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ORCIDJournal of Applied Probability, Volume 53
Volume 53, Number 1, March 2016
- Chunmao Huang:
Moments for multidimensional Mandelbrot cascades. 1-21 - Qing-pei Zang, Li-Xin Zhang
:
A general lower bound of parameter estimation for reflected Ornstein-Uhlenbeck processes. 22-32 - Félix Belzunce, Carolina Martínez-Riquelme, José-María Ruiz, Miguel A. Sordo:
On sufficient conditions for the comparison in the excess wealth order and spacings. 33-46 - Yinping You, Xiaohu Li:
Ordering scalar products with applications in financial engineering and actuarial science. 47-56 - Mathew D. Penrose:
The strong giant in a random digraph. 57-70 - Natalie Packham, Michael Kalkbrener, Ludger Overbeck:
Asymptotic behaviour of multivariate default probabilities and default correlations under stress. 71-81 - Eva Ferreira, Winfried Stute:
Dynamic binomials with an application to gender bias analysis. 82-90 - Fabian Crocce, Ernesto Mordecki:
A finite exact algorithm to solve a dice game. 91-105 - Michael N. Katehakis, Laurens C. Smit, Floske Spieksma:
A comparative analysis of the successive lumping and the lattice path counting algorithms. 106-120 - Christian Schluter, Mark Trede:
Weak convergence to the Student and Laplace distributions. 121-129 - Miriam Isabel Seifert:
Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions. 130-145 - Gennady Samorodnitsky, Sidney Resnick, Don Towsley, Richard Davis, Amy Willis, Phyllis Wan:
Nonstandard regular variation of in-degree and out-degree in the preferential attachment model. 146-161 - Krzysztof Jasinski, Tomasz Rychlik:
Inequalities for variances of order statistics originating from urn models. 162-173 - Hyunju Lee, Ji Hwan Cha:
Point process approach to modeling and analysis of general cascading failure models. 174-186 - Nguyen Huu Du, Nguyen Hai Dang, George Yin:
Conditions for permanence and ergodicity of certain stochastic predator-prey models. 187-202 - Frank Ball, Tom Britton, Peter Neal:
On expected durations of birth-death processes, with applications to branching processes and SIS epidemics. 203-215 - Walter A. F. de Carvalho, Sandro Gallo, Nancy Lopes Garcia:
Continuity properties of a factor of Markov chains. 216-230 - Shaun McKinlay, Konstantin Borovkov:
On explicit form of the stationary distributions for a class of bounded Markov chains. 231-243 - Anders Rønn-Nielsen, Eva Bjørn Vedel Jensen:
Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure. 244-261 - Albert Ferreiro-Castilla, Andreas E. Kyprianou, Robert Scheichl:
An Euler-Poisson scheme for Lévy driven stochastic differential equations. 262-278 - Parisa Fatheddin, Jie Xiong:
Moderate deviation principle for a class of stochastic partial differential equations. 279-292
- Patrick Buckingham, Brian H. Fralix, Offer Kella:
A note on integral representations of the Skorokhod map. 293-298 - Yonghua Mao, Chi Zhang, Yu-hui Zhang:
Separation cutoff for upward skip-free chains. 299-306 - Zhenlong Gao, Yanhua Zhang:
Limit theorems for a supercritical Poisson random indexed branching process. 307-314
Volume 53, Number 2, June 2016
- Servet Martínez:
A stationary distribution associated to a set of laws whose initial states are grouped into classes. An application in genomics. 315-326 - Yanqing Hu:
Generalized Efron's biased coin design and its theoretical properties. 327-340 - Erik Ekström, Martin Vannestål:
Momentum liquidation under partial information. 341-359 - Nayereh Bagheri Khoolenjani, Mohammad Hossein Alamatsaz:
Extension of de Bruijn's identity to dependent non-Gaussian noise channels. 360-368 - Enrique D. Andjel, Lawrence F. Gray:
Extreme paths in oriented two-dimensional percolation. 369-380 - Gabriel Berzunza Ojeda, Juan Carlos Pardo:
Asymptotic behaviour near extinction of continuous-state branching processes. 381-391 - Jacek Jakubowski, Adam Pytel:
The Markov consistency of Archimedean survival processes. 392-409 - Gareth O. Roberts, Jeffrey S. Rosenthal:
Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits. 410-420 - Ramtin Pedarsani, Jean C. Walrand:
Stability of multiclass queueing networks under longest-queue and longest-dominating-queue scheduling. 421-433 - Chen Chen, Hosam M. Mahmoud:
Degrees in random self-similar bipolar networks. 434-447 - M. Gannon, Eugène Pechersky, Yuri M. Suhov, Anatoly Yambartsev:
Random walks in a queueing network environment. 448-462 - Katja Gabrysch:
Convergence of directed random graphs to the Poisson-weighted infinite tree. 463-474 - Maria Deijfen, Nina Gantert:
Routeing on trees. 475-488 - Peter Neal:
A household SIR epidemic model incorporating time of day effects. 489-501 - Ryouta Kozakai, Akinobu Shimizu, Morihiro Notohara:
Convergence to the structured coalescent process. 502-517 - Jens Malmros, Fredrik Liljeros, Tom Britton:
Respondent-driven sampling and an unusual epidemic. 518-530 - Je Guk Kim:
Optimal importance sampling for the Laplace transform of exponential Brownian functionals. 531-542 - James C. Fu, Tung-Lung Wu:
Boundary crossing probabilities for high-dimensional Brownian motion. 543-553 - Mi Chen, Kam Chuen Yuen:
Optimal dividend and reinsurance in the presence of two reinsurers. 554-571 - Erik J. Baurdoux, Juan Carlos Pardo, José Luis Pérez, Jean-François Renaud:
Gerber-Shiu distribution at Parisian ruin for Lévy insurance risk processes. 572-584
- Sergio I. López:
Convergence of tandem Brownian queues. 585-592 - Magda Peligrad, Sergey Utev:
On the invariance principle for reversible Markov chains. 593-599 - Jevgenijs Ivanovs:
Sparre Andersen identity and the last passage time. 600-605 - Joseba Dalmau:
Distribution of the quasispecies for a Galton-Watson process on the sharp peak landscape. 606-613 - Krishna B. Athreya, H. J. Schuh:
A Galton-Watson process with a threshold. 614-621 - Emmanuelle Anceaume, Yann Busnel, Ernst Schulte-Geers, Bruno Sericola:
Optimization results for a generalized coupon collector problem. 622-629 - Eve D. Lathrop, Isaac H. Goldstein, Yung-Pin Chen:
A note on a generalized Ehrenfest urn model: another look at the mean transition times. 630-632
Volume 53, Number 3, September 2016
- Zdravko I. Botev, Ad Ridder, Leonardo Rojas-Nandayapa:
Semiparametric cross entropy for rare-event simulation. 633-649 - Anton Muratov, Sergei A. Zuyev:
Bit flipping and time to recover. 650-666 - Evangelos Kranakis, Gennady Shaikhet:
Sensor allocation problems on the real line. 667-687 - Fredrik Olsson, Tatyana S. Turova:
Ergodicity of age-dependent inventory control systems. 688-699 - Fraser Daly:
Compound geometric approximation under a failure rate constraint. 700-714 - Guangxin Jiang, Michael C. Fu:
Quantile sensitivity estimation for dependent sequences. 715-732 - Adrien Hitz, Robin Evans:
One-component regular variation and graphical modeling of extremes. 733-746 - Takis Konstantopoulos, Zhenxia Liu, Xiangfeng Yang:
Laplace transform asymptotics and large deviation principles for longest success runs in Bernoulli trials. 747-764 - Gerold Alsmeyer, Alexander Marynych:
Renewal approximation for the absorption time of a decreasing Markov chain. 765-782 - Eric Foxall:
The SEIS model, or, the contact process with a latent stage. 783-801 - Jyy-I Hong:
Coalescence on critical and subcritical multitype branching processes. 802-817 - Onno J. Boxma, Michel Mandjes, Josh Reed:
On a class of reflected AR(1) processes. 818-832 - Christian Hirsch:
Bounded-hop percolation and wireless communication. 833-845 - Andrea Collevecchio, Abbas Mehrabian, Nick Wormald:
Longest paths in random Apollonian networks and largest r-ary subtrees of random d-ary recursive trees. 846-856 - Vytaute Pilipauskaite, Donatas Surgailis:
Anisotropic scaling of the random grain model with application to network traffic. 857-879 - Katja Gabrysch:
Distribution of the smallest visited point in a greedy walk on the line. 880-887 - Bojan Basrak, Drago Spoljaric:
On randomly spaced observations and continuous-time random walks. 888-898 - Irene Crimaldi:
Central limit theorems for a hypergeometric randomly reinforced urn. 899-913 - Erik Thörnblad:
The dominating colour of an infinite Pólya urn model. 914-924 - Achillefs Tzioufas:
The entirely coupled region of supercritical contact processes. 925-929 - Mark Brown, Sheldon M. Ross:
Optimality Results for Coupon Collection. 930-937 - K. Bruce Erickson:
Uniqueness of the null solution to a nonlinear partial differential equation satisfied by the explosion probability of a branching diffusion. 938-945 - Loïc Hervé, James Ledoux:
Computable bounds of an l2-spectral gap for discrete Markov chains with band transition matrices. 946-952 - Martin Möhle, Morihiro Notohara:
An extension of a convergence theorem for Markov chains arising in population genetics. 953-956
Volume 53, Number 4, December 2016
- Randall Martyr:
Solving finite time horizon Dynkin games by optimal switching. 957-973 - Alexander Katzur, Udo Kamps:
Order statistics with memory: a model with reliability applications. 974-988 - Aditya Maheshwari, P. Vellaisamy:
On the long-range dependence of fractional Poisson and negative binomial processes. 989-1000 - Venkat Anantharam, François Baccelli:
The Boolean model in the Shannon regime: three thresholds and related asymptotics. 1001-1018 - Cristian F. Coletti, Karina B. E. de Oliveira, Pablo Martín Rodríguez:
A stochastic two-stage innovation diffusion model on a lattice. 1019-1030 - Robert R. Wilkinson, Frank G. Ball, Kieran J. Sharkey:
The deterministic Kermack-McKendrick model bounds the general stochastic epidemic. 1031-1040 - Pieter C. Allaart, José A. Islas:
A sharp lower bound for choosing the maximum of an independent sequence. 1041-1051 - Golshid Baharian, Arash Khatibi, Sheldon H. Jacobson:
Sequential stochastic assignment problem with time-dependent random success rates. 1052-1063 - Jean Mairesse, Pascal Moyal:
Stability of the stochastic matching model. 1064-1077 - Gagandeep Singh, U. C. Gupta, Mohan L. Chaudhry:
Detailed computational analysis of queueing-time distributions of the BMAP/G/1 queue using roots. 1078-1097 - Tugrul Dayar, M. Can Orhan:
Steady-state analysis of a multiclass MAP/PH/c queue with acyclic PH retrials. 1098-1110 - Debankur Mukherjee, Sem C. Borst, Johan S. H. van Leeuwaarden, Philip A. Whiting:
Universality of load balancing schemes on the diffusion scale. 1111-1124 - Jennifer Sommer, Hans Daduna, Bernd Heidergott:
Nonergodic Jackson networks with infinite supply-local stabilization and local equilibrium analysis. 1125-1142 - Giacomo Plazzotta, Caroline Colijn:
Asymptotic frequency of shapes in supercritical branching trees. 1143-1155 - Nicolas Grosjean, Thierry Huillet:
On a coalescence process and its branching genealogy. 1156-1165 - Xin He, Zenghu Li:
Distributions of jumps in a continuous-state branching process with immigration. 1166-1177 - Alexander Iksanov, Zakhar Kabluchko:
A central limit theorem and a law of the iterated logarithm for the Biggins martingale of the supercritical branching random walk. 1178-1192 - A. D. Barbour, Pavel Chigansky, Fima C. Klebaner:
On the emergence of random initial conditions in fluid limits. 1193-1205 - Patrizia Berti, Irene Crimaldi, Luca Pratelli, Pietro Rigo:
Asymptotics for randomly reinforced urns with random barriers. 1206-1220 - Neeraja Sahasrabudhe:
Synchronization and fluctuation theorems for interacting Friedman urns. 1221-1239 - Yi-Shen Lin:
A generalization of the Mabinogion sheep problem of D. Williams. 1240-1256
- Stefan Kassberger, Thomas Liebmann:
An alternative axiomatic characterisation of pricing operators. 1257-1264 - Sheldon M. Ross:
Improved Chen-Stein bounds on the probability of a union. 1265-1270
- Romain Biard, Bruno Saussereau:
Fractional Poisson process: long-range dependence and applications in ruin theory - Correction. 1271-1272
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