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# Forthcoming Papers

### Journal of Applied Probability

###
**Research Papers **

**Research Papers**GEROLD ALSMEYER AND ALEXANDER MARYNYCH. Renewal approximation for the absorption time of a decreasing Markov chain

E. D. ANDJEL AND L. F. GRAY. Extreme paths in oriented 2D percolation

GOLSHID BAHARIAN, ARASH KHATIBI AND SHELDON H. JACOBSON. Sequential stochastic assignment problem with time-dependent random success rates

FRANK BALL, TOM BRITTON AND PETER NEAL. On expected durations of birth–death processes, with applications to branching processes and SIS epidemics

ERIK J. BAURDOUX, JUAN CARLOS PARDO, JOSÉ LUIS PÉREZ AND JEAN-FRANÇOIS RENAUD. Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes

FÉLIX BELZUNCE, CAROLINA MARTÍNEZ-RIQUELME, JOSÉ M. RUIZ AND MIGUEL A. SORDO. On sufficient conditions for the comparison in the excess wealth order and spacings

GABRIEL BERZUNZA AND JUAN CARLOS PARDO. Asymptotic behaviour near extinction of continuous state branching processes

Z. I. BOTEV, A. RIDDER AND L. ROJAS-NANDAYAPA. Semiparametric cross entropy for rare-event simulation

ONNO BOXMA, MICHEL MANDJES AND JOSH REED. On a class of reflected AR(1) processes

CHEN CHEN AND HOSAM MAHMOUD. Degrees in random self-similar bipolar networks

MI CHEN AND KAM CHUEN YUEN. Optimal dividend and reinsurance in the presence of two reinsurers

CRISTIAN F. COLETTI, KARINA B. E. DE OLIVEIRA AND PABLO M. RODRIGUEZ. A stochastic two-stage innovation diffusion model on a lattice

*r*-ary subtrees of random

*d*-ary recursive trees

IRENE CRIMALDI. Central limit theorems for a hypergeometric randomly reinforced urn

FABIÁN CROCCE AND ERNESTO MORDECKI. A finite exact algorithm to solve a dice game

FRASER DALY. Compound geometric approximation under a failure rate constraint

NGUYEN HUU DU, DANG HAI NGUYEN AND G. GEORGE YIN. Conditions for permanence and ergodicity of certain stochastic predator-prey models

ERIK EKSTRÖM AND MARTIN VANNESTÅL. Momentum liquidation under partial information

EVA FERREIRA AND WINFRIED STUTE. Dynamic binomials with an application to gender bias analysis

A. FERREIRO-CASTILLA, A. E. KYPRIANOU AND R. SCHEICHL. An Euler–Poisson scheme for Lévy driven SDEs

ERIC FOXALL. The SEIS model, or, the contact process with a latent stage

KATJA GABRYSCH. Convergence of directed random graphs to the Poisson-weighted infinite tree

M. GANNON, E. PECHERSKY, Y. SUHOV AND A. YAMBARTSEV. Random walks in a queueing network environment

CHRISTIAN HIRSCH. Bounded-hop percolation and wireless communication

ADRIEN HITZ AND ROBIN EVANS. One-component regular variation and graphical modeling of extremes

JYY-I HONG. Coalescence on critical and subcritical multitype branching processes

YANQING HU. Generalized Efron's biased coin design and its theoretical properties

J. JAKUBOWSKI AND A. PYTEL. The Markov consistency of Archimedean survival processes

GUANGXIN JIANG AND MICHAEL C. FU. Quantile sensitivity estimation for dependent sequences

STEFAN KASSBERGER AND THOMAS LIEBMANN. An alternative axiomatic characterisation of pricing operators

NAYEREH BAGHERI KHOOLENJANI AND MOHAMMAD HOSSEIN ALAMATSAZ. Extension of De Bruijn's identity to dependent non-Gaussian noise channels

JE GUK KIM. Optimal importance sampling for Laplace transform of exponential Brownian functionals

