FORTHCOMING PAPERS

HANSJÖRG ALBRECHER, JEAN-FRANÇOIS RENAUD AND XIAOWEN ZHOU. A Lévy insurance risk process with tax

PIETER ALLAART AND MICHAEL MONTICINO. Optimal buy/sell rules for correlated random walks

R. BEKKER, O. J. BOXMA AND O. KELLA. Queues with delays in two-state strategies and Lévy input

DANIELA BERTACCHI AND FABIO ZUCCA. Critical behaviors and critical values of branching random walks on multigraphs

HENRY W. BLOCK, YULIN LI, THOMAS H. SAVITS AND JIE WANG. Continuous mixtures with bathtub-shaped failure rates

LOTHAR BREUER. First passage times for Markov-additive processes with positive jumps of phase-type

TOM BRITTON, MARIA DEIJFEN, ANDREAS N. LAGERÅS AND MATHIAS LINDHOLM. Epidemics on random graphs with tunable clustering

F. CARBONELL AND J. C. JIMENEZ. Weak local linear discretizations for stochastic differential equations with jumps

HSIAO-CHI CHEN AND YUNSHYONG CHOW. Equilibrium selection in evolutionary games with imperfect monitoring

FRANCIS COMETS AND FRANÇOIS SIMENHAUS. Random walk delayed on percolation clusters

HANS DADUNA, CHRISTIAN MALCHIN AND RYSZARD SZEKLI. Weak convergence limits for sojourn times in cyclic queues under heavy traffic conditions

DEVDATT DUBHASHI AND OLLE HÄGGSTRÖM. A note on conditioning and stochastic domination for order statistics

ALEXANDER DUDIN, CHESOONG KIM AND VALENTINA KLIMENOK. Markov chains with hybrid repeating rows - upper-Hessenberg quasi-Toeplitz structure of block transition probability matrix

KEN R. DUFFY AND ARTEM SAPOZHNIKOV. The large deviation principle for the on/off Weibull sojourn process

VALDO DURRLEMAN. Convergence of at-the-money implied volatilities to the spot volatility

RENÉ FERLAND AND GASTON GIROUX. Law of large numbers for dynamic bargaining markets

LARS HOLST. The number of two consecutive successes in a Hoppe–Pólya urn

CLAUDIA KLÜPPELBERG AND SIDNEY I. RESNICK. The Pareto copula, aggregation of risks and the Emperor's socks

BANGWON KO AND QIHE TANG. Sums of dependent nonnegative random variables with subexponential tails

ABBA M. KRIEGER, MOSHE POLLAK AND ESTER SAMUEL-CAHN. Beat the mean: sequential selection by better than average rules

EHUD LEHRER AND ERAN SHMAYA. Two remarks on Blackwell's theorem

SAUL C. LEITE AND MARCELO D. FRAGOSO. Diffusion approximation of state dependent G-networks under heavy traffic

ALAN L. LEWIS AND ERNESTO MORDECKI. Wiener-Hopf factorization for Lévy processes having positive jumps with rational transforms

YANGRONG LI, ANTHONY G. PAKES, JIA LI AND ANHUI GU. The limit behavior of dual Markov branching processes

HOSAM M. MAHMOUD AND MARK DANIEL WARD. Average-case analysis of cousins in m-ary tries

COLIN MALLOWS AND LARRY SHEPP. The necklace process

R. MCVINISH. On the structure and estimation of reflection positive processes

JOEL C. MILLER. Bounding the size and probability of epidemics on networks

JOHN MORIARTY AND PETER NEAL. The generalized coupon collector problem

TOSHIO NAKATA. A Poisson approximation for an occupancy problem with collisions

PETER NEAL. The SIS great circle epidemic model

GRÉGORY NUEL. Pattern Markov chains: optimal Markov chain embedding through deterministic finite automata

MATTEO ORTISI. Polynomial rate convergence to the stationary state for the continuum time limit of the minority game

EROL A. PEKÖZ AND SHELDON M. ROSS. Relating time- and customer- averages for queues using “forward” coupling from the past

E. RAPOO. A variable step size Riemannian sum for an Itô integral

SHELDON M. ROSS AND ZEGANG ZHU. On the structure of swing contract optimal value and optimal strategy

A. G. ROSSBERG. Laplace transforms of probability distributions and their inversions are easy on logarithmic scales

VÍCTOR M. RUIZ. A compact framework for hidden Markov chains with applications to fractal geometry

LUDGER RÜSCHENDORF. On a comparison result for Markov processes

ALEXANDER L. STOLYAR. Dynamic distributed scheduling in random access networks

B. A. SURYA. Evaluating scale functions of spectrally negative Lévy processes

DANIEL TOKAREV. Growth of integral transforms and extinction in critical Galton-Watson processes.

NARJISS TOUYAR, SOPHIE SCHBATH, DOMINIQUE CELLIER AND HÉLÈNE DAUCHEL. Poisson approximation for the number of repeats in a stationary Markov chain

YI-CHING YAO AND MAY-RU CHEN. Strong optimality of bold play for discounted Dubins-Savage gambling problems with time-dependent parameters

XIAOXIN WANG AND AIHUA XIA. On negative binomial approximation to k-runs

QUANXIN ZHU AND TOMÁS PRIETO-RUMEAU. Bias and overtaking optimality for continuous-time jump Markov decision processes in Polish spaces

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