Advances in Applied Probability (Project Euclid)

Advances in Applied Probability, Volume 40, Number 1 (2008)

Mon, 23 Jun 2008 11:28 EDT

Contents:

David J. Aldous, Wilfrid S. Kendall. Short-length routes in low-cost networks via Poisson line patterns. 1--21.

Jennie C. Hansen, Eric Schmutz, Li Sheng. Covering random points in a unit disk. 22--30.

Markus Kiderlen. Estimation of the mean normal measure from flat sections. 31--48.

Joseph Mecke, Werner Nagel, Viola Weiss. The iteration of random tessellations and a construction of a homogeneous process of cell divisions. 49--59.

Bernardo D'Auria, Sidney I. Resnick. The Influence of dependence on data network models. 60--94.

Junping Li, Anyue Chen. Decay property of stopped Markovian bulk-arriving queues. 95--121.

A. J. E. M. Janssen, J. S. H. van Leeuwaarden, B. Zwart. Gaussian expansions and bounds for the Poisson distribution applied to the Erlang B formula. 122--143.

Elisa Alòs, Christian-Oliver Ewald. Malliavin differentiability of the Heston volatility and applications to option pricing. 144--162.

Shek-Keung Tony Wong. The generalized perpetual American exchange-option problem. 163--182.

Jennie C. Hansen, Jerzy Jaworski. Local properties of random mappings with exchangeable in-degrees. 183--205.

Alex Iksanov, Martin Möhle. On the number of jumps of random walks with a barrier. 206--228.

Elizabeth S. Allman, Cécile Ané, John A. Rhodes. Identifiability of a Markovian model of molecular evolution with Gamma-distributed rates. 229--249.

Santanu Chakraborty, Jose Alfredo López-Mimbela. Nonexplosion of a class of semilinear equations via branching particle representations. 250--272.

Bruno Casella, Gareth O. Roberts. Exact Monte Carlo simulation of killed diffusions. 273--291.

Advances in Applied Probability, Volume 40, Number 2 (2008)

Tue, 01 Jul 2008 18:12 EDT

Contents:

Charles Bordenave, Giovanni Luca Torrisi. Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications. 293--320.

Jesper Møller, Kateřina Helisová. Power diagrams and interaction processes for unions of discs. 321--347.

Beatriz Pateiro-López, Alberto Rodríguez-Casal. Length and surface area estimation under smoothness restrictions. 348--358.

C. Charalambous, J. C. Gittins. Optimal selection policies for a sequence of candidate drugs. 359--376.

Savas Dayanik, Warren Powell, Kazutoshi Yamazaki. Index policies for discounted bandit problems with availability constraints. 377--400.

Christoph Frei, Martin Schweizer. Exponential utility indifference valuation in two Brownian settings with stochastic correlation. 401--423.

Lucia Caramellino, Barbara Pacchiarotti. Large deviation estimates of the crossing probability for pinned Gaussian processes. 424--453.

Ivan Gentil, Bruno Rémillard. Using systematic sampling selection for Monte Carlo solutions of Feynman-Kac equations. 454--472.

Robert C. Griffiths, Paul A. Jenkins, Yun S. Song. Importance sampling and the two-locus model with subdivided population structure. 473--500.

Jonathan Touboul, Olivier Faugeras. A characterization of the first hitting time of double integral processes to curved boundaries. 501--528.

Francisco J. Piera, Ravi R. Mazumdar, Fabrice M. Guillemin. Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections. 529--547.

David Gamarnik, Petar Momčilović. Steady-state analysis of a multiserver queue in the Halfin-Whitt regime. 548--577.

Nicole Bäuerle, Rudolf Grübel. Multivariate risk processes with interacting intensities. 578--601.

Advances in Applied Probability, Volume 40, Number 3 (2008)

Wed, 01 Oct 2008 09:37 EDT

Contents:

Gunnar Hellmund, Michaela Prokešová, Eva B. Vedel Jensen. Lévy-based Cox point processes. 603--629.

Claudia Lautensack, Sergei Zuyev. Random Laguerre tessellations. 630--650.

Dominic Schuhmacher, Aihua Xia. A new metric between distributions of point processes. 651--672.

Takashi Tamura. Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs. 673--695.

Matthias Degen, Paul Embrechts. EVT-based estimation of risk capital and convergence of high quantiles. 696--715.

Hyun Suk Park, Ross Maller. Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes. 716--733.

Adam Bobrowski. Asymptotic behavior of a Feller evolution family involved in the Fisher-Wright model. 734--758.

Xin Qi. A functional central limit theorem for spatial birth and death processes. 759--797.

Erik Broman, Ronald Meester. Survival of inhomogeneous Galton-Watson processes. 798--814.

K. Borovkov, G. Last. On level crossings for a general class of piecewise-deterministic Markov processes. 815--834.

Eunju Sohn, Charles Knessl. The distribution of wasted spaces in the M/M/∞ queue with ranked servers. 835--855.

