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Journal of Applied Probability, Volume 57
Volume 57, Number 1, March 2020
- Erik Ekström, Marcus Olofsson, Martin Vannestål:

A renewal theory approach to two-state switching problems with infinite values. 1-18 - Antoine Jacquier

, Fangwei Shi:
Small-time moderate deviations for the randomised Heston model. 19-28 - Simona Grusea, Sabine Mercier:

Improvements on the distribution of maximal segmental scores in a Markovian sequence. 29-52 - Michael Grabchak, Mark Kelbert, Quentin Paris:

On the occupancy problem for a regime-switching model. 53-77 - Michael Falk, Amir Khorrami Chokami

, Simone A. Padoan:
Records for time-dependent stationary Gaussian sequences. 78-96 - Eric Foxall, Nicolas Lanchier:

Generalized stacked contact process with variable host fitness. 97-121 - Tom Britton:

Directed preferential attachment models: Limiting degree distributions and their tails. 122-136 - Maciej Wisniewolski:

Integral functionals under the excursion measure. 137-155 - Ebrahim Amini-Seresht, Baha-Eldin Khaledi

, Subhash C. Kochar:
Some new results on stochastic comparisons of coherent systems using signatures. 156-173 - Rimas Norvaisa, Alfredas Rackauskas:

Uniform asymptotic normality of weighted sums of short-memory linear processes. 174-195 - Götz Kersting:

A unifying approach to branching processes in a varying environment. 196-220 - Shiyu Song

, Yongjin Wang
:
On first passage times of sticky reflecting diffusion processes with double exponential jumps. 221-236 - Elena Dyakonova, Doudou Li, Vladimir Vatutin, Mei Zhang:

Branching processes in a random environment with immigration stopped at zero. 237-249 - Congzao Dong, Alexander Iksanov

:
Weak convergence of random processes with immigration at random times. 250-265 - Zhongwei Liao, Jinghai Shao

:
Long-time behavior of Lévy-driven Ornstein-Uhlenbeck processes with regime switching. 266-279 - Alexander Iksanov

, Bohdan Rashytov
:
A functional limit theorem for general shot noise processes. 280-294 - Yuelin Liu, Vladas Sidoravicius, Longmin Wang, Kai-Nan Xiang:

An invariance principle and a large deviation principle for the biased random walk on ${\mathbb{Z}}^{\lowercase{\textbf{\textit{d}}}}$. 295-313 - Michael Falk, Simone A. Padoan, Stefano Rizzelli

:
Strong convergence of multivariate maxima. 314-331 - Hosam M. Mahmoud:

A model for the spreading of fake news. 332-342 - Gesine Reinert, Ce Yang

:
A bound on the rate of convergence in the central limit theorem for renewal processes under second moment conditions. 343-360 - Tiziano De Angelis

, Alessandro Milazzo
:
Optimal stopping for the exponential of a Brownian bridge. 361-384
Volume 57, Number 2, June 2020
- S. Pitzen, Marco Burkschat:

Representations of component importance for coherent systems with exchangeable components. 385-406 - Daniel Ahlberg

:
Tertiles and the time constant. 407-408 - Tuan-Minh Nguyen

, Stanislav Volkov:
On a class of random walks in simplexes. 409-428 - Ella Hiesmayr, Ümit Islak:

Asymptotic results on Hoppe trees and their variations. 441-457 - Ariel Jaffe, Yuval Kluger

, George C. Linderman, Gal Mishne
, Stefan Steinerberger
:
Randomized near-neighbor graphs, giant components and applications in data science. 458-476 - Yuri Bakhtin, Zsolt Pajor-Gyulai:

Tails of exit times from unstable equilibria on the line. 477-496 - Bertrand Cloez, Benoîte de Saporta, Maud Joubaud:

Optimal stopping for measure-valued piecewise deterministic Markov processes. 497-512 - Hansjörg Albrecher

, Bohan Chen, Eleni Vatamidou, Bert Zwart:
Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes. 513-530 - Mitja Stadje:

Two results on dynamic extensions of deviation measures. 531-540 - Christophette Blanchet-Scalliet, Diana Dorobantu

, Laura Gay:
Joint law of an Ornstein-Uhlenbeck process and its supremum. 541-558 - Alexisz Tamás Gaál:

Long-range orientational order of random near-lattice hard sphere and hard disk processes. 559-577 - Xin Liu, Lei Ying

:
Steady-state analysis of load-balancing algorithms in the sub-Halfin-Whitt regime. 578-596 - Krzysztof Debicki

, Enkelejd Hashorva, Zbigniew Michna:
Simultaneous ruin probability for two-dimensional brownian risk model. 597-612 - Dang Hai Nguyen, Nhu Ngoc Nguyen, George Yin:

Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model. 613-636 - Martin Wendler, Wei Biao Wu:

Central limit theorems for nearly long range dependent subordinated linear processes. 637-656 - Onno J. Boxma, Andreas Löpker, Michel Mandjes:

On two classes of reflected autoregressive processes. 657-678 - Daniela Flimmel

, Zbynek Pawlas
, Joseph E. Yukich
:
Limit theory for unbiased and consistent estimators of statistics of random tessellations. 679-702
Volume 57, Number 3, September 2020
- Andrea Ottolini:

Oscillations for order statistics of some discrete processes. 703-719 - Serik Sagitov

:
Perron-Frobenius theory for kernels and Crump-Mode-Jagers processes with macro-individuals. 720-733 - Claude Lefèvre, Philippe Picard, Sergey Utev:

On branching models with alarm triggerings. 734-759 - Claudia Klüppelberg

, Miriam Isabel Seifert:
Explicit results on conditional distributions of generalized exponential mixtures. 760-774 - David Dereudre, Thibaut Vasseur:

Existence of Gibbs point processes with stable infinite range interaction. 775-791 - David F. Anderson

, Daniele Cappelletti
, Jinsu Kim
:
Stochastically modeled weakly reversible reaction networks with a single linkage class. 792-810 - Peter Braunsteins

, Sophie Hautphenne:
The probabilities of extinction in a branching random walk on a strip. 811-831 - Lu Li, Qinyu Wu, Tiantian Mao:

Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications. 832-852 - Antar Bandyopadhyay, Svante Janson, Debleena Thacker

:
Strong convergence of infinite color balanced urns under uniform ergodicity. 853-865 - Yingxin Mu, Yuan Zhang:

On some threshold-one attractive interacting particle systems on homogeneous trees. 866-898 - Mahdi Tavangar

:
On the behavior of the failure rate and reversed failure rate in engineering systems. 899-910 - Merritt R. Lyon, Hosam M. Mahmoud:

Trees grown under young-age preferential attachment. 911-927 - Viktor Benes

, Christoph Hofer-Temmel, Günter Last
, Jakub Vecera:
Decorrelation of a class of Gibbs particle processes and asymptotic properties of U-statistics. 928-955 - Thomas Mountford, Jacques Saliba

:
Flooding and diameter in general weighted random graphs. 956-980 - David Hobson

, Matthew Zeng:
Randomised rules for stopping problems. 981-1004 - Qingwei Liu

, Aihua Xia:
On moderate deviations in Poisson approximation. 1005-1027
Volume 57, Number 4, December 2020
- Svante Janson

:
Rate of convergence for traditional Pólya urns. 1029-1044 - Matija Vidmar

:
A temporal factorization at the maximum for certain positive self-similar Markov processes. 1045-1069 - Dohyun Ahn

, Kyoung-Kuk Kim, Younghoon Kim:
Small-Time smile for the multifactor volatility heston model. 1070-1087 - Edward Hoyle, Levent Ali Mengütürk

:
Generalised liouville processes and their properties. 1088-1110 - Dorottya Fekete, Joaquín Fontbona

, Andreas E. Kyprianou:
Skeletal stochastic differential equations for superprocesses. 1111-1134 - Maher Boudabra

, Greg Markowsky:
Maximizing the pth moment of the exit time of planar brownian motion from a given domain. 1135-1149 - Hyunju Lee:

On a new stochastic model for cascading failures. 1150-1161 - Adrián González Casanova, Charline Smadi:

On Λ-Fleming-Viot processes with general frequency-dependent selection. 1162-1197 - Claire Launay

, Bruno Galerne, Agnès Desolneux:
Exact sampling of determinantal point processes without eigendecomposition. 1198-1221 - Offer Kella

, Onno J. Boxma:
Synchronized Lévy queues. 1222-1233 - Shuyang Bai:

Representations of hermite processes using local time of intersecting stationary stable regenerative sets. 1234-1251 - David Cheek, Seva Shneer:

The empirical mean position of a branching Lévy process. 1252-1259 - Celeste R. Pavithra

, T. G. Deepak
:
Multivariate finite-support phase-type distributions. 1260-1275 - Ricardo T. Fernholz, Robert Fernholz:

Zipf's law for atlas models. 1276-1297 - Martin Dirrler, Christopher Dörr, Martin Schlather:

A generalization of Matérn hard-core processes with applications to max-stable processes. 1298-1312 - Yuanyuan Liu, Wendi Li, Xiuqin Li:

On geometric and algebraic transience for block-structured Markov chains. 1313-1338 - Idir Arab

, Milto Hadjikyriakou, Paulo Eduardo Oliveira
:
Non-Comparability with respect to the convex transform order with applications. 1339-1348

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