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June 2025, Volume 27, Issue 2
- 1-14 Simpson’s Paradox for Kendall’s Rank Coefficient
by Pierre Zuyderhoff & Michel Denuit & Julien Trufin - 1-15 A Speed-based Estimator of Signal-to-Noise Ratios
by Yuang Song & Olympia Hadjiliadis - 1-15 Dynamics of a Stochastic Predator-Prey System in Presence of Competitor for Prey with Fear Effect and Hunting Cooperation
by Debasis Mukherjee - 1-17 An Extension of Interval Probabilities using Modal Interval Theory and its Application to Non-life Insurance
by Roman Adillon & Lambert Jorba & Maite Mármol - 1-18 A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson’s Equation
by Saied Mahdian & Peter W. Glynn & Yuanyuan Liu - 1-18 Expressions for Marginal Mean Excess and Marginal Expected Shortfall Measures under Bivariate Scale Mixture of Normal Distribution
by Roohollah Roozegar & Narayanaswamy Balakrishnan & Heydar Ali Mardani-Fard & Anthony F. Desmond & Ahad Jamalizadeh - 1-19 Competing Risks Modelling via Multistate System Methodology under a Generalized Family of Distributions
by Theodora Dimitrakopoulou & Alex Karagrigoriou & Andreas Makrides & Ilia Vonta - 1-20 The Uniform Poisson–Ailamujia INAR(1) Process with Random Coefficient
by M. R. Irshad & Muhammed Ahammed & R. Maya - 1-20 Sideward Contact Tracing in an Epidemic Model with Mixing Groups
by Dongni Zhang & Martina Favero - 1-21 Preservation of Transform Order Properties of Component Lifetimes by System Lifetimes
by Tomasz Rychlik & Magdalena Szymkowiak - 1-21 Estimation and Goodness-of-fit for the q-Weibull Distribution via the Mellin Transform
by Marília Oliveira & Josimar Vasconcelos & Frank Gomes-Silva & Abraão Nascimento - 1-21 State Re-union Maintainability for Semi-Markov Models in Manpower Planning
by Brecht Verbeken & Marie-Anne Guerry - 1-21 Cramér Moderate Deviations and Berry-Esseen Bounds for Mandelbrot’s Cascade in a Random Environment
by Yingqiu Li & Peihan Li & Yushao Wei - 1-22 Asymptotic Properties of the Estimators in Mildly Stable Unit Root Process
by Xiyao Zhang & Hui Jiang & Weilin Xiao & Weigang Wang - 1-22 Optimal Multivariate EWMA Chart for Detecting Common Change in Mean
by Yanhong Wu & Wei Biao Wu - 1-22 Cumulative Residual Entropy of Linear Consecutive $$k$$ k -out-of- $$n$$ n :G Systems and their Applications
by M. Kayid & N. Balakrishnan - 1-23 Self and Mutually Exciting Point Process Embedding Flexible Residuals and Intensity with Discretely Markovian Dynamics
by Kyungsub Lee - 1-23 Random Walk in the Complete Graph : Hitting and Cover Times
by François Castella & Bruno Sericola - 1-25 A Conditioned Kullback-Leibler Divergence Measure through Compensator Processes and its Relationship to Cumulative Residual Inaccuracy Measure with Applications
by Vanderlei da Costa Bueno & Narayanaswamy Balakrishnan - 1-28 Covering One Point Process with Another
by Frankie Higgs & Mathew D. Penrose & Xiaochuan Yang - 1-32 Entropies of the Poisson Distribution as Functions of Intensity: “Normal” and “Anomalous” Behavior
by Dmitri Finkelshtein & Anatoliy Malyarenko & Yuliya Mishura & Kostiantyn Ralchenko - 1-32 Generative-Discriminative Machine Learning Models for High-Frequency Financial Regime Classification
by Andreas Koukorinis & Gareth W. Peters & Guido Germano - 1-34 The Gerber-Shiu Penalty Function for a Two-sided Renewal Risk Process Perturbed by Diffusion
