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
ENRICO BARONI, REMCO VAN DER HOFSTAD AND JÚLIA KOMJÁTHY. Non-universality of weighted random graphs with infinite variance degree
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
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
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
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
JOHN HASLEGRAVE AND MATE PULJIZ. Reaching consensus on a connected graph
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
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
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
MARKUS KUBA AND HENNING SULZBACH. On martingale tail sums in affine two-color urn models with multiple drawings
R. LARAKI AND W. SUDDERTH. A continuity question of Dubins and Savage
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
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
MARTIN MEIER AND LEOPOLD SÖGNER. A new strategy for Robbins' problem of optimal stopping
PIERRE NYQUIST. Moderate deviation principles for importance sampling estimators of risk measures
IBRAHIM RAHIMOV. Statistical inference for partially observed branching processes with immigration
ERNST SCHULTE-GEERS AND WOLFGANG STADJE. Small drift limit theorems for random walks
MIGUEL A. SORDO and GEORGIOS PSARRAKOS. Stochastic comparisons of inter-failure times under a relevation replacement policy
MALGORZATA SULKOWSKA, FABRICIO SIQUEIRA BENEVIDES. Percolation and best choice problem for powers of paths
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
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
YUN ZENG AND CATHY HONGHUI XIA. Optimal bulking threshold of batch service queues


Short Communications

KATJA GABRYSCH. Distribution of the smallest visited point in a greedy walk on the line
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
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
BERTRAND CLOEZ. Limit theorems for some branching measure-valued processes
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
ARKA GHOSH, STEVEN NOREN, ALEXANDER ROITERSHTEIN. On the range of the transient frog model on Z
HUI HE. On large deviation rates for sums associated with Galton–Watson processes
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
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
MITSUSHI TAMAKI. Urn sampling distributions giving alternate correspondences between two optimal stopping problems