TAKIS KONSTANTOPOULOS, ZHENXIA LIU AND XIANGFENG YANG. Laplace transform asymptotics and large deviation principles for longest success runs in Bernoulli trials

RYOUTA KOZAKAI, AKINOBU SHIMIZU AND MORIHIRO NOTOHARA. Convergence to the structured coalescent process

EVANGELOS KRANAKIS AND GENNADY SHAIKHET. Sensor allocation problems on the real line

HYUNJU LEE AND JI HWAN CHA. Point process approach to modeling and analysis of general cascading failure models

A. MAHESHWARI AND P. VELLAISAMY. On the long-range dependence of fractional Poisson and negative binomial processes

SERVET MARTÍNEZ. A stationary distribution associated to a set of laws whose initial states are grouped into classes. An application in genomics

ANTON MURATOV AND SERGEI ZUYEV. Bit flipping and time to recover

FREDRIK OLSSON AND TATYANA S. TUROVA. Ergodicity of age-dependent inventory control systems

N. PACKHAM, M. KALKBRENER AND L. OVERBECK. Asymptotic behaviour of multivariate default probabilities and default correlations under stress

RAMTIN PEDARSANI AND JEAN WALRAND. Stability of multiclass queueing networks under longest-queue and longest-dominating-queue scheduling

MATHEW D. PENROSE. The strong giant in a random digraph

VYTAUTE PILIPAUSKAITE AND DONATAS SURGAILIS. Anisotropic scaling of random grain model with application to network traffic

GIACOMO PLAZZOTTA AND CAROLINE COLIJN. Asymptotic frequency of shapes in supercritical branching trees

ANDERS RØNN-NIELSEN AND EVA B. VEDEL JENSEN. Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure

CHRISTIAN SCHLUTER AND MARK TREDE. Weak convergence to the Student and Laplace distributions

MIRIAM ISABEL SEIFERT. Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions

ERIK THÖRNBLAD. The dominating colour of an infinite Pólya urn model

QING-PEI ZANG AND LI-XIN ZHANG. A general lower bound of parameter estimation for reflected Ornstein–Uhlenbeck processes

**Short Communications**EMMANUELLE ANCEAUME, YANN BUSNEL, ERNST SCHULTE-GEERS AND BRUNO SERICOLA. Optimization results for a generalized coupon collector problem

K. B. ATHREYA AND H.-J. SCHUH. A Galton–Watson process with a threshold

MARK BROWN AND SHELDON M. ROSS. Optimality results for coupon collection

PATRICK BUCKINGHAM, BRIAN FRALIX AND OFFER KELLA. A note on integral representations of the Skorokhod map

JOSEBA DALMAU. Distribution of the quasispecies for a Galton–Watson process on the sharp peak landscape

K. BRUCE ERICKSON Uniqueness of the null solution to a non-linear partial differential equation satisfied by the explosion probability of a branching diffusion

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

ZHENLONG GAO AND YANHUA ZHANG. Limit theorems for a supercritical Poisson random indexed branching process

LOÏC HERVÉ AND JAMES LEDOUX. Computable bounds of *l*^{2}-spectral gap for discrete Markov chains with band transition matrices

JEVGENIJS IVANOVS. Sparre–Andersen identity and the last passage time

EVE D. LATHROP, ISAAC H. GOLDSTEIN AND YUNG-PIN CHEN. A note on a generalized Ehrenfest urn model: another look at the mean transition times

SERGIO I. LÓPEZ. Convergence of tandem Brownian queues

Y. H. MAO, C. ZHANG AND Y. H. ZHANG. Separation cutoff for upward skip-free chains

MARTIN MÖHLE AND MORIHIRO NOTOHARA. An extension of a convergence theorem for Markov chains arising in population genetics

MAGDA PELIGRAD AND SERGEY UTEV. On the invariance principle for reversible Markov chains

SHELDON M. ROSS. Improved Chen–Stein bounds on the probability of a union

ACHILLEFS TZIOUFAS. The entirely coupled region of supercritical contact processes

