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ORCIDJournal of Applied Probability, Volume 58
Volume 58, Number 1, March 2021
- Harto Saarinen, Jukka Lempa:
Ergodic control of diffusions with random intervention times. 1-21 - Fabian A. Harang
, Marc Lagunas-Merino, Salvador Ortiz-Latorre:
Self-exciting multifractional processes. 22-41 - Mads Stehr, Anders Rønn-Nielsen:
Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure. 42-67 - Jean-Renaud Pycke:
On a generalization of the Rényi-Srivastava characterization of the Poisson law. 68-82 - Oren Mangoubi, Natesh S. Pillai, Aaron Smith:
Simple conditions for metastability of continuous Markov chains. 83-105 - Joseba Dalmau, Michele Salvi:
Scale-free percolation in continuous space: quenched degree and clustering coefficient. 106-127 - Hélène Leman, Juan Carlos Pardo:
Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment. 128-139 - Zeina Al Masry, Sophie Mercier, Ghislain Verdier:
Stochastic comparisons and ageing properties of an extended gamma process. 140-163 - Benedikt Köpfer, Ludger Rüschendorf:
The martingale comparison method for Markov processes. 164-176 - Servet Martínez:
Entropy of killed-resurrected stationary Markov chains. 177-196 - Jörn Sass, Dorothee Westphal, Ralf Wunderlich:
Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift. 197-216 - Denis Denisov, Elena Perfilev, Vitali Wachtel:
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. 217-237 - Yonghua Mao, Tao Wang:
Lyapunov-type conditions for non-strong ergodicity of Markov processes. 238-253 - Andreas E. Kyprianou, Juan Carlos Pardo, Matija Vidmar:
Double hypergeometric Lévy processes and self-similarity. 254-273 - Konstantin Borovkov:
Gaussian process approximations for multicolor Pólya urn models. 274-286
Volume 58, Number 2, June 2021
- Ruhul Ali Khan, Dhrubasish Bhattacharyya, Murari Mitra:
On classes of life distributions based on the mean time to failure function. 289-313 - Man-Wai Ho, Lancelot F. James, John W. Lau:
Gibbs partitions, Riemann-Liouville fractional operators, Mittag-Leffler functions, and fragmentations derived from stable subordinators. 314-334 - Mackenzie Simper:
Random additions in urns of integers. 335-346 - Yan Qu, Angelos Dassios, Hongbiao Zhao:
Exact simulation of Ornstein-Uhlenbeck tempered stable processes. 347-371 - H. M. Jansen:
Weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain. 372-393 - Yves Mocquard, Frédérique Robin, Bruno Sericola, Emmanuelle Anceaume:
Stochastic analysis of average-based distributed algorithms. 394-410 - Krzysztof Bisewski, Krzysztof Debicki, Michel Mandjes:
Bounds for expected supremum of fractional Brownian motion with drift. 411-427 - Thirupathaiah Vasantam, Ravi R. Mazumdar:
Sensitivity of mean-field fluctuations in Erlang loss models with randomized routing. 428-448 - Pascal Moyal, Ana Busic, Jean Mairesse:
A product form for the general stochastic matching model. 449-468 - Jesper Møller, Eliza O'Reilly:
Couplings for determinantal point processes and their reduced Palm distributions with a view to quantifying repulsiveness. 469-483 - Kerry W. Fendick, Ward Whitt:
Queues with path-dependent arrival processes. 484-504 - Zhenzhong Zhang, Jinying Tong, Qingting Meng, You Liang:
Population dynamics driven by truncated stable processes with Markovian switching. 505-522 - Xin Guo, Yonghui Huang:
Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates. 523-550 - Chuancun Yin:
Stochastic orderings of multivariate elliptical distributions. 551-568
Volume 58, Number 3, September 2021
- JPR volume 58 issue 3 Cover and Back matter. 1-
- JPR volume 58 issue 3 Cover and Front matter. 1-
- Rafal Kulik, Evgeny Spodarev:
Long range dependence of heavy-tailed random functions. 569-593 - Mika Meitz, Pentti Saikkonen:
