Journal of Applied Probability

With a publication record spanning more than five decades, the Journal of Applied Probability is the oldest journal devoted to the publication of research in the field of applied probability. It is an international journal published by the Applied Probability Trust, and it serves as a companion publication to the Advances in Applied Probability.

Its wide audience includes leading researchers across the entire spectrum of applied probability, including biosciences applications, operations research, telecommunications, computer science, engineering, epidemiology, financial mathematics, the physical and social sciences, and any field where stochastic modelling is used.

For information on how to submit articles to this journal, read our author information.

The process for submitting articles to both Advances in Applied Probability and Journal of Applied Probability is exactly the same. Articles are assigned to one of the journals after the peer review process.

After articles have been accepted and completed the production process (copyediting and typesetting), they will be placed online as FirstView articles until their official date of publication.

Read all available issues online at Cambridge University Press.


60.1 (March 2023)

  • A Markov jump process associated with the matrix-exponential distribution (Peralta, Oscar)

  • On the study of the running maximum and minimum level of level-dependent quasi-birth-death processes and related models (Javier, Kayla; Fralix, Brian)

  • Nonlinear Markov chains with finite state space: invariant distributions and long-term behaviour (Neumann, Berenice Anne)

  • Renewal theory for iterated perturbed random walks on a general branching process tree: early generations (Iksanov, Alexander; Rashytov, Bohdan; Samoilenko, Igor)

  • From reflected Lévy processes to stochastically monotone Markov processes via generalised inverses and supermodularity (Kella, Offer; Mandjes, Michel)

  • Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes (Van Der Hofstad, Remco; Kapodistria, Stella; Palmowski, Zbigniew; Shneer, Vsevolod)

  • Stationary analysis of an (r;q) inventory model with normal and emergency orders (Perry, David; Boxma, Onno; Stadje, Wolfgang)

  • Portfolio management under drawdown constraint in discrete-time financial markets (Hernandez-Hernandez, Daniel; Hernández-Bustos, Diego)

  • Sojourn functionals for spatiotemporal gaussian random fields with long–memory (Leonenko, Nikolai; Ruiz-Medina, M. Dolores)

  • Interacting urns on a finite directed graph (Kaur, Gursharn; Sahasrabudhe, Neeraja)

  • A note related to the CS decomposition and the BK inequality for discrete determinantal processes. (Goldman, André)

  • Anomalous recurrence of Markov chains on negatively curved manifolds (Armstrong, John; King, Timothy)

  • Multivariate Poisson and Poisson process approximations with applications to Bernoulli sums and u-statistics (Pianoforte, Federico; Turin, Riccardo)

  • Optimal stopping under $g-$expectation with $l\exp(\mu\sqrt{2\log(1+l)})-$integrable reward process (Kim, Mun-Chol; O, Hun; Hwang, Ho-Jin)

  • Fast mixing of a randomised shift-register Markov chain (Tankala, Chandan; Levin, David)

  • Large deviations of Poisson telecom processes (Lifshits, Mikhail; Nikitin, Sergei)

  • On connectivity and robustness of random graphs with inhomogeneity (Shang, Yilun)

  • Graph distances in scale-free percolation: the logarithmic case (Hao, Nannan; Heydenreich, Markus)

  • Limit theory for u-statistics under geometric and topological constraints with rare events (Owada, Takashi)

  • Dispersive orderings induced by differences of inter risk measures (Zeng, Keyi; Zhuang, Weiwei; Hu, Taizhong)

  • A transport process on graphs and its limiting distributions (Videla, Leonardo)

60.2 (June 2023)

  • On extremes of random clusters and marked renewal cluster processes (Basrak, Bojan; Milinčević, Nikolina; Žugec, Petra)

  • Bose-Einstein condensation for particles with repulsive short-range pair interactions in a Poisson random external potential in $\mathbb{r}^d$ (Kerner, Joachim; Pechmann, Maximilian)

  • Time-convergent random matrices from mean-field pinned interacting eigenvalues (Menguturk, Levent)

  • Generalisations of forest fires with ignition at the origin (Comets, Francis; Menshikov, Mikhail; Volkov, Stanislav)

  • Inheritance of strong mixing and weak dependence under renewal sampling (Brandes, Dirk-Philip; Curato, Imma; Stelzer, Robert)

