Journal: J. Applied Probability

Volume 53, Issue 4

957 -- 973Randall Martyr. Solving finite time horizon Dynkin games by optimal switching
974 -- 988Alexander Katzur, Udo Kamps. Order statistics with memory: a model with reliability applications
989 -- 1000A. Maheshwari, P. Vellaisamy. On the long-range dependence of fractional Poisson and negative binomial processes
1001 -- 1018Venkat Anantharam, François Baccelli. The Boolean model in the Shannon regime: three thresholds and related asymptotics
1019 -- 1030Cristian F. Coletti, Karina B. E. de Oliveira, Pablo M. Rodriguez. A stochastic two-stage innovation diffusion model on a lattice
1031 -- 1040Robert R. Wilkinson, Frank G. Ball, Kieran J. Sharkey. The deterministic Kermack-McKendrick model bounds the general stochastic epidemic
1041 -- 1051Pieter C. Allaart, José A. Islas. A sharp lower bound for choosing the maximum of an independent sequence
1052 -- 1063Golshid Baharian, Arash Khatibi, Sheldon H. Jacobson. Sequential stochastic assignment problem with time-dependent random success rates
1064 -- 1077Jean Mairesse, Pascal Moyal. Stability of the stochastic matching model
1078 -- 1097Gagandeep Singh, U. C. Gupta, Mohan L. Chaudhry. Detailed computational analysis of queueing-time distributions of the BMAP/G/1 queue using roots
1098 -- 1110Tugrul Dayar, M. Can Orhan. Steady-state analysis of a multiclass MAP/PH/c queue with acyclic PH retrials
1111 -- 1124Debankur Mukherjee, Sem C. Borst, Johan S. H. van Leeuwaarden, Philip A. Whiting. Universality of load balancing schemes on the diffusion scale
1125 -- 1142Jennifer Sommer, Hans Daduna, Bernd Heidergott. Nonergodic Jackson networks with infinite supply-local stabilization and local equilibrium analysis
1143 -- 1155Giacomo Plazzotta, Caroline Colijn. Asymptotic frequency of shapes in supercritical branching trees
1156 -- 1165Nicolas Grosjean, Thierry Huillet. On a coalescence process and its branching genealogy
1166 -- 1177Xin He, Zenghu Li. Distributions of jumps in a continuous-state branching process with immigration
1178 -- 1192Alexander Iksanov, Zakhar Kabluchko. A central limit theorem and a law of the iterated logarithm for the Biggins martingale of the supercritical branching random walk
1193 -- 1205A. D. Barbour, Pavel Chigansky, Fima C. Klebaner. On the emergence of random initial conditions in fluid limits
1206 -- 1220Patrizia Berti, Irene Crimaldi, Luca Pratelli, Pietro Rigo. Asymptotics for randomly reinforced urns with random barriers
1221 -- 1239Neeraja Sahasrabudhe. Synchronization and fluctuation theorems for interacting Friedman urns
1240 -- 1256Yi-Shen Lin. A generalization of the Mabinogion sheep problem of D. Williams
1257 -- 1264Stefan Kassberger, Thomas Liebmann. An alternative axiomatic characterisation of pricing operators
1265 -- 1270Sheldon M. Ross. Improved Chen-Stein bounds on the probability of a union
1271 -- 1272Romain Biard, Bruno Saussereau. Fractional Poisson process: long-range dependence and applications in ruin theory - Correction

