Matsui and
Katsunori Ano Compare the ratio of symmetric
polynomials of odds to one and stop . . 12--22
Gregory Gagnon Stochastic impulse control of exchange
rates with Freidlin--Wentzell
perturbations . . . . . . . . . . . . . 23--41
Koji Tsukuda Estimating the large mutation parameter
of the Ewens sampling formula . . . . . 42--54
Romain Abraham and
Aymen Bouaziz and
Jean-François Delmas Local limits of Galton--Watson trees
conditioned on the number of protected
nodes . . . . . . . . . . . . . . . . . 55--65
Jaakko Lehtomaa Large deviations of means of
heavy-tailed random variables with
finite moments of all orders . . . . . . 66--81
Ibrahim Rahimov Statistical inference for partially
observed branching processes with
immigration . . . . . . . . . . . . . . 82--95
Markus Kuba and
Henning Sulzbach On martingale tail sums in affine
two-color urn models with multiple
drawings . . . . . . . . . . . . . . . . 96--117
Mathieu Gerber and
Nick Whiteley Stability with respect to initial
conditions in $V$-norm for nonlinear
filters with ergodic observations . . . 118--133
Miguel A. Sordo and
Georgios Psarrakos Stochastic comparisons of interfailure
times under a relevation replacement
policy . . . . . . . . . . . . . . . . . 134--145
Enrico Baroni and
Remco van der Hofstad and
Júlia Komjáthy Nonuniversality of weighted random
graphs with infinite variance degree . . 146--164
Richard Kenyon and
Mei Yin On the asymptotics of constrained
exponential random graphs . . . . . . . 165--180
John Haslegrave and
Mate Puljiz Reaching consensus on a connected graph 181--198
Ernst Schulte-Geers and
Wolfgang Stadje Small drift limit theorems for random
walks . . . . . . . . . . . . . . . . . 199--212
Michael Fuchs and
Hsien-Kuei Hwang and
Yoshiaki Itoh From coin tossing to rock-paper-scissors
and beyond: a log-exp gap theorem for
selecting a leader . . . . . . . . . . . 213--235
Erik Ekström and
Kristoffer Glover and
Marta Leniec Dynkin games with heterogeneous beliefs 236--251
Offer Kella and
Marc Yor Unifying the Dynkin and
Lebesgue--Stieltjes formulae . . . . . . 252--266
Onno J. Boxma and
Esther Frostig and
David Perry A reinsurance risk model with a
threshold coverage policy: the
Gerber--Shiu penalty function . . . . . 267--285
Claude Lef\`evre and
Philippe Picard and
Matthieu Simon Epidemic risk and insurance coverage . . 286--303
Yi-Ching Yao and
Daniel Wei-Chung Miao and
Xenos Chang-Shuo Lin Corrected discrete approximations for
the conditional and unconditional
distributions of the continuous scan
statistic . . . . . . . . . . . . . . . 304--319
Fabricio Siqueira Benevides and
Malgorzata Sulkowska Percolation and best-choice problem for
powers of paths . . . . . . . . . . . . 343--362
Markos V. Koutras and
Demetrios P. Lyberopoulos New maximal inequalities for
$N$-demimartingales with scan statistic
applications . . . . . . . . . . . . . . 363--378
A. Toomaj and
S. M. Sunoj and
J. Navarro Some properties of the cumulative
residual entropy of coherent and mixed
systems . . . . . . . . . . . . . . . . 379--393
Luc Devroye and
László Györfi and
Gábor Lugosi and
Harro Walk On the measure of Voronoi cells . . . . 394--408
Yun Zeng and
Cathy Honghui Xia Optimal bulking threshold of batch
service queues . . . . . . . . . . . . . 409--423
Je Guk Kim On the convergence of the
quasi-regression method: polynomial
chaos and regularity . . . . . . . . . . 424--443
Fangjun Xu Second-order limit laws for occupation
times of fractional Brownian motion . . 444--461
R. Laraki and
W. Sudderth A continuity question of Dubins and
Savage . . . . . . . . . . . . . . . . . 462--473
Yingqiu Li and
Chuancun Yin and
Xiaowen Zhou On the last exit times for spectrally
negative Lévy processes . . . . . . . . . 474--489
Pierre Nyquist Moderate deviation principles for
importance sampling estimators of risk
measures . . . . . . . . . . . . . . . . 490--506
M. Suvinthra and
K. Balachandran Large deviations for the stochastic
predator-prey model with nonlinear
functional response . . . . . . . . . . 507--521
Peter Czuppon and
Peter Pfaffelhuber A spatial model for selection and
cooperation . . . . . . . . . . . . . . 522--539
Ksenia Chernysh and
Sanjay Ramassamy Coupling any number of balls in the
infinite-bin model . . . . . . . . . . . 540--549
Thomas O. McDonald and
Marek Kimmel Multitype infinite-allele branching
processes in continuous time . . . . . . 550--568
Ollivier Hyrien and
Kosto V. Mitov and
Nikolay M. Yanev Subcritical Sevastyanov branching
processes with nonhomogeneous Poisson
immigration . . . . . . . . . . . . . . 569--587
Vladimir Vatutin and
Elena Dyakonova Path to survival for the critical
branching processes in a random
environment . . . . . . . . . . . . . . 588--602
David Landriault and
Bin Li and
Hongzhong Zhang A unified approach for drawdown (drawup)
of time-homogeneous Markov processes . . 603--626
Lu-Jing Huang and
Yong-Hua Mao On some mixing times for nonreversible
finite Markov chains . . . . . . . . . . 627--637
K. Kamatani Ergodicity of Markov chain Monte Carlo
with reversible proposal . . . . . . . . 638--654
Yaming Yu Minimum variance in the coupon
collector's problem . . . . . . . . . . 655--656
Mark Brown and
Joel E. Cohen and
Victor H. de la Peña Taylor's law, via ratios, for some
distributions with infinite mean . . . . 657--669
Yinghua Dong and
Gennady Samorodnitsky Contact distribution in a thinned
Boolean model with power-law radii . . . 670--684
Xiaoqing Pan and
Xiaohu Li Increasing convex order on generalized
aggregation of SAI random variables with
applications . . . . . . . . . . . . . . 685--700
Hrishikesh Balaji and
Hosam Mahmoud The Gini index of random trees with an
application to caterpillars . . . . . . 701--709
Huy N. Chau and
Andrea Cosso and
Claudio Fontana and
Oleksii Mostovyi Optimal investment with intermediate
consumption under no unbounded profit
with bounded risk . . . . . . . . . . . 710--719
Serik Sagitov and
Thibaut France Limit theorems for pure death processes
coming down from infinity . . . . . . . 720--731
Péter Kevei Implicit renewal theory in the
arithmetic case . . . . . . . . . . . . 732--749
Jòrund Gåsemyr and
Bent Natvig Improved availability bounds for binary
and multistate monotone systems with
independent component processes . . . . 750--762
Chunling Luo and
Zhou He and
Chin Hon Tan Almost stochastic dominance under
inconsistent utility and loss functions 763--772
Anne Sabourin and
Johan Segers Marginal standardization of upper
semicontinuous processes. With
application to max-stable processes . . 773--796
Michael Falk and
Maximilian Zott On generalized max-linear models in
max-stable random fields . . . . . . . . 797--810
Zhongquan Tan Limit laws on extremes of nonhomogeneous
Gaussian random fields . . . . . . . . . 811--832
Anders Rònn-Nielsen and
Eva B. Vedel Jensen Excursion sets of infinitely divisible
random fields with convolution
equivalent Lévy measure . . . . . . . . . 833--851
Tongkeun Chang Absolute continuity of distributions of
one-dimensional Lévy processes . . . . . 852--872
Boris Buchmann and
Yuguang F. Ipsen and
Ross Maller Functional laws for trimmed Lévy
processes . . . . . . . . . . . . . . . 873--889
Claude Lef\`evre and
Philippe Picard On the outcome of epidemics with
detections . . . . . . . . . . . . . . . 890--904
Etienne Pardoux and
Brice Samegni-Kepgnou Large deviation principle for epidemic
models . . . . . . . . . . . . . . . . . 905--920
Gianmarco Bet and
Remco van der Hofstad and
Johan S. H. van Leeuwaarden Finite-pool queueing with heavy-tailed
services . . . . . . . . . . . . . . . . 921--942
Harsha Honnappa Rare events of transitory queues . . . . 943--962
Vadim Arkin and
Alexander Slastnikov On the threshold strategies in optimal
stopping problems for diffusion
processes . . . . . . . . . . . . . . . 963--969
Samuel N. Cohen and
Victor Fedyashov Nash equilibria for nonzero-sum ergodic
stochastic differential games . . . . . 977--994
S. Foss and
A. L. Stolyar Large-scale join-idle-queue system with
general service times . . . . . . . . . 995--1007
Adrian Baddeley and
Gopalan Nair Poisson-saddlepoint approximation for
Gibbs point processes with
infinite-order interaction: in memory of
Peter Hall . . . . . . . . . . . . . . . 1008--1026
Majid Asadi and
Nader Ebrahimi and
Ehsan S. Soofi Connections of Gini, Fisher, and Shannon
by Bayes risk under proportional hazards 1027--1050
S. Ashrafi and
M. Asadi The failure probability of components in
three-state networks with applications
to age replacement policy . . . . . . . 1051--1070
Xin Guo and
Alexey Piunovskiy and
Yi Zhang Note on discounted continuous-time
Markov decision processes with a lower
bounding function . . . . . . . . . . . 1071--1088
Gerold Alsmeyer and
Dariusz Buraczewski and
Alexander Iksanov Null recurrence and transience of random
difference equations in the contractive
case . . . . . . . . . . . . . . . . . . 1089--1110
Ken Yamamoto Central limit theorem for the
Horton--Strahler bifurcation ratio of
general branch order . . . . . . . . . . 1111--1124
Michael Fuchs and
Hsien-Kuei Hwang Dependence between path-length and size
in random digital trees . . . . . . . . 1125--1143
Nickos Papadatos On sequences of expected maxima and