  • On moments of downward passage times for spectrally negative Lévy processes (Behme, Anita; Strietzel, Philipp Lukas)

  • Exponential ergodicity for a class of Markov processes with interactions (Bao, Jianhai; Wang, Jian)

  • Reflection principle for finite-velocity random motions (Cinque, Fabrizio)

  • A growth-fragmentation model connected to the ricocheted stable process (Watson, Alex)

  • On intersection probabilities of four lines inside a planar convex domain (Ohanyan, Victor)

  • On the cumulant transforms for Hawkes processes (Lee, Young; Rheinländer, Thorsten)

  • Ruin probabilities in a Markovian shot-noise environment (Pojer, Simon; Thonhauser, Stefan)

  • A decomposition for Lévy processes inspected at Poisson moments (Boxma, Onno; Mandjes, Michel)

  • Local limit theorem for Markov additive processes with null recurrent internal Markov chain (De Loynes, Basile)

  • On mixed fractional SDES with discontinuous drift coefficient (Sönmez, Ercan)

  • Critical branching as a pure death process coming down from infinity (Sagitov, Serik)

  • Tree trace reconstruction using subtraces (Brailovskaya, Tatiana; Racz, Miklos)

  • Analysis of a non-reversible Markov chain speedup by a single edge (Gerencsér, Balázs)

  • With or without replacement? Sampling uncertainty in Shepp’s urn scheme (Glover, Kristoffer)

  • On the splitting and aggregating of Hawkes processes (Li, Bo; Pang, Guodong)

  • On some properties of distributions possessing a bathtub-shaped failure rate average (Khan, Ruhul; Bhattacharyya, Dhrubasish; Mitra, Murari)

  • Competing risks and shock models governed by a generalised bivariate Poisson process (Di Crescenzo, Antonio; Meoli, Alessandra)


59.1 (March 2022)

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  • Rate of strong convergence to Markov-modulated Brownian motion (Nguyen, Giang; Peralta, Oscar)

  • Discounted probability of exponential Parisian ruin: diffusion approximation (Liang, Xiaoqing; Young, Virginia R.)

  • Replica-mean-field limits of fragmentation-interaction-aggregation processes (Baccelli, François; Davydov, Michel; Taillefumier, Thibaud)

  • Exchangeable and sampling consistent distributions on rooted binary trees (Hollering, Benjamin; Sullivant, Seth)

  • Extrema of multi-dimensional gaussian processes over random intervals (Ji, Lanpeng; Peng, Xiaofan)

  • Exact simulation of extrinsic stress-release processes (Lee, Young; Laub, Patrick; Taimre, Thomas; Zhao, Hongbiao; Zhuang, Jiancang)

  • A note on the screaming toes game (Tavaré, Simon)

  • Intersections of random sets (Richey, Jacob; Sarkar, Amites)

  • An ergodic theorem for the weighted ensemble method (Aristoff, David)

  • On foster-Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes (Kunwai, Khwanchai)

  • On the continuity of Pickands constants (Dębicki, Krzysztof; Hashorva, Enkelejd; Michna, Zbigniew)

  • Further properties of fractional stochastic dominance (Mao, Tiantian; Wu, Qinyu; Hu, Taizhong)

  • Two-type linear-fractional branching processes in varying environments with asymptotically constant mean matrices (Wang, Hua-Ming; Yao, Huizi)

  • Cover time for branching random walks on regular trees (Roberts, Matthew)

  • The containment profile of hyper-recursive trees (Sparks, Joshua; Balaji, Srinivasan; Mahmoud, Hosam)

59.2 (June 2022)

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  • Giant descendant trees, matchings and independent sets in the age-biased attachment graphs (Acan, Huseyin; Frieze, Alan; Pittel, Boris)

  • Log-concavity and other concepts of bivariate increasing failure rate distributions (Gupta, Ramesh; Kirmani, S.N.U.A)

  • Disorder detection with costly observations (Bayraktar, Erhan; Ekström, Erik; Guo, Jia)

  • How a probabilistic analogue of the mean value theorem yields stein-type covariance identities (Psarrakos, Georgios)

  • Efficient conditional Monte Carlo simulations for the exponential integrals of gaussian random fields (Nguyen, Quang; Robert, Christian)