by Ekaterina Todorova Kolkovska & Sonny A. Medina Jimenez - 1-39 Simulation of Mckean-Vlasov Bsdes by Wiener Chaos Expansion
by Céline Acary-Robert & Philippe Briand & Abir Ghannoum & Céline Labart - 1-41 On the Topology of Higher-order Age-dependent Random Connection Models
by Christian Hirsch & Peter Juhasz - 1-43 Mean-Field Libor Market Model and Valuation of Long Term Guarantees
by Florian Gach & Simon Hochgerner & Eva Kienbacher & Gabriel Schachinger - 1-51 On Cold Standby Repairable Systems with a Random Change Point in Failure and/or Repair Times
by Stathis Chadjiconstantinidis & Apostolos Bozikas
March 2025, Volume 27, Issue 1
- 1-5 Diffusion Approximation of Loss Queueing Systems
by Nikolaos Limnios & Bei Wu - 1-7 Spatial Permutations Sampling Convergence Speed
by Nicolas Wicker - 1-12 Orthogonal Weighted Empirical Likelihood Test for ARCH-M Models with Double Functional Coefficients
by Peixin Zhao & Qian Jiang - 1-13 The Asymptotic Distribution of the Scaled Remainder for Pseudo Golden Ratio Expansions of a Continuous Random Variable
by Ira W. Herbst & Jesper Møller & Anne Marie Svane - 1-14 Global Offensive Alliances and Groupies in Heterogeneous Random Graphs
by Yilun Shang - 1-16 On Ordered Beta Distribution and the Generalized Incomplete Beta Function
by Mayad Al-Saidi & Alexey Kuznetsov & Mikhail Nediak - 1-16 On Geometric-type Approximations with Applications
by Fraser Daly & Claude Lefèvre - 1-16 Optimal Strategy and System Performance in a Feedback Queue with Customer-intensive Services and Boundedly Rational Customers
by Yang Song & Xinying Liu - 1-18 New Information-Based Replacement Policies for Heterogeneous Populations of ‘Aging’ and ‘Non-Aging’ Items
by Ji Hwan Cha & Maxim Finkelstein & Na Young Yoo - 1-18 Bootstrap of Reliability Indicators for Semi-Markov Processes
by Irene Votsi & Salim Bouzebda - 1-20 A New Family of Continuous Univariate Distributions
by Markos V. Koutras & Spiros D. Dafnis - 1-20 Actor-Critic Learning Algorithms for Mean-Field Control with Moment Neural Networks
by Huyên Pham & Xavier Warin - 1-20 On the Analysis of a Generalised Mean-Reverting Stochastic Model with Two Uncorrelated Brownian Motions
by Emmanuel Coffie - 1-22 Modelling the Behavior of Human Crowds as Coupled Active-passive Dynamics of Interacting Particle Systems
by Thoa Thieu & Roderick Melnik - 1-23 The Aggregate Discounted Claims Process Under Multiple and Terminable Arrivals Renewal Processes
by Zhehao Zhang - 1-25 Quickest Change-point Detection Problems for Multidimensional Wiener Processes
by Pavel V. Gapeev & Yavor I. Stoev - 1-26 Social Interactions in Queueing Systems: Pricing Decision with Reference Time Effect
by Tao Jiang & Zitong Zhang & Xudong Chai - 1-26 Randomized Repeated Significance Tests Based on Scan Statistics for Discrete Data
by Yong Qiao & Joseph Glaz - 1-29 Extremes of Nonstationary Harmonizable Processes
by M. Grigoriu - 1-32 On a Balking M/G/1 Queue with General Differentiated Vacations
by Abdoun Sylia & Taleb Samira - 1-37 Optimal Monotone Mean-Variance Problem in a Catastrophe Insurance Model
by Bohan Li & Junyi Guo & Xiaoqing Liang - 1-47 Matrix-analytic Methods for the Evolution of Species Trees, Gene Trees, and Their Reconciliation
by Albert Ch. Soewongsono & Jiahao Diao & Tristan Stark & Amanda E. Wilson & David A. Liberles & Barbara R. Holland & Małgorzata M. O’Reilly
December 2024, Volume 26, Issue 4
- 1-17 Generalized Fractional Risk Process
