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Methodology and computing in applied probability

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中文名称：应用概率论的方法论与计算

ISSN：1387-5841
出版周期：Quarterly

发文量：636

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1.Empirical Optimization in a Reliability Problem

机译：可靠性问题中的经验优化
- 作者：Rosa E. Lillo;Marcel F. Neuts
- 期刊名称：《Methodology and computing in applied probability》 | 2000年第4期
- empirical optimization;
- reliability;
- computer experimentation;
2.A Stopping Criterion for a Dynamic Competing Risks Model

机译：动态竞争风险模型的停止准则
- 作者：Marcus A. Agustin
- 期刊名称：《Methodology and computing in applied probability》 | 2000年第2期
- counting process;
- martingale;
- series system;
- system reliability;
3.Directed Markov Point Processes as Limits of Partially Ordered Markov Models

机译：有向马尔可夫点过程是部分有序马尔可夫模型的极限
- 作者：Noel Cressie;Jun Zhu;Adrian J. Baddeley;M. Gopalan Nair
- 期刊名称：《Methodology and computing in applied probability》 | 2000年第1期
4.Global Matching of Random Restriction Maps

机译：随机限制图的全局匹配
- 作者：Mengxiang Tang
- 期刊名称：《Methodology and computing in applied probability》 | 2000年第2期
- restriction maps;
- matching;
- Poisson process;
5.On the Decay Rates of Buffers in Continuous Flow Lines

机译：连续流水线中缓冲液的衰减率
- 作者：D. P. Kroese
- 期刊名称：《Methodology and computing in applied probability》 | 2000年第4期
- continuous flow line;
- overflow probability;
- decay rate;
- methodology;
- dual flow line;
6.Extremes of Gaussian Processes with Maximal Variance near the Boundary Points

机译：边界附近具有最大方差的高斯过程的极值
- 作者：Enkelejd Hashorva;Jurg Husler
- 期刊名称：《Methodology and computing in applied probability》 | 2000年第3期
7.Stopping Rules for the Stochastic Nested Partitions Method

机译：随机嵌套分区方法的停止规则
- 作者：Leyuan Shi;Sigurdur Olafsson
- 期刊名称：《Methodology and computing in applied probability》 | 2000年第1期
- optimization;
- simulation;
- Markov chain;
- monte Carlo;
8.Optimal Operating Policy for an M/G/1 Exhaustive Server-Vacation Model

机译：M / G / 1穷举服务器假期模型的最佳操作策略
- 作者：R. E. Lillo
- 期刊名称：《Methodology and computing in applied probability》 | 2000年第2期
- control of queues;
- optimal policy;
- exhaustive policy;
- vacation model;
9.Lower Order Moments of Inter-transition Times in the Stationary QBD Process

机译：平稳QBD过程中过渡时间的低阶矩
- 作者：Allan T. Andersen;Marcel F. Neuts;Bo Friis Nielsen
- 期刊名称：《Methodology and computing in applied probability》 | 2000年第4期
- QBD process;
- matrix-analytic methods;
- algorithmic probability;
10.A Minimal-Automaton-Based Algorithm for the Reliability of Con(d,k,n) Systems

机译：基于最小自动机的Con（d，k，n）系统可靠性算法
- 作者：Jen-Chun Chang;Rong-Jaye Chen;Frank K. Hwang
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第4期
- consecutive system;
- Con(d;
- k;
- n) system;
- reliability;
- algorithm;
- complexity;
11.A Monte Carlo Method for the Simulation of First Passage Times of Diffusion Processes

机译：模拟扩散过程初次通过时间的蒙特卡洛方法
- 作者：Maria Teresa Giraudo;Laura Sacerdote;Cristina Zucca
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第2期
- diffusion processes;
- tied down processes;
- first exit time;
- Monte Carlo methods;
12.Second Order Efficient Estimating a Smooth Distribution Function and its Applications

机译：二阶有效估计的光滑分布函数及其应用
- 作者：Sam Efromovich
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第2期
- adaptation;
- analytic function;
- circular random variable;
- exact constants;
- nonparametric estimation;
- probability density;
- small sample;
13.A Markov Embedding Approximation for a Stochastic Population Model with Exogenous Disturbance

