Journal Of Applied Probability

62.1 (March 2025)

• Persistence of spectral projections for stochastic operators on large tensor products (MacKay, MacKay)

• Stochastic gradient descent for Barycenters in Wasserstein space (Backhoff Veraguas, Julio Daniel; Fontbona, Joaquin; Rios, Gonzalo; Tobar, Felipe)

• Limit theorems of occupation times of normalized binary contact path processes on lattices (Xue, Xiaofeng)

• Quenched worst-case scenario for root deletion in targeted cutting of random recursive trees (Eslava , Laura; López, Sergio I.; L. Ortiz, Marco)

• Uncertainty quantification and confidence intervals for naive rare-event estimators (Bai, Yuanlu; Lam, Henry)

• On the speed of convergence of discrete Pickands constants to continuous ones (Bisewski,  Krzysztof; Jasnovidov, Grigori)

• Minimal H-factors and covers (Danielsson, Joel; Federico, Lorenzo)

• Transience of continuous-time conservative random walks (Bhattacharya, Satyaki; Volkov, Stanislav)

• The impact of pinning points on memorylessness in Lévy random bridges (Louriki, Mohammed)

• Efficiency of reversible MCMC methods: elementary derivations and applications to composite methods (Neal, Radford; Rosenthal, Jeffrey)

• On the rate of convergence for an α-stable central limit theorem under sublinear expectation (Hu, Mingshang; Jiang, Lianzi; Liang, Gechun)

• Maximum likelihood estimation for spinal-structured trees (Azaïs, Romain; Henry, Benoît)

• A singularly perturbed ruin problem for a two dimensional Brownian motion in the positive quadrant (Grandits, Peter)

• On the strong stability of ergodic iterations (Györfi, László; Lovas, Attila; Rasonyi, Miklos)

• k-core in percolated dense graph sequences (Bayraktar, Erhan; Chakraborty, Suman; Zhang, Xin)

• "A queue with independent and identically distributed arrivals (Mandjes, Michel; Rutgers, Daniel)"

• An algorithm to construct coherent systems using signatures (TEEGA, VENKATESWARARAO; Naqvi, Sameen)

• Finite element approximations for stochastic control problems with unbounded state space (Vieten, Martin; Stockbridge, Richard)

• Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes (Ahari, Aria; Alili, Larbi; Tamborrino, Massimiliano)

• Regeneration of branching processes with immigration in varying environments (Sun, Hongyan; WANG, Hua-Ming; Li, Baozhi; Yang, Hui)

62.2 (June 2025)

• Distribution theory for dependent renewal-reward processes and their first-passage times using saddlepoint and residue expansions (Butler, Ronald)

• The Dutch draw: constructing a universal baseline for binary classification problems (van de Bijl, Etienne; Klein, Jan; Pries, Joris; Bhulai, Sandjai; Hoogendoorn, Mark; van der Mei, Robert)

• A non-homogeneous alternating renewal process model for interval censoring (van Lieshout, Marie-Colette; Markwitz, Robin)

• Asymptotics  of  the Allele Frequency Spectrum and the Number of Alleles (Maller, Ross; Shemehsavar, Soudabeh)

• Majorization and randomness measures (K, Nidhin)

• Bounding the difference between the values of robust and non-robust Markov decision problems (Neufeld, Ariel; Sester, Julian)

• On transience of M/G/∞ queues (Popov, Serguei)

• Stationary measures and the continuous-state branching process conditioned on extinction (Liu, Rongli; Ren, Yanxia; Yang, Ting)

• Widths of crossings in Poisson Boolean percolation (Manolescu, Ioan; Santoro, Leonardo)

• On stochastic control under Poissonian intervention: optimality of a barrier strategy in a general Lévy model (Noba, Kei; Yamazaki, Kazutoshi)

• On penalized goal-reaching probability minimization under borrowing and short-selling constraints (Huang, Ying; Peng, Jun)

• The Markov chain embedding problem in a one-jump setting (Carette, Philippe; Guerry, Marie-Anne)

• Hiring and firing - a signaling game (Ekström, Erik; Tolonen, Topias)

• Accelerated Group Sequential Sampling (Hu, Jun; Zhuang, Yan)