### Advances in Applied Probability

VENKAT ANANTHARAM AND FRANÇOIS BACCELLI. The Boolean model in the Shannon regime: three thresholds and related asymptotics

FRANÇOIS BACCELLI, HÉCTOR A. CHANG-LARA AND SERGEY FOSS. Shape theorems for Poisson Hail on a bivariate ground

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

ALEXANDRE BOUMEZOUED. Population viewpoint on Hawkes processes

KRISTIAN BUCHARDT. Continuous affine processes: transformations, Markov chains and life insurance

JAMES BURRIDGE AND RICHARD COWAN. Planar tessellations that have the half-Gilbert structure

JÉRÔME CASSE. Probabilistic cellular automata with general alphabets letting a Markov chain invariant

JI HWAN CHA AND MASSIMILIANO GIORGIO. On a class of multivariate counting processes

NINGYUAN CHEN AND MARIANA OLVERA-CRAVIOTO. Coupling on weighted branching trees

NICOLAS CHENAVIER AND ROSS HEMSLEY. Extremes for the inradius in the Poisson line tessellation

HANS DADUNA AND RYSZARD SZEKLI. Correlation formulas for Markovian network processes in a random environment

TUGRUL DAYAR AND M. CAN ORHAN. Steady-state analysis of a multi-class MAP/PH/c queue with acyclic PH retrials

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

ZI DING AND ILYA O. RYZHOV. Optimal learning with non-Gaussian rewards

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

GIORGIO FERRARI AND PAAVO SALMINEN. Irreversible investment under Lévy uncertainty: an equation for the optimal boundary

ERIC FOXALL. Duality and complete convergence for multi-type additive growth models

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

NICOLAS GROSJEAN AND THIERRY HUILLET. On a coalescence process and its branching genealogy

BERND HEIDERGOTT, HARALAMBIE LEAHU, ANDREAS LÖPKER AND GEORG PFLUG. Perturbation analysis of inhomogeneous finite Markov chains

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

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

ALEXANDER IKSANOV AND ZAKHAR KABLUCHKO. A central limit theorem and a law of the iterated logarithm for the Biggins martingale of the supercritical branching random walk

ALEXANDER KATZUR AND UDO KAMPS. Order statistics with memory: a model with reliability applications

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

MICHAEL A. KOURITZIN AND SAMIRA SADEGHI. Marcinkiewicz law of large numbers for outer-products of heavy-tailed, long-range dependent data

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

BO H. LINDQVIST, FRANCISCO J. SAMANIEGO AND ARNE B. HUSEBY. On the equivalence of systems of different sizes, with applications to system comparisons

R. J. MAILLARDET AND P. G. TAYLOR. Queues with advanced reservations: an infinite-server proxy for the bookings diary

JEAN MAIRESSE AND PASCAL MOYAL. Stability of the stochastic matching model

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

R. MARTYR. Solving finite time horizon Dynkin games by optimal switching

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

ENZO ORSINGHER, COSTANTINO RICCIUTI AND BRUNO TOALDO. Population models at stochastic times

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

IKER PEREZ, DAVID HODGE AND HUILING LE. MDP algorithms for wealth allocation problems with defaultable bonds

ROSS G. PINSKY. The speed of a random walk excited by its recent history

FRANCISCO J. SAMANIEGO AND JORGE NAVARRO. On comparing coherent systems with heterogeneous components

AMITES SARKAR. Secrecy coverage in two dimensions

WERNER R. W. SCHEINHARDT AND DIRK P. KROESE. A comparison of random walks in dependent random environments

GAGANDEEP SINGH, U. C. GUPTA AND M. L. CHAUDHRY. Detailed computational analysis of queueing-time distributions of BMAP/G/1 queue using roots

MITSUSHI TAMAKI. Optimal stopping rule for the full-information duration problem with random horizon

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

PANPAN ZHANG AND HOSAM MAHMOUD. The degree profile and weight in Apollonian networks and

*k*-trees

JINXIA ZHU AND HAILIANG YANG. Optimal financing and dividend distribution in a general diffusion model with regime switching