226 results in 65Cxx
Generalized product-form stationary distributions for Markov chains in random environments with queueing applications
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 37 / Issue 1 / March 2005
- Published online by Cambridge University Press:
- 01 July 2016, pp. 185-211
- Print publication:
- March 2005
-
- Article
-
- You have access
- Export citation
Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 42 / Issue 1 / March 2005
- Published online by Cambridge University Press:
- 14 July 2016, pp. 82-92
- Print publication:
- March 2005
-
- Article
-
- You have access
- Export citation
Pair formation in a Markovian arrival process with two event labels
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 41 / Issue 4 / December 2004
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1124-1137
- Print publication:
- December 2004
-
- Article
- Export citation
Numerical integration using V-uniformly ergodic Markov chains
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 41 / Issue 4 / December 2004
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1104-1112
- Print publication:
- December 2004
-
- Article
- Export citation
A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 41 / Issue 4 / December 2004
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1049-1058
- Print publication:
- December 2004
-
- Article
- Export citation
Adaptive simulation using perfect control variates
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 41 / Issue 3 / September 2004
- Published online by Cambridge University Press:
- 14 July 2016, pp. 859-876
- Print publication:
- September 2004
-
- Article
- Export citation
Level-crossing probabilities and first-passage times for linear processes
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 36 / Issue 2 / June 2004
- Published online by Cambridge University Press:
- 01 July 2016, pp. 643-666
- Print publication:
- June 2004
-
- Article
- Export citation
The compound Poisson immigration process subject to binomial catastrophes
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 41 / Issue 2 / June 2004
- Published online by Cambridge University Press:
- 14 July 2016, pp. 508-523
- Print publication:
- June 2004
-
- Article
- Export citation
Infinite- and finite-buffer Markov fluid queues: a unified analysis
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 41 / Issue 2 / June 2004
- Published online by Cambridge University Press:
- 14 July 2016, pp. 557-569
- Print publication:
- June 2004
-
- Article
- Export citation
Limiting distributions for minimum relative entropy calibration
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 41 / Issue 1 / March 2004
- Published online by Cambridge University Press:
- 14 July 2016, pp. 35-50
- Print publication:
- March 2004
-
- Article
- Export citation
Bayesian and geometric subspace tracking
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 36 / Issue 1 / March 2004
- Published online by Cambridge University Press:
- 01 July 2016, pp. 43-56
- Print publication:
- March 2004
-
- Article
- Export citation
Series representation and simulation of multifractional Lévy motions
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 36 / Issue 1 / March 2004
- Published online by Cambridge University Press:
- 01 July 2016, pp. 171-197
- Print publication:
- March 2004
-
- Article
- Export citation
Improved bounds for the large-time behaviour of simulated annealing
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 40 / Issue 4 / September 2003
- Published online by Cambridge University Press:
- 14 July 2016, pp. 961-969
- Print publication:
- September 2003
-
- Article
- Export citation
On the geometric ergodicity of hybrid samplers
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 40 / Issue 1 / March 2003
- Published online by Cambridge University Press:
- 14 July 2016, pp. 123-146
- Print publication:
- March 2003
-
- Article
- Export citation
Density approximation and exact simulation of random variables that are solutions of fixed-point equations
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 34 / Issue 2 / June 2002
- Published online by Cambridge University Press:
- 01 July 2016, pp. 441-468
- Print publication:
- June 2002
-
- Article
- Export citation
Convergence of simulated annealing using Foster-Lyapunov criteria
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 38 / Issue 4 / December 2001
- Published online by Cambridge University Press:
- 14 July 2016, pp. 975-994
- Print publication:
- December 2001
-
- Article
- Export citation
Transient analysis of state-dependent queueing networks via cumulant functions
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 38 / Issue 4 / December 2001
- Published online by Cambridge University Press:
- 14 July 2016, pp. 841-859
- Print publication:
- December 2001
-
- Article
- Export citation
Continuous-time Markov additive processes: Composition of large deviations principles and comparison between exponential rates of convergence
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 38 / Issue 4 / December 2001
- Published online by Cambridge University Press:
- 14 July 2016, pp. 917-931
- Print publication:
- December 2001
-
- Article
- Export citation
The coupon subset collection problem
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 38 / Issue 3 / September 2001
- Published online by Cambridge University Press:
- 14 July 2016, pp. 737-746
- Print publication:
- September 2001
-
- Article
- Export citation
Approximations of small jumps of Lévy processes with a view towards simulation
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 38 / Issue 2 / June 2001
- Published online by Cambridge University Press:
- 14 July 2016, pp. 482-493
- Print publication:
- June 2001
-
- Article
- Export citation