Journal of Applied Probability, Volume 50 (original) (raw)

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Volume 50, Number 1, March 2013

Research Articles

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    Chris Sherlock:
    Optimal Scaling of the Random Walk Metropolis: General Criteria for the 0.234 Acceptance Rule. 1-15
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    Josh Reed, Amy R. Ward, Dongyuan Zhan:
    On the Generalized Drift Skorokhod Problem in One Dimension. 16-28
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    Alexandra Chronopoulou, Georgios Fellouris:
    Optimal Sequential Change Detection for Fractional Diffusion-Type Processes. 29-41
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    Giovanni Puccetti, Ludger Rüschendorf:
    Sharp Bounds for Sums of Dependent Risks. 42-53
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    Keisuke Matsumoto, Toshio Nakata:
    Limit Theorems for a Generalized Feller Game. 54-63
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    Denis Denisov, Vsevolod Shneer:
    Asymptotics for the First Passage Times of Lévy Processes and Random Walks. 64-84
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    Johan S. H. van Leeuwaarden, Kilian Raschel:
    Random Walks Reaching Against all Odds the other Side of the Quarter Plane. 85-102
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    Krzysztof Debicki, Iwona Sierpinska, Bert Zwart:
    Asymptotics of Hybrid Fluid Queues with Lévy Input. 103-113
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    Hanjun Zhang, Yixia Zhu:
    Domain of Attraction of the Quasistationary Distribution for Birth-and-Death Processes. 114-126
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    Bo Jiang, Jian Tan, Wei Wei, Ness B. Shroff, Don Towsley:
    Heavy Tails in Queueing Systems: Impact of Parallelism on Tail Performance. 127-150
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    Hendrik Baumann, Werner Sandmann:
    Computing Stationary Expectations in Level-Dependent QBD Processes. 151-165
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    Holger Fink, Claudia Klüppelberg, Martina Zähle:
    Conditional Distributions of Processes Related to Fractional Brownian Motion. 166-183
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    Déborah Ferré, Loïc Hervé, James Ledoux:
    Regular Perturbation of _V_-Geometrically Ergodic Markov Chains. 184-194
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    Bin Li, Qihe Tang, Xiaowen Zhou:
    A Time-Homogeneous Diffusion Model with Tax. 195-207
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    Amaury Lambert, Pieter Trapman:
    Splitting Trees Stopped when the First Clock Rings and Vervaat's Transformation. 208-227
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    Kevin Leckey, Ralph Neininger:
    Asymptotic Analysis of Hoppe Trees. 228-238
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    Shuhei Mano:
    Ancestral Graph with Bias in Gene Conversion. 239-255
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    Shuhei Mano:
    Duality Between the Two-Locus Wright-Fisher Diffusion Model and the Ancestral Process with Recombination. 256-271
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    Marco Burkschat, Jorge Navarro:
    Dynamic Signatures of Coherent Systems Based on Sequential Order Statistics. 272-287
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    Offer Kella, Wolfgang Stadje:
    Asymptotic Expected Number of Passages of a Random Walk Through an Interval. 288-294
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    Adam Metzler:
    The Laplace Transform of Hitting Times of Integrated Geometric Brownian Motion. 295-299
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    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

