Skip to main content Accessibility help

We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.

Login Alert

Log in

×

×

Back to search results

Home
Journals
Journal of Applied Probability
Volume 55

English
Français

Journal of Applied Probability

Add bookmark
Add alert
RSS feed

Share

Search within full text

Submit your article

This journal utilises an Online Peer Review Service (OPRS) for submissions. By clicking "Continue" you will be taken to our partner site https://mc.manuscriptcentral.com/apjournals. Please be aware that your Cambridge account is not valid for this OPRS and registration is required. We strongly advise you to read all "Author instructions" in the "Journal information" area prior to submitting.

Continue

×

Other actions

Published on behalf of the Applied Probability Trust

Journal Home

Journal home
Journal information
FirstView articles
Collections
Latest issue
All issues
Most cited

Refine listing

Refine listing

Access:

Only show content I have access to (10)

Publication date:

Over 3 years (86)

Classifications

Actions for selected content:

Select all | Deselect all

View selected items
Save to my bookmarks
Export citations
Download PDF (zip)
Save to Kindle
Save to Dropbox
Save to Google Drive
Save content to
To save this undefined to your undefined account, please select one or more formats and confirm that you agree to abide by our usage policies. If this is the first time you used this feature, you will be asked to authorise Cambridge Core to connect with your undefined account. Find out more about saving content to .

To save this article to your Kindle, first ensure coreplatform@cambridge.org is added to your Approved Personal Document E-mail List under your Personal Document Settings on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part of your Kindle email address below. Find out more about saving to your Kindle.

Note you can select to save to either the @free.kindle.com or @kindle.com variations. ‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi. ‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.

Find out more about the Kindle Personal Document Service.

Please be advised that item(s) you selected are not available.
You are about to save
Journal of Applied Probability
ISSN: 0021-9002

EISSN: 1475-6072

URL: /core/journals/journal-of-applied-probability
Your Kindle email address

Please provide your Kindle email.

@free.kindle.com @kindle.com (service fees apply)

By using this service, you agree that you will only keep content for personal use, and will not openly distribute them via Dropbox, Google Drive or other file sharing services

MathJax MathJax help

Close MathJax help

MathJax is a JavaScript display engine for mathematics. For more information see http://www.mathjax.org.

Save Search

You can save your searches here and later view and run them again in "My saved searches".

Search Title: required Please provide a title, maximum of 40 characters.

×

< Back to all issues

Volume 55 - June 2018

Contents

Page 5 of 5

First
« Prev
1
2
3
4
5
Next »
Last

Front Cover (OFC, IFC) and matter

JPR volume 55 issue 2 Cover and Front matter
Published online by Cambridge University Press:

26 July 2018, pp. f1-f2
- Article
- - You have access
- PDF
- Export citation

Research Papers

Occupation times of alternating renewal processes with Lévy applications
Part of:
Nicos Starreveld, Réne Bekker, Michel Mandjes
Published online by Cambridge University Press:

16 January 2019, pp. 1287-1308
- Article
- - Get access
    
    Check if you have access via personal or institutional login
    
    Log in Register
- Export citation
In this paper we present a set of results relating to the occupation time α(t) of a process X(·). The first set of results concerns exact characterizations of α(t), e.g. in terms of its transform up to an exponentially distributed epoch. In addition, we establish a central limit theorem (entailing that a centered and normalized version of α(t)∕t converges to a zero-mean normal random variable as t→∞) and the tail asymptotics of ℙ(α(t)∕t≥q). We apply our findings to spectrally positive Lévy processes reflected at the infimum and establish various new occupation time results for the corresponding model.

Back Cover (IBC, OBC) and matter

JPR volume 55 issue 1 Cover and Back matter
Published online by Cambridge University Press:

28 March 2018, pp. b1-b2
- Article
- - You have access
- PDF
- Export citation

Front Cover (OFC, IFC) and matter

JPR volume 55 issue 4 Cover and Front matter
Published online by Cambridge University Press:

16 January 2019, pp. f1-f2
- Article
- - You have access
- PDF
- Export citation

Back Cover (IBC, OBC) and matter

JPR volume 55 issue 2 Cover and Back matter
Published online by Cambridge University Press:

26 July 2018, pp. b1-b4
- Article
- - You have access
- PDF
- Export citation

JPR volume 55 issue 4 Cover and Back matter
Published online by Cambridge University Press:

16 January 2019, pp. b1-b6
- Article
- - You have access
- PDF
- Export citation

Page 5 of 5

First
« Prev
1
2
3
4
5
Next »
Last

Our Site

Accessibility
Contact & Help
Legal Notices

Our Platforms

Cambridge Core
Cambridge Open Engage
Cambridge Higher Education

Our Products

Journals
Books
Elements
Textbooks
Courseware

Join us online

Location

Please choose a valid location.

Rights & Permissions
Copyright
Privacy Notice
Terms of Use
Cookies Policy

Cambridge University Press 2024

×