Charles Knessl, Diego Ernesto Dominici. Asymptotic analysis of a fluid model modulated by an M/M/1 queue. 856--881.

David Vere-Jones. A limit theorem with application to Båth's law in seismology. 882--896.

Hongsheng Dai. Perfect sampling methods for random forests. 897--917.

Advances in Applied Probability, Volume 40, Number 4 (2008)

Wed, 07 Jan 2009 09:56 EST

Contents:

Kasra Alishahi, Mohsen Sharifitabar. Volume degeneracy of the typical cell and the chord length distribution for Poisson-Voronoi tessellations in high dimensions. 919--938.

Rama Cont, Emily Tanimura. Small-world graphs: characterization and alternative constructions. 939--965.

Archis Ghate. Decentralized search on spheres using small-world Markov chains: expected hitting times and structural properties. 966--978.

Kari Heine, Dan Crisan. Uniform approximations of discrete-time filters. 979--1001.

John K. Mcsweeney, Boris G. Pittel. Expected coalescence time for a nonuniform allocation process. 1002--1032.

José A. Adell, José M. Anoz, Alberto Lekuona. Exact values and sharp estimates for the total variation distance between binomial and Poisson distributions. 1033--1047.

Anne Fey, Remco van der Hofstad, Marten J. Klok. Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems. 1048--1071.

Takis Konstantopoulos, Andreas E. Kyprianou, Paavo Salminen, Marina Sirviö. Analysis of stochastic fluid queues driven by local-time processes. 1072--1103.

J. Blanchet, J. C. Liu. State-dependent importance sampling for regularly varying random walks. 1104--1128.

V. V. Anh, Nikolai N. Leonenko, Narn-Rueih Shieh. Multifractality of products of geometric Ornstein-Uhlenbeck-type processes. 1129--1156.

Winfried K. Grassmann, Javad Tavakoli. Stochastic and substochastic solutions for infinite-state Markov chains with applications to matrix-analytic methods. 1157--1173.

Lorens A. Imhof. Multiple-trial conflicts and stochastic evolutionary game dynamics. 1174--1197.

Donatas Surgailis. A quadratic ARCH(∞) model {with long memory and Lévy stable behavior of squares. 1198--1222.

Yaming Yu. On an inequality of Karlin and Rinott concerning weighted sums of i.i.d. random variables. 1223--1226.

Advances in Applied Probability, Volume 41, Number 1 (2009)

Tue, 21 Apr 2009 09:14 EDT

Contents:

Paul Balister, Béla Bollobás, Amites Sarkar, Mark Walters. A critical constant for the k nearest-neighbour model. 001--012.

Zakhar Kabluchko, Evgeny Spodarev. Scan statistics of lévy noises and marked empirical processes. 013--037.

Nathan Shank. Nearest-neighbor graphs on the Cantor set. 038--062.

G. N. Milstein, M. V. Tretyakov. Monte Carlo methods for backward equations in nonlinear filtering. 63--100.

Jean-François Chassagneux. A Discrete-time approximation for doubly reflected BSDEs. 101--130.

F. Thomas Bruss, Guy Louchard. The Odds algorithm based on sequential updating and its performance. 131--153.

Hsiao-Chi Chen, Yunshyong Chow. Evolutionary prisoner's dilemma games with one-dimensional local interaction and imitation. 154--176.

R. Bekker, O. J. Boxma, J. A. C. Resing. Lévy processes with adaptable exponent. 117--205.

C. C. Heyde, Dingcheng Wang. Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims. 206--224.

Serik Sagitov, Maria Conceição Serra. Multitype Bienaymé--Galton--Watson processes escaping extinction. 225--246.

Maude Gathy, Claude Lefèvre. From damage models to sir epidemics and cascading failures. 247--269.

Hua Zhou, Kenneth Lange. Composition Markov chains of multinomial type. 270--291.

James C. Fu, Brad C. Johnson. Approximate probabilities for runs and patterns in i.i.d. and Markov-dependent multistate trials. 292--308.

J. Touboul, O. Faugeras. Correction: A characterization of the first hitting time of double integral processes to curved boundaries. 309--309.

Advances in Applied Probability, Volume 41, Number 2 (2009)

Mon, 06 Jul 2009 09:24 EDT

Contents:

Inés Armendáriz, Antonio Cuevas, Ricardo Fraiman. Nonparametric estimation of boundary measures and related functionals: asymptotic results. 311--322.

Paul Balister, Béla Bollobás, Mark Walters. Random transceiver networks. 323--343.

J. Díaz, D. Mitsche, X. Pérez-Giménez. On the probability of the existence of fixed-size components in random geometric graphs. 344--357.

H. S. Harutyunyan, V. K. Ohanyan. The chord length distribution function for regular polygons. 358--366.

Shai Covo. One-dimensional distributions of subordinators with upper truncated Lévy measure, and applications. 367--392.

Vicky Fasen, Gennady Samorodnitsky. A fluid cluster Poisson input process can look like a fractional Brownian motion even in the slow growth aggregation regime. 393--427.

