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# Forthcoming Papers

### Journal of Applied Probability

###
**Research Papers **

**Research Papers**ROMAIN ABRAHAM, AYMEN BOUAZIZ AND JEAN-FRANÇOIS DELMAS. Local limits of Galton-Watson trees conditioned on the number of protected nodes

ENRICO BARONI, REMCO VAN DER HOFSTAD AND JÚLIA KOMJÁTHY. Non-universality of weighted random graphs with infinite variance degree

M. V. BOUTSIKAS, M. V. KOUTRAS AND F. S. MILIENOS. Asymptotic results for the multiple scan statistic

O. J. BOXMA, E. FROSTIG AND D. PERRY. A reinsurance risk model with a threshold coverage policy – The Gerber–Shiu penalty function

ENRICO BARONI, REMCO VAN DER HOFSTAD AND JÚLIA KOMJÁTHY. Non-universality of weighted random graphs with infinite variance degree

M. V. BOUTSIKAS, M. V. KOUTRAS AND F. S. MILIENOS. Asymptotic results for the multiple scan statistic

O. J. BOXMA, E. FROSTIG AND D. PERRY. A reinsurance risk model with a threshold coverage policy – The Gerber–Shiu penalty function

KSENIA CHERNYSH AND SANJAY RAMASSAMY. Coupling any number of balls in the infinite-bin model

PETER CZUPPON AND PETER PFAFFELHUBER. A spatial model for selection and cooperation

LUC DEVROYE, LÁSZLÓ GYÕRFI, GÁBOR LUGOSI and HARRO WALK. On the measure of Voronoi cells

ERIK EKSTRÖM, KRISTOFFER GLOVER AND MARTA LENIEC. Dynkin games with heterogeneous beliefs

PHILIP A. ERNST AND LARRY SHEPP. On occupation times of the first and third quadrants for planar Brownian motion

ERIK EKSTRÖM, KRISTOFFER GLOVER AND MARTA LENIEC. Dynkin games with heterogeneous beliefs

PHILIP A. ERNST AND LARRY SHEPP. On occupation times of the first and third quadrants for planar Brownian motion

MICHAEL FUCHS, HSIEN-KUEI HWANG AND YOSHIAKI ITOH. From coin-tossing to rock-paper-scissors and beyond: a log-exp gap theorem for selecting a leader

GREGORY GAGNON. Stochastic impulse control of exchange rates with Freidlin-Wentzell perturbations

MATHIEU GERBER AND NICK WHITELEY. Stability with respect to initial conditions in V-norm for nonlinear filters with ergodic observations

JOHN HASLEGRAVE AND MATE PULJIZ. Reaching consensus on a connected graph

GREGORY GAGNON. Stochastic impulse control of exchange rates with Freidlin-Wentzell perturbations

MATHIEU GERBER AND NICK WHITELEY. Stability with respect to initial conditions in V-norm for nonlinear filters with ergodic observations

JOHN HASLEGRAVE AND MATE PULJIZ. Reaching consensus on a connected graph

LU-JING HUANG AND YONG-HUA MAO. On some mixing times for non-reversible finite Markov chains

OLLIVIER HYRIEN, KOSTO V. MITOV AND NIKOLAY M. YANEV. Subcritical Sevastyanov branching processes with non-homogeneous Poisson immigration

K. KAMATANI. Ergodicity of Markov chain Monte Carlo with reversible proposal

OFFER KELLA AND MARC YOR. Unifying the Dynkin and Lebesgue-Stieltjes formulae

RICHARD KENYON AND MEI YIN. On the asymptotics of constrained exponential random graphs

OFFER KELLA AND MARC YOR. Unifying the Dynkin and Lebesgue-Stieltjes formulae

RICHARD KENYON AND MEI YIN. On the asymptotics of constrained exponential random graphs

JE GUK KIM. On the convergence of quasi-regression method: polynomial chaos and regularity

MARKOS V. KOUTRAS AND DEMETRIOS P. LYBEROPOULOS. New maximal inequalities for $N$-demimartingales with scan statistic applications

