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                             139 results found
no title author magazine year volume issue page(s) type
1 A complete coupling proof of Blackwell's renewal theorem Thorisson, Hermann
1987
26 C p. 87-97
11 p.
article
2 A functional form for the Hölder-type theorem for the completely asymmetric stable process Mijnheer, Joop
1987
26 C p. 211-
1 p.
article
3 Aggregated Markov processes incorporating time interval omission Ball, Frank
1987
26 C p. 214-
1 p.
article
4 Algebraic duality of Markov processes Vervaat, Wim
1987
26 C p. 185-186
2 p.
article
5 A limit theorem for random walk in random scenery den Hollander, W.Th.F.
1987
26 C p. 228-229
2 p.
article
6 A Markovian sequence; stationarity and extremal properties Alpuim, Maria Teresa
1987
26 C p. 213-
1 p.
article
7 A multiparameter almost superadditive limit theorem and its application to combinatorial optimization Schürger, Klaus
1987
26 C p. 212-
1 p.
article
8 An approximation of stopped sums with applications in queueing theory Csörgő, Miklós
1987
26 C p. 219-
1 p.
article
9 Anatomy of the interpolation method for approximating functions of queueing systems Simon, Burton
1987
26 C p. 225-226
2 p.
article
10 An existence theorem for measures on partially ordered sets, with applications to random set theory Norberg, Tommy
1987
26 C p. 204-205
2 p.
article
11 An expected average reward criterion Bierth, K.-J.
1987
26 C p. 123-140
18 p.
article
12 An optimal stopping problem with finite horizon for sums of I.I.D. random variables Stadje, Wolfgang
1987
26 C p. 107-121
15 p.
article
13 A note on the conditioning of the survival probability on random information Arjas, Elja
1987
26 C p. 231-
1 p.
article
14 A pathwise approach to stochastic integration Willinger, Walter
1987
26 C p. 236-
1 p.
article
15 A propagation of chaos result for a system of particles with moderate interaction Meleard, Sylvie
1987
26 C p. 317-332
16 p.
article
16 A spot welding reliability problem Rumsewicz, M.
1987
26 C p. 233-
1 p.
article
17 A stochastic differential equation involving cylindrical Brownian motion McDonald, David
1987
26 C p. 193-
1 p.
article
18 A strong law for a set-indexed partial sum process with applications to exchangeable and stationary sequences Rosalsky, Andrew
1987
26 C p. 277-287
11 p.
article
19 Asymptotic normality in nonlinear filtering via a Bayesian Cramér-Rao inequality Mayer-Wolf, Eddy
1987
26 C p. 200-
1 p.
article
20 Asymptotics for finite particle systems Cox, Ted
1987
26 C p. 179-182
4 p.
article
21 Author index 1987
26 C p. 333-334
2 p.
article
22 Boundary local time and the analysis of small parameter exit problems with characteristic boundaries Day, Martin V.
1987
26 C p. 191-192
2 p.
article
23 Branching processes as Markov fields Jagers, Peter
1987
26 C p. 189-
1 p.
article
24 Brownian models of open queueing networks Harrison, J.M.
1987
26 C p. 221-
1 p.
article
25 Brownian models of open queueing networks: Product-form stationary distributions Williams, R.J.
1987
26 C p. 227-
1 p.
article
26 Central-limit-theorem version of L = λW Glynn, P.W.
1987
26 C p. 226-
1 p.
article
27 Closure and montonocity properties of nonhomogeneous poisson processes and record values Gupta, R.C.
1987
26 C p. 190-
1 p.
article
28 Conditional and pattern-oriented robustness Teodorescu, H.N.
1987
26 C p. 201-
1 p.
article
29 Constrained Dynkin's stopping problem with continuous parameter Ohtsubo, Yoshio
1987
26 C p. 217-218
2 p.
article
30 Construction of a stationary regenerative process with a view toward simulation Thorisson, Herman
1987
26 C p. 191-
1 p.
article
31 Construction of the stationary regime of queues with locking Baccelli, F.
1987
26 C p. 257-265
9 p.
article
32 Continuous-time, constant causative Markov chains Johnson, Jean T.
1987
26 C p. 161-171
11 p.
article
33 Coupling and the Neumann heat kernel Kendall, Wilfrid S.
1987
26 C p. 192-
1 p.
article
34 Decomposition of binary random fields, and some related topics from statistical mechanics Newman, Charles M.
1987
26 C p. 184-
1 p.