  • Prevalence of deficiency zero reaction networks in an Erdos-Renyi framework (Anderson, David; Nguyen, Tung)

  • Large deviation results for triangular arrays of semi-exponential random variables (Klein, Thierry; Lagnoux, Agnès; Petit, Pierre)

  • Renewal theory for iterated perturbed random walks on a general branching process tree: intermediate generations (Bohun, Vladyslav; Iksanov, Alexander; Marynych, Alexander; Rashytov, Bohdan)

  • Convergence rate of Em algorithm for SDES with low regular drifts (Bao, Jianhai; Huang, Xing; Zhang, Shao-Qin)

  • On large deviation probabilities for empirical distribution of branching random walks with heavy tails (Zhang, Shuxiong)

  • An averaging process on hypergraphs (Spiro, Sam)

  • On the asymptotic behaviour of the Diaconis and Freedman’s chain in a multidimensional simplex (Peigne, Marc; Tran, Tat Dat)

  • Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance (Schmidli, Hanspeter; Brinker, Leonie)

  • An explicit Dobrushin uniqueness region for Gibbs point processes with repulsive interactions (Houdebert, Pierre; Zass, Alexander)

  • Ruin probabilities with investments: smoothness, ide and ode, asymptotic behaviour (Kabanov, Yuri; Pukhlyakov, Nikita)

  • On the sn/n-problem (Fischer, Simon; Christensen, Soren)

  • A dynamic Taylor’s law (De La Pena, Victor; Doukhan, Paul; Salhi, Yahia)

59.3 (September 2022)

  • Dynamical fitness models: evidence of universality classes for preferential attachment graphs (Cipriani, Alessandra; Fontanari, Andrea)

  • The shape of a seed bank tree (Peñaloza Velasco, Lizbeth; Siri-Jegousse, Arno; Gonzalez Casanova, Adrian)

  • Logarithmic heavy traffic error bounds in generalised switch and load balancing systems (Hurtado Lange, Daniela; Varma, Sushil; Maguluri, Siva)

  • Construction of age-structured branching processes by stochastic equations (Ji, Lina; Li, Zenghu)

  • Limit theorems for random points in a simplex (Baci, Anastas; Kabluchko, Zakhar; Prochno, Joscha; Sonnleitner, Mathias; Thäle, Christoph)

  • Coexistence of lazy frogs on Z (Holmes, Mark; Kious, Daniel)

  • Discounted optimal stopping problems in first-passage time models with random thresholds (Gapeev, Pavel; Al Motairi, Hessah)

  • On supercritical branching processes with emigration (Braun, Georg)

  • On local weak limit and subgraph counts for sparse random graphs (Kurauskas, Valentas)

  • Skew Brownian motion and complexity of the alps algorithm (Roberts, Gareth; Rosenthal, Jeffrey; Tawn, Nick)

  • Asymptotics of the overflow in urn models (Gouet, Raul; Hitczenko, Pawel; Wesolowski, Jacek)

  • Generalized limit theorems for u-max statistics (Nikitin, Yakov; Simarova, Ekaterina)

  • On the ruin probability of a generalised cramér–lundberg model driven by mixed Poisson processes (Tomita, Masashi; Takaoka, Koichiro; Ishizaka, Motokazu)

  • The hit-and-run version of top-to-random (Boardman, Samuel; Rudolf, Daniel; Saloff-Coste, Laurent)

  • Limit laws for large kth-nearest neighbour balls (Chenavier, Nicolas; Henze, Norbert; Otto, Moritz)

  • A note on the polynomial ergodicity of the one-dimensional zig-zag process (Vasdekis, Giorgos; Roberts, Gareth)

  • Mutually interacting superprocesses with migration (Ji, Lina; Liu, Huili; Xiong, Jie)

59.4 (December 2022)

  • Characterisation of random variables with stationary digits (Cornean, Horia; Herbst, Ira; Møller, Jesper; Støttrup, Benjamin; Sørensen, Kasper)

  • On strongly rigid hyperfluctuating random measures (Last, Günter; Klatt, Michael)

  • Random population dynamics under catastrophic events (Cattiaux, Patrick; Fischer, Jens; Roelly, Sylvie; Sindayigaya, Samuel)