MARKUS KUBA AND HENNING SULZBACH. On martingale tail sums in affine two-color urn models with multiple drawings

MARKUS KUBA AND HENNING SULZBACH. On martingale tail sums in affine two-color urn models with multiple drawings

R. LARAKI AND W. SUDDERTH. A continuity question of Dubins and Savage

CLAUDE LEFÈVRE, PHILIPPE PICARD AND MATTHIEU SIMON. Epidemic risk and insurance coverage

JAAKKO LEHTOMAA. Large deviations of means of heavy-tailed random variables with finite moments of all orders

TOMOMI MATSUI AND KATSUNORI ANO. Compare the ratio of symmetric polynomials of odds to one and stop

CLAUDE LEFÈVRE, PHILIPPE PICARD AND MATTHIEU SIMON. Epidemic risk and insurance coverage

JAAKKO LEHTOMAA. Large deviations of means of heavy-tailed random variables with finite moments of all orders

TOMOMI MATSUI AND KATSUNORI ANO. Compare the ratio of symmetric polynomials of odds to one and stop

THOMAS O MCDONALD AND MAREK KIMMEL. Multitype infinite-allele branching processes in continuous time

MARTIN MEIER AND LEOPOLD SÖGNER. A new strategy for Robbins' problem of optimal stopping

MARTIN MEIER AND LEOPOLD SÖGNER. A new strategy for Robbins' problem of optimal stopping

PIERRE NYQUIST. Moderate deviation principles for importance sampling estimators of risk measures

IBRAHIM RAHIMOV. Statistical inference for partially observed branching processes with immigration

ERNST SCHULTE-GEERS AND WOLFGANG STADJE. Small drift limit theorems for random walks

IBRAHIM RAHIMOV. Statistical inference for partially observed branching processes with immigration

ERNST SCHULTE-GEERS AND WOLFGANG STADJE. Small drift limit theorems for random walks

MIGUEL A. SORDO and GEORGIOS PSARRAKOS. Stochastic comparisons of inter-failure times under a relevation replacement policy

MALGORZATA SULKOWSKA, FABRICIO SIQUEIRA BENEVIDES. Percolation and best choice problem for powers of paths

A TOOMAJ, S. M. SUNOJ and J. NAVARRO. Some properties of the cumulative residual entropy of coherent and mixed systems

KOJI TSUKUDA. Estimating the large mutation parameter of the Ewens sampling formula

KOJI TSUKUDA. Estimating the large mutation parameter of the Ewens sampling formula

VLADIMIR VATUTIN AND ELENA DYAKONOVA. Path to survival for the critical branching processes in a random environment

FANGJUN XU. Second order limit laws for occupation times of the fractional Brownian motion

YI-CHING YAO, DANIEL WEI-CHUNG MIAO AND XENOS CHANG-SHUO LIN. Corrected discrete approximations for the conditional and unconditional distributions of the continuous scan statistic

YI-CHING YAO, DANIEL WEI-CHUNG MIAO AND XENOS CHANG-SHUO LIN. Corrected discrete approximations for the conditional and unconditional distributions of the continuous scan statistic

YUN ZENG AND CATHY HONGHUI XIA. Optimal bulking threshold of batch service queues

**Short Communications**KATJA GABRYSCH. Distribution of the smallest visited point in a greedy walk on the line

YAMING YU. Minimum variance in the coupon collector's problem

### Advances in Applied Probability

HANSJÖRG ALBRECHER, PABLO AZCUE, NORA MULER. Optimal dividend strategies for two collaborating insurance companies

NATALIE ATTARD. Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion

NATALIE ATTARD. Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion

LUISA BEGHIN AND CLAUDIO MACCI. Multivariate fractional Poisson processes and compound sums

J. BLANCHET, P. GLYNN AND S. ZHENG. Analysis of a stochastic approximation algorithm for computing quasi-stationary distributions

BERTRAND CLOEZ. Limit theorems for some branching measure-valued processes

J. DÍAZ, D. MITSCHE, G. PERARNAU AND X. PÉREZ-GIMÉNEZ. On the relation between graph distance and Euclidean distance in random geometric graphs