article
35 Degenerate Bellman equation and its applications Fujisaki, Masatoshi
1987
26 C p. 195-
1 p.
article
36 Editorial Board 1987
26 C p. iii-
1 p.
article
37 Equilibrium in a multi-agent consumption/investment problem Shreve, S.E.
1987
26 C p. 235-
1 p.
article
38 Ergodicity and inequalities for certain point processes Lindvall, Togrny
1987
26 C p. 183-
1 p.
article
39 Fast simulation techniques based on large deviations theory Anantharam, V.
1987
26 C p. 218-
1 p.
article
40 First passage time problems with restricted reserve and two components of income Vittal, P.R.
1987
26 C p. 236-
1 p.
article
41 Fluctuation theory for systems of signed and unsigned particles with interaction mechanisms based on intersection local times Adler, Robert J.
1987
26 C p. 213-
1 p.
article
42 Forecasting with non-linear time series models Pemberton, John
1987
26 C p. 198-199
2 p.
article
43 From a solar energy model to extreme-type limit laws Hooghiemstra, Gerard
1987
26 C p. 208-209
2 p.
article
44 Homogeneous random measures for Markov processes in weak duality: Study via an entrance boundary Kaspi, H.
1987
26 C p. 216-
1 p.
article
45 Infinitely divisible sequences and renewal sequences Hansen, B.G.
1987
26 C p. 190-191
2 p.
article
46 Insensitivity and generalised transition rates Rumsewicz, M.
1987
26 C p. 206-207
2 p.
article
47 Insensitivity with interruptions Henderson, W.
1987
26 C p. 205-206
2 p.
article
48 Insensitivity without instantaneous attention Taylor, P.
1987
26 C p. 207-
1 p.
article
49 Inspection policies for deteriorating units with symptomatic emissions Thomas, L.C.
1987
26 C p. 233-234
2 p.
article
50 Large deviations of jump Markov processes with flat boundaries Weiss, Alan
1987
26 C p. 209-210
2 p.
article
51 Lattice Bessel functions and their applications to a transient analysis of queueing networks Massey, William A.
1987
26 C p. 222-223
2 p.
article
52 Leaving an interval in limited playing time Heath, David
1987
26 C p. 196-
1 p.
article
53 Light traffic derivatives via likelihood ratios Reiman, Martin I.
1987
26 C p. 224-
1 p.
article
54 Limit fluctuations of a critical branching particle system in a random medium Dawson, Donald A.
1987
26 C p. 188-
1 p.
article
55 Limit theorems for downcrossings of a class of birth and death processes Yamada, Keigo
1987
26 C p. 189-
1 p.
article
56 Local behaviour of simple stochastic models Grübel, Rudolf
1987
26 C p. 232-
1 p.
article
57 Local equilibrium for a one dimensional zero range process Ferrari, P.A.
1987
26 C p. 31-45
15 p.
article
58 Low density expansion for a two-state random walk in random environment Lawler, Gregory F.
1987
26 C p. 230-
1 p.
article
59 Matrix factorization methods in the theory of queues de Smit, J.H.A.
1987
26 C p. 226-
1 p.
article
60 Maxima of symmetric stable processes Samorodnitsky, Gennady
1987
26 C p. 209-
1 p.
article
61 Maximizing E max l⩽k⩽n S k +/ES n +: A prophet inequality for sums of I.I.D. mean zero variates Klass, Michael J.
1987
26 C p. 229-
1 p.
article
62 Multichannel queueing system with semi-ordered entry Kodama, Masanori
1987
26 C p. 221-222
2 p.
article
63 Nonequilibrium phase transitions and systems of infinitely many stochastic equations Bonilla, Luis L.
1987
26 C p. 234-
1 p.
article
64 Notes on the classical Dynkin stopping problem Yasuda, M.
1987
26 C p. 218-
1 p.
article
65 On a class of cumulative processes in warranty analysis and pension accumulation Sahin, Izzet
1987
26 C p. 235-
1 p.
article
66 On criteria of optimality in estimation for stochastic processes Heyde, C.C.
1987
26 C p. 198-
1 p.
article
67 On estimating measures of performance for queues and survival models Gaver, D.P.
1987
26 C p. 198-
1 p.
article
68 On invariant record processes and their applications Bruss, F.Thomas
1987
26 C p. 208-
1 p.
article
69 On moment conditions for the supremum of normed sums Choi, Bong Dae
1987
26 C p. 99-106
8 p.
