Forthcoming Papers

 

Journal of Applied Probability

56.3 (September 2019)

JOSE BLANCHET, YANG KANG AND KARTHYEK MURTHY. Robust Wasserstein profile inference and applications to machine learning
SERGEY BOCHAROV AND LI WANG. Branching Brownian motion with spatially-homogeneous and point-catalytic branching
VAN HAO CAN, MANH HONG DUONG AND VIET HUNG PHAM. Persistence probability of a random polynomial arising from evolutionary game theory
PAOLO DI TELLA, MARTIN HAUBOLD AND MARTIN KELLER-RESSEL. Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation
MICHAEL FALK, SIMONE PADOAN AND FLORIAN WISHECKEL. Conditional tail independence in Archimedean copula models
JANOS FLESCH, DRIES VERMEULEN AND ANNA ZSELEVA. On the equivalence of mixed and behavior strategies in finitely additive decision problems
CHRISTEL GEISS, ANTTI LUOTO AND PAAVO SALMINEN. On first exit times and their means for Brownian bridges
NIL KAMAL HAZRA AND MAXIM FINKELSTEIN. Comparing lifetimes of coherent systems with dependent components operating in random environments
GIULIO IACOBELLI, DANIEL R. FIGUEIREDO AND GIOVANNI NEGLIA. Transient and slim versus recurrent and fat: random walks and the trees they grow
WASIUR R. KHUDABUKHSH, ARNAB AUDDY, YANN DISSER AND HEINZ KOEPPL. Approximate lumpability for Markovian agent-based models using local symmetries
TIANTIAN MAO, BIN WANG AND RUODU WANG. Sums of standard uniform random variables
VADIM SHCHERBAKOV AND STANISLAV VOLKOV. Boundary effect in competition processes
TAK-KUEN SIU, JINXIA ZHU AND HAILIANG YANG. A martingale approach for asset allocation with derivative security and hidden economic risk
CLARA STEGEHUIS. Degree correlations in scale-free random graph models

 

56.4 (December 2019)

HANSJÖRG ALBRECHER AND MOGENS BLADT. Inhomogeneous phase–type distributions and heavy tails
MAJID ASADI, NADER EBRAHIMI AND EHSAN S. SOOFI. The alpha-mixture of survival functions
FÉLIX BELZUNCE AND CAROLINA MARTÍNEZ-RIQUELME. Bounds for the hazard rate and the reversed hazard rate of the convolution of dependent random lifetimes
STEWART ETHIER AND JIYEON. How strong can the Parrondo effect be?
D. FEKETE, J. FONTBONA AND A. E. KYPRIANOU. Skeletal stochastic differential equations for continuous-state branching processes
MARK HOLMES AND OMER ANGEL. Kemeny's constant for infinite DTMCs is infinite
OWEN DAFYDD JONES. Runoff on rooted trees
EKATERINA T. KOLKOVSKA AND EHYTER M. MARTÍN-GONZÁLEZ. The distribution and asymptotic behavior of the negative Wiener-Hopf factor for Lévy processes with rational positive jumps
DORIVAL LEAO, ALBERTO OHASHI AND FRANCESCO RUSSO. Discrete-type approximations for non-Markovian optimal stopping problems: part I
PIERRE LENTHE AND PHILIP WEISSMANN. Completely asymmetric stable processes conditioned to avoid an interval
FRANCOIS PORTIER AND JOHAN SEGERS. Monte Carlo integration with a growing number of control variates
NICOLAS PRIVAULT. Moments of $k$-hop counts in the random-connection model
WEINAN QI AND MAHMOUD ZAREPOUR. On resampling schemes for uniform polytopes
NIKITA RATANOV, ANTONIO DI CRESCENZO AND BARBARA MARTINUCCI. Piecewise deterministic processes following two alternating patterns
ROLF SCHNEIDER. Interaction of Poisson hyperplane processes and convex bodies
CLARENCE SIMARD. Martingale decomposition of an $L^2$ space with non-linear stochastic integrals
N. SOJA-KUKIELA. On maxima of stationary fields
 
 

 

Advances in Applied Probability

51.3 (September 2019)

F. AURZADA AND S. SCHWINN. Scaling limits for a random boxes model
ALESSANDRO GARAVAGLIA AND CLARA STEGEHUIS. Subgraphs in preferential attachment models
MAURICIO JUNCA, HAROLD A. MORENO-FRANCO, JOSÉ-LUIS PÉREZ AND KAZUTOSHI YAMAZAKI. Optimality of refraction strategies for a constrained dividend problem
YUQING PAN AND KONSTANTIN A. BOROVKOV. The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem
RICCARDO PASSEGGERI AND ALMUT E. D. VERAART. Limit theorems for multivariate Brownian semistationary processes and feasible results
NICHOLAS G. TAWN AND GARETH O. ROBERTS. Accelerating parallel tempering: quantile tempering algorithm (QuanTA)
ADRIANA UQUILLAS AND ADILSON SIMONIS. First displacement time of a tagged particle in a stochastic cluster in a simple exclusion process with random slow bonds
WENYUAN WANG AND ZHIMIN ZHANG. Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time
GABRIEL ZAYAS-CABÁN, STEFANUS JASIN AND GUIHUA WANG. An asymptotically optimal heuristic for general nonstationary finite-horizon restless multi-armed, multi-action bandits 
 

51.4 (December 2019)

JOSE BLANCHET, YANAN PEI AND KARL SIGMAN. Exact sampling for some multi-dimensional queueing models with renewal input
JAMES D. CORDEIRO, JEFFREY P. KHAROUFEH AND MARK E. OXLEY. On the ergodicity of a class of level-dependent quasi-birth-and-death processes
MIGUEL FERREIRA, D. PINHEIRO AND S. PINHEIRO. Two-player zero-sum stochastic differential games with random horizon
JORGE I. GONZÁLEZ CÁZARES, ALEKSANDAR MIJATOVIC AND GERÓNIMO URIBE BRAVO. Exact simulation of the extrema of stable processes
SABINE JANSEN. Cluster expansions for Gibbs point processes
SVANTE JANSON, SUBHABRATA SEN AND JOEL SPENCER. Preferential attachment when stable
ALEKSANDAR MIJATOVIC AND JURE VOGRINC. Asymptotic variance for random walk metropolis chains in high dimensions: logarithmic growth via the Poisson equation
YAN QU, ANGELOS DASSIOS AND HONGBIAO ZHAO. Efficient simulation of Lévy-driven point processes
THIRUPATHAIAH VASANTAM, ARPAN MUKHOPADHYAY AND RAVI R. MAZUMDAR. Insensitivity of the mean-field limit of loss systems under SQ($d$) routeing