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Journal of Applied Probability, Volume 55
Volume 55, Number 1, March 2018
- David Criens:
Structure-preserving equivalent martingale measures for ℋ-SII models. 1-14 - Alexander Iksanov, Wissem Jedidi, Fethi Bouzeffour:
Functional limit theorems for the number of busy servers in a G/G/∞ queue. 15-29 - Michael Grabchak:
Domains of attraction for positive and discrete tempered stable distributions. 30-42 - Michael Falk, Amir Khorrami Chokami, Simone A. Padoan:
On multivariate records from random vectors with independent components. 43-53 - Marco Oesting:
Equivalent representations of max-stable processes via ℓp-norms. 54-68 - Christophe Profeta:
A remark on positive sojourn times of symmetric processes. 69-81 - Fabian Kück, Dominic Schuhmacher:
On the age of a randomly picked individual in a linear birth-and-death process. 82-93 - Antonio Di Crescenzo, Alessandra Meoli:
On a jump-telegraph process driven by an alternating fractional Poisson process. 94-111 - Mathew D. Penrose:
Inhomogeneous random graphs, isolated vertices, and Poisson approximation. 112-136 - Jose H. Blanchet, Karthyek Rajhaa A. M.:
Exact simulation of multidimensional reflected Brownian motion. 137-156 - Xiaoou Li, Gongjun Xu:
Uniformly efficient simulation for extremes of Gaussian random fields. 157-178 - Ayan Bhattacharya, Parthanil Roy:
A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular ℤd-actions. 179-195 - Nathakhun Wiroonsri:
Stein's method for negatively associated random variables with applications to second-order stationary random fields. 196-215 - Narayanaswamy Balakrishnan, Ghobad Barmalzan, Abedin Haidari:
On stochastic comparisons of k-out-of-n systems with Weibull components. 216-232 - Francisco Germán Badía, Carmen Sangüesa, Ji Hwan Cha:
Univariate and multivariate stochastic comparisons and ageing properties of the generalized Pólya process. 233-253 - Nabil Lasmar, Cécile Mailler, Olfa Selmi:
Multiple drawing multi-colour urns by stochastic approximation. 254-281 - Angelos Dassios, Jia Wei Lim:
Recursive formula for the double-barrier Parisian stopping time. 282-301 - Bin Li, Gordon E. Willmot, Jeff T. Y. Wong:
A temporal approach to the Parisian risk model. 302-317
- Maher Nouiehed, Sheldon M. Ross:
A conjecture on the Feldman bandit problem. 318-324
Volume 55, Number 2, June 2018
- Bruce E. Hajek, Yihong Wu, Jiaming Xu:
Recovering a hidden community beyond the Kesten-Stigum threshold in O(|E|log*|V|) time. 325-352 - Arno Berger, Isaac Twelves:
On the significands of uniform random variables. 353-367 - Dariusz Buraczewski, Piotr Dyszewski, Alexander Iksanov, Alexander Marynych:
On perpetuities with gamma-like tails. 368-389 - Benjamin Goodman, Paul F. Tupper:
Effects of limiting memory capacity on the behaviour of exemplar dynamics. 390-401 - Shyamal Ghosh, Murari Mitra:
On an ageing class based on the moment generating function order. 402-415 - Han Liang Gan, Eric D. Kolaczyk:
Approximation of the difference of two Poisson-like counts by Skellam. 416-430 - Hailin Sang, Yimin Xiao:
Exact moderate and large deviations for linear random fields. 431-449 - Weijuan Chu:
Self-normalized large deviation for supercritical branching processes. 450-458 - Ebrahim Amini-Seresht, Yiying Zhang, Narayanaswamy Balakrishnan:
Stochastic comparisons of coherent systems under different random environments. 459-472 - Mariusz Bieniek, Marco Burkschat:
On unimodality of the lifetime distribution of coherent systems with failure-dependent component lifetimes. 473-487 - Laure Coutin, Monique Pontier, Waly Ngom:
Joint distribution of a Lévy process and its running supremum. 488-512 - Wenyuan Wang, Xiaowen Zhou:
General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes. 513-542 - Marie du Roy de Chaumaray:
Weighted least-squares estimation for the subcritical Heston process. 543-558 - Yu Miao, Manru Dong:
Asymptotic behavior for the Robbins-Monro process. 559-570 - Jonatha Anselmi, François Dufour, Tomás Prieto-Rumeau:
Computable approximations for average Markov decision processes in continuous time. 571-592 - Claude Lefèvre, Philippe Picard:
A general approach to the integral functionals of epidemic processes. 593-609 - Adam Bowditch:
A quenched central limit theorem for biased random walks on supercritical Galton-Watson trees. 610-626 - Fiona Sloothaak, Vitali Wachtel, Bert Zwart:
First-passage time asymptotics over moving boundaries for random walk bridges. 627-651
- Bara Kim, Jeongsim Kim:
Hazard rate ordering of the largest order statistics from geometric random variables. 652-658 - Norbert Henze:
On the consistency of the spacings test for multivariate uniformity, including on manifolds. 659-665
Volume 55, Number 3, September 2018
- Vít Perzina, Jan M. Swart:
How much market making does a market need? 667-681
