Volume 23, Issue 1

Search all Methodology and Computing in Applied Probability articles

March 2021

International Workshop in Applied Probability 2018

Issue Editors:

Markos V. KOUTRAS,
Laszlo Márkus

22 articles in this issue

Editorial
M. V. Koutras
L. Márkus
EditorialNotes 01 February 2021 Pages: 1 - 3
Truncated Family of Distributions with Applications to Time and Cost to Start a Business
Ayman Alzaatreh
Mohammad A. Aljarrah
Carl Lee
OriginalPaper 02 July 2020 Pages: 5 - 27
Sufficient Conditions for some Transform Orders Based on the Quantile Density Ratio
Antonio Arriaza
Félix Belzunce
Carolina Martínez-Riquelme
OriginalPaper 11 September 2019 Pages: 29 - 52
Fractional Ornstein-Uhlenbeck Process with Stochastic Forcing, and its Applications
Giacomo Ascione
Yuliya Mishura
Enrica Pirozzi
OriginalPaper 07 November 2019 Pages: 53 - 84
Structure of the Particle Population for a Branching Random Walk with a Critical Reproduction Law
Daria Balashova
Stanislav Molchanov
Elena Yarovaya
OriginalPaper 27 January 2020 Pages: 85 - 102
Discrete-Time Model of Company Capital Dynamics with Investment of a Certain Part of Surplus in a Non-Risky Asset for a Fixed Period
Ekaterina Bulinskaya
Boris Shigida
OriginalPaper 24 February 2021 Pages: 103 - 121
Statistical Estimation of Mutual Information for Mixed Model
Alexander Bulinski
Alexey Kozhevin
OriginalPaper 01 July 2020 Pages: 123 - 142
Hierarchical Archimedean Dependence in Common Shock Models
Umberto Cherubini
Sabrina Mulinacci
OriginalPaper 13 August 2020 Pages: 143 - 163
Generalizations of Runs and Patterns Distributions for Sequences of Binary Trials
Spiros D. Dafnis
Frosso S. Makri
Markos V. Koutras
OriginalPaper 27 July 2020 Pages: 165 - 185
Stochastic Precedence and Minima Among Dependent Variables
Emilio De Santis
Yaakov Malinovsky
Fabio Spizzichino
OriginalPaper 14 February 2020 Pages: 187 - 205
Stability and Instability of Steady States for a Branching Random Walk
Yaqin Feng
Stanislav Molchanov
Elena Yarovaya
OriginalPaper 04 May 2020 Pages: 207 - 218
Measuring Discrepancies Between Poisson and Exponential Hawkes Processes
Rachele Foschi
Original Article Open access 13 November 2020 Pages: 219 - 239
Gamma Process-Based Models for Disease Progression
Ayman Hijazy
András Zempléni
OriginalPaper Open access 29 January 2020 Pages: 241 - 255
Numerical Stochastic Model of Non-stationary Time Series of the Wind Chill Index
Nina Kargapolova
OriginalPaper 21 February 2020 Pages: 257 - 271
A New and Pragmatic Approach to the GI^X/Geo/c/N Queues Using Roots
J. J. Kim
M. L. Chaudhry
A. D. Banik
Original Article 18 November 2020 Pages: 273 - 289
Asymptotic Distributions of Empirical Interaction Information
Mariusz Kubkowski
Jan Mielniczuk
OriginalPaper Open access 16 April 2020 Pages: 291 - 315
Schur-Constant and Related Dependence Models, with Application to Ruin Probabilities
Claude Lefèvre
Matthieu Simon
OriginalPaper 13 November 2019 Pages: 317 - 339
Modelling Joint Behaviour of Asset Prices Using Stochastic Correlation
László Márkus
Ashish Kumar
Original Article Open access 10 November 2020 Pages: 341 - 354
On Rereading Stein’s Lemma: Its Intrinsic Connection with Cramér-Rao Identity and Some New Identities
Nitis Mukhopadhyay
OriginalPaper 31 October 2020 Pages: 355 - 367
Perturbed Markov Chains with Damping Component
Dmitrii Silvestrov
Sergei Silvestrov
Godwin Kakuba
OriginalPaper Open access 13 August 2020 Pages: 369 - 397
Modelling of Limit Order Books by General Compound Hawkes Processes with Implementations
Anatoliy Swishchuk
OriginalPaper 19 June 2020 Pages: 399 - 428
Scan Statistics for Normal Data with Outliers
Qianzhu Wu
Joseph Glaz
Original Article 09 November 2020 Pages: 429 - 458

Volume 23, Issue 1

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