Methodology and Computing in Applied Probability

Article	Citations
Stochastic Dynamics of a Hybrid Delay Food Chain Model with Harvesting and Jumps in a Polluted Environment	13
Optimal Liquidation Through a Limit Order Book: A Neural Network and Simulation Approach	12
Evaluating Moments of Length of Pitman Partition	10
Scaling Limit of Heavy-Tailed Nearly Unstable Cumulative INAR($$\infty$$) Processes and Rough Fractional Diffusions	10
Dixie Cup Problem in an Interlacing Process	9
Tempered Space-Time Fractional Negative Binomial Process	8
Analysis of System Length and Waiting Time Distributions in BMAP/G/1 Queue Using Characteristic Roots	8
Reliability Assessment of a non Markovian $$ k $$-out-of-$$(\mathfrak {a}+\mathfrak {b}+\mathfrak {c})$$:$$ G $$ System with Preventive Maintenance and Unreliable Repairer using Markov Regenerative St	8
On Revisiting Idempotent Matrices and Chi-Square Distributions of Quadratic Forms	8
Pairwise Markov Models and Hybrid Segmentation Approach	8
Publisher Correction: The Evaluation of System Reliability Under Dependent Shock Magnitudes	8
A Speed-based Estimator of Signal-to-Noise Ratios	7
On Computing the Multivariate Poisson Probability Distribution	7
Applying Affine Urn Models to the Global Profile of Hyperrecursive Trees	6
Analysis of BMAP/PH/c Retrial Queue with Threshold-Controlled Retrials and Synchronous Working Vacation	6
New Information-Based Replacement Policies for Heterogeneous Populations of ‘Aging’ and ‘Non-Aging’ Items	6
Efficient Approximations for Utility-Based Pricing	6
The Inverse First-passage Time Problem as Hydrodynamic Limit of a Particle System	6
Optimal Monotone Mean-Variance Problem in a Catastrophe Insurance Model	6
Admission Control of Parallel Queues with Fork Types of Jobs	6
Binomial Approximation to Locally Dependent Collateralized Debt Obligations	6
Parking Functions: From Combinatorics to Probability	6
Queueing Inventory System with Multiple Service Nodes and Addressed Retrials from a Common Orbit	6
Complete Analysis of $$M/G_{r}^{(a,b)}/1/N$$ Queue with Second Optional Service	5
Spatial Permutations Sampling Convergence Speed	5

A Conditioned Kullback-Leibler Divergence Measure through Compensator Processes and its Relationship to Cumulative Residual Inaccuracy Measure with Applications	5
Approximations of Copulas via Transformed Moments	5
Performance Analysis and Cost Optimization of an M/M/1 Queue with N-Policy and Working Breakdown	5
A Bhattacharyya-type Conditional Error Bound for Quadratic Discriminant Analysis	5
Randomized Repeated Significance Tests Based on Scan Statistics for Discrete Data	5
Covariance Matrices Under Sublinear Expectation and Application to Robust Portfolio Selection	5
Quantum Probability for Statisticians; Some New Ideas	5
Another Look at the Zero Integral Difference Between Lorenz and Concentration Curves in Supervised Learning	5
Estimation and Goodness-of-fit for the q-Weibull Distribution via the Mellin Transform	4
Strong Convergence Properties for Weighted Sums of Extended Negatively Dependent Random Variables Under Sub-linear Expectations with Statistical Applications	4
Reconstruction of Random Fields Concentrated on an Unknown Curve using Irregularly Sampled Data	4
A Stationary Proportional Hazard Class Process and its Applications	4
Entropy of Some Discrete Distributions	4
Discrete-Time Geo/Geo/1 Queueing System Associated with (s, S) Inventory Policy	4
Analytical and Economic Study of a Discrete-Time Queueing System with Patient Server and Working Vacations	4
Maximizing the Probability of Reaching a Goal Before Ruin with Transaction Costs	4
Procurement, Dynamic Pricing, and Early Exit Decisions for Products with Short Life Cycles	4