机译：具有外生干扰的随机种群模型的Markov嵌入逼近
- 作者：Bruce P. Ayati;Claudia Neuhauser
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第2期
- exogenous disturbance;
- Markov embedding;
- mean-field;
14.An Algorithm Evaluating Generalized Life Insurance Programs

机译：一种评估广义人寿保险计划的算法
- 作者：B. Levikson;E. Frostig;D. Bshouty
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第3期
- generalized life insurance;
- LTC;
- IP;
- multistate models;
- benefits;
- premiums;
15.The Influence of Rainflow Filtering on the Distributions of Characteristic Wave Parameters

机译：雨水过滤对特征波参数分布的影响
- 作者：Jesper Ryden
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第3期
- Gaussian process;
- simulation;
- distribution;
- filtering;
- rainflow cycles;
16.When the 'Bull' Meets the 'Bear'-A First Passage Time Problem for a Hidden Markov Process

机译：当“公牛”遇到“熊”时-隐马尔可夫过程的第一个通过时间问题
- 作者：Xin Guo
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第2期
- first passage time;
- the Laplace transform;
- hidden Markov processes;
- Brownian motion;
17.Numerical Solution of non-Homogeneous Semi-Markov Processes in Transient Case

机译：瞬态非齐次半马尔可夫过程的数值解
- 作者：Jacques Janssen;Raimondo Manca
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第3期
- semi-Markov processes;
- non homogeneity;
- integral equation;
- numerical methods;
18.Modeling Variability Order: A Semiparametric Bayesian Approach

机译：建模可变性顺序：半参数贝叶斯方法
- 作者：Athanasios Kottas;Alan E. Gelfand
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第4期
- Dirichlet process mixing;
- dispersion ordering;
- Markov chain Monte Carlo;
- sign changes;
19.Simulating Perpetuities

机译：模拟永久性
- 作者：Luc Devroye
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第1期
20.Distribution of Increasing l-sequences in a Random Permutation

机译：随机排列中递增l序列的分布
- 作者：Brad C. Johnson
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第1期
- permutations;
- increasing l-sequences;
21.On Numerical Solution of the Markov Renewal Equation: Tight Upper and Lower Kernel Bounds

机译：马尔可夫更新方程的数值解：紧的上下核界
- 作者：D. A. Elkins;M. A. Wortman
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第3期
- Markov renewal process;
- Markov renewal equation;
- Markov renewal kernel;
- Toeplitz matrix;
- convolution integral equation;
22.Directionally Convex Comparison of Correlated First Passage Times

机译：相关首次通过时间的定向凸比较
- 作者：Haijun Li;Susan H. Xu
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第4期
- directionally convex order;
- correlated first passage times;
- shock model with correlated failures;
23.Continuity Corrections for Discrete Distributions Under the Edgeworth Expansion

机译：Edgeworth展开下离散分布的连续性校正
- 作者：Shaul K. Bar-Lev;Camil Fuchs
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第4期
- continuity correction;
- Edgeworth expansion;
- Hermite polynomials;
24.Geometric Ergodicity of Metropolis-Hastings Algorithms for Conditional Simulation in Generalized Linear Mixed Models

机译：广义线性混合模型中条件模拟的Metropolis-Hasts算法的几何遍历性
- 作者：O. F. Christensen;J. Moller;R. P. Waagepetersen
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第3期
25.A Comparison of Two Sequential Metropolis-Hastings Algorithms with Standard Simulation Techniques in Bayesian Inference in Reliability Models Involving a Generalized Gamma Distribution

机译：基于广义伽玛分布的可靠性模型中贝叶斯推理中两种标准Metropolis-Hastings算法与标准模拟技术的比较
- 作者：Jorund Gasemyr;Bent Natvig;Erik Sorensen
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第1期
- exponential survival models;
- left censoring;
- autopsy data;
- Marshall-Olkin shock model;
- preventive system maintenance;
- adaptive MCMC;
26.Approximations for the Long-Term Behavior of an Open-Population Epidemic Model

机译：开放人口流行模型的长期行为的近似值
- 作者：D. Clancy;P. D. ONeill;P. K. Pollett
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第1期
27.On the Tractability of the Measure Associated to the Phase-Type Planar Point Process

