VOL. 50 · NO. 3 | September 2013
The 2012 Applied Probability Trust Lecture
Jean Bertoin
J. Appl. Probab. 50 (3), 603-611, (September 2013) DOI: 10.1239/jap/1378401225
KEYWORDS: Random tree, percolation, Giant component, 60K35, 05C05
Research Papers
D. Perry, W. Stadje, S. Zacks
J. Appl. Probab. 50 (3), 612-631, (September 2013) DOI: 10.1239/jap/1378401226
KEYWORDS: Queue with service restrictions, storage system, state-dependent rate, M/G/1, G/M/1, steady state, Duality, level crossing, peak point, 60K25, 90B22
Brian H. Fralix, Johan S. H. van Leeuwaarden, Onno J. Boxma
J. Appl. Probab. 50 (3), 632-653, (September 2013) DOI: 10.1239/jap/1378401227
KEYWORDS: Lévy process, Palm distribution, Random walk, time-dependent behavior, Wiener‒Hopf factorization, 60G50, 60G51, 60G55, 60K25
James Hook
J. Appl. Probab. 50 (3), 654-670, (September 2013) DOI: 10.1239/jap/1378401228
KEYWORDS: Max-plus linear system, discrete event system, queue throughput, 60G99, 15B52
Mats Pihlsgård, Peter W. Glynn
J. Appl. Probab. 50 (3), 671-685, (September 2013) DOI: 10.1239/jap/1378401229
KEYWORDS: Skorokhod problem, reflection, Semimartingale, Lévy process, martingale, stochastic integration, 60G44, 60G51, 60H05, 60G17
Angelos Dassios, Hongbiao Zhao
J. Appl. Probab. 50 (3), 686-702, (September 2013) DOI: 10.1239/jap/1378401230
KEYWORDS: Delayed claim, risk model, ruin probability, asymptotics, generalised Cramér‒Lundberg approximation, nonhomogeneous Poisson process, 91B30, 60G55, 60F05
Ankush Agarwal, Santanu Dey, Sandeep Juneja
J. Appl. Probab. 50 (3), 703-720, (September 2013) DOI: 10.1239/jap/1378401231
KEYWORDS: rare event simulation, importance sampling, saddle-point approximation, Fourier inversion, large deviations, 65C05, 60E10, 60F10, 65C50, 65T99
Jennie C. Hansen, Jerzy Jaworski
J. Appl. Probab. 50 (3), 721-740, (September 2013) DOI: 10.1239/jap/1378401232
KEYWORDS: random mapping, exchangeable in-degrees, preferential attachment, anti-preferential attachment, urn scheme, Epidemic process, 60C05, 05C80
Jochen Blath, Adrián González Casanova, Noemi Kurt, Dario Spanò
J. Appl. Probab. 50 (3), 741-759, (September 2013) DOI: 10.1239/jap/1378401233
KEYWORDS: Wright‒Fisher model, seed bank, Renewal process, long-range interaction, Kingman coalescent, 92D15, 60K05
Lingjiong Zhu
J. Appl. Probab. 50 (3), 760-771, (September 2013) DOI: 10.1239/jap/1378401234
KEYWORDS: central limit theorem, functional central limit theorem, point process, Hawkes process, self-exciting process, 60G55, 60F05
Romain Abraham, Jean-François Delmas
J. Appl. Probab. 50 (3), 772-790, (September 2013) DOI: 10.1239/jap/1378401235
KEYWORDS: Coalescent process, Binary tree, Pruning, Continuum random tree, 60J25, 60J80
Jean Bertoin
J. Appl. Probab. 50 (3), 791-800, (September 2013) DOI: 10.1239/jap/1378401236
KEYWORDS: branching process, maximal offspring, Extreme value theory, Cox process, 60F05, 60J80
Kai Du, Ariel David Neufeld
J. Appl. Probab. 50 (3), 801-809, (September 2013) DOI: 10.1239/jap/1378401237
KEYWORDS: Asymptotic exponential arbitrage, continuous semimartingale model, large deviations, 91G10, 60F10, 60G44
Ji Hwan Cha
J. Appl. Probab. 50 (3), 810-826, (September 2013) DOI: 10.1239/jap/1378401238
KEYWORDS: Failure process, repairable item, heterogeneous population, stochastic prediction, process history, Stochastic intensity, 60K10, 62P30
Claude Lefèvre, Stéphane Loisel
J. Appl. Probab. 50 (3), 827-847, (September 2013) DOI: 10.1239/jap/1378401239
KEYWORDS: t-monotone function, s-convex stochastic order, stationary-excess operator, Markov and Lyapunov inequalities, insurance risk theory, 62E10, 60E15, 62P05, 60E10
Nitin Gupta
J. Appl. Probab. 50 (3), 848-860, (September 2013) DOI: 10.1239/jap/1378401240
KEYWORDS: likelihood ratio order, Coherent system, residual life, inactivity time, 90B25, 60E15
Justin Salez
J. Appl. Probab. 50 (3), 861-870, (September 2013) DOI: 10.1239/jap/1378401241
KEYWORDS: random regular graph, distance matrix, first passage percolation, multitype Richardson process, configuration model, branching process approximation, 60C05, 05C80, 90B15
Shaul K. Bar-Lev, Ernst Schulte-Geers, Wolfgang Stadje
J. Appl. Probab. 50 (3), 871-882, (September 2013) DOI: 10.1239/jap/1378401242
KEYWORDS: conditional limit theorem, sums of i.i.d. random variables, renewal theory, Convergence in total variation, stable distribution, 60F05, 60K05
Short Communications
David Aristoff, Charles Radin
J. Appl. Probab. 50 (3), 883-888, (September 2013) DOI: 10.1239/jap/1378401243
KEYWORDS: exponential random graph model, complex network, phase transition, 60B99, 05C35
William Garner, Dimitris N. Politis
J. Appl. Probab. 50 (3), 889-892, (September 2013) DOI: 10.1239/jap/1378401244
KEYWORDS: central limit theorem, marked point process, 60F05, 60K99
K. B. Athreya, Jyy-I Hong
J. Appl. Probab. 50 (3), 893-899, (September 2013) DOI: 10.1239/jap/1378401245
KEYWORDS: branching process, Branching random walk, Coalescence, supercritical, Infinite mean, 60J80, 60G50
Xin Liao, Zuoxiang Peng, Saralees Nadarajah
J. Appl. Probab. 50 (3), