Forthcoming Papers

Journal of Applied Probability

SRINIVASAN BALAJI, HOSAM MAHMOUD AND ZHANG TONG.  Phases in the diffusion of gases via the Ehrenfest urn model
MARK FACKRELL, QI-MING HE, PETER TAYLOR AND HANQIN ZHANG.  The algebraic degree of phase-type distributions
ALLAN GUT.  Limit theorems for a generalized St. Petersburg game
A. KAPLUN.  The continuous time Ehrenfest process in term structure modelling
YURI KONDRATIEV, YURI KOZITSKY AND TANJA PASUREK.  Gibbs random fields with unbounded spins on unbounded degree graphs
SABIN LESSARD.  Recurrence equations for the probability distribution of sample configurations in exact population genetics models
BING LU.  Recovering a piecewise constant volatility from perpetual put option prices
ARMANDO F. MENDOZA-PÉREZ AND ONÉSIMO HERNÁNDEZ-LERMA.  Asymptotic normality of discrete-time Markov control processes
M. MÖHLE.  Looking forwards and backwards in the multi-allelic neutral Cannings population model
ELCHANAN MOSSEL AND ARNAB SEN.  Branching process approach for 2-SAT thresholds
MIKKO S. PAKKANEN.  Stochastic integrals and conditional full support
PEPA RAMÍREZ-COBO, ROSA E. LILLO AND MICHAEL P. WIPER.  Non-identifiability of the two state Markovian arrival process
KATARZYNA RYBARCZYK AND DUDLEY STARK.  Poisson approximation of the number of cliques in random intersection graphs
MITSUSHI TAMAKI.  Sum the multiplicative odds to one and stop
ZHENGCHENG ZHANG.  Mixture representations of inactivity times of conditional  coherent systems and its application
PENG ZUOXIANG, SARALEES NADARAJAH AND LIN FUMING.  Convergence rate of extremes for the general error distribution
 
 
 
 

Advances in Applied Probability

Stochastic Geometry and Statistical Applications
FLORIAN VOSS, CATHERINE GLOAGUEN AND VOLKER SCHMIDT.  Scaling limits for shortest path lengths along the edges of stationary tessellations
 
General Applied Probability
NIGEL BEAN AND GUY LATOUCHE.  Approximations to QBDs with infinite blocks
ALESSANDRO DE GREGORIO.  Stochastic velocity motions and processes with random time
XIANPING GUO AND LIUER YE.  New discount and average optimality conditions for continuous-time Markov decision processes
MARTIN HUTZENTHALER AND JESSE EARL TAYLOR.  Time reversal of some stationary jump-diffusion processes from population genetics
PREDRAG R. JELENKOVIC AND MARIANA OLVERA-CRAVIOTO.  Information ranking and power laws on trees
JINZHU LI, QIHE TANG AND RONG WU.  Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
MUHAMAD AZFAR RAMLI AND GERARD LENG.  The stationary probability density of a class of bounded Markov processes
SEN TAN AND AIHUA XIA.  On customer flows in Jackson queuing networks
J. VALERO, M. PÉREZ-CASANY AND J. GINEBRA.  On zero-truncating and mixing Poisson distributions
REMCO VAN DER HOFSTAD, A. J. E. M. JANSSEN AND JOHAN S. H. VAN LEEUWAARDEN.  Critical epidemics, random graphs and Brownian motion with a parabolic drift