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ORCIDJournal of Applied Probability, Volume 50
Volume 50, Number 1, March 2013
- Chris Sherlock:
Optimal Scaling of the Random Walk Metropolis: General Criteria for the 0.234 Acceptance Rule. 1-15 - Josh Reed, Amy R. Ward, Dongyuan Zhan:
On the Generalized Drift Skorokhod Problem in One Dimension. 16-28 - Alexandra Chronopoulou, Georgios Fellouris:
Optimal Sequential Change Detection for Fractional Diffusion-Type Processes. 29-41 - Giovanni Puccetti, Ludger Rüschendorf:
Sharp Bounds for Sums of Dependent Risks. 42-53 - Keisuke Matsumoto, Toshio Nakata:
Limit Theorems for a Generalized Feller Game. 54-63 - Denis Denisov, Vsevolod Shneer:
Asymptotics for the First Passage Times of Lévy Processes and Random Walks. 64-84 - Johan S. H. van Leeuwaarden, Kilian Raschel:
Random Walks Reaching Against all Odds the other Side of the Quarter Plane. 85-102 - Krzysztof Debicki, Iwona Sierpinska, Bert Zwart:
Asymptotics of Hybrid Fluid Queues with Lévy Input. 103-113 - Hanjun Zhang, Yixia Zhu:
Domain of Attraction of the Quasistationary Distribution for Birth-and-Death Processes. 114-126 - Bo Jiang, Jian Tan, Wei Wei, Ness B. Shroff, Don Towsley:
Heavy Tails in Queueing Systems: Impact of Parallelism on Tail Performance. 127-150 - Hendrik Baumann, Werner Sandmann:
Computing Stationary Expectations in Level-Dependent QBD Processes. 151-165 - Holger Fink, Claudia Klüppelberg, Martina Zähle:
Conditional Distributions of Processes Related to Fractional Brownian Motion. 166-183 - Déborah Ferré, Loïc Hervé, James Ledoux:
Regular Perturbation of V-Geometrically Ergodic Markov Chains. 184-194 - Bin Li, Qihe Tang, Xiaowen Zhou:
A Time-Homogeneous Diffusion Model with Tax. 195-207 - Amaury Lambert, Pieter Trapman:
Splitting Trees Stopped when the First Clock Rings and Vervaat's Transformation. 208-227 - Kevin Leckey, Ralph Neininger:
Asymptotic Analysis of Hoppe Trees. 228-238 - Shuhei Mano:
Ancestral Graph with Bias in Gene Conversion. 239-255 - Shuhei Mano:
Duality Between the Two-Locus Wright-Fisher Diffusion Model and the Ancestral Process with Recombination. 256-271 - Marco Burkschat, Jorge Navarro
:
Dynamic Signatures of Coherent Systems Based on Sequential Order Statistics. 272-287 - Offer Kella, Wolfgang Stadje:
Asymptotic Expected Number of Passages of a Random Walk Through an Interval. 288-294 - Adam Metzler:
The Laplace Transform of Hitting Times of Integrated Geometric Brownian Motion. 295-299 - Yi-Ching Yao:
A Duality Relation Between the Workload and Attained Waiting Time in FCFS G/G/s Queues. 300-307
Volume 50, Number 2, June 2013
- Zechun Hu, Bin Jiang:
On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate. 309-322 - Renaud Marty:
From Hermite Polynomials to Multifractional Processes. 323-343 - Young Lee, Thorsten Rheinländer:
The Minimal Entropy Martingale Measure for Exponential Markov Chains. 344-358 - Pierre Patie:
Asian Options Under One-Sided Lévy Models. 359-373 - Erik Ekström, Carl Lindberg:
Optimal Closing of a Momentum Trade. 374-387 - Xianyi Wu, Xian Zhou:
Open Bandit Processes with Uncountable States and Time-Backward Effects. 388-402 - Abba M. Krieger, Ester Samuel-Cahn:
Generalized Bomber and Fighter Problems: Offline Optimal Allocation of a Discrete Asset. 403-418 - Xiaonan Che, Angelos Dassios:
Stochastic Boundary Crossing Probabilities for the Brownian Motion. 419-429 - Lothar Breuer:
The Resolvent and Expected Local Times for Markov-Modulated Brownian Motion with Phase-Dependent Termination Rates. 430-438 - Offer Kella, Onno J. Boxma:
Useful Martingales for Stochastic Storage Processes with Lévy-Type Input. 439-449 - Antonio Di Crescenzo, Antonella Iuliano, Barbara Martinucci, Shelemyahu Zacks:
Generalized Telegraph Process with Random Jumps. 450-463 - Antonio Di Crescenzo, Esther Frostig, Franco Pellerey:
Stochastic Comparisons of Symmetric Supermodular Functions of Heterogeneous Random Vectors. 464-474 - Xiuying Feng, Shuhong Zhang, Xiaohu Li:
A Note on the Mixture Representation of the Conditional Residual Lifetime of a Coherent System. 475-485 - Giacomo Aletti, Andrea Ghiglietti, Anna Maria Paganoni:
Randomly Reinforced Urn Designs with Prespecified Allocations. 486-498 - Yunjiang Jiang, Weijun Xu:
On the Number of Turns in Reduced Random Lattice Paths. 499-515 - Qunqiang Feng, Zhishui Hu:
Phase Changes in the Topological Indices of Scale-Free Trees. 516-532 - Alexander Shapiro:
Consistency of Sample Estimates of Risk Averse Stochastic Programs. 533-541 - Rudolf Grübel, Pawel Hitczenko:
Pruned Discrete Random Samples. 542-556 - Michael Tehranchi:
On the Uniqueness of Martingales with Certain Prescribed Marginals. 557-575 - Jyy-I Hong:
Coalescence in Subcritical Bellman-Harris Age-Dependent Branching Processes. 576-591 - Yaozhong Hu, Chihoon Lee:
Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time. 592-597 - Loïc Hervé, James Ledoux:
Geometric ρ-Mixing Property of the Interarrival Times of a Stationary Markovian Arrival Process. 598-601
Volume 50, Number 3, September 2013
- Jean Bertoin:
Almost Giant Clusters for Percolation on Large Trees with Logarithmic Heights. 603-611 - David Perry, Wolfgang Stadje, Shelemyahu Zacks:
A Duality Approach to Queues with Service Restrictions and Storage Systems with State-Dependent Rates. 612-631 - Brian H. Fralix, Johan S. H. van Leeuwaarden, Onno J. Boxma:
Factorization Identities for Reflected Processes, with Applications. 632-653 - James Hook:
Critical Path Statistics of Max-Plus Linear Systems with Gaussian Noise. 654-670 - Mats Pihlsgård, Peter W. Glynn:
On the Dynamics of Semimartingales with Two Reflecting Barriers. 671-685 - Angelos Dassios, Hongbiao Zhao:
A Risk Model with Delayed Claims. 686-702 - Ankush Agarwal, Santanu Dey, Sandeep Juneja:
Efficient Simulation of Large Deviation Events for Sums of Random Vectors Using Saddle-Point Representations. 703-720 - Jennie C. Hansen, Jerzy Jaworski:
Predecessors and Successors in Random Mappings with Exchangeable In-Degrees. 721-740 - Jochen Blath, Adrián González Casanova, Noemi Kurt, Dario Spanò:
The Ancestral Process of Long-Range Seed Bank Models. 741-759 - Lingjiong Zhu:
Central Limit Theorem for Nonlinear Hawkes Processes. 760-771 - Romain Abraham, Jean-François Delmas:
A Construction of a β-Coalescent via the Pruning of Binary Trees. 772-790 - Jean Bertoin:
On Largest Offspring in a Critical Branching Process with Finite Variance. 791-800 - Kai Du, Ariel David Neufeld:
A Note on Asymptotic Exponential Arbitrage with Exponentially Decaying Failure Probability. 801-809 - Ji Hwan Cha:
On Stochastic Predictions of Failure Processes Under Population Heterogeneity. 810-826 - Claude Lefèvre, Stéphane Loisel:
On Multiply Monotone Distributions, Continuous or Discrete, with Applications. 827-847 - Nitin Gupta:
Stochastic Comparisons of Residual Lifetimes and Inactivity Times of Coherent Systems. 848-860 - Justin Salez:
Joint Distribution of Distances in Large Random Regular Networks. 861-870 - Shaul K. Bar-Lev, Ernst Schulte-Geers, Wolfgang Stadje:
Conditional Limit Theorems for the Terms of a Random Walk Revisited. 871-882 - David Aristoff, Charles Radin:
Emergent Structures in Large Networks. 883-888 - William Garner, Dimitris N. Politis:
The Correct Asymptotic Variance for the Sample Mean of a Homogeneous Poisson Marked Point Process. 889-892 - Krishna B. Athreya, Jyy-I Hong:
An Application of the Coalescence Theory to Branching Random Walks. 893-899 - Xin Liao, Zuoxiang Peng, Saralees Nadarajah:
Tail Properties and Asymptotic Expansions for the Maximum of the Logarithmic Skew-Normal Distribution. 900-907
Volume 50, Number 4, December 2013
- Mariya Bondareva:
Nondecreasing Lower Bound on the Poisson Cumulative Distribution Function for z Standard Deviations Above the Mean. 909-917 - Marie-Anne Guerry:
On the Embedding Problem for Discrete-Time Markov Chains. 918-930 - Takayuki Fujii:
Nonparametric Estimation for a Class of Piecewise-Deterministic Markov Processes. 931-942 - Guan-Yu Chen, Laurent Saloff-Coste:
Comparison of Cutoffs Between Lazy Walks and Markovian Semigroups. 943-959 - Konstantin Avrachenkov, Alexey B. Piunovskiy, Yi Zhang:
Markov Processes with Restart. 960-968 - Thomas Mikosch, Gennady Samorodnitsky, Laleh Tafakori:
Fractional Moments of Solutions to Stochastic Recurrence Equations. 969-982 - Holger Fink:
Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk. 983-1005 - Feng Chen, Peter Hall:
Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling. 1006-1024 - Nicole Bäuerle, Zejing Li:
Optimal Portfolios for Financial Markets with Wishart Volatility. 1025-1043 - Nafna Blanghaps, Yuval Nov, Gideon Weiss:
Sojourn Time Estimation in an M/G/∞ Queue with Partial Information. 1044-1056 - Sophie Mercier, I. T. Castro:
On the Modelling of Imperfect Repairs for a Continuously Monitored Gamma Wear Process Through Age Reduction. 1057-1076 - Predrag R. Jelenkovic, Mariana Olvera-Cravioto:
Convergence Rates in the Implicit Renewal Theorem on Trees. 1077-1088 - Tung-Lung Wu, Joseph Glaz, James C. Fu:
Discrete, Continuous and Conditional Multiple Window Scan Statistics. 1089-1101 - Daniel Wei-Chung Miao:
Analysis of the Discrete Ornstein-Uhlenbeck Process Caused by the Tick Size Effect. 1102-1116 - Stephen Connor:
Optimal Coadapted Coupling for a Random Walk on the Hyper-Complete Graph. 1117-1130 - Johannes Kugler, Vitali Wachtel:
Upper Bounds for the Maximum of a Random Walk with Negative Drift. 1131-1146 - Frank Ball, David Sirl:
Acquaintance Vaccination in an Epidemic on a Random Graph with Specified Degree Distribution. 1147-1168 - May-Ru Chen, Markus Kuba:
On Generalized Pólya Urn Models. 1169-1186 - Larry Goldstein, Gesine Reinert:
Stein's Method for the Beta Distribution and the Pólya-Eggenberger Urn. 1187-1205 - Lars Holst:
Probabilistic Proofs of Euler Identities. 1206-1212
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