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# Forthcoming Papers

### Journal of Applied Probability

###
**Research Papers **

**Research Papers**EMMANUELLE ANCEAUME, YANN BUSNEL AND BRUNO SERICOLA. New results on a generalized coupon collector problem using Markov chains

EMMANUELLE ANCEAUME, YANN BUSNEL, ERNST SCHULTE-GEERS AND BRUNO SERICOLA. Optimization results for a generalized coupon collector problem

CHRISTOPHE ANDRIEU, GERSENDE FORT AND MATTI VIHOLA. Quantitative convergence rates for sub-geometric Markov chains

DAVID APPLEBAUM AND STEFAN BLACKWOOD. The Kalman–Bucy filter for integrable Lévy processes with infinite second moment

YVES ATCHADÉ AND YIZAO WANG. On the convergence rates of some adaptive Markov chain Monte Carlo algorithms

KRISHNA B. ATHREYA AND VIVEKANANDA ROY. Estimation of integrals with respect to infinite measures using regenerative sequences

ÁGNES BACKHAUSZ AND TAMÁS F. MÓRI. Asymptotic properties of a random graph with duplications

F. G. BADIA AND C. SANGÜESA. The DFR property for counting processes stopped at an independent random time

*n-k+1*)-out-of-

*n*systems

FRANK BALL, TOM BRITTON AND PETER NEAL. On expected durations of birth–death processes, with applications to branching processes and SIS epidemics

KRZYSZTOF BARTOSZEK AND SERIK SAGITOV. Phylogenetic confidence intervals for the optimal trait value

HENDRIK BAUMANN AND WERNER SANDMANN. Bounded truncation error for long run averages in infinite Markov chains

ERIK J. BAURDOUX, JUAN CARLOS PARDO, JOSÉ LUIS PÉREZ AND JEAN-FRANÇOIS RENAUD. Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes

N. G. BEAN, R. ELLIOTT, A. ESHRAGH AND J. V. ROSS. On binomial observation of continuous-time Markovian population models

LUISA BEGHIN, ROBERTO GARRA AND CLAUDIO MACCI. Correlated fractional counting processes on a finite time interval

FÉLIX BELZUNCE, CAROLINA MARTÍNEZ-RIQUELME, JOSÉ M. RUIZ AND MIGUEL A. SORDO. On sufficient conditions for the comparison in the excess wealth order and spacings

JAKOB E. BJÖRNBERG AND ERIK I. BROMAN. Coexistence and non-coexistence of Markovian viruses and their hosts

HENRY W. BLOCK, NAFTALI A. LANGBERG AND THOMAS H. SAVITS. The limiting failure rate for a convolution of life distributions

MARK BROWN. Sharp bounds for exponential approximations under a hazard rate upper bound

PATRICK BUCKINGHAM, BRIAN FRALIX AND OFFER KELLA. A note on integral representations of the Skorokhod map

AMARJIT BUDHIRAJA AND PIERRE NYQUIST. Large deviations for multidimensional state-dependent shot noise processes

BRUNO BUONAGUIDI. A remark on optimal variance stopping problems

JI HWAN CHA AND INMA T. CASTRO. A stochastic failure model with dependent competing risks and its applications to condition-based maintenance

XIULI CHAO, QI-MING HE AND SHELDON ROSS. Tollbooth tandem queues with infinite homogeneous servers

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

HARRY CRANE AND PETER MCCULLAGH. Poisson superposition processes

HARRY CRANE AND PETER MCCULLAGH. Reversible Markov structures on divisible set partitions

FABIÁN CROCCE AND ERNESTO MORDECKI. A finite exact algorithm to solve a dice game

KRZYSZTOF DEBICKI, ENKELEJD HASHORVA AND LANPENG JI. Parisian ruin of self-similar Gaussian risk processes

LAURENT DECREUSEFOND, IAN FLINT AND ANAIS VERGNE. A note on the simulation of the Ginibre point process

MARIA DEIJFEN AND NINA GANTERT. Routing on trees

AMOGH DESHPANDE. On the role of Föllmer-Schweizer minimal martingale measure in risk sensitive control asset management

ANTONIO DI CRESCENZO AND ABDOLSAEED TOOMAJ. Extensions of the past lifetime and its connections to the cumulative entropy

