Journal: J. Applied Probability

Volume 50, Issue 4

909 -- 917Mariya Bondareva. z Standard Deviations Above the Mean
918 -- 930Marie-Anne Guerry. On the Embedding Problem for Discrete-Time Markov Chains
931 -- 942Takayuki Fujii. Nonparametric Estimation for a Class of Piecewise-Deterministic Markov Processes
943 -- 959Guan-Yu Chen, Laurent Saloff-Coste. Comparison of Cutoffs Between Lazy Walks and Markovian Semigroups
960 -- 968Konstantin Avrachenkov, Alexey B. Piunovskiy, Yi Zhang. Markov Processes with Restart
969 -- 982Thomas Mikosch, Gennady Samorodnitsky, Laleh Tafakori. Fractional Moments of Solutions to Stochastic Recurrence Equations
983 -- 1005Holger Fink. Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk
1006 -- 1024Feng Chen, Peter Hall. Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling
1025 -- 1043Nicole Bäuerle, Zejing Li. Optimal Portfolios for Financial Markets with Wishart Volatility
1044 -- 1056Nafna Blanghaps, Yuval Nov, Gideon Weiss. Sojourn Time Estimation in an M/G/∞ Queue with Partial Information
1057 -- 1076Sophie Mercier, I. T. Castro. On the Modelling of Imperfect Repairs for a Continuously Monitored Gamma Wear Process Through Age Reduction
1077 -- 1088Predrag R. Jelenkovic, Mariana Olvera-Cravioto. Convergence Rates in the Implicit Renewal Theorem on Trees
1089 -- 1101Tung-Lung Wu, Joseph Glaz, James C. Fu. Discrete, Continuous and Conditional Multiple Window Scan Statistics
1102 -- 1116Daniel Wei-Chung Miao. Analysis of the Discrete Ornstein-Uhlenbeck Process Caused by the Tick Size Effect
1117 -- 1130Stephen Connor. Optimal Coadapted Coupling for a Random Walk on the Hyper-Complete Graph
1131 -- 1146Johannes Kugler, Vitali Wachtel. Upper Bounds for the Maximum of a Random Walk with Negative Drift
1147 -- 1168Frank Ball, David Sirl. Acquaintance Vaccination in an Epidemic on a Random Graph with Specified Degree Distribution
1169 -- 1186May-Ru Chen, Markus Kuba. On Generalized Pólya Urn Models
1187 -- 1205Larry Goldstein, Gesine Reinert. Stein's Method for the Beta Distribution and the Pólya-Eggenberger Urn
1206 -- 1212Lars Holst. Probabilistic Proofs of Euler Identities

Volume 50, Issue 3

603 -- 611Jean Bertoin. Almost Giant Clusters for Percolation on Large Trees with Logarithmic Heights
612 -- 631David Perry, Wolfgang Stadje, Shelemyahu Zacks. A Duality Approach to Queues with Service Restrictions and Storage Systems with State-Dependent Rates
632 -- 653Brian H. Fralix, Johan S. H. van Leeuwaarden, Onno J. Boxma. Factorization Identities for Reflected Processes, with Applications
654 -- 670James Hook. Critical Path Statistics of Max-Plus Linear Systems with Gaussian Noise
671 -- 685Mats Pihlsgård, Peter W. Glynn. On the Dynamics of Semimartingales with Two Reflecting Barriers
686 -- 702Angelos Dassios, Hongbiao Zhao. A Risk Model with Delayed Claims
703 -- 720Ankush Agarwal, Santanu Dey, Sandeep Juneja. Efficient Simulation of Large Deviation Events for Sums of Random Vectors Using Saddle-Point Representations
721 -- 740Jennie C. Hansen, Jerzy Jaworski. Predecessors and Successors in Random Mappings with Exchangeable In-Degrees
741 -- 759Jochen Blath, Adrián González Casanova, Noemi Kurt, Dario Spanò. The Ancestral Process of Long-Range Seed Bank Models
760 -- 771Lingjiong Zhu. Central Limit Theorem for Nonlinear Hawkes Processes
772 -- 790Romain Abraham, Jean-François Delmas. A Construction of a β-Coalescent via the Pruning of Binary Trees
791 -- 800Jean Bertoin. On Largest Offspring in a Critical Branching Process with Finite Variance
801 -- 809Kai Du, Ariel David Neufeld. A Note on Asymptotic Exponential Arbitrage with Exponentially Decaying Failure Probability
810 -- 826Ji Hwan Cha. On Stochastic Predictions of Failure Processes Under Population Heterogeneity
827 -- 847Claude Lefèvre, Stéphane Loisel. On Multiply Monotone Distributions, Continuous or Discrete, with Applications
848 -- 860Nitin Gupta. Stochastic Comparisons of Residual Lifetimes and Inactivity Times of Coherent Systems
861 -- 870Justin Salez. Joint Distribution of Distances in Large Random Regular Networks
871 -- 882Shaul K. Bar-Lev, Ernst Schulte-Geers, Wolfgang Stadje. Conditional Limit Theorems for the Terms of a Random Walk Revisited
883 -- 888David Aristoff, Charles Radin. Emergent Structures in Large Networks
889 -- 892William Garner, Dimitris N. Politis. The Correct Asymptotic Variance for the Sample Mean of a Homogeneous Poisson Marked Point Process
893 -- 899K. B. Athreya, Jyy-I Hong. An Application of the Coalescence Theory to Branching Random Walks
900 -- 907Xin Liao, Zuoxiang Peng, Saralees Nadarajah. Tail Properties and Asymptotic Expansions for the Maximum of the Logarithmic Skew-Normal Distribution

