Forthcoming Papers

Journal of Applied Probability

55.3 (September 2018)

I. J. B. F. ADAN, V. G. KULKARNI, N. LEE AND E. LEFEBER. Optimal routing in two-queue polling systems
S. ASHRAFI, S. ZAREZADEH AND M. ASADI. Reliability modeling of coherent systems with shared components based on sequential order statistics
FRANÇOIS BACCELLI AND ELIZA O'REILLY. Reach of repulsion for determinantal point processes in high dimensions
GHOBAD BARMALZAN, ABEDIN HAIDARI AND NARAYANASWAMY BALAKRISHNAN. Univariate and multivariate stochastic orderings of residual lifetimes of live components in sequential ($n-r+1$)-out-of-$n$ systems
FRASER DALY AND OLIVER JOHNSON. Relaxation of monotone coupling conditions: Poisson approximation and beyond
D. DOLGOPYAT, P. HEBBAR, L. KORALOV AND M. PERLMAN. Multi-type branching processes with time-dependent branching rates
SANDRO GALLO AND PABLO M. RODRIUEZ. Frog models on trees through renewal theory
A. GARAVAGLIA AND R. VAN DER HOFSTAD. From trees to graphs: collapsing continuous-time branching processes
F. A. GRÜNBAUM AND MANUEL D. DE LA IGLESIA. Stochastic LU factorizations, Darboux transformations and urn models
JANOS FLESCH, ARKADI PREDTETCHINSKI AND WILLIAM SUDDERTH. Characterization and simplification of optimal strategies in positive stochastic games
JEAN JACOD AND MARK PODOLSKIJ. On the minimal number of driving Lévy motions in a multivariate price model
D. T. KOOPS, M. SAXENA, O. J. BOXMA AND M. MANDJES. Infinite-server queues with Hawkes input
JESPER MØLLER AND ANDREAS DYREBORG CHRISTOFFERSEN. Pair correlation functions and limiting distributions of iterated cluster point processes
OLEKSII MOSTOVYI. Optimal consumption of multiple goods in incomplete markets
VÍT PERZINA AND JAN M. SWART. How much market making does a market need?
MARINA SANTACROCE, PAOLA SIRI AND BARBARA TRIVELLATO. Exponential models by Orlicz spaces and applications
ALI DEVIN SEZER. Approximation of excessive backlog probabilities of two tandem queues

55.4 (December 2018)

FERENC FODOR AND VIKTOR VÍGH. Variance estimates for random disc-polygons in smooth convex discs
ANTOINE JACQUIER, MIKKO S. PAKKANEN AND HENRY STONE. Pathwise large deviations for the rough Bergomi model
DANIEL RUDOLF AND MARIO ULLRICH. Comparison of hit-and-run, slice sampler and random walk metropolis





Advances in Applied Probability

50.3 (September 2018)

ROMAIN AZAÏS, BERNARD DELYON AND FRANÇOIS PORTIER. Integral estimation based on Markovian design
TANGUY CABANA AND JONATHAN TOUBOUL. Large deviations for randomly connected neural networks: I. Spatially extended systems
TANGUY CABANA AND JONATHAN TOUBOUL. Large deviations for randomly connected neural networks: II. State-dependent interactions
BOHAN CHEN, CHANG-HAN RHEE AND BERT ZWART. Importance sampling of heavy-tailed iterated random functions
MATTHEW COULSON, ROBERT E. GAUNT AND GESINE REINERT. Compound Poisson approximation of subgraph counts in stochastic block models with multiple edges
KRZYSZTOF DEBICKI AND PENG LIU. Extremes of nonstationary Gaussian fluid queues
GIORGIO FERRARI AND SHUZHEN YANG. On an optimal extraction problem with regime switching
JULIE FOURNIER. Identification and isotropy characterization of deformed random fields through excursion sets
YONGHUI HUANG, ZHAOTONG LIAN AND XIANPING GUO. Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria
WISSEM JEDIDI AND STAVROS VAKEROUDIS. Windings of planar processes, exponential functionals and Asian options
N. LANCHIER AND S. REED. The role of cooperation in spatially explicit economical systems
R. I. OLIVEIRA, R. RIBEIRO AND R. SANCHIS. Disparity of clustering coefficients in the Holme-Kim network model

50.4 (December 2018)

XIAOOU LI, JINGCHEN LIU AND SHUN XU. A multilevel approach towards unbiased sampling of random elliptic partial differential equations
M. N. M. VAN LIESHOUT. Nearest-neighbour Markov point processes on graphs with Euclidean edges