Forthcoming Papers

Journal of Applied Probability

55.1 (March 2018)

F. G. BADÍA, C. SANGÜESA AND JI HWAN CHA. Univariate and multivariate stochastic comparisons and ageing properties of the generalized Pólya processes
NARAYANASWAMY BALAKRISHNAN, GHOBAD BARMALZAN AND ABEDIN HAIDARI. On stochastic comparisons of $k$-out-of-$n$ systems with Weibull components
AYAN BHATTACHARYA AND PARTHANIL ROY. A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular $\mathbb{Z}^d$-actions
JOSE BLANCHET AND KARTHYEK R. A. MURTHY. Exact simulation of multidimensional reflected Brownian motion
DAVID CRIENS. Structure preserving equivalent martingale measures for H-SII models
ANGELOS DASSIOS AND JIA WEI LIM. Recursive formula for the double barrier Parisian stopping time
ANTONIO DI CRESCENZO AND ALESSANDRA MEOLI. On a jump-telegraph process driven by alternating fractional Poisson process
M. FALK, A. KHORRAMI CHOKAMI, S. A. PADOAN. On multivariate records from random vectors with independent components
MICHAEL GRABCHAK. Domains of attraction for positive and discrete tempered stable distributions
ALEXANDER IKSANOV, WISSEM JEDIDI AND FETHI BOUZEFFOUR. Functional limit theorems for the number of busy servers in a G/G/$\infty$ queue
FABIAN KÜCK AND DOMINIC SCHUHMACHER. On the age of a randomly picked individual in a linear birth and death process
BIN LI, GORDON E. WILLMOT AND JEFF T. Y. WONG. A temporal approach to the Parisian risk model
NABIL LASMAR, CÉCILE MAILLER AND OLFA SELMI. Multiple drawing multi-colour urns by stochastic approximation
XIAOOU LI AND GONGJUN XU. Uniformly efficient simulation for extremes of Gaussian random fields
MAHER NOUIEHED AND SHELDON M. ROSS. A conjecture on the Feldman bandit problem
MARCO OESTING. Equivalent representations of max-stable processes via $l^p$ norms
MATHEW D. PENROSE. Inhomogeneous random graphs, isolated vertices, and Poisson approximation
CHRISTOPHE PROFETA. A remark on positive sojourn times of symmetric processes
NATHAKHUN WIROONSRI. Stein's method for negatively associated random variables with applications to second order stationary random fields

55.2 (June 2018)

EBRAHIM AMINI-SERESHT, YIYING ZHANG AND NARAYANASWAMY BALAKRISHNAN. Stochastic comparisons of coherent systems under different random environments
ARNO BERGER AND ISAAC TWELVES. On the significands of uniform random variables
M. BIENIEK AND M. BURKSCHAT. On unimodality of the lifetime distribution of coherent systems with failure-dependent component lifetimes
WEIJUAN CHU. Self-normalized large deviation for supercritical branching processes
LAURE COUTIN, MONIQUE PONTIER AND WALY NGOM. Joint distribution of a Lévy process and its running supremum
M. DU ROY DE CHAUMARAY. Weighted least squares estimation for the subcritical Heston process
HAILIN SANG AND YIMIN XIAO. Exact moderate and large deviations for linear random fields




Advances in Applied Probability

50.1 (March 2018)

DAVID ARISTOFF AND LINGJIONG ZHU. On the phase transition curve in a directed exponential random graph model
V. BEZBORODOV, L. DI PERSIO, T. KRÜGER, MYKOLA LEBID AND TOMASZ OZANSKI. Asymptotic shape and the speed of propagation of continuous-time continuous-space birth processes
ROLANDO CAVAZOS-CADENA AND DANIEL HERNÁNDEZ-HERNÁNDEZ. Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion
NICOLAS CHAMPAGNAT AND DENIS VILLEMONAIS. Uniform convergence of conditional distributions for absorbed one-dimensional diffusions
NICOLAS CHENAVIER AND OLIVIER DEVILLERS. Stretch factor in a planar Poisson-Delaunay triangulation with a large intensity
THOMAS FLYNN. Forward sensitivity analysis for contracting stochastic systems
R. D. FOLEY AND D. R. MCDONALD. Yaglom limits can depend on the starting state
PIERRE HOUDEBERT. Percolation results for the continuum random cluster model
HIROAKI HATA AND SHUENN-JYI SHEU. An optimal consumption and investment problem with partial information
THOMAS M. M. MEYFROYT. Degree-dependent threshold-based random sequential adsorption on random trees
THI NGOC MINH NGUYEN, SYLVAIN LE CORFF AND ERIC MOULINES. On the two-filter approximations of marginal smoothing distributions in general state space
MATTHEW I. ROBERTS. The probability of unusually large components in the near-critical Erdõs-Rényi graph
HUI XU, FENGYANG CHENG, YUEBAO WANG AND DONGYA CHENG. A necessary and sufficient condition for the subexponentiality of product convolution

50.2 (June 2018)

CHRISTIAN BAYER, HILMAR MAI AND JOHN SCHOENMAKERS. Forward-reverse EM algorithm for Markov chains: convergence and numerical analysis
LOÏC CHAUMONT AND THI NGOC ANH NGUYEN. On mutations in the branching model for multitype populations
TIZIANO DE ANGELIS AND GIORGIO FERRARI. Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
DMITRI FINKELSHTEIN, PASHA TKACHOV. Kesten's bound for sub-exponential densities on the real line and its multi-dimensional analogues
HUI HE, JINGNING LIU AND MEI ZHANG. On Seneta-Heyde scaling for a stable branching random walk
GAUTAM IYER, NICHOLAS LEGER AND ROBERT L. PEGO. Coagulation and universal scaling limits for critical Galton-Watson processes
ELENA PERFILEV AND VITALI WACHTEL. Local asymptotics for the area under the random walk excursion
DAVID STENLUND. On the Mabinogion urn model