Journal: J. Applied Probability

Volume 55, Issue 4

1001 -- 1013Catherine Aaron, Olivier Bodart. Convergence rates for estimators of geodesic distances and Frèchet expectations
1014 -- 1024Maxim Finkelstein, Nil Kamal Hazra, Ji Hwan Cha. On optimal operational sequence of components in a warm standby system
1025 -- 1036Dario Bini, Jeffrey J. Hunter, Guy Latouche, Beatrice Meini, Peter G. Taylor. Why is Kemeny's constant a constant?
1037 -- 1045Julien Chevallier. Uniform decomposition of probability measures: quantization, clustering and rate of convergence
1046 -- 1059Boris Alexeev, Dustin G. Mixon. Partisan gerrymandering with geographically compact districts
1060 -- 1077Steven S. Kim, Kavita Ramanan. A conditional limit theorem for high-dimensional ℓᵖ-spheres
1078 -- 1092Antoine Jacquier, Mikko S. Pakkanen, Henry Stone. Pathwise large deviations for the rough Bergomi model
1093 -- 1112Josh Rosenberg. The nonhomogeneous frog model on ℤ
1113 -- 1130Boris Pittel. On random quadratic forms: supports of potential local maxima
1131 -- 1142Alexander Iksanov, Zakhar Kabluchko. Weak convergence of the number of vertices at intermediate levels of random recursive trees
1143 -- 1157Ferenc Fodor, Viktor Vígh. Variance estimates for random disc-polygons in smooth convex discs
1158 -- 1185James Lukins, Roger Tribe, Oleg V. Zaboronski. Multi-point correlations for two-dimensional coalescing or annihilating random walks
1186 -- 1202Daniel Rudolf, Mario Ullrich. Comparison of hit-and-run, slice sampler and random walk Metropolis
1203 -- 1210Kenneth S. Berenhaut, Hongyi Jiang, Katelyn M. McNab, Elizabeth J. Krizay. The degree-wise effect of a second step for a random walk on a graph
1211 -- 1227Jonathan Jordan. Preferential attachment graphs with co-existing types of different fitnesses
1228 -- 1237David Dereudre, Mathew Penrose. On the critical threshold for continuum AB percolation
1238 -- 1248Muhyiddin Izadi, Maryam Sharafi, Baha-Eldin Khaledi. New nonparametric classes of distributions in terms of mean time to failure in age replacement
1249 -- 1260Ming Gong, Min Xie, Yaning Yang. Reliability assessment of system under a generalized run shock model
1261 -- 1271Tomasz Rychlik, Jorge Navarro 0002, Rafael Rubio. Effective procedure of verifying stochastic ordering of system lifetimes
1272 -- 1286Kei Noba, José Luis Pérez, Kazutoshi Yamazaki, Kouji Yano. On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models
1287 -- 1308Nicos J. Starreveld, René Bekker, Michel Mandjes. Occupation times of alternating renewal processes with Lévy applications

Volume 55, Issue 3

667 -- 681Vít Perzina, Jan M. Swart. How much market making does a market need?
682 -- 700Marina Santacroce, Paola Siri, Barbara Trivellato. Exponential models by Orlicz spaces and applications
701 -- 727Dmitry Dolgopyat, Pratima Hebbar, Leonid Koralov, Mark Perlman. Multi-type branching processes with time-dependent branching rates
728 -- 741János Flesch, Arkadi Predtetchinski, William D. Sudderth. Characterization and simplification of optimal strategies in positive stochastic games
742 -- 759Fraser Daly, Oliver Johnson. Relaxation of monotone coupling conditions: Poisson approximation and beyond
760 -- 788François Baccelli, Eliza O'Reilly. Reach of repulsion for determinantal point processes in high dimensions
789 -- 809Jesper Møller, Andreas D. Christoffersen. Pair correlation functions and limiting distributions of iterated cluster point processes
810 -- 822Oleksii Mostovyi. Optimal consumption of multiple goods in incomplete markets
823 -- 833Jean Jacod, Mark Podolskij. On the minimal number of driving Lévy motions in a multivariate price model
834 -- 844Ghobad Barmalzan, Abedin Haidari, Narayanaswamy Balakrishnan 0001. Univariate and multivariate stochastic orderings of residual lifetimes of live components in sequential (n-r+1)-out-of-n systems
845 -- 861Somayeh Ashrafi, Somayeh Zarezadeh, Majid Asadi. Reliability modeling of coherent systems with shared components based on sequential order statistics
862 -- 886F. Alberto Grünbaum, Manuel Domínguez de la Iglesia. Stochastic LU factorizations, Darboux transformations and urn models
887 -- 899Sandro Gallo, Pablo Martín Rodríguez. Frog models on trees through renewal theory
900 -- 919Alessandro Garavaglia, Remco van der Hofstad. From trees to graphs: collapsing continuous-time branching processes
920 -- 943David T. Koops, Mayank Saxena, Onno J. Boxma, Michel Mandjes. Infinite-server queues with Hawkes input
944 -- 967Ivo J. B. F. Adan, Vidyadhar G. Kulkarni, Namyoon Lee, E. Lefeber. Optimal routeing in two-queue polling systems
968 -- 997Ali Devin Sezer. Approximation of excessive backlog probabilities of two tandem queues
998 -- 999Koji Tsukuda. Estimating the large mutation parameter of the Ewens sampling formula - Correction

