Journal: J. Applied Probability

Volume 51, Issue A

0 -- 0Søren Asmussen, Peter Jagers, Ilya S. Molchanov, Chris Rogers. Editor's preface
3 -- 4Joe Gani. 50 years of the Applied Probability Trust, 1964-2014
5 -- 9J. F. C. Kingman. Applied probability before 1964, and after 2014
13 -- 22Dan Crisan. The stochastic filtering problem: a brief historical account
23 -- 40Alexander Gnedin, Alexander Iksanov, Alexander Marynych. Λ-coalescents: a survey
43 -- 56A. D. Barbour. Couplings for locally branching epidemic processes
57 -- 62Joe Gani. Approximations: replacing random variables with their means
63 -- 72Kais Hamza, Fima C. Klebaner. How did we get here?
73 -- 86Götz Kersting, Juan Carlos Pardo, Arno Siri-Jégousse. Total internal and external lengths of the Bolthausen-Sznitman coalescent
87 -- 97Martin Möhle. Asymptotic hitting probabilities for the Bolthausen-Sznitman coalescent
101 -- 121Shankar Bhamidi, Remco van der Hofstad, Júlia Komjáthy. The front of the epidemic spread and first passage percolation
123 -- 137Svante Janson. The probability that a random multigraph is simple. II
139 -- 158Nicolas Lanchier. The naming game in language dynamics revisited
161 -- 173Anita Behme, Claudia Klüppelberg, Kathrin Mayr. Asymmetric COGARCH processes
175 -- 188Carole Bernard, Ludger Rüschendorf, Steven Vanduffel. Optimal claims with fixed payoff structure
189 -- 201N. H. Bingham, Badr Missaoui. Aspects of prediction
203 -- 212Paul Embrechts, Enkelejd Hashorva, Thomas Mikosch. Aggregation of log-linear risks
213 -- 226Bernt Øksendal, Leif Sandal, Jan Ubøe. Stackelberg equilibria in a continuous-time vertical contracting model with uncertain demand and delayed information
229 -- 248Ewa Damek, Thomas Mikosch, Jan Rosinski, Gennady Samorodnitsky. General inverse problems for regular variation
249 -- 265Sergey Foss, Masakiyo Miyazawa. Two-node fluid network with a heavy-tailed random input: the strong stability case
267 -- 279Sidney I. Resnick, Joyjit Roy. Hidden regular variation of moving average processes with heavy-tailed innovations
283 -- 295Daryl J. Daley, Sven Ebert, Randall J. Swift. Size distributions in random triangles
297 -- 309Wilfrid S. Kendall. Return to the Poissonian city
311 -- 332Günter Last, Eva Ochsenreither. Percolation on stationary tessellations: models, mean values, and second-order structure
333 -- 344Mathew D. Penrose. Continuum AB percolation and AB random geometric graphs
347 -- 358Hansjörg Albrecher, Peiman Asadi, Jevgenijs Ivanovs. Exact boundaries in sequential testing for phase-type distributions
359 -- 376Gerold Alsmeyer. Quasistochastic matrices and Markov renewal theory
377 -- 389Peter W. Glynn, Chang-han Rhee. Exact estimation for Markov chain equilibrium expectations
391 -- 408Andreas E. Kyprianou, Juan Carlos Pardo, Alex R. Watson. The extended hypergeometric class of Lévy processes

Volume 51, Issue 4

895 -- 897Søren Asmussen, Bo Friis Nielsen. Obituary: Marcel F. Neuts 1935-2014
898 -- 909Moritz Duembgen, L. C. G. Rogers. Investing and Stopping
910 -- 920Rahul Vaze, Srikanth K. Iyer. Percolation on the Information-Theoretically Secure Signal to Interference Ratio Graph
921 -- 929Arindam Roychoudhury. Identifiability of a Coalescent-Based Population Tree Model
930 -- 942Michael B. Gordy. Finite-Dimensional Distributions of a Square-Root Diffusion
943 -- 953Golshid Baharian, Sheldon H. Jacobson. Limiting Behavior of the Target-Dependent Stochastic Sequential Assignment Problem
954 -- 970Yi Zhang. Average Optimality for Continuous-Time Markov Decision Processes Under Weak Continuity Conditions
971 -- 989Michael Fuchs 0001, Hsien-Kuei Hwang, Yoshiaki Itoh 0002, Hosam Mahmoud. A Binomial Splitting Process in Connection with Corner Parking Problems
990 -- 998A. Parvardeh, Narayanaswamy Balakrishnan 0001. On the Conditional Residual Life and Inactivity Time of Coherent Systems
999 -- 1020Somayeh Ashrafi, Majid Asadi. Dynamic Reliability Modeling of Three-State Networks
1021 -- 1036Jingchen Liu, Xiang Zhou. Extreme Analysis of a Random Ordinary Differential Equation
1037 -- 1050Richard Finlay, Eugene Seneta. Random Fields with Pólya Correlation Structure
1051 -- 1064Hoang-Chuong Lam. A Quenched Central Limit Theorem for Reversible Random Walks in a Random Environment on Z
1065 -- 1080Massimo Campanino, Dimitri Petritis. Type Transition of Simple Random Walks on Randomly Directed Regular Lattices
1081 -- 1099Gérard Letac, Mauro Piccioni. Dirichlet Random Walks
1100 -- 1113Aryeh Kontorovich, Roi Weiss. Uniform Chernoff and Dvoretzky-Kiefer-Wolfowitz-Type Inequalities for Markov Chains and Related Processes
1114 -- 1132Bernhard C. Geiger, Christoph Temmel. Lumpings of Markov Chains, Entropy Rate Preservation, and Higher-Order Lumpability
1133 -- 1153Anja Janßen, Johan Segers. Markov Tail Chains
1154 -- 1170Jevgenijs Ivanovs. Potential Measures of One-Sided Markov Additive Processes with Reflecting and Terminating Barriers
1171 -- 1188Jean-François Renaud. On the Time Spent in the Red by a Refracted Lévy Risk Process
1189 -- 1195Krzysztof Latuszynski, Jeffrey S. Rosenthal. The Containment Condition and Adapfail Algorithms

Volume 51, Issue 3

599 -- 612Jakob Björnberg, Tom Britton, Erik I. Broman, Eviatar Natan. A Stochastic Model for Virus Growth in a Cell Population
613 -- 624Anyue Chen, Kai Wang Ng, Hanjun Zhang. Uniqueness and Decay Properties of Markov Branching Processes with Disasters
625 -- 639Florian Simatos. Coupling Limit Order Books and Branching Random Walks
640 -- 656Alessandro Gnoatto, Martino Grasselli. The Explicit Laplace Transform for the Wishart Process
657 -- 668Fabian Freund, Arno Siri-Jégousse. Minimal Clade Size in the Bolthausen-Sznitman Coalescent
669 -- 684Yang Yang, Kai-Yong Wang, Dimitrios G. Konstantinides. Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models
685 -- 698Fabio Bellini, Franco Pellerey, Carlo Sgarra, Salimeh Yasaei Sekeh. Comparison Results for GARCH Processes
699 -- 712Lingjiong Zhu. Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps
713 -- 726Enkelejd Hashorva, Lanpeng Ji. Approximation of Passage Times of γ-Reflected Processes with FBM Input
727 -- 740Romain Biard, Bruno Saussereau. Fractional Poisson Process: Long-Range Dependence and Applications in Ruin Theory
741 -- 755Adam W. Grace, Dirk P. Kroese, Werner Sandmann. Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution
756 -- 768Servet Martínez, Jaime San Martín, Denis Villemonais. Existence and Uniqueness of a Quasistationary Distribution for Markov Processes with Fast Return from Infinity
769 -- 779Fabio Lopes. d
780 -- 798Ruodu Wang. Asymptotic Bounds for the Distribution of the Sum of Dependent Random Variables
799 -- 817Pavel V. Gapeev, Neofytos Rodosthenous. Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns
818 -- 836Luis H. R. Alvarez, Pekka Matomäki. Optimal Stopping of the Maximum Process
837 -- 857Konstantin Borovkov, Geoffrey Decrouez, Matthieu Gilson. On Stationary Distributions of Stochastic Neural Networks
858 -- 873Jianhai Bao, Chenggui Yuan. Numerical Approximation of Stationary Distributions for Stochastic Partial Differential Equations
874 -- 879Christian Y. Robert. On the De Vylder and Goovaerts Conjecture About Ruin for Equalized Claims
880 -- 884Sheldon M. Ross. Optimal Server Selection in a Queueing Loss Model with Heterogeneous Exponential Servers, Discriminating Arrivals, and Arbitrary Arrival Times
885 -- 889Tomomi Matsui, Ano Katsunori. A Note on a Lower Bound for the Multiplicative Odds Theorem of Optimal Stopping
890 -- 893Vicente Vergara. Asymptotic Behaviour of the Time-Fractional Telegraph Equation