机译：关于相型平面点过程的度量的可伸缩性
- 作者：Marie-Ange Remiche
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第4期
- MAP;
- matrix-analytic methods;
- IPhP~3;
- spatial point process;
28.Parameter Estimation and the CRLB with Uncertain Origin Measurements

机译：参数估计和不确定来源的CRLB
- 作者：T. Kirubarajan;Huimin Chen;Yaakov Bar-Shalom
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第4期
- parameter estimation;
- data association;
- Cramer-Rao lower bound;
- information reduction factor;
- target tracking;
29.Reconstruction of Gray-Scale Images

机译：灰度图像的重建
- 作者：Pablo A. Ferrari;Marco D. Gubitoso;E. Jordao Neves
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第3期
- multicolor reconstruction;
- maximum a posteriori;
- Bayesian approach;
- fast algorithms;
30.Binary Markov Mesh Models and Symmetric Markov Random Fields: Some Results on their Equivalence

机译：二进制马尔可夫网格模型和对称马尔可夫随机场：关于它们的等价结果
- 作者：Noel Cressie;Craig Liu
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第1期
- crystal growth model;
- Ising model;
- mutually compatible process;
- partially ordered Markov model;
31.Catalytic Perfect Simulation

机译：催化完美模拟
- 作者：L. A. Breyer;G. O. Roberts
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第2期
- Markov chins;
- coupling constructions;
- Gibbs samplers;
- perect simulation;
32.Markov Decision Processes with a Constraint on the Asymptotic Failure Rate

机译：渐近故障率约束的马尔可夫决策过程
- 作者：M. Boussemart;T. Bickard;N. Limnios
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第2期
- constrained Markov decision process;
- asymptotic failure rate;
- primitive matrices;
- linear programming;
33.Confidence Regions for Local Maxima of Reconstructed Surfaces

机译：重构曲面局部最大值的置信区域
- 作者：Eva Sjo
- 期刊名称：《Methodology and computing in applied probability》 | 2001年第2期
- Gaussian random field;
- local maximum;
- surface reconstruction;
- confidence region;
34.The Embedded Random Walk in the Stationary M/M/1 Queue

机译：固定M / M / 1队列中的嵌入式随机游动
- 作者：W. Stadje
- 期刊名称：《Methodology and computing in applied probability》 | 2002年第2期
- simple queue;
- steady state;
- embedded Markov chain;
- exact distribution;
- monotonicity;
35.Number of Records in a Bivariate Sample with Application to Missouri River Flood Data

机译：二元样本中的记录数及其在密苏里河洪水数据中的应用
- 作者：H. N. Nagaraja;Pankaj K. Choudhary;N. Matalas
- 期刊名称：《Methodology and computing in applied probability》 | 2002年第4期
- bivariate normal distribution;
- copula function;
- Farlie-Gumbel-Morgenstern distribution;
- moments;
36.Minimum Distance Estimation in AR(1)-processes

机译：AR（1）-过程中的最小距离估计
- 作者：Michel Piot
- 期刊名称：《Methodology and computing in applied probability》 | 2002年第2期
- autoregressive processes;
- minimum distance estimation;
- contaminated normal distribution;
- asymptotic behavior;
37.SGR Modeling of Correlational Effects in Fake Good Self-report Measures

机译：良好自我报告措施中相关效应的SGR建模
- 作者：Lombardi Luigi;Pastore Massimiliano;Nucci Massimo;Bobbio Andrea
- 期刊名称：《Methodology and computing in applied probability》 | 2015年第4期
38.Exploring the State of a Stochastic System via Stochastic Simulations: An Interesting Inversion Problem and the Health State Function

机译：通过随机模拟探索随机系统的状态：一个有趣的反演问题和健康状态函数
- 作者：Skiadas Christos H.;Skiadas Charilaos
- 期刊名称：《Methodology and computing in applied probability》 | 2015年第4期
39.The Perturbed Sparre Andersen Model with Interest and a Threshold Dividend Strategy

机译：利率和门槛红利策略的扰动Sparre Andersen模型
- 作者：Wang Wei
- 期刊名称：《Methodology and computing in applied probability》 | 2015年第2期
- Gerber-Shiu function;
- Moment generating function;
- Threshold dividend strategy;
- Integro-differential equation;
40.A Quasi Random Walk to Model a Biological Transport Process

