Journal of Applied Probability

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Non-Gaussian bifurcating models and quasi-likelihood estimation
Journal of Applied Probability - Tập 41 Số A - Trang 55-64 - 2004
I. V. Basawa, Jin Zhou
A general class of Markovian non-Gaussian bifurcating models for cell lineage data is presented. Examples include bifurcating autoregression, random coefficient autoregression, bivariate exponential, bivariate gamma, and bivariate Poisson models. Quasi-likelihood estimation for the model parameters and large-sample properties of the estimates are discussed.
Advances in Complete Mixability
Journal of Applied Probability - Tập 49 Số 2 - Trang 430-440 - 2012
Giovanni Puccetti, Bin Wang, Ruodu Wang
The concept of complete mixability is relevant to some problems of optimal couplings with important applications in quantitative risk management. In this paper we prove new properties of the set of completely mixable distributions, including a completeness and a decomposition theorem. We also show that distributions with a concave density and radially symmetric distributions are completely...... hiện toàn bộ
A characterization of stable processes
Journal of Applied Probability - Tập 6 Số 2 - Trang 409-418 - 1969
Eugene Lukács
Let X(t) be a stochastic process whose parameter t runs over a finite or infinite n terval T. Let t1, t2 ɛ T, t1 〈 t2; ...... hiện toàn bộ
Oil exploration: sequential decisions in the face of uncertainty
Journal of Applied Probability - Tập 25 Số 3 - Trang 529-543 - 1988
Lakdére Benkherouf, J. A. Bather
A simple Bayesian model for oil exploration is suggested to investigate strategies for drilling. A condition on the way successes and failures affect the prior distribution implies a certain form of the detection mechanism. It is shown that the problem of finding strategies for drilling reduces to an optimal stopping problem. Two new families of distributions are obtained with generating f...... hiện toàn bộ
Certain state-dependent processes for dichotomised parasite populations
Journal of Applied Probability - Tập 27 Số 2 - Trang 251-258 - 1990
Adrienne W. Kemp, Jason Newton
The paper re-examines Quinn and MacGillivray's (1986) stationary birth-death process for a population of fixed size N consisting of two types of parasite, active and passive, and sets up a more elaborate model for the dichotomy between parasites on hosts with and without open wounds resulting from previous parasite attacks. The probability generating functions fo...... hiện toàn bộ
Steady-state Markov chain models for the Heine and Euler distributions
Journal of Applied Probability - Tập 29 Số 4 - Trang 869-876 - 1992
Adrienne W. Kemp
The paper puts forward steady-state Markov chain models for the Heine and Euler distributions. The models for oil exploration strategies that were discussed by Benkherouf and Bather (1988) are reinterpreted as current-age models for discrete renewal processes. Steady-state success-runs processes with non-zero probabilities that a trial is abandoned, Foster processes, and equilibrium random...... hiện toàn bộ
Absorption sampling and the absorption distribution
Journal of Applied Probability - Tập 35 Số 02 - Trang 489-494 - 1998
Adrienne W. Kemp
The inverse absorption distribution is shown to be a q-Pascal analogue of the Kemp and Kemp (1991) q-binomial distribution. The probabilities for the direct absorption distribution are obtained via the inverse absorption probabilities and exact expressions for its first two factorial moments are derived using q... hiện toàn bộ
The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables
Journal of Applied Probability - Tập 47 Số 4 - Trang 908-922 - 2010
Yiqing Chen, Anyue Chen, Kai Wang Ng
A sequence of random variables is said to be extended negatively dependent (END) if the tails of its finite-dimensional distributions in the lower-left and upper-right corners are dominated by a multiple of the tails of the corresponding finite-dimensional distributions of a sequence of independent random variables with the same marginal distributions. The goal of this paper is to establis...... hiện toàn bộ
Evolutionarily stable strategies with two types of player
Journal of Applied Probability - Tập 16 Số 1 - Trang 76-83 - 1979
Peter Taylor
A definition of ESS (evolutionarily stable strategy) is suggested for games in which there are two types of player, each with its own set of strategies, and the fitness of any strategy depends upon the strategy mix, of both types, in the population as a whole. We check that the standard ESS results hold for this definition and discuss a mate-desertion model which has appeared in the litera...... hiện toàn bộ
The Hurst effect under trends
Journal of Applied Probability - Tập 20 Số 3 - Trang 649-662 - 1983
Rina Bhattacharya, Vijay K. Gupta, Edward C. Waymire
Necessary and sufficient conditions for the so-called Hurst effect are given in the case of a weakly dependent stationary sequence of random variables perturbed by a trend. As a consequence of this general result it is shown that the Hurst effect is present in the case of weakly dependent random variables with a small monotonic trend of the formf(n... hiện toàn bộ
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