expected ranges . . . . . . . . . . . . 1144--1166
Jiang Zhou and
Lan Wu The distribution of refracted Lévy
processes with jumps having rational
Laplace transforms . . . . . . . . . . . 1167--1192
Chen Yang and
Kristian P. Sendova and
Zhong Li On the Parisian ruin of the dual Lévy
risk model . . . . . . . . . . . . . . . 1193--1212
A. B. Dieker and
Guido R. Lagos A dichotomy for sampling
barrier-crossing events of random walks
with regularly varying tails . . . . . . 1213--1232
Alain Durmus and
Sylvain Le Corff and
Eric Moulines and
Gareth O. Roberts Optimal scaling of the random walk
Metropolis algorithm under $ L^p $ mean
differentiability . . . . . . . . . . . 1233--1260
Béla Bollobás and
Oliver Cooley and
Mihyun Kang and
Christoph Koch Jigsaw percolation on random hypergraphs 1261--1277
Fioralba Ajazi and
George M. Napolitano and
Tatyana Turova Phase transition in random distance
graphs on the torus . . . . . . . . . . 1278--1294
Takis Konstantopoulos and
Linglong Yuan A probabilistic interpretation of the
Gaussian binomial coefficients . . . . . 1295--1298
Anonymous JPR volume 54 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous JPR volume 54 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b6
David Criens Structure-preserving equivalent
martingale measures for H-SII models . . 1--14
Alexander Iksanov and
Wissem Jedidi and
Fethi Bouzeffour Functional limit theorems for the number
of busy servers in a G/G/$ \infty $
queue . . . . . . . . . . . . . . . . . 15--29
Michael Grabchak Domains of attraction for positive and
discrete tempered stable distributions 30--42
M. Falk and
A. Khorrami Chokami and
S. A. Padoan On multivariate records from random
vectors with independent components . . 43--53
Marco Oesting Equivalent representations of max-stable
processes via $ \ell_p$-norms . . . . . 54--68
Christophe Profeta A remark on positive sojourn times of
symmetric processes . . . . . . . . . . 69--81
Fabian Kück and
Dominic Schuhmacher On the age of a randomly picked
individual in a linear birth-and-death
process . . . . . . . . . . . . . . . . 82--93
Antonio Di Crescenzo and
Alessandra Meoli On a jump-telegraph process driven by an
alternating fractional Poisson process 94--111
Mathew D. Penrose Inhomogeneous random graphs, isolated
vertices, and Poisson approximation . . 112--136
Jose Blanchet and
Karthyek Murthy Exact simulation of multidimensional
reflected Brownian motion . . . . . . . 137--156
Xiaoou Li and
Gongjun Xu Uniformly efficient simulation for
extremes of Gaussian random fields . . . 157--178
Ayan Bhattacharya and
Parthanil Roy A large sample test for the length of
memory of stationary symmetric stable
random fields via nonsingular $ \mathbb
{Z}^d $-actions . . . . . . . . . . . . 179--195
Nathakhun Wiroonsri Stein's method for negatively associated
random variables with applications to
second-order stationary random fields 196--215
Narayanaswamy Balakrishnan and
Ghobad Barmalzan and
Abedin Haidari On stochastic comparisons of
$k$-out-of-$n$ systems with Weibull
components . . . . . . . . . . . . . . . 216--232
F. G. Badía and
C. Sangüesa and
Ji Hwan Cha Univariate and multivariate stochastic
comparisons and ageing properties of the
generalized Pólya process . . . . . . . . 233--253
Nabil Lasmar and
Cécile Mailler and
Olfa Selmi Multiple drawing multi-colour urns by
stochastic approximation . . . . . . . . 254--281
Angelos Dassios and
Jia Wei Lim Recursive formula for the double-barrier
Parisian stopping time . . . . . . . . . 282--301
Bin Li and
Gordon E. Willmot and
Jeff T. Y. Wong A temporal approach to the Parisian risk
model . . . . . . . . . . . . . . . . . 302--317
Maher Nouiehed and
Sheldon M. Ross A conjecture on the Feldman bandit
problem . . . . . . . . . . . . . . . . 318--324
Anonymous JPR volume 55 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f4
Bruce Hajek and
Yihong Wu and
Jiaming Xu Recovering a hidden community beyond the
Kesten--Stigum threshold in $ O(|E|
\log^* |V|) $ time . . . . . . . . . . . 325--352
Arno Berger and
Isaac Twelves On the significands of uniform random
variables . . . . . . . . . . . . . . . 353--367
Dariusz Buraczewski and
Piotr Dyszewski and
Alexander Iksanov and
Alexander Marynych On perpetuities with gamma-like tails 368--389
B. Goodman and
P. F. Tupper Effects of limiting memory capacity on
the behaviour of exemplar dynamics . . . 390--401
Shyamal Ghosh and
Murari Mitra On an ageing class based on the moment
generating function order . . . . . . . 402--415
H. L. Gan and
Eric D. Kolaczyk Approximation of the difference of two
Poisson-like counts by Skellam . . . . . 416--430
Hailin Sang and
Yimin Xiao Exact moderate and large deviations for
linear random fields . . . . . . . . . . 431--449
Weijuan Chu Self-normalized large deviation for
supercritical branching processes . . . 450--458
Ebrahim Amini-Seresht and
Yiying Zhang and
Narayanaswamy Balakrishnan Stochastic comparisons of coherent
systems under different random
environments . . . . . . . . . . . . . . 459--472
M. Bieniek and
M. Burkschat On unimodality of the lifetime
distribution of coherent systems with
failure-dependent component lifetimes 473--487
Laure Coutin and
Monique Pontier and
Waly Ngom Joint distribution of a Lévy process and
its running supremum . . . . . . . . . . 488--512
Wenyuan Wang and
Xiaowen Zhou General drawdown-based de Finetti
optimization for spectrally negative Lévy
risk processes . . . . . . . . . . . . . 513--542
M. du Roy de Chaumaray Weighted least-squares estimation for
the subcritical Heston process . . . . . 543--558
Yu Miao and
Manru Dong Asymptotic behavior for the
Robbins--Monro process . . . . . . . . . 559--570
Jonatha Anselmi and
François Dufour and
Tomás Prieto-Rumeau Computable approximations for average
Markov decision processes in continuous
time . . . . . . . . . . . . . . . . . . 571--592
Claude Lef\`evre and
Philippe Picard A general approach to the integral
functionals of epidemic processes . . . 593--609
Adam Bowditch A quenched central limit theorem for
biased random walks on supercritical
Galton--Watson trees . . . . . . . . . . 610--626
Fiona Sloothaak and
Vitali Wachtel and
Bert Zwart First-passage time asymptotics over
moving boundaries for random walk
bridges . . . . . . . . . . . . . . . . 627--651
Bara Kim and
Jeongsim Kim Hazard rate ordering of the largest
order statistics from geometric random
variables . . . . . . . . . . . . . . . 652--658
Norbert Henze On the consistency of the spacings test
for multivariate uniformity, including
on manifolds . . . . . . . . . . . . . . 659--665
Vít Perzina and
Jan M. Swart How much market making does a market
need? . . . . . . . . . . . . . . . . . 667--681
Marina Santacroce and
Paola Siri and
Barbara Trivellato Exponential models by Orlicz spaces and
applications . . . . . . . . . . . . . . 682--700
D. Dolgopyat and
P. Hebbar and
L. Koralov and
M. Perlman Multi-type branching processes with
time-dependent branching rates . . . . . 701--727
János Flesch and
Arkadi Predtetchinski and
William Sudderth Characterization and simplification of
optimal strategies in positive
stochastic games . . . . . . . . . . . . 728--741
Fraser Daly and
Oliver Johnson Relaxation of monotone coupling
conditions: Poisson approximation and
beyond . . . . . . . . . . . . . . . . . 742--759
François Baccelli and
Eliza O'Reilly Reach of repulsion for determinantal
point processes in high dimensions . . . 760--788
Jesper Mòller and
Andreas D. Christoffersen Pair correlation functions and limiting
distributions of iterated cluster point
processes . . . . . . . . . . . . . . . 789--809
Oleksii Mostovyi Optimal consumption of multiple goods in
incomplete markets . . . . . . . . . . . 810--822
Jean Jacod and
Mark Podolskij On the minimal number of driving Lévy
motions in a multivariate price model 823--833
Ghobad Barmalzan and
Abedin Haidari and
Narayanaswamy Balakrishnan Univariate and multivariate stochastic
orderings of residual lifetimes of live
components in sequential $ (n - r +
1)$-out-of-$n$ systems . . . . . . . . . 834--844
S. Ashrafi and
S. Zarezadeh and
M. Asadi Reliability modeling of coherent systems
with shared components based on
sequential order statistics . . . . . . 845--861
F. Alberto Grünbaum and
Manuel D. de la Iglesia Stochastic $ L U $ factorizations,
Darboux transformations and urn models 862--886
Sandro Gallo and
Pablo M. Rodriguez Frog models on trees through renewal
theory . . . . . . . . . . . . . . . . . 887--899
A. Garavaglia and
R. van der Hofstad From trees to graphs: collapsing
continuous-time branching processes . . 900--919
D. T. Koops and
M. Saxena and
O. J. Boxma and
M. Mandjes Infinite-server queues with Hawkes input 920--943
I. J. B. F. Adan and
V. G. Kulkarni and
N. Lee and
E. Lefeber Optimal routeing in two-queue polling
systems . . . . . . . . . . . . . . . . 944--967
Ali Devin Sezer Approximation of excessive backlog
probabilities of two tandem queues . . . 968--997
K. Tsukuda Estimating the large mutation parameter
of the Ewens sampling formula ---
Correction . . . . . . . . . . . . . . . 998--999
Anonymous JPR volume 55 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous JPR volume 55 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Catherine Aaron and