机译：拟随机行走模拟生物运输过程
- 作者：Keller Peter;Roelly Sylvie;Valleriani Angelo
- 期刊名称：《Methodology and computing in applied probability》 | 2015年第1期
- Molecular motor;
- Kinesin V;
- Birth-and-death process;
- Markov Chain;
- Quasi Random Walk;
41.Gradient Free Parameter Estimation for Hidden Markov Models with Intractable Likelihoods

机译：具有难以解决的隐马尔可夫模型的梯度自由参数估计
- 作者：Ehrlich Elena;Jasra Ajay;Kantas Nikolas
- 期刊名称：《Methodology and computing in applied probability》 | 2015年第2期
- Approximate Bayesian computation;
- Hidden Markov models;
- Parameter estimation;
- Sequential Monte Carlo;
42.Almost Sure Approximation of the Superposition of the Random Processes

机译：随机过程的叠加几乎确定
- 作者：Zinchenko Nadiia
- 期刊名称：《Methodology and computing in applied probability》 | 2015年第1期
43.Performance Analysis of Second Order Semi-Markov Chains: An Application to Wind Energy Production

机译：二阶半马尔可夫链的性能分析：在风能生产中的应用
- 作者：DAmico Guglielmo;Petroni Filippo;Prattico Flavio
- 期刊名称：《Methodology and computing in applied probability》 | 2015年第3期
- Semi-Markov chains;
- Reward process;
- Wind speed;
44.Telegraph Processes with Random Jumps and Complete Market Models

机译：具有随机跳跃和完整市场模型的电报流程
- 作者：Ratanov Nikita
- 期刊名称：《Methodology and computing in applied probability》 | 2015年第3期
- Inhomogeneous Jump-telegraph process;
- Dependence on the past;
- Historical volatility;
- Compound poisson process;
45.Discrete-time Insurance Model with Capital Injections and Reinsurance

机译：带有注资和再保险的离散时间保险模型
- 作者：Bulinskaya Ekaterina;Gusak Julia;Muromskaya Anastasia
- 期刊名称：《Methodology and computing in applied probability》 | 2015年第4期
- Discrete-time insurance model;
- Capital injection;
- Nonproportional reinsurance;
- Optimal strategy;
46.Exact Calculation of the Distributions of the Stopping Times of Two Types of Truncated SPRT for the Mean of the Exponential Distribution

机译：指数分布均值下两种截断SPRT停车时间的精确计算
- 作者：De Shyamal K.;Zacks Shelemyahu
- 期刊名称：《Methodology and computing in applied probability》 | 2015年第4期
- Linear boundaries;
- Operating characteristic;
- Poisson process;
- Sequential testing;
- Stopping time;
- Survival function;
47.Approximation for the Distribution of Three-dimensional Discrete Scan Statistic

机译：三维离散扫描统计量分布的近似值
- 作者：Amarioarei Alexandru;Preda Cristian
- 期刊名称：《Methodology and computing in applied probability》 | 2015年第3期
- Scan statistics;
- 1-dependent stationary sequences;
- Importance sampling;
48.Discrete-Time Approximation of Functionals in Models of Ornstein-Uhlenbeck Type, with Applications to Finance

机译：Ornstein-Uhlenbeck型模型中函数的离散时间近似及其在金融中的应用
- 作者：Schroeder Michael
- 期刊名称：《Methodology and computing in applied probability》 | 2015年第2期
49.Time to Extinction in Subcritical Two-Sex Branching Processes

机译：亚临界两性分支过程中的灭绝时间
- 作者：Hull David M.;Mota Manuel;Yanev George P.
- 期刊名称：《Methodology and computing in applied probability》 | 2015年第3期
- Time to extinction;
- Bisexual branching process;
- Subcritical process;
- Discrete time;
50.Methods and Algorithms to Test the Hausdorff and Simplex Dispersion Orders with an R Package

