Forthcoming Papers

Journal of Applied Probability

Research Papers

HRISHIKESH BALAJI AND HOSAM MAHMOUD. The Gini index of random trees with an application to caterpillars
MARK BROWN, JOEL E. COHEN AND VICTOR H. DE LA PEÑA. Taylor’s law, via ratios, for some distributions with infinite mean
BORIS BUCHMANN, YUGUANG F. IPSEN AND ROSS MALLER. Functional laws for trimmed Lévy processes
TONGKEUN CHANG. Absolute continuity of distributions of one-dimensional Lévy processes
BIN CHENG AND JIANTIAN WANG. Stochastic comparison of parallel systems with heterogeneous exponential components
KSENIA CHERNYSH AND SANJAY RAMASSAMY. Coupling any number of balls in the infinite-bin model
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
YINGHUA DONG AND GENNADY SAMORODNITSKY. Contact distribution in a thinned Boolean model with power law radii
MICHAEL FALK AND MAXIMILLIAN ZOTT. On generalized max-linear models in max-stable random fields
GREGORY GAGNON. Stochastic impulse control of exchange rates with Freidlin-Wentzell perturbations
LU-JING HUANG AND YONG-HUA MAO. On some mixing times for non-reversible finite Markov chains
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
PÉTER KEVEI. Implicit renewal theory in the arithmetic case
JE GUK KIM. On the convergence of quasi-regression method: polynomial chaos and regularity
MARKOS V. KOUTRAS AND DEMETRIOS P. LYBEROPOULOS. New maximal inequalities for $N$-demimartingales with scan statistic applications
DAVID LANDRIAULT, BIN LI AND HONGZHONG ZHANG. A unified approach for drawdown (drawup) of time-homogeneous Markov processes
R. LARAKI AND W. SUDDERTH. A continuity question of Dubins and Savage
CLAUDE LEFÈVRE AND PHILIPPE PICARD. On the outcome of epidemics with detections
YINGQIU LI, CHUANCUN YIN AND XIAOWEN ZHOU. On the last exit times for spectrally negative Lévy processes
CHUNLING LUO, ZHOU HE AND CHIN HON TAN. Almost stochastic dominance under inconsistent utility and loss functions
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
PIERRE NYQUIST. Moderate deviation principles for importance sampling estimators of risk measures
XIAOQING PAN AND XIAOHU LI. Increasing convex order on generalized aggregation of SAI random variables with applications
ETIENNE PARDOUX AND BRICE SAMEGNI-KEPGNOU. Large deviation principle for epidemic models
ANDERS RØNN-NIELSEN AND EVA B. VEDEL JENSEN. Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure
ANNE SABOURIN AND JOHAN SEGERS. Marginal standardization of upper semicontinuous processes. With application to max-stable processes
SERIK SAGITOV AND THIBAUT FRANCE. Limit theorems for pure death processes coming down from infinity
MALGORZATA SULKOWSKA, FABRICIO SIQUEIRA BENEVIDES. Percolation and best choice problem for powers of paths
M. SUVINTHRA AND K. BALACHANDRAN. Large deviations for the stochastic predator-prey model with nonlinear functional response
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
VLADIMIR VATUTIN AND ELENA DYAKONOVA. Path to survival for the critical branching processes in a random environment
FANGJUN XU. Second order limit laws for occupation times of the fractional Brownian motion
YUN ZENG AND CATHY HONGHUI XIA. Optimal bulking threshold of batch service queues


Short Communications

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

Advances in Applied Probability

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
ERICH BAUR AND JEAN BERTOIN. Weak limits for the largest subpopulations in Yule processes with high mutation probabilities
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
CHRISTOPHETTE BLANCHET-SCALLIET, CAROLINE HILLAIRET AND YING JIAO. Successive enlargement of filtrations and application to insider information
RAPHAEL CERF. The quasispecies regime for the simple genetic algorithm with roulette-wheel selection
BERTRAND CLOEZ. Limit theorems for some branching measure-valued processes
MIKLÓS BÓNA AND BORIS PITTEL. On a random search tree: asymptotic enumeration of vertices by distance from leaves
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
PHILIP A. ERNST AND ILIE GRIGORESCU. Asymptotics for the time of ruin in the war of attrition
SHUI FENG, FUQING GAO AND YOUZHOU ZHOU. Limit theorems associated with the Pitman--Yor Process
GARY FROYLAND AND ROBYN M. STUART. Cheeger inequalities for absorbing Markov chains
HAN L. GAN, ADRIAN RÖLLIN AND NATHAN ROSS. Dirichlet approximation of equilibrium distributions in Cannings models with mutation
ARKA GHOSH, STEVEN NOREN, ALEXANDER ROITERSHTEIN. On the range of the transient frog model on Z
LENNART GULIKERS, MARC LELARGE AND LAURENT MASSOULIÉ. A spectral method for community detection in moderately-sparse degree-corrected stochastic block models
HUI HE. On large deviation rates for sums associated with Galton–Watson processes
TIMO HIRSCHER. Overly determined agents prevent consensus in a generalized Deffuant model on $\mathbb{Z}$ with dispersed opinions
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
MARIE KRATZ AND WERNER NAGEL. On the capacity functional of excursion sets of Gaussian random fields on R2
CLAUDE LEFÈVRE AND MATTHIEU SIMON. SIR epidemics with stages of infection
ROSS A. MALLER AND PETER SCHMIDLI. Small time almost sure behaviour of extremal 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
PRASENJIT MONDAL. On zero-sum two-person undiscounted semi-Markov games with a multichain structure
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
RAMTIN PEDARSANI, JEAN WALRAND AND YUAN ZHONG. Robust scheduling for flexible processing networks
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
YUNPENG SUN, RAFAEL MENDOZA-ARRIAGA AND VADIM LINETSKY. Marshall-Olkin distributions, subordinators, efficient simulation, and applications to credit risk
MITSUSHI TAMAKI. Urn sampling distributions giving alternate correspondences between two optimal stopping problems