Research Articles

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    Zechun Hu, Bin Jiang:
    On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate. 309-322
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    Renaud Marty:
    From Hermite Polynomials to Multifractional Processes. 323-343
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    Young Lee, Thorsten Rheinländer:
    The Minimal Entropy Martingale Measure for Exponential Markov Chains. 344-358
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    Pierre Patie:
    Asian Options Under One-Sided Lévy Models. 359-373
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    Erik Ekström, Carl Lindberg:
    Optimal Closing of a Momentum Trade. 374-387
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    Xianyi Wu, Xian Zhou:
    Open Bandit Processes with Uncountable States and Time-Backward Effects. 388-402
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    Abba M. Krieger, Ester Samuel-Cahn:
    Generalized Bomber and Fighter Problems: Offline Optimal Allocation of a Discrete Asset. 403-418
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    Xiaonan Che, Angelos Dassios:
    Stochastic Boundary Crossing Probabilities for the Brownian Motion. 419-429
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    Lothar Breuer:
    The Resolvent and Expected Local Times for Markov-Modulated Brownian Motion with Phase-Dependent Termination Rates. 430-438
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    Offer Kella, Onno J. Boxma:
    Useful Martingales for Stochastic Storage Processes with Lévy-Type Input. 439-449
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    Antonio Di Crescenzo, Antonella Iuliano, Barbara Martinucci, Shelemyahu Zacks:
    Generalized Telegraph Process with Random Jumps. 450-463
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    Antonio Di Crescenzo, Esther Frostig, Franco Pellerey:
    Stochastic Comparisons of Symmetric Supermodular Functions of Heterogeneous Random Vectors. 464-474
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    Xiuying Feng, Shuhong Zhang, Xiaohu Li:
    A Note on the Mixture Representation of the Conditional Residual Lifetime of a Coherent System. 475-485
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    Giacomo Aletti, Andrea Ghiglietti, Anna Maria Paganoni:
    Randomly Reinforced Urn Designs with Prespecified Allocations. 486-498
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    Yunjiang Jiang, Weijun Xu:
    On the Number of Turns in Reduced Random Lattice Paths. 499-515
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    Qunqiang Feng, Zhishui Hu:
    Phase Changes in the Topological Indices of Scale-Free Trees. 516-532
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    Alexander Shapiro:
    Consistency of Sample Estimates of Risk Averse Stochastic Programs. 533-541
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    Rudolf Grübel, Pawel Hitczenko:
    Pruned Discrete Random Samples. 542-556
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    Michael Tehranchi:
    On the Uniqueness of Martingales with Certain Prescribed Marginals. 557-575
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    Jyy-I Hong:
    Coalescence in Subcritical Bellman-Harris Age-Dependent Branching Processes. 576-591
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    Yaozhong Hu, Chihoon Lee:
    Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time. 592-597
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    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

Research Articles

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    Jean Bertoin:
    Almost Giant Clusters for Percolation on Large Trees with Logarithmic Heights. 603-611
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    David Perry, Wolfgang Stadje, Shelemyahu Zacks:
    A Duality Approach to Queues with Service Restrictions and Storage Systems with State-Dependent Rates. 612-631
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    Brian H. Fralix, Johan S. H. van Leeuwaarden, Onno J. Boxma:
    Factorization Identities for Reflected Processes, with Applications. 632-653
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    James Hook:
    Critical Path Statistics of Max-Plus Linear Systems with Gaussian Noise. 654-670
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    Mats Pihlsgård, Peter W. Glynn:
    On the Dynamics of Semimartingales with Two Reflecting Barriers. 671-685
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    Angelos Dassios, Hongbiao Zhao:
    A Risk Model with Delayed Claims. 686-702
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    Ankush Agarwal, Santanu Dey, Sandeep Juneja:
    Efficient Simulation of Large Deviation Events for Sums of Random Vectors Using Saddle-Point Representations. 703-720
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    Jennie C. Hansen, Jerzy Jaworski:
    Predecessors and Successors in Random Mappings with Exchangeable In-Degrees. 721-740
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    Jochen Blath, Adrián González Casanova, Noemi Kurt, Dario Spanò:
    The Ancestral Process of Long-Range Seed Bank Models. 741-759
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    Lingjiong Zhu:
    Central Limit Theorem for Nonlinear Hawkes Processes. 760-771
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    Romain Abraham, Jean-François Delmas:
    A Construction of a β-Coalescent via the Pruning of Binary Trees. 772-790
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    Jean Bertoin:
    On Largest Offspring in a Critical Branching Process with Finite Variance. 791-800
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    Kai Du, Ariel David Neufeld:
    A Note on Asymptotic Exponential Arbitrage with Exponentially Decaying Failure Probability. 801-809
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    Ji Hwan Cha:
    On Stochastic Predictions of Failure Processes Under Population Heterogeneity. 810-826
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    Claude Lefèvre, Stéphane Loisel:
    On Multiply Monotone Distributions, Continuous or Discrete, with Applications. 827-847
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    Nitin Gupta:
    Stochastic Comparisons of Residual Lifetimes and Inactivity Times of Coherent Systems. 848-860
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    Justin Salez:
    Joint Distribution of Distances in Large Random Regular Networks. 861-870
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    Shaul K. Bar-Lev, Ernst Schulte-Geers, Wolfgang Stadje:
    Conditional Limit Theorems for the Terms of a Random Walk Revisited. 871-882
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    David Aristoff, Charles Radin:
    Emergent Structures in Large Networks. 883-888
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    William Garner, Dimitris N. Politis:
    The Correct Asymptotic Variance for the Sample Mean of a Homogeneous Poisson Marked Point Process. 889-892
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    Krishna B. Athreya, Jyy-I Hong:
    An Application of the Coalescence Theory to Branching Random Walks. 893-899
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    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