Volume 50, Issue 2

309 -- 322Zechun Hu, Bin Jiang. On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate
323 -- 343Renaud Marty. From Hermite Polynomials to Multifractional Processes
344 -- 358Young Lee, Thorsten Rheinländer. The Minimal Entropy Martingale Measure for Exponential Markov Chains
359 -- 373P. Patie. Asian Options Under One-Sided Lévy Models
374 -- 387Erik Ekström, Carl Lindberg. Optimal Closing of a Momentum Trade
388 -- 402Xianyi Wu, Xian Zhou. Open Bandit Processes with Uncountable States and Time-Backward Effects
403 -- 418Abba M. Krieger, Ester Samuel-Cahn. Generalized Bomber and Fighter Problems: Offline Optimal Allocation of a Discrete Asset
419 -- 429Xiaonan Che, Angelos Dassios. Stochastic Boundary Crossing Probabilities for the Brownian Motion
430 -- 438Lothar Breuer. The Resolvent and Expected Local Times for Markov-Modulated Brownian Motion with Phase-Dependent Termination Rates
439 -- 449Offer Kella, Onno J. Boxma. Useful Martingales for Stochastic Storage Processes with Lévy-Type Input
450 -- 463Antonio Di Crescenzo, Antonella Iuliano, Barbara Martinucci, Shelemyahu Zacks. Generalized Telegraph Process with Random Jumps
464 -- 474Antonio Di Crescenzo, Esther Frostig, Franco Pellerey. Stochastic Comparisons of Symmetric Supermodular Functions of Heterogeneous Random Vectors
475 -- 485Xiuying Feng, Shuhong Zhang, Xiaohu Li. A Note on the Mixture Representation of the Conditional Residual Lifetime of a Coherent System
486 -- 498Giacomo Aletti, Andrea Ghiglietti, Anna Maria Paganoni. Randomly Reinforced Urn Designs with Prespecified Allocations
499 -- 515Yunjiang Jiang, Weijun Xu. On the Number of Turns in Reduced Random Lattice Paths
516 -- 532Qunqiang Feng, Zhishui Hu. Phase Changes in the Topological Indices of Scale-Free Trees
533 -- 541Alexander Shapiro. Consistency of Sample Estimates of Risk Averse Stochastic Programs
542 -- 556Rudolf Grübel, Pawel Hitczenko. Pruned Discrete Random Samples
557 -- 575Michael Tehranchi. On the Uniqueness of Martingales with Certain Prescribed Marginals
576 -- 591Jyy-I Hong. Coalescence in Subcritical Bellman-Harris Age-Dependent Branching Processes
592 -- 597Yaozhong Hu, Chihoon Lee. Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time
598 -- 601Loïc Hervé, James Ledoux. Geometric ρ-Mixing Property of the Interarrival Times of a Stationary Markovian Arrival Process

Volume 50, Issue 1

1 -- 15Chris Sherlock. Optimal Scaling of the Random Walk Metropolis: General Criteria for the 0.234 Acceptance Rule
16 -- 28Josh Reed, Amy R. Ward, Dongyuan Zhan. On the Generalized Drift Skorokhod Problem in One Dimension
29 -- 41Alexandra Chronopoulou, Georgios Fellouris. Optimal Sequential Change Detection for Fractional Diffusion-Type Processes
42 -- 53Giovanni Puccetti, Ludger Rüschendorf. Sharp Bounds for Sums of Dependent Risks
54 -- 63Keisuke Matsumoto, Toshio Nakata. Limit Theorems for a Generalized Feller Game
64 -- 84Denis Denisov, Vsevolod Shneer. Asymptotics for the First Passage Times of Lévy Processes and Random Walks
85 -- 102Johan S. H. van Leeuwaarden, Kilian Raschel. Random Walks Reaching Against all Odds the other Side of the Quarter Plane
103 -- 113Krzysztof Debicki, Iwona Sierpinska, Bert Zwart. Asymptotics of Hybrid Fluid Queues with Lévy Input
114 -- 126Hanjun Zhang, Yixia Zhu. Domain of Attraction of the Quasistationary Distribution for Birth-and-Death Processes
127 -- 150Bo Jiang, Jian Tan, Wei Wei, Ness B. Shroff, Don Towsley. Heavy Tails in Queueing Systems: Impact of Parallelism on Tail Performance
151 -- 165Hendrik Baumann, Werner Sandmann. Computing Stationary Expectations in Level-Dependent QBD Processes
166 -- 183Holger Fink, Claudia Klüppelberg, Martina Zähle. Conditional Distributions of Processes Related to Fractional Brownian Motion
184 -- 194Déborah Ferré, Loïc Hervé, James Ledoux. V-Geometrically Ergodic Markov Chains
195 -- 207Bin Li, Qihe Tang, Xiaowen Zhou. A Time-Homogeneous Diffusion Model with Tax
208 -- 227Amaury Lambert, Pieter Trapman. Splitting Trees Stopped when the First Clock Rings and Vervaat's Transformation
228 -- 238Kevin Leckey, Ralph Neininger. Asymptotic Analysis of Hoppe Trees
239 -- 255Shuhei Mano. Ancestral Graph with Bias in Gene Conversion
256 -- 271Shuhei Mano. Duality Between the Two-Locus Wright-Fisher Diffusion Model and the Ancestral Process with Recombination
272 -- 287Marco Burkschat, Jorge Navarro. Dynamic Signatures of Coherent Systems Based on Sequential Order Statistics
288 -- 294Offer Kella, Wolfgang Stadje. Asymptotic Expected Number of Passages of a Random Walk Through an Interval
295 -- 299Adam Metzler. The Laplace Transform of Hitting Times of Integrated Geometric Brownian Motion
300 -- 307Yi-Ching Yao. s Queues