Forthcoming Papers

Journal of Applied Probability

Research Papers

VADIM ARKIN AND ALEXANDER SLASTNIKOV. On the threshold strategies in optimal stopping problems for diffusion processes
S. ASHRAFI AND M. ASADI. The failure probability of components in three-state networks with applications to age replacement policy
MAJID ASADI, NADER EBRAHIMI AND EHSAN S. SOOFI. Connections of Gini, Fisher, and Shannon by Bayes risk under proportional hazards
ADRIAN BADDELEY AND GOPALAN NAIR. Poisson-saddlepoint approximation for Gibbs point processes with infinite-order interaction
HRISHIKESH BALAJI AND HOSAM MAHMOUD. The Gini index of random trees with an application to caterpillars
GIANMARCO BET, REMCO VAN DER HOFSTAD AND JOHAN S. H. VAN LEEUWAARDEN. Finite-pool queueing with heavy-tailed services
BÉLA BOLLOBÁS, OLIVER COOLEY, MIHYUN KANG AND CHRISTOPH KOCH. Jigsaw percolation on random hypergraphs
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
HUY N. CHAU, ANDREA COSSO, CLAUDIO FONTANA, OLEKSII MOSTOVYI. Optimal investment with intermediate consumption under no unbounded profit with bounded risk
BIN CHENG AND JIANTIAN WANG. Stochastic comparison of parallel systems with heterogeneous exponential components
SAMUEL N. COHEN AND VICTOR FEDYASHOV. Nash equilibria for non zero-sum ergodic stochastic differential games
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
S. FOSS AND A. L. STOLYAR. Large-scale join-idle-queue system with general service times
MICHAEL FUCHS AND HSIEN-KUEI HWANG. Dependence between path-length and size in random digital trees
JØRUND GÅSEMYR AND BENT NATVIG. Improved lower availability bounds for multistate monotone systems with independent component processes
HARSHA HONNAPPA. Rare events of transitory queues
PÉTER KEVEI. Implicit renewal theory in the arithmetic case
TAKIS KONSTANTOPOULOS AND LINGLONG YUAN. A probabilistic interpretation of the Gaussian binomial coefficients
CLAUDE LEFÈVRE AND PHILIPPE PICARD. On the outcome of epidemics with detections
CHUNLING LUO, ZHOU HE AND CHIN HON TAN. Almost stochastic dominance under inconsistent utility and loss functions
XIAOQING PAN AND XIAOHU LI. Increasing convex order on generalized aggregation of SAI random variables with applications
NICKOS PAPADATOS. On sequences of expected maxima and expected ranges
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
ZHONGQUAN TAN. Limit laws on extremes of non-homogeneous Gaussian random fields
JIANG ZHOU AND LAN WU. The distribution of refracted Lévy processes with jumps having rational Laplace transforms



Advances in Applied Probability

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
JORIS BIERKENS AND ANDREW DUNCAN. Limit theorems for the zig-zag process
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
MIKLÓS BÓNA AND BORIS PITTEL. On a random search tree: asymptotic enumeration of vertices by distance from leaves
RAPHAEL CERF. The quasispecies regime for the simple genetic algorithm with roulette-wheel selection
BERTRAND CLOEZ. Limit theorems for some branching measure-valued processes
DAN CRISAN AND JOAQUIN MIGUEZ. Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state–space Markov models
SÖREN CHRISTENSEN, ALBRECHT IRLE AND ANDREAS LUDWIG. Optimal portfolio selection under vanishing fixed transaction costs
KRZYSZTOF DEBICKI, ENKELEJD HASHORVA AND PENG LIU. Uniform tail approximation of homogenous functionals of Gaussian fields
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
PAUL DUPUIS AND DANE JOHNSON. Moderate deviations based importance sampling for stochastic recursive equations
HERBERT EDELSBRUNNER, ANTON NIKITENKO AND MATTHIAS REITZNER. Expected sizes of Poisson-Delaunay mosaics and their discrete Morse functions
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
NICOLAS GAST AND BRUNO GAUJAL. Computing absorbing times via fluid approximations
HAN L. GAN, ADRIAN RÖLLIN AND NATHAN ROSS. Dirichlet approximation of equilibrium distributions in Cannings models with mutation
A. GRIFFIN, P. A. JENKINS, G. O. ROBERTS AND S. E. F. SPENCER. Simulation from quasi-stationary distributions on reducible state spaces
LENNART GULIKERS, MARC LELARGE AND LAURENT MASSOULIÉ. A spectral method for community detection in moderately-sparse degree-corrected stochastic block models
ONUR GÜN AND ATILLA YILMAZ. Fluid limit for the Poisson encounter-mating model
RAMESH C. GUPTA AND DAVID M. BRADLEY. Asymptotic failure rates for a general class of frailty models
HUI HE. On large deviation rates for sums associated with Galton–Watson processes
CHRISTIAN HIRSCH, BENEDIKT JAHNEL, PAUL KEELER AND ROBERT I. A. PATTERSON. Traffic flow densities in large transport networks
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
PENG JIN, JONAS KREMER AND BARBARA RÜDIGER. Exponential ergodicity of an affine two-factor model based on the $\alpha$-root process
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
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
GUODONG PANG AND YUHANG ZHOU. G/G/infinity queues with renewal alternating interruptions
MITSUSHI TAMAKI. Urn sampling distributions giving alternate correspondences between two optimal stopping problems
ZIMENG WANG, DAVID J. HODGE AND HUILING LE. Conjugate duality in stochastic controls with delay