Olivier Bodart Convergence rates for estimators of
geodesic distances and Fr\`echet
expectations . . . . . . . . . . . . . . 1001--1013
Maxim Finkelstein and
Nil Kamal Hazra and
Ji Hwan Cha On optimal operational sequence of
components in a warm standby system . . 1014--1024
Dario Bini and
Jeffrey J. Hunter and
Guy Latouche and
Beatrice Meini and
Peter Taylor Why is Kemeny's constant a constant? . . 1025--1036
Julien Chevallier Uniform decomposition of probability
measures: quantization, clustering and
rate of convergence . . . . . . . . . . 1037--1045
Boris Alexeev and
Dustin G. Mixon Partisan gerrymandering with
geographically compact districts . . . . 1046--1059
Steven S. Kim and
Kavita Ramanan A conditional limit theorem for
high-dimensional $ \ell^p$-spheres . . . 1060--1077
Antoine Jacquier and
Mikko S. Pakkanen and
Henry Stone Pathwise large deviations for the rough
Bergomi model . . . . . . . . . . . . . 1078--1092
Josh Rosenberg The nonhomogeneous frog model on $
\mathbb {Z} $ . . . . . . . . . . . . . 1093--1112
Boris Pittel On random quadratic forms: supports of
potential local maxima . . . . . . . . . 1113--1130
Alexander Iksanov and
Zakhar Kabluchko Weak convergence of the number of
vertices at intermediate levels of
random recursive trees . . . . . . . . . 1131--1142
Ferenc Fodor and
Viktor Vígh Variance estimates for random
disc-polygons in smooth convex discs . . 1143--1157
James Lukins and
Roger Tribe and
Oleg Zaboronski Multi-point correlations for
two-dimensional coalescing or
annihilating random walks . . . . . . . 1158--1185
Daniel Rudolf and
Mario Ullrich Comparison of hit-and-run, slice sampler
and random walk Metropolis . . . . . . . 1186--1202
Kenneth S. Berenhaut and
Hongyi Jiang and
Katelyn M. McNab and
Elizabeth J. Krizay The degree-wise effect of a second step
for a random walk on a graph . . . . . . 1203--1210
Jonathan Jordan Preferential attachment graphs with
co-existing types of different fitnesses 1211--1227
David Dereudre and
Mathew Penrose On the critical threshold for continuum
AB percolation . . . . . . . . . . . . . 1228--1237
Muhyiddin Izadi and
Maryam Sharafi and
Baha-Eldin Khaledi New nonparametric classes of
distributions in terms of mean time to
failure in age replacement . . . . . . . 1238--1248
Ming Gong and
Min Xie and
Yaning Yang Reliability assessment of system under a
generalized run shock model . . . . . . 1249--1260
Tomasz Rychlik and
Jorge Navarro and
Rafael Rubio Effective procedure of verifying
stochastic ordering of system lifetimes 1261--1271
Kei Noba and
José-Luis Pérez and
Kazutoshi Yamazaki and
Kouji Yano On optimal periodic dividend and capital
injection strategies for spectrally
negative Lévy models . . . . . . . . . . 1272--1286
Takashi Kamihigashi and
John Stachurski A unified stability theory for classical
and monotone Markov chains . . . . . . . 1--22
Ola Hössjer A spatio-temporal point process model
for particle growth . . . . . . . . . . 23--38
Friedrich Götze and
Anna Gusakova and
Dmitry Zaporozhets Random affine simplexes . . . . . . . . 39--51
Gérard Letac Is the Sibuya distribution a progeny? 52--56
Angelos Dassios and
Yan Qu and
Jia Wei Lim Exact simulation of generalised Vervaat
perpetuities . . . . . . . . . . . . . . 57--75
Thierry Klein and
Agnés Lagnoux and
Pierre Petit A conditional Berry--Esseen inequality 76--90
Paul Doukhan and
Michael H. Neumann Absolute regularity of semi-contractive
GARCH-type processes . . . . . . . . . . 91--115
Jose Blanchet and
Jing Dong and
Zhipeng Liu Exact sampling of the infinite horizon
maximum of a random walk over a
nonlinear boundary . . . . . . . . . . . 116--138
Günter Last and
Ryszard Szekli On negative association of some finite
point processes on general state spaces 139--152
Bo H. Lindqvist and
Francisco J. Samaniego and
Nana Wang Preservation of the mean residual life
order for coherent and mixed systems . . 153--173
Hongsheng Dai and
Murray Pollock and
Gareth Roberts Monte Carlo fusion . . . . . . . . . . . 174--191
Harry Crane and
Walter Dempsey Relational exchangeability . . . . . . . 192--208
Anders Rònn-Nielsen and
Eva B. Vedel Jensen Central limit theorem for mean and
variogram estimators in Lévy-based models 209--222
Aleksandr Beknazaryan and
Hailin Sang and
Yimin Xiao Cramér type moderate deviations for
random fields . . . . . . . . . . . . . 223--245
Nikolai Leonenko and
Enrico Scalas and
Mailan Trinh Limit theorems for the fractional
nonhomogeneous Poisson process . . . . . 246--264
Najmeddine Attia On the multifractal analysis of the
covering number on the Galton--Watson
tree . . . . . . . . . . . . . . . . . . 265--281
Franco Flandoli and
Marta Leocata A particle system approach to
aggregation phenomena . . . . . . . . . 282--306
Ronald W. Butler Asymptotic expansions and saddlepoint
approximations using the analytic
continuation of moment generating
functions . . . . . . . . . . . . . . . 307--338
Anonymous JPR volume 56 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f4
Anonymous JPR volume 56 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b4
François Baccelli and
Antonio Sodre Renewal processes, population dynamics,
and unimodular trees . . . . . . . . . . 339--357
Magdalena Szymkowiak Measures of ageing tendency . . . . . . 358--383
Claudio Fontana and
Markus Pelger and
Eckhard Platen On the existence of sure profits via
flash strategies . . . . . . . . . . . . 384--397
Yiming Jiang and
Shiyu Song and
Yongjin Wang Some explicit results on one kind of
sticky diffusion . . . . . . . . . . . . 398--415
István Fazekas and
Csaba Noszály and
Attila Perecsényi The $N$-star network evolution model . . 416--440
Bo Li and
Nhat Linh Vu and
Xiaowen Zhou Exit problems for general draw-down
times of spectrally negative Lévy
processes . . . . . . . . . . . . . . . 441--457
Lasse Leskelä and
Hoa Ngo First passage percolation on sparse
random graphs with boundary weights . . 458--471
Matija Vidmar First passage upwards for
state-dependent-killed spectrally
negative Lévy processes . . . . . . . . . 472--495
Blanka Horvath and
Antoine Jacquier and
Chloé Lacombe Asymptotic behaviour of randomised
fractional volatility models . . . . . . 496--523
Yoshiaki Inoue Comparison results for M/G/1 queues with
waiting and sojourn time deadlines . . . 524--532
Zhishui Hu and
Zheng Li and
Qunqiang Feng Accessibility percolation on random
rooted labeled trees . . . . . . . . . . 533--545
Stefan Ankirchner and
Christophette Blanchet-Scalliet and
Nabil Kazi-Tani The De Vylder--Goovaerts conjecture
holds within the diffusion limit . . . . 546--557
C. Houdré and
G. Kerchev On the rate of convergence for the
length of the longest common
subsequences in hidden Markov models . . 558--573
László Györfi and
Norbert Henze and
Harro Walk The limit distribution of the maximum
probability nearest-neighbour ball . . . 574--589
Ágnes Backhausz and
Dávid Kunszenti-Kovács On the dense preferential attachment
graph models and their graphon induced
counterpart . . . . . . . . . . . . . . 590--601
Daryl J. Daley and
Masakiyo Miyazawa A martingale view of Blackwell's renewal
theorem and its extensions to a general
counting process . . . . . . . . . . . . 602--623
Eddie Tu On association and other forms of
positive dependence for Feller processes 624--646
Anonymous JPR volume 56 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous JPR volume 56 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Wasiur R. KhudaBukhsh and
Arnab Auddy and
Yann Disser and
Heinz Koeppl Approximate lumpability for Markovian
agent-based models using local
symmetries . . . . . . . . . . . . . . . 647--671
Clara Stegehuis Degree correlations in scale-free random
graph models . . . . . . . . . . . . . . 672--700
Christel Geiss and
Antti Luoto and
Paavo Salminen On first exit times and their means for
Brownian bridges . . . . . . . . . . . . 701--722
Tak Kuen Siu and
Jinxia Zhu and
Hailiang Yang A martingale approach for asset
allocation with derivative security and
hidden economic risk . . . . . . . . . . 723--749
Vadim Shcherbakov and
Stanislav Volkov Boundary effect in competition processes 750--768
Giulio Iacobelli and
Daniel R. Figueiredo and
Giovanni Neglia Transient and slim versus recurrent and
fat: Random walks and the trees they
grow . . . . . . . . . . . . . . . . . . 769--786
Paolo Di Tella and
Martin Haubold and
Martin Keller-Ressel Semi-static variance-optimal hedging in
stochastic volatility models with
Fourier representation . . . . . . . . . 787--809
János Flesch and
Dries Vermeulen and
Anna Zseleva On the equivalence of mixed and behavior
strategies in finitely additive decision
problems . . . . . . . . . . . . . . . . 810--829
Jose Blanchet and
Yang Kang and
Karthyek Murthy Robust Wasserstein profile inference and
applications to machine learning . . . . 830--857
Michael Falk and
Simone A. Padoan and
Florian Wisheckel Conditional tail independence in
Archimedean copula models . . . . . . . 858--869
Van Hao Can and
Manh Hong Duong and
Viet Viet Hung Pham Persistence probability of a random
polynomial arising from evolutionary
game theory . . . . . . . . . . . . . . 870--890
Sergey Bocharov and
Li Wang Branching Brownian motion with spatially
