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Journal of Applied Probability, Volume 60
Volume 60, Number 1, March 2023
- JPR volume 60 issue 1 Cover and Back matter. 1-
- JPR volume 60 issue 1 Cover and Front matter. 1-
- Oscar Peralta:
A Markov jump process associated with the matrix-exponential distribution. 1-13 - Kayla Javier, Brian H. Fralix:
On the study of the running maximum and minimum level of level-dependent quasi-birth-death processes and related models. 14-29 - Berenice Anne Neumann:
Nonlinear Markov chains with finite state space: invariant distributions and long-term behaviour. 30-44 - Alexander Iksanov, Bohdan Rashytov, Igor Samoilenko:
Renewal theory for iterated perturbed random walks on a general branching process tree: Early generations. 45-67 - Offer Kella, Michel Mandjes:
From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity. 68-84 - Remco van der Hofstad, Stella Kapodistria, Zbigniew Palmowski, Seva Shneer:
Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes. 85-105 - Onno J. Boxma, David Perry, Wolfgang Stadje:
Stationary analysis of an (R, Q) inventory model with normal and emergency orders. 106-126 - Diego Hernández Bustos, Daniel Hernández-Hernández:
Portfolio management under drawdown constraint in discrete-time financial markets. 127-147 - Nikolai N. Leonenko, M. D. Ruiz-Medina:
Sojourn functionals for spatiotemporal Gaussian random fields with long memory. 148-165 - Gursharn Kaur, Neeraja Sahasrabudhe:
Interacting urns on a finite directed graph. 166-188 - André Goldman:
A note related to the CS decomposition and the BK inequality for discrete determinantal processes. 189-203 - John Armstrong, Tim King:
Anomalous recurrence of Markov chains on negatively curved manifolds. 204-222 - Federico Pianoforte, Riccardo Turin:
Multivariate Poisson and Poisson process approximations with applications to Bernoulli sums and -statistics. 223-240 - Mun-Chol Kim, Hun O, Ho-Jin Hwang:
Optimal stopping under g-Expectation with -integrable reward process. 241-252 - David A. Levin, Chandan Tankala:
Fast mixing of a randomized shift-register Markov chain. 253-266 - Mikhail Lifshits, Sergei Nikitin:
Large deviations of Poisson Telecom processes. 267-283 - Yilun Shang:
On connectivity and robustness of random graphs with inhomogeneity. 284-294 - Nannan Hao, Markus Heydenreich:
Graph distances in scale-free percolation: the logarithmic case. 295-313 - Takashi Owada:
Limit theory for U-statistics under geometric and topological constraints with rare events. 314-340 - Leonardo Videla:
A transport process on graphs and its limiting distributions. 341-357 - Keyi Zeng, Weiwei Zhuang, Taizhong Hu:
Dispersive orderings induced by differences of inter risk measures. 358-365 - Applied Probability Trust prizes 2022. 366
Volume 60, Number 2, June 2023
- Bojan Basrak, Nikolina Milincevic, Petra Zugec:
On extremes of random clusters and marked renewal cluster processes. 367-381 - Joachim Kerner, Maximilian Pechmann:
Bose-Einstein condensation for particles with repulsive short-range pair interactions in a Poisson random external potential in. 382-393 - Levent Ali Mengütürk:
Time-convergent random matrices from mean-field pinned interacting eigenvalues. 394-417 - Francis Comets, Mikhail Menshikov, Stanislav Volkov:
Generalizations of forest fires with ignition at the origin. 418-434 - Dirk-Philip Brandes, Imma Valentina Curato, Robert Stelzer:
Inheritance of strong mixing and weak dependence under renewal sampling. 435-451 - Anita Behme, Philipp Lukas Strietzel:
On moments of downward passage times for spectrally negative Lévy processes. 452-464 - Jianhai Bao, Jian Wang:
Exponential ergodicity for a class of Markov processes with interactions. 465-478 - Fabrizio Cinque:
Reflection principle for finite-velocity random motions. 479-492 - Alexander R. Watson:
A growth-fragmentation model connected to the ricocheted stable process. 493-503 - Davit Martirosyan, Victor Ohanyan:
On intersection probabilities of four lines inside a planar convex domain. 504-527 - Young Lee, Thorsten Rheinländer:
On the cumulant transforms for Hawkes processes. 528-541 - Simon Pojer, Stefan Thonhauser:
Ruin probabilities in a Markovian shot-noise environment. 542-556 - Onno J. Boxma, Michel Mandjes:
A decomposition for Lévy processes inspected at Poisson moments. 557-569 - Basile de Loynes:
Local limit theorem for a Markov additive process on with a null recurrent internal Markov chain. 570-588 - Ercan Sönmez:
On mixed fractional stochastic differential equations with discontinuous drift coefficient. 589-606 - Serik Sagitov:
Critical branching as a pure death process coming down from infinity. 607-628 - Tatiana Brailovskaya, Miklós Z. Rácz:
Tree trace reconstruction using subtraces. 629-641 - Balázs Gerencsér:
Analysis of a non-reversible Markov chain speedup by a single edge. 642-660 - Kristoffer J. Glover:
With or without replacement? Sampling uncertainty in Shepp's urn scheme. 661-675 - Bo Li, Guodong Pang:
On the splitting and aggregating of Hawkes processes. 676-692 - Ruhul Ali Khan, Dhrubasish Bhattacharyya, Murari Mitra:
On some properties of distributions possessing a bathtub-shaped failure rate average. 693-708 - Antonio Di Crescenzo, Alessandra Meoli:
Competing risks and shock models governed by a generalized bivariate Poisson process. 709-722
Volume 60, Number 3, September 2023
- John C. Saunders:
The number of K-tons in the coupon collector problem. 723-736 - Anyue Chen, Yong Chen, Wu-Jun Gao, Xiaohan Wu:
Sturm-Liouville theory and decay parameter for quadratic markov branching processes. 737-764 - Jana Reker:
Short-time behavior of solutions to Lévy-driven stochastic differential equations. 765-780 - Torkel Erhardsson:
Reciprocal properties of random fields on undirected graphs. 781-796 - Youzhou Zhou:
Transition density of an infinite-dimensional diffusion with the jack parameter. 797-811 - Shukai Chen, Zenghu Li:
Strong feller and ergodic properties of the (1+1)-affine process. 812-834 - Kiyoshi Inoue:
Exactly solvable urn models under random replacement schemes and their applications. 835-854 - Ian W. McKeague, Yvik Swan:
Stein's method and approximating the multidimensional quantum harmonic oscillator. 855-873 - Xiaoqing Liang, Virginia R. Young:
Optimal proportional reinsurance to maximize an insurer's exponential utility under unobservable drift. 874-894 - Frank G. Ball, Damian Clancy:
Asymptotic persistence time formulae for multitype birth-death processes. 895-920 - Loïc Hervé, James Ledoux:
Robustness of iterated function systems of Lipschitz maps. 921-944 - Yaakov Malinovsky, Yosef Rinott:
On Tournaments and negative dependence. 945-954 - Kengo Kamatani, Xiaolin Song:
Non-reversible guided Metropolis kernel. 955-981 - He Yi, Narayanaswamy Balakrishnan, Xiang Li:
On ordered system signature and its dynamic version for coherent systems with applications. 982-1002 - Stella Kapodistria, Mayank Saxena, Onno J. Boxma, Offer Kella:
Workload analysis of a two-queue fluid polling model. 1003-1030 - Sylvain Rubenthaler:
A central limit theorem for conservative fragmentation chains. 1031-1068 - Xiaoyu Lei:
An efficient method for generating a discrete uniform distribution using a biased random source. 1069-1078 - Jean Bertoin:
A model for an epidemic with contact tracing and cluster isolation, and a detection paradox. 1079-1095 - Neda Esmaeeli, Farkhondeh Alsadat Sajadi:
On the probability of rumour survival among sceptics. 1096-1111 - L. C. G. Rogers:
The Bruss-Robertson-Steele inequality. 1112-1114
Volume 60, Number 4, December 2023
- Guus Berkelmans, Sandjai Bhulai, Rob van der Mei, Joris Pries:
The Berkelmans-Pries dependency function: A generic measure of dependence between random variables. 1115-1135 - Fatemeh Asgari, Mohammad Hossein Alamatsaz:
Costa's concavity inequality for dependent variables based on the multivariate Gaussian copula. 1136-1156 - Brian Chao, Jason Schweinsberg:
A spatial mutation model with increasing mutation rates. 1157-1180 - Frank Den Hollander, Maarten Markering:
Breaking of ensemble equivalence for dense random graphs under a single constraint. 1181-1200 - Etienne Bellin:
Asymptotic behaviour of the first positions of uniform parking functions. 1201-1218 - Christopher Dörr, Martin Schlather:
Characterization theorems for pseudo cross-variograms. 1219-1231 - Krzysztof Bisewski:
Lower bound for the expected supremum of fractional brownian motion using coupling. 1232-1248 - Yaping Zhu:
A large deviation theorem for a supercritical super-Brownian motion with absorption. 1249-1274 - Denise Uwamariya, Xiangfeng Yang:
Large deviations of extremal eigenvalues of sample covariance matrices. 1275-1280 - Xiequan Fan, Qi-Man Shao:
Self-normalized Cramér moderate deviations for a supercritical Galton-Watson process. 1281-1292 - Matthieu Simon:
SIR epidemics driven by Feller processes. 1293-1316 - Yunus Emre Demirci, Ümit Islak, Alperen Özdemir:
Mixing time bounds for edge flipping on regular graphs. 1317-1332 - Abdolsaeed Toomaj, Majid Hashempour, Narayanaswamy Balakrishnan:
Extropy: Characterizations and dynamic versions. 1333-1351 - Carina Betken, Christoph Thäle:
Approaching the coupon collector's problem with group drawings via Stein's method. 1352-1366 - Cristian F. Coletti, Lucas Roberto de Lima, Alexander Hinsen, Benedikt Jahnel, Daniel Valesin:
Limiting shape for first-passage percolation models on random geometric graphs. 1367-1385 - Vincent Liang, Konstantin Borovkov:
On Markov chain approximations for computing boundary crossing probabilities of diffusion processes. 1386-1415 - Shigeo Shioda, Dai Kato:
Distribution of consensus in a broadcast-based consensus algorithm with random initial opinions. 1416-1438 - Alexandre Génadot:
Averaging for slow-fast piecewise deterministic Markov processes with an attractive boundary. 1439-1468 - Tien Cuong Phi, Eva Löcherbach, Patricia Reynaud-Bouret:
Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms. 1469-1500 - Baye Matar Kandji:
Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH models. 1501-1515 - Peter G. Taylor:
Daryl John Daley, 4 April 1939 - 16 April 2023 An internationally acclaimed researcher in applied probability and a gentleman of great kindness. 1516-1531 - George V. Moustakides, Xujun Liu, Olgica Milenkovic:
Optimal Stopping Methodology for the Secretary Problem with Random Queries - ADDENDUM. 1532
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