YAN DOLINSKY AND YURI KIFER. Risk minimization for game options in markets imposing minimal transaction costs

BERTRAND CLOEZ. Limit theorems for some branching measure-valued processes

J. DÍAZ, D. MITSCHE, G. PERARNAU AND X. PÉREZ-GIMÉNEZ. On the relation between graph distance and Euclidean distance in random geometric graphs

YAN DOLINSKY AND YURI KIFER. Risk minimization for game options in markets imposing minimal transaction costs

PHILIP A. ERNST AND ILIE GRIGORESCU. Asymptotics for the time of ruin in the war of attrition

SHUI FENG, FUQING GAO AND YOUZHOU ZHOU. Limit theorems associated with the Pitman--Yor Process

GARY FROYLAND AND ROBYN M. STUART. Cheeger inequalities for absorbing Markov chains

GARY FROYLAND AND ROBYN M. STUART. Cheeger inequalities for absorbing Markov chains

ARKA GHOSH, STEVEN NOREN, ALEXANDER ROITERSHTEIN. On the range of the transient frog model on Z

HUI HE. On large deviation rates for sums associated with Galton–Watson processes

CLIFFORD HURVICH AND JOSH REED. Series expansions for the all-time maximum of alpha-stable random walks

ISTVÁN KOLOSSVÁRY, JÚLIA KOMJÁTHY AND LAJOS VÁGÓ. Degrees and distances in random and evolving Apollonian networks

MARIE KRATZ AND WERNER NAGEL. On the capacity functional of excursion sets of Gaussian random fields on

CLIFFORD HURVICH AND JOSH REED. Series expansions for the all-time maximum of alpha-stable random walks

ISTVÁN KOLOSSVÁRY, JÚLIA KOMJÁTHY AND LAJOS VÁGÓ. Degrees and distances in random and evolving Apollonian networks

MARIE KRATZ AND WERNER NAGEL. On the capacity functional of excursion sets of Gaussian random fields on

**R**^{2}CLAUDE LEFÈVRE AND MATTHIEU SIMON. SIR epidemics with stages of infection

ROSS A. MALLER AND PETER SCHMIDLI. Small time almost sure behaviour of extremal processes

MAURO MARIANI AND LORENZO ZAMBOTTI. Large deviations for the empirical measure of heavy tailed Markov renewal processes

R. MARTYR. Dynamic programming for discrete-time finite horizon optimal switching problems with negative switching costs

MAURO MARIANI AND LORENZO ZAMBOTTI. Large deviations for the empirical measure of heavy tailed Markov renewal processes

R. MARTYR. Dynamic programming for discrete-time finite horizon optimal switching problems with negative switching costs

MASAKIYO MIYAZAWA. A unified approach for large queue asymptotics in a heterogeneous multiserver queue

HARRI NYRHINEN. On real growth and run-off companies in insurance ruin theory

HARRI NYRHINEN. On real growth and run-off companies in insurance ruin theory

ELMA NASSAR AND ETIENNE PARDOUX. On the large time behaviour of the solution of an SDE driven by a Poisson point process

GUODONG PANG AND YUHANG ZHOU. G/G/infinity queues with renewal alternating interruptions

GUODONG PANG AND YUHANG ZHOU. G/G/infinity queues with renewal alternating interruptions

RAMTIN PEDARSANI, JEAN WALRAND AND YUAN ZHONG. Robust scheduling for flexible processing networks

EROL PEKÖZ, ADRIAN RÖLLIN AND NATHAN ROSS. Joint degree distributions of preferential attachment random graphs

DAN PIRJOL AND LINGJIONG ZHU. Asymptotics for the discrete time average of the geometric Brownian motion and Asian options

MITSUSHI TAMAKI. Urn sampling distributions giving alternate correspondences between two optimal stopping problems

MITSUSHI TAMAKI. Urn sampling distributions giving alternate correspondences between two optimal stopping problems