homogeneous and point-catalytic
branching . . . . . . . . . . . . . . . 891--917
Tiantian Mao and
Bin Wang and
Ruodu Wang Sums of standard uniform random
variables . . . . . . . . . . . . . . . 918--936
Nil Kamal Hazra and
Maxim Finkelstein Comparing lifetimes of coherent systems
with dependent components operating in
random environments . . . . . . . . . . 937--957
Anonymous JPR volume 56 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous JPR volume 56 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b4
Weinan Qi and
Mahmoud Zarepour On resampling schemes for polytopes . . 959--980
Dorival Leão and
Alberto Ohashi and
Francesco Russo Discrete-type approximations for
non-Markovian optimal stopping problems:
Part I . . . . . . . . . . . . . . . . . 981--1005
Nikita Ratanov and
Antonio Di Crescenzo and
Barbara Martinucci Piecewise deterministic processes
following two alternating patterns . . . 1006--1019
Rolf Schneider Interaction of Poisson hyperplane
processes and convex bodies . . . . . . 1020--1032
Félix Belzunce and
Carolina Martínez-Riquelme Bounds for the hazard rate and the
reversed hazard rate of the convolution
of dependent random lifetimes . . . . . 1033--1043
Hansjörg Albrecher and
Mogens Bladt Inhomogeneous phase-type distributions
and heavy tails . . . . . . . . . . . . 1044--1064
Owen Dafydd Jones Runoff on rooted trees . . . . . . . . . 1065--1085
Ekaterina T. Kolkovska and
Ehyter M. Martín-González The distribution and asympotic behaviour
of the negative Wiener--Hopf factor for
Lévy processes with rational positive
jumps . . . . . . . . . . . . . . . . . 1086--1105
Nicolas Privault Moments of $k$-hop counts in the
random-connection model . . . . . . . . 1106--1121
D. Fekete and
J. Fontbona and
A. E. Kyprianou Skeletal stochastic differential
equations for continuous-state branching
processes . . . . . . . . . . . . . . . 1122--1150
Majid Asadi and
Nader Ebrahimi and
Ehsan S. Soofi The alpha-mixture of survival functions 1151--1167
FranÇois Portier and
Johan Segers Monte Carlo integration with a growing
number of control variates . . . . . . . 1168--1186
Pierre Lenthe and
Philip Weissmann Completely asymmetric stable processes
conditioned to avoid an interval . . . . 1187--1197
S. N. Ethier and
Jiyeon Lee How strong can the Parrondo effect be? 1198--1216
N. Soja-Kukie\la On maxima of stationary fields . . . . . 1217--1230
Clarence Simard Martingale decomposition of an $ L^2 $
space with nonlinear stochastic
integrals . . . . . . . . . . . . . . . 1231--1243
Pierre-Olivier Goffard and
Andrey Sarantsev Exponential convergence rate of ruin
probabilities for level-dependent
Lévy-driven risk processes . . . . . . . 1244--1268
Omer Angel and
Mark Holmes Letter to the Editor . . . . . . . . . . 1269--1270
Anonymous JPR volume 56 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous JPR volume 56 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Erik Ekström and
Marcus Olofsson and
Martin Vannestål A renewal theory approach to two-state
switching problems with infinite values 1--18
Antoine Jacquier and
Fangwei Shi Small-time moderate deviations for the
randomised Heston model . . . . . . . . 19--28
S. Grusea and
S. Mercier Improvements on the distribution of
maximal segmental scores in a Markovian
sequence . . . . . . . . . . . . . . . . 29--52
Michael Grabchak and
Mark Kelbert and
Quentin Paris On the occupancy problem for a
regime-switching model . . . . . . . . . 53--77
Michael Falk and
Amir Khorrami Chokami and
Simone A. Padoan Records for time-dependent stationary
Gaussian sequences . . . . . . . . . . . 78--96
Eric Foxall and
Nicolas Lanchier Generalized stacked contact process with
variable host fitness . . . . . . . . . 97--121
Tom Britton Directed preferential attachment models:
Limiting degree distributions and their
tails . . . . . . . . . . . . . . . . . 122--136
Maciej Wi\'sniewolski Integral functionals under the excursion
measure . . . . . . . . . . . . . . . . 137--155
Ebrahim Amini-Seresht and
Baha-Eldin Khaledi and
Subhash Kochar Some new results on stochastic
comparisons of coherent systems using
signatures . . . . . . . . . . . . . . . 156--173
Rimas Norvaisa and
Alfredas Rackauskas Uniform asymptotic normality of weighted
sums of short-memory linear processes 174--195
Götz Kersting A unifying approach to branching
processes in a varying environment . . . 196--220
Shiyu Song and
Yongjin Wang On first passage times of sticky
reflecting diffusion processes with
double exponential jumps . . . . . . . . 221--236
Elena Dyakonova and
Doudou Li and
Vladimir Vatutin and
Mei Zhang Branching processes in a random
environment with immigration stopped at
zero . . . . . . . . . . . . . . . . . . 237--249
Congzao Dong and
Alexander Iksanov Weak convergence of random processes
with immigration at random times . . . . 250--265
Zhongwei Liao and
Jinghai Shao Long-time behavior of Lévy-driven
Ornstein--Uhlenbeck processes with
regime switching . . . . . . . . . . . . 266--279
Alexander Iksanov and
Bohdan Rashytov A functional limit theorem for general
shot noise processes . . . . . . . . . . 280--294
Yuelin Liu and
Vladas Sidoravicius and
Longmin Wang and
Kainan Xiang An invariance principle and a large
deviation principle for the biased
random walk on $ \mathbb {Z}^d $ . . . . 295--313
Michael Falk and
Simone A. Padoan and
Stefano Rizzelli Strong convergence of multivariate
maxima . . . . . . . . . . . . . . . . . 314--331
Hosam Mahmoud A model for the spreading of fake news 332--342
G. Reinert and
C. Yang A bound on the rate of convergence in
the central limit theorem for renewal
processes under second moment conditions 343--360
S. Pitzen and
M. Burkschat Representations of component importance
for coherent systems with exchangeable
components . . . . . . . . . . . . . . . 385--406
Daniel Ahlberg Tertiles and the time constant . . . . . 407--408
Tuan-Minh Nguyen and
Stanislav Volkov On a class of random walks in simplexes 409--428
Jorge Navarro and
Juan Fernández-Sánchez On the extension of signature-based
representations for coherent systems
with dependent non-exchangeable
components . . . . . . . . . . . . . . . 429--440
Ella Hiesmayr and
Ümit Islak Asymptotic results on Hoppe trees and
their variations . . . . . . . . . . . . 441--457
Ariel Jaffe and
Yuval Kluger and
George C. Linderman and
Gal Mishne and
Stefan Steinerberger Randomized near-neighbor graphs, giant
components and applications in data
science . . . . . . . . . . . . . . . . 458--476
Yuri Bakhtin and
Zsolt Pajor-Gyulai Tails of exit times from unstable
equilibria on the line . . . . . . . . . 477--496
Bertrand Cloez and
Beno\^\ite de Saporta and
Maud Joubaud Optimal stopping for measure-valued
piecewise deterministic Markov processes 497--512
Hansjörg Albrecher and
Bohan Chen and
Eleni Vatamidou and
Bert Zwart Finite-time ruin probabilities under
large-claim reinsurance treaties for
heavy-tailed claim sizes . . . . . . . . 513--530
Mitja Stadje Two results on dynamic extensions of
deviation measures . . . . . . . . . . . 531--540
Christophette Blanchet-Scalliet and
Diana Dorobantu and
Laura Gay Joint law of an Ornstein--Uhlenbeck
process and its supremum . . . . . . . . 541--558
Alexisz Tamás Gaál Long-range orientational order of random
near-lattice hard sphere and hard disk
processes . . . . . . . . . . . . . . . 559--577
Xin Liu and
Lei Ying Steady-state analysis of load-balancing
algorithms in the sub-Halfin--Whitt
regime . . . . . . . . . . . . . . . . . 578--596
Krzysztof D\kebicki and
Enkelejd Hashorva and
Zbigniew Michna Simultaneous ruin probability for
two-dimensional Brownian risk model . . 597--612
Dang H. Nguyen and
Nhu N. Nguyen and
George Yin Analysis of a spatially inhomogeneous
stochastic partial differential equation
epidemic model . . . . . . . . . . . . . 613--636
Martin Wendler and
Wei Biao Wu Central limit theorems for nearly long
range dependent subordinated linear
processes . . . . . . . . . . . . . . . 637--656
Onno Boxma and
Andreas Löpker and
Michel Mandjes On two classes of reflected
autoregressive processes . . . . . . . . 657--678
Daniela Flimmel and
Zbynek Pawlas and
J. E. Yukich Limit theory for unbiased and consistent
estimators of statistics of random
tessellations . . . . . . . . . . . . . 679--702
Anonymous JPR volume 57 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous JPR volume 57 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Andrea Ottolini Oscillations for order statistics of
some discrete processes . . . . . . . . 703--719
Serik Sagitov Perron--Frobenius theory for kernels and
Crump--Mode--Jagers processes with
macro-individuals . . . . . . . . . . . 720--733
Claude Lef\`evre and
Philippe Picard and
Sergey Utev On branching models with alarm
triggerings . . . . . . . . . . . . . . 734--759
Claudia Klüppelberg and
Miriam Isabel Seifert Explicit results on conditional
distributions of generalized exponential
mixtures . . . . . . . . . . . . . . . . 760--774
David Dereudre and
Thibaut Vasseur Existence of Gibbs point processes with
stable infinite range interaction . . . 775--791
David F. Anderson and
Daniele Cappelletti and
Jinsu Kim Stochastically modeled weakly reversible
reaction networks with a single linkage