by Ritik Soni & Ashok Kumar Pathak - 1-17 WNBUE Class and its Applications to Signature-Based Bounds for Reliability of Coherent Systems
by Abdolsaeed Toomaj & Narayanaswamy Balakrishnan - 1-17 Applying Affine Urn Models to the Global Profile of Hyperrecursive Trees
by Joshua Sparks - 1-17 A Bhattacharyya-type Conditional Error Bound for Quadratic Discriminant Analysis
by Ata Kabán & Efstratios Palias - 1-18 Bayes Estimator Under Neutrosophic Statistics: A Robust Approach for Handling Uncertainty and Imprecise Data
by Muhammad Aslam - 1-20 Pricing and Hedging Contingent Claims by Entropy Segmentation and Fenchel Duality
by José L. Vilar-Zanón & Barbara Rogo - 1-20 Pseudo-Spectral Galerkin Method Using Shifted Vieta-Fibonacci Polynomials for Stochastic Models: Existence, Stability, and Numerical Validation
by Reema Gupta & Snehashish Chakraverty - 1-21 Analysis of A Two-queue Discrete-time Model with Random Alternating Service Under High Occupancy in One Queue
by Arnaud Devos & Joris Walraevens & Herwig Bruneel - 1-21 A Stationary Proportional Hazard Class Process and its Applications
by Debasis Kundu - 1-21 Optimal Investment-reinsurance Strategies for an Insurer with Options Trading Under Model Ambiguity
by Tong Qian & Cuixia Chen & Weijun Yin & Bing Liu - 1-21 Blowup Probability, Blowup Time and Blowup Rate of Nonlinear Heat Equations with Potential Term Perturbed by a Multiplicative Gaussian Rough Noise
by José Alfredo López-Mimbela & Gerardo Pérez-Suárez - 1-22 A Queueing-Inventory System with Modified Delayed Vacation under Bernoulli Schedule
by Qingzhe Xu & Jianjun Li & Liwei Liu & Lixue Guo - 1-22 Conditional Mean Risk Sharing of Independent Discrete Losses in Large Pools
by Michel Denuit & Christian Y. Robert - 1-24 Discrete-Time Informal Queue with an Infinite Number of Groups for Resource Management of a Data Center
by Veena Goswami & G. B. Mund - 1-26 On the Longest Run and the Waiting Time for the First Run in a Continuous Time Multi-State Markov Chain
by Eutichia Vaggelatou - 1-26 Asymptotic Analysis of k-Hop Connectivity in the 1D Unit Disk Random Graph Model
by Nicolas Privault - 1-27 On the Tail Behavior for Randomly Weighted Sums of Dependent Random Variables with its Applications to Risk Measures
by Zhangting Chen & Dongya Cheng - 1-30 A Queueing Model with BMAP Arrivals and Heterogeneous Phase Type Group Services
by Srinivas R. Chakravarthy & Serife Ozkar - 1-30 Admission Control of Parallel Queues with Fork Types of Jobs
by Bing Lin & Rohit Bhatnagar & Yuchen Lin - 1-32 Analysis of Two-Way Communication in $$M_1^X, M_2/G_1,G_2/1$$ M 1 X , M 2 / G 1 , G 2 / 1 Retrial Queue Under the Constant Retrial Policy
by KM Rashmi & S. K. Samanta - 1-33 Stochastic Comparisons for Finite Mixtures from Location-scale Family of Distributions
by Raju Bhakta & Suchandan Kayal & Maxim Finkelstein - 1-33 Complete Analysis of $$M/G_{r}^{(a,b)}/1/N$$ M / G r ( a , b ) / 1 / N Queue with Second Optional Service
by Anuradha Banerjee & Priti Lata - 1-34 Robust Investment and Proportional Reinsurance Strategy with Delay and Jumps in a Stochastic Stackelberg Differential Game
by Qiang Zhang & Qianqian Cui
September 2024, Volume 26, Issue 3
- 1-7 A Note on the Distribution of the Extreme Degrees of a Random Graph via the Stein-Chen Method
by Yaakov Malinovsky - 1-10 A Unified Approach for Hitting Time of Jump Markov Type Processes
by Nikolaos Limnios & Bei Wu - 1-13 Approximating the Spectral Gap of the Pólya-Gamma Gibbs Sampler