• Random growth via gradient flow aggregation (Steinerberger, Stefan)

• "First passage time for Sinai’s random walk in random environment (Hong, Wenming; Sun, Mingyang)"

• On the Brownian range and the Brownian reversal (Li, Yifan)

• Exponential decay for constrained-degree percolation (dos Santos, Diogo Carlos; Silva, Roger)

• On affine multi-colour urns grown under multiple drawing (Sparks, Joshua; Kuba, Markus; Balaji, Srinivasan; Mahmoud, Hosam)

• Mean field analysis of stochastic networks with reservation (Fricker, Christine; Mohamed, Hanene)

61.1 (March 2024)

Read the March 2024 issue online

• A branching random walk in the presence of a hard wall (Roy, Rishideep)

• Optimal Coupling of Jumpy Brownian Motion on the Circle (Connor, Stephen; Merli, Roberta)

• Exact Convergence Analysis for Metropolis-Hastings Independence Samplers in Wasserstein Distances (Brown, Austin; Jones, Galin)

• A first-passage-place problem for integrated diffusion processes (Lefebvre, Mario)

• Explosion of continuous-state branching processes with competition in Lévy environment (Ma, Rugang; Zhou, Xiaowen)

• Differences between Lyapunov exponents for the simple random walk in Bernoulli potentials (Kubota, Naoki)

• On Relevation Redundancy to Coherent Systems at Component and System Levels (Li, Chen; Li, Xiaohu)

• A Confirmation of a Conjecture on Feldman's Two-armed Bandit Problem (Chen, Zengjing; Lin, Yiwei; Zhang, Jichen)

• The winner takes it all but one (Deijfen, Mia; van der Hofstad, Remco; Sfragara, Matteo)

• Tail variance allocation, Shapley value and the majorization problem (Galeotti, Marcello; Rabitti, Giovanni)

• Moderate deviations inequalities for Gaussian process regression (Li, Jialin; Ryzhov, Ilya)

• Extrema of multinomial assignment process (Lifshits, Mikhail; Mordant, Gilles)

• The proportion of triangles in a class of anisotropic Poisson line tessellations (Heerten, Nils; Krecklenberg, Julia; Thäle, Christoph)

• On a wider class of prior distributions for graphical models (Natarajan, Abhinav; van den Boom, Willem; Odang, Kristoforus Bryant; De Iorio, Maria)

• Information-theoretic convergence of extreme values to the Gumbel distribution (Johnson, Oliver)

• Weakly interacting oscillators on dense random graphs (Bet, Gianmarco; Coppini, Fabio)

• An elementary approach to the inverse first-passage time problem for soft-killed Brownian motion (Klump, Alexander; Kolb, Martin)

• Monotonicity of implied volatility for perpetual put options (Ekström, Erik; Mellquist, Ebba)

• Chase-escape in dynamic device-to-device networks (Cali, Elie; Hinsen, Alexander; Jahnel, Benedikt; Wary, Jean-Philippe)

• Characterization of the Optimal Average Cost in Markov Decision Chains Driven by a Risk-Seeking Controller (Cruz-Suárez, HUGO)

61.2 (June 2024)

Read the June 2024 issue online

• On the joint survival probability of two collaborating firms (Ankirchner, Stefan; Hesse, Robert; Klein, Maike)

• Phase Transition for the Generalized Two-community Stochastic Block Model (Lee, Sunmin; Lee, Ji Oon)

• Normal and stable approximation to subgraph counts in superpositions of Bernoulli random graphs (Bloznelis, Mindaugas; Karjalainen, Joona; Leskela, Lasse)

• Duality Theory for Exponential Utility Based Hedging in the Almgren-Chriss Model (Dolinsky, Yan)

• Reliability Analyses of Linear Two-dimensional Consecutive k-type Systems (Yi, He; Balakrishnan, Narayanaswamy; Li, Xiang)

• SDE approximations of GANs training and its long-run behavior (Cao, Haoyang; Guo, Xin)

• Heavy-traffic limits for parallel single-server queues with randomly split Hawkes arrival processes (Li, Bo; Pang, Guodong)

