JPR volume 43 issue 4 Cover and Back matter

2006 Journal of Applied Probability  
Research Papers 1 SITHPARRAN VANNIASEGARAM. Le Her with s suits and d denominations 16 DANIEL BEREND AND LUBA SAPIR. Range of asymptotic behaviour of the optimality probability of the expert and majority rules 32 OLIVER JOHNSON. A central limit theorem for non-overlapping return times 48 A. COLANGELO, A. MULLER AND M. SCARSINI. Positive dependence and weak convergence 60 URS GRUBER AND MARTIN SCHWEIZER. A diffusion limit for generalized correlated random walks 74 LUDWIG BARINGHAUS AND RUDOLF
more » ... BEL. Monte Carlo algorithms for finding the maximum of a random walk with negative drift 87 VLADIMIR V. MAZALOV AND MITSUSHI TAMAKI. An explicit formula for the optimal gain in the full-information problem of owning a relatively best object 102 ALBRECHT IRLE. A forward algorithm for solving optimal stopping problems 114 K. F. TURKMAN. A note on the extremal index for space-time processes 127 JOSEPH GLAZ, MARTIN KULLDORFF, VLADIMIR POZDNYAKOV AND J. MICHAEL STEELE. Gambling teams and waiting times for patterns in two-state Markov chains 141 YUANYUAN LIU AND ZHENTING HOU. Several types of ergodicity for M/G/I-type Markov chains and Markov processes 159 M. GONZALEZ, R. MARTINEZ AND M. MOTA. Rates of growth in a class of homogeneous multidimensional Markov chains 175 MARIO LEFEBVRE. First passage problems for asymmetric Wiener processes 185 J. C. JIMENEZ AND F. CARBONELL. Local linear approximations of jump diffusion processes 195 YUQIANG LI. On a continuous-state population-size-dependent branching process and its extinction 208 MARTIJN PISTORIUS. On maxima and ladder processes for a dense class of Levy process 221 OFFER KELLA, ONNO BOXMA AND MICHEL MANDJES. A Levy process reflected at a Poisson age process 231 LASSE LESKELA. Stabilization of an overloaded queueing network using measurement-based admission control 245 RAFAL KULIK. Limit theorems for moving averages with random coefficients and heavy-tailed noise 257 HANSJORG ALBRECHER AND JEF L. TEUGELS. Exponential behavior in the presence of dependence in risk theory Short Communications 274 SCOTT SPICER AND ILZE ZIEDINS. User-optimal state-dependent routeing in parallel tandem queues with loss 282 EROL A. PEKOZ. A compound Poisson approximation inequality 289 ZENGHU LI. A limit theorem for discrete Galton-Watson branching processes with immigration 296 MARIA CONCEI<;Ao SERRA. On the waiting time to escape available at https://www.cambridge.org/core/terms. https://doi.. Availability of periodically inspected systems with Markovian wear and shocks 318 XIANPING GUO AND QUANXIN ZHU. Average optimality for Markov decision processes in Borel spaces: a new condition and approach 335 HSIAO-CHI CHEN, YUNSH"YONG CHOW, AND JUNE HSIEH. Boundedly rational quasi-Bayesian learning in coordination games with imperfect monitoring 351 KOFFI Y. SAMPSON. Structured coalescent with nonconservative migration 363 SANDJAI BHULAI. On the value function of the M/Cox(r)/1 queue 377 RAFIK AGUECH, NABIL LASMAR AND HOSAM MAHMOUD. Limit distribution of distances in biased random tries 391 JORGE NAVARRO AND MOSHE SHAKED. Hazard rate ordering of order statistics and systems 409 YUNG-PIN CHEN. A central limit property under a modified Ehrenfest urn design 421 REMIGIJUS LEIPUS, VYGANTAS PAULAUSKAS AND DONATAS SURGAILIS. On a random-coefficient AR( 1) process with heavy-tailed renewal switching coefficient and heavytailed noise 441 RICHARD FINLAY AND EUGENE SENETA. Stationary-increment Student and variancegamma processes 454 G. SOFRONOV, JONATHAN M. KEITH AND DIRK P. KROESE. An optimal sequential procedure for a buying-selling problem with independent observations 463 JOHAN SEGERS. Rare events, temporal dependence, and the extremal index 486 ROBERT LUND, YING ZHAO AND
doi:10.1017/s0021900200002606 fatcat:3wy23kf3irb4xbdfwp7nqhxdue