by Bryant Davis & James P. Hobert - 1-15 Dynamics of a Stochastic Regime-Switching Four-Species Food Chain Model with Distributed Delays and Harvesting
by Sheng Wang & Lijuan Dong - 1-16 Ruin Probabilities as Recurrence Sequences in a Discrete-Time Risk Process
by Ernesto Cruz & Luis Rincón & David J. Santana - 1-16 Branching Random Walks on $$\mathbb {Z}$$ Z with One Particle Generation Center and Symmetrically Located Absorbing Sources
by Elena Filichkina & Elena Yarovaya - 1-16 Weak Ergodicity in G-NHMS
by P.-C.G. Vassiliou - 1-22 Asymptotic Behaviors of the VaR and CVaR Estimates for Widely Orthant Dependent Sequences
by Li Yongming & Li Naiyi & Luo Zhongde & Xing Guodong - 1-22 Strategy Analysis of Retrial Queue with Parallel Customer and Standby Server
by Xinlei Liu & Xiuli Xu & Mingxin Liu - 1-28 Asymptotic Finite-Time Ruin Probabilities for a Multidimensional Risk Model with Subexponential Claims
by Dawei Lu & Ting Li & Meng Yuan & Xinmei Shen - 1-33 Transient Analysis of a Modified Differentiated Vacation Queueing System for Energy-Saving in WiMAX
by A. Mohammed Shapique & R. Sudhesh & S. Dharmaraja - 1-34 Optimal Investment and Reinsurance to Maximize the Probability of Drawup Before Drawdown
by Yakun Liu & Jingchao Li & Jieming Zhou & Yingchun Deng - 1-36 Strong Convergence Properties for Weighted Sums of Extended Negatively Dependent Random Variables Under Sub-linear Expectations with Statistical Applications
by Liangxue Li & Xiaoqian Zheng & Haiwu Huang & Xuejun Wang - 1-48 Two-sided Bounds for some Quantities in the Delayed Renewal Process
by Stathis Chadjiconstantinidis
June 2024, Volume 26, Issue 2
- 1-22 Optimal Pricing Strategy in an Unreliable M/M/1 Retrial Queue with Delayed Repair and Breakdown Deterioration
by Fan Xu & Ruiling Tian & Qi Shao - 1-23 A Collocation Method for Nonlinear Stochastic Differential Equations Driven by Fractional Brownian Motion and its Application to Mathematical Finance
by P. K. Singh & S. Saha Ray - 1-23 A Cyclic Random Motion in $$\mathbb {R}^3$$ R 3 Driven by Geometric Counting Processes
by Antonella Iuliano & Gabriella Verasani - 1-25 Conditional Moment Matching and Stratified Approximation for Pricing and Hedging Periodic-Premium Variable Annuities
by Xiao Wei & Xingchi Gu - 1-26 The Valuation at Origination of Mortgages with Full Prepayment and Default Risks
by Congjin Zhou & Guojing Wang & Yinghui Dong & Pin Wang - 1-27 Analysis of Renewal Batch Arrival Queues with Multiple Vacations and Geometric Abandonment
by Veena Goswami & Gopinath Panda - 1-28 Performance and Optimization Analysis of a Queue with Delayed Uninterrupted Multiple Vacation and N-Policy
by Yaxing He & Yinghui Tang & Miaomiao Yu & Wenqing Wu - 1-28 Portfolio Selection with Contrarian Strategy
by Zhichao Lu & Peiyuan Pang & Yuhong Xu & Wenxin Zhang - 1-31 Randomized Quasi-Monte Carlo Methods on Triangles: Extensible Lattices and Sequences
by Gracia Yunruo Dong & Erik Hintz & Marius Hofert & Christiane Lemieux - 1-37 The Bahadur Representation for Empirical and Smooth Quantile Estimators Under Association
by Nour-Eddine Berrahou & Salim Bouzebda & Lahcen Douge - 1-38 Efficient Approximations for Utility-Based Pricing
by Laurence Carassus & Massinissa Ferhoune - 1-54 Two-sided Bounds for Renewal Equations and Ruin Quantities
by Stathis Chadjiconsatntinidis
March 2024, Volume 26, Issue 1
- 1-13 How Many Digits are Needed?
