Forthcoming Papers

Journal of Applied Probability

Research Papers

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
E. D. ANDJEL AND L. F. GRAY. Extreme paths in oriented 2D percolation
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
BOJAN BASRAK AND DRAGO SPOLJARIC. On randomly spaced observations and continuous time random walks
ERIK J. BAURDOUX, JUAN CARLOS PARDO, JOSÉ LUIS PÉREZ AND JEAN-FRANÇOIS RENAUD. Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes
PATRIZIA BERTI, IRENE CRIMALDI, LUCA PRATELLI AND PIETRO RIGO. Asymptotics for randomly reinforced urns with random barriers
GABRIEL BERZUNZA AND JUAN CARLOS PARDO. Asymptotic behaviour near extinction of continuous state branching processes
Z. I. BOTEV, A. RIDDER AND L. ROJAS-NANDAYAPA. Semiparametric cross entropy for rare-event simulation
ONNO BOXMA, MICHEL MANDJES AND JOSH REED. On a class of reflected AR(1) processes
CHEN CHEN AND HOSAM MAHMOUD. Degrees in random self-similar bipolar networks
MI CHEN AND KAM CHUEN YUEN. Optimal dividend and reinsurance in the presence of two reinsurers
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 AND MARTIN VANNESTÅL. Momentum liquidation under partial information
ERIC FOXALL. The SEIS model, or, the contact process with a latent stage
JAMES C. FU AND TUNG-LUNG WU. Boundary crossing probabilities for high-dimensional 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
KATJA GABRYSCH. Convergence of directed random graphs to the Poisson-weighted infinite tree
M. GANNON, E. PECHERSKY, Y. SUHOV AND A. YAMBARTSEV. Random walks in a queueing network environment
NICOLAS GROSJEAN AND THIERRY HUILLET. On a coalescence process and its branching genealogy
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
YANQING HU. Generalized Efron's biased coin design and its theoretical properties
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
J. JAKUBOWSKI AND A. PYTEL. The Markov consistency of Archimedean survival processes
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
NAYEREH BAGHERI KHOOLENJANI AND MOHAMMAD HOSSEIN ALAMATSAZ. Extension of De Bruijn's identity to dependent non-Gaussian noise channels
JE GUK KIM. Optimal importance sampling for Laplace transform of exponential Brownian functionals
TAKIS KONSTANTOPOULOS, ZHENXIA LIU AND XIANGFENG YANG. Laplace transform asymptotics and large deviation principles for longest success runs in Bernoulli trials
RYOUTA KOZAKAI, AKINOBU SHIMIZU AND MORIHIRO NOTOHARA. Convergence to the structured coalescent process
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
J. MALMROS, F. LILJEROS AND T. BRITTON. Respondent-driven sampling and an unusual epidemic
SERVET MARTÍNEZ. A stationary distribution associated to a set of laws whose initial states are grouped into classes. An application in genomics
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
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
PETER NEAL. A household SIR epidemic model incorporating time of day effects
FREDRIK OLSSON AND TATYANA S. TUROVA. Ergodicity of age-dependent inventory control systems
RAMTIN PEDARSANI AND JEAN WALRAND. Stability of multiclass queueing networks under longest-queue and longest-dominating-queue scheduling
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
GARETH O. ROBERTS AND JEFFREY S. ROSENTHAL. Complexity bounds for MCMC via diffusion limits
NEERAJA SAHASRABUDHE. Synchronization and fluctuation theorems for interacting Friedman urns
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

EMMANUELLE ANCEAUME, YANN BUSNEL, ERNST SCHULTE-GEERS AND BRUNO SERICOLA. Optimization results for a generalized coupon collector problem
K. B. ATHREYA AND H.-J. SCHUH. A Galton–Watson process with a threshold
MARK BROWN AND SHELDON M. ROSS. Optimality results for coupon collection
JOSEBA DALMAU. Distribution of the quasispecies for a Galton–Watson process on the sharp peak landscape
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
JEVGENIJS IVANOVS. Sparre–Andersen identity and the last passage time
STEFAN KASSBERGER AND THOMAS LIEBMANN. An alternative axiomatic characterisation of pricing operators
EVE D. LATHROP, ISAAC H. GOLDSTEIN AND YUNG-PIN CHEN. A note on a generalized Ehrenfest urn model: another look at the mean transition times
SERGIO I. LÓPEZ. Convergence of tandem Brownian queues
MARTIN MÖHLE AND MORIHIRO NOTOHARA. An extension of a convergence theorem for Markov chains arising in population genetics
MAGDA PELIGRAD AND SERGEY UTEV. On the invariance principle for reversible Markov chains
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

HÜSEYIN ACAN AND PAWEL HITCZENKO. On a memory game and preferential attachment graphs
ETIENNE ADAM. Criterion for unlimited growth of critical multidimensional stochastic models
FRANÇOIS BACCELLI, HÉCTOR A. CHANG-LARA AND SERGEY FOSS. Shape theorems for Poisson Hail on a bivariate ground
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
J. BLANCHET, P. GLYNN AND S. ZHENG. Analysis of a stochastic approximation algorithm for computing quasi-stationary distributions
ALEXANDRE BOUMEZOUED. Population viewpoint on Hawkes processes
ONNO BOXMA, RIM ESSIFI AND AUGUSTUS J. E. M. JANSSEN. A queueing/inventory and an insurance risk model
KRISTIAN BUCHARDT. Continuous affine processes: transformations, Markov chains and life insurance
JAMES BURRIDGE AND RICHARD COWAN. Planar tessellations that have the half-Gilbert structure
JÉRÔME CASSE. Probabilistic cellular automata with general alphabets letting a Markov chain invariant
JI HWAN CHA AND MASSIMILIANO GIORGIO. On a class of multivariate counting processes
NINGYUAN CHEN AND MARIANA OLVERA-CRAVIOTO. Coupling on weighted branching trees
NICOLAS CHENAVIER AND ROSS HEMSLEY. Extremes for the inradius in the Poisson line tessellation
HARRY CRANE. Generalized Markov branching trees
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
ILIE GRIGORESCU AND YI-CHING YAO. Maximizing the variance of the time to ruin in a multi-player game with selection
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
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
MICHAEL A. KOURITZIN AND SAMIRA SADEGHI. Marcinkiewicz law of large numbers for outer-products of heavy-tailed, long-range dependent data
MARIE KRATZ AND WERNER NAGEL. On the capacity functional of excursion sets of Gaussian random fields on R2
RUSLAN KRENZLER, HANS DADUNA AND SONJA OTTEN. Jackson networks in non-autonomous random environments
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
BO H. LINDQVIST, FRANCISCO J. SAMANIEGO AND ARNE B. HUSEBY. On the equivalence of systems of different sizes, with applications to system comparisons
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
IKER PEREZ, DAVID HODGE AND HUILING LE. MDP algorithms for wealth allocation problems with defaultable bonds 
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
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
JINXIA ZHU AND HAILIANG YANG. Optimal financing and dividend distribution in a general diffusion model with regime switching