Methodology And Computing In Applied Probability

Methodology And Computing In Applied Probability

应用概率的方法论和计算

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高引用文章

文章名称 引用次数
Comparisons Between Largest Order Statistics from Multiple-outlier Models with Dependence 6
Variance Allocation and Shapley Value 5
On Weighted Generalized Cumulative Residual Entropy of Order n 5
Telegraph Process with Elastic Boundary at the Origin 4
A Recursive Algorithm for Selling at the Ultimate Maximum in Regime-Switching Models 4
Hitting Times in Markov Chains with Restart and their Application to Network Centrality 4
Modeling Zero Inflation in Count Data Time Series with Bounded Support 4
Optimal Harvesting for a Stochastic Predator-prey Model with S-type Distributed Time Delays 4
On Generalised Piterbarg Constants 4
Fractional Brownian Motion Delayed by Tempered and Inverse Tempered Stable Subordinators 4
The Slash Lindley-Weibull Distribution 3
Product Markovian Quantization of a Diffusion Process with Applications to Finance 3
High-Dimensional Quadratic Classifiers in Non-sparse Settings 3
Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures 3
Queues with Dropping Functions and Autocorrelated Arrivals 3
A Model-Point Approach to Indifference Pricing of Life Insurance Portfolios with Dependent Lives 3
Batch Renewal Arrival Process Subject to Geometric Catastrophes 3
Discretely Observed Brownian Motion Governed by Telegraph Process: Estimation 3
Asymptotics of Two-boundary First-exit-time Densities for Gauss-Markov Processes 3
Sterrett Procedure for the Generalized Group Testing Problem 2
Arrangement Increasing Resource Allocation 2
Entropy-based Inhomogeneity Detection in Fiber Materials 2
Stability in Distribution of a Stochastic Competitive Lotka-Volterra System with S-type Distributed Time Delays 2
Discounted Aggregate Claim Costs Until Ruin in the Discrete-Time Renewal Risk Model 2
Pricing Variance Swaps in a Hybrid Model of Stochastic Volatility and Interest Rate with Regime-Switching 2
Optimal Mission Duration for Partially Repairable Systems Operating in a Random Environment 2
Asymptotic Results for First-Passage Times of Some Exponential Processes 2
On Coherent Risk Measures Induced by Convex Risk Measures 2
Coupling Importance Sampling and Multilevel Monte Carlo using Sample Average Approximation 2
The Queue Geo/G/1/N+1 Revisited 2
Sampling and Learning Mallows and Generalized Mallows Models Under the Cayley Distance 2
First Passage Time of a Levy Degradation Model with Random Effects 2
Linear Combination of Independent Exponential Random Variables 2
Some Results and Applications of Geometric Counting Processes 2
Option Pricing with Fractional Stochastic Volatility and Discontinuous Payoff Function of Polynomial Growth 2
Extensions of the Generalized Polya Process 2
Approximation of Sojourn Times of Gaussian Processes 2
Sensitivity of the Stability Bound for Ruin Probabilities to Claim Distributions 2
M/M/1 Retrial Queue with Collisions and Transmission Errors 2
Estimation of Inverse Lindley Distribution Using Product of Spacings Function for Hybrid Censored Data 1
On Lattice Path Counting and the Random Product Representation, with Applications to the E-r/M/1 Queue and the M/E-r/1 Queue 1
Cutoff Phenomenon for Nearest Lamperti's Random Walk 1
The Least Squares Estimation for the alpha-Stable Ornstein-Uhlenbeck Process with Constant Drift 1
The Single Server Queue with Mixing Dependencies 1
Expectation Bayesian Estimation of System Reliability Based on Failures 1
Robust Scan Statistics for Detecting a Local Change in Population Mean for Normal Data 1
Sharp Bounds for Exponential Approximations of NWUE Distributions 1
Expectiles, Omega Ratios and Stochastic Ordering 1
Dependence Properties of Conditional Distributions of some Copula Models 1
Multivariate Regular Variation of Discrete Mass Functions with Applications to Preferential Attachment Networks 1