Journal: J. Applied Probability

Volume 58, Issue 4

1 -- 0. JPR volume 58 issue 4 Cover and Back matter
1 -- 0. JPR volume 58 issue 4 Cover and Front matter
851 -- 867Xiao Fang, Han L. Gan, Susan Holmes, Haiyan Huang, Erol Peköz, Adrian Röllin, Wenpin Tang. Arcsine laws for random walks generated from random permutations with applications to genomics
868 -- 879Boris Buchmann, Kevin W. Lu. Necessity of weak subordination for some strongly subordinated Lévy processes
880 -- 889Qi-Ming He. Bounds on the mean and squared coefficient of variation of phase-type distributions
890 -- 908Caio Teodoro De Magalhaes Alves, Rodrigo Ribeiro, Rémy Sanchis. Clustering in preferential attachment random graphs with edge-step
909 -- 951Gergely Ódor, Patrick Thiran. Sequential metric dimension for random graphs
952 -- 965François Baccelli, Sanket S. Kalamkar. On point processes defined by angular conditions on Delaunay neighbors in the Poisson-Voronoi Tessellation
966 -- 977Judith Schilling, Norbert Henze. Two poisson limit theorems for the coupon collector's problem with group drawings
978 -- 1006Martin Möhle. A restaurant process with cocktail bar and relations to the three-parameter Mittag-Leffler distribution
1007 -- 1042Landy Rabehasaina, Jae-Kyung Woo. Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration
1043 -- 1063Laurent Miclo, Stéphane Villeneuve. On the forward algorithm for stopping problems on continuous-time Markov chains
1064 -- 1085Yiying Zhang 0003. On transform orders for largest claim amounts
1086 -- 1113Larbi Alili, David Woodford. On the finiteness and tails of perpetuities under a Lamperti-Kiu MAP
1114 -- 1130Martin Singull, Denise Uwamariya, Xiangfeng Yang. Large-deviation asymptotics of condition numbers of random matrices
1131 -- 1151Florin Avram, Bin Li, Shu Li. General drawdown of general tax model in a time-homogeneous Markov framework
1152 -- 1169Rongfang Yan, Jiandong zhang, Yiying Zhang 0003. Optimal allocation of relevations in coherent systems

Volume 58, Issue 3

1 -- 0. JPR volume 58 issue 3 Cover and Back matter
1 -- 0. JPR volume 58 issue 3 Cover and Front matter
569 -- 593Rafal Kulik, Evgeny Spodarev. Long range dependence of heavy-tailed random functions
594 -- 608Mika Meitz, Pentti Saikkonen. Subgeometric ergodicity and β-mixing
609 -- 620Marcello Galeotti, Giovanni Rabitti. On the comparison of Shapley values for variance and standard deviation games
621 -- 636Serkan Eryilmaz, Fatih Tank. Computing minimal signature of coherent systems through matrix-geometric distributions
637 -- 676Eric Foxall. Extinction time of the logistic process
677 -- 692Gaoran Yu, John C. Wierman. An upper bound for the bond percolation threshold of the cubic lattice by a growth process approach
693 -- 707Hui Jiang, Qingshan Yang. Asymptotic behavior of the weak approximation to a class of Gaussian processes
708 -- 720Shoou-Ren Hsiau, May-Ru Chen, Yi-Ching Yao. Stochastic ordering for birth-death processes with killing
721 -- 745Guusje Delsing, Michel Mandjes. A transient Cramér-Lundberg model with applications to credit risk
746 -- 772François Baccelli, Sriram Vishwanath, Jae Oh Woo. On the steady state of continuous-time stochastic opinion dynamics with power-law confidence
773 -- 793Jaakko Lehtomaa. Estimating tails of independently stopped random walks using concave approximations of hazard functions
794 -- 804Ebrahim Amini-Seresht, Narayanaswamy Balakrishnan. Stochastic properties of generalized finite mixture models with dependent components
805 -- 829Allan Gut, Ulrich Stadtmüller. Variations of the elephant random walk
830 -- 848Miguel González, Manuel Molina, Ines del Puerto, Nikolay M. Yanev, George P. Yanev. Controlled branching processes with continuous time
849 -- 850Stefan Gerhold, Antoine Jacquier, Mikko S. Pakkanen, Henry Stone, Thomas Wagenhofer. Pathwise large deviations for the rough Bergomi model: Corrigendum