  • Exponential convergence to quasi-stationary distribution for birth-death processes with entrance boundary at infinity (He, Guoman; Zhang, Hanjun)

  • Rate of convergence for particle approximation of PDES in Wasserstein space (Germain, Maximilien; Pham, Huyen; Warin, Xavier)

  • Scaling limits of branching random walks and branching stable processes (Bertoin, Jean; Yang, Hairuo)

  • A deep look into the Dagum family of isotropic covariance functions (Faouzi, Tarik; Porcu, Emilio; Kondrashuk, Igor; Malyarenko, Anatoliy)

  • A surprising symmetry for the greedy independent set on Cayley trees (Contat, Alice)

  • Bounds for the chi-square approximation of the power divergence family of statistics (Gaunt, Robert)

  • A probabilistic model for interfaces in a martensitic phase transition (Cesana, Pierluigi; Hambly, Ben)

  • A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions (Yamato, Kosuke)

  • Simple analytical solutions for the mᵇeₖ1/m, eₖmᵇ/1/m and related queues (Van Houdt, Benny)

  • Optimal redundancy allocation in coherent systems with heterogeneous dependent components (Kelkinnama, Maryam; Asadi, Majid)

  • Gromov-Wasserstein distances between gaussian distributions (Salmona, Antoine; Delon, Julie; Desolneux, Agnès)

  • Asymptotic behaviour and quasi limiting distributions on time-fractional birth and death processes (Littin, Jorge)

  • An elementary approach to component sizes in critical random graphs (De Ambroggio, Umberto)

  • An adjacent-swap Markov chain on coalescent trees (Simper, Mackenzie; Palacios, Julia)

  • Strong couplings for static locally tree-like random graphs (Olvera-Cravioto, Mariana)


58.1 (March 2021)

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  • Ergodic control of diffusions with random intervention times (Saarinen, Harto; Lempa, Jukka)

  • Self-exciting multifractional processes (Harang, Fabian; Lagunas-Merino, Marc; Ortiz-Latorre, Salvador)

  • Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure (Stehr, Mads; Rønn-Nielsen, Anders)

  • On a generalisation of Rényi-Srivastava characterisation of the Poisson law (Pycke, Jean-Renaud)

  • Simple conditions for metastability of continuous Markov chains (Mangoubi, Oren; Pillai, Natesh; Smith, Aaron)

  • Scale-free percolation in continuum space: quenched degree and clustering coefficient (Dalmau, Joseba; Salvi, Michele)

  • Extinction and coming down from infinity of CB-processes with competition in a Lévy environment (Leman, Hélène; Pardo, Juan Carlos)

  • Stochastic comparisons and aging properties of an extended gamma process (Al Masry, Zeina; Mercier, Sophie; Verdier, Ghislain)

  • Comparison of Markov processes by the martingale comparison method (Köpfer, Benedikt; Rüschendorf, Ludger)

  • Entropy of killed-resurrected stationary Markov chains (Martinez, Servet)

  • Diffusion approximations for randomly arriving expert opinions in a financial market with gaussian drift (Sass, Jörn; Westphal, Dorothee; Wunderlich, Ralf)

  • Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments (Denisov, Denis; Perfilev, Elena; Wachtel, Vitali)

  • Lyapunov-type conditions for non-strong ergodicity of Markov processes (Wang, Tao; Mao, Yong-Hua)

  • Double hypergeometric Lévy processes and self-similarity (Kyprianou, Andreas; Pardo, Juan Carlos; Vidmar, Matija)

  • Gaussian process approximations for multicolour Pólya urn models (Borovkov, Konstatnin)

58.2 (June 2021)

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  • On classes of life distributions based on the mean time to failure function (Khan, Ruhul; Bhattacharyya, Dhrubasish; Mitra, Murari)

  • Gibbs partitions, Reimann-Liouville fractional operators, Mittag-Leffler functions, and fragmentations derived from stable subordinators (Ho, James, Lau)

  • Random additions in urns of integers (Simper, Mackenzie)

  • Exact simulation of Ornstein-Uhlenbeck tempered stable processes (Qu, Yan; Dassios, Angelos; Zhao, Hongbiao)

  • Weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain (Jansen, Marijn)

