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# Forthcoming Papers

### Journal of Applied Probability

###
**Research Papers **

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

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

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

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

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

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

MI CHEN AND KAM CHUEN YUEN. Optimal dividend and reinsurance in the presence of two reinsurers

*r*-ary subtrees of random

*d*-ary recursive trees

HARRY CRANE AND PETER MCCULLAGH. Poisson superposition processes

IRENE CRIMALDI. Central limit theorems for a hypergeometric randomly reinforced urn

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

FRASER DALY. Compound geometric approximation under a failure rate constraint

MARIA DEIJFEN AND NINA GANTERT. Routing on trees

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

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

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

ERIC FOXALL. The SEIS model, or, the contact process with a latent stage

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

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

JYY-I HONG. Coalescence on critical and subcritical multitype branching processes

YANQING HU. Generalized Efron's biased coin design and its theoretical properties

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

GUANGXIN JIANG AND MICHAEL C. FU. Quantile sensitivity estimation for dependent sequences

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

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

SERVET MARTÍNEZ. A stationary distribution associated to a set of laws whose initial states are grouped into classes. An application in genomics

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

ANTON MURATOV AND SERGEI ZUYEV. Bit flipping and time to recover

FREDRIK OLSSON AND TATYANA S. TUROVA. Ergodicity of age-dependent inventory control 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

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

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

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

MITSUSHI TAMAKI On the optimal stopping problems with monotone thresholds

ERIK THÖRNBLAD. The dominating colour of an infinite Pólya urn model

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**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

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

BRUNO BUONAGUIDI. A remark on optimal variance stopping problems

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

LOÏC HERVÉ AND JAMES LEDOUX. Computable bounds of *l*^{2}-spectral gap for discrete Markov chains with band transition matrices

JEVGENIJS IVANOVS. Sparre–Andersen identity and the last passage time

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

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

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

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

ACHILLEFS TZIOUFAS. The entirely coupled region of supercritical contact processes

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

### Advances in Applied Probability

**Stochastic Geometry and Statistical Applications**

**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

LUISA BEGHIN AND CLAUDIO MACCI. Multivariate fractional Poisson processes and compound sums

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

ALEXANDRE BOUMEZOUED. Population viewpoint on Hawkes processes

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

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

J. DÍAZ, D. MITSCHE, G. PERARNAU AND X. PÉREZ-GIMÉNEZ. On the relation between graph distance and Euclidean distance in random geometric graphs

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

YAN DOLINSKY AND YURI KIFER. Risk minimization for game options in markets imposing minimal transaction costs

GIORGIO FERRARI AND PAAVO SALMINEN. Irreversible investment under Lévy uncertainty: an equation for the optimal boundary

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

GARY FROYLAND AND ROBYN M. STUART. Cheeger inequalities for absorbing Markov chains

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

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

CHRISTIAN HIRSCH, BENEDIKT JAHNEL, PAUL KEELER AND ROBERT I. A. PATTERSON. Large-deviation principles for connectable receivers in wireless networks

CLIFFORD HURVICH AND JOSH REED. Series expansions for the all-time maximum of alpha-stable random walks

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

ISTVÁN KOLOSSVÁRY, JÚLIA KOMJÁTHY AND LAJOS VÁGÓ. Degrees and distances in random and evolving Apollonian networks

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

**R**

^{2}

CLAUDE LEFÈVRE AND MATTHIEU SIMON. SIR epidemics with stages of infection

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

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 Cox-Ingersoll-Ross process

ENZO ORSINGHER, COSTANTINO RICCIUTI AND BRUNO TOALDO. Population models at stochastic times

GUODONG PANG AND YUHANG ZHOU. G/G/infinity queues with renewal alternating interruptions

IKER PEREZ, DAVID HODGE AND HUILING LE. MDP algorithms for wealth allocation problems with defaultable bonds

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

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

MITSUSHI TAMAKI. Optimal stopping rule for the full-information duration problem with random horizon

MITSUSHI TAMAKI. Urn sampling distributions giving alternate correspondences between two optimal stopping problems

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

JINXIA ZHU AND HAILIANG YANG. Optimal financing and dividend distribution in a general diffusion model with regime switching