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# Forthcoming Papers

### Journal of Applied Probability

###
**Research Papers **

**Research Papers**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

*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

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

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

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

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

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

NEERAJA SAHASRABUDHE. Synchronization and fluctuation theorems for interacting Friedman urns

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 *l*^{2}-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

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

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

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

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

**R**

^{2}

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

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

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