Optimal Strategy and System Performance in a Feedback Queue with Customer-intensive Services and Boundedly Rational Customers	4
Competing Risks Modelling via Multistate System Methodology under a Generalized Family of Distributions	3
Analysis of Semi-Markov Reward Processes Motivated by Ramp Rate Limitation in Wind Farms	3
Multi-State Joint Survival Signature for Multi-State Systems with Shared Multi-State Components	3
A Queueing Model with BMAP Arrivals and Heterogeneous Phase Type Group Services	3
Bayes Estimator Under Neutrosophic Statistics: A Robust Approach for Handling Uncertainty and Imprecise Data	3
Matrix-analytic Methods for the Evolution of Species Trees, Gene Trees, and Their Reconciliation	3
Backward Non-Homogeneous Markov Systems: Weak Ergodicity	3
Generalized Fractional Risk Process	3
Efficient Rare-Event Simulation for Random Geometric Graphs via Importance Sampling	3
A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson’s Equation	3
Perpetual American Compound Lookback and Integral Options with Floating Strikes	3
Game Equilibrium and Simulation in M/M/1 Retrial Queues with Standby Mechanism	3
Strong Convergence for Weighted Sums of Widely Orthant Dependent Random Variables and Applications	3
On Cold Standby Repairable Systems with a Random Change Point in Failure and/or Repair Times	3
Bayesian Wavelet Stein’s Unbiased Risk Estimation of Multivariate Normal Distribution Under Reflected Normal Loss	3
On the Optimal Nested Ordered Algorithm	3
Kolmogorov-Type Maximal Inequalities for Independent and Dependent Negative Binomial Random Variables	3
Stochastic Fluid Models with Upward Jumps and Phase Transitions	2
Diffusion Approximation of Gamma Processes in Semi-Markov Random Media	2
Remaining Loads in a PH/M/c Queue with Impatient Customers	2
Poisson Edge Growth and Preferential Attachment Networks	2
On Random Simplex Picking Beyond the Blaschke Problem	2
Two-sided Bounds for Renewal Equations and Ruin Quantities	2
Energy Efficiency in a Base Station of 5G Cellular Networks using M/G/1 Queue with Multiple Sleeps and N-Policy	2
Application of Bernstein Polynomials on Estimating a Distribution and Density Function in a Triangular Array	2
On the Topology of Higher-order Age-dependent Random Connection Models	2
Nonparametric Estimation of Trend for Stochastic Processes Driven by G-Brownian Motion with Small Noise	2
Hitting Probabilities and Hitting Times in Time-inhomogeneous Level-dependent Quasi-birth-death Processes	2
The Multivariate Generalized Linear Hawkes Process in High Dimensions with Applications in Neuroscience	2
Optimal Pricing Strategy in an Unreliable M/M/1 Retrial Queue with Delayed Repair and Breakdown Deterioration	2
A Note on the Distribution of the Extreme Degrees of a Random Graph via the Stein-Chen Method	2
Moments of the Ruin Time in a Lévy Risk Model	2

Circular One/Two/Three-dimensional Consecutive k-Type Systems	2
Bayesian Analysis of Proportions via a Hidden Markov Model	2
Stochastic Modeling of a Base Station in 5G Wireless Networks for Energy Aspects Using Advanced Sleep Mechanism	2
Transform MCMC Schemes for Sampling Intractable Factor Copula Models	2
Crossings States and Sets of States in Random Walks	2
The Effect of Loss Preference on Queueing with Information Disclosure Policy	2
Diffusion Approximation of Loss Queueing Systems	2
On Erlang Queue with Multiple Arrivals and its Time-Changed Variant	2
Vessels Arrival Process and its Application to the SHIP/M/$$\infty$$ Queue	2
Analysis of Renewal Batch Arrival Queues with Multiple Vacations and Geometric Abandonment	2