by Ira W. Herbst & Jesper Møller & Anne Marie Svane - 1-15 Queueing Inventory System with Multiple Service Nodes and Addressed Retrials from a Common Orbit
by Rasmi K & Jacob M J & Alexander Dudin & A. Krishnamoorthy - 1-19 The First Exit Time of Fractional Brownian Motion with a Drift from a Parabolic Domain
by Yinbing Zhou & Dawei Lu - 1-20 Reconstruction of Random Fields Concentrated on an Unknown Curve using Irregularly Sampled Data
by Guillaume Perrin & Christian Soize - 1-25 The Multivariate Generalized Linear Hawkes Process in High Dimensions with Applications in Neuroscience
by Masoumeh Fallahi & Reza Pourtaheri & Farzad Eskandari - 1-27 On Berman Functions
by Krzysztof Dȩbicki & Enkelejd Hashorva & Zbigniew Michna - 1-27 Reliability and Optimization for k-out-of-n: G Mixed Standby Retrial System with Dependency and J-Vacation
by Qi Shao & Linmin Hu & Fan Xu - 1-29 On Survival of Coherent Systems Subject to Random Shocks
by Dheeraj Goyal & Nil Kamal Hazra & Maxim Finkelstein - 1-47 Non-zero-sum Stochastic Differential Games for Asset-Liability Management with Stochastic Inflation and Stochastic Volatility
by Yumo Zhang
December 2023, Volume 25, Issue 4
- 1-11 Random Apportionment: A Stochastic Solution to the Balinski-Young Impossibility
by Jyy-I Hong & Joseph Najnudel & Siang-Mao Rao & Ju-Yi Yen - 1-15 Distribution of Patterns of Constrained Length in Binary Sequences
by Frosso S. Makri & Zaharias M. Psillakis - 1-18 Binomial Approximation to Locally Dependent Collateralized Debt Obligations
by Amit N. Kumar & P. Vellaisamy - 1-18 Simulation Analysis of a Base Station Using Finite Buffer M/G/1 Queueing System with Variant Sleeps
by V. Deepa & M. Haridass - 1-20 A Semi-Markov Model with Geometric Renewal Processes
by Jingqi Zhang & Mitra Fouladirad & Nikolaos Limnios - 1-21 Continuous-Time Stochastic Analysis of Rumor Spreading with Multiple Operations
by François Castella & Bruno Sericola & Emmanuelle Anceaume & Yves Mocquard - 1-23 Asymptotics of Sum of Heavy-tailed Risks with Copulas
by Fan Yang & Yi Zhang - 1-23 Ruin Problems for Risk Processes with Dependent Phase-Type Claims
by Oscar Peralta & Matthieu Simon - 1-23 Bivariate Semi-Parametric Model: Bayesian Inference
by Debashis Samanta & Debasis Kundu - 1-24 A New Separation Index and Classification Techniques Based on Shannon Entropy
by Jorge Navarro & Francesco Buono & Jorge M. Arevalillo - 1-24 Flexible Bayesian Inference for Diffusion Processes using Splines
by Paul A. Jenkins & Murray Pollock & Gareth O. Roberts - 1-25 The First-Passage Area of Wiener Process with Stochastic Resetting
by Mario Abundo - 1-27 Equilibrium Queueing Strategies in M/G/1 Queues with the Reference Time Effect
by Tao Jiang & Li Gao & Xudong Chai - 1-29 Strategic Behavior and Optimization of an M/M/1 Queue with N-Policy and Hysteretic Control
by Lingjiao Zhang & Jinting Wang & Yilin Wang - 1-31 Stochastic Dynamics of a Hybrid Delay Food Chain Model with Harvesting and Jumps in a Polluted Environment
by Sheng Wang & Lijuan Dong - 1-40 A Generalised Matching Distribution for the Problem of Coincidences
by Ben O’Neill - 1-49 Three Distributions in the Extended Occupancy Problem
by Ben O’Neill
September 2023, Volume 25, Issue 3