Claudia Brachner, Vicky Fasen, Alexander Lindner. Extremes of autoregressive threshold processes. 428--451.

Brice Franke, Tatsuhiko Saigo. The extremes of random walks in random sceneries. 452--468.

Zhaolei Cui, Yuebao Wang, Kaiyong Wang. Asymptotics for the moments of the overshoot and undershoot of a random walk. 469--494.

Jun Cai, Runhuan Feng, Gordon E. Willmot. On the expectation of total discounted operating costs up to default and its applications. 495--522.

Valeri T. Stefanov, Frank Ball. Reward distributions associated with some block tridiagonal transition matrices with applications to identity by descent. 523--545.

Yusik Kim, Rhonda Righter, Ronald Wolff. Job replication on multiserver systems. 546--575.

Yuqiang Li. The speed of extinction for some generalized Jiřina processes. 576--599.

Philippe Robert, Florian Simatos. Occupancy schemes associated to Yule processes. 600--622.

Advances in Applied Probability, Volume 41, Number 3 (2009)

Fri, 18 Sep 2009 09:38 EDT

Contents:

Błaszczyszyn Bartłomiej, Yogeshwaran D.. Directionally convex ordering of random measures, shot noise fields, and some applications to wireless communications. 623--646.

Chan Hock Peng. Maxima of moving sums in a Poisson random field. 647--663.

Dereudre David. The existence of quermass-interaction processes for nonlocally stable interaction and nonbounded convex grains. 664--681.

Schneider Rolf. Weighted faces of Poisson hyperplane tessellations. 682--694.

Caldentey René, Kaplan Edward H., Weiss Gideon. FCFS infinite bipartite matching of servers and customers. 695--730.

Leocard Stephanie. Selective sweep and the size of the hitchhiking set. 731--764.

Ball Frank, Sirl David, Trapman Pieter. Threshold behaviour and final outcome of an epidemic on a random network with household structure. 765--796.

Mitra Abhimanyu, Resnick Sidney I.. Aggregation of rapidly varying risks and asymptotic independence. 797--828.

Aletti Giacomo, May Caterina, Secchi Piercesare. A central limit theorem, and related results, for a two-color randomly reinforced urn. 829--844.

Bryc Wlodek, Minda David, Sethuraman Sunder. Large deviations for the leaves in some random trees. 845--873.

Alparslan UğuR Tuncay. Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes. 874--892.

Márquez-Carreras David. Generalized fractional kinetic equations: another point of view. 893--910.

Advances in Applied Probability, Volume 41, Number 4 (2009)

Thu, 24 Dec 2009 10:47 EST

Contents:

Volker Baumstark, Günter Last. Gamma distributions for stationary Poisson flat processes. 911--939.

Pierre Calka, Julien Michel, Katy Paroux. Refined convergence for the Boolean model. 940--957.

Mark L. Huber, Robert L. Wolpert. Likelihood-based inference for Matérn type-III repulsive point processes. 958--977.

Mathew D. Penrose, Vadim Shcherbakov. Maximum likelihood estimation for cooperative sequential adsorption. 978--1001.

Richard Cowan, R. E. Miles. Letter to the Editor: Convex hulls on a hemisphere. 1002--1004.

Mark Fackrell. An alternative characterization for matrix exponential distributions. 1005--1022.

Robb Koether, Marcus Pendergrass, John Osoinach. The lying oracle game with a biased coin. 1023--1040.

Abba M. Krieger, Ester Samuel-Cahn. The secretary problem of minimizing the expected rank: a simple suboptimal approach with generalizations. 1041--1058.

Vincent Bansaye. Cell contamination and branching processes in a random environment with immigration. 1059--1081.

F. FREUND, M. MÖHLE. On the number of allelic types for samples taken from exchangeable coalescents with mutation. 1082--1101.

Marina Axelson-Fisk, Olle Häggström. Conditional percolation on one-dimensional lattices. 1102--1122.

Luc Devroye, Joachim Gudmundsson, Pat Morin. On the expected maximum degree of Gabriel and Yao graphs. 1123--1140.

A. A. BOROVKOV. Insurance with borrowing: first- and second-order approximations. 1141--1160.

José E. Figueroa-López. Nonparametric estimation of time-changed Lévy models under high-frequency data. 1161--1188.

Vitali Wachtel. Transition phenomena for ladder epochs of random walks with small negative drift. 1189--1214.

Advances in Applied Probability, Volume 42, Number 1 (2010)

Fri, 26 Mar 2010 09:46 EDT

Contents:

Paul Balister, Béla Bollobás, Amites Sarkar, Mark Walters. Sentry selection in wireless networks. 1--25.

Richard Cowan. New classes of random tessellations arising from iterative division of cells. 26--47.

L. Muche. Contact and chord length distribution functions of the Poisson-Voronoi tessellation in high dimensions. 48--68.