Volume 55, Issue 2

325 -- 352Bruce E. Hajek, Yihong Wu, Jiaming Xu. Recovering a hidden community beyond the Kesten-Stigum threshold in O(|E|log*|V|) time
353 -- 367Arno Berger, Isaac Twelves. On the significands of uniform random variables
368 -- 389Dariusz Buraczewski, Piotr Dyszewski, Alexander Iksanov, Alexander Marynych. On perpetuities with gamma-like tails
390 -- 401Benjamin Goodman, Paul F. Tupper. Effects of limiting memory capacity on the behaviour of exemplar dynamics
402 -- 415Shyamal Ghosh, Murari Mitra. On an ageing class based on the moment generating function order
416 -- 430H. L. Gan, Eric D. Kolaczyk. Approximation of the difference of two Poisson-like counts by Skellam
431 -- 449Hailin Sang, Yimin Xiao. Exact moderate and large deviations for linear random fields
450 -- 458Weijuan Chu. Self-normalized large deviation for supercritical branching processes
459 -- 472Ebrahim Amini-Seresht, Yiying Zhang, Narayanaswamy Balakrishnan. Stochastic comparisons of coherent systems under different random environments
473 -- 487M. Bieniek, M. Burkschat. On unimodality of the lifetime distribution of coherent systems with failure-dependent component lifetimes
488 -- 512Laure Coutin, Monique Pontier, Waly Ngom. Joint distribution of a Lévy process and its running supremum
513 -- 542Wenyuan Wang, Xiaowen Zhou. General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes
543 -- 558M. du Roy de Chaumaray. Weighted least-squares estimation for the subcritical Heston process
559 -- 570Yu Miao, Manru Dong. Asymptotic behavior for the Robbins-Monro process
571 -- 592Jonatha Anselmi, François Dufour, Tomás Prieto-Rumeau. Computable approximations for average Markov decision processes in continuous time
593 -- 609Claude Lefèvre, Philippe Picard. A general approach to the integral functionals of epidemic processes
610 -- 626Adam Bowditch. A quenched central limit theorem for biased random walks on supercritical Galton-Watson trees
627 -- 651Fiona Sloothaak, Vitali Wachtel, Bert Zwart. First-passage time asymptotics over moving boundaries for random walk bridges
652 -- 658Bara Kim, Jeongsim Kim. Hazard rate ordering of the largest order statistics from geometric random variables
659 -- 665Norbert Henze. On the consistency of the spacings test for multivariate uniformity, including on manifolds

Volume 55, Issue 1

1 -- 14David Criens. Structure-preserving equivalent martingale measures for ℋ-SII models
15 -- 29Alexander Iksanov, Wissem Jedidi, Fethi Bouzeffour. Functional limit theorems for the number of busy servers in a G/G/∞ queue
30 -- 42Michael Grabchak. Domains of attraction for positive and discrete tempered stable distributions
43 -- 53M. Falk, A. Khorrami Chokami, S. A. Padoan. On multivariate records from random vectors with independent components
54 -- 68Marco Oesting. Equivalent representations of max-stable processes via ℓp-norms
69 -- 81Christophe Profeta. A remark on positive sojourn times of symmetric processes
82 -- 93Fabian Kück, Dominic Schuhmacher. On the age of a randomly picked individual in a linear birth-and-death process
94 -- 111Antonio Di Crescenzo, Alessandra Meoli. On a jump-telegraph process driven by an alternating fractional Poisson process
112 -- 136Mathew D. Penrose. Inhomogeneous random graphs, isolated vertices, and Poisson approximation
137 -- 156Jose H. Blanchet, Karthyek Rajhaa A. M.. Exact simulation of multidimensional reflected Brownian motion
157 -- 178Xiaoou Li, Gongjun Xu. Uniformly efficient simulation for extremes of Gaussian random fields
179 -- 195Ayan Bhattacharya, Parthanil Roy. A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular ℤd-actions
196 -- 215Nathakhun Wiroonsri. Stein's method for negatively associated random variables with applications to second-order stationary random fields
216 -- 232Narayanaswamy Balakrishnan 0001, Ghobad Barmalzan, Abedin Haidari. On stochastic comparisons of k-out-of-n systems with Weibull components
233 -- 253F. G. Badía, Carmen Sangüesa, Ji Hwan Cha. Univariate and multivariate stochastic comparisons and ageing properties of the generalized Pólya process
254 -- 281Nabil Lasmar, Cécile Mailler, Olfa Selmi. Multiple drawing multi-colour urns by stochastic approximation
282 -- 301Angelos Dassios, Jia Wei Lim. Recursive formula for the double-barrier Parisian stopping time
302 -- 317Bin Li, Gordon E. Willmot, Jeff T. Y. Wong. A temporal approach to the Parisian risk model
318 -- 324Maher Nouiehed, Sheldon M. Ross. A conjecture on the Feldman bandit problem