class . . . . . . . . . . . . . . . . . 792--810
Peter Braunsteins and
Sophie Hautphenne The probabilities of extinction in a
branching random walk on a strip . . . . 811--831
Lu Li and
Qinyu Wu and
Tiantian Mao Stochastic comparisons of largest-order
statistics for proportional reversed
hazard rate model and applications . . . 832--852
Antar Bandyopadhyay and
Svante Janson and
Debleena Thacker Strong convergence of infinite color
balanced urns under uniform ergodicity 853--865
Y. X. Mu and
Y. Zhang On some threshold-one attractive
interacting particle systems on
homogeneous trees . . . . . . . . . . . 866--898
Mahdi Tavangar On the behavior of the failure rate and
reversed failure rate in engineering
systems . . . . . . . . . . . . . . . . 899--910
Merritt R. Lyon and
Hosam M. Mahmoud Trees grown under young-age preferential
attachment . . . . . . . . . . . . . . . 911--927
Viktor Benes and
Christoph Hofer-Temmel and
Günter Last and
Jakub Vecera Decorrelation of a class of Gibbs
particle processes and asymptotic
properties of $U$-statistics . . . . . . 928--955
Thomas Mountford and
Jacques Saliba Flooding and diameter in general
weighted random graphs . . . . . . . . . 956--980
David Hobson and
Matthew Zeng Randomised rules for stopping problems 981--1004
Qingwei Liu and
Aihua Xia On moderate deviations in Poisson
approximation . . . . . . . . . . . . . 1005--1027
Anonymous JPR volume 57 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous JPR volume 57 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Svante Janson Rate of convergence for traditional Pólya
urns . . . . . . . . . . . . . . . . . . 1029--1044
Matija Vidmar A temporal factorization at the maximum
for certain positive self-similar Markov
processes . . . . . . . . . . . . . . . 1045--1069
Dohyun Ahn and
Kyoung-Kuk Kim and
Younghoon Kim Small-Time smile for the multifactor
volatility Heston model . . . . . . . . 1070--1087
Edward Hoyle and
Levent Ali Menguturk Generalised Liouville processes and
their properties . . . . . . . . . . . . 1088--1110
Dorottya Fekete and
Joaquin Fontbona and
Andreas E. Kyprianou Skeletal stochastic differential
equations for superprocesses . . . . . . 1111--1134
Maher Boudabra and
Greg Markowsky Maximizing the $p$-th moment of the exit
time of planar Brownian motion from a
given domain . . . . . . . . . . . . . . 1135--1149
Hyunju Lee On a new stochastic model for cascading
failures . . . . . . . . . . . . . . . . 1150--1161
Adrian Gonzalez Casanova and
Charline Smadi On $ \Lambda $--Fleming--Viot processes
with general frequency-dependent
selection . . . . . . . . . . . . . . . 1162--1197
Claire Launay and
Bruno Galerne and
Agn\`es Desolneux Exact sampling of determinantal point
processes without eigendecomposition . . 1198--1221
Offer Kella and
Onno Boxma Synchronized Lévy queues . . . . . . . . 1222--1233
Shuyang Bai Representations of Hermite processes
using local time of intersecting
stationary stable regenerative sets . . 1234--1251
David Cheek and
Seva Shneer The empirical mean position of a
branching Lévy process . . . . . . . . . 1252--1259
Celeste R. Pavithra and
T. G. Deepak Multivariate finite-support phase-type
distributions . . . . . . . . . . . . . 1260--1275
Ricardo T. Fernholz and
Robert Fernholz Zipf's law for atlas models . . . . . . 1276--1297
Martin Dirrler and
Christopher Dörr and
Martin Schlather A generalization of Matérn hard-core
processes with applications to
max-stable processes . . . . . . . . . . 1298--1312
Yuanyuan Liu and
Wendi Li and
Xiuqin Li On geometric and algebraic transience
for block-structured Markov chains . . . 1313--1338
Idir Arab and
Milto Hadjikyriakou and
Paulo Eduardo Oliveira Non-Comparability with respect to the
convex transform order with applications 1339--1348
Anonymous JPR volume 57 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous JPR volume 57 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Harto Saarinen and
Jukka Lempa Ergodic control of diffusions with
random intervention times . . . . . . . 1--21
Fabian A. Harang and
Marc Lagunas-Merino and
Salvador Ortiz-Latorre Self-exciting multifractional processes 22--41
Mads Stehr and
Anders Rònn-Nielsen Tail asymptotics of an infinitely
divisible space-time model with
convolution equivalent Lévy measure . . . 42--67
Jean-Renaud Pycke On a generalization of the
Rényi--Srivastava characterization of the
Poisson law . . . . . . . . . . . . . . 68--82
Oren Mangoubi and
Natesh Pillai and
Aaron Smith Simple conditions for metastability of
continuous Markov chains . . . . . . . . 83--105
Joseba Dalmau and
Michele Salvi Scale-free percolation in continuous
space: quenched degree and clustering
coefficient . . . . . . . . . . . . . . 106--127
H. Leman and
J. C. Pardo Extinction and coming down from infinity
of continuous-state branching processes
with competition in a Lévy environment 128--139
Zeina Al Masry and
Sophie Mercier and
Ghislain Verdier Stochastic comparisons and ageing
properties of an extended gamma process 140--163
Benedikt Köpfer and
Ludger Rüschendorf The martingale comparison method for
Markov processes . . . . . . . . . . . . 164--176
Servet Martínez Entropy of killed-resurrected stationary
Markov chains . . . . . . . . . . . . . 177--196
Jörn Sass and
Dorothee Westphal and
Ralf Wunderlich Diffusion approximations for randomly
arriving expert opinions in a financial
market with Gaussian drift . . . . . . . 197--216
Denis Denisov and
Elena Perfilev and
Vitali Wachtel Tail asymptotics for the area under the
excursion of a random walk with
heavy-tailed increments . . . . . . . . 217--237
Yong-Hua Mao and
Tao Wang Lyapunov-type conditions for non-strong
ergodicity of Markov processes . . . . . 238--253
Andreas E. Kyprianou and
Juan Carlos Pardo and
Matija Vidmar Double hypergeometric Lévy processes and
self-similarity . . . . . . . . . . . . 254--273
Konstantin Borovkov Gaussian process approximations for
multicolor Pólya urn models . . . . . . . 274--286
Anonymous JPR volume 58 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous JPR volume 58 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Ruhul Ali Khan and
Dhrubasish Bhattacharyya and
Murari Mitra On classes of life distributions based
on the mean time to failure function . . 289--313
Man-Wai Ho and
Lancelot F. James and
John W. Lau Gibbs partitions, Riemann--Liouville
fractional operators, Mittag-Leffler
functions, and fragmentations derived
from stable subordinators . . . . . . . 314--334
Mackenzie Simper Random additions in urns of integers . . 335--346
Yan Qu and
Angelos Dassios and
Hongbiao Zhao Exact simulation of Ornstein--Uhlenbeck
tempered stable processes . . . . . . . 347--371
H. M. Jansen Weak convergence of stochastic integrals
with respect to the state occupation
measure of a Markov chain . . . . . . . 372--393
Yves Mocquard and
Frédérique Robin and
Bruno Séricola and
Emmanuelle Anceaume Stochastic analysis of average-based
distributed algorithms . . . . . . . . . 394--410
Krzysztof Bisewski and
Krzysztof Debicki and
Michel Mandjes Bounds for expected supremum of
fractional Brownian motion with drift 411--427
Thirupathaiah Vasantam and
Ravi R. Mazumdar Sensitivity of mean-field fluctuations
in Erlang loss models with randomized
routing . . . . . . . . . . . . . . . . 428--448
Pascal Moyal and
Ana Busi\'c and
Jean Mairesse A product form for the general
stochastic matching model . . . . . . . 449--468
Jesper Mòller and
Eliza O'Reilly Couplings for determinantal point
processes and their reduced Palm
distributions with a view to quantifying
repulsiveness . . . . . . . . . . . . . 469--483
Kerry Fendick and
Ward Whitt Queues with path-dependent arrival
processes . . . . . . . . . . . . . . . 484--504
Zhenzhong Zhang and
Jinying Tong and
Qingting Meng and
You Liang Population dynamics driven by truncated
stable processes with Markovian
switching . . . . . . . . . . . . . . . 505--522
Xin Guo and
Yonghui Huang Risk-sensitive average continuous-time
Markov decision processes with unbounded
transition and cost rates . . . . . . . 523--550
Chuancun Yin Stochastic orderings of multivariate
elliptical distributions . . . . . . . . 551--568
Anonymous JPR volume 58 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous JPR volume 58 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Rafal Kulik and
Evgeny Spodarev Long range dependence of heavy-tailed
random functions . . . . . . . . . . . . 569--593
Mika Meitz and
Pentti Saikkonen Subgeometric ergodicity and $ \beta
$-mixing . . . . . . . . . . . . . . . . 594--608
Marcello Galeotti and
Giovanni Rabitti On the comparison of Shapley values for
variance and standard deviation games 609--620
Serkan Eryilmaz and
Fatih Tank Computing minimal signature of coherent
systems through matrix-geometric
distributions . . . . . . . . . . . . . 621--636
Eric Foxall Extinction time of the logistic process 637--676
Gaoran Yu and
John C. Wierman An upper bound for the bond percolation
threshold of the cubic lattice by a
growth process approach . . . . . . . . 677--692
Hui Jiang and
Qingshan Yang Asymptotic behavior of the weak
approximation to a class of Gaussian
processes . . . . . . . . . . . . . . . 693--707
Shoou-Ren Hsiau and
May-Ru Chen and
