25 results
Heavy-traffic limits for parallel single-server queues with randomly split Hawkes arrival processes
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 61 / Issue 2 / June 2024
- Published online by Cambridge University Press:
- 07 August 2023, pp. 490-514
- Print publication:
- June 2024
-
- Article
-
- You have access
- HTML
- Export citation
On the splitting and aggregating of Hawkes processes
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 60 / Issue 2 / June 2023
- Published online by Cambridge University Press:
- 09 December 2022, pp. 676-692
- Print publication:
- June 2023
-
- Article
-
- You have access
- HTML
- Export citation
Functional limit theorems for the euler characteristic process in the critical regime
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 53 / Issue 1 / March 2021
- Published online by Cambridge University Press:
- 17 March 2021, pp. 57-80
- Print publication:
- March 2021
-
- Article
- Export citation
A quenched central limit theorem for biased random walks on supercritical Galton–Watson trees
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 55 / Issue 2 / June 2018
- Published online by Cambridge University Press:
- 26 July 2018, pp. 610-626
- Print publication:
- June 2018
-
- Article
- Export citation
Limit theorems for the zig-zag process
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 49 / Issue 3 / September 2017
- Published online by Cambridge University Press:
- 08 September 2017, pp. 791-825
- Print publication:
- September 2017
-
- Article
- Export citation
Finite-pool queueing with heavy-tailed services
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 54 / Issue 3 / September 2017
- Published online by Cambridge University Press:
- 15 September 2017, pp. 921-942
- Print publication:
- September 2017
-
- Article
- Export citation
On the invariance principle for reversible Markov chains
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 53 / Issue 2 / June 2016
- Published online by Cambridge University Press:
- 21 June 2016, pp. 593-599
- Print publication:
- June 2016
-
- Article
- Export citation
Generalized fractional Lévy processes with fractional Brownian motion limit
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 47 / Issue 4 / December 2015
- Published online by Cambridge University Press:
- 21 March 2016, pp. 1108-1131
- Print publication:
- December 2015
-
- Article
-
- You have access
- Export citation
Central Limit Theorem for Nonlinear Hawkes Processes
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 50 / Issue 3 / September 2013
- Published online by Cambridge University Press:
- 30 January 2018, pp. 760-771
- Print publication:
- September 2013
-
- Article
-
- You have access
- Export citation
On the Functional Central Limit Theorem for Reversible Markov Chains with Nonlinear Growth of the Variance
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 49 / Issue 4 / December 2012
- Published online by Cambridge University Press:
- 30 January 2018, pp. 1091-1105
- Print publication:
- December 2012
-
- Article
-
- You have access
- Export citation
Central Limit Theorems for Law-Invariant Coherent Risk Measures
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 49 / Issue 1 / March 2012
- Published online by Cambridge University Press:
- 04 February 2016, pp. 1-21
- Print publication:
- March 2012
-
- Article
-
- You have access
- Export citation
Heavy-Traffic Limits for Nearly Deterministic Queues
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 48 / Issue 3 / September 2011
- Published online by Cambridge University Press:
- 14 July 2016, pp. 657-678
- Print publication:
- September 2011
-
- Article
-
- You have access
- Export citation
A functional central limit theorem for spatial birth and death processes
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 40 / Issue 3 / September 2008
- Published online by Cambridge University Press:
- 01 July 2016, pp. 759-797
- Print publication:
- September 2008
-
- Article
-
- You have access
- Export citation
ON FUNCTIONAL CENTRAL LIMIT THEOREMS FOR LINEAR RANDOM FIELDS WITH DEPENDENT INNOVATIONS
- Part of
-
- Journal:
- The ANZIAM Journal / Volume 49 / Issue 4 / April 2008
- Published online by Cambridge University Press:
- 01 April 2008, pp. 533-541
-
- Article
-
- You have access
- Export citation
A Diffusion Approximation for Markov Renewal Processes
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 44 / Issue 2 / June 2007
- Published online by Cambridge University Press:
- 14 July 2016, pp. 366-378
- Print publication:
- June 2007
-
- Article
-
- You have access
- Export citation
Series representation and simulation of multifractional Lévy motions
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 36 / Issue 1 / March 2004
- Published online by Cambridge University Press:
- 01 July 2016, pp. 171-197
- Print publication:
- March 2004
-
- Article
- Export citation
Countable-state-space Markov chains with two time scales and applications to queueing systems
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 34 / Issue 3 / September 2002
- Published online by Cambridge University Press:
- 01 July 2016, pp. 662-688
- Print publication:
- September 2002
-
- Article
- Export citation
Approximations of small jumps of Lévy processes with a view towards simulation
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 38 / Issue 2 / June 2001
- Published online by Cambridge University Press:
- 14 July 2016, pp. 482-493
- Print publication:
- June 2001
-
- Article
- Export citation
Exponential inequalities and functional central limit theorems for random fields
-
- Journal:
- ESAIM: Probability and Statistics / Volume 5 / 2001
- Published online by Cambridge University Press:
- 15 August 2002, pp. 77-104
- Print publication:
- 2001
-
- Article
- Export citation
Functional limit theory for the spectral covariance estimator
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 33 / Issue 4 / December 1996
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1077-1092
- Print publication:
- December 1996
-
- Article
- Export citation