机译：使用R包测试Hausdorff和单纯形色散阶的方法和算法
- 作者：Ayala Guillermo;Concepcion Lopez-Diaz Maria;Lopez-Diaz Miguel;Martinez-Costa Lucia
- 期刊名称：《Methodology and computing in applied probability》 | 2015年第3期
- Dispersive ordering;
- Hausdorff dispersion ordering;
- Diabetes;
- Retinal vessel diameter;
- Simplex dispersion ordering;
- Stochastic order;
51.Large Deviation Approaches for the Numerical Computation of the Hitting Probability for Gaussian Processes

机译：高斯过程命中概率数值计算的大偏差方法
- 作者：Caramellino Lucia;Pacchiarotti Barbara;Salvadei Simone
- 期刊名称：《Methodology and computing in applied probability》 | 2015年第2期
52.Rate of Occurrence of Failures (ROCOF) of Higher-Order for Markov Processes: Analysis, Inference and Application to Financial Credit Ratings

机译：马尔可夫过程的高阶故障发生率（ROCOF）：分析，推断和在金融信用评级中的应用
- 作者：DAmico Guglielmo
- 期刊名称：《Methodology and computing in applied probability》 | 2015年第4期
- Rocof estimation;
- Plug-in estimator;
- Credit ratings;
53.Sequential Maximum Likelihood Estimation for the Hyperbolic Diffusion Process

机译：双曲扩散过程的顺序最大似然估计
- 作者：Kuang Nenghui;Xie Huantian
- 期刊名称：《Methodology and computing in applied probability》 | 2015年第2期
- Sequential maximum likelihood estimator;
- Hyperbolic diffusion process;
- Unbiasedness;
- Mean squared error;
- Efficiency;
54.Generalized Fractional Nonlinear Birth Processes

机译：广义分数阶非线性出生过程
- 作者：Alipour Mohsen;Beghin Luisa;Rostamy Davood
- 期刊名称：《Methodology and computing in applied probability》 | 2015年第3期
55.On the Integrated Tail of the Deficit in the Renewal Risk Model

机译：更新风险模型中的缺陷综合尾部
- 作者：Psarrakos Georgios
- 期刊名称：《Methodology and computing in applied probability》 | 2015年第2期
- Compound geometric distribution;
- Defective renewal equation;
- NWU (NBU);
- NWUC (NBUC);
- NWUE (NBUE);
- Ladder height;
- Ruin probability;
- Stop loss premium;
- Deficit at ruin;
56.Analysis on a Stochastic Two-Species Ratio-Dependent Predator-Prey Model

机译：具有比率的随机两种群捕食者－食饵模型的分析
- 作者：Lv Jingliang;Wang Ke;Chen Dongdong
- 期刊名称：《Methodology and computing in applied probability》 | 2015年第2期
- Predator-prey;
- Stochastically ultimately boundedness;
- Comparison theorem;
- Persistence in mean;
57.A Differential Equation for a Class of Discrete Lifetime Distributions with an Application in Reliability A Demonstration of the Utility of Computer Algebra

机译：一类离散寿命分布的微分方程及其在可靠性中的应用计算机代数效用的证明
- 作者：Csenki Attila
- 期刊名称：《Methodology and computing in applied probability》 | 2015年第3期
- Polynomial failure rate;
- Probability generating function;
- Markov chain;
- Stirling numbers;
- Computer algebra;
- Point estimation;
- Reliability;
58.Assessing the Importance of Risk Factors in Distance-Based Generalized Linear Models

机译：在基于距离的广义线性模型中评估风险因素的重要性
- 作者：Boj Eva;Costa Teresa;Fortiana Josep;Esteve Anna
- 期刊名称：《Methodology and computing in applied probability》 | 2015年第4期
- Distance analyses;
- Nonlinear regression;
- Influence coefficients;
- Risk factors;
- Actuarial science;
59.Bayesian Estimation of a Skew-Student-t Stochastic Volatility Model

机译：倾斜学生t随机波动率模型的贝叶斯估计
- 作者：Abanto-Valle C. A.;Lachos V. H.;Dey Dipak K.
- 期刊名称：《Methodology and computing in applied probability》 | 2015年第3期
60.Bivariate Issues in Leader Election Algorithms with Marshall-Olkin Limit Distribution

