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# Forthcoming Papers

### Journal of Applied Probability

###
**Research Papers **

**Research Papers**ROMAIN ABRAHAM, AYMEN BOUAZIZ AND JEAN-FRANÇOIS DELMAS. Local limits of Galton-Watson trees conditioned on the number of protected nodes

ENRICO BARONI, REMCO VAN DER HOFSTAD AND JÚLIA KOMJÁTHY. Non-universality of weighted random graphs with infinite variance degree

M. V. BOUTSIKAS, M. V. KOUTRAS AND F. S. MILIENOS. Asymptotic results for the multiple scan statistic

O. J. BOXMA, E. FROSTIG AND D. PERRY. A reinsurance risk model with a threshold coverage policy – The Gerber–Shiu penalty function

ENRICO BARONI, REMCO VAN DER HOFSTAD AND JÚLIA KOMJÁTHY. Non-universality of weighted random graphs with infinite variance degree

M. V. BOUTSIKAS, M. V. KOUTRAS AND F. S. MILIENOS. Asymptotic results for the multiple scan statistic

O. J. BOXMA, E. FROSTIG AND D. PERRY. A reinsurance risk model with a threshold coverage policy – The Gerber–Shiu penalty function

PETER CZUPPON AND PETER PFAFFELHUBER. A spatial model for selection and cooperation

LUC DEVROYE, LÁSZLÓ GYÕRFI, GÁBOR LUGOSI and HARRO WALK. On the measure of Voronoi cells

ERIK EKSTRÖM, KRISTOFFER GLOVER AND MARTA LENIEC. Dynkin games with heterogeneous beliefs

PHILIP A. ERNST AND LARRY SHEPP. On occupation times of the first and third quadrants for planar Brownian motion

ERIK EKSTRÖM, KRISTOFFER GLOVER AND MARTA LENIEC. Dynkin games with heterogeneous beliefs

PHILIP A. ERNST AND LARRY SHEPP. On occupation times of the first and third quadrants for planar Brownian motion

MICHAEL FUCHS, HSIEN-KUEI HWANG AND YOSHIAKI ITOH. From coin-tossing to rock-paper-scissors and beyond: a log-exp gap theorem for selecting a leader

GREGORY GAGNON. Stochastic impulse control of exchange rates with Freidlin-Wentzell perturbations

MATHIEU GERBER AND NICK WHITELEY. Stability with respect to initial conditions in V-norm for nonlinear filters with ergodic observations

JOHN HASLEGRAVE AND MATE PULJIZ. Reaching consensus on a connected graph

GREGORY GAGNON. Stochastic impulse control of exchange rates with Freidlin-Wentzell perturbations

MATHIEU GERBER AND NICK WHITELEY. Stability with respect to initial conditions in V-norm for nonlinear filters with ergodic observations

JOHN HASLEGRAVE AND MATE PULJIZ. Reaching consensus on a connected graph

OLLIVIER HYRIEN, KOSTO V. MITOV AND NIKOLAY M. YANEV. Subcritical Sevastyanov branching processes with non-homogeneous Poisson immigration

K. KAMATANI. Ergodicity of Markov chain Monte Carlo with reversible proposal

OFFER KELLA AND MARC YOR. Unifying the Dynkin and Lebesgue-Stieltjes formulae

RICHARD KENYON AND MEI YIN. On the asymptotics of constrained exponential random graphs

OFFER KELLA AND MARC YOR. Unifying the Dynkin and Lebesgue-Stieltjes formulae

RICHARD KENYON AND MEI YIN. On the asymptotics of constrained exponential random graphs

MARKOS V. KOUTRAS AND DEMETRIOS P. LYBEROPOULOS. New maximal inequalities for $N$-demimartingales with scan statistic applications

MARKUS KUBA AND HENNING SULZBACH. On martingale tail sums in affine two-color urn models with multiple drawings

MARKUS KUBA AND HENNING SULZBACH. On martingale tail sums in affine two-color urn models with multiple drawings

R. LARAKI AND W. SUDDERTH. A continuity question of Dubins and Savage

CLAUDE LEFÈVRE, PHILIPPE PICARD AND MATTHIEU SIMON. Epidemic risk and insurance coverage

JAAKKO LEHTOMAA. Large deviations of means of heavy-tailed random variables with finite moments of all orders

TOMOMI MATSUI AND KATSUNORI ANO. Compare the ratio of symmetric polynomials of odds to one and stop

CLAUDE LEFÈVRE, PHILIPPE PICARD AND MATTHIEU SIMON. Epidemic risk and insurance coverage

JAAKKO LEHTOMAA. Large deviations of means of heavy-tailed random variables with finite moments of all orders

