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ORCIDJournal of Applied Probability, Volume 61
Volume 61, Number 1, March 2024
- JPR volume 61 issue 1 Cover and Back matter. 1-
- JPR volume 61 issue 1 Cover and Front matter. 1-
- Rishideep Roy
:
A branching random walk in the presence of a hard wall. 1-17 - Stephen B. Connor, Roberta Merli:
Optimal coupling of jumpy Brownian motion on the circle. 18-32 - Austin Brown, Galin L. Jones:
Exact convergence analysis for metropolis-hastings independence samplers in Wasserstein distances. 33-54 - Mario Lefebvre:
A first-passage-place problem for integrated diffusion processes. 55-67 - Rugang Ma, Xiaowen Zhou:
Explosion of continuous-state branching processes with competition in a Lévy environment. 68-81 - Naoki Kubota:
Differences between Lyapunov exponents for the simple random walk in Bernoulli potentials. 82-103 - Chen Li, Xiaohu Li:
On relevation redundancy to coherent systems at component and system levels. 104-120 - Zengjing Chen, Yiwei Lin, Jichen Zhang:
A confirmation of a conjecture on Feldman's two-armed bandit problem. 121-136 - Maria Deijfen, Remco van der Hofstad, Matteo Sfragara:
The winner takes it all but one. 137-152 - Marcello Galeotti, Giovanni Rabitti:
Tail variance allocation, Shapley value, and the majorization problem. 153-171 - Jialin Li, Ilya O. Ryzhov:
Moderate deviations inequalities for Gaussian process regression. 172-197 - Mikhail Lifshits, Gilles Mordant:
Extrema of a multinomial assignment process. 198-213 - Nils Heerten, Julia Krecklenberg, Christoph Thäle:
The proportion of triangles in a class of anisotropic Poisson line tessellations. 214-229 - Abhinav Natarajan, Willem van den Boom, Kristoforus Bryant Odang, Maria De Iorio:
On a wider class of prior distributions for graphical models. 230-243 - Oliver Johnson:
Information-theoretic convergence of extreme values to the Gumbel distribution. 244-254 - Gianmarco Bet, Fabio Coppini, Francesca Romana Nardi:
Weakly interacting oscillators on dense random graphs. 255-278 - Alexander Klump, Martin Kolb:
An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion. 279-300 - Erik Ekström, Ebba Mellquist:
Monotonicity of implied volatility for perpetual put options. 301-310 - Elie Cali, Alexander Hinsen, Benedikt Jahnel, Jean-Philippe Wary:
Chase-escape in dynamic device-to-device networks. 311-339 - Rolando Cavazos-Cadena, Hugo Cruz-Suárez, Raúl Montes-de-Oca:
Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller. 340-367 - Applied Probability Trust prizes 2023. 368
Volume 61, Number 2, 2024
- Stefan Ankirchner, Robert Hesse, Maike Klein:
On the joint survival probability of two collaborating firms. 369-384 - Sunmin Lee, Ji Oon Lee:
Phase transition for the generalized two-community stochastic block model. 385-400 - Mindaugas Bloznelis, Joona Karjalainen, Lasse Leskelä:
Normal and stable approximation to subgraph counts in superpositions of Bernoulli random graphs. 401-419 - Yan Dolinsky:
Duality theory for exponential utility-based hedging in the Almgren-Chriss model. 420-438 - He Yi, Narayanaswamy Balakrishnan, Xiang Li:
Reliability analyses of linear two-dimensional consecutive k-type systems. 439-464 - Haoyang Cao, Xin Guo:
Stochastic differential equation approximations of generative adversarial network training and its long-run behavior. 465-489 - Bo Li, Guodong Pang:
Heavy-traffic limits for parallel single-server queues with randomly split Hawkes arrival processes. 490-514 - Erik Ekström, Yuqiong Wang:
Stopping problems with an unknown state. 515-528 - Simone A. Padoan, Stefano Rizzelli:
Strong convergence of peaks over a threshold. 529-539 - Jinghai Shao:
Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes. 540-557 - Jorge Littin Curinao, Gerardo Corredor Rincón:
R-positivity and the existence of zero-temperature limits of Gibbs measures on nearest-neighbor matrices. 558-577 - George V. Moustakides, Xujun Liu, Olgica Milenkovic:
Optimal stopping methodology for the secretary problem with random queries. 578-602 - Shoou-Ren Hsiau, Yi-Ching Yao:
Stochastic ordering results on the duration of the gambler's ruin game. 603-621 - Yan-xia Ren, Renming Song, Rui Zhang:
Weak convergence of the extremes of branching Lévy processes with regularly varying tails. 622-643 - Mahdi Alimohammadi, Jorge Navarro:
Resolving an old problem on the preservation of the IFR property under the formation of -out-of- systems with discrete distributions. 644-653 - Andrea Ottolini, Raghavendra Tripathi:
Central limit theorem in complete feedback games. 654-666 - Roberto Cortez:
SIR model with social gatherings. 667-684 - Francesco Buono, Yong Deng, Maria Longobardi:
The unified extropy and its versions in classical and Dempster-Shafer theories. 685-696 - Servet Martínez, Werner Nagel:
Tessellation-valued processes that are generated by cell division. 697-715 - M. Khandakar, K. K. Kataria:
On a time-changed variant of the generalized counting process. 716-738 - Jorge Littin Curinao, Gerardo Corredor Rincón:
R-positivity and existence of zero-temperature limits of Gibbs measures on nearest neighbors matrices - CORRIGENDUM. 739
Volume 61, Number 3, 2024