机译：马歇尔-奥尔金极限分布的领导者选举算法中的双变量问题
- 作者：Zhang Cheng;Mahmoud Hosam
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第2期
- Randomized algorithm;
- Stochastic recurrence;
- Marshall-Olkin distribution;
- Weak convergence;
- Rice's integral method;
61.On the Price of Risk of the Underlying Markov Chain in a Regime-Switching Exponential Levy Model

机译：体制转换指数征费模型中底层马尔可夫链的风险价格
- 作者：Momeya Romuald Herv;Morales Manuel
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第1期
62.Rare Event Probability Estimation in the Presence of Epistemic Uncertainty on Input Probability Distribution Parameters

机译：输入概率分布参数存在认知不确定性的稀有事件概率估计
- 作者：Balesdent Mathieu;Morio Jerome;Brevault Loic
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第1期
- Epistemic uncertainty;
- Surrogate model;
- Importance sampling;
- Rare event estimation;
- Input-Output function;
- Kriging;
63.Estimating Response Ratios from Continuous Outcome Data

机译：从连续结果数据估计响应率
- 作者：Gasemyr Jorund;Natvig Bent;Tvete Ingunn Fride
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第1期
- Bayesian;
- Binormal distribution;
- Imputation;
- MCMC;
64.Special Issue: International Workshop in Applied Probability 2014

机译：特刊：2014年应用概率国际研讨会
- 作者：Eryilmaz S.;Koutras Markos V.
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第4期
65.Background Risk Models and Stepwise Portfolio Construction

机译：背景风险模型和逐步投资组合构建
- 作者：Asimit Alexandru V.;Vernic Raluca;Zitikis Ricardas
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第3期
- Portfolio construction;
- Background risk;
- Systemic risk;
- Laplace transform;
- Risk management;
- Capital allocation;
66.Scan Statistics for Detecting a Local Change in Variance for Normal Data with Known Variance

机译：扫描统计信息以检测具有已知方差的正常数据的方差局部变化
- 作者：Zhao Bo;Glaz Joseph
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第2期
67.The Markov Additive Risk Process Under an Erlangized Dividend Barrier Strategy

机译：分红壁垒策略下的马尔可夫加法风险过程
- 作者：Zhang Zhimin;Cheung Eric C. K.
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第2期
- Markov additive process;
- Barrier strategy;
- Inter-dividend-decision times;
- Gerber-Shiu function;
- Dividends;
- Markov renewal equation;
- Erlangization;
68.Parameter Estimation of Discrete Multivariate Phase-Type Distributions

机译：离散多元相位类型分布的参数估计
- 作者：He Qi-Ming;Ren Jiandong
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第3期
- Risk analysis;
- Parameter estimation;
- PH-distributions;
69.A Random Shock Model with Mixed Effect, Including Competing Soft and Sudden Failures, and Dependence

机译：具有混合效应的随机冲击模型，包括竞争性软故障和突发性故障以及相关性
- 作者：Mercier Sophie;Hai Ha Pham
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第2期
70.On the Laplace Transform of the Lognormal Distribution

机译：关于对数正态分布的Laplace变换
- 作者：Asmussen Soren;Jensen Jens Ledet;Rojas-Nandayapa Leonardo
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第2期
71.A Functional Central Limit Theorem for a Markov-Modulated Infinite-Server Queue

机译：马尔可夫调制无限服务器队列的泛函中心极限定理
- 作者：Anderson D.;Blom J.;Mandjes M.;Thorsdottir H.;de Turck K.
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第1期
- Ornstein-Uhlenbeck processes;
- Markov modulation;
- Central limit theorems;
- Martingale methods;
72.On a Transform Method for the Efficient Computation of Conditional V@R (and V@R) with Application to Loss Models with Jumps and Stochastic Volatility

机译：有效计算条件V @ R（和V @ R）的变换方法及其在具有跳跃和随机波动率的损失模型中的应用
- 作者：Ramponi Alessandro
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第2期
- V@R;
- CV@ R;
- Fourier transform methods;
- Stochastic volatility;
- Jump-diffusion models;
73.Preservation of Stochastic Orders under the Formation of Generalized Distorted Distributions. Applications to Coherent Systems