• Stopping problems with an unknown state (Ekström, Erik; Wang, Yuqiong)

• Strong Convergence of Peaks Over a Threshold (Padoan, Simone; Rizzelli, Stefano)

• Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes (Shao, Jinghai)

• R-positivity and existence of Zero-Temperature Limits of Gibbs Measures on Nearest Neighbors Matrices (Littin, Jorge; Corredor, Gerardo)

• Optimal Stopping Methodology for the Secretary Problem with Random Queries (Moustakides, George; Liu, Xujun; Milenkovic, Olgica)

• Stochastic ordering results on the duration of the gambler's ruin game (Hsiau, Shoou-Ren; Yao, Yi-Ching)

• Weak convergence of the extremes of branching Lévy processes with regularly varying tails (Ren, Yanxia; Song, Renming; Zhang, Rui)

• Resolving an old problem on the preservation of the IFR property under the formation of k-out-of-n systems with discrete distributions (Alimohammadi, Mahdi; Navarro, Jorge)

• Central limit theory in complete feedback games (Ottolini, Andrea; Raghavendra, Tripathi)

• SIR model with social gatherings (Cortez, Roberto)

• The unified extropy and its versions in classical and Dempster-Shafer theories (Buono, Francesco; Deng, Yong; Longobardi, Maria)

• Tessellation-valued processes that are generated by cell division (Martinez, Servet; Nagel, Werner)

• On a Time-Changed Variant of the Generalized Counting Process (Khandakar, Mostafizar; Kataria, Kuldeep)

61.3 (September 2024)

Read the September 2024 issue online

• Trajectory fitting estimation for reflected stochastic linear differential equation of a large signal (Zhang, Xuekang; Shu, Huisheng)

• Boolean Percolation on Digraphs and Random Exchange Processes (Braun, Georg)

• Aging Notions, Stochastic Orders and Expected Utilities (Yang, Jianping; Zhuang, Weiwei; Hu, Taizhong)

• A large deviation principle for birth-death processes with a linear rate of downward jumps (Logachov, Artem; Suhov, Yurij; Vvedenskaya, Nikita; Iambartsev, Anatoli)

• Characteristics of the switch process and geometric divisibility (Bengtsson, Henrik)

• Sharp large deviations and concentration inequalities for the number of descents in a random permutation (Bercu, Bernard; Bonnefont, Michel; Richou, Adrien)

• De Finetti's control problem with a concave bound on the control rate (Locas, Félix; Renaud, Jean-Francois)

• Local limits of Galton-Watson trees conditioned on large width (BOUAZIZ, Aymen)

• Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise (Bibinger, Markus)

• Speed of extinction for continuous state branching processes in a weakly subcritical Lévy environment (Cardona-Tobón, Natalia; Pardo, Juan Carlos)

• An exponential nonuniform Berry-Esseen bound of the maximum likelihood estimator in Jacobi process (JIANG, Hui; Lin, Qihao; WANG, Shaochen)

• On the Kolmogorov constant explicit form in the theory of discrete-time stochastic branching systems (Imomov, Azam; Murtazaev, Misliddin)

• Color-avoiding percolation and branching processes (Ráth, Balázs; Varga, Kitti; Fekete, Panna; Molontay, Roland)

• Connectivity of random graphs after centrality-based vertex removal (PANDEY, MANISH; van der Hofstad, Remco)

• On some semi-parametric estimates for European option prices (Marinelli, Carlo)

• Continuous dependence of stationary distributions on parameters for stochastic predator-prey models (Duc Toan, Nguyen; Thanh Dieu, Nguyen; Huu Du, Nguyen; Ba Dung, Le)

• Dynamics of information networks (Sontag, Andrei; Rogers, Tim; Yates, Christian)

• Approximation with ergodic processes and testability (Loh, Isaac)

• Scaling limit of the local time of random walks conditioned to stay positive (Hong, Wenming; Sun, Mingyang)

• Analysis of d-ary Tree Algorithms with Successive Interference Cancellation (Vogel, Quirin; Deshpande, Yash; Stefanovic, Cedomir; Kellerer, Wolfgang)

61.4 (December 2024)