Yi-Ching Yao Stochastic ordering for birth--death
processes with killing . . . . . . . . . 708--720
Guusje Delsing and
Michel Mandjes A transient Cramér--Lundberg model with
applications to credit risk . . . . . . 721--745
François Baccelli and
Sriram Vishwanath and
Jae Oh Woo On the steady state of continuous-time
stochastic opinion dynamics with
power-law confidence . . . . . . . . . . 746--772
Jaakko Lehtomaa Estimating tails of independently
stopped random walks using concave
approximations of hazard functions . . . 773--793
Ebrahim Amini-Seresht and
Narayanaswamy Balakrishnan Stochastic properties of generalized
finite mixture models with dependent
components . . . . . . . . . . . . . . . 794--804
Allan Gut and
Ulrich Stadtmüller Variations of the elephant random walk 805--829
Miguel González and
Manuel Molina and
Ines del Puerto and
Nikolay M. Yanev and
George P. Yanev Controlled branching processes with
continuous time . . . . . . . . . . . . 830--848
Stefan Gerhold and
Antoine Jacquier and
Mikko Pakkanen and
Henry Stone and
Thomas Wagenhofer Pathwise large deviations for the rough
Bergomi model: Corrigendum . . . . . . . 849--850
Anonymous JPR volume 58 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous JPR volume 58 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Xiao Fang and
Han L. Gan and
Susan Holmes and
Haiyan Huang and
Erol Peköz and
Adrian Röllin and
Wenpin Tang Arcsine laws for random walks generated
from random permutations with
applications to genomics . . . . . . . . 851--867
Boris Buchmann and
Kevin W. Lu Necessity of weak subordination for some
strongly subordinated Lévy processes . . 868--879
Qi-Ming He Bounds on the mean and squared
coefficient of variation of phase-type
distributions . . . . . . . . . . . . . 880--889
Caio Alves and
Rodrigo Ribeiro and
Rémy Sanchis Clustering in preferential attachment
random graphs with edge-step . . . . . . 890--908
Gergely Ódor and
Patrick Thiran Sequential metric dimension for random
graphs . . . . . . . . . . . . . . . . . 909--951
François Baccelli and
Sanket S. Kalamkar On point processes defined by angular
conditions on Delaunay neighbors in the
Poisson--Voronoi Tessellation . . . . . 952--965
Judith Schilling and
Norbert Henze Two Poisson limit theorems for the
coupon collector's problem with group
drawings . . . . . . . . . . . . . . . . 966--977
Martin Möhle A restaurant process with cocktail bar
and relations to the three-parameter
Mittag-Leffler distribution . . . . . . 978--1006
Landy Rabehasaina and
Jae-Kyung Woo Multitype branching process with
non-homogeneous Poisson and contagious
Poisson immigration . . . . . . . . . . 1007--1042
Laurent Miclo and
Stéphane Villeneuve On the forward algorithm for stopping
problems on continuous-time Markov
chains . . . . . . . . . . . . . . . . . 1043--1063
Yiying Zhang On transform orders for largest claim
amounts . . . . . . . . . . . . . . . . 1064--1085
Larbi Alili and
David Woodford On the finiteness and tails of
perpetuities under a Lamperti--Kiu MAP 1086--1113
Martin Singull and
Denise Uwamariya and
Xiangfeng Yang Large-deviation asymptotics of condition
numbers of random matrices . . . . . . . 1114--1130
Florin Avram and
Bin Li and
Shu Li General drawdown of general tax model in
a time-homogeneous Markov framework . . 1131--1151
Rongfang Yan and
Jiandong Zhang and
Yiying Zhang Optimal allocation of relevations in
coherent systems . . . . . . . . . . . . 1152--1169
Anonymous JPR volume 58 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous JPR volume 58 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Giang T. Nguyen and
Oscar Peralta Rate of strong convergence to
Markov-modulated Brownian motion . . . . 1--16
Xiaoqing Liang and
Virginia R. Young Discounted probability of exponential
Parisian ruin: Diffusion approximation 17--37
François Baccelli and
Michel Davydov and
Thibaud Taillefumier Replica-mean-field limits of
fragmentation-interaction-aggregation
processes . . . . . . . . . . . . . . . 38--59
Benjamin Hollering and
Seth Sullivant Exchangeable and sampling-consistent
distributions on rooted binary trees . . 60--80
Lanpeng Ji and
Xiaofan Peng Extrema of multi-dimensional Gaussian
processes over random intervals . . . . 81--104
Young Lee and
Patrick J. Laub and
Thomas Taimre and
Hongbiao Zhao and
Jiancang Zhuang Exact simulation of extrinsic
stress-release processes . . . . . . . . 105--117
Simon Tavaré A note on the Screaming Toes game . . . 118--130
Jacob Richey and
Amites Sarkar Intersections of random sets . . . . . . 131--151
David Aristoff An ergodic theorem for the weighted
ensemble method . . . . . . . . . . . . 152--166
Khwanchai Kunwai On Foster--Lyapunov criteria for
exponential ergodicity of
regime-switching jump diffusion
processes with countable regimes . . . . 167--186
Krzysztof Debicki and
Enkelejd Hashorva and
Zbigniew Michna On the continuity of Pickands constants 187--201
Tiantian Mao and
Qinyu Wu and
Taizhong Hu Further properties of fractional
stochastic dominance . . . . . . . . . . 202--223
Hua-Ming Wang and
Huizi Yao Two-type linear-fractional branching
processes in varying environments with
asymptotically constant mean matrices 224--255
Matthew I. Roberts Cover time for branching random walks on
regular trees . . . . . . . . . . . . . 256--277
Joshua Sparks and
Srinivasan Balaji and
Hosam Mahmoud The containment profile of
hyper-recursive trees . . . . . . . . . 278--296
Anonymous Applied Probability Trust prizes 2021 297
Anonymous JPR volume 59 issue 1 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous JPR volume 59 issue 1 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Hüseyin Acan and
Alan Frieze and
Boris Pittel Giant descendant trees, matchings, and
independent sets in age-biased
attachment graphs . . . . . . . . . . . 299--324
Ramesh C. Gupta and
S. N. U. A. Kirmani Log-concavity and other concepts of
bivariate increasing failure rate
distributions . . . . . . . . . . . . . 325--337
Erhan Bayraktar and
Erik Ekström and
Jia Guo Disorder detection with costly
observations . . . . . . . . . . . . . . 338--349
Georgios Psarrakos How a probabilistic analogue of the mean
value theorem yields stein-type
covariance identities . . . . . . . . . 350--365
Quang Huy Nguyen and
Christian Y. Robert Efficient conditional Monte Carlo
simulations for the exponential
integrals of Gaussian random fields . . 366--383
David F. Anderson and
Tung D. Nguyen Prevalence of deficiency-zero reaction
networks in an Erd\Hos--Rényi framework 384--398
Thierry Klein and
Agn\`es Lagnoux and
Pierre Petit Large-deviation results for triangular
arrays of semiexponential random
variables . . . . . . . . . . . . . . . 399--420
Vladyslav Bohun and
Alexander Iksanov and
Alexander Marynych and
Bohdan Rashytov Renewal theory for iterated perturbed
random walks on a general branching
process tree: intermediate generations 421--446
Jianhai Bao and
Xing Huang and
Shao-Qin Zhang Convergence rate of the EM algorithm for
SDEs with low regular drifts . . . . . . 447--470
Shuxiong Zhang On large-deviation probabilities for the
empirical distribution of branching
random walks with heavy tails . . . . . 471--494
Sam Spiro An averaging process on hypergraphs . . 495--504
Marc Peigné and
Tat Dat Tran On the asymptotic behavior of the
Diaconis-Freedman chain in a
multi-dimensional simplex . . . . . . . 505--526
Leonie Violetta Brinker and
Hanspeter Schmidli Optimal discounted drawdowns in a
diffusion approximation under
proportional reinsurance . . . . . . . . 527--540
Pierre Houdebert and
Alexander Zass An explicit Dobrushin uniqueness region
for Gibbs point processes with repulsive
interactions . . . . . . . . . . . . . . 541--555
Yuri Kabanov and
Nikita Pukhlyakov Ruin probabilities with investments:
smoothness, inegro-differential and
ordinary differential equations,
asymptotic behavior . . . . . . . . . . 556--570
Sören Christensen and
Simon Fischer On the $ S_n / n $ problem . . . . . . . 571--583
Victor De La Pena and
Paul Doukhan and
Yahia Salhi A Dynamic Taylor's law . . . . . . . . . 584--607
Anonymous JPR volume 59 issue 2 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous JPR volume 59 issue 2 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Alessandra Cipriani and
Andrea Fontanari Dynamical fitness models: evidence of
universality classes for preferential
attachment graphs . . . . . . . . . . . 609--630
Adrián González Casanova and
Lizbeth Peñaloza and
Arno Siri-Jégousse The shape of a seed bank tree . . . . . 631--651
Daniela Hurtado-Lange and
Sushil Mahavir Varma and
Siva Theja Maguluri Logarithmic heavy traffic error bounds
in generalized switch and load balancing
systems . . . . . . . . . . . . . . . . 652--669
Lina Ji and
Zenghu Li Construction of age-structured branching
processes by stochastic equations . . . 670--684
Anastas Baci and
Zakhar Kabluchko and
Joscha Prochno and
Mathias Sonnleitner and
Christoph Thäle Limit theorems for random points in a
simplex . . . . . . . . . . . . . . . . 685--701
Mark Holmes and
Daniel Kious Coexistence of lazy frogs on $ \mathbb
{Z} $ . . . . . . . . . . . . . . . . . 702--713
Pavel V. Gapeev and
Hessah Al Motairi Discounted optimal stopping problems in
