Forthcoming Papers

Journal of Applied Probability

Research Papers

ROMAIN ABRAHAM, AYMEN BOUAZIZ AND JEAN-FRANÇOIS DELMAS. Local limits of Galton-Watson trees conditioned on the number of protected nodes
PIETER C. ALLAART AND JOSÉ A. ISLAS. A sharp lower bound for choosing the maximum of an independent sequence
GEROLD ALSMEYER AND ALEXANDER MARYNYCH. Renewal approximation for the absorption time of a decreasing Markov chain
VENKAT ANANTHARAM AND FRANÇOIS BACCELLI. The Boolean model in the Shannon regime: three thresholds and related asymptotics
GOLSHID BAHARIAN, ARASH KHATIBI AND SHELDON H. JACOBSON. Sequential stochastic assignment problem with time-dependent random success rates
A. D. BARBOUR, P. CHIGANSKY AND F. C. KLEBANER. On the emergence of random initial conditions in fluid limits
ENRICO BARONI, REMCO VAN DER HOFSTAD AND JÚLIA KOMJÁTHY. Non-universality of weighted random graphs with infinite variance degree
BOJAN BASRAK AND DRAGO SPOLJARIC. On randomly spaced observations and continuous time random walks
PATRIZIA BERTI, IRENE CRIMALDI, LUCA PRATELLI AND PIETRO RIGO. Asymptotics for randomly reinforced urns with random barriers
Z. I. BOTEV, A. RIDDER AND L. ROJAS-NANDAYAPA. Semiparametric cross entropy for rare-event simulation
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
ONNO BOXMA, MICHEL MANDJES AND JOSH REED. On a class of reflected AR(1) processes
CRISTIAN F. COLETTI, KARINA B. E. DE OLIVEIRA AND PABLO M. RODRIGUEZ. A stochastic two-stage innovation diffusion model on a lattice
ANDREA COLLEVECCHIO, ABBAS MEHRABIAN AND NICK WORMALD. Longest paths in random Apollonian networks and largest r-ary subtrees of random d-ary recursive trees
IRENE CRIMALDI. Central limit theorems for a hypergeometric randomly reinforced urn
FRASER DALY. Compound geometric approximation under a failure rate constraint
TUGRUL DAYAR AND M. CAN ORHAN. Steady-state analysis of a multi-class MAP/PH/c queue with acyclic PH retrials
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
ERIC FOXALL. The SEIS model, or, the contact process with a latent stage
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
NICOLAS GROSJEAN AND THIERRY HUILLET. On a coalescence process and its branching genealogy
JOHN HASLEGRAVE AND MATE PULJIZ. Reaching consensus on a connected graph
XIN HE AND ZENGHU LI. Distributions of jumps in a continuous-state branching process with immigration
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
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
GUANGXIN JIANG AND MICHAEL C. FU. Quantile sensitivity estimation for dependent sequences
ALEXANDER KATZUR AND UDO KAMPS. Order statistics with memory: a model with reliability applications
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
TAKIS KONSTANTOPOULOS, ZHENXIA LIU AND XIANGFENG YANG. Laplace transform asymptotics and large deviation principles for longest success runs in Bernoulli trials
EVANGELOS KRANAKIS AND GENNADY SHAIKHET. Sensor allocation problems on the real line
MARKUS KUBA AND HENNING SULZBACH. On martingale tail sums in affine two-color urn models with multiple drawings
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
YI-SHEN LIN. A generalization of the Mabinogion sheep problem of D. Williams
A. MAHESHWARI AND P. VELLAISAMY. On the long-range dependence of fractional Poisson and negative binomial processes
JEAN MAIRESSE AND PASCAL MOYAL. Stability of the stochastic matching model
R. MARTYR. Solving finite time horizon Dynkin games by optimal switching
TOMOMI MATSUI AND KATSUNORI ANO. Compare the ratio of symmetric polynomials of odds to one and stop
MARTIN MEIER AND LEOPOLD SÖGNER. A new strategy for Robbins' problem of optimal stopping
D. MUKHERJEE, S. C. BORST, J. S. H. VAN LEEUWAARDEN AND P. A. WHITING. Universality of load balancing schemes on diffusion scale
ANTON MURATOV AND SERGEI ZUYEV. Bit flipping and time to recover
FREDRIK OLSSON AND TATYANA S. TUROVA. Ergodicity of age-dependent inventory control systems
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
IBRAHIM RAHIMOV. Statistical inference for partially observed branching processes with immigration
NEERAJA SAHASRABUDHE. Synchronization and fluctuation theorems for interacting Friedman urns
ERNST SCHULTE-GEERS AND WOLFGANG STADJE. Small drift limit theorems for random walks
GAGANDEEP SINGH, U. C. GUPTA AND M. L. CHAUDHRY. Detailed computational analysis of queueing-time distributions of BMAP/G/1 queue using roots
JENNIFER SOMMER, HANS DADUNA AND BERND HEIDERGOTT. Non-ergodic Jackson networks with infinite supply - local stabilization and local equilibrium analysis
ERIK THÖRNBLAD. The dominating colour of an infinite Pólya urn model
KOJI TSUKUDA. Estimating the large mutation parameter of the Ewens sampling formula
ROBERT R. WILKINSON, FRANK G. BALL AND KIERAN J. SHARKEY. The deterministic Kermack-McKendrick model bounds the general stochastic epidemic
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