TOMOMI MATSUI AND KATSUNORI ANO. Compare the ratio of symmetric polynomials of odds to one and stop

THOMAS O MCDONALD AND MAREK KIMMEL. Multitype infinite-allele branching processes in continuous time

MARTIN MEIER AND LEOPOLD SÖGNER. A new strategy for Robbins' problem of optimal stopping

MARTIN MEIER AND LEOPOLD SÖGNER. A new strategy for Robbins' problem of optimal stopping

PIERRE NYQUIST. Moderate deviation principles for importance sampling estimators of risk measures

IBRAHIM RAHIMOV. Statistical inference for partially observed branching processes with immigration

ERNST SCHULTE-GEERS AND WOLFGANG STADJE. Small drift limit theorems for random walks

IBRAHIM RAHIMOV. Statistical inference for partially observed branching processes with immigration

ERNST SCHULTE-GEERS AND WOLFGANG STADJE. Small drift limit theorems for random walks

MIGUEL A. SORDO and GEORGIOS PSARRAKOS. Stochastic comparisons of inter-failure times under a relevation replacement policy

MALGORZATA SULKOWSKA, FABRICIO SIQUEIRA BENEVIDES. Percolation and best choice problem for powers of paths

A TOOMAJ, S. M. SUNOJ and J. NAVARRO. Some properties of the cumulative residual entropy of coherent and mixed systems

KOJI TSUKUDA. Estimating the large mutation parameter of the Ewens sampling formula

KOJI TSUKUDA. Estimating the large mutation parameter of the Ewens sampling formula

FANGJUN XU. Second order limit laws for occupation times of the fractional Brownian motion

YI-CHING YAO, DANIEL WEI-CHUNG MIAO AND XENOS CHANG-SHUO LIN. Corrected discrete approximations for the conditional and unconditional distributions of the continuous scan statistic

YI-CHING YAO, DANIEL WEI-CHUNG MIAO AND XENOS CHANG-SHUO LIN. Corrected discrete approximations for the conditional and unconditional distributions of the continuous scan statistic

YUN ZENG AND CATHY HONGHUI XIA. Optimal bulking threshold of batch service queues

**Short Communications**KATJA GABRYSCH. Distribution of the smallest visited point in a greedy walk on the line

YAMING YU. Minimum variance in the coupon collector's problem

### Advances in Applied Probability

ETIENNE ADAM. Criterion for unlimited growth of critical multidimensional stochastic models

HANSJÖRG ALBRECHER, PABLO AZCUE, NORA MULER. Optimal dividend strategies for two collaborating insurance companies

NATALIE ATTARD. Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion

NATALIE ATTARD. Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion

VINCENT BANSAYE, SYLVIE MÉLÉARD AND MATHIEU RICHARD. Speed of coming down from infinity for birth and death processes

LUISA BEGHIN AND CLAUDIO MACCI. Multivariate fractional Poisson processes and compound sums

LUISA BEGHIN AND CLAUDIO MACCI. Multivariate fractional Poisson processes and compound sums

J. BLANCHET, P. GLYNN AND S. ZHENG. Analysis of a stochastic approximation algorithm for computing quasi-stationary distributions

ONNO BOXMA, RIM ESSIFI AND AUGUSTUS J. E. M. JANSSEN. A queueing/inventory and an insurance risk model

BERTRAND CLOEZ. Limit theorems for some branching measure-valued processes

J. DÍAZ, D. MITSCHE, G. PERARNAU AND X. PÉREZ-GIMÉNEZ. On the relation between graph distance and Euclidean distance in random geometric graphs

YAN DOLINSKY AND YURI KIFER. Risk minimization for game options in markets imposing minimal transaction costs

GARY FROYLAND AND ROBYN M. STUART. Cheeger inequalities for absorbing Markov chains

BRUNO GALERNE. Random fields of bounded variation and computation of their variation intensity

ONNO BOXMA, RIM ESSIFI AND AUGUSTUS J. E. M. JANSSEN. A queueing/inventory and an insurance risk model

BERTRAND CLOEZ. Limit theorems for some branching measure-valued processes

J. DÍAZ, D. MITSCHE, G. PERARNAU AND X. PÉREZ-GIMÉNEZ. On the relation between graph distance and Euclidean distance in random geometric graphs

YAN DOLINSKY AND YURI KIFER. Risk minimization for game options in markets imposing minimal transaction costs

GARY FROYLAND AND ROBYN M. STUART. Cheeger inequalities for absorbing Markov chains

BRUNO GALERNE. Random fields of bounded variation and computation of their variation intensity

ARKA GHOSH, STEVEN NOREN, ALEXANDER ROITERSHTEIN. On the range of the transient frog model on Z

