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# Forthcoming Papers

### Journal of Applied Probability

###
**Research Papers **

**Research Papers**HANSJÖRG ALBRECHER, ONNO J. BOXMA AND JEVGENIJS IVANOVS. On simple ruin expressions in dependent Sparre Andersen risk models

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

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

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

D. ARISTOFF. Percolation of hard disks

S. ASMUSSEN AND S. FOSS. On exceedance times for some processes with dependent increments

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

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. BALAKRISHNAN AND WILLIAM VOLTERMAN. On the signatures of ordered system lifetimes

NARAYANASWAMY BALAKRISHNAN, GHOBAD BARMALZAN AND ABEDIN HAIDARI. Stochastic orderings and ageing properties of residual life-lengths of live components in (

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

*n-k+1*)-out-of-*n*systemsFRANK BALL, TOM BRITTON AND PETER NEAL. On expected durations of birth–death processes, with applications to branching processes and SIS epidemics

ANTAR BANDYOPADHYAY AND FARKHONDEH SAJADI. On the nearest neighbor algorithm for the mean field traveling salesman problem

YONIT BARRON. A fluid EOQ model with Markovian environment

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

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

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

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

LUISA BEGHIN AND CLAUDIO MACCI. Fractional discrete processes: compound and mixed Poisson representations

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

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

BRUNO BUONAGUIDI AND PIETRO MULIERE. On the disorder problem for a negative binomial process

ROLANDO CAVAZOS-CADENA, RAÚL MONTES-DE-OCA AND KAREL SLADKÝ. Sample-path optimal stationary policies in stable Markov decision chains with the average reward criterion

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

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

ANYUE CHEN, JUNPING LI, YIQING CHEN AND DINGXUAN ZHOU. Asymptotic behaviour of extinction probability of interacting branching collision processes

LI-JUAN CHENG AND YONG-HUA MAO. Eigentime identity for one-dimensional diffusion processes

SAMUEL N. COHEN. Undiscounted Markov chain BSDEs to stopping times

HARRY CRANE AND PETER MCCULLAGH. Poisson superposition processes

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

HARRY CRANE AND PETER MCCULLAGH. Poisson superposition processes

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

ALESSANDRO D'ANDREA AND LUCA DE SANCTIS. The Kruskal–Katona theorem and a characterization of system signatures

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

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

KRZYSZTOF DEBICKI, ENKELEJD HASHORVA AND NATALIA SOJA-KUKIELA. Extremes of homogeneous Gaussian random fields

KRISTIAN DEBRABANT AND ANDREAS RÖSSLER. On the acceleration of the multi-level Monte Carlo method

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

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

KRISTIAN DEBRABANT AND ANDREAS RÖSSLER. On the acceleration of the multi-level Monte Carlo method

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

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

B. S. EL-DESOUKY, F. A. SHIHA AND A. M. MAGAR. On a generalization of a waiting time problem and some combinatorial identities

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

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

ALBERT FERREIRO-CASTILLA AND KEES VAN SCHAIK. Applying the Wiener–Hopf Monte Carlo simulation technique for Lévy processes to path functionals

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

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

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

ALBERT FERREIRO-CASTILLA AND KEES VAN SCHAIK. Applying the Wiener–Hopf Monte Carlo simulation technique for Lévy processes to path functionals

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

RAÚL FIERRO, VÍCTOR LEIVA AND JESPER MØLLER. The Hawkes process with different exciting functions and its asymptotic behavior

ERIC FOXALL. New results for the two-stage contact process

ESTHER FROSTIG. The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process

R. GARRA, E. ORSINGHER AND F. POLITO. State-dependent fractional point processes

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

ESTHER FROSTIG. The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process

R. GARRA, E. ORSINGHER AND F. POLITO. State-dependent fractional point processes

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

FABRICE M. GUILLEMIN AND RAVI R. MAZUMDAR. Conditional sojourn times and the volatility of payment schemes for bandwidth sharing in packet networks

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

BABAK HAJI AND SHELDON M. ROSS. A queueing loss model with heterogeneous skill based servers under idle time ordering policies

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

BABAK HAJI AND SHELDON M. ROSS. A queueing loss model with heterogeneous skill based servers under idle time ordering policies

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

DAWEI HONG, SHUSHUANG MAN, JEAN-CAMILLE BIRGET AND DESMOND S. LUN. A wavelet-based almost sure uniform approximation of fractional Brownian motion with a parallel algorithm

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

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

LEI HUA, HARRY JOE AND HAIJUN LI. Relations between hidden regular variation and tail order of copulas

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

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

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

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

SVANTE JANSON. On degenerate sums of

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

*m*-dependent variablesKRZYSZTOF JASINSKI AND TOMASZ RYCHLIK. Inequalities for variances of order statistics coming from urn models

AJAY JASRA. On the behaviour of the backward interpretation of Feynman–Kac formulae under verifiable conditions

ZHENGJUN JIANG. Optimal dividend policy when cash reserves follow a jump-diffusion process under Markov-regime switching

A. V. KALINKIN AND A. V. MASTIKHIN. A limit theorem for Weiss epidemic process

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

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

ZHENGJUN JIANG. Optimal dividend policy when cash reserves follow a jump-diffusion process under Markov-regime switching

A. V. KALINKIN AND A. V. MASTIKHIN. A limit theorem for Weiss epidemic process

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

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

VASSILI N. KOLOKOLTSOV. Stochastic monotonicity and duality of

*k*th order with application to put-call symmetry of powered optionsK. M. KOSINSKI AND M. MANDJES. Logarithmic asymptotics for multidimensional extremes under non-linear scalings

JERE KOSKELA, PAUL JENKINS AND DARIO SPANÒ. Computational inference beyond Kingman's coalescent

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

AMAURY LAMBERT AND CHUNHUA MA. The coalescent in peripatric metapopulations

DAVID LANDRIAULT, BIN LI AND HONGZHONG ZHANG. On the frequency of drawdowns for Brownian motion processes

JERE KOSKELA, PAUL JENKINS AND DARIO SPANÒ. Computational inference beyond Kingman's coalescent

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

AMAURY LAMBERT AND CHUNHUA MA. The coalescent in peripatric metapopulations

DAVID LANDRIAULT, BIN LI AND HONGZHONG ZHANG. On the frequency of drawdowns for Brownian motion processes

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

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

JOSEPH LEHEC. Cover times and generic chaining

CARL LINDBERG. Pairs trading with opportunity cost

JEAN-LUC MARICHAL. Algorithms and formulas for conversion between system signatures and reliability functions

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

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

PATRYK MIZIULA AND TOMASZ RYCHLIK. Extreme dispersions of semicoherent and mixed system lifetimes

BENT NATVIG. On the deterioration of nonrepairable multistate strongly coherent systems

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

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

ORA E. PERCUS AND JEROME K. PERCUS. The maximum of a symmetric next neighbor walk on the nonnegative integers

MATS PIHLSGÅRD. Local martingales with two reflecting barriers

MATS PIHLSGÅRD. Local martingales with two reflecting barriers

LEANDRO P. R. PIMENTEL. On the location of the maximum of a continuous stochastic process

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

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

FRANÇOIS ROUEFF AND PHILIPPE SOULIER. Convergence to stable laws in the space

*D*MATTEO RUGGIERO. Species dynamics in the two-parameter Poisson-Dirichlet diffusion model

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

ERNST SCHULTE-GEERS AND WOLFGANG STADJE. Maximal percentages in Pólya's urn

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

NURIA TORRADO AND SUBHASH C. KOCHAR. Stochastic order relations among parallel systems from Weibull distributions

ERIK A. VAN DOORN. Representations for the decay parameter of a birth–death process based on the Courant–Fischer theorem

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

HANCHAO WANG. Euler scheme for stochastic differential equation driven by pure jump semimartingales

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

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

ERNST SCHULTE-GEERS AND WOLFGANG STADJE. Maximal percentages in Pólya's urn

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

NURIA TORRADO AND SUBHASH C. KOCHAR. Stochastic order relations among parallel systems from Weibull distributions

ERIK A. VAN DOORN. Representations for the decay parameter of a birth–death process based on the Courant–Fischer theorem

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

HANCHAO WANG. Euler scheme for stochastic differential equation driven by pure jump semimartingales

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

XIAO WU AND XIANPING GUO. First passage optimality and variance minimization of Markov decision processes with varying discount factors

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

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

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

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 emptyYOUZHOU ZHOU. Ergodic inequality of two-parameter infinitely-many-alleles diffusion model

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

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

MARTIN EGOZCUE AND LUIS FUENTES GARCÍA. An optimal threshold strategy in the two-envelope problem with partial information

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

HOSAM M. MAHMOUD AND MARK DANIEL WARD. Asymptotic properties of protected nodes in random recursive trees

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

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

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

MARTIN EGOZCUE AND LUIS FUENTES GARCÍA. An optimal threshold strategy in the two-envelope problem with partial information

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

HOSAM M. MAHMOUD AND MARK DANIEL WARD. Asymptotic properties of protected nodes in random recursive trees

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**VENKAT ANANTHARAM AND FRANÇOIS BACCELLI. Capacity and error exponents of stationary point processes under random additive displacements

B. BLASZCZYSZYN AND D. YOGESHWARAN. On comparison of clustering properties of point processes

BRUNO GALERNE AND RAPHAEL LACHIEZE-REY. Random measurable sets and covariogram realisability problems

B. BLASZCZYSZYN AND D. YOGESHWARAN. On comparison of clustering properties of point processes

BRUNO GALERNE AND RAPHAEL LACHIEZE-REY. Random measurable sets and covariogram realisability problems

LINDA V. HANSEN, THORDIS L. THORARINSDOTTIR, EVGENI OVCHAROV, TILMANN GNEITING AND DONALD RICHARDS. Gaussian random particles with flexible Hausdorff dimension

C. HIRSCH, D. NEUHÄUSER, C. GLOAGUEN AND V. SCHMIDT. First-passage percolation on random geometric graphs and an application to shortest-path trees

WERNER NAGEL AND EIKE BIEHLER. Consistency of constructions for cell division processes

WERNER NAGEL AND EIKE BIEHLER. Consistency of constructions for cell division processes

STEFAN STEINERBERGER. New bounds for the traveling salesman constant

KASPAR STUCKI AND DOMINIC SCHUHMACHER. Bounds for the probability generating functional of a Gibbs point process

ANNE MARIE SVANE. Local digital estimators of intrinsic volumes for Boolean models and in the design based setting

**General Applied Probability**LOUIGI ADDARIO-BERRY AND TAO LEI. The mixing time of the Newman–Watts small world

DANIEL AHLBERG. Asymptotics of first-passage percolation on one-dimensional graphs

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

RICHARD ARRATIA AND STEPHEN DESALVO. On the random sampling of pairs, with pedestrian examples

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

DANIEL AHLBERG. Asymptotics of first-passage percolation on one-dimensional graphs

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

RICHARD ARRATIA AND STEPHEN DESALVO. On the random sampling of pairs, with pedestrian examples

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

DANIELA BERTACCHI, FABIO PRATES MACHADO AND FABIO ZUCCA. Local and global survival for nonhomogeneous random walk systems on

*Z*ALEXANDROS BESKOS, DAN O. CRISAN, AJAY JASRA AND NICK WHITELEY. Error bounds and normalizing constants for sequential Monte Carlo samplers in high dimensions

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

AMARJIT BUDHIRAJA, VLADAS PIPIRAS AND XIAOMING SONG. Admission control for multidimensional workload input with heavy tails and fractional Ornstein–Uhlenbeck process

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

AMARJIT BUDHIRAJA, VLADAS PIPIRAS AND XIAOMING SONG. Admission control for multidimensional workload input with heavy tails and fractional Ornstein–Uhlenbeck process

JI HWAN CHA AND GIANPAOLO PULCINI. Burn-in procedure based on dependent covariate process

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

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

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

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

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

*M*/*G*/*c*queuesEMILIE 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

DARYL J. DALEY, JOHAN S.H. VAN LEEUWAARDEN AND YONI NAZARATHY. BRAVO for many-server QED systems with finite buffers

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