Volume 53, Issue 3

633 -- 649Zdravko I. Botev, Ad Ridder, Leonardo Rojas-Nandayapa. Semiparametric cross entropy for rare-event simulation
650 -- 666Anton Muratov, Sergei Zuyev. Bit flipping and time to recover
667 -- 687Evangelos Kranakis, Gennady Shaikhet. Sensor allocation problems on the real line
688 -- 699Fredrik Olsson, Tatyana S. Turova. Ergodicity of age-dependent inventory control systems
700 -- 714Fraser Daly. Compound geometric approximation under a failure rate constraint
715 -- 732Guangxin Jiang, Michael C. Fu. Quantile sensitivity estimation for dependent sequences
733 -- 746Adrien Hitz, Robin Evans. One-component regular variation and graphical modeling of extremes
747 -- 764Takis Konstantopoulos, Zhenxia Liu, Xiangfeng Yang. Laplace transform asymptotics and large deviation principles for longest success runs in Bernoulli trials
765 -- 782Gerold Alsmeyer, Alexander Marynych. Renewal approximation for the absorption time of a decreasing Markov chain
783 -- 801Eric Foxall. The SEIS model, or, the contact process with a latent stage
802 -- 817Jyy-I Hong. Coalescence on critical and subcritical multitype branching processes
818 -- 832Onno J. Boxma, Michel Mandjes, Josh Reed. On a class of reflected AR(1) processes
833 -- 845Christian Hirsch. Bounded-hop percolation and wireless communication
846 -- 856Andrea Collevecchio, Abbas Mehrabian, Nick Wormald. Longest paths in random Apollonian networks and largest r-ary subtrees of random d-ary recursive trees
857 -- 879Vytaute Pilipauskaite, Donatas Surgailis. Anisotropic scaling of the random grain model with application to network traffic
880 -- 887Katja Gabrysch. Distribution of the smallest visited point in a greedy walk on the line
888 -- 898Bojan Basrak, Drago Spoljaric. On randomly spaced observations and continuous-time random walks
899 -- 913Irene Crimaldi. Central limit theorems for a hypergeometric randomly reinforced urn
914 -- 924Erik Thörnblad. The dominating colour of an infinite Pólya urn model
925 -- 929Achillefs Tzioufas. The entirely coupled region of supercritical contact processes
930 -- 937Mark Brown, Sheldon M. Ross. Optimality Results for Coupon Collection
938 -- 945K. Bruce Erickson. Uniqueness of the null solution to a nonlinear partial differential equation satisfied by the explosion probability of a branching diffusion
946 -- 952Loïc Hervé, James Ledoux. 2-spectral gap for discrete Markov chains with band transition matrices
953 -- 956Martin Möhle, Morihiro Notohara. An extension of a convergence theorem for Markov chains arising in population genetics

Volume 53, Issue 2

315 -- 326Servet Martínez. A stationary distribution associated to a set of laws whose initial states are grouped into classes. An application in genomics
327 -- 340Yanqing Hu. Generalized Efron's biased coin design and its theoretical properties
341 -- 359Erik Ekström, Martin Vannestål. Momentum liquidation under partial information
360 -- 368Nayereh Bagheri Khoolenjani, Mohammad Hossein Alamatsaz. Extension of de Bruijn's identity to dependent non-Gaussian noise channels
369 -- 380Enrique D. Andjel, Lawrence F. Gray. Extreme paths in oriented two-dimensional percolation
381 -- 391Gabriel Berzunza, Juan Carlos Pardo. Asymptotic behaviour near extinction of continuous-state branching processes
392 -- 409Jacek Jakubowski, Adam Pytel. The Markov consistency of Archimedean survival processes
410 -- 420Gareth O. Roberts, Jeffrey S. Rosenthal. Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits
421 -- 433Ramtin Pedarsani, Jean C. Walrand. Stability of multiclass queueing networks under longest-queue and longest-dominating-queue scheduling
434 -- 447Chen Chen, Hosam Mahmoud. Degrees in random self-similar bipolar networks
448 -- 462M. Gannon, Eugène Pechersky, Y. Suhov, Anatoly Yambartsev. Random walks in a queueing network environment
463 -- 474Katja Gabrysch. Convergence of directed random graphs to the Poisson-weighted infinite tree
475 -- 488Maria Deijfen, Nina Gantert. Routeing on trees
489 -- 501Peter Neal. A household SIR epidemic model incorporating time of day effects
502 -- 517Ryouta Kozakai, Akinobu Shimizu, Morihiro Notohara. Convergence to the structured coalescent process
518 -- 530Jens Malmros, Fredrik Liljeros, Tom Britton. Respondent-driven sampling and an unusual epidemic
531 -- 542Je Guk Kim. Optimal importance sampling for the Laplace transform of exponential Brownian functionals
543 -- 553James C. Fu, Tung-Lung Wu. Boundary crossing probabilities for high-dimensional Brownian motion
554 -- 571Mi Chen, Kam Chuen Yuen. Optimal dividend and reinsurance in the presence of two reinsurers
572 -- 584Erik J. Baurdoux, Juan Carlos Pardo, José Luis Pérez, Jean-François Renaud. Gerber-Shiu distribution at Parisian ruin for Lévy insurance risk processes
585 -- 592Sergio I. López. Convergence of tandem Brownian queues
593 -- 599Magda Peligrad, Sergey Utev. On the invariance principle for reversible Markov chains
600 -- 605Jevgenijs Ivanovs. Sparre Andersen identity and the last passage time
606 -- 613Joseba Dalmau. Distribution of the quasispecies for a Galton-Watson process on the sharp peak landscape
614 -- 621Krishna B. Athreya, H. J. Schuh. A Galton-Watson process with a threshold
622 -- 629Emmanuelle Anceaume, Yann Busnel, Ernst Schulte-Geers, Bruno Sericola. Optimization results for a generalized coupon collector problem
630 -- 632Eve D. Lathrop, Isaac H. Goldstein, Yung-Pin Chen. A note on a generalized Ehrenfest urn model: another look at the mean transition times

