Forthcoming Papers

 

Journal of Applied Probability

56.1 (March 2019)

JOSE BLANCHET, JING DONG AND ZHIPENG LIU. Exact sampling of the infinite horizon maximum of a random walk over a non-linear boundary
HARRY CRANE AND WALTER DEMPSEY. Relational exchangeability
HONGSHENG DAI, MURRAY POLLOCK AND GARETH ROBERTS. Monte Carlo fusion
ANGELOS DASSIOS, YAN QU AND JIA WEI LIM. Exact simulation of generalised Vervaat perpetuities
PAUL DOUKHAN AND MICHAEL M. NEUMANN. Absolute regularity of semi-contractive GARCH-type processes
FRIEDRICH GÖTZE, ANNA GUSAKOVA AND DMITRY ZAPOROZHETS. Random affine simplexes
OLA HÖSSJER. A spatio-temporal point process model for particle growth
TAKASHI KAMIHIGASHI AND JOHN STACHURSKI. A unified stability theory for classical and monotone Markov chains
THIERRY KLEIN, AGNÈS LAGNOUX AND PIERRE PETIT. A conditional Berry-Esseen inequality
GÜNTER LAST AND RYSZARD SZEKLI. On negative association of some finite point processes on general state spaces
GÉRARD LETAC. Is the Sibuya distribution a progeny?
BO HENRY LINDQVIST, FRANCISCO J. SAMANIEGO AND NANA WANG. Preservation of the mean residual life order for coherent and mixed systems
ANDERS RØNN-NIELSEN AND EVA B. VEDEL JENSEN. Central limit theorem for mean and variogram estimators in Lévy-based models
 

Advances in Applied Probability

51.1 (March 2019)

AMARJIT BUDHIRAJA AND ERIC FRIEDLANDER. Diffusion approximations for load balancing mechanisms in cloud storage systems
YE CHEN AND ILYA O. RYZHOV. Complete expected improvement converges to an optimal budget allocation
ANDREW DAW AND JAMOL PENDER. New perspectives on the Erlang-A queue
XIUCAI DING. Singular vector distribution of sample covariance matrices
STEPHAN ECKSTEIN. Extended Laplace principle for empirical measures of a Markov chain
CHRISTINA GOLDSCHMIDT AND ELEONORA KREACIC. The spread of fire on a random multigraph
QI-MING HE, GÁBOR HORVÁTH, ILLÉS HORVÁTH AND MIKLOS TELEK. Moment bounds of PH distributions with infinite or finite support based on the steepest increase property
DANIEL HUG AND WOLFGANG WEIL. Determination of Boolean models by densities of mixed volumes
NAOKI KUBOTA. Deviation bounds for the first passage time in the frog model
YI-SHEN LIN AND YI-CHING YAO. One-sided solutions for optimal stopping problems with logconcave reward functions