Volume 51, Issue 2

297 -- 316Ross McVinish, Philip K. Pollett. The Limiting Behaviour of Hanski's Incidence Function Metapopulation Model
317 -- 332Hui He, Rugang Ma. Limit Theorems for Continuous-Time Branching Flows
333 -- 345Philip A. Ernst, Dean P. Foster, Larry A. Shepp. On Optimal Retirement
346 -- 358Hongsheng Dai. Exact Simulation for Diffusion Bridges: An Adaptive Approach
359 -- 376Thorbjörn Gudmundsson, Henrik Hult. Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a Heavy-Tailed Random Walk
377 -- 386Sheldon M. Ross. Simulation Analysis of System Life when Component Lives are Determined by a Marked Point Process
387 -- 399Ji Hwan Cha, Maxim Finkelstein. Stochastic Modeling for Environmental Stress Screening
400 -- 416Pawel Hitczenko, Gérard Letac. Dirichlet and Quasi-Bernoulli Laws for Perpetuities
417 -- 435Ming Zhou, Jun Cai. Optimal Dynamic Risk Control for Insurers with State-Dependent Income
436 -- 452Shangzhen Luo. Stochastic Brownian Game of Absolute Dominance
453 -- 465Peter Olofsson, Suzanne S. Sindi. A Crump-Mode-Jagers Branching Process Model of Prion Loss in Yeast
466 -- 482Marcus C. Christiansen, Nicola Loperfido. Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution
483 -- 491Michael V. Boutsikas, Demetrios L. Antzoulakos, Athanasios C. Rakitzis. On the Joint Distribution of Stopping Times and Stopped Sums in Multistate Exchangeable Trials
492 -- 511Martin Klimmek. Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems
512 -- 527Richard C. Bradley. On a 'Replicating Character String' Model
528 -- 541R. Vasudeva, J. Vasantha Kumari, S. Ravi. On the Asymptotic Behaviour of Extremes and Near Maxima of Random Observations from the General Error Distributions
542 -- 555Shaun McKinlay. A Characterisation of Transient Random Walks on Stochastic Matrices with Dirichlet Distributed Limits
556 -- 568Paolo Dai Pra, Pierre-Yves Louis, Ida G. Minelli. Synchronization via Interacting Reinforcement
569 -- 589Oscar López, Nikita Ratanov. On the Asymmetric Telegraph Processes
590 -- 597May-Ru Chen, Shoou-Ren Hsiau, Ting-Hsin Yang. A New Two-Urn Model

Volume 51, Issue 1

1 -- 18Dawei Hong, Shushuang Man, Jean-Camille Birget, Desmond S. Lun. A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm
19 -- 36Luisa Beghin, Claudio Macci. Fractional Discrete Processes: Compound and Mixed Poisson Representations
37 -- 57Lei Hua, Harry Joe, Haijun Li. Relations Between Hidden Regular Variation and the Tail Order of Copulas
58 -- 68Narayanaswamy Balakrishnan 0001, Ghobad Barmalzan, Abedin Haidari. n Systems
69 -- 81Bent Natvig. On the Deterioration of Nonrepairable Multistate Strongly Coherent Systems
82 -- 91Narayanaswamy Balakrishnan 0001, William Volterman. On the Signatures of Ordered System Lifetimes
92 -- 105Mark Huber, Sarah Schott. Random Construction of Interpolating Sets for High-Dimensional Integration
106 -- 117Antar Bandyopadhyay, Farkhondeh Sajadi. On the Nearest-Neighbor Algorithm for the Mean-Field Traveling Salesman Problem
106 -- 117Antar Bandyopadhyay, Farkhondeh Sajadi. On the Nearest-Neighbor Algorithm for the Mean-Field Traveling Salesman Problem
118 -- 135Phil Howlett, Charles Pearce, Julia Piantadosi. A New Look at Urban Water Storage in a Series of Connected Dams
136 -- 151Søren Asmussen, Sergey Foss. On Exceedance Times for Some Processes with Dependent Increments
152 -- 161Leandro P. R. Pimentel. On the Location of the Maximum of a Continuous Stochastic Process
162 -- 173Ora E. Percus, Jerome K. Percus. The Maximum of a Symmetric Next Neighbor Walk on the Nonnegative Integers
174 -- 190Matteo Ruggiero. Species Dynamics in the Two-Parameter Poisson-Dirichlet Diffusion Model
191 -- 208Jakob Björnberg, Erik I. Broman. Coexistence and Noncoexistence of Markovian Viruses and their Hosts
209 -- 218V. Le. Coalescence Times for the Bienaymé-Galton-Watson Process
219 -- 234Anyue Chen, Junping Li, Yiqing Chen, Ding-Xuan Zhou. Asymptotic Behaviour of Extinction Probability of Interacting Branching Collision Processes
235 -- 246David Aristoff. Percolation of Hard Disks
247 -- 261Joseph Lehec. Cover Times and Generic Chaining
262 -- 281Samuel N. Cohen. Undiscounted Markov Chain BSDEs to Stopping Times
282 -- 286Carl Lindberg. Pairs Trading with Opportunity Cost
287 -- 292Renato Jacob Gava, Danilo Salotti. Stopping Probabilities for Patterns in Markov Chains
293 -- 296Hansjörg Albrecher, Onno J. Boxma, Jevgenijs Ivanovs. On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models