ANTONIO DI CRESCENZO, BARBARA MARTINUCCI AND SHELEMYAHU ZACKS. Compound Poisson process with Poisson subordinator

NGUYEN HUU DU, DANG HAI NGUYEN AND G. GEORGE YIN. Conditions for permanence and ergodicity of certain stochastic predator-prey models

ERIK EKSTRÖM AND MARTIN VANNESTÅL. Momentum liquidation under partial information

ROBERT J. ELLIOTT, TAK KUEN SIU AND SAMUEL N. COHEN. Backward stochastic difference equations for dynamic convex risk measures on a binomial tree

SERKAN ERYILMAZ. Component importance in coherent systems with exchangeable components

MICHAEL FALK, MARTIN HOFMANN AND MAXIMILIAN ZOTT. On generalized max-linear models and their statistical interpolation

PARISA FATHEDDIN. Central limit theorem for a class of SPDEs

PARISA FATHEDDIN AND JIE XIONG. Moderate deviation principle for a class of SPDEs

EVA FERREIRA AND WINFRIED STUTE. Dynamic binomials with an application to gender bias analysis

A. FERREIRO-CASTILLA, A. E. KYPRIANOU AND R. SCHEICHL. An Euler–Poisson scheme for Lévy driven SDEs

JAMES C. FU AND TUNG-LUNG WU. Boundary crossing probabilities for high-dimensional Brownian motion

M. GANNON, E. PECHERSKY, Y. SUHOV AND A. YAMBARTSEV. Random walks in a queueing network environment

RENATO JACOB GAVA AND DANILO SALOTTI. Stopping probabilities for patterns in Markov chains

FABRICE GUILLEMIN AND BRUNO SERICOLA. Volume and duration of losses in finite buffer fluid queues

LARS HOLST AND TAKIS KONSTANTOPOULOS. Runs in coin tossing: a general approach for deriving distributions for functionals

PHIL HOWLETT, CHARLES PEARCE AND JULIA PIANTADOSI. A new look at urban water storage in a series of connected dams

CHUNMAO HUANG. Moments for multi-dimensional Mandelbrot's cascades

MARK HUBER AND SARAH SCHOTT. Random construction of interpolating sets for high dimensional integration

J. JAKUBOWSKI AND A. PYTEL. The Markov consistency of Archimedean survival processes

*m*-dependent variables

KRZYSZTOF JASINSKI AND TOMASZ RYCHLIK. Inequalities for variances of order statistics coming from urn models

MICHAEL N. KATEHAKIS, LAURENS C. SMIT AND FLOSKE M. SPIEKSMA. A comparative analysis of the successive lumping and the lattice path counting algorithms

JE GUK KIM. Optimal importance sampling for Laplace transform of exponential Brownian functionals

YOORA KIM, IREM KOPRULU AND NESS B. SHROFF. First exit time of a Lévy flight from a bounded region

MIHÁLY KOVÁCS, STIG LARSSON AND FREDRIK LINDGREN. On the backward Euler approximation of the stochastic Allen–Cahn equation

RYOUTA KOZAKAI, AKINOBU SHIMIZU AND MORIHIRO NOTOHARA. Convergence to the structured coalescent process

AMAURY LAMBERT AND CHUNHUA MA. The coalescent in peripatric metapopulations

V. LE. Coalescence times for the Bienaymé-Galton-Watson process

HYUNJU LEE AND JI HWAN CHA. Point process approach to modeling and analysis of general cascading failure models

THOMAS O. MCDONALD AND MAREK KIMMEL. A multitype infinite-allele branching process with applications to cancer evolution

S. MCKINLAY AND K. BOROVKOV. On explicit form of the stationary distributions for a class of bounded Markov chains

ALEKSANDAR MIJATOVIC, MARTIJN R. PISTORIUS AND JOHANNES STOLTE. Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications

PETER NEAL. A household SIR epidemic model incorporating time of day effects

ENZO ORSINGHER AND BRUNO TOALDO. Counting processes with Bernstein intertimes and random jumps

N. PACKHAM, M. KALKBRENER AND L. OVERBECK. Asymptotic behaviour of multivariate default probabilities and default correlations under stress

RAMTIN PEDARSANI AND JEAN WALRAND. Stability of multiclass queueing networks under longest-queue and longest-dominating-queue scheduling