Volume 58, Issue 2

289 -- 313Ruhul Ali Khan, Dhrubasish Bhattacharyya, Murari Mitra. On classes of life distributions based on the mean time to failure function
314 -- 334Man-Wai Ho, Lancelot F. James, John W. Lau. Gibbs partitions, Riemann-Liouville fractional operators, Mittag-Leffler functions, and fragmentations derived from stable subordinators
335 -- 346Mackenzie Simper. Random additions in urns of integers
347 -- 371Yan Qu, Angelos Dassios, Hongbiao Zhao. Exact simulation of Ornstein-Uhlenbeck tempered stable processes
372 -- 393H. M. Jansen. Weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain
394 -- 410Yves Mocquard, Frédérique Robin, Bruno Sericola, Emmanuelle Anceaume. Stochastic analysis of average-based distributed algorithms
411 -- 427Krzysztof Bisewski, Krzysztof Debicki, Michel Mandjes. Bounds for expected supremum of fractional Brownian motion with drift
428 -- 448Thirupathaiah Vasantam, Ravi R. Mazumdar. Sensitivity of mean-field fluctuations in Erlang loss models with randomized routing
449 -- 468Pascal Moyal, Ana Busic, Jean Mairesse. A product form for the general stochastic matching model
469 -- 483Jesper Møller, Eliza O'Reilly. Couplings for determinantal point processes and their reduced Palm distributions with a view to quantifying repulsiveness
484 -- 504Kerry W. Fendick, Ward Whitt. Queues with path-dependent arrival processes
505 -- 522Zhenzhong Zhang, Jinying Tong, Qingting Meng, You Liang. Population dynamics driven by truncated stable processes with Markovian switching
523 -- 550Xin Guo, Yonghui Huang. Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates
551 -- 568Chuancun Yin. Stochastic orderings of multivariate elliptical distributions

Volume 58, Issue 1

1 -- 21Harto Saarinen, Jukka Lempa. Ergodic control of diffusions with random intervention times
22 -- 41Fabian A. Harang, Marc Lagunas-Merino, Salvador Ortiz-Latorre. Self-exciting multifractional processes
42 -- 67Mads Stehr, Anders Rønn-Nielsen. Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure
68 -- 82Jean-Renaud Pycke. On a generalization of the Rényi-Srivastava characterization of the Poisson law
83 -- 105Oren Mangoubi, Natesh S. Pillai, Aaron Smith. Simple conditions for metastability of continuous Markov chains
106 -- 127Joseba Dalmau, Michele Salvi. Scale-free percolation in continuous space: quenched degree and clustering coefficient
128 -- 139H. Leman, Juan Carlos Pardo. Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment
140 -- 163Zeina Al Masry, Sophie Mercier, Ghislain Verdier. Stochastic comparisons and ageing properties of an extended gamma process
164 -- 176Benedikt Köpfer, Ludger Rüschendorf. The martingale comparison method for Markov processes
177 -- 196Servet Martínez 0001. Entropy of killed-resurrected stationary Markov chains
197 -- 216Jörn Sass, Dorothee Westphal, Ralf Wunderlich. Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift
217 -- 237Denis Denisov, Elena Perfilev, Vitali Wachtel. Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments
238 -- 253Yonghua Mao, Tao Wang. Lyapunov-type conditions for non-strong ergodicity of Markov processes
254 -- 273Andreas E. Kyprianou, Juan Carlos Pardo, Matija Vidmar. Double hypergeometric Lévy processes and self-similarity
274 -- 286Konstantin Borovkov. Gaussian process approximations for multicolor Pólya urn models