- 1-12 Construction of Jointly Distributed Random Samples Drawn from the Beta Two-Parameter Process
by Hassan Akell & Farkhondeh-Alsadat Sajadi & Iraj Kazemi - 1-13 Asymptotics for a Bidimensional Renewal Risk Model with Subexponential Main Claims and Delayed Claims
by Shijie Wang & Yueli Yang & Yang Liu & Lianqiang Yang - 1-15 A Non-equilibrium Geometric No-arbitrage Principle
by Wanxiao Tang & Peibiao Zhao - 1-18 Modeling and Control of Data Transmission
by Huang Tanhao & Jian Siqi & Chen Jinwen & Dai Yanan - 1-19 Optimal Investment-Consumption and Life Insurance Strategy with Mispricing and Model Ambiguity
by Ailing Gu & Xinya He & Shumin Chen & Haixiang Yao - 1-22 On Computing the Multivariate Poisson Probability Distribution
by Bora Çekyay & J.B.G. Frenk & Sonya Javadi - 1-25 How Many Inner Simulations to Compute Conditional Expectations with Least-square Monte Carlo?
by Aurélien Alfonsi & Bernard Lapeyre & Jérôme Lelong - 1-25 A Versatile Stochastic Dissemination Model
by K. M. D. Chan & M. R. H. Mandjes - 1-25 The Effect of Loss Preference on Queueing with Information Disclosure Policy
by Jian Cao & Yongjiang Guo & Zhongxin Hu
June 2023, Volume 25, Issue 2
- 1-12 The Log-Logistic Regression Model Under Censoring Scheme
by Lucas David Ribeiro-Reis - 1-13 Stability Analysis for Pricing European Options Regarding the Interest Rate Generated by the Time Fractional Cox-Ingersoll-Ross Processes
by Mohamed Kharrat - 1-13 On Familywise Error Rate Cutoffs under Pairwise Exchangeability
by Thomas Fung & Eugene Seneta - 1-13 On Distribution of the Number of Peaks and the Euler Numbers of Permutations
by James C. Fu & Wan-Chen Lee & Hsing-Ming Chang - 1-14 Nonparametric Estimation of Trend for Stochastic Processes Driven by G-Brownian Motion with Small Noise
by Xuekang Zhang & Shounian Deng & Weiyin Fei - 1-14 Application of Bernstein Polynomials on Estimating a Distribution and Density Function in a Triangular Array
by Lina Wang & Dawei Lu - 1-15 A Stochastic Schumacher Diffusion Process: Probability Characteristics Computation and Statistical Analysis
by Ahmed Nafidi & Abdenbi El Azri & Ramón Gutiérrez-Sánchez - 1-16 Busy Periods for Queues Alternating Between Two Modes
by Igor Kleiner & Esther Frostig & David Perry - 1-16 Exact Covariances and Refined Asymptotics in Dichromatic Tenable Balanced Pólya Urn Schemes
by Soumaya Idriss & Hosam Mahmoud - 1-18 Simultaneous Confidence Regions and Weighted Hypotheses on Parameter Arrays
by Yehan Ma & Arthur B. Yeh & John T. Chen - 1-19 Analysis of a Queueing System with Mixed Service Discipline
by Alexander Dudin & Sergei Dudin & Olga Dudina - 1-20 Birth, Death, Coincidences and Occupancies: Solutions and Applications of Generalized Birthday and Occupancy Problems
by Qihou Zhou - 1-21 Exact Simulation of Poisson-Dirichlet Distribution and Generalised Gamma Process
by Angelos Dassios & Junyi Zhang - 1-23 Weighted fractional generalized cumulative past entropy and its properties
by Suchandan Kayal & N. Balakrishnan - 1-25 Analyzing the Profitability and Efficiency in European Non-Life Insurance Industry
by Bilel Jarraya & Hatem Afi & Anis Omri - 1-27 Equilibrium Joining Strategies in the Retrial Queue with Two Classes of Customers and Delayed Vacations