ALEXANDER GOLDENSHLUGER. Nonparametric estimation of the service time distribution in the M/G/infinity queue

HUI HE. On large deviation rates for sums associated with Galton–Watson processes

CHRISTIAN HIRSCH, BENEDIKT JAHNEL, PAUL KEELER AND ROBERT I. A. PATTERSON. Large-deviation principles for connectable receivers in wireless networks

IRENE HUETER. Branching processes in generalized autoregressive conditional environments

CLIFFORD HURVICH AND JOSH REED. Series expansions for the all-time maximum of alpha-stable random walks

ISTVÁN KOLOSSVÁRY, JÚLIA KOMJÁTHY AND LAJOS VÁGÓ. Degrees and distances in random and evolving Apollonian networks

STEVEN KOU AND HAOWEN ZHONG. First passage times of two-dimensional Brownian motion

MARIE KRATZ AND WERNER NAGEL. On the capacity functional of excursion sets of Gaussian random fields on

CHRISTIAN HIRSCH, BENEDIKT JAHNEL, PAUL KEELER AND ROBERT I. A. PATTERSON. Large-deviation principles for connectable receivers in wireless networks

IRENE HUETER. Branching processes in generalized autoregressive conditional environments

CLIFFORD HURVICH AND JOSH REED. Series expansions for the all-time maximum of alpha-stable random walks

ISTVÁN KOLOSSVÁRY, JÚLIA KOMJÁTHY AND LAJOS VÁGÓ. Degrees and distances in random and evolving Apollonian networks

STEVEN KOU AND HAOWEN ZHONG. First passage times of two-dimensional Brownian motion

MARIE KRATZ AND WERNER NAGEL. On the capacity functional of excursion sets of Gaussian random fields on

**R**^{2}CLAUDE LEFÈVRE AND MATTHIEU SIMON. SIR epidemics with stages of infection

SHANGZHEN LUO. A stochastic differential game for quadratic-linear diffusion processes

MAURO MARIANI AND LORENZO ZAMBOTTI. Large deviations for the empirical measure of heavy tailed Markov renewal processes

R. MARTYR. Dynamic programming for discrete-time finite horizon optimal switching problems with negative switching costs

GRIGORI N. MILSTEIN AND JOHN SCHOENMAKERS. Uniform approximation of the CIR process via exact simulation at random times

HARRI NYRHINEN. On real growth and run-off companies in insurance ruin theory

SHANGZHEN LUO. A stochastic differential game for quadratic-linear diffusion processes

MAURO MARIANI AND LORENZO ZAMBOTTI. Large deviations for the empirical measure of heavy tailed Markov renewal processes

R. MARTYR. Dynamic programming for discrete-time finite horizon optimal switching problems with negative switching costs

GRIGORI N. MILSTEIN AND JOHN SCHOENMAKERS. Uniform approximation of the CIR process via exact simulation at random times

HARRI NYRHINEN. On real growth and run-off companies in insurance ruin theory

ELMA NASSAR AND ETIENNE PARDOUX. On the large time behaviour of the solution of an SDE driven by a Poisson point process

GUODONG PANG AND YUHANG ZHOU. G/G/infinity queues with renewal alternating interruptions

GUODONG PANG AND YUHANG ZHOU. G/G/infinity queues with renewal alternating interruptions

EROL PEKÖZ, ADRIAN RÖLLIN AND NATHAN ROSS. Joint degree distributions of preferential attachment random graphs

DAN PIRJOL AND LINGJIONG ZHU. Asymptotics for the discrete time average of the geometric Brownian motion and Asian options

LUDGER RÜSCHENDORF, ALEXANDER SCHNURR AND VIKTOR WOLF. Comparison of time-inhomogeneous Markov processes

MICHAEL SCHREMPP. The limit distribution of the largest interpoint distance for distributions supported by a

MITSUSHI TAMAKI. Urn sampling distributions giving alternate correspondences between two optimal stopping problems

GUGAN C. THOPPE, D. YOGESHWARAN AND ROBERT J. ADLER. On the evolution of topology in dynamic clique complexes

DANIEL VASATA. On long-range dependence of random measures

LUDGER RÜSCHENDORF, ALEXANDER SCHNURR AND VIKTOR WOLF. Comparison of time-inhomogeneous Markov processes

MICHAEL SCHREMPP. The limit distribution of the largest interpoint distance for distributions supported by a

*d*-dimensional ellipsoid and generalizationsMITSUSHI TAMAKI. Urn sampling distributions giving alternate correspondences between two optimal stopping problems

GUGAN C. THOPPE, D. YOGESHWARAN AND ROBERT J. ADLER. On the evolution of topology in dynamic clique complexes

DANIEL VASATA. On long-range dependence of random measures