On Erlangization and Extrapolation, with Applications to Financial Regime-Switching Lévy Models	2
Covering One Point Process with Another	2
Discrete-Time Household Epidemic Models	2
Performance and Optimization Analysis of a Queue with Delayed Uninterrupted Multiple Vacation and N-Policy	2
State Re-union Maintainability for Semi-Markov Models in Manpower Planning	2
Randomized Quasi-Monte Carlo Methods on Triangles: Extensible Lattices and Sequences	2
Birth, Death, Coincidences and Occupancies: Solutions and Applications of Generalized Birthday and Occupancy Problems	2
Analysis of Two-Way Communication in $$M_1^X, M_2/G_1,G_2/1$$ Retrial Queue Under the Constant Retrial Policy	2
Weak Ergodicity in G-NHMS	2
Asymptotic Analysis of k-Hop Connectivity in the 1D Unit Disk Random Graph Model	2
System Point Level Crossing Approach for Lost Sales Deteriorating Inventory Systems with Positive Lead Time	2
An Enhanced Epidemic Susceptible-Infected-Hospitalized-Recovered-Deceased (SIHRD) Stochastic Model with Emphasis on the Impact of Hospitalizations on Epidemic Evolution	2
On Shock Models with Two Shock Types	2
Uniform Sampling of Fixed Size Polyominoes	2
Weighted Shannon Differential Entropy for Consecutive k-out-of-n:G Systems: Properties, Bounds, Estimation and Applications	1
The Finite-Time Ruin Probabilities of a Renewal Risk Model with Arbitrarily Dependent Insurance and Financial Risks Caused by Systematic Factors	1
Dynamics of a Stochastic Regime-Switching Four-Species Food Chain Model with Distributed Delays and Harvesting	1
Discrete-Time Informal Queue with an Infinite Number of Groups for Resource Management of a Data Center	1
Analysis of IBNR Liabilities with Interevent Times Depending on Claim Counts	1
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	1
Simulation and Analysis of Multifractional Stochastic Processes with R Package Rmfrac	1
Blowup Probability, Blowup Time and Blowup Rate of Nonlinear Heat Equations with Potential Term Perturbed by a Multiplicative Gaussian Rough Noise	1
Analysis of a Stochastic Single-Species Model with Intraspecific Cooperation	1
Directional Gaussian Hypergeometric Beta Distributions and their uses in Contaminated Binary Sampling	1
Perpetual American Compound Fixed-Strike Lookback Options on Maxima Drawdowns	1
Correction to: Redundancy in Two-series-parallel and Two-parallel-series Systems with Independent Components Randomly Chosen from Two Batches	1
Asymptotic Ruin Probability for a Bidimensional Delay-claim Risk Model with Dependent Subexponential Claims	1
Optimal Investment and Reinsurance to Maximize the Probability of Drawup Before Drawdown	1
A Probabilistic Analysis of the (T, N) Platoon Formation Policy in Connected Autonomous Truck Systems	1
Optimization Design of the Shock Model for Repairable Retrial Systems with $$N$$-policy and Imperfect Coverage	1
The Aggregate Discounted Claims Process Under Multiple and Terminable Arrivals Renewal Processes	1
Asymptotic Behaviors of the VaR and CVaR Estimates for Widely Orthant Dependent Sequences	1
Bivariate Semi-Parametric Model: Bayesian Inference	1
Level Sets Semimetrics for Probability Measures with Applications in Hypothesis Testing	1
Asymptotic Finite-Time Ruin Probabilities for a Multidimensional Risk Model with Subexponential Claims	1
Dynamics of a Stochastic Predator-Prey System in Presence of Competitor for Prey with Fear Effect and Hunting Cooperation	1
A Non-local Fokker-Planck Equation with Application to Probabilistic Evaluation of Sediment Replenishment Projects	1
A Queueing-Inventory System with Modified Delayed Vacation under Bernoulli Schedule	1
Equilibrium Contribution Rate and Asset Allocation of DB Pension Plan under the CEV Model	1
