Research Article
Optimal Scaling of the Random Walk Metropolis: General Criteria for the 0.234 Acceptance Rule
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- 30 January 2018, pp. 1-15
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On the Generalized Drift Skorokhod Problem in One Dimension
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- 30 January 2018, pp. 16-28
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Optimal Sequential Change Detection for Fractional Diffusion-Type Processes
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- 30 January 2018, pp. 29-41
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Sharp Bounds for Sums of Dependent Risks
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- 30 January 2018, pp. 42-53
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Limit Theorems for a Generalized Feller Game
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- 30 January 2018, pp. 54-63
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Asymptotics for the First Passage Times of Lévy Processes and Random Walks
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- 30 January 2018, pp. 64-84
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Random Walks Reaching Against all Odds the other Side of the Quarter Plane
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- 30 January 2018, pp. 85-102
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Asymptotics of Hybrid Fluid Queues with Lévy Input
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- 30 January 2018, pp. 103-113
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Domain of Attraction of the Quasistationary Distribution for Birth-and-Death Processes
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- 30 January 2018, pp. 114-126
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Heavy Tails in Queueing Systems: Impact of Parallelism on Tail Performance
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- 30 January 2018, pp. 127-150
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Computing Stationary Expectations in Level-Dependent QBD Processes
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- 30 January 2018, pp. 151-165
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Conditional Distributions of Processes Related to Fractional Brownian Motion
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- 30 January 2018, pp. 166-183
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Regular Perturbation of V-Geometrically Ergodic Markov Chains
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- 30 January 2018, pp. 184-194
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A Time-Homogeneous Diffusion Model with Tax
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- 30 January 2018, pp. 195-207
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Splitting Trees Stopped when the First Clock Rings and Vervaat's Transformation
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- 12 February 2018, pp. 208-227
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Asymptotic Analysis of Hoppe Trees
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- 30 January 2018, pp. 228-238
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Ancestral Graph with Bias in Gene Conversion
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- 30 January 2018, pp. 239-255
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Duality Between the Two-Locus Wright–Fisher Diffusion Model and the Ancestral Process with Recombination
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- 30 January 2018, pp. 256-271
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Dynamic Signatures of Coherent Systems Based on Sequential Order Statistics
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- 30 January 2018, pp. 272-287
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Asymptotic Expected Number of Passages of a Random Walk Through an Interval
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- 30 January 2018, pp. 288-294
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