Terry Soo. Translation-equivariant matchings of coin flips on Z d. 69--82.

Jan Kallsen, Arnd Pauwels. Variance-optimal hedging in general affine stochastic volatility models. 83--105.

Mariana Olvera-Cravioto. On the distribution of the nearly unstable AR(1) process with heavy tails. 106--136.

Wei Biao Wu, Yinxiao Huang, Wei Zheng. Covariances estimation for long-memory processes. 137--157.

Kurt Helmes, Richard H. Stockbridge. Construction of the value function and optimal rules in optimal stopping of one-dimensional diffusions. 158--182.

Arka P. Ghosh, Alexander Roitershtein, Ananda Weerasinghe. Optimal control of a stochastic processing system driven by a fractional Brownian motion input. 183--209.

P. G. Taylor, B. Van Houdt. On the dual relationship between Markov chains of GI/M/1 and M/G/1 type. 210--225.

Adam L. Kinnison, Peter Mörters. Simultaneous multifractal analysis of the branching and visibility measure on a Galton-Watson tree. 226--245.

Andreas Brandt, Manfred Brandt. Insensitive bounds for the moments of the sojourn times in M/GI systems under state-dependent processor sharing. 246--267.

O. Hryniv, M. Menshikov. Long-time behaviour in a model of microtubule growth. 268--291.

Advances in Applied Probability, Volume 42, Number 2 (2010)

Fri, 28 May 2010 10:01 EDT

Contents:

Robert J. Adler, Gennady Samorodnitsky, Jonathan E. Taylor. Excursion sets of three classes of stable random fields. 293--318.

Jonathan Jordan. Degree sequences of geometric preferential attachment graphs. 319--330.

H. Le, D. Barden. On the induced distribution of the shape of the projection of a randomly rotated configuration. 331--346.

Jesper Møller, Frederic Paik Schoenberg. Thinning spatial point processes into Poisson processes. 347--358.

Yi-Ching Yao. On variances of partial volumes of the typical cell of a Poisson-Voronoi tessellation and large-dimensional volume degeneracy. 359--370.

Anna Rusinek. Mean reversion for HJMM forward rate models. 371--391.

Achim Klenke, Lutz Mattner. Stochastic ordering of classical discrete distributions. 392--410.

Guus Balkema, Natalia Nolde. Asymptotic independence for unimodal densities. 411--432.

Federico Bassetti, Irene Crimaldi, Fabrizio Leisen. Conditionally identically distributed species sampling sequences. 433--459.

Anthony G. Pakes. Critical Markov branching process limit theorems allowing infinite variance. 460--488.

G. Lindgren. Slope distribution in front-back asymmetric stochastic lagrange time waves. 489--508.

Donata Puplinskaitė, Donatas Surgailis. Aggregation of a random-coefficient AR(1) process with infinite variance and idiosyncratic innovations. 509--527.

D. A. Croydon. Scaling limits for simple random walks on random ordered graph trees. 528--558.

Emilio De Santis, Fabrizio Grandoni, Alessandro Panconesi. Low degree connectivity of ad-hoc networks via percolation. 559--576.

Yana Volkovich, Nelly Litvak. Asymptotic analysis for personalized Web search. 577--604.

Advances in Applied Probability, Volume 42, Number 3 (2010)

Fri, 27 Aug 2010 11:48 EDT

Contents:

I. Bárány, F. Fodor, V. Vígh. Intrinsic volumes of inscribed random polytopes in smooth convex bodies. 605--619.

Y. Davydov, A. Nagaev, A. Philippe. On the peeling procedure applied to a Poisson point process. 620--630.

Bhupender Gupta, Srikanth K. Iyer. Criticality of the exponential rate of decay for the largest nearest-neighbor link in random geometric graphs. 631--658.

Mathew D. Penrose, Andrew R. Wade. Limit theorems for random spatial drainage networks. 659--688.

Lijun Bo, Yongjin Wang, Xuewei Yang. An optimal portfolio problem in a defaultable market. 689--705.

Shankar Bhamidi, Remco van der Hofstad, Gerard Hooghiemstra. Extreme value theory, Poisson-Dirichlet distributions, and first passage percolation on random networks. 706--738.

Shoou-Ren Hsiau. Selecting the last consecutive record in a record process. 739--760.

K. Pakdaman, M. Thieullen, G. Wainrib. Fluid limit theorems for stochastic hybrid systems with application to neuron models. 761--794.

Jay Bartroff, Larry Goldstein, Yosef Rinott, Ester Samuel-Cahn. On optimal allocation of a continuous resource using an iterative approach and total positivity. 795--815.

Takayuki Osogami. A fluid limit for a cache algorithm with general request processes. 816--833.

Lasse Leskelä, Philippe Robert, Florian Simatos. Interacting branching processes and linear file-sharing networks. 834--854.

Yizao Wang, Stilian A. Stoev. On the structure and representations of max-stable processes. 855--877.