first-passage time models with random
thresholds . . . . . . . . . . . . . . . 714--733
Georg Braun On supercritical branching processes
with emigration . . . . . . . . . . . . 734--754
Valentas Kurauskas On local weak limit and subgraph counts
for sparse random graphs . . . . . . . . 755--776
Gareth O. Roberts and
Jeffrey S. Rosenthal and
Nicholas G. Tawn Skew Brownian motion and complexity of
the ALPS algorithm . . . . . . . . . . . 777--796
Raul Gouet and
Pawe\l Hitczenko and
Jacek Weso\lowski Asymptotics of the overflow in urn
models . . . . . . . . . . . . . . . . . 797--824
Yakov Nikitin and
Ekaterina Simarova Generalized limit theorems for $U$-max
statistics . . . . . . . . . . . . . . . 825--848
Masashi Tomita and
Koichiro Takaoka and
Motokazu Ishizaka On the ruin probability of a generalized
Cramér--Lundberg model driven by mixed
Poisson processes . . . . . . . . . . . 849--859
Samuel Boardman and
Daniel Rudolf and
Laurent Saloff-Coste The hit-and-run version of top-to-random 860--879
Nicolas Chenavier and
Norbert Henze and
Moritz Otto Limit laws for large $k$-th-nearest
neighbor balls . . . . . . . . . . . . . 880--894
Giorgos Vasdekis and
Gareth O. Roberts A note on the polynomial ergodicity of
the one-dimensional Zig-Zag process . . 895--903
Lina Ji and
Huili Liu and
Jie Xiong Mutually interacting superprocesses with
migration . . . . . . . . . . . . . . . 904--929
Anonymous JPR volume 59 issue 3 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous JPR volume 59 issue 3 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Horia D. Cornean and
Ira W. Herbst and
Jesper Mòller and
Kasper S. Sòrensen and
Benjamin B. Stòttrup Characterization of random variables
with stationary digits . . . . . . . . . 931--947
Michael Andreas Klatt and
Günter Last On strongly rigid hyperfluctuating
random measures . . . . . . . . . . . . 948--961
Patrick Cattiaux and
Jens Fischer and
Sylvie Roelly and
Samuel Sindayigaya Random population dynamics under
catastrophic events . . . . . . . . . . 962--982
Guoman He and
Hanjun Zhang Exponential convergence to a
quasi-stationary distribution for
birth-death processes with an entrance
boundary at infinity . . . . . . . . . . 983--991
Maximilien Germain and
Huyên Pham and
Xavier Warin Rate of convergence for particle
approximation of PDEs in Wasserstein
space . . . . . . . . . . . . . . . . . 992--1008
Jean Bertoin and
Hairuo Yang Scaling limits of branching random walks
and branching-stable processes . . . . . 1009--1025
Tarik Faouzi and
Emilio Porcu and
Igor Kondrashuk and
Anatoliy Malyarenko A deep look into the Dagum family of
isotropic covariance functions . . . . . 1026--1041
Alice Contat Surprising identities for the greedy
independent set on Cayley trees . . . . 1042--1058
Robert E. Gaunt Bounds for the chi-square approximation
of the power divergence family of
statistics . . . . . . . . . . . . . . . 1059--1080
Pierluigi Cesana and
Ben M. Hambly A probabilistic model for interfaces in
a martensitic phase transition . . . . . 1081--1105
Kosuke Yamato A unifying approach to non-minimal
quasi-stationary distributions for
one-dimensional diffusions . . . . . . . 1106--1128
Benny Van Houdt Simple analytical solutions for the $
M^b / E_k / 1 / m $, $ E_k / M^b / 1 / m
$, and related queues . . . . . . . . . 1129--1143
Maryam Kelkinnama and
Majid Asadi Optimal redundancy allocation in
coherent systems with heterogeneous
dependent components . . . . . . . . . . 1144--1177
Julie Delon and
Agnes Desolneux and
Antoine Salmona Gromov--Wasserstein distances between
Gaussian distributions . . . . . . . . . 1178--1198
Jorge Littin Curinao Asymptotic behavior and quasi-limiting
distributions on time-fractional birth
and death processes . . . . . . . . . . 1199--1227
Umberto De Ambroggio An elementary approach to component
sizes in critical random graphs . . . . 1228--1242
Mackenzie Simper and
Julia A. Palacios An adjacent-swap Markov chain on
coalescent trees . . . . . . . . . . . . 1243--1260
Mariana Olvera-Cravioto Strong couplings for static locally
tree-like random graphs . . . . . . . . 1261--1285
Anonymous JPR volume 59 issue 4 Cover and Front
matter . . . . . . . . . . . . . . . . . f1--f2
Anonymous JPR volume 59 issue 4 Cover and Back
matter . . . . . . . . . . . . . . . . . b1--b2
Oscar Peralta A Markov jump process associated with
the matrix-exponential distribution . . 1--13
Kayla Javier and
Brian Fralix On the study of the running maximum and
minimum level of level-dependent
quasi-birth-death processes and related
models . . . . . . . . . . . . . . . . . 14--29
Berenice Anne Neumann Nonlinear Markov chains with finite
state space: invariant distributions and
long-term behaviour . . . . . . . . . . 30--44
Alexander Iksanov and
Bohdan Rashytov and
Igor Samoilenko Renewal theory for iterated perturbed
random walks on a general branching
process tree: Early generations . . . . 45--67
Offer Kella and
Michel Mandjes From reflected Lévy processes to
stochastically monotone Markov processes
via generalized inverses and
supermodularity . . . . . . . . . . . . 68--84
Remco van der Hofstad and
Stella Kapodistria and
Zbigniew Palmowski and
Seva Shneer Unified approach for solving exit
problems for additive-increase and
multiplicative-decrease processes . . . 85--105
Onno Boxma and
David Perry and
Wolfgang Stadje Stationary analysis of an $ (R, Q) $
inventory model with normal and
emergency orders . . . . . . . . . . . . 106--126
Diego Hernández-Bustos and
Daniel Hernández-Hernández Portfolio management under drawdown
constraint in discrete-time financial
markets . . . . . . . . . . . . . . . . 127--147
N. N. Leonenko and
M. D. Ruiz-Medina Sojourn functionals for spatiotemporal
Gaussian random fields with long memory 148--165
Gursharn Kaur and
Neeraja Sahasrabudhe Interacting urns on a finite directed
graph . . . . . . . . . . . . . . . . . 166--188
André Goldman A note related to the CS decomposition
and the BK inequality for discrete
determinantal processes . . . . . . . . 189--203
John Armstrong and
Tim King Anomalous recurrence of Markov chains on
negatively curved manifolds . . . . . . 204--222
Federico Pianoforte and
Riccardo Turin Multivariate Poisson and Poisson process
approximations with applications to
Bernoulli sums an $U$-statistics . . . . 223--240
Mun-Chol Kim and
Hun O and
Ho-Jin Hwang Optimal stopping under $g$-Expectation
with $ L \exp (\mu \sqrt {2 \log (1 +
L)}) $-integrable reward process . . . . 241--252
David A. Levin and
Chandan Tankala Fast mixing of a randomized
shift-register Markov chain . . . . . . 253--266
Mikhail Lifshits and
Sergei Nikitin Large deviations of Poisson Telecom
processes . . . . . . . . . . . . . . . 267--283
Yilun Shang On connectivity and robustness of random
graphs with inhomogeneity . . . . . . . 284--294
Nannan Hao and
Markus Heydenreich Graph distances in scale-free
percolation: the logarithmic case . . . 295--313
Takashi Owada Limit theory for $U$-statistics under
geometric and topological constraints
with rare events . . . . . . . . . . . . 314--340
Leonardo Videla A transport process on graphs and its
limiting distributions . . . . . . . . . 341--357
Bojan Basrak and
Nikolina Milincevi\'c and
Petra Zugec On extremes of random clusters and
marked renewal cluster processes . . . . 367--381
Joachim Kerner and
Maximilian Pechmann Bose--Einstein condensation for
particles with repulsive short-range
pair interactions in a Poisson random
external potential in $ \mathbb {R}^d $ 382--393
Levent Ali Mengütürk Time-convergent random matrices from
mean-field pinned interacting
eigenvalues . . . . . . . . . . . . . . 394--417
Francis Comets and
Mikhail Menshikov and
Stanislav Volkov Generalizations of forest fires with
ignition at the origin . . . . . . . . . 418--434
Dirk-Philip Brandes and
Imma Valentina Curato and
Robert Stelzer Inheritance of strong mixing and weak
dependence under renewal sampling . . . 435--451
Anita Behme and
Philipp Lukas Strietzel On moments of downward passage times for
spectrally negative Lévy processes . . . 452--464
Jianhai Bao and
Jian Wang Exponential ergodicity for a class of
Markov processes with interactions . . . 465--478
Fabrizio Cinque Reflection principle for finite-velocity
random motions . . . . . . . . . . . . . 479--492
Alexander R. Watson A growth-fragmentation model connected
to the ricocheted stable process . . . . 493--503
Davit Martirosyan and
Victor Ohanyan On intersection probabilities of four
lines inside a planar convex domain . . 504--527
Young Lee and
Thorsten Rheinländer On the cumulant transforms for Hawkes
processes . . . . . . . . . . . . . . . 528--541
Simon Pojer and
Stefan Thonhauser Ruin probabilities in a Markovian
shot-noise environment . . . . . . . . . 542--556
Onno Boxma and
Michel Mandjes A decomposition for Lévy processes
inspected at Poisson moments . . . . . . 557--569
Basile de Loynes Local limit theorem for a Markov
additive process on $ \mathbb {Z}^d $
with a null recurrent internal Markov
chain . . . . . . . . . . . . . . . . . 570--588
Ercan Sönmez On mixed fractional stochastic
differential equations with
discontinuous drift coefficient . . . . 589--606
Serik Sagitov Critical branching as a pure death
process coming down from infinity . . . 607--628
Tatiana Brailovskaya and
Miklós Z. Rácz Tree trace reconstruction using
subtraces . . . . . . . . . . . . . . . 629--641
Balázs Gerencsér Analysis of a non-reversible Markov
chain speedup by a single edge . . . . . 642--660
Kristoffer Glover With or without replacement? Sampling
uncertainty in Shepp's urn scheme . . . 661--675
Bo Li and
Guodong Pang On the splitting and aggregating of
Hawkes processes . . . . . . . . . . . . 676--692
John C. Saunders The number of $K$-tons in the coupon
collector problem . . . . . . . . . . . 723--736
Anyue Chen and
Yong Chen and
Wu-Jun Gao and
Xiaohan Wu Sturm--Liouville theory and decay
parameter for quadratic Markov branching
processes . . . . . . . . . . . . . . . 737--764
Jana Reker Short-time behavior of solutions to
Lévy-driven stochastic differential
equations . . . . . . . . . . . . . . . 765--780
Torkel Erhardsson Reciprocal properties of random fields
on undirected graphs . . . . . . . . . . 781--796
Youzhou Zhou Transition density of an
infinite-dimensional diffusion with the
jack parameter . . . . . . . . . . . . . 797--811
Shukai Chen and
Zenghu Li Strong Feller and ergodic properties of
the $ (1 + 1)$-affine process . . . . . 812--834
Kiyoshi Inoue Exactly solvable urn models under random
replacement schemes and their
applications . . . . . . . . . . . . . . 835--854
Ian W. McKeague and
Yvik Swan Stein's method and approximating the
multidimensional quantum harmonic
oscillator . . . . . . . . . . . . . . . 855--873
Xiaoqing Liang and
Virginia R. Young Optimal proportional reinsurance to
maximize an insurer's exponential
utility under unobservable drift . . . . 874--894
Frank G Ball and
Damian Clancy Asymptotic persistence time formulae for
multitype birth-death processes . . . . 895--920
Lo\"\ic Hervé and
James Ledoux Robustness of iterated function systems
of Lipschitz maps . . . . . . . . . . . 921--944
Yaakov Malinovsky and
Yosef Rinott On tournaments and negative dependence 945--954
Kengo Kamatani and
Xiaolin Song Non-reversible guided Metropolis kernel 955--981
He Yi and
Narayanaswamy Balakrishnan and
Xiang Li On ordered system signature and its
dynamic version for coherent systems
with applications . . . . . . . . . . . 982--1002
Stella Kapodistria and
Mayank Saxena and
Onno J. Boxma and
Offer Kella Workload analysis of a two-queue fluid
polling model . . . . . . . . . . . . . 1003--1030
Sylvain Rubenthaler A central limit theorem for conservative
fragmentation chains . . . . . . . . . . 1031--1068
Xiaoyu Lei An efficient method for generating a
discrete uniform distribution using a
biased random source . . . . . . . . . . 1069--1078
Jean Bertoin A model for an epidemic with contact
tracing and cluster isolation, and a
detection paradox . . . . . . . . . . . 1079--1095
Neda Esmaeeli and
Farkhondeh Alsadat Sajadi On the probability of rumour survival
among sceptics . . . . . . . . . . . . . 1096--1111
L. C. G. Rogers The Bruss--Robertson--Steele inequality 1112--1114
Guus Berkelmans and
Sandjai Bhulai and
Rob van der Mei and
Joris Pries The Berkelmans--Pries dependency
function: a generic measure of
dependence between random variables . . 1115--1135
Fatemeh Asgari and
Mohammad Hossein Alamatsaz Costa's concavity inequality for
dependent variables based on the
multivariate Gaussian copula . . . . . . 1136--1156
Brian Chao and
Jason Schweinsberg A spatial mutation model with increasing
mutation rates . . . . . . . . . . . . . 1157--1180
Frank Den Hollander and
Maarten Markering Breaking of ensemble equivalence for
dense random graphs under a single
constraint . . . . . . . . . . . . . . . 1181--1200
Etienne Bellin Asymptotic behaviour of the first
positions of uniform parking functions 1201--1218
Christopher Dörr and
Martin Schlather Characterization theorems for pseudo
cross-variograms . . . . . . . . . . . . 1219--1231
Krzysztof Bisewski Lower bound for the expected supremum of
fractional Brownian motion using
coupling . . . . . . . . . . . . . . . . 1232--1248
Yaping Zhu A large deviation theorem for a
supercritical super-Brownian motion with
absorption . . . . . . . . . . . . . . . 1249--1274
Denise Uwamariya and
Xiangfeng Yang Large deviations of extremal eigenvalues
of sample covariance matrices . . . . . 1275--1280
Xiequan Fan and
Qi-Man Shao Self-normalized Cramér moderate
deviations for a supercritical
Galton--Watson process . . . . . . . . . 1281--1292
Matthieu Simon SIR epidemics driven by Feller processes 1293--1316
Yunus Emre Demirci and
Ümit Islak and
Alperen Özdemir Mixing time bounds for edge flipping on
regular graphs . . . . . . . . . . . . . 1317--1332
Abdolsaeed Toomaj and
Majid Hashempour and
Narayanaswamy Balakrishnan Extropy: Characterizations and dynamic
versions . . . . . . . . . . . . . . . . 1333--1351
Carina Betken and
Christoph Thäle Approaching the coupon collector's
problem with group drawings via Stein's
method . . . . . . . . . . . . . . . . . 1352--1366
Cristian F. Coletti and
Lucas R. de Lima and
Alexander Hinsen and
Benedikt Jahnel and
Daniel Valesin Limiting shape for first-passage
percolation models on random geometric
graphs . . . . . . . . . . . . . . . . . 1367--1385
Vincent Liang and
Konstantin Borovkov On Markov chain approximations for
computing boundary crossing
probabilities of diffusion processes . . 1386--1415
Shigeo Shioda and
Dai Kato Distribution of consensus in a
broadcast-based consensus algorithm with
random initial opinions . . . . . . . . 1416--1438
Alexandre Génadot Averaging for slow-fast piecewise
deterministic Markov processes with an
attractive boundary . . . . . . . . . . 1439--1468
Tien Cuong Phi and
Eva Löcherbach and
Patricia Reynaud-Bouret Kalikow decomposition for counting
processes with stochastic intensity and
application to simulation algorithms . . 1469--1500
Baye Matar Kandji Exponential control of the trajectories
of iterated function systems with
application to semi-strong $ {\rm
GARCH}(P, Q) $ models . . . . . . . . . 1501--1515
Rishideep Roy A branching random walk in the presence
of a hard wall . . . . . . . . . . . . . 1--17
Stephen B. Connor and
Roberta Merli Optimal coupling of jumpy Brownian
motion on the circle . . . . . . . . . . 18--32
Austin Brown and
Galin L. Jones Exact convergence analysis for
Metropolis--Hastings independence
samplers in Wasserstein distances . . . 33--54
Mario Lefebvre A first-passage-place problem for
integrated diffusion processes . . . . . 55--67
Rugang Ma and
Xiaowen Zhou Explosion of continuous-state branching
processes with competition in a Lévy
environment . . . . . . . . . . . . . . 68--81
Naoki Kubota Differences between Lyapunov exponents
for the simple random walk in Bernoulli
potentials . . . . . . . . . . . . . . . 82--103
Chen Li and
Xiaohu Li On relevation redundancy to coherent
systems at component and system levels 104--120
Zengjing Chen and
Yiwei Lin and
Jichen Zhang A confirmation of a conjecture on
Feldman's two-armed bandit problem . . . 121--136
Maria Deijfen and
Remco van der Hofstad and
Matteo Sfragara The winner takes it all but one . . . . 137--152
Marcello Galeotti and
Giovanni Rabitti Tail variance allocation, Shapley value,
and the majorization problem . . . . . . 153--171
Jialin Li and
Ilya O. Ryzhov Moderate deviations inequalities for
Gaussian process regression . . . . . . 172--197
Mikhail Lifshits and
Gilles Mordant Extrema of a multinomial assignment
process . . . . . . . . . . . . . . . . 198--213
Nils Heerten and
Julia Krecklenberg and
Christoph Thäle The proportion of triangles in a class
of anisotropic Poisson line
tessellations . . . . . . . . . . . . . 214--229
Abhinav Natarajan and
Willem van den Boom and
Kristoforus Bryant Odang and
Maria de Iorio On a wider class of prior distributions
for graphical models . . . . . . . . . . 230--243
Oliver Johnson Information-theoretic convergence of
extreme values to the Gumbel
distribution . . . . . . . . . . . . . . 244--254
Gianmarco Bet and
Fabio Coppini and
Francesca Romana Nardi Weakly interacting oscillators on dense
random graphs . . . . . . . . . . . . . 255--278
Alexander Klump and
Martin Kolb An elementary approach to the inverse
first-passage-time problem for
soft-killed Brownian motion . . . . . . 279--300
Erik Ekström and
Ebba Mellquist Monotonicity of implied volatility for
perpetual put options . . . . . . . . . 301--310
Elie Cali and
Alexander Hinsen and
Benedikt Jahnel and
Jean-Philippe Wary Chase-escape in dynamic device-to-device
networks . . . . . . . . . . . . . . . . 311--339
Rolando Cavazos-Cadena and
Hugo Cruz-Suárez and
Raúl Montes-de-Oca Characterization of the optimal average
cost in Markov decision chains driven by
a risk-seeking controller . . . . . . . 340--367
David Blackwell Equivalent Comparisons of Experiments 265--272
Jean-Guy Dion Sur une caractérisation des vidanges
fortes. (French) [On a characterization
of strong drains] . . . . . . . . . . . 105--126
Anatole Joffe Remark on a Paper by S. Litvin . . . . . 219--220
D. Siegmund Corrected Diffusion Approximations in
Certain Random Walk Problems . . . . . . 701--719
Roy Mendelssohn Optimization problems associated with a
Leslie matrix . . . . . . . . . . . . . 339--349
R. Geske The valuation of compound options . . . 63--81