Geodesic

Volume 22 (2018) no. 3

Sommaire

Stability conditions for retrial queueing systems with regenerative input flow
p. 5-18
Sensitivity analysis of some applied probability models
p. 19-35
Simulation of branching random walks on a~multidimensional lattice
p. 37-56
On some extended Erlang--Sevastyanov queueing system and its convergence rate
p. 57-82
Ruin probability for a~Gaussian process with variance attaining its maximum on discrete sets
p. 83-90
Weak error for the Euler scheme approximation of degenerate diffusions with nonsmooth coefficients
p. 91-118
On the shape of a high excursion of a Gaussian stationary process
p. 119-125
Fitting time series with heavy tails and strong time dependence
p. 127-144
Nonparametric estimation of multivariate density and its derivative by dependent data using gamma kernels
p. 145-177
On the probability of ruin of a joint-stock insurance company in the Sparre Andersen risk model
p. 179-189
On the $s$-colorful number of a~random hypergraph
p. 191-199