Forthcoming Papers

Journal of Applied Probability

55.2 (June 2018)

EBRAHIM AMINI-SERESHT, YIYING ZHANG AND NARAYANASWAMY BALAKRISHNAN. Stochastic comparisons of coherent systems under different random environments
JONATHA ANSELMI, FRANCOIS DUFOUR AND TOMÁS PRIETO-RUMEAU. Computable approximations for average Markov decision processes in continuous time
ARNO BERGER AND ISAAC TWELVES. On the significands of uniform random variables
M. BIENIEK AND M. BURKSCHAT. On unimodality of the lifetime distribution of coherent systems with failure-dependent component lifetimes
ADAM BOWDITCH. A quenched central limit theorem for biased random walks on supercritical Galton-Watson trees
WEIJUAN CHU. Self-normalized large deviation for supercritical branching processes
LAURE COUTIN, MONIQUE PONTIER AND WALY NGOM. Joint distribution of a Lévy process and its running supremum
M. DU ROY DE CHAUMARAY. Weighted least squares estimation for the subcritical Heston process
H. L. GAN AND ERIC D. KOLACZYK. Approximation of the difference of two Poisson-like counts by Skellam
SHYAMAL GHOSH AND MURARI MITRA. On an ageing class based on the moment generating function order
B. GOODMAN AND P. F. TUPPER. Effects of limiting memory capacity on the behaviour of exemplar dynamics
BRUCE HAJEK, YIHONG WU AND JIAMING XU. Recovering a hidden community beyond the Kesten-Stigum threshold in $O(|E|log*|V|)$ time
NORBERT HENZE. On the consistency of the spacings test for multivariate uniformity, including on manifolds
BARA KIM AND JEONGSIM KIM. Hazard rate ordering of the largest order statistics from geometric random variables
CLAUDE LEFÈVRE AND PHILIPPE PICARD. A general approach to the integral functionals of epidemic processes
YU MIAO AND MANRU DONG. Asymptotic behavior for Robbins--Monro process
HAILIN SANG AND YIMIN XIAO. Exact moderate and large deviations for linear random fields
FIONA SLOOTHAAK, VITALI WACHTEL AND BERT ZWART. First-passage time asymptotics over moving boundaries for random walk bridges
WENYUAN WANG AND XIAOWEN ZHOU. General draw-down based de Finetti optimization for spectrally negative Lévy risk processes

55.3 (September 2018)

I. J. B. F. ADAN, V. G. KULKARNI, N. LEE AND E. LEFEBER. Optimal routing in two-queue polling systems
S. ASHRAFI, S. ZAREZADEH AND M. ASADI. Reliability modeling of coherent systems with shared components based on sequential order statistics
FRANÇOIS BACCELLI AND ELIZA O'REILLY. Reach of repulsion for determinantal point processes in high dimensions
GHOBAD BARMALZAN, ABEDIN HAIDARI AND NARAYANASWAMY BALAKRISHNAN. Univariate and multivariate stochastic orderings of residual lifetimes of live components in sequential ($n-r+1$)-out-of-$n$ systems
FRASER DALY AND OLIVER JOHNSON. Relaxation of monotone coupling conditions: Poisson approximation and beyond
D. DOLGOPYAT, P. HEBBAR, L. KORALOV AND M. PERLMAN. Multi-type branching processes with time-dependent branching rates
SANDRO GALLO AND PABLO M. RODRIUEZ. Frog models on trees through renewal theory
A. GARAVAGLIA AND R. VAN DER HOFSTAD. From trees to graphs: collapsing continuous-time branching processes
JANOS FLESCH, ARKADI PREDTETCHINSKI AND WILLIAM SUDDERTH. Characterization and simplification of optimal strategies in positive stochastic games
JEAN JACOD AND MARK PODOLSKIJ. On the minimal number of driving Lévy motions in a multivariate price model
D. T. KOOPS, M. SAXENA, O. J. BOXMA AND M. MANDJES. Infinite-server queues with Hawkes input
JESPER MØLLER AND ANDREAS DYREBORG CHRISTOFFERSEN. Pair correlation functions and limiting distributions of iterated cluster point processes
OLEKSII MOSTOVYI. Optimal consumption of multiple goods in incomplete markets
VÍT PERZINA AND JAN M. SWART. How much market making does a market need?
ALI DEVIN SEZER. Approximation of excessive backlog probabilities of two tandem queues




Advances in Applied Probability

50.2 (June 2018)

CHRISTIAN BAYER, HILMAR MAI AND JOHN SCHOENMAKERS. Forward-reverse EM algorithm for Markov chains: convergence and numerical analysis
LOÏC CHAUMONT AND THI NGOC ANH NGUYEN. On mutations in the branching model for multitype populations
TIZIANO DE ANGELIS AND GIORGIO FERRARI. Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
DMITRI FINKELSHTEIN, PASHA TKACHOV. Kesten's bound for sub-exponential densities on the real line and its multi-dimensional analogues
HUI HE, JINGNING LIU AND MEI ZHANG. On Seneta-Heyde scaling for a stable branching random walk
GAUTAM IYER, NICHOLAS LEGER AND ROBERT L. PEGO. Coagulation and universal scaling limits for critical Galton-Watson processes
RÉMI LEMONNIER, KEVIN SCAMAN AND NICOLAS VAYATIS. Spectral bounds in random graphs applied to spreading phenomena and percolation
YUANYUAN LIU AND WENDI LI. Error bounds for augmented truncation approximations of Markov chains via the perturbation method
ALEXEY MEDVEDEV AND GÁBOR PETE. Speeding up non-Markovian first passage percolation with a few extra edges
DANIEL PAULIN, AJAY JASRA, DAN CRISAN AND ALEXANDROS BESKOS. On concentration properties of partially observed chaotic systems
ELENA PERFILEV AND VITALI WACHTEL. Local asymptotics for the area under the random walk excursion
HUIJIE QIAO. Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noises
DAVID STENLUND. On the Mabinogion urn mode


50.3 (September 2018)

ROMAIN AZAÏS, BERNARD DELYON AND FRANÇOIS PORTIER. Integral estimation based on Markovian design
TANGUY CABANA AND JONATHAN TOUBOUL. Large deviations for randomly connected neural networks: I. Spatially extended systems
TANGUY CABANA AND JONATHAN TOUBOUL. Large deviations for randomly connected neural networks: II. State-dependent interactions
BOHAN CHEN, CHANG-HAN RHEE AND BERT ZWART. Importance sampling of heavy-tailed iterated random functions
MATTHEW COULSON, ROBERT E. GAUNT AND GESINE REINERT. Compound Poisson approximation of subgraph counts in stochastic block models with multiple edges
KRZYSZTOF DEBICKI AND PENG LIU. Extremes of nonstationary Gaussian fluid queues
GIORGIO FERRARI AND SHUZHEN YANG. On an optimal extraction problem with regime switching
JULIE FOURNIER. Identification and isotropy characterization of deformed random fields through excursion sets
YONGHUI HUANG, ZHAOTONG LIAN AND XIANPING GUO. Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria
WISSEM JEDIDI AND STAVROS VAKEROUDIS. Windings of planar processes, exponential functionals and Asian options
N. LANCHIER AND S. REED. The role of cooperation in spatially explicit economical systems
R. I. OLIVEIRA, R. RIBEIRO AND R. SANCHIS. Disparity of clustering coefficients in the Holme-Kim network model