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Journal of Applied Probability, Volume 56
Volume 56, Number 1, March 2019
- Takashi Kamihigashi, John Stachurski
:
A unified stability theory for classical and monotone Markov chains. 1-22 - Ola Hössjer
A spatio-temporal point process model for particle growth. 23-38 - Friedrich Götze, Anna Gusakova, Dmitry Zaporozhets:
Random affine simplexes. 39-51 - Gérard Letac:
Is the Sibuya distribution a progeny? 52-56 - Angelos Dassios
Exact simulation of generalised Vervaat perpetuities. 57-75 - Thierry Klein, Agnès Lagnoux, Pierre Petit:
A conditional Berry-Esseen inequality. 76-90 - Paul Doukhan, Michael H. Neumann:
Absolute regularity of semi-contractive GARCH-type processes. 91-115 - Jose H. Blanchet
Exact sampling of the infinite horizon maximum of a random walk over a nonlinear boundary. 116-138 - Günter Last, Ryszard Szekli
On negative association of some finite point processes on general state spaces. 139-152 - Bo Henry Lindqvist, Francisco J. Samaniego, Nana Wang:
Preservation of the mean residual life order for coherent and mixed systems. 153-173 - Hongsheng Dai, Murray Pollock, Gareth O. Roberts:
Monte Carlo fusion. 174-191 - Harry Crane, Walter Dempsey:
Relational exchangeability. 192-208 - Anders Rønn-Nielsen, Eva Bjørn Vedel Jensen:
Central limit theorem for mean and variogram estimators in Lévy-based models. 209-222 - Aleksandr Beknazaryan
Cramér type moderate deviations for random fields. 223-245 - Nikolai Leonenko, Enrico Scalas
Limit theorems for the fractional nonhomogeneous Poisson process. 246-264 - Najmeddine Attia
On the multifractal analysis of the covering number on the Galton-Watson tree. 265-281 - Franco Flandoli, Marta Leocata:
A particle system approach to aggregation phenomena. 282-306 - Ronald W. Butler:
Asymptotic expansions and saddlepoint approximations using the analytic continuation of moment generating functions. 307-338
Volume 56, Number 2, June 2019
- François Baccelli, Antonio Sodre:
Renewal processes, population dynamics, and unimodular trees. 339-357 - Magdalena Szymkowiak
Measures of ageing tendency. 358-383 - Claudio Fontana, Markus Pelger, Eckhard Platen
On the existence of sure profits via flash strategies. 384-397 - Yiming Jiang, Shiyu Song, Yongjin Wang:
Some explicit results on one kind of sticky diffusion. 398-415 - István Fazekas, Csaba Noszály, Attila Perecsényi:
The N-star network evolution model. 416-440 - Bo Li, Nhat Linh Vu, Xiaowen Zhou:
Exit problems for general draw-down times of spectrally negative Lévy processes. 441-457 - Lasse Leskelä, Hoa Ngo:
First passage percolation on sparse random graphs with boundary weights. 458-471 - Matija Vidmar
First passage upwards for state-dependent-killed spectrally negative Lévy processes. 472-495 - Blanka Horvath
Asymptotic behaviour of randomised fractional volatility models. 496-523 - Inoue Yoshiaki:
Comparison results for M/G/1 queues with waiting and sojourn time deadlines. 524-532 - Zhishui Hu, Zheng Li, Qunqiang Feng
Accessibility percolation on random rooted labeled trees. 533-545 - Stefan Ankirchner, Christophette Blanchet-Scalliet, Nabil Kazi-Tani:
The De Vylder-Goovaerts conjecture holds within the diffusion limit. 546-557 - Christian Houdré, George Georgiev Kerchev:
On the rate of convergence for the length of the longest common subsequences in hidden Markov models. 558-573 - László Györfi, Norbert Henze, Harro Walk:
The limit distribution of the maximum probability nearest-neighbour ball. 574-589 - Ágnes Backhausz, Dávid Kunszenti-Kovács:
On the dense preferential attachment graph models and their graphon induced counterpart. 590-601 - Daryl J. Daley, Masakiyo Miyazawa:
A martingale view of Blackwell's renewal theorem and its extensions to a general counting process. 602-623 - Eddie Tu:
On association and other forms of positive dependence for Feller processes. 624-646
Volume 56, Number 3, September 2019
- Wasiur R. KhudaBukhsh
Approximate lumpability for Markovian agent-based models using local symmetries. 647-671 - Clara Stegehuis:
Degree correlations in scale-free random graph models. 672-700 - Christel Geiss, Antti Luoto, Paavo Salminen:
On first exit times and their means for Brownian bridges. 701-722 - Tak Kuen Siu
A martingale approach for asset allocation with derivative security and hidden economic risk. 723-749 - Vadim Shcherbakov
Boundary effect in competition processes. 750-768 - Giulio Iacobelli
Transient and slim versus recurrent and fat: Random walks and the trees they grow. 769-786 - Paolo Di Tella, Martin Haubold, Martin Keller-Ressel
Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation. 787-809 - János Flesch, Dries Vermeulen
On the equivalence of mixed and behavior strategies in finitely additive decision problems. 810-829 - Jose H. Blanchet
Robust Wasserstein profile inference and applications to machine learning. 830-857 - Michael Falk, Simone A. Padoan, Florian Wisheckel
Conditional tail independence in Archimedean copula models. 858-869 - Van Hao Can, Manh Hong Duong
Persistence probability of a random polynomial arising from evolutionary game theory. 870-890 - Sergey Bocharov, Li Wang:
Branching Brownian motion with spatially homogeneous and point-catalytic branching. 891-917 - Tiantian Mao, Bin Wang, Ruodu Wang:
Sums of standard uniform random variables. 918-936 - Nil Kamal Hazra, Maxim Finkelstein:
Comparing lifetimes of coherent systems with dependent components operating in random environments. 937-957
Volume 56, Number 4, December 2019
- Weinan Qi, Mahmoud Zarepour:
On resampling schemes for polytopes. 959-980 - Dorival Leão, Alberto Ohashi, Francesco Russo:
Discrete-type approximations for non-Markovian optimal stopping problems: Part I. 981-1005 - Nikita Ratanov
Piecewise deterministic processes following two alternating patterns. 1006-1019 - Rolf Schneider:
Interaction of Poisson hyperplane processes and convex bodies. 1020-1032 - Félix Belzunce, Carolina Martínez-Riquelme:
Bounds for the hazard rate and the reversed hazard rate of the convolution of dependent random lifetimes. 1033-1043 - Hansjörg Albrecher
Inhomogeneous phase-type distributions and heavy tails. 1044-1064 - Owen Dafydd Jones:
Runoff on rooted trees. 1065-1085 - Ekaterina T. Kolkovska, Ehyter M. Martín-González
The distribution and asympotic behaviour of the negative Wiener-Hopf factor for Lévy processes with rational positive jumps. 1086-1105 - Nicolas Privault
Moments of k-hop counts in the random-connection model. 1106-1121 - Dorottya Fekete, Joaquín Fontbona
Skeletal stochastic differential equations for continuous-state branching processes. 1122-1150 - Majid Asadi, Nader Ebrahimi, Ehsan S. Soofi:
The alpha-mixture of survival functions. 1151-1167 - François Portier
Monte Carlo integration with a growing number of control variates. 1168-1186 - Pierre Lenthe, Philip Weissmann:
Completely asymmetric stable processes conditioned to avoid an interval. 1187-1197 - Stewart N. Ethier, Jiyeon Lee
How strong can the Parrondo effect be? 1198-1216 - Natalia Soja-Kukiela
On maxima of stationary fields. 1217-1230 - Clarence Simard:
Martingale decomposition of an L2 space with nonlinear stochastic integrals. 1231-1243 - Pierre-Olivier Goffard
Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes. 1244-1268
- Omer Angel, Mark Holmes
Letter to the Editor. 1269-1270
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