Samuel N. Cohen, Robert J. Elliott, Charles E. M. Pearce. A general comparison theorem for backward stochastic differential equations. 878--898.

Lamia Belhadji, Daniela Bertacchi, Fabio Zucca. A self-regulating and patch subdivided population. 899--912.

Advances in Applied Probability, Volume 42, Number 4 (2010)

Thu, 23 Dec 2010 09:06 EST

Contents:

Tomasz Schreiber, Christoph Thäle. Second-order properties and central limit theory for the vertex process of iteration infinitely divisible and iteration stable random tessellations in the plane. 913--935.

Florian Voss, Catherine Gloaguen, Volker Schmidt. Scaling limits for shortest path lengths along the edges of stationary tessellations. 936--952.

Xianping Guo, Liuer Ye. New discount and average optimality conditions for continuous-time Markov decision processes. 953--985.

Muhamad Azfar Ramli, Gerard Leng. The stationary probability density of a class of bounded Markov processes. 986--993.

Hosam M. Mahmoud. Gaussian phases in generalized coupon collection. 994--1012.

J. Valero, M. Pérez-Casany, J. Ginebra. On zero-truncating and mixing Poisson distributions. 1013--1027.

Alessandro De Gregorio. Stochastic velocity motions and processes with random time. 1028--1056.

Predrag R. Jelenković, Mariana Olvera-Cravioto. Information ranking and power laws on trees. 1057--1093.

Sen Tan, Aihua Xia. On customer flows in Jackson queueing networks. 1094--1101.

Nigel Bean, Guy Latouche. Approximations to quasi-birth-and-death processes with infinite blocks. 1102--1125.

Jinzhu Li, Qihe Tang, Rong Wu. Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. 1126--1146.

Martin Hutzenthaler, Jesse Earl Taylor. Time reversal of some stationary jump diffusion processes from population genetics. 1147--1171.

R. McVinish, P. K. Pollett. Limits of large metapopulations with patch-dependent extinction probabilities. 1172--1186.

Remco van der Hofstad, A. J. E. M. Janssen, Johan S. H. van Leeuwaarden. Critical epidemics, random graphs, and Brownian motion with a parabolic drift. 1187--1206.

Advances in Applied Probability, Volume 43, Number 1 (2011)

Tue, 15 Mar 2011 10:16 EDT

Contents:

J. D. Biggins, B. M. Hambly, O. D. Jones. Multifractal spectra for random self-similar measures via branching processes. 1--39.

R. Lachièze-Rey. Mixing properties for STIT tessellations. 40--48.

Daren B. H. Cline. Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models. 49--76.

Zhimin Zhang, Hailiang Yang, Hu Yang. On the absolute ruin in a map risk model with debit interest. 77--96.

Christian-Oliver Ewald, Yajun Xiao. Information: price and impact on general welfare and optimal investment. An anticipative stochastic differential game model. 97--120.

Jay Bartroff, Ester Samuel-Cahn. The fighter problem: optimal allocation of a discrete commodity. 121--130.

François Baccelli, Bartłomiej Błaszczyszyn, Mir-Omid Haji-Mirsadeghi. Optimal paths on the space-time SINR random graph. 131--150.

Cecilia Holmgren. A weakly 1-stable distribution for the number of random records and cuttings in split trees. 151--177.

Nicolas Curien, Adrien Joseph. Partial match queries in two-dimensional quadtrees: a probabilistic approach. 178--194.

Martin Larsson, Johanna Nešlehová. Extremal behavior of Archimedean copulas. 195--216.

Laurens De Haan, Chen Zhou. Extreme residual dependence for random vectors and processes. 217--242.

A. Al Hanbali, M. Mandjes, Y. Nazarathy, W. Whitt. The asymptotic variance of departures in critically loaded queues. 243--263.

Jing-Sheng Song, Paul Zipkin. An approximation for the inverse first passage time problem. 264--275.

M. Richard. Limit theorems for supercritical age-dependent branching processes with neutral immigration. 276--300.

Advances in Applied Probability, Volume 43, Number 2 (2011)

Tue, 21 Jun 2011 09:22 EDT

Contents:

François Caron, Pierre Del Moral, Arnaud Doucet, Michele Pace. On the conditional distributions of spatial point processes. 301--307.

Daniel Hug, Rolf Schneider. Faces with given directions in anisotropic Poisson hyperplane mosaics. 308--321.

Jesper Møller, Man Lung Yiu. Probabilistic results for a mobile service scenario. 322--334.

Ronald Meester, Pieter Trapman. Bounding basic characteristics of spatial epidemics with a new percolation model. 335--347.

Clément Foucart. Distinguished exchangeable coalescents and generalized Fleming-Viot processes with immigration. 348--374.

Clément Dombry, Christian Mazza, Vincent Bansaye. Phenotypic diversity and population growth in a fluctuating environment. 375--398.

Ali Devin Sezer, Ferruh Özbudak. Approximation of bounds on mixed-level orthogonal arrays. 399--421.

Raul Gouet, F. Javier López, Gerardo Sanz. Asymptotic normality for the number of records from general distributions. 422--436.

Thierry Huillet, Servet Martinez. Duality and intertwining for discrete Markov kernels: relations and examples. 437--460.

Yizao Wang, Stilian A. Stoev. Conditional sampling for spectrally discrete max-stable random fields. 461--483.

Hongsheng Dai. Exact Monte Carlo simulation for fork-join networks. 484--503.

Yann Demichel, Anne Estrade, Marie Kratz, Gennady Samorodnitsky. How fast can the chord length distribution decay?. 504--523.

Amr Elmasry, Hosam Mahmoud. Analysis of swaps in radix selection. 524--544.

Leila Setayeshgar, Hui Wang. Large deviations for a feed-forward network. 545--571.

Bernt Øksendal, Agnès Sulem, Tusheng Zhang. Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations. 572--596.

Advances in Applied Probability, Volume 43, Number 3 (2011)

Fri, 23 Sep 2011 13:17 EDT

Contents:

Sebastian Carstens, Thomas Richthammer. The two-type continuum Richardson model: nondependence of the survival of both types on the initial configuration. 597--615.

Amites Dasgupta, Rahul Roy, Anish Sarkar. Geometry of the Poisson Boolean model on a region of logarithmic width in the plane. 616--635.

Mathew D. Penrose, Vadim Shcherbakov. Asymptotic normality of the maximum likelihood estimator for cooperative sequential adsorption. 636--648.

S. Qu, J. C. Gittins. A forwards induction approach to candidate drug selection. 649--665.

Ilya Molchanov, Michael Schmutz. Exchangeability-type properties of asset prices. 666--687.

Anita Diana Behme. Distributional properties of solutions of d V t = V t - d U t + d L t with Lévy noise. 688--711.

Philip S. Griffin, Ross A. Maller. Stability of the exit time for Lévy processes. 712--734.

Sandro Gallo. Chains with unbounded variable length memory: perfect simulation and a visible regeneration scheme. 735--759.

Mitsushi Tamaki. Maximizing the probability of stopping on any of the last m successes in independent Bernoulli trials with random horizon. 760--781.

M. Jara, T. Komorowski. Limit theorems for some continuous-time random walks. 782--813.

Angelos Dassios, Hongbiao Zhao. A dynamic contagion process. 814--846.

Chihoon Lee, Ananda Weerasinghe. Stationarity and control of a tandem fluid network with fractional Brownian motion input. 847--874.

Larry Goldstein, Haimeng Zhang. A Berry-Esseen bound for the lightbulb process. 875--898.

Advances in Applied Probability, Volume 43, Number 4 (2011)

Fri, 16 Dec 2011 09:29 EST

Contents:

Nicolas Bonichon, Jean-François Marckert. Asymptotics of geometrical navigation on a random set of points in the plane. 899--942.

Günter Last, Ryszard Szekli. Comparisons and asymptotics for empty space hazard functions of germ-grain models. 943--962.

Viola Weiss, Richard Cowan. Topological relationships in spatial tessellations. 963--984.

Osman T. Akgun, Rhonda Righter, Ronald Wolff. Multiple-server system with flexible arrivals. 985--1004.

Tugrul Dayar, Werner Sandmann, David Spieler, Verena Wolf. Infinite level-dependent QBD processes and matrix-analytic solutions for stochastic chemical kinetics. 1005--1026.

O. Hössjer. Coalescence theory for a general class of structured populations with fast migration. 1027--1047.

Frank G. Ball, Edward S. Knock, Philip D. O'Neill. Threshold behaviour of emerging epidemics featuring contact tracing. 1048--1065.

Fang Xu. The sampling formula and Laplace transform associated with the two-parameter Poisson-Dirichlet distribution. 1066--1085.

Andreas Faller, Ludger Rüschendorf. On approximative solutions of optimal stopping problems. 1086--1108.

Martin Moser, Robert Stelzer. Tail behavior of multivariate Lévy-driven mixed moving average processes and supOU stochastic volatility models. 1109--1135.

E. H. A. Dia, D. Lamberton. Connecting discrete and continuous lookback or hindsight options in exponential Lévy models. 1136--1165.

Andrea Kvitkovičová, Victor M. Panaretos. Asymptotic inference for partially observed branching processes. 1166--1190.

Advances in Applied Probability, Volume 44, Number 1 (2012)

Thu, 08 Mar 2012 09:25 EST

Contents:

B. Galerne, Y. Gousseau. The transparent dead leaves model. 1--20.

Srikanth K. Iyer, D. Yogeshwaran. Percolation and connectivity in AB random geometric graphs. 21--41.

Jesper Møller, Kasper K. Berthelsen. Transforming spatial point processes into Poisson processes using random superposition. 42--62.

Frank Ball, David Sirl. An SIR epidemic model on a population with random network and household structure, and several types of individuals. 63--86.

Markus Kuba, Alois Panholzer. Limiting distributions for a class of diminishing urn models. 87--116.

Irmingard Eder, Claudia Klüppelberg. Pareto Lévy measures and multivariate regular variation. 117--138.

Kaisheng Lin, Gesine Reinert. Joint vertex degrees in the inhomogeneous random graph model G ( n , { p ij }). 139--165.

Aristides V. Doumas, Vassilis G. Papanicolaou. The coupon collector's problem revisited: asymptotics of the variance. 166--195.

Adrien Brandejsky, Benoîte De Saporta, François Dufour. Numerical methods for the exit time of a piecewise-deterministic Markov process. 196--225.

Anyue Chen, Junping Li, Yiqing Chen, Dingxuan Zhou. Extinction probability of interacting branching collision processes. 226--259.

Christopher S. Withers, Saralees Nadarajah. The distribution of Foschini's lower bound for channel capacity. 260--269.

Michael Falk, Diana Tichy. Asymptotic conditional distribution of exceedance counts. 270--291.

J. Gåsemyr. Bounds for the availabilities of multistate monotone systems based on decomposition into stochastically independent modules. 292--308.

P. Neal. Correction: Stochastic and deterministic analysis of SIS household epidemics. 309--310.

Advances in Applied Probability, Volume 44, Number 2 (2012)

Sat, 16 Jun 2012 16:32 EDT

Contents:

A. Cuevas, R. Fraiman, B. Pateiro-López. On statistical properties of sets fulfilling rolling-type conditions. 311--329.

Piet Groeneboom. Convex hulls of uniform samples from a convex polygon. 330--342.

Fraser Daly, Claude Lefèvre, Sergey Utev. Stein's method and stochastic orderings. 343--372.

Shaul K. Bar-Lev, Gérard Letac. Increasing hazard rate of mixtures for natural exponential families. 373--390.

Anand Bhaskar, Yun S. Song. Closed-form asymptotic sampling distributions under the coalescent with recombination for an arbitrary number of loci. 391--407.

Anand Bhaskar, John A. Kamm, Yun S. Song. Approximate sampling formulae for general finite-alleles models of mutation. 408--428.

Hosam M. Mahmoud, Robert T. Smythe. On the joint behavior of types of coupons in generalized coupon collection. 429--451.

Cheng-Der Fuh, Tian-Xiao Pang. A self-normalized central limit theorem for Markov random walks. 452--478.

L. Beghin. Fractional relaxation equations and Brownian crossing probabilities of a random boundary. 479--505.

Guus Balkema, Natalia Nolde. Asymptotic dependence for light-tailed homothetic densities. 506--527.

Predrag R. Jelenković, Mariana Olvera-Cravioto. Implicit renewal theory and power tails on trees. 528--561.

Mathieu Feuillet, Philippe Robert. On the transient behavior of Ehrenfest and Engset processes. 562--582.

Steffen Dereich, Christian Mönch, Peter Mörters. Typical distances in ultrasmall random networks. 583--601.

Advances in Applied Probability, Volume 44, Number 3 (2012)

Thu, 06 Sep 2012 14:15 EDT

Contents:

F. Ballani, Z. Kabluchko, M. Schlather. Random marked sets. 603--616.

Victor Falgas-Ravry, Mark Walters. Sharpness in the k -nearest-neighbours random geometric graph model. 617--634.

Christoph Thäle, Viola Weiss, Werner Nagel. Spatial STIT tessellations: distributional results for I-segments. 635--654.

Savas Dayanik, Masahiko Egami. Optimal stopping problems for asset management. 655--677.

Claudia Ceci, Katia Colaneri. Nonlinear filtering for jump diffusion observations. 678--701.

Sanaa Kholfi, Hosam M. Mahmoud. The class of tenable zero-balanced Pólya urn schemes: characterization and Gaussian phases. 702--728.

Uwe Franz, Volkmar Liebscher, Stefan Zeiser. Piecewise-deterministic Markov processes as limits of Markov jump processes. 729--748.

Alexandre Genadot, Michèle Thieullen. Averaging for a fully coupled piecewise-deterministic Markov process in infinite dimensions. 749--773.

Fran\c cois Dufour, M. Horiguchi, A. B. Piunovskiy. The expected total cost criterion for Markov decision processes under constraints: a convex analytic approach. 774--793.

Rajat Subhra Hazra, Krishanu Maulik. Tail behavior of randomly weighted sums. 794--814.

Jingchen Liu, Xuan Yang. The convergence rate and asymptotic distribution of the bootstrap quantile variance estimator for importance sampling. 815--841.

Zhiyi Chi. On exact sampling of nonnegative infinitely divisible random variables. 842--873.

Michel Dekking, Derong Kong. A simple stochastic kinetic transport model. 874--885.

Jiaqin Wei, Rongming Wang, Hailiang Yang. On the optimal dividend strategy in a regime-switching diffusion model. 886--906.

Advances in Applied Probability, Volume 44, Number 4 (2012)

Wed, 05 Dec 2012 09:10 EST

Contents:

ERY ARIAS-CASTRO, BRUNO PELLETIER, PIERRE PUDLO. The normalized graph cut and Cheeger constant: from discrete to continuous. 907--937.

M. Reitzner, E. Spodarev, D. Zaporozhets. Set reconstruction by Voronoi cells. 938--953.

M. Riplinger, M. Spiess. Asymptotic properties of the approximate inverse estimator for directional distributions. 954--976.

Joaquin Fontbona, Hélène Guérin, Florent Malrieu. Quantitative estimates for the long-time behavior of an ergodic variant of the telegraph process. 977--994.

Souvik Ghosh, Soumyadip Ghosh. A strong law for the rate of growth of long latency periods in a cloud computing service. 995--1017.

ALESSANDRO ANDREOLI, FRANCESCO CARAVENNA, PAOLO DAI PRA, GUSTAVO POSTA. Scaling and multiscaling in financial series: a simple model. 1018--1051.

Michael Kelly. A hierarchical probability model of colon cancer. 1052--1083.

Christoph Czichowsky, Martin Schweizer. Convex duality in mean-variance hedging under convex trading constraints. 1084--1112.

RAFAŁ KULIK, PHILIPPE SOULIER. Limit theorems for long-memory stochastic volatility models with infinite variance: partial sums and sample covariances. 1113--1141.

MARIANA OLVERA-CRAVIOTO. Asymptotics for weighted random sums. 1142--1172.

HOCK PENG CHAN, SHAOJIE DENG, TZE-LEUNG LAI. Rare-event simulation of heavy-tailed random walks by sequential importance sampling and resampling. 1173--1196.

Advances in Applied Probability, Volume 45, Number 1 (2013)

Fri, 15 Mar 2013 09:29 EDT

Contents:

James Burridge, Richard Cowan, Isaac Ma. Full- and half-Gilbert tessellations with rectangular cells. 1--19.

C. Hirsch, D. Neuhäuser, V. Schmidt. Connectivity of random geometric graphs related to minimal spanning forests. 20--36.

Jinghai Shao, Xiuping Wang. . 37--50.

K. D. Glazebrook, D. J. Hodge, C. Kirkbride. Monotone policies and indexability for bidirectional restless bandits. 51--85.

E. H. A. Dia. Error bounds for small jumps of Lvy processes. 86--105.

Predrag R. Jelenković, Jian Tan. Characterizing heavy-tailed distributions induced by retransmissions. 106--138.

Bikramjit Das, Abhimanyu Mitra, Sidney Resnick. Living on the multidimensional edge: seeking hidden risks using regular variation. 139--163.

Pavel V. Gapeev, Albert N. Shiryaev. Bayesian quickest detection problems for some diffusion processes. 164--185.

Sidney I. Resnick, David Zeber. Asymptotics of Markov kernels and the tail chain. 186--213.

Nikolaos Limnios, Anatoliy Swishchuk. Discrete-Time Semi-Markov Random Evolutions and their Applications. 214--240.

Fenglong Guo, Dingcheng Wang. Finite- and infinite-time ruin probabilities with general stochastic investment return processes and bivariate upper tail independent and heavy-tailed claims. 241--273.

F. Avram, A. J. E. M. Janssen, J. S. H. Van Leeuwaarden. Loss systems with slow retrials in the Halfin–Whitt regime. 274--294.

Updated: Advances in Applied Probability, Volume 45, Number 1 (2013)

Sat, 16 Mar 2013 21:05 EDT

Contents:

James Burridge, Richard Cowan, Isaac Ma. Full- and half-Gilbert tessellations with rectangular cells. 1--19.

C. Hirsch, D. Neuhäuser, V. Schmidt. Connectivity of random geometric graphs related to minimal spanning forests. 20--36.

Jinghai Shao, Xiuping Wang. Estimates of the exit probability for two correlated Brownian motions. 37--50.

K. D. Glazebrook, D. J. Hodge, C. Kirkbride. Monotone policies and indexability for bidirectional restless bandits. 51--85.

E. H. A. Dia. Error bounds for small jumps of Lvy processes. 86--105.

Predrag R. Jelenković, Jian Tan. Characterizing heavy-tailed distributions induced by retransmissions. 106--138.

Bikramjit Das, Abhimanyu Mitra, Sidney Resnick. Living on the multidimensional edge: seeking hidden risks using regular variation. 139--163.

Pavel V. Gapeev, Albert N. Shiryaev. Bayesian quickest detection problems for some diffusion processes. 164--185.

Sidney I. Resnick, David Zeber. Asymptotics of Markov kernels and the tail chain. 186--213.

Nikolaos Limnios, Anatoliy Swishchuk. Discrete-Time Semi-Markov Random Evolutions and their Applications. 214--240.

F. Avram, A. J. E. M. Janssen, J. S. H. Van Leeuwaarden. Loss systems with slow retrials in the Halfin–Whitt regime. 274--294.