14 results
Criterion for unlimited growth of critical multidimensional stochastic models
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- Advances in Applied Probability / Volume 48 / Issue 4 / December 2016
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- 11 January 2017, pp. 972-988
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- December 2016
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Markov Tail Chains
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- Journal of Applied Probability / Volume 51 / Issue 4 / December 2014
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- 30 January 2018, pp. 1133-1153
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- December 2014
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Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments
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- Journal of Applied Probability / Volume 49 / Issue 4 / December 2012
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- 30 January 2018, pp. 939-953
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- December 2012
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On Tails of Perpetuities
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- Journal of Applied Probability / Volume 47 / Issue 4 / December 2010
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- 14 July 2016, pp. 1191-1194
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- December 2010
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On the number of segregating sites for populations with large family sizes
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- Advances in Applied Probability / Volume 38 / Issue 3 / September 2006
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- 01 July 2016, pp. 750-767
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- September 2006
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Stability of linear stochastic difference equations in strategically controlled random environments
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- Advances in Applied Probability / Volume 35 / Issue 4 / December 2003
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- 01 July 2016, pp. 961-981
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- December 2003
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The stochastic equation Yt+1 = AtYt + Bt with non-stationary coefficients
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- Journal of Applied Probability / Volume 38 / Issue 1 / March 2001
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- 14 July 2016, pp. 80-94
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- March 2001
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The growth of general population-size-dependent branching processes year by year
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- Journal of Applied Probability / Volume 37 / Issue 1 / March 2000
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- 14 July 2016, pp. 1-14
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- March 2000
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Perpetuities with thin tails
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- Advances in Applied Probability / Volume 28 / Issue 2 / June 1996
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- 01 July 2016, pp. 463-480
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- June 1996
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First-order autoregressive models for gamma and exponential processes
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- Journal of Applied Probability / Volume 27 / Issue 2 / June 1990
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- 14 July 2016, pp. 325-332
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- June 1990
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The stochastic equation Yn+1=AnYn + Bn with stationary coefficients
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- Advances in Applied Probability / Volume 18 / Issue 1 / March 1986
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- 01 July 2016, pp. 211-220
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- March 1986
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A limit theorem for discrete-parameter random evolutions
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- Advances in Applied Probability / Volume 16 / Issue 2 / June 1984
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- 01 July 2016, pp. 281-292
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- June 1984
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Integer-valued branching processes with immigration
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- Advances in Applied Probability / Volume 15 / Issue 4 / December 1983
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- 01 July 2016, pp. 713-725
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- December 1983
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On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
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- Advances in Applied Probability / Volume 11 / Issue 4 / December 1979
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- 01 July 2016, pp. 750-783
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- December 1979
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