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Identification of a Locally Self-similar Gaussian Process by Using Convex Rearrangements A. PhilippeE. Thilly OriginalPaper Pages: 195 - 209
Convexity Bias in the Pricing of Eurodollar Swaps V. PozdnyakovJ.M. Steele OriginalPaper Pages: 181 - 193
Accessibility and Reliability for Connected Bipartite Graphs Y. AthM. EbneshahrashoobM. Sobel OriginalPaper Pages: 153 - 161
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Stochastic Order and MLE of the Mean of the Exponential Distribution N. BalakrishnanC. BrainJie Mi OriginalPaper Pages: 83 - 93
On the Moments of Overflow and Freed Carried Traffic for the GI/M/C/0 System Andreas BrandtManfred Brandt OriginalPaper Pages: 69 - 82
Bounds on Gambler's Ruin Probabilities in Terms of Moments S. N. EthierDavar Khoshnevisan OriginalPaper Pages: 55 - 68
Estimating the p-Variation Index of a Sample Function: An Application to Financial Data Set Rimas NorvaišaDonna Mary Salopek OriginalPaper Pages: 27 - 53
A Random-Discretization Based Monte Carlo Sampling Method and its Applications James C. FuLiqun Wang OriginalPaper Pages: 5 - 25
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On the Tractability of the Measure Associated to the Phase-Type Planar Point Process Marie-Ange Remiche OriginalPaper Pages: 411 - 426
Parameter Estimation and the CRLB with Uncertain Origin Measurements T. KirubarajanHuimin ChenYaakov Bar-Shalom OriginalPaper Pages: 387 - 410
A Minimal-Automaton-Based Algorithm for the Reliability of Con(d, k, n) Systems Jen-Chun ChangRong-Jaye ChenFrank K. Hwang OriginalPaper Pages: 379 - 386
Directionally Convex Comparison of Correlated First Passage Times Haijun LiSusan H. Xu OriginalPaper Pages: 365 - 378
Continuity Corrections for Discrete Distributions Under the Edgeworth Expansion Shaul K. Bar-LevCamil Fuchs OriginalPaper Pages: 347 - 364
An Algorithm Evaluating Generalized Life Insurance Programs B. LeviksonE. FrostigD. Bshouty OriginalPaper Pages: 329 - 340
Geometric Ergodicity of Metropolis-Hastings Algorithms for Conditional Simulation in Generalized Linear Mixed Models O. F. ChristensenJ. MøllerR. P. Waagepetersen OriginalPaper Pages: 309 - 327
The Influence of Rainflow Filtering on the Distributions of Characteristic Wave Parameters Jesper Rydén OriginalPaper Pages: 295 - 308
Numerical Solution of non-Homogeneous Semi-Markov Processes in Transient Case* Jacques JanssenRaimondo Manca OriginalPaper Pages: 271 - 293
Reconstruction of Gray-Scale Images Pablo A. FerrariMarco D. GubitosoE. Jordão Neves OriginalPaper Pages: 255 - 270
On Numerical Solution of the Markov Renewal Equation: Tight Upper and Lower Kernel Bounds D. A. ElkinsM. A. Wortman OriginalPaper Pages: 239 - 253
A Monte Carlo Method for the Simulation of First Passage Times of Diffusion Processes Maria Teresa GiraudoLaura SacerdoteCristina Zucca OriginalPaper Pages: 215 - 231
Markov Decision Processes with a Constraint on the Asymptotic Failure Rate M. BoussemartT. BickardN. Limnios OriginalPaper Pages: 199 - 214
Second Order Efficient Estimating a Smooth Distribution Function and its Applications Sam Efromovich OriginalPaper Pages: 179 - 198
When the “Bull” Meets the “Bear”—A First Passage Time Problem for a Hidden Markov Process Xin Guo OriginalPaper Pages: 135 - 143
A Markov Embedding Approximation for a Stochastic Population Model with Exogenous Disturbances Bruce P. AyatiClaudia Neuhauser OriginalPaper Pages: 123 - 133
Approximations for the Long-Term Behavior of an Open-Population Epidemic Model D. ClancyP. D. O’NeillP. K. Pollett OriginalPaper Pages: 75 - 95
A Comparison of Two Sequential Metropolis-Hastings Algorithms with Standard Simulation Techniques in Bayesian Inference in Reliability Models Involving a Generalized Gamma Distribution Jørund GåsemyrBent NatvigErik Sørensen OriginalPaper Pages: 51 - 73
Distribution of Increasing ℓ-sequences in a Random Permutation Brad C. Johnson OriginalPaper Pages: 35 - 49
Binary Markov Mesh Models and Symmetric Markov Random Fields: Some Results on their Equivalence Noel CressieCraig Liu OriginalPaper Pages: 5 - 34
Empirical Optimization in a Reliability Problem Rosa E. LilloMarcel F. Neuts OriginalPaper Pages: 413 - 424
Reliability Approximation for Markov Chain Imbeddable Systems Michael V. BoutsikasMarkos V. Koutras OriginalPaper Pages: 393 - 411
A Computational Approach for Fluid Queues Driven by Truncated Birth–Death Processes R. B. LeninP. R. Parthasarathy OriginalPaper Pages: 373 - 392
Inequalities for Random Utility Models, with Applications to Ranking and Subset Choice Data Harry Joe OriginalPaper Pages: 359 - 372
Lower Order Moments of Inter-transition Times in the Stationary QBD Process Allan T. AndersenMarcel F. NeutsBo Friis Nielsen OriginalPaper Pages: 339 - 357
A Generalized Erdös-Rényi Law for Sequence Analysis Problems Laurie J. Heyer OriginalPaper Pages: 309 - 329
Multivariate Survival Models with a Mixture of Positive Stable Frailties Nalini RavishankerDipak K. Dey OriginalPaper Pages: 293 - 308
Nested Partitions Method for Stochastic Optimization Leyuan ShiSigurdur O´lafsson OriginalPaper Pages: 271 - 291
Extremes of Gaussian Processes with Maximal Variance near the Boundary Points Enkelejd HashorvaJürg Hüsler OriginalPaper Pages: 255 - 269
Stochastic Convexity of the Poisson Mixture Model Michel DenuitClaude LefèvreMoshe Shaked OriginalPaper Pages: 231 - 254
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