Subgeometric ergodicity and β-mixing. 594-608 - Marcello Galeotti, Giovanni Rabitti:
On the comparison of Shapley values for variance and standard deviation games. 609-620 - Serkan Eryilmaz, Fatih Tank:
Computing minimal signature of coherent systems through matrix-geometric distributions. 621-636 - Eric Foxall:
Extinction time of the logistic process. 637-676 - Gaoran Yu, John C. Wierman:
An upper bound for the bond percolation threshold of the cubic lattice by a growth process approach. 677-692 - Hui Jiang, Qingshan Yang:
Asymptotic behavior of the weak approximation to a class of Gaussian processes. 693-707 - Shoou-Ren Hsiau, May-Ru Chen, Yi-Ching Yao:
Stochastic ordering for birth-death processes with killing. 708-720 - Guusje Delsing, Michel Mandjes:
A transient Cramér-Lundberg model with applications to credit risk. 721-745 - François Baccelli, Sriram Vishwanath, Jae Oh Woo:
On the steady state of continuous-time stochastic opinion dynamics with power-law confidence. 746-772 - Jaakko Lehtomaa:
Estimating tails of independently stopped random walks using concave approximations of hazard functions. 773-793 - Ebrahim Amini-Seresht, Narayanaswamy Balakrishnan:
Stochastic properties of generalized finite mixture models with dependent components. 794-804 - Allan Gut, Ulrich Stadtmüller:
Variations of the elephant random walk. 805-829 - Miguel González, Manuel Molina, Ines del Puerto, Nikolay M. Yanev, George P. Yanev:
Controlled branching processes with continuous time. 830-848 - Stefan Gerhold, Antoine Jacquier, Mikko S. Pakkanen, Henry Stone, Thomas Wagenhofer:
Pathwise large deviations for the rough Bergomi model: Corrigendum. 849-850
Volume 58, Number 4, December 2021
- JPR volume 58 issue 4 Cover and Back matter. 1-
- JPR volume 58 issue 4 Cover and Front matter. 1-
- Xiao Fang, Han L. Gan, Susan P. Holmes, Haiyan Huang, Erol Peköz, Adrian Röllin, Wenpin Tang:
Arcsine laws for random walks generated from random permutations with applications to genomics. 851-867 - Boris Buchmann, Kevin W. Lu:
Necessity of weak subordination for some strongly subordinated Lévy processes. 868-879 - Qi-Ming He:
Bounds on the mean and squared coefficient of variation of phase-type distributions. 880-889 - Caio Teodoro De Magalhaes Alves, Rodrigo Ribeiro, Rémy Sanchis:
Clustering in preferential attachment random graphs with edge-step. 890-908 - Gergely Ódor, Patrick Thiran:
Sequential metric dimension for random graphs. 909-951 - François Baccelli, Sanket S. Kalamkar:
On point processes defined by angular conditions on Delaunay neighbors in the Poisson-Voronoi Tessellation. 952-965 - Judith Schilling, Norbert Henze:
Two poisson limit theorems for the coupon collector's problem with group drawings. 966-977 - Martin Möhle:
A restaurant process with cocktail bar and relations to the three-parameter Mittag-Leffler distribution. 978-1006 - Landy Rabehasaina, Jae-Kyung Woo:
Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration. 1007-1042 - Laurent Miclo, Stéphane Villeneuve:
On the forward algorithm for stopping problems on continuous-time Markov chains. 1043-1063 - Yiying Zhang:
On transform orders for largest claim amounts. 1064-1085 - Larbi Alili, David Woodford:
On the finiteness and tails of perpetuities under a Lamperti-Kiu MAP. 1086-1113 - Martin Singull, Denise Uwamariya, Xiangfeng Yang:
Large-deviation asymptotics of condition numbers of random matrices. 1114-1130 - Florin Avram, Bin Li, Shu Li:
General drawdown of general tax model in a time-homogeneous Markov framework. 1131-1151 - Rongfang Yan, Jiandong Zhang, Yiying Zhang:
Optimal allocation of relevations in coherent systems. 1152-1169
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