article
70 On some characterizations of the poisson processes Huang, Wen-Jang
1987
26 C p. 189-
1 p.
article
71 On some inequalities of semimartingales Chou, Ching-Sung
1987
26 C p. 216-217
2 p.
article
72 On the behaviour of solutions of stochastic differential equations Kersting, G.
1987
26 C p. 192-193
2 p.
article
73 On the characterization of certain point processes Hsing, Tailen
1987
26 C p. 297-316
20 p.
article
74 On the convergence rate of annealing processes Chiang, Tzuu-Shuh
1987
26 C p. 214-
1 p.
article
75 On the dependence structure of hitting times of multivariate processes Ebrahimi, Nader
1987
26 C p. 232-
1 p.
article
76 On the growth of the multitype supercritical branching process in a random environment Cohn, Harry
1987
26 C p. 188-
1 p.
article
77 On the Ibragimov-Iosifescu conjecture for φ-mixing sequences Peligrad, Magda
1987
26 C p. 211-
1 p.
article
78 On the Levy-Prohorov distance between counting processes Nikunen, Martti
1987
26 C p. 190-
1 p.
article
79 On the spectral representations of complex semistable and other infinitely divisible stochastic processes Rajput, Balram S.
1987
26 C p. 141-159
19 p.
article
80 On the strong law of large numbers for multivariate martingales Kaufmann, Heinz
1987
26 C p. 73-85
13 p.
article
81 On the supremum of an infinitely divisible process Willekens, Eric
1987
26 C p. 173-175
3 p.
article
82 Optimality of sequential probability ratio tests for a class of continuous parameter stochastic processes Bhat, B.R.
1987
26 C p. 197-
1 p.
article
83 Optimal replacement policies of devices subject to a pure jump Markov wear process with repair Abdel-Hameed, Mohamed
1987
26 C p. 230-231
2 p.
article
84 Optimal robust estimation for discrete time stochastic processes Kulkarni, P.M.
1987
26 C p. 267-276
10 p.
article
85 Optimal switching between a pair of Brownian motions Vanderbei, R.J.
1987
26 C p. 196-197
2 p.
article
86 Partial likelihood process and asymptotic normality Jacod, Jean
1987
26 C p. 47-71
25 p.
article
87 Poisson approximation by the Stein-Chen method Barbour, A.D.
1987
26 C p. 178-
1 p.
article
88 Poisson convergence and poisson processes with applications to random graphs Janson, Svante
1987
26 C p. 1-30
30 p.
article
89 Principal values of Brownian local times Yor, M.
1987
26 C p. 187-
1 p.
article
90 Probabilistic and worst case analyses of classical problems of combinatorial optimization in Euclidean Space Steele, J.Michael
1987
26 C p. 185-
1 p.
article
91 Problems in the silting of dams Gani, J.
1987
26 C p. 220-
1 p.
article
92 Prophet inequalities and related problems of optimal stopping Kennedy, D.P.
1987
26 C p. 182-
1 p.
article
93 Queues as Harris recurrent Markov chains Sigman, Karl
1987
26 C p. 225-
1 p.
article
94 Queues with non-stationary input stream Rolski, Tomasz
1987
26 C p. 185-
1 p.
article
95 Quick simulations of networks of GI/GI/1 queues Walrand, Jean
1987
26 C p. 186-
1 p.
article
96 Random measures and particle statistics Horowitz, Joseph
1987
26 C p. 234-235
2 p.
article
97 Random time changes for processes with random birth and death Kaspi, H.
1987
26 C p. 214-215
2 p.
article
98 Random walk on the quadrant Haneveld, L.A.Klein
1987
26 C p. 228-
1 p.
article
99 Random walks and convolution equivalent distributions Klüppelberg, Claudia
1987
26 C p. 229-230
2 p.
article
100 Recent results on queues with time variations Gelenbe, E.
1987
26 C p. 220-221
2 p.
article
101 Recursive estimation for a class of counting processes Spreij, Peter
1987
26 C p. 199-
1 p.
article
102 Remarks on the basic equations for a supplemented GSMP and its applications to queues Miyazawa, Masakiyo
1987
26 C p. 206-
1 p.
article
103 Representation and approximation of large population age distributions using poisson random measures Solomon, Wiremu
1987
26 C p. 237-255
19 p.
article
104 Response times in M/M/1 time sharing schemes with limited number of service positions Itzhak, Benjamin Avi
1987
26 C p. 221-
1 p.