Short Communications

MARK BROWN AND SHELDON M. ROSS. Optimality results for coupon collection
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
LOÏC HERVÉ AND JAMES LEDOUX. Computable bounds of l2-spectral gap for discrete Markov chains with band transition matrices
STEFAN KASSBERGER AND THOMAS LIEBMANN. An alternative axiomatic characterisation of pricing operators
MARTIN MÖHLE AND MORIHIRO NOTOHARA. An extension of a convergence theorem for Markov chains arising in population genetics
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

ETIENNE ADAM. Criterion for unlimited growth of critical multidimensional stochastic models
P. ALONSO-RUIZ AND E. SPODAREV. Estimation of entropy for Poisson marked point processes
FLORIN AVRAM AND ANDREEA MINCA. On the central management of risk networks
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
ALEXANDROS BESKOS, DAN CRISAN, AJAY JASRA, KENGO KAMATANI AND YAN ZHOU. A stable particle filter for a class of high-dimensional state-space models
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
REBEKKA BRINK-SPALINK AND CHARLINE SMADI. Genealogies of two linked neutral loci after a selective sweep in a large population of stochastically varying size
SÖREN CHRISTENSEN AND PAAVO SALMINEN. Impulse control and expected suprema
BERTRAND CLOEZ. Limit theorems for some branching measure-valued processes
HARRY CRANE. Generalized Markov branching trees
CHANG-SONG DENG, RENÉ L. SCHILLING AND YAN-HONG SONG. Sub-geometric rates of convergence for Markov processes under subordination
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
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
PIERRE HODARA AND EVA LÖCHERBACH. Hawkes processes with variable length memory and an infinite number of components
CHRISTOPH HOFER-TEMMEL. Shearer's point process, the hard-sphere model and a continuum Lovász local lemma
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 R2
CLAUDE LEFÈVRE AND MATTHIEU SIMON. SIR epidemics with stages of infection
ANSHUI LI AND TOBIAS MÜLLER. On the treewidth of random geometric graphs and percolated grids
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
MASAKIYO MIYAZAWA. A unified approach for large queue asymptotics in a heterogeneous multiserver queue
HARRI NYRHINEN. On real growth and run-off companies in insurance ruin theory
GUODONG PANG AND YUHANG ZHOU. G/G/infinity queues with renewal alternating interruptions
I. PAPASTATHOPOULOS, K. STROKORB, J. A. TAWN AND A. BUTLER. Extreme events of Markov chains
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 generalizations
A. L. STOLYAR. Large-scale heterogeneous service systems with general packing constraints
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