by Xianyue Shi & Liwei Liu - 1-27 The distribution of extended discrete random sums and its application to waiting time distributions
by S. Chadjiconstantinidis & M. V. Koutras & F. S. Milienos - 1-27 Stochastic Differential Games on Optimal Investment and Reinsurance Strategy with Delay Under the CEV Model
by Ning Bin & Huainian Zhu & Chengke Zhang - 1-28 Second-Order Properties for Planar Mondrian Tessellations
by Carina Betken & Tom Kaufmann & Kathrin Meier & Christoph Thäle - 1-28 Energy Efficiency in a Base Station of 5G Cellular Networks using M/G/1 Queue with Multiple Sleeps and N-Policy
by Deena Merit C.K. & Haridass M. & Dharmaraja Selvamuthu & Priyanka Kalita - 1-31 Four Finite Dimensional (FD) Surrogates for Continuous Random Processes
by M. Grigoriu - 1-31 Sequences of Improved Two-Sided Bounds for the Renewal Function and the Solutions of Renewal-Type Equations
by Stathis Chadjiconstantinidis - 1-32 Pairwise Markov Models and Hybrid Segmentation Approach
by Kristi Kuljus & Jüri Lember - 1-33 On Properties and Applications of Gaussian Subordinated Lévy Fields
by Robin Merkle & Andrea Barth
March 2023, Volume 25, Issue 1
- 1-15 Remaining Loads in a PH/M/c Queue with Impatient Customers
by Anders Rygh Swensen - 1-17 Level Sets Semimetrics for Probability Measures with Applications in Hypothesis Testing
by Alberto Muñoz & Gabriel Martos & Javier Gonzalez - 1-17 Analytical Computation of Pseudo-Gibbs Distributions for Dependency Networks
by Kun-Lin Kuo & Yuchung J. Wang - 1-17 Ornstein - Uhlenbeck Process Driven By $$\alpha$$ α -stable Process and Its Gamma Subordination
by Janusz Gajda & Aleksandra Grzesiek & Agnieszka Wyłomańska - 1-18 Hedging At-the-money Digital Options Near Maturity
by Augusto Blanc-Blocquel & Luis Ortiz-Gracia & Rodolfo Oviedo - 1-18 Multi-State Joint Survival Signature for Multi-State Systems with Shared Multi-State Components
by He Yi & Narayanaswamy Balakrishnan & Xiang Li - 1-18 Analysis of a Discrete-time Queue with Modified Batch Service Policy and Batch-size-dependent Service
by Gopinath Panda & Veena Goswami - 1-18 Polynomial Convergence Rates of Piecewise Deterministic Markov Processes
by Gareth O. Roberts & Jeffrey S. Rosenthal - 1-19 Effects of Prioritized Input on Human Resource Control in Departmentalized Markov Manpower Framework
by E. O. Ossai & M. S. Madukaife & A. U. Udom & U. C. Nduka & T. E. Ugah - 1-19 Entropy of Some Discrete Distributions
by Kosto Mitov & Saralees Nadarajah - 1-20 On Several Properties of A Class of Hybrid Recursive Trees
by Panpan Zhang - 1-20 Bayesian Wavelet Stein’s Unbiased Risk Estimation of Multivariate Normal Distribution Under Reflected Normal Loss
by Hamid Karamikabir & Nasrin Karamikabir & Mohammad Ali Khajeian & Mahmoud Afshari - 1-20 Normal Approximation for Fire Incident Simulation Using Permanental Cox Processes
by Dawud Thongtha & Nathakhun Wiroonsri - 1-21 Strong Consistency for the Conditional Self-weighted M Estimator of GRCA(p) Models
by Chi Yao & Wei Yu & Xuejun Wang - 1-23 Asymptotic Properties of the M-estimation for an AR(1) Process with a General Autoregressive Coefficient
by Xinghui Wang & Wenjing Geng & Ruidong Han & Qifa Xu - 1-24 Distributions Related to Weak Runs With a Minimum and a Maximum Number of Successes: A Unified Approach
