221 results in 65Cxx
Adaptive simulation using perfect control variates
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- Journal of Applied Probability / Volume 41 / Issue 3 / September 2004
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- 14 July 2016, pp. 859-876
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- September 2004
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Level-crossing probabilities and first-passage times for linear processes
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- Advances in Applied Probability / Volume 36 / Issue 2 / June 2004
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- 01 July 2016, pp. 643-666
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- June 2004
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The compound Poisson immigration process subject to binomial catastrophes
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- Journal of Applied Probability / Volume 41 / Issue 2 / June 2004
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- 14 July 2016, pp. 508-523
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- June 2004
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Infinite- and finite-buffer Markov fluid queues: a unified analysis
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- Journal of Applied Probability / Volume 41 / Issue 2 / June 2004
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- 14 July 2016, pp. 557-569
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- June 2004
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Limiting distributions for minimum relative entropy calibration
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- Journal of Applied Probability / Volume 41 / Issue 1 / March 2004
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- 14 July 2016, pp. 35-50
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- March 2004
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Bayesian and geometric subspace tracking
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- Advances in Applied Probability / Volume 36 / Issue 1 / March 2004
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- 01 July 2016, pp. 43-56
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- March 2004
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Series representation and simulation of multifractional Lévy motions
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- Advances in Applied Probability / Volume 36 / Issue 1 / March 2004
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- 01 July 2016, pp. 171-197
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- March 2004
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Improved bounds for the large-time behaviour of simulated annealing
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- Journal of Applied Probability / Volume 40 / Issue 4 / September 2003
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- 14 July 2016, pp. 961-969
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- September 2003
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On the geometric ergodicity of hybrid samplers
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- Journal of Applied Probability / Volume 40 / Issue 1 / March 2003
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- 14 July 2016, pp. 123-146
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- March 2003
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Density approximation and exact simulation of random variables that are solutions of fixed-point equations
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- Advances in Applied Probability / Volume 34 / Issue 2 / June 2002
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- 01 July 2016, pp. 441-468
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- June 2002
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Convergence of simulated annealing using Foster-Lyapunov criteria
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- Journal of Applied Probability / Volume 38 / Issue 4 / December 2001
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- 14 July 2016, pp. 975-994
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- December 2001
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Transient analysis of state-dependent queueing networks via cumulant functions
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- Journal of Applied Probability / Volume 38 / Issue 4 / December 2001
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- 14 July 2016, pp. 841-859
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- December 2001
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Continuous-time Markov additive processes: Composition of large deviations principles and comparison between exponential rates of convergence
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- Journal of Applied Probability / Volume 38 / Issue 4 / December 2001
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- 14 July 2016, pp. 917-931
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- December 2001
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The coupon subset collection problem
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- Journal of Applied Probability / Volume 38 / Issue 3 / September 2001
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- 14 July 2016, pp. 737-746
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- September 2001
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Approximations of small jumps of Lévy processes with a view towards simulation
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- Journal of Applied Probability / Volume 38 / Issue 2 / June 2001
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- 14 July 2016, pp. 482-493
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- June 2001
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Boundary crossing probability for Brownian motion
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- Journal of Applied Probability / Volume 38 / Issue 1 / March 2001
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- 14 July 2016, pp. 152-164
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- March 2001
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On the statistics of the linked stress release model
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- Journal of Applied Probability / Volume 38 / Issue A / 2001
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- 14 July 2016, pp. 176-187
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- 2001
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Convergence of Markov chains in the relative supremum norm
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- Journal of Applied Probability / Volume 37 / Issue 4 / December 2000
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- 14 July 2016, pp. 1074-1083
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- December 2000
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A Monte Carlo approach to calculating probabilities for continuous identity by descent data
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- Journal of Applied Probability / Volume 37 / Issue 3 / September 2000
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- 14 July 2016, pp. 850-864
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- September 2000
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Discretization of deflated bond prices
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- Advances in Applied Probability / Volume 32 / Issue 2 / June 2000
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- 19 February 2016, pp. 540-563
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- June 2000
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