A Partial Review on Testing for Change Points in Autoregressive Time Series Models	1
Markovian Online Matching Algorithms on Large Bipartite Random Graphs	1
On Berman Functions	1
On the Mixed Extended Generalized Pólya Process and Its Stochastic Intensity Paradox	1
The Log-Logistic Regression Model Under Censoring Scheme	1
The Bahadur Representation for Empirical and Smooth Quantile Estimators Under Association	1
A Non-equilibrium Geometric No-arbitrage Principle	1
How Fast Does Extinction Occur in Bisexual Populations With Size-Dependent Mating Dynamics?	1
The Gerber-Shiu Penalty Function for a Two-sided Renewal Risk Process Perturbed by Diffusion	1
Two-sided Bounds for some Quantities in the Delayed Renewal Process	1
Modeling and Control of Data Transmission	1
Compound Poisson Disorder Problem with General Disorder Prior Density	1
Optimal Insurance Demand and Investment-consumption Choices for Individuals Confronting Uninsured Risks	1
Numerical Treatment of Stochastic Delay Differential Equations using Computational Scheme based on Shifted Chebyshev Cardinal Functions	1
Asymptotic Properties of the Estimators in Mildly Stable Unit Root Process	1
Random Apportionment: A Stochastic Solution to the Balinski-Young Impossibility	1
Ornstein - Uhlenbeck Process Driven By $$\alpha$$-stable Process and Its Gamma Subordination	1
A Time-Varying Branching Process Approach to Model Self-Renewing Cells	1
Preservation of Transform Order Properties of Component Lifetimes by System Lifetimes	1
Strategic Behavior and Optimization of an M/M/1 Queue with N-Policy and Hysteretic Control	1
Robust Investment and Proportional Reinsurance Strategy with Delay and Jumps in a Stochastic Stackelberg Differential Game	1
Asymptotics of Sum of Heavy-tailed Risks with Copulas	1
Queueing Model Approximation for Multi-threaded Architecture with Feedback Jobs	1
Appointment Scheduling for Parallel Queues	1
Sideward Contact Tracing in an Epidemic Model with Mixing Groups	1
Analytical Computation of Pseudo-Gibbs Distributions for Dependency Networks	1
Optimal Investment-Consumption and Life Insurance Strategy with Mispricing and Model Ambiguity	1
On Survival of Coherent Systems Subject to Random Shocks	1
Portfolio Selection with Contrarian Strategy	1
Burg entropy in terms of survival function and its application in model selection	1
Self and Mutually Exciting Point Process Embedding Flexible Residuals and Intensity with Discretely Markovian Dynamics	1

A New Separation Index and Classification Techniques Based on Shannon Entropy	1
Expected Values of Order Statistics in Finite Samples from Normal Mixture Distributions	1
Reliability and Optimization for k-out-of-n: G Mixed Standby Retrial System with Dependency and J-Vacation	1
The Marcinkiewicz Laws for Weighted Sums of Heavy-Tailed Random Variables and Applications to the Value-at-Risk Estimators and Semiparametric Regression Models	1
Branching Random Walks on $$\mathbb {Z}$$ with One Particle Generation Center and Symmetrically Located Absorbing Sources	1
On Geometric-type Approximations with Applications	1
Distributions Related to Weak Runs With a Minimum and a Maximum Number of Successes: A Unified Approach	1
On the Analysis of a Generalised Mean-Reverting Stochastic Model with Two Uncorrelated Brownian Motions	1
Non-zero-sum Stochastic Differential Games for Asset-Liability Management with Stochastic Inflation and Stochastic Volatility	0
Editorial for special issue on advances in Actuarial Science and quantitative finance	0
Optimal Control Problems for a Class of Markovian Epidemic Models	0
Optimal Investment and Risk Control Strategies for an Insurer Subject to a Stochastic Economic Factor in a Lévy Market	0