by Spiros D. Dafnis & Frosso S. Makri - 1-24 European and Asian Greeks for Exponential Lévy Processes
by Anselm Hudde & Ludger Rüschendorf - 1-24 Tail Dependence Functions of Two Classes of Bivariate Skew Distributions
by Xin Lao & Zuoxiang Peng & Saralees Nadarajah - 1-24 Strong Approximation of Bessel Processes
by Madalina Deaconu & Samuel Herrmann - 1-25 Poisson Edge Growth and Preferential Attachment Networks
by Tiandong Wang & Sidney Resnick - 1-25 Uniform Approximation for the Tail Behavior of Bidimensional Randomly Weighted Sums
by Xinmei Shen & Kailin Du - 1-26 Matched Queues with Flexible and Impatient Customers
by Heng-Li Liu & Quan-Lin Li - 1-26 Ruin under Light-Tailed or Moderately Heavy-Tailed Insurance Risks Interplayed with Financial Risks
by Yiqing Chen & Jiajun Liu & Yang Yang - 1-26 The Markovian Shot-noise Risk Model: A Numerical Method for Gerber-Shiu Functions
by Simon Pojer & Stefan Thonhauser - 1-26 Singular Distribution Functions for Random Variables with Stationary Digits
by Horia Cornean & Ira W. Herbst & Jesper Møller & Benjamin B. Støttrup & Kasper S. Sørensen - 1-26 On Exact Distribution for Multivariate Weighted Distributions and Classification
by Matieyendou Lamboni - 1-26 Stochastic Fluid Models with Upward Jumps and Phase Transitions
by Hédi Nabli & Itidel Abdallah - 1-26 Joint Reliability of Two Consecutive-(1, l) or (2, k)-out-of-(2, n): F Type Systems and Its Application in Smart Street Light Deployment
by Jingwen Lu & He Yi & Xiang Li & Narayanaswamy Balakrishnan - 1-27 Model Misspecification in Discrete Time Bayesian Online Change Detection
by Savas Dayanik & Semih O Sezer - 1-28 Strong Convergence for Weighted Sums of Widely Orthant Dependent Random Variables and Applications
by Yi Wu & Xuejun Wang & Aiting Shen - 1-28 On Transient Analysis of $$\Delta _N$$ Δ N -Markov Chains
by Stephanie Reed & Elia Ziadé - 1-29 The Inverse First-passage Time Problem as Hydrodynamic Limit of a Particle System
by Alexander Klump - 1-29 Subsampling in Longitudinal Models
by Ziyang Wang & HaiYing Wang & Nalini Ravishanker - 1-29 Optimal Liquidation Through a Limit Order Book: A Neural Network and Simulation Approach
by Alexandre Roch - 1-30 Parking Functions: From Combinatorics to Probability
by Richard Kenyon & Mei Yin - 1-32 Robust Optimal Investment Strategies for Mean-Variance Asset-Liability Management Under 4/2 Stochastic Volatility Models
by Yumo Zhang - 1-33 Vessels Arrival Process and its Application to the SHIP/M/ $$\infty$$ ∞ Queue
by Antonio Di Crescenzo & Barbara Martinucci & Paola Paraggio - 1-34 Crossings States and Sets of States in Random Walks
by Vyacheslav M. Abramov - 1-34 A Generalized Stochastic Process: Fractional G-Brownian Motion
by Changhong Guo & Shaomei Fang & Yong He - 1-37 A Non-local Fokker-Planck Equation with Application to Probabilistic Evaluation of Sediment Replenishment Projects
by Hidekazu Yoshioka & Kunihiko Hamagami & Haruka Tomobe - 1-37 Detailed Analytical and Computational Studies of D-BMAP/D-BMSP/1 Queueing System
by Sujit Kumar Samanta & Kousik Das - 1-38 Voting Rights, Markov Chains, and Optimization by Short Bursts
by Sarah Cannon & Ari Goldbloom-Helzner & Varun Gupta & JN Matthews & Bhushan Suwal