机译：广义失真分布形成下的随机序数的保存。相干系统的应用
- 作者：Navarro Jorge;del Aguila Yolanda;Sordo Miguel A.;Suarez-Llorens Alfonso
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第2期
- Stochastic orders;
- Coherent systems;
- Order statistics;
- Copulas;
74.Analysis of a Multivariate Claim Process

机译：多元索偿程序的分析
- 作者：He Qi-Ming;Ren Jiandong
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第1期
- Matrix-analytic methods;
- Risk analysis;
- Markovian arrival process;
- Multivariate phase-type distribution;
75.Exact Confidence Intervals of the Extended Orey Index for Gaussian Processes

机译：高斯过程的扩展Orey指数的精确置信区间
- 作者：Kubilius Kestutis;Melichov Dmitrij
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第3期
76.Option Pricing Under Jump-Diffusion Processes with Regime Switching

机译：具有制度切换的跳扩散过程下的期权定价
- 作者：Ratanov Nikita
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第3期
- Jump-telegraph process;
- Jump-diffusion process;
- Martingales;
- Relative entropy;
- Financial modelling;
- Option pricing;
- Esscher transform;
77.Decomposing Hitting Times of Walks on Graphs into Simpler Ones

机译：将图上行走的击中时间分解成更简单的
- 作者：Del Rio Miguel;Palacios Jose Luis
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第4期
- Effective resistance;
- Voltage;
- Unicyclic graphs;
78.Stochastic Integral Representations of the Extrema of Time-homogeneous Diffusion Processes

机译：时间均匀扩散过程极值的随机积分表示
- 作者：Feng Runhuan
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第3期
79.Some New Concepts and Their Computational Formulae in Aggregated Stochastic Processes with Classifications Based on Sojourn Times

机译：基于逗留时间的分类汇总随机过程中的一些新概念及其计算公式
- 作者：Cui Lirong;Zhang Quan;Kong Dejing
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第4期
80.Saddlepoint Approximations to the Probability of Ruin in Finite Time for the Compound Poisson Risk Process Perturbed by Diffusion

机译：扩散扰动的复合Poisson风险过程在有限时间内的破产概率的鞍点近似
- 作者：Gatto Riccardo;Baumgartner Benjamin
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第1期
81.Expansions for Log Densities of Multivariate Estimates

机译：多元估计的对数密度的展开
- 作者：Withers Christopher S.;Nadarajah Saralees
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第3期
- Bell polynomials;
- Multivariate normal distribution;
- Normal distribution;
82.Optimal Scaling for the Pseudo-Marginal Random Walk Metropolis: Insensitivity to the Noise Generating Mechanism

机译：伪边际随机步行都会区的最佳缩放比例：对噪声产生机制的不敏感性
- 作者：Sherlock Chris
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第3期
- Pseudo marginal Markov chain Monte Carlo;
- Random walk Metropolis;
- Optimal scaling;
- Particle MCMC;
- Robustness;
83.Earthquake Forecasting Based on Multi-State System Methodology

机译：基于多状态系统方法论的地震预报
- 作者：Karagrigoriou A.;Makrides A.;Tsapanos T.;Vougiouka G.
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第2期
84.Numerically Stable Methods for the Computation of Exit Rates in Markov Chains

机译：马尔可夫链退出率计算的数值稳定方法
- 作者：Carrasco Juan A.
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第2期
- Markov processes;
- Class of transient states;
- Exit rate;
- Bounds;
- Fault-tolerant systems;
85.Piecewise Linear Approximations for Cure Rate Models and Associated Inferential Issues

机译：治愈率模型和相关推论问题的分段线性逼近
- 作者：Balakrishnan N.;Koutras M. V.;Milienos F. S.;Pal S.
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第4期
86.Multiple Window Scan Statistics for Two Dimensional Poisson Processes

机译：二维泊松过程的多窗口扫描统计
- 作者：Chen Jie;Glaz Joseph
- 期刊名称：《Methodology and computing in applied probability》 | 2016年第4期
87.Evaluating Nearly Singular Multinormal Expectations with Application to Wave Distributions

机译：计算近似奇异的多正规期望并将其应用于波动分布
- 作者：Per A. Brodtkorb
- 期刊名称：《Methodology and computing in applied probability》 | 2006年第1期
88.A Random Walk on Rectangles Algorithm