A Versatile Stochastic Dissemination Model	0
On the Joint Distributions of Increasing and Decreasing Successions of Arbitrary Multisets	0
Detailed Analytical and Computational Studies of D-BMAP/D-BMSP/1 Queueing System	0
Distribution of Patterns of Constrained Length in Binary Sequences	0
A Multi-level Monte Carlo Simulation for Invariant Distribution of Markovian Switching Lévy-Driven SDEs with Super-Linearly Growth Coefficients	0
Busy Periods for Queues Alternating Between Two Modes	0
The Evaluation of System Reliability Under Dependent Shock Magnitudes	0
A Unified Approach for Hitting Time of Jump Markov Type Processes	0
A Cost-Efficient Retrial Queueing Model for Mitigating DDoS Attacks with Standby Mechanisms	0
Strong Consistency for the Conditional Self-weighted M Estimator of GRCA(p) Models	0
Relative Error of Scaled Poisson Approximation for Tail Distributions via Stein’s Method	0
Global Offensive Alliances and Groupies in Heterogeneous Random Graphs	0
Hedging At-the-money Digital Options Near Maturity	0
Transient Analysis of a Modified Differentiated Vacation Queueing System for Energy-Saving in WiMAX	0
An Enhanced Method for the Computation of the Distribution of the Proportion of Time that a Continuous-Time Markov Chain is in a Subset of States in a Time Interval	0
A Large Class of Bilateral Distributions for Financial Applications	0
On the Asymptotic Behavior of the Multi-step Prediction Error for a Nonlinear Random Fields Model with Estimated Coefficients	0
On Defective Renewal Equations and Compound Geometric Distributions, with Applications in Ruin Theory	0
Single-Index Importance Sampling with Stratification	0
General M-Estimator Processes and their m out of n Bootstrap with Functional Nuisance Parameters	0
An Extension of Interval Probabilities using Modal Interval Theory and its Application to Non-life Insurance	0
On Several Properties of A Class of Hybrid Recursive Trees	0
Analysis of a Discrete-time Queue with Modified Batch Service Policy and Batch-size-dependent Service	0
Four Finite Dimensional (FD) Surrogates for Continuous Random Processes	0
Conditional Moment Matching and Stratified Approximation for Pricing and Hedging Periodic-Premium Variable Annuities	0
A Novel Approximation Method for Computing the Adjustment Coefficient of a Nonlinear Cramér-Lundberg Risk Model with Gamma Claims	0
Robust Optimal Investment Strategies for Mean-Variance Asset-Liability Management Under 4/2 Stochastic Volatility Models	0
Optimal Investment for Agents with Unhedgeable Stochastic Income in Competitive Games	0
Stochastic Simulation Algorithms for Solving Transient Anisotropic Diffusion-recombination Equations and Application to Cathodoluminescence Imaging	0
Random Walk in the Complete Graph : Hitting and Cover Times	0
Conditional Mean Risk Sharing of Independent Discrete Losses in Large Pools	0
Pseudo-Spectral Galerkin Method Using Shifted Vieta-Fibonacci Polynomials for Stochastic Models: Existence, Stability, and Numerical Validation	0
Finite Element Approximations of Stochastic Linear Schrödinger Equation Driven by Additive Wiener Noise	0
Distributions of the Number of Records and the Waiting Time Distributions for the rth Record	0
Reliability Assessment for Censored $${\boldsymbol{\delta}}$$-Shock Models	0
Effects of Prioritized Input on Human Resource Control in Departmentalized Markov Manpower Framework	0
On Distribution of the Number of Peaks and the Euler Numbers of Permutations	0
Analysis of A Two-queue Discrete-time Model with Random Alternating Service Under High Occupancy in One Queue	0
A Semi-Markov Model with Geometric Renewal Processes	0