  • Stochastic analysis of average based distributed algorithms (Mocquard, Yves; Robin, Frédérique; Sericola, Bruno; Anceaume, Emmanuelle)

  • Bounds for expected supremum of fractional Brownian motion with drift (Bisewski, Krzysztof; Dębicki, Krzysztof; Mandjes, Michel)

  • Sensitivity of mean-field fluctuations in erlang loss models with randomised routing (Vasantam, Thirupathiah; Mazumdar, Ravi)

  • A product form for the general stochastic matching model (Moyal, Pascal; Busic, Ana; Mairesse, Jean)

  • Couplings for determinantal point processes and their reduced palm distributions with a view to quantifying repulsiveness (Møller, Jesper; O’reilly, Eliza)

  • Queues with path-dependent arrival processes (Fendick, Kerry; Whitt, Ward)

  • Population dynamics driven by truncated stable processes with Markovian switching (Zhang, Zhenzhong; Tong, Jinying; Liang, You; Meng, Qinting)

  • Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates (Guo, Xin; Huang, Yonghui)

  • Stochastic orderings of multivariate elliptical distributions (Yin, Chuancun)

58.3 (September 2021)

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  • Long range dependence of heavy tailed random functions (Kulik, Rafal; Spodarev, Evgeny)

  • Subgeometric ergodicity and β-mixing (Meitz, Mika; Saikkonen, Pentti)

  • On the comparison of Shapley values for variance and standard deviation games (Galeotti, Marcello; Rabitti, Giovanni)

  • Computing minimal signature of coherent systems through matrix-geometric distributions (Eryilmaz, Serkan; Tank, Fatih)

  • Extinction time of the logistic process (E. Foxall)

  • An upper bound for the bond percolation threshold of the cubic lattice by a growth process approach (G. Yu and J. C. Wierman)

  • Asymptotic behaviour of the weak approximation to a class of gaussian processes (Jiang, Hui; Yang, Qingshan)

  • Stochastic ordering for birth-death processes with killing (Hsiau, Shoou-Ren; Chen, May-Ru; Yao, Yi-Ching)

  • A transient Cramér-Lundberg model with applications to credit risk (Delsing, Guusje; Mandjes, Michel)

  • On the steady state of continuous time stochastic opinion dynamics with power law confidence (Woo, Jae Oh; Baccelli, Francois; Vishwanath, Sriram)

  • Logarithmic asymptotics of tails of independently stopped random walks (Jaakko Lehtomaa)

  • Stochastic properties of ‎generalised‎ finite mixture models with dependent ‎components (Amini-Seresht, Ebrahim; Balakrishnan, Narayanaswamy)

  • Variations of the elephant random walk (Stadtmueller, Ulrich; Gut, Allan)

  • Controlled branching processes with continuous time (González, Miguel; Molina, Manuel; Del Puerto, Ines; Yanev, George Petrov; Yanev, Nick)

  • Correction note to pathwise large deviations for the rough Bergomi model (Gerhold, Stefan; Jacquier, Antoine; Pakkanen, Mikko; Stone, Henry; Wagenhofer, Thomas)

58.4 (December 2021)

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  • Arcsine laws for random walks generated from random permutations with applications to genomics (Fang, Xiao; Gan, Han; Holmes, Susan; Huang, Haiyan; Peköz, Erol; Röllin, Adrian; Tang, Wenpin)

  • Necessity of weak subordination for some strongly subordinated Lévy processes (Buchmann, Boris; Lu, Kevin)

  • Bounds on the mean and squared coefficient of variation of phase-type distributions (He, Qi-Ming)

  • Clustering in the preferential attachment random graph with edge-step (Alves, Caio; Ribeiro, Rodrigo; Sanchis, Remy)

  • Sequential metric dimension for random graphs (Odor, Gergely; Thiran, Patrick)

  • On point processes defined by angular conditions on Delaunay neighbours in the Poisson-Voronoi tessellation (Baccelli, Francois; Kalamkar, Sanket)

  • Two Poisson limit theorems for the coupon collector’s problem with group drawings (Henze, Norbert; Schilling, Judith)

  • A restaurant process with cocktail bar and relations to the three-parameter Mittag-Leffler distribution (Möhle, Martin)

  • Multitype branching process with nonhomogeneous Poisson and contagious Poisson immigration (Rabehasaina, Landy; Woo, Jae Kyung)