机译：矩形随机游走算法
- 作者：Madalina Deaconu;Antoine Lejay
- 期刊名称：《Methodology and computing in applied probability》 | 2006年第1期
89.Passage Times in Fluid Models with Application to Risk Processes

机译：流体模型中的通过时间及其在风险过程中的应用
- 作者：V. Ramaswami
- 期刊名称：《Methodology and computing in applied probability》 | 2006年第4期
- Insurance risk;
- Fluid-flow;
- Transient results;
- Matrix-geometric method;
90.The Cross-Entropy Method for Continuous Multi-Extremal Optimization

机译：连续多极值优化的交叉熵方法
- 作者：Dirk P. Kroese;Sergey Porotsky;Reuven Y. Rubinstein
- 期刊名称：《Methodology and computing in applied probability》 | 2006年第3期
91.How Many Needles are in a Haystack, or How to Solve #P-Complete Counting Problems Fast

机译：干草堆中有多少针，或如何快速解决＃P-完全计数问题
- 作者：Reuven Y. Rubinstein
- 期刊名称：《Methodology and computing in applied probability》 | 2006年第1期
92.Smoothness Properties and Gradient Analysis Under Spatial Dirichlet Process Models

机译：空间Dirichlet过程模型下的平滑度特性和梯度分析
- 作者：Michele Guindani;Alan E. Gelfand
- 期刊名称：《Methodology and computing in applied probability》 | 2006年第2期
93.Estimation for the Distribution of Two-dimensional Discrete Scan Statistics

机译：二维离散扫描统计量分布的估计
- 作者：G. Haiman;C. Preda
- 期刊名称：《Methodology and computing in applied probability》 | 2006年第3期
- Discrete scan statistics;
- Approximation;
- Simulation;
94.Number of Complete N-ary Subtrees on Galton-Watson Family Trees

机译：高尔顿-沃森家族树上完整N元子树的数量
- 作者：George P. Yanev;Ljuben Mutafchiev
- 期刊名称：《Methodology and computing in applied probability》 | 2006年第2期
- Branching process;
- Family tree;
- Binary tree;
- N-ary tree;
95.Additive Positive Stable Frailty Models

机译：正加性稳定脆弱模型
- 作者：Madhuja Mallick;Nalini Ravishanker
- 期刊名称：《Methodology and computing in applied probability》 | 2006年第4期
- Multivariate survival;
- Correlated prior process;
- Dependence;
96.Estimation for the Simple Linear Boolean Model

机译：简单线性布尔模型的估计
- 作者：Catherine M. Crespi;Kenneth Lange
- 期刊名称：《Methodology and computing in applied probability》 | 2006年第4期
- Boolean model;
- Coverage process;
- Markov/General/∞ queue;
- Type II counter;
97.Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach

机译：波动期权定价的数值方法：随机控制方法
- 作者：Christophe Barrera-Esteve;Florent Bergeret;Charles Dossal;Emmanuel Gobet;Asma Meziou;Rémi Munos;Damien Reboul-Salze
- 期刊名称：《Methodology and computing in applied probability》 | 2006年第4期
- Swing options;
- Monte Carlo simulations;
- Bang-bang control;
- Parametric consumption;
- Stochastic gradient;
98.Pseudo Availability of Repairable System

机译：可修复系统的伪可用性
- 作者：Jie Mi
- 期刊名称：《Methodology and computing in applied probability》 | 2006年第1期
- Availability;
- Pseudo availability;
- Inspection;
- Complete repair;
- Laplace transform;
99.A Nonparametric Sequential Test with Power 1 for the Mean of Lévy-stable Laws with Infinite Variance

机译：具有无穷方差的列维稳定定律的均方幂为1的非参数顺序检验
- 作者：Abdelhakim Necir
- 期刊名称：《Methodology and computing in applied probability》 | 2006年第3期
- Heavy tails;
- Hill’s estimator;
- Lévy-stable law;
- Law of the iterated logarithm;
- Sequential test;
- Asset returns;
100.About the Sojourn Time Process in Multiphase Queueing Systems

机译：关于多阶段排队系统中的停留时间过程
- 作者：S. Minkevicius;S. Steisunas
- 期刊名称：《Methodology and computing in applied probability》 | 2006年第2期

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