Volume 53, Issue 1

1 -- 21Chunmao Huang. Moments for multidimensional Mandelbrot cascades
22 -- 32Qing-pei Zang, Li-Xin Zhang. A general lower bound of parameter estimation for reflected Ornstein-Uhlenbeck processes
33 -- 46Félix Belzunce, Carolina Martínez-Riquelme, José-María Ruiz, Miguel A. Sordo. On sufficient conditions for the comparison in the excess wealth order and spacings
47 -- 56Yinping You, Xiaohu Li. Ordering scalar products with applications in financial engineering and actuarial science
57 -- 70Mathew D. Penrose. The strong giant in a random digraph
71 -- 81Natalie Packham, Michael Kalkbrener, Ludger Overbeck. Asymptotic behaviour of multivariate default probabilities and default correlations under stress
82 -- 90Eva Ferreira, Winfried Stute. Dynamic binomials with an application to gender bias analysis
91 -- 105Fabian Crocce, Ernesto Mordecki. A finite exact algorithm to solve a dice game
106 -- 120Michael N. Katehakis, Laurens C. Smit, Floske Spieksma. A comparative analysis of the successive lumping and the lattice path counting algorithms
121 -- 129Christian Schluter, Mark Trede. Weak convergence to the Student and Laplace distributions
130 -- 145Miriam Isabel Seifert. Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions
146 -- 161Gennady Samorodnitsky, Sidney Resnick, Don Towsley, Richard Davis, Amy Willis, Phyllis Wan. Nonstandard regular variation of in-degree and out-degree in the preferential attachment model
162 -- 173Krzysztof Jasinski, Tomasz Rychlik. Inequalities for variances of order statistics originating from urn models
174 -- 186Hyunju Lee, Ji Hwan Cha. Point process approach to modeling and analysis of general cascading failure models
187 -- 202Nguyen Huu Du, Nguyen Hai Dang, George Yin. Conditions for permanence and ergodicity of certain stochastic predator-prey models
203 -- 215Frank Ball, Tom Britton, Peter Neal. On expected durations of birth-death processes, with applications to branching processes and SIS epidemics
216 -- 230Walter A. F. de Carvalho, Sandro Gallo, Nancy L. Garcia. Continuity properties of a factor of Markov chains
231 -- 243Shaun McKinlay, Konstantin Borovkov. On explicit form of the stationary distributions for a class of bounded Markov chains
244 -- 261Anders Rønn-Nielsen, Eva B. Vedel Jensen. Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure
262 -- 278Albert Ferreiro-Castilla, Andreas E. Kyprianou, Robert Scheichl. An Euler-Poisson scheme for Lévy driven stochastic differential equations
279 -- 292Parisa Fatheddin, Jie Xiong. Moderate deviation principle for a class of stochastic partial differential equations
293 -- 298Patrick Buckingham, Brian H. Fralix, Offer Kella. A note on integral representations of the Skorokhod map
299 -- 306Yonghua Mao, Chi Zhang, Yu-hui Zhang. Separation cutoff for upward skip-free chains
307 -- 314Zhenlong Gao, Yanhua Zhang. Limit theorems for a supercritical Poisson random indexed branching process