A Semi-Markov Process for the K-in-a-Row Design	0
The Markovian Shot-noise Risk Model: A Numerical Method for Gerber-Shiu Functions	0
Simultaneous Confidence Regions and Weighted Hypotheses on Parameter Arrays	0
Optimal Investment-reinsurance Strategies for an Insurer with Options Trading Under Model Ambiguity	0
Introduction, Analysis and Limiting Behaviour of a Multi-Level Nonhomogeneous Semi-Markov System with a Reducible Embedded Markov Chain	0
Stationary Distribution and Density Function of a Stochastic Population Model with Ornstein-Uhlenbeck Process	0
Social Interactions in Queueing Systems: Pricing Decision with Reference Time Effect	0
The Valuation at Origination of Mortgages with Full Prepayment and Default Risks	0
On Ordered Beta Distribution and the Generalized Incomplete Beta Function	0
On Approximate Representation of Fractional Brownian Motion	0
A Stochastic Schumacher Diffusion Process: Probability Characteristics Computation and Statistical Analysis	0
On the f-divergence on Quantum Calculus	0
Stochastic Differential Games on Optimal Investment and Reinsurance Strategy with Delay Under the CEV Model	0
Generative-Discriminative Machine Learning Models for High-Frequency Financial Regime Classification	0
Construction of Jointly Distributed Random Samples Drawn from the Beta Two-Parameter Process	0
Polynomial Convergence Rates of Piecewise Deterministic Markov Processes	0
Analyzing the Profitability and Efficiency in European Non-Life Insurance Industry	0
Three Distributions in the Extended Occupancy Problem	0
Strong Approximation of Bessel Processes	0
Subtractive Random Forests with Two Choices	0
Equilibrium Queueing Strategies in M/G/1 Queues with the Reference Time Effect	0
European and Asian Greeks for Exponential Lévy Processes	0
Subsampling in Longitudinal Models	0
Maintenance Optimization of Repairable Systems Under a Diffusion Approximation Scheme	0
Weighted fractional generalized cumulative past entropy and its properties	0
Sojourn-time Distribution for $$M/G^a/1$$ Queue with Batch Service of Fixed Size - Revisited	0
Quantile-Based Cumulative Past Extropy of Record Values	0
Approximations for the Number of Maxima and Near-maxima in Independent Data	0
Equilibrium Joining Strategies in the Retrial Queue with Two Classes of Customers and Delayed Vacations	0
On the Tail Behavior for Randomly Weighted Sums of Dependent Random Variables with its Applications to Risk Measures	0
Approximating the Spectral Gap of the Pólya-Gamma Gibbs Sampler	0
Equilibrium Passenger and Social Optimality in an Airport Pick-up Scenario	0
Cramér Moderate Deviations and Berry-Esseen Bounds for Mandelbrot’s Cascade in a Random Environment	0
New Discrete Bivariate Distributions Generated from Discrete Time Point Process Model	0
Correction to: Markovian Online Matching Algorithms on Large Bipartite Random Graphs	0
The Asymptotic Distribution of the Scaled Remainder for Pseudo Golden Ratio Expansions of a Continuous Random Variable	0
A Latent Variable Approach to the Analysis of Progressively Hybrid Censored Masked Data	0
Matched Queues with Flexible and Impatient Customers	0
Actor-Critic Learning Algorithms for Mean-Field Control with Moment Neural Networks	0
Correction to: Distributions of the Number of Records and the Waiting time Distributions for the Rth Record	0
Approximating the Dynamic VaR Risk Measure in Ruin Theory	0
Singular Distribution Functions for Random Variables with Stationary Digits	0
Exact Simulation of Poisson-Dirichlet Distribution and Generalised Gamma Process	0
Asymptotics for a Bidimensional Renewal Risk Model with Subexponential Main Claims and Delayed Claims	0