Read the December 2024 issue online

• Branching processes in nearly degenerate varying environment (Kevei, Peter; Kubatovics, Kata)

• Buffon's problem determines Gaussian curvature in three geometries (Abelgas, Aizelle; Carrillo, Bryan; Palacios, John; Weisbart, David; Yassine, Adam)

• Average Jaccard index of random graphs (Feng, Qunqiang; Guo, Shuai; Hu, Zhishui)

• Asymptotic results for sums and extremes (Giuliano, Rita; Macci, Claudio; Pacchiarotti, Barbara)

• Skew Ornstein-Uhlenbeck processes with sticky reflection and their applications to bond pricing (Song, Shiyu; XU, Guangli)

• A remark on exact simulation of OU-TS processes (Arai, Takuji; Imai, Yuto)

• Inequalities between time and customer averages for HNB(W)UE arrival processes (Shioda, Shigeo; Nakano, Kana)

• Constrained optimal stopping under a regime-switching model (Arai, Takuji; Takenaka, Masahiko)

• Coherent distributions on the square – extreme points and asymptotics (Cichomski, Stanisław; Osekowski, Adam)

• Super-repication of life contingent options under the Black-Scholes framework (Ng, Ze-An; koh, you beng; Loo, Tee How; Yang, Hailiang)

• Perturbation analysis for continuous-time Markov chains in a weak sense (Lin, Na; Liu, Yuanyuan)

• The limiting spectral distribution of large random permutation matrices (Li, Jianghao; Zhou, Huanchao; Bai, Zhidong; Hu, Jiang)

• Multivariate regularly varying insurance and financial risks in multi-dimensional risk models (Cheng, Ming; Konstantinides, Dimitrios; Wang, Dingcheng)

• Geometric random intersection graphs with general connection probabilities (Deijfen, Mia; Michielan, Riccardo)

• Recurrence and transience of a Markov chain on Z^+ and evaluation of prior distributions for a Poisson mean (Hobert, James; Khare, Kshitij)

• Non-hyperuniformity of Gibbs point processes with short range interaction (Dereudre, David; Flimmel, Daniela)

• Series expansions for random disc-polygons in smooth plane convex bodies (Fodor, Ferenc; Montenegro Pinzón, Nicolás)

• Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and actions spaces (Dufour, François; Prieto-Rumeau, Tomas)

• Depths in random recursive metric spaces (Desmarais, Colin)

• (Almost) complete characterization of stability of a discrete-time Hawkes process with inhibition and memory of length two (Costa, Manon; Maillard, Pascal; Muraro, Anthony)

• Bivariate Tempered Space-Fractional Poisson Process and Shock Models (Soni, Ritik; Pathak, Ashok; Di Crescenzo, Antonio; Meoli, Alessandra)

60.1 (March 2023)

Read the March 2023 issue online

• 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)

Read the June 2023 issue online

• 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)

60.3 (September 2023)

Read the September 2023 issue online

• The number of k-tons in the coupon collector problem (Saunders, John)

• Sturm-Liouville Theory and Decay Parameter for Quadratic Markov Branching Processes (CHEN, Anyue; Chen, Yong; Gao, Wu-Jun; Wu, Xiaohan)

• Short-time behavior of solutions to Lévy-driven stochastic differential equations (Reker, Jana)

• Reciprocal properties of random fields on undirected graphs (Erhardsson, Torkel)

• Transition Density of an Infinite-dimensional diffusion with the Jack Parameter (Zhou, Youzhou)

• strong Feller and ergodic properties of the (1+1)-affine process (chen, shukai; Li, Zenghu)

• Exactly solvable urn models under random replacement schemes and their applications (Inoue, Kiyoshi)

• Stein's method and approximating the multidimensional quantum harmonic oscillator (Swan, Yvik; McKeague, Ian)

• Optimal Proportional Reinsurance to Maximize an Insurer’s Exponential Utility under Unobservable Drift (Liang, Xiaoqing; Young, Virginia R.)