- Marina Santacroce, Paola Siri, Barbara Trivellato:
Exponential models by Orlicz spaces and applications. 682-700 - Dmitry Dolgopyat, Pratima Hebbar, Leonid Koralov, Mark Perlman:
Multi-type branching processes with time-dependent branching rates. 701-727 - János Flesch, Arkadi Predtetchinski, William D. Sudderth:
Characterization and simplification of optimal strategies in positive stochastic games. 728-741 - Fraser Daly, Oliver Johnson:
Relaxation of monotone coupling conditions: Poisson approximation and beyond. 742-759 - François Baccelli, Eliza O'Reilly:
Reach of repulsion for determinantal point processes in high dimensions. 760-788 - Jesper Møller, Andreas D. Christoffersen:
Pair correlation functions and limiting distributions of iterated cluster point processes. 789-809 - Oleksii Mostovyi:
Optimal consumption of multiple goods in incomplete markets. 810-822 - Jean Jacod, Mark Podolskij:
On the minimal number of driving Lévy motions in a multivariate price model. 823-833 - Ghobad Barmalzan, Abedin Haidari, Narayanaswamy Balakrishnan:
Univariate and multivariate stochastic orderings of residual lifetimes of live components in sequential (n-r+1)-out-of-n systems. 834-844 - Somayeh Ashrafi, Somayeh Zarezadeh, Majid Asadi:
Reliability modeling of coherent systems with shared components based on sequential order statistics. 845-861 - F. Alberto Grünbaum, Manuel Domínguez de la Iglesia:
Stochastic LU factorizations, Darboux transformations and urn models. 862-886 - Sandro Gallo, Pablo Martín Rodríguez:
Frog models on trees through renewal theory. 887-899 - Alessandro Garavaglia, Remco van der Hofstad:
From trees to graphs: collapsing continuous-time branching processes. 900-919 - David T. Koops, Mayank Saxena, Onno J. Boxma, Michel Mandjes:
Infinite-server queues with Hawkes input. 920-943 - Ivo J. B. F. Adan, Vidyadhar G. Kulkarni, Namyoon Lee, Erjen Lefeber:
Optimal routeing in two-queue polling systems. 944-967 - Ali Devin Sezer:
Approximation of excessive backlog probabilities of two tandem queues. 968-997
- Koji Tsukuda:
Estimating the large mutation parameter of the Ewens sampling formula - Correction. 998-999
Volume 55, Number 4, December 2018
- Catherine Aaron, Olivier Bodart:
Convergence rates for estimators of geodesic distances and Frèchet expectations. 1001-1013 - Maxim Finkelstein, Nil Kamal Hazra, Ji Hwan Cha:
On optimal operational sequence of components in a warm standby system. 1014-1024 - Dario Bini, Jeffrey J. Hunter, Guy Latouche, Beatrice Meini, Peter G. Taylor:
Why is Kemeny's constant a constant? 1025-1036 - Julien Chevallier:
Uniform decomposition of probability measures: quantization, clustering and rate of convergence. 1037-1045 - Boris Alexeev, Dustin G. Mixon:
Partisan gerrymandering with geographically compact districts. 1046-1059 - Steven Soojin Kim, Kavita Ramanan:
A conditional limit theorem for high-dimensional ℓᵖ-spheres. 1060-1077 - Antoine Jacquier, Mikko S. Pakkanen, Henry Stone:
Pathwise large deviations for the rough Bergomi model. 1078-1092 - Josh Rosenberg:
The nonhomogeneous frog model on ℤ. 1093-1112
- Boris G. Pittel:
On random quadratic forms: supports of potential local maxima. 1113-1130
- Alexander Iksanov, Zakhar Kabluchko:
Weak convergence of the number of vertices at intermediate levels of random recursive trees. 1131-1142 - Ferenc Fodor, Viktor Vígh:
Variance estimates for random disc-polygons in smooth convex discs. 1143-1157 - James Lukins, Roger Tribe, Oleg V. Zaboronski:
Multi-point correlations for two-dimensional coalescing or annihilating random walks. 1158-1185 - Daniel Rudolf, Mario Ullrich:
Comparison of hit-and-run, slice sampler and random walk Metropolis. 1186-1202 - Kenneth S. Berenhaut, Hongyi Jiang, Katelyn M. McNab, Elizabeth J. Krizay:
The degree-wise effect of a second step for a random walk on a graph. 1203-1210 - Jonathan H. Jordan:
Preferential attachment graphs with co-existing types of different fitnesses. 1211-1227 - David Dereudre, Mathew D. Penrose:
On the critical threshold for continuum AB percolation. 1228-1237 - Muhyiddin Izadi, Maryam Sharafi, Baha-Eldin Khaledi:
New nonparametric classes of distributions in terms of mean time to failure in age replacement. 1238-1248 - Ming Gong, Min Xie, Yaning Yang:
Reliability assessment of system under a generalized run shock model. 1249-1260 - Tomasz Rychlik, Jorge Navarro, Rafael Rubio:
Effective procedure of verifying stochastic ordering of system lifetimes. 1261-1271 - Kei Noba, José-Luis Pérez, Kazutoshi Yamazaki, Kouji Yano:
On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models. 1272-1286 - Nicos J. Starreveld, René Bekker, Michel Mandjes:
Occupation times of alternating renewal processes with Lévy applications. 1287-1308
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