VOL. 48 · NO. 3 | September 2016
Gary Froyland, Robyn M. Stuart
Adv. in Appl. Probab. 48 (3), 631-647, (September 2016)
KEYWORDS: Absorbing Markov chain, transient Markov chain, substochastic transition matrix, quasistationary distribution, Cheeger constant, conductance, metastability, 60J10
Mauro Mariani, Lorenzo Zambotti
Adv. in Appl. Probab. 48 (3), 648-671, (September 2016)
KEYWORDS: large deviation, empirical measure, Markov renewal process, heavy tail, 60F10, 60K15
Hui He
Adv. in Appl. Probab. 48 (3), 672-690, (September 2016)
KEYWORDS: Galton‒Watson process, domain of attraction, stable distribution, slowly varying function, large deviation, Lotka‒Nagaev estimator, Schröder constant, 60J80, 60F10
Luisa Beghin, Claudio Macci
Adv. in Appl. Probab. 48 (3), 691-711, (September 2016)
KEYWORDS: Conditional independence, Fox‒Wright function, fractional differential equation, random time-change, 60G22, 60G52, 26A33, 33E12
Marie Kratz, Werner Nagel
Adv. in Appl. Probab. 48 (3), 712-725, (September 2016)
KEYWORDS: Capacity functional, crossings, excursion set, Gaussian field, growing circle method, Rice formula, second moment measure, sweeping line method, stereology, Stochastic geometry, 60G15, 60D05, 60G60
Mitsushi Tamaki
Adv. in Appl. Probab. 48 (3), 726-743, (September 2016)
KEYWORDS: Dividend, general diffusion, optimization, optimal financing, regime-switching, 60G40, 62L15
Clifford Hurvich, Josh Reed
Adv. in Appl. Probab. 48 (3), 744-767, (September 2016)
KEYWORDS: Doubly stochastic process, multi-state life insurance models, credit risk, stochastic mortality, stochastic interest, 60G50, 60K25
Claude Lefèvre, Massimiliano Giorgio
Adv. in Appl. Probab. 48 (3), 768-791, (September 2016)
KEYWORDS: Epidemic model, final size and severity, phase-type distribution, Markovian or semi-Markovian infection process, matrix analytic method, 60J20, 60K15, 92D30
J. Blanchet, P. Glynn, S. Zheng
Adv. in Appl. Probab. 48 (3), 792-811, (September 2016)
KEYWORDS: quasi-stationary distribution, stochastic approximation, Markov chain, central limit theorem, 60J22, 60J10
Guodong Pang, Yuhang Zhou
Adv. in Appl. Probab. 48 (3), 812-831, (September 2016)
KEYWORDS: G/G/∞, queue, dependent service time, service interruption, two-parameter stochastic process, FLLN, FCLT, Skorokhod 𝑀₁ topology, 60K25, 60F17, 90B22, 60J75, 60G44, 54A20
R. Martyr
Adv. in Appl. Probab. 48 (3), 832-847, (September 2016)
KEYWORDS: Optimal switching, stopping time, optimal stopping problem, Snell envelope, 93E20, 60G40, 62P20
J. Díaz, D. Mitsche, G. Perarnau, X. Pérez-Giménez
Adv. in Appl. Probab. 48 (3), 848-864, (September 2016)
KEYWORDS: Random geometric graph, graph distance, Euclidean distance, diameter, 05C80, 68R10
István Kolossváry, Júlia Komjáthy, Lajos Vágó
Adv. in Appl. Probab. 48 (3), 865-902, (September 2016)
KEYWORDS: random graph, random network, typical distance, diameter, hopcount, degree distribution, 05C80, 05C82, 05C12, 90B15, 60J80
Harri Nyrhinen
Adv. in Appl. Probab. 48 (3), 903-925, (September 2016)
KEYWORDS: ruin probability, real growth, run-off company, compound distribution, inflation, investment, large deviation, 91B30, 60F10
Yan Dolinsky, Yuri Kifer
Adv. in Appl. Probab. 48 (3), 926-946, (September 2016)
KEYWORDS: Game option, transaction cost, hedging with friction, risk minimization, 91G10, 91G20, 60F15, 60G40, 60G44
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