article
105 RKHS for Gaussian measures on metric vector spaces Lawniczak, Anna T.
1987
26 C p. 202-
1 p.
article
106 Shape measures for random triangles with vertices I.I.D.-uniform in convex polygons Le, Huiling
1987
26 C p. 204-
1 p.
article
107 Sixteenth conference on stochastic processes and their applications 1987
26 C p. 177-
1 p.
article
108 Solving boundary value problems by probability methods Chung, Kai Lai
1987
26 C p. 179-
1 p.
article
109 Some properties of Westcott's functional Ressel, Paul
1987
26 C p. 205-
1 p.
article
110 Some stochastic control problems and their applications to inequalities for diffusions roberts, Gareth
1987
26 C p. 196-
1 p.
article
111 Some theorems of central limit type for Markov paths and some properties of Gaussian random fields Epstein, Raya
1987
26 C p. 201-202
2 p.
article
112 Space-time stochastic processes Johnson, Dudley Paul
1987
26 C p. 203-204
2 p.
article
113 Spectral conditions for local nondeterminism Berman, Simeon M.
1987
26 C p. 201-
1 p.
article
114 Stochastic evolution equations with exponential type fluctuation Hida, Takeyuki
1987
26 C p. 194-195
2 p.
article
115 Stochastic flow networks Mandelbaum, Avi
1987
26 C p. 183-184
2 p.
article
116 Stochastic models of queue storage Coffman Jr., E.G.
1987
26 C p. 223-224
2 p.
article
117 Stochastic ordering of conditional steady-state probabilities Ridder, Ad
1987
26 C p. 224-225
2 p.
article
118 Stochastic processes in multi-channel queueing systems with controlled input and state-dependent service Dshalalow, Jewgeni
1987
26 C p. 219-220
2 p.
article
119 Stochastic processes with linear conditional structure Bryc, Wlodzimierz
1987
26 C p. 203-
1 p.
article
120 Stochastic sequential assignment based on discrete match-levels David, Israel
1987
26 C p. 197-
1 p.
article
121 Strong approximation of records and record times by poisson and Wiener processes Pfeiffer, Dietmar
1987
26 C p. 209-
1 p.
article
122 Subordination of stationary processes Willekens, Eric
1987
26 C p. 205-
1 p.
article
123 Systems of independent Markov chains Liggett, T.M.
1987
26 C p. 215-216
2 p.
article
124 The averaging principle for diffusions with a small parameter in the case of a noncharacteristic boundary Pinsky, R.
1987
26 C p. 194-
1 p.
article
125 The control of a finite dam: Geometric Wiener process input Attia, F.A.
1987
26 C p. 219-
1 p.
article
126 The convergence rate for the strong law of large numbers: General lattice distributions Fill, J.
1987
26 C p. 210-
1 p.
article
127 The distribution of the splitting time for a DNA strand Shepp, L.A.
1987
26 C p. 216-
1 p.
article
128 The harmonic mean formula for combinatorial and D-parameter extrema Aldous, David
1987
26 C p. 207-208
2 p.
article
129 The role of martingales in the analysis of biomedical data Becker, Niels
1987
26 C p. 197-
1 p.
article
130 The stochastic performance of continuum structure functions Baxter, Laurence A.
1987
26 C p. 231-
1 p.
article
131 The transient behavior in Erlang's model for large trunk groups and various traffic conditions Mitra, Debasis
1987
26 C p. 223-
1 p.
article
132 Travelling Waves in branching diffusion Lalley, S.P.
1987
26 C p. 183-
1 p.
article
133 Uniform pointwise ergodic theorems for classes of averaging sets and multiparameter subadditive processes Krengel, U.
1987
26 C p. 289-296
8 p.
article
134 Universal limit theorems for the function indexed empirical process Yukich, J.E.
1987
26 C p. 212-
1 p.
article
135 Von Mises statistics for strongly dependent random variables Taqqu, Murad S.
1987
26 C p. 202-203
2 p.
article
136 Weak convergence of the weighted empirical process indexed by rectangles under mixing condition Harel, Michel
1987
26 C p. 210-211
2 p.
article
137 When is a stochastic integral a time change of a diffusion? Øksendal, Bernt
1987
26 C p. 184-
1 p.
article
138 White noise approach and approximations for two-parameter filters Korezlioglu, H.
1987
26 C p. 199-200
2 p.
article
139 Windings of planar random walks Bélisle, Claude J.P.
1987
26 C p. 227-
1 p.
article
                             139 results found
 
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