Forthcoming Papers


Journal of Applied Probability

56.1 (March 2019)

NAJMEDDINE ATTIA. On the multifractal analysis of the covering number on the Galton-Watson tree
ALEKSANDR BEKNAZARYAN, HAILIN SANG AND YIMIN XIAO. Cramér type moderate deviations for random fields
JOSE BLANCHET, JING DONG AND ZHIPENG LIU. Exact sampling of the infinite horizon maximum of a random walk over a non-linear boundary
RONALD W. BUTLER. Asymptotic expansions and saddlepoint approximations using the analytic continuation of moment generating functions
HARRY CRANE AND WALTER DEMPSEY. Relational exchangeability
ANGELOS DASSIOS, YAN QU AND JIA WEI LIM. Exact simulation of generalised Vervaat perpetuities
PAUL DOUKHAN AND MICHAEL M. NEUMANN. Absolute regularity of semi-contractive GARCH-type processes
FRANCO FLANDOLI AND MARTA LEOCATA. A particle system approach to aggregation phenomena
OLA HÖSSJER. A spatio-temporal point process model for particle growth
TAKASHI KAMIHIGASHI AND JOHN STACHURSKI. A unified stability theory for classical and monotone Markov chains
THIERRY KLEIN, AGNÈS LAGNOUX AND PIERRE PETIT. A conditional Berry-Esseen inequality
GÜNTER LAST AND RYSZARD SZEKLI. On negative association of some finite point processes on general state spaces
NIKOLAI LEONENKO, ENRICO SCALAS AND MAILAN TRINH. Limit theorems for the fractional nonhomogeneous Poisson process
GÉRARD LETAC. Is the Sibuya distribution a progeny?
BO HENRY LINDQVIST, FRANCISCO J. SAMANIEGO AND NANA WANG. Preservation of the mean residual life order for coherent and mixed systems
ANDERS RØNN-NIELSEN AND EVA B. VEDEL JENSEN. Central limit theorem for mean and variogram estimators in Lévy-based models 

56.2 (June 2019)

STEFAN ANKIRCHNER, CHRISTOPHETTE BLANCHET-SCALLIET AND NABIL KAZI-TANI. The De Vylder-Goovaerts conjecture holds within the diffusion limit
FRANÇOIS BACCELLI AND ANTONIO SODRE. Renewal processes, population dynamics, and unimodular trees
ÁGNES BACKHAUSZ AND DÁVID KUNSZENTI-KOVÁCS. On the dense preferential attachment graph models and their graphon induced counterpart
DARYL J. DALEY AND MASAKIYO MIYAZAWA. A martingale view of Blackwell's renewal theorem and its extensions to a general counting process
BO LI, NHAT LINH VU AND XIAOWEN ZHOU. Exit problems for general draw-down times of spectrally negative Lévy processes
CLAUDIO FONTANA, MARKUS PELGER AND ECKHARD PLATEN. On the existence of sure profits via flash strategies
LASZLO GYÖRFI, NORBERT HENZE AND HARRO WALK. The limit distribution of the maximum probability nearest neighbor ball
BLANKA HORVATH, ANTOINE JACQUIER AND CHLOE LACOMBE. Asymptotic behaviour of randomised fractional volatility models
C. HOUDRÉ AND G. KERCHEV. On the rate of convergence for the length of the longest common subsequences in hidden Markov models
ZHISHUI HU, ZHENG LI AND QUNQIANG FENG. Accessibility percolation on random rooted labeled trees
YOSHIAKI INOUE. Comparison results for M/G/1 queues with waiting and sojourn time deadlines
YIMING JIANG, SHIYU SONG AND YONGJIN WANG. Some explicit results on one kind of sticky diffusion
LASSE LESKELÄ AND HOA NGO. First passage percolation on sparse random graphs with boundary weights
MAGDALENA SZYMKOWIAK. Measures of ageing tendency
EDDIE TU. On association and other forms of positive dependence for Feller processes
MATIJA VIDMAR. First passage upwards for state-dependent-killed spectrally negative Lévy processes


Advances in Applied Probability

51.1 (March 2019)

AMARJIT BUDHIRAJA AND ERIC FRIEDLANDER. Diffusion approximations for load balancing mechanisms in cloud storage systems
YE CHEN AND ILYA O. RYZHOV. Complete expected improvement converges to an optimal budget allocation
ANDREW DAW AND JAMOL PENDER. New perspectives on the Erlang-A queue
XIUCAI DING. Singular vector distribution of sample covariance matrices
STEPHAN ECKSTEIN. Extended Laplace principle for empirical measures of a Markov chain
CHRISTINA GOLDSCHMIDT AND ELEONORA KREACIC. The spread of fire on a random multigraph
QI-MING HE, GÁBOR HORVÁTH, ILLÉS HORVÁTH AND MIKLOS TELEK. Moment bounds of PH distributions with infinite or finite support based on the steepest increase property
DANIEL HUG AND WOLFGANG WEIL. Determination of Boolean models by densities of mixed volumes
NAOKI KUBOTA. Deviation bounds for the first passage time in the frog model
YI-SHEN LIN AND YI-CHING YAO. One-sided solutions for optimal stopping problems with logconcave reward functions
MELDA ORMECI MATOGLU, JOHN H. VANDE VATE AND HAIYUE YU. The economic average cost Brownian control problem

51.2 (June 2019)

FLORIN AVRAM AND MATIJA VIDMAR. First passage problems for upwards skip-free random walks via the scale functions paradigm
BOJAN BASRAK, OLIVIER WINTENBERGER AND PETRA ZUGEC. On the total claim amount for marked Poisson cluster models
AYAN BHATTACHARYA, KRISHANU MAULIK, ZBIGNIEW PALMOWSKI AND PARTHANIL ROY. Extremes of multi-type branching random walks: heaviest tail wins
TOM BRITTON, YIN LEUNG AND PIETER TRAPMAN. Who is the infector? General multi-type epidemics and real-time susceptibility processes
LUCIANO CAMPI AND CLAUDE MARTINI. On the support of extremal martingale measures with given marginals: the countable case
JI HWAN CHA AND SOPHIE MERCIER. Transformed Lévy processes as state-dependent wear models"
OLIVER COOLEY, TOBIAS KAPETANOPOULOS AND TAMAS MAKAI. The sharp threshold for jigsaw percolation in random graphs
WEIYONG DING, RUI FANG AND PENG ZHAO. Reliability analysis of $k$-out-of-$n$ systems based on a grouping of components
PIERRE-OLIVIER GOFFARD. Fraud risk assessment within blockchain transactions
S. HAMADÈNE, R. MARTYR AND J. MORIARTY. A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time
TOBIAS MÜLLER AND MERLIJN STAPS. The diameter of KPKVB random graphs