Research Articles

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    Mariya Bondareva:
    Nondecreasing Lower Bound on the Poisson Cumulative Distribution Function for z Standard Deviations Above the Mean. 909-917
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    Marie-Anne Guerry:
    On the Embedding Problem for Discrete-Time Markov Chains. 918-930
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    Takayuki Fujii:
    Nonparametric Estimation for a Class of Piecewise-Deterministic Markov Processes. 931-942
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    Guan-Yu Chen, Laurent Saloff-Coste:
    Comparison of Cutoffs Between Lazy Walks and Markovian Semigroups. 943-959
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    Konstantin Avrachenkov, Alexey B. Piunovskiy, Yi Zhang:
    Markov Processes with Restart. 960-968
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    Thomas Mikosch, Gennady Samorodnitsky, Laleh Tafakori:
    Fractional Moments of Solutions to Stochastic Recurrence Equations. 969-982
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    Holger Fink:
    Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk. 983-1005
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    Feng Chen, Peter Hall:
    Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling. 1006-1024
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    Nicole Bäuerle, Zejing Li:
    Optimal Portfolios for Financial Markets with Wishart Volatility. 1025-1043
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    Nafna Blanghaps, Yuval Nov, Gideon Weiss:
    Sojourn Time Estimation in an M/G/∞ Queue with Partial Information. 1044-1056
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    Sophie Mercier, I. T. Castro:
    On the Modelling of Imperfect Repairs for a Continuously Monitored Gamma Wear Process Through Age Reduction. 1057-1076
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    Predrag R. Jelenkovic, Mariana Olvera-Cravioto:
    Convergence Rates in the Implicit Renewal Theorem on Trees. 1077-1088
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    Tung-Lung Wu, Joseph Glaz, James C. Fu:
    Discrete, Continuous and Conditional Multiple Window Scan Statistics. 1089-1101
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    Daniel Wei-Chung Miao:
    Analysis of the Discrete Ornstein-Uhlenbeck Process Caused by the Tick Size Effect. 1102-1116
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    Stephen Connor:
    Optimal Coadapted Coupling for a Random Walk on the Hyper-Complete Graph. 1117-1130
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    Johannes Kugler, Vitali Wachtel:
    Upper Bounds for the Maximum of a Random Walk with Negative Drift. 1131-1146
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    Frank Ball, David Sirl:
    Acquaintance Vaccination in an Epidemic on a Random Graph with Specified Degree Distribution. 1147-1168
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    May-Ru Chen, Markus Kuba:
    On Generalized Pólya Urn Models. 1169-1186
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    Larry Goldstein, Gesine Reinert:
    Stein's Method for the Beta Distribution and the Pólya-Eggenberger Urn. 1187-1205
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    Lars Holst:
    Probabilistic Proofs of Euler Identities. 1206-1212

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