Forthcoming Papers


Journal of Applied Probability

56.2 (June 2019)

STEFAN ANKIRCHNER, CHRISTOPHETTE BLANCHET-SCALLIET AND NABIL KAZI-TANI. The De Vylder-Goovaerts conjecture holds within the diffusion limit
FRANÇOIS BACCELLI AND ANTONIO SODRE. Renewal processes, population dynamics, and unimodular trees
ÁGNES BACKHAUSZ AND DÁVID KUNSZENTI-KOVÁCS. On the dense preferential attachment graph models and their graphon induced counterpart
DARYL J. DALEY AND MASAKIYO MIYAZAWA. A martingale view of Blackwell's renewal theorem and its extensions to a general counting process
BO LI, NHAT LINH VU AND XIAOWEN ZHOU. Exit problems for general draw-down times of spectrally negative Lévy processes
CLAUDIO FONTANA, MARKUS PELGER AND ECKHARD PLATEN. On the existence of sure profits via flash strategies
LASZLO GYÖRFI, NORBERT HENZE AND HARRO WALK. The limit distribution of the maximum probability nearest neighbor ball
BLANKA HORVATH, ANTOINE JACQUIER AND CHLOE LACOMBE. Asymptotic behaviour of randomised fractional volatility models
C. HOUDRÉ AND G. KERCHEV. On the rate of convergence for the length of the longest common subsequences in hidden Markov models
ZHISHUI HU, ZHENG LI AND QUNQIANG FENG. Accessibility percolation on random rooted labeled trees
YOSHIAKI INOUE. Comparison results for M/G/1 queues with waiting and sojourn time deadlines
YIMING JIANG, SHIYU SONG AND YONGJIN WANG. Some explicit results on one kind of sticky diffusion
LASSE LESKELÄ AND HOA NGO. First passage percolation on sparse random graphs with boundary weights
MAGDALENA SZYMKOWIAK. Measures of ageing tendency
EDDIE TU. On association and other forms of positive dependence for Feller processes
MATIJA VIDMAR. First passage upwards for state-dependent-killed spectrally negative Lévy processes


56.3 (September 2019)

JOSE BLANCHET, YANG KANG AND KARTHYEK MURTHY. Robust Wasserstein profile inference and applications to machine learning
SERGEY BOCHAROV AND LI WANG. Branching Brownian motion with spatially-homogeneous and point-catalytic branching
VAN HAO CAN, MANH HONG DUONG AND VIET HUNG PHAM. Persistence probability of a random polynomial arising from evolutionary game theory
PAOLO DI TELLA, MARTIN HAUBOLD AND MARTIN KELLER-RESSEL. Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation
MICHAEL FALK, SIMONE PADOAN AND FLORIAN WISHECKEL. Conditional tail independence in Archimedean copula models
JANOS FLESCH, DRIES VERMEULEN AND ANNA ZSELEVA. On the equivalence of mixed and behavior strategies in finitely additive decision problems
CHRISTEL GEISS, ANTTI LUOTO AND PAAVO SALMINEN. On first exit times and their means for Brownian bridges
NIL KAMAL HAZRA AND MAXIM FINKELSTEIN. Comparing lifetimes of coherent systems with dependent components operating in random environments
GIULIO IACOBELLI, DANIEL R. FIGUEIREDO AND GIOVANNI NEGLIA. Transient and slim versus recurrent and fat: random walks and the trees they grow
WASIUR R. KHUDABUKHSH, ARNAB AUDDY, YANN DISSER AND HEINZ KOEPPL. Approximate lumpability for Markovian agent-based models using local symmetries
VADIM SHCHERBAKOV AND STANISLAV VOLKOV. Boundary effect in competition processes
TAK-KUEN SIU, JINXIA ZHU AND HAILIANG YANG. A martingale approach for asset allocation with derivative security and hidden economic risk
CLARA STEGEHUIS. Degree correlations in scale-free random graph models


56.4 (December 2019)

MARK HOLMES AND OMER ANGEL. Kemeny's constant for infinite DTMCs is infinite


Advances in Applied Probability

51.2 (June 2019)

FLORIN AVRAM AND MATIJA VIDMAR. First passage problems for upwards skip-free random walks via the scale functions paradigm
BOJAN BASRAK, OLIVIER WINTENBERGER AND PETRA ZUGEC. On the total claim amount for marked Poisson cluster models
AYAN BHATTACHARYA, KRISHANU MAULIK, ZBIGNIEW PALMOWSKI AND PARTHANIL ROY. Extremes of multi-type branching random walks: heaviest tail wins
TOM BRITTON, YIN LEUNG AND PIETER TRAPMAN. Who is the infector? General multi-type epidemics and real-time susceptibility processes
LUCIANO CAMPI AND CLAUDE MARTINI. On the support of extremal martingale measures with given marginals: the countable case
JI HWAN CHA AND SOPHIE MERCIER. Transformed Lévy processes as state-dependent wear models"
OLIVER COOLEY, TOBIAS KAPETANOPOULOS AND TAMAS MAKAI. The sharp threshold for jigsaw percolation in random graphs
WEIYONG DING, RUI FANG AND PENG ZHAO. Reliability analysis of $k$-out-of-$n$ systems based on a grouping of components
PIERRE-OLIVIER GOFFARD. Fraud risk assessment within blockchain transactions
S. HAMADÈNE, R. MARTYR AND J. MORIARTY. A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time
TIANTIAN MAO, BIN WANG AND RUODU WANG. Sums of standard uniform random variables
TOBIAS MÜLLER AND MERLIJN STAPS. The diameter of KPKVB random graphs


51.3 (September 2019)

F. AURZADA AND S. SCHWINN. Scaling limits for a random boxes model
ALESSANDRO GARAVAGLIA AND CLARA STEGEHUIS. Subgraphs in preferential attachment models
MAURICIO JUNCA, HAROLD A. MORENO-FRANCO, JOSÉ-LUIS PÉREZ AND KAZUTOSHI YAMAZAKI. Optimality of refraction strategies for a constrained dividend problem
YUQING PAN AND KONSTANTIN A. BOROVKOV. The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem
RICCARDO PASSEGGERI AND ALMUT E. D. VERAART. Limit theorems for multivariate Brownian semistationary processes and feasible results
NICHOLAS G. TAWN AND GARETH O. ROBERTS. Accelerating parallel tempering: quantile tempering algorithm (QuanTA)
ADRIANA UQUILLAS AND ADILSON SIMONIS. First displacement time of a tagged particle in a stochastic cluster in a simple exclusion process with random slow bonds
WENYUAN WANG AND ZHIMIN ZHANG. Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time
GABRIEL ZAYAS-CABÁN, STEFANUS JASIN AND GUIHUA WANG. An asymptotically optimal heuristic for general nonstationary finite-horizon restless multi-armed, multi-action bandits 

51.4 (December 2019)

JORGE I. GONZÁLEZ CÁZARES, ALEKSANDAR MIJATOVIC AND GERÓNIMO URIBE BRAVO. Exact simulation of the extrema of stable processes
ALEKSANDAR MIJATOVIC AND JURE VOGRINC. Asymptotic variance for random walk metropolis chains in high dimensions: logarithmic growth via the Poisson equation
YAN QU, ANGELOS DASSIOS AND HONGBIAO ZHAO. Efficient simulation of Lévy-driven point processes