The Advances in Applied Probability has been published by the Applied Probability Trust for over four decades, and is a companion publication to the Journal of Applied Probability. It contains mathematical and scientific papers of interest to applied probabilists, with emphasis on applications in a broad spectrum of disciplines, including the biosciences, operations research, telecommunications, computer science, engineering, epidemiology, financial mathematics, the physical and social sciences, and any field where stochastic modeling is used.A submission to Applied Probability represents a submission that may, at the Editor-in-Chief’s discretion, appear in either the Journal of Applied Probability or the Advances in Applied Probability. Typically, shorter papers appear in the Journal, with longer contributions appearing in the Advances.
《应用概率进展》由应用概率信托出版了四十多年,是《应用概率杂志》的姊妹刊物。它包含应用概率学家感兴趣的数学和科学论文,重点是在广泛的学科领域的应用,包括生物科学,运筹学,电信,计算机科学,工程,流行病学,金融数学,物理和社会科学,以及任何使用随机建模的领域。提交给应用概率代表提交可能,在主编的判断,出现在应用概率杂志或应用概率的进展。通常,较短的论文出现在期刊上,较长的贡献出现在进展中。
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