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ORCIDJournal of Applied Probability, Volume 51
Volume 51, Number 1, March 2014
- Dawei Hong, Shushuang Man, Jean-Camille Birget, Desmond S. Lun:
A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm. 1-18 - Luisa Beghin, Claudio Macci:
Fractional Discrete Processes: Compound and Mixed Poisson Representations. 19-36 - Lei Hua, Harry Joe, Haijun Li:
Relations Between Hidden Regular Variation and the Tail Order of Copulas. 37-57 - Narayanaswamy Balakrishnan, Ghobad Barmalzan, Abedin Haidari:
Stochastic Orderings and Ageing Properties of Residual Life Lengths of Live Components in (n-k+1)-Out-Of-n Systems. 58-68 - Bent Natvig:
On the Deterioration of Nonrepairable Multistate Strongly Coherent Systems. 69-81 - Narayanaswamy Balakrishnan, William Volterman:
On the Signatures of Ordered System Lifetimes. 82-91 - Mark Huber, Sarah Schott:
Random Construction of Interpolating Sets for High-Dimensional Integration. 92-105 - Antar Bandyopadhyay, Farkhondeh Sajadi:
On the Nearest-Neighbor Algorithm for the Mean-Field Traveling Salesman Problem. 106-117 - Antar Bandyopadhyay, Farkhondeh Sajadi:
On the Nearest-Neighbor Algorithm for the Mean-Field Traveling Salesman Problem. 106-117 - Phil G. Howlett, Charles E. M. Pearce, Julia Piantadosi:
A New Look at Urban Water Storage in a Series of Connected Dams. 118-135 - Søren Asmussen, Sergey Foss:
On Exceedance Times for Some Processes with Dependent Increments. 136-151 - Leandro P. R. Pimentel:
On the Location of the Maximum of a Continuous Stochastic Process. 152-161 - Ora E. Percus, Jerome K. Percus:
The Maximum of a Symmetric Next Neighbor Walk on the Nonnegative Integers. 162-173 - Matteo Ruggiero:
Species Dynamics in the Two-Parameter Poisson-Dirichlet Diffusion Model. 174-190 - Jakob E. Björnberg, Erik I. Broman:
Coexistence and Noncoexistence of Markovian Viruses and their Hosts. 191-208 - V. Le:
Coalescence Times for the Bienaymé-Galton-Watson Process. 209-218 - Anyue Chen, Junping Li, Yiqing Chen, Ding-Xuan Zhou:
Asymptotic Behaviour of Extinction Probability of Interacting Branching Collision Processes. 219-234 - David Aristoff:
Percolation of Hard Disks. 235-246 - Joseph Lehec:
Cover Times and Generic Chaining. 247-261 - Samuel N. Cohen:
Undiscounted Markov Chain BSDEs to Stopping Times. 262-281 - Carl Lindberg:
Pairs Trading with Opportunity Cost. 282-286 - Renato Jacob Gava, Danilo Salotti:
Stopping Probabilities for Patterns in Markov Chains. 287-292 - Hansjörg Albrecher, Onno J. Boxma, Jevgenijs Ivanovs:
On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models. 293-296
Volume 51, Number 2, June 2014
- Ross McVinish, Philip K. Pollett:
The Limiting Behaviour of Hanski's Incidence Function Metapopulation Model. 297-316 - Hui He, Rugang Ma:
Limit Theorems for Continuous-Time Branching Flows. 317-332 - Philip A. Ernst, Dean P. Foster, Larry A. Shepp:
On Optimal Retirement. 333-345 - Hongsheng Dai:
Exact Simulation for Diffusion Bridges: An Adaptive Approach. 346-358 - Thorbjörn Gudmundsson, Henrik Hult:
Markov Chain Monte Carlo for Computing Rare-Event Probabilities for a Heavy-Tailed Random Walk. 359-376 - Sheldon M. Ross:
Simulation Analysis of System Life when Component Lives are Determined by a Marked Point Process. 377-386 - Ji Hwan Cha, Maxim Finkelstein:
Stochastic Modeling for Environmental Stress Screening. 387-399 - Pawel Hitczenko, Gérard Letac:
Dirichlet and Quasi-Bernoulli Laws for Perpetuities. 400-416 - Ming Zhou, Jun Cai:
Optimal Dynamic Risk Control for Insurers with State-Dependent Income. 417-435 - Shangzhen Luo:
Stochastic Brownian Game of Absolute Dominance. 436-452 - Peter Olofsson, Suzanne S. Sindi:
A Crump-Mode-Jagers Branching Process Model of Prion Loss in Yeast. 453-465 - Marcus C. Christiansen, Nicola Loperfido:
Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution. 466-482 - Michael V. Boutsikas, Demetrios L. Antzoulakos, Athanasios C. Rakitzis
:
On the Joint Distribution of Stopping Times and Stopped Sums in Multistate Exchangeable Trials. 483-491 - Martin Klimmek:
Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems. 492-511 - Richard C. Bradley:
On a 'Replicating Character String' Model. 512-527 - Rasbagh Vasudeva, J. Vasantha Kumari, Sreenivasan Ravi:
On the Asymptotic Behaviour of Extremes and Near Maxima of Random Observations from the General Error Distributions. 528-541 - Shaun McKinlay:
A Characterisation of Transient Random Walks on Stochastic Matrices with Dirichlet Distributed Limits. 542-555 - Paolo Dai Pra, Pierre-Yves Louis, Ida G. Minelli:
Synchronization via Interacting Reinforcement. 556-568 - Oscar López, Nikita Ratanov:
On the Asymmetric Telegraph Processes. 569-589 - May-Ru Chen, Shoou-Ren Hsiau, Ting-Hsin Yang:
A New Two-Urn Model. 590-597
Volume 51, Number 3, September 2014
- Jakob E. Björnberg, Tom Britton, Erik I. Broman, Eviatar Natan:
A Stochastic Model for Virus Growth in a Cell Population. 599-612 - Anyue Chen, Kai Wang Ng, Hanjun Zhang:
Uniqueness and Decay Properties of Markov Branching Processes with Disasters. 613-624 - Florian Simatos:
Coupling Limit Order Books and Branching Random Walks. 625-639 - Alessandro Gnoatto, Martino Grasselli:
The Explicit Laplace Transform for the Wishart Process. 640-656 - Fabian Freund, Arno Siri-Jégousse:
Minimal Clade Size in the Bolthausen-Sznitman Coalescent. 657-668 - Yang Yang, Kai-Yong Wang, Dimitrios G. Konstantinides:
Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models. 669-684 - Fabio Bellini, Franco Pellerey, Carlo Sgarra, Salimeh Yasaei Sekeh:
Comparison Results for GARCH Processes. 685-698 - Lingjiong Zhu:
Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps. 699-712 - Enkelejd Hashorva, Lanpeng Ji:
Approximation of Passage Times of γ-Reflected Processes with FBM Input. 713-726 - Romain Biard, Bruno Saussereau:
Fractional Poisson Process: Long-Range Dependence and Applications in Ruin Theory. 727-740 - Adam W. Grace, Dirk P. Kroese, Werner Sandmann:
Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution. 741-755 - Servet Martínez, Jaime San Martín, Denis Villemonais:
Existence and Uniqueness of a Quasistationary Distribution for Markov Processes with Fast Return from Infinity. 756-768 - Fábio Lopes:
Invariant Bipartite Random Graphs on Rd. 769-779 - Ruodu Wang:
Asymptotic Bounds for the Distribution of the Sum of Dependent Random Variables. 780-798 - Pavel V. Gapeev, Neofytos Rodosthenous:
Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns. 799-817 - Luis H. R. Alvarez, Pekka Matomäki:
Optimal Stopping of the Maximum Process. 818-836 - Konstantin Borovkov, Geoffrey Decrouez, Matthieu Gilson:
On Stationary Distributions of Stochastic Neural Networks. 837-857 - Jianhai Bao, Chenggui Yuan:
Numerical Approximation of Stationary Distributions for Stochastic Partial Differential Equations. 858-873 - Christian Y. Robert:
On the De Vylder and Goovaerts Conjecture About Ruin for Equalized Claims. 874-879 - Sheldon M. Ross:
Optimal Server Selection in a Queueing Loss Model with Heterogeneous Exponential Servers, Discriminating Arrivals, and Arbitrary Arrival Times. 880-884 - Tomomi Matsui, Ano Katsunori:
A Note on a Lower Bound for the Multiplicative Odds Theorem of Optimal Stopping. 885-889 - Vicente Vergara:
Asymptotic Behaviour of the Time-Fractional Telegraph Equation. 890-893
Volume 51, Number 4, December 2014
- Søren Asmussen, Bo Friis Nielsen:
Obituary: Marcel F. Neuts 1935-2014. 895-897
- Moritz Duembgen, L. C. G. Rogers:
Investing and Stopping. 898-909 - Rahul Vaze, Srikanth K. Iyer:
Percolation on the Information-Theoretically Secure Signal to Interference Ratio Graph. 910-920 - Arindam Roychoudhury:
Identifiability of a Coalescent-Based Population Tree Model. 921-929 - Michael B. Gordy:
Finite-Dimensional Distributions of a Square-Root Diffusion. 930-942 - Golshid Baharian, Sheldon H. Jacobson:
Limiting Behavior of the Target-Dependent Stochastic Sequential Assignment Problem. 943-953 - Yi Zhang:
Average Optimality for Continuous-Time Markov Decision Processes Under Weak Continuity Conditions. 954-970 - Michael Fuchs, Hsien-Kuei Hwang, Yoshiaki Itoh, Hosam M. Mahmoud:
A Binomial Splitting Process in Connection with Corner Parking Problems. 971-989 - A. Parvardeh, Narayanaswamy Balakrishnan:
On the Conditional Residual Life and Inactivity Time of Coherent Systems. 990-998 - Somayeh Ashrafi, Majid Asadi:
Dynamic Reliability Modeling of Three-State Networks. 999-1020 - Jingchen Liu, Xiang Zhou:
Extreme Analysis of a Random Ordinary Differential Equation. 1021-1036 - Richard Finlay, Eugene Seneta:
Random Fields with Pólya Correlation Structure. 1037-1050 - Hoang-Chuong Lam:
A Quenched Central Limit Theorem for Reversible Random Walks in a Random Environment on Z. 1051-1064 - Massimo Campanino, Dimitri Petritis:
Type Transition of Simple Random Walks on Randomly Directed Regular Lattices. 1065-1080 - Gérard Letac, Mauro Piccioni:
Dirichlet Random Walks. 1081-1099 - Aryeh Kontorovich, Roi Weiss:
Uniform Chernoff and Dvoretzky-Kiefer-Wolfowitz-Type Inequalities for Markov Chains and Related Processes. 1100-1113 - Bernhard C. Geiger, Christoph Temmel:
Lumpings of Markov Chains, Entropy Rate Preservation, and Higher-Order Lumpability. 1114-1132 - Anja Janßen, Johan Segers:
Markov Tail Chains. 1133-1153 - Jevgenijs Ivanovs:
Potential Measures of One-Sided Markov Additive Processes with Reflecting and Terminating Barriers. 1154-1170 - Jean-François Renaud:
On the Time Spent in the Red by a Refracted Lévy Risk Process. 1171-1188 - Krzysztof Latuszynski, Jeffrey S. Rosenthal:
The Containment Condition and Adapfail Algorithms. 1189-1195
Volume 51, Number A, December 2014
Editorial
- Søren Asmussen, Peter Jagers, Ilya S. Molchanov, Chris Rogers:
Editor's preface.
- Joe Gani:
50 years of the Applied Probability Trust, 1964-2014. 3-4 - J. F. C. Kingman:
Applied probability before 1964, and after 2014. 5-9
- Dan Crisan:
The stochastic filtering problem: a brief historical account. 13-22 - Alexander V. Gnedin, Alexander Iksanov, Alexander Marynych:
Λ-coalescents: a survey. 23-40
- A. D. Barbour:
Couplings for locally branching epidemic processes. 43-56 - Joe Gani:
Approximations: replacing random variables with their means. 57-62 - Kais Hamza, Fima C. Klebaner:
How did we get here? 63-72 - Götz Kersting, Juan Carlos Pardo, Arno Siri-Jégousse:
Total internal and external lengths of the Bolthausen-Sznitman coalescent. 73-86 - Martin Möhle:
Asymptotic hitting probabilities for the Bolthausen-Sznitman coalescent. 87-97
- Shankar Bhamidi, Remco van der Hofstad, Júlia Komjáthy:
The front of the epidemic spread and first passage percolation. 101-121 - Svante Janson:
The probability that a random multigraph is simple. II. 123-137 - Nicolas Lanchier:
The naming game in language dynamics revisited. 139-158
- Anita Behme, Claudia Klüppelberg, Kathrin Mayr:
Asymmetric COGARCH processes. 161-173 - Carole Bernard, Ludger Rüschendorf, Steven Vanduffel:
Optimal claims with fixed payoff structure. 175-188 - N. H. Bingham, Badr Missaoui:
Aspects of prediction. 189-201 - Paul Embrechts, Enkelejd Hashorva, Thomas Mikosch:
Aggregation of log-linear risks. 203-212 - Bernt Øksendal, Leif Sandal, Jan Ubøe:
Stackelberg equilibria in a continuous-time vertical contracting model with uncertain demand and delayed information. 213-226
- Ewa Damek, Thomas Mikosch, Jan Rosinski, Gennady Samorodnitsky:
General inverse problems for regular variation. 229-248 - Sergey Foss, Masakiyo Miyazawa:
Two-node fluid network with a heavy-tailed random input: the strong stability case. 249-265 - Sidney I. Resnick, Joyjit Roy:
Hidden regular variation of moving average processes with heavy-tailed innovations. 267-279
- Daryl J. Daley, Sven Ebert, Randall J. Swift:
Size distributions in random triangles. 283-295 - Wilfrid S. Kendall:
Return to the Poissonian city. 297-309 - Günter Last, Eva Ochsenreither:
Percolation on stationary tessellations: models, mean values, and second-order structure. 311-332 - Mathew D. Penrose:
Continuum AB percolation and AB random geometric graphs. 333-344
- Hansjörg Albrecher, Peiman Asadi, Jevgenijs Ivanovs:
Exact boundaries in sequential testing for phase-type distributions. 347-358 - Gerold Alsmeyer:
Quasistochastic matrices and Markov renewal theory. 359-376 - Peter W. Glynn, Chang-han Rhee:
Exact estimation for Markov chain equilibrium expectations. 377-389 - Andreas E. Kyprianou, Juan Carlos Pardo, Alexander R. Watson:
The extended hypergeometric class of Lévy processes. 391-408
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