MATHEW D. PENROSE. The strong giant in a random digraph

MATS PIHLSGÅRD. Local martingales with two reflecting barriers

GARETH O. ROBERTS AND JEFFREY S. ROSENTHAL. Complexity bounds for MCMC via diffusion limits

ANDERS RØNN-NIELSEN AND EVA B. VEDEL JENSEN. Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure

GENNADY SAMORODNITSKY, SIDNEY RESNICK, DON TOWSLEY, RICHARD DAVIS, AMY WILLIS, AND PHYLLIS WAN. Nonstandard regular variation of in-degree and out-degree in the preferential attachment model

CHRISTIAN SCHLUTER AND MARK TREDE. Weak convergence to the Student and Laplace distributions

MIRIAM ISABEL SEIFERT. Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions

KONSTANTINOS SPILIOPOULOS. Non-asymptotic performance analysis of importance sampling schemes for small noise diffusions

MITSUSHI TAMAKI On the optimal stopping problems with monotone thresholds

P. TARDELLI. Partially informed investors: hedging in incomplete market with default

VLADIMIR VATUTIN AND QUANSHENG LIU. Limit theorems for decomposable branching processes in random environment

PETER WINDRIDGE. The extinction time of a subcritical branching process related to the SIR epidemic on a random graph

DACHENG YAO, XIULI CHAO AND JINGCHEN WU. Optimal control policy for a Brownian inventory system with concave ordering cost

YINPING YOU AND XIAOHU LI. Ordering scalar products with applications in financial engineering and actuarial science

QING-PEI ZANG AND LI-XIN ZHANG. A general lower bound of parameter estimation for reflected Ornstein–Uhlenbeck processes

LINA ZHANG AND JUNPING LI. The

*M*/

*M*/

*c*queue with mass exodus and mass arrivals when empty

**Short Communications**K. B. ATHREYA AND H.-J. SCHUH. A Galton–Watson process with a threshold

CHRISTIAN BENDER, MIKKO S. PAKKANEN AND HASANJAN SAYIT. Sticky continuous processes have consistent price systems

JOSEBA DALMAU. Distribution of the quasispecies for a Galton–Watson process on the sharp peak landscape

FABRIZIO DURANTE, JUAN FERNÁNDEZ-SÁNCHEZ AND WOLFGANG TRUTSCHNIG. On the singular components of a copula

ZHENLONG GAO AND YANHUA ZHANG. Limit theorems for a supercritical Poisson random indexed branching process

MARK HUBER AND NEVENA MARIC. Multivariate distributions with fixed marginals and correlations

MARIA KAMINSKA-ZABIEROWSKA AND JORGE NAVARRO. Erratum to: Mixture representations of residual lifetimes of used systems

KEN'ICHI KAWANISHI AND TETSUYA TAKINE. A note on the virtual waiting time in the stationary PH/M/c+D queue

SERGIO I. LÓPEZ. Convergence of tandem Brownian queues

Y. H. MAO, C. ZHANG AND Y. H. ZHANG. Separation cutoff for upward skip-free chains

MAGDA PELIGRAD AND SERGEY UTEV. On the invariance principle for reversible Markov chains

DIRK VEESTRAETEN. A recursion formula for the moments of the first-passage time of the Ornstein–Uhlenbeck process

**Letters to the Editor**

HÜSEYIN ACAN AND PAWEL HITCZENKO. On the covariances of outdegrees in random plane recursive trees

### Advances in Applied Probability

**Stochastic Geometry and Statistical Applications**BRUNO GALERNE AND RAPHAEL LACHIEZE-REY. Random measurable sets and covariogram realisability problems

AIHUA XIA AND J. E. YUKICH. Normal approximation for statistics of Gibbsian input in geometric probability

**General Applied Probability**JAFAR AHMADI, ANTONIO DI CRESCENZO AND MARIA LONGOBARDI. On dynamic mutual information for bivariate lifetimes

FRANÇOIS BACCELLI, HÉCTOR A. CHANG-LARA AND SERGEY FOSS. Shape theorems for Poisson Hail on a bivariate ground

A. D. BARBOUR, K. HAMZA, HAYA KASPI AND F. C. KLEBANER. Escape from the boundary in Markov population processes

ERIK J. BAURDOUX, NAN CHEN, BUDHI A. SURYA AND KAZUTOSHI YAMAZAKI. Optimal double stopping of a Brownian bridge