  • On the forward algorithm for stopping problems on continuous-time Markov chains (Villeneuve, Stephane; Miclo, Laurent)

  • On transform orders for largest claim amounts (Zhang, Yiying)

  • On the finiteness and tails of perpetuities under a Lamperti-Kiu map (Alili, Larbi)

  • Large deviation asymptotics of condition numbers of random matrices (Singull, Martin; Uwamariya, Denise; Yang, Xiangfeng)

  • General drawdown of general tax model in a time-homogeneous Markov framework (Avram, Li, Li)

  • Optimal allocation of relevations in coherent systems (Yan, Rongfang; Zhang, Jiandong; Zhang, Yiying)


57.1 (March 2020)

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  • A renewal theory approach to two-state switching problems with infinite values (Ekstrom, Olofsson, Vannestal)

  • Small-time moderate deviations for the randomised Heston model (Jacquire, Shi)

  • Improvements on the distribution of maximal segmental scores in a Markovian sequence (Grusea, Mercier)

  • On the occupancy problem for a regime switching model (Grabchak, Kelbert, Paris)

  • Records for time-dependent stationary gaussian sequences (Falk, Chokami, Padoan)

  • Generalised stacked contact process with variable host fitness (Foxall, Lanchier)

  • Directed preferential attachment models (Britton)

  • Integral functions under the excursion measure (Wisniewolski)

  • Some new results on stochastic comparisons of coherent systems using signatures (Amini-Seresht, Khaledi, Kochar)

  • Uniform asymptotic normality of weighted sums of short-memory linear processes (Rackauskas, Norvalsa)

  • A unifying approach to branching processes in a varying environment (Goetz)

  • On first passage times of sticky reflecting diffusion processes with double exponential jumps (Song, Shiyu; Wang, Yongjin)

  • Branching processes in random environment with immigration stopped at zero (Dyakonova, Li, Vatutin, Zhang)

  • Weak convergence of random processes with immigration at random times (Dong, Iksanov)

  • Long time behaviour of Lévy-driven Ornstein-Uhlenbeck process with regime-switching (Shao, Liao)

  • A functional limit theorem for general shot noise processes (Iksanov, Rashytov)

  • An invariance principle and a large deviation principle for the biased random walk on ζᵈ (Liu, Sidoravicius, Wang, Xiang)

  • Strong convergence of multivariate maxima (Falk, Michael; Padoan, Simone; Rizzelli, Stefano)

  • A model for the spreading of fake news (Mahmoud, Hosam)

  • A bound on the rate of convergence in the central limit theorem for renewal processes under second moment conditions (G. Reinert and C. Yang)

  • Optimal stopping for the exponential of a Brownian bridge (De Angelis, Tiziano; Milazzo, Alessandro)

57.2 (June 2020)

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  • Representations of component importance for coherent systems with exchangeable components (Pitzen, Simon; Burkschat, Marco)

  • Tertiles and the time constant (Ahlberg, Daniel)

  • On a class of random walks in simplexes (Volkov, Nguyen)

  • On the extension of signature-based representations for coherent systems with dependent non-exchangeable components (Navarro, Fernandez-Senchez)

  • Asymptotic results on Hoppe trees and its variations (Hiesmayr, Islak)

  • Randomised near neighbour graphs, giant components and applications in data science (Linderman, Mishne, Kluger, Steinerberger)

  • Tails of exit times from unstable equilibria on the line (Bakhtin, Pajor-Gyulai)

  • Optimal stopping for measure-valued piecewise deterministic Markov processes (Cloez, De Saporta, Joubaud)

  • Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes (Albrecher, Hansjörg; Chen, Bohan; Vatamidou, Eleni; Zwart, Bert)

  • Representation results for law invariant recursive dynamic deviation measures and risk sharing (Stadje)

  • Joint law of an Ornstein-Uhlenbeck process and its supremum (Blanchet-Scalliet, Dorobantu, Gay)

  • Long-range orientation order of random near-lattice hard sphere and hard disk processes (Gaal)

  • Steady-state analysis of load balancing algorithms in the sub-Halfin-Whitt regime (Liu, Ying)

  • Simultaneous ruin probability for two-dimensional Brownian and Lévy risk models (Debicki, Hasorva, Michna)

  • Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model (D. Nguyen, N. Nguyen, Yin)

  • Central limit theorems for nearly long range dependent subordinated linear processes (Wendler, Wu)

  • On two classes of reflected autoregressive processes (Boxma, Onno; Löpker, Andreas; Mandjes, Michel)

  • Limit theory for unbiased and consistent estimators of statistics of random tessellations (Flimmel, Daniela; Pawlas, Zbyněk; Yukich, Joe)

57.3 (September 2020)

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  • Oscillations for order statistics of some discrete processes (Ottolini, Andrea)

  • Perron-Frobenius theory for Kernels and crump-mode-Jagers processes with macro-individuals (Sagitov, Serik)

  • On branching models with alarm triggerings (Lefevre, Claude; Picard, Philippe; Utev, Sergey)

  • Explicit results on conditional distributions of generalised exponential mixtures (Klüppelberg, Claudia; Seifert, Miriam Isabel)

  • Existence of Gibbs point processes with stable infinite range interaction (Dereudre, David; Vasseur, Thibaut)

  • Stochastically modeled weakly reversible reaction networks with a single linkage class (Anderson, David; Cappelletti, Daniele; Kim, Jinsu)

  • The probabilities of extinction in a branching random walk on a strip (Braunsteins, Peter; Hautphenne, Sophie)

  • Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications (Lu Li, Qinyu Wu, Tiantian Mao)

  • Strong convergence of infinite colour balanced urns under uniform ergodicity (Bandyopadhyay, Antar; Janson, Svante; Thacker, Debleena)

  • On some threshold-one attractive interacting particle systems on homogeneous trees (Mu, Yingxin; Zhang, Yuan)

  • On the behaviour of the failure rate and reversed failure rate in engineering systems (Tavangar, Mahdi)

  • Trees grown under young-age preferential attachment (Lyon, Merritt; Mahmoud, Hosam)

  • Decorrelation of a class of Gibbs particle processes and asymptotic properties of u-statistics (Beneš, Viktor; Hofer-Temmel, Christoph; Last, Günter; Večera, Jakub)

  • Flooding and diameter in general weighted random graphs (Saliba, Jacques; Mountford, Thomas)

  • Randomised rules for stopping problems (Hobson, David; Zeng, Matthew)

  • On moderate deviations in Poisson approximation (Liu, Qingwei; Xia, Aihua)

57.4 (December 2020)

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  • Rate of convergence for traditional Pólya urns (Janson, Svante)

  • A temporal factorisation at the maximum for spectrally negative positive self-similar Markov processes (Vidmar)

  • Small-time smile for the multifactor volatility Heston model (Kim, Kim)

  • Generalised Liouville processes and their properties (Hoyle, Edward; Menguturk, Levent)

  • Skeletal stochastic differential equations for superprocesses (Fekete, Dorottya; Fontbona, Joaquin; Kyprianou, Andreas)

  • Maximizing the $p$-th moment of exit time of planar Brownian motion from a given domain (Markowsky, Greg; Boudabra, Maher)

  • On a new stochastic model for cascading failures (Lee, Hyunju)

  • On λ–fleming-viot processes with general frequency-dependent selection (Gonzalez Casanova, Adrian; Smadi, Charline)

  • Exact sampling of determinantal point processes without Eigendecomposition (Launay, Claire; Galerne, Bruno; Desolneux, Agnès)

  • Synchronised Lévy queues (Kella, Offer; Boxma, Onno)

  • Representations of hermite processes using local time of intersecting stationary stable regenerative sets (Bai, Shuyang)

  • The empirical mean position of a branching Lévy process (Cheek, David; Shneer, Vsevolod)

  • Multivariate finite support phase type distributions (R. Pavithra; T.G. Deepak)

  • Zipf’s law for atlas models (Fernholz, Ricardo; Fernholz, Robert)

  • On a generalisation of Matern hard-core processes with applications to max-stable processes (Dirrler, Dorr, Schlather)

  • On geometric and algebraic transience for block-structured Markov chains (Liu, Yuanyuan; Li, Wendi; Li, Xiuqin)

  • Non comparability with respect to the convex transform order with applications (Arab, Idir; Hadjikyriakou, Milto; Oliveira, Paulo Eduardo)