• Asymptotic persistence time formulae for multitype birth-death processes (Ball, Frank; Clancy, Damian)

• Robustness of iterated function systems of Lipschitz maps (Herve, Loic ; Ledoux, James)

• On Tournaments and Negative Dependence (Malinovsky, Yaakov; Rinott, Yosef)

• The Bruss-Robertson-Steele (BRS) inequality (Rogers, Leonard)

• Non-reversible guided Metropolis kernel (Song, Xiaolin; Kamatani, Kengo)

• On Ordered System Signature and Its Dynamic Version for Coherent Systems with Applications (Yi, He; Balakrishnan, Narayanaswamy ; Li, Xiang)

• Workload analysis of a two-queue fluid polling model (Kapodistria, Stella; Saxena, Mayank; Boxma, Onno; Kella, Offer)

• Central-limit Theorem for conservative fragmentation chains (Noûs, Camille; Rubenthaler, Sylvain)

• An Efficient Method To Generate A Discrete Uniform Distribution Using A Biased Random Source (Lei, Xiaoyu)

• A model for an epidemic with contact tracing and cluster isolation, and a detection paradox (Bertoin, Jean)

• On the Probability of Rumour Survival among Sceptics (Esmaeeli, Neda; Sajadi, Farkhondeh)

60.4 (December 2023)

Read the December 2023 issue online

• The BP dependency function: a generic measure of dependence between random variables (Berkelmans, Guus; Pries, Joris; van der Mei, Robert; Bhulai, Sandjai)

• Costa's concavity inequality for dependent variable based on the miltivariate Gaussian copula (Asgari, Fatemeh; alamatsaz, mohammad hossein)

• A Spatial Mutation Model with Increasing Mutation Rates (Chao, Brian; Schweinsberg, Jason)

• Breaking of ensemble equivalence for dense random graphs under a single constraint (den Hollander, Frank; Markering, Maarten)

• Asymptotic behaviour of the first positions of uniform parking functions (Bellin, Etienne)

• Characterization Theorems for Pseudo Cross-Variograms (Dörr, Christopher; Schlather, Martin)

• Lower bound for the expected supremum of fractional Brownian motion using coupling (Bisewski, Krzysztof)

• A large deviation theorem for a supercritical super-Brownian motion with absorption (Zhu, Yaping)

• Large deviations of extremal eigenvalues of sample covariance matrices (Uwamariya, Denise; Yang, Xiangfeng)

• Self-normalized Cramer moderate deviations for a supercritical Galton-Watson process (Fan, Xiequan; Shao, Qi-Man)

• SIR epidemics driven by Feller processes (Simon, Matthieu)

• Mixing time bounds for edge flipping on regular graphs (Islak, Umit; Özdemir, Alperen)

• Extropy: Characterizations and dynamic versions (Toomaj, Abdolsaeed; Hashempour, Majid; Balakrishnan, Narayanaswamy)

• Approaching the coupon collector's problem with group drawings via Stein's method (Betken, Carina; Thäle, Christoph)

• Limiting shape for first-passage percolation models on random geometric graphs (Coletti, Cristian Favio; de Lima, Lucas; Hinsen, Alexander; Jahnel, Benedikt; Valesin, Daniel)

• On Markov chain approximations for computing boundary crossing probabilities of diffusion processes (Liang, Vincent; Borovkov, Konstantin)

• Distribution of Consensus in a Broadcast-based Consensus Algorithm with Random Initial Opinions (Shioda, Shigeo; Kato, Dai)

• Averaging for slow-fast piecewise deterministic Markov processes with an attractive boundary. (Genadot, Alexandre)

• Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms (Phi, Tien Cuong; Löcherbach, Eva; Reynaud-Bouret, Patricia)

• Exponential control of the trajectories of Iterated Function Systems and application to semi-strong GARCH(p,q) models. (Kandji, Baye Matar)

59.1 (March 2022)

Read the March 2022 issue online

• 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)

Read the June 2022 issue online

• 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)

Read the September 2022 issue online

• 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)

Read the December 2022 issue online

• 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)

Read the March 2021 issue online

• 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)

Read the June 2021 issue online

• 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)

Read the September 2021 issue online

• 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)

Read the December 2021 issue online

• 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)

Read the March 2020 issue online

• 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)

Read the June 2020 issue online

• 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)

Read the September 2020 issue online

• 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)

Read the December 2020 issue online

• 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)