BERNARD BERCU AND ADRIEN RICHOU. Large deviations for the Ornstein–Uhlenbeck process with shift

*Z*

JOSE BLANCHET AND JING DONG. Perfect sampling for infinite server and loss systems

H. BLOK AND F. M. SPIEKSMA. Countable state Markov decision processes with unbounded jump rates and discounted cost: optimality equation and approximations

JÉRÔME CASSE. Probabilistic cellular automata with general alphabets letting a Markov chain invariant

NINGYUAN CHEN AND MARIANA OLVERA-CRAVIOTO. Coupling on weighted branching trees

XINXIN CHEN. A necessary and sufficient condition for the nontrivial limit of the derivative martingale in a branching random walk

NICOLAS CHENAVIER AND ROSS HEMSLEY. Extremes for the inradius in the Poisson line tessellation

STEPHEN B. CONNOR AND WILFRID S. KENDALL. Perfect simulation of

*M*/

*G*/

*c*queues

EMILIE COUPECHOUX AND MARC LELARGE. Contagions in random networks with overlapping communities

HANS DADUNA AND RYSZARD SZEKLI. Correlation formulas for Markovian network processes in a random environment

A. B. DIEKER AND T. SUK. Randomized longest-queue-first scheduling for large-scale buffered systems

ZI DING AND ILYA O. RYZHOV. Optimal learning with non-Gaussian rewards

MASAHIKO EGAMI AND KAZUTOSHI YAMAZAKI. On the continuous and smooth fit principle for optimal stopping problems in spectrally negative Lévy models

ERIC FOXALL. Duality and complete convergence for multi-type additive growth models

ILIE GRIGORESCU AND YI-CHING YAO. Maximizing the variance of the time to ruin in a multi-player game with selection

BERND HEIDERGOTT, HARALAMBIE LEAHU, ANDREAS LÖPKER AND GEORG PFLUG. Perturbation analysis of inhomogeneous finite Markov chains

G. HUANG, H. M. JANSEN, M. MANDJES, P. SPREIJ AND K. DE TURCK. Markov-modulated Ornstein–Uhlenbeck processes

ANTOINE JACQUIER AND MATTHEW LORIG. From characteristic functions to implied volatility expansions

MATTHIEU JONCKHEERE AND SEVA SHNEER. Stability of multi-dimensional birth-and-death processes with state-dependent

*0*-homogeneous jumps

CLAUDIA KLÜPPELBERG AND MUNEYA MATSUI. Generalized fractional Lévy processes with fractional Brownian motion limit

XIAOOU LI AND JINGCHEN LIU. Rare-event simulation and efficient discretization for the supremum of Gaussian random fields

BO H. LINDQVIST, FRANCISCO J. SAMANIEGO AND ARNE B. HUSEBY. On the equivalence of systems of different sizes, with applications to system comparisons

R. J. MAILLARDET AND P. G. TAYLOR. Queues with advanced reservations: an infinite-server proxy for the bookings diary

GRIGORI N. MILSTEIN AND JOHN SCHOENMAKERS. Uniform approximation of the Cox-Ingersoll-Ross process

NICHOLAS R. PETERSON AND BORIS PITTEL. Distance between two random

*k*-out digraphs, with and without preferential attachment

ROSS G. PINSKY. The speed of a random walk excited by its recent history

HUIJIE QIAO AND JINQIAO DUAN. Nonlinear filtering of stochastic dynamical systems with Lévy noises

FRANCISCO J. SAMANIEGO AND JORGE NAVARRO. On comparing coherent systems with heterogeneous components

AMITES SARKAR. Secrecy coverage in two dimensions

WERNER R. W. SCHEINHARDT AND DIRK P. KROESE. A comparison of random walks in dependent random environments

FLORIAN SIMATOS. State space collapse for critical multistage epidemics

HUEI-WEN TENG, MING-HSUAN KANG AND CHENG-DER FUH. On spherical Monte Carlo simulations for multivariate normal probabilities

P. VIS, R. BEKKER AND R. D. VAN DER MEI. Heavy-traffic limits for polling models with exhaustive service and non-FCFS service order policies

PANPAN ZHANG AND HOSAM MAHMOUD. The degree profile and weight in Apollonian networks and

*k*-trees