- Xuekang Zhang, Huisheng Shu:
Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal. 741-754 - Georg Braun:
Boolean percolation on digraphs and random exchange processes. 755-766 - Jianping Yang, Weiwei Zhuang, Taizhong Hu:
Aging notions, stochastic orders, and expected utilities. 767-780 - Artem Logachov, Yuri M. Suhov, Nikita D. Vvedenskaya, Anatoly Yambartsev:
A large-deviation principle for birth-death processes with a linear rate of downward jumps. 781-801 - Henrik Bengtsson:
Characteristics of the switch process and geometric divisibility. 802-809 - Bernard Bercu, Michel Bonnefont, Adrien Richou:
Sharp large deviations and concentration inequalities for the number of descents in a random permutation. 810-833 - Félix Locas, Jean-François Renaud:
De Finetti's control problem with a concave bound on the control rate. 834-850 - Aymen Bouaziz:
Local convergence of critical Galton-Watson trees. 851-857 - Markus Bibinger:
Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise. 858-885 - Natalia Cardona-Tobón, Juan Carlos Pardo:
Speed of extinction for continuous-state branching processes in a weakly subcritical Lévy environment. 886-908 - Hui Jiang, Qihao Lin, Shaochen Wang:
An exponential nonuniform Berry-Esseen bound of the maximum likelihood estimator in a Jacobi process. 909-926 - Azam A. Imomov, Misliddin S. Murtazaev:
On the Kolmogorov constant explicit form in the theory of discrete-time stochastic branching systems. 927-941 - Panna Tímea Fekete, Roland Molontay, Balázs Ráth, Kitti Varga:
Color-avoiding percolation and branching processes. 942-966 - Remco van der Hofstad, Manish Pandey:
Connectivity of random graphs after centrality-based vertex removal. 967-998 - Carlo Marinelli:
On some semi-parametric estimates for European option prices. 999-1009 - Nguyen Duc Toan, Nguyen Thanh Dieu, Nguyen Huu Du, Le Ba Dung:
Continuous dependence of stationary distributions on parameters for stochastic predator-prey models. 1010-1028 - Andrei Sontag, Tim Rogers, Christian A. Yates:
Dynamics of information networks. 1029-1039 - Isaac Loh:
Approximation with ergodic processes and testability. 1040-1059 - Wenming Hong, Mingyang Sun:
Scaling limit of the local time of random walks conditioned to stay positive. 1060-1074 - Quirin Vogel, Yash Deshpande, Cedomir Stefanovic, Wolfgang Kellerer:
Analysis of -ary tree algorithms with successive interference cancellation. 1075-1105
Volume 61, Number 4, 2024
- Péter Kevei, Kata Kubatovics:
Branching processes in nearly degenerate varying environment. 1107-1126 - Aizelle Abelgas, Bryan Carrillo, John Palacios, David Weisbart, Adam M. Yassine:
Buffon's problem determines Gaussian curvature in three geometries. 1127-1138 - Qunqiang Feng, Shuai Guo, Zhishui Hu:
Average Jaccard index of random graphs. 1139-1152 - Rita Giuliano, Claudio Macci, Barbara Pacchiarotti:
Asymptotic results for sums and extremes. 1153-1171 - Shiyu Song, Guangli Xu:
Skew Ornstein-Uhlenbeck processes with sticky reflection and their applications to bond pricing. 1172-1195 - Takuji Arai, Yuto Imai:
A remark on exact simulation of tempered stable Ornstein-Uhlenbeck processes. 1196-1198 - Shigeo Shioda, Kana Nakano:
Inequalities between time and customer averages for HNB(W)UE arrival processes. 1199-1219 - Takuji Arai, Masahiko Takenaka:
Constrained optimal stopping under a regime-switching model. 1220-1239 - Stanislaw Cichomski, Adam Osekowski:
Coherent distributions on the square-extreme points and asymptotics. 1240-1262 - Ze-An Ng, You-Beng Koh, Tee-How Loo, Hailiang Yang:
Super-replication of life-contingent options under the Black-Scholes framework. 1263-1277 - Na Lin, Yuanyuan Liu:
Perturbation analysis for continuous-time Markov chains in a weak sense. 1278-1300 - Jianghao Li, Huanchao Zhou, Zhidong Bai, Jiang Hu:
The limiting spectral distribution of large random permutation matrices. 1301-1318 - Ming Cheng, Dimitrios G. Konstantinides, Dingcheng Wang:
Multivariate regularly varying insurance and financial risks in multidimensional risk models. 1319-1342 - Maria Deijfen, Riccardo Michielan:
Geometric random intersection graphs with general connection probabilities. 1343-1360 - James P. Hobert, Kshitij Khare:
Recurrence and transience of a Markov chain on $\mathbb Z$ + and evaluation of prior distributions for a Poisson mean. 1361-1379 - David Dereudre, Daniela Flimmel:
Non-hyperuniformity of Gibbs point processes with short-range interactions. 1380-1406 - Ferenc Fodor, Nicolás A. Montenegro Pinzón:
Series expansions for random disc-polygons in smooth plane convex bodies. 1407-1423 - François Dufour, Tomás Prieto-Rumeau:
Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces. 1424-1447 - Colin Desmarais:
Depths in random recursive metric spaces. 1448-1462 - Manon Costa, Pascal Maillard, Anthony Muraro:
(Almost) complete characterization of the stability of a discrete-time Hawkes process with inhibition and memory of length two. 1463-1484 - Ritik Soni, Ashok Kumar Pathak, Antonio Di Crescenzo, Alessandra Meoli:
Bivariate tempered space-fractional Poisson process and shock models. 1485-1501
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