The diameter of KPKVB random graphs
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.23
Diffusion approximations for load balancing mechanisms in cloud storage systems
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.3
Fraud risk assessment within blockchain transactions
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.18
Accelerating parallel tempering: Quantile tempering algorithm (QuanTA)
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.35
The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.28
Exact simulation of the extrema of stable processes
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.39
Extended Laplace principle for empirical measures of a Markov chain
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.6
Complete expected improvement converges to an optimal budget allocation
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.9
Singular vector distribution of sample covariance matrices
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.10
Cluster Expansions for GIBBS Point Processes
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.46
Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.33
Extremes of multitype branching random walks: heaviest tail wins
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.20
On the total claim amount for marked Poisson cluster models
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.15
New perspectives on the Erlang-A queue
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.11
First passage problems for upwards skip-free random walks via the scale functions paradigm
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.17
Reliability analysis of k-out-of-n systems based on a grouping of components
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.22
Exact sampling for some multi-dimensional queueing models with renewal input
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.45
An Asymptotically Optimal Heuristic for General Non-Stationary Finite-Horizon Restless Multi-Armed Multi-Action Bandits
来源期刊:Advances in Applied ProbabilityDOI:10.2139/SSRN.2929107
Deviation bounds for the first passage time in the frog model
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.8
Moment bounds of PH distributions with infinite or finite support based on the steepest increase property
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.7
A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.19
Limit theorems for multivariate Brownian semistationary processes and feasible results
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.30
Efficient simulation of Lévy-driven point processes
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.44
Subgraphs in preferential attachment models
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.36
Insensitivity of the mean field limit of loss systems under SQ(d) routeing
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.41
An asymptotically optimal heuristic for general nonstationary finite-horizon restless multi-armed, multi-action bandits
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.29
On the support of extremal martingale measures with given marginals: the countable case
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.16
One-sided solutions for optimal stopping problems with logconcave reward functions
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.4
Transformed Lévy processes as state-dependent wear models
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.21
Scaling limits for a random boxes model
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.34
Who is the infector? General multi-type epidemics and real-time susceptibility processes
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.25
First displacement time of a tagged particle in a stochastic cluster in a simple exclusion process with random slow bonds
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.31
On the ergodicity of a class of level-dependent quasi-birth-and-death processes
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.43
The spread of fire on a random multigraph
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.2
The economic average cost Brownian control problem
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.12
Preferential attachment when stable
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.42
Two-player zero-sum stochastic differential games with random horizon
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.47
On a construction of multivariate distributions given some multidimensional marginals
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.14
Determination of Boolean models by densities of mixed volumes
来源期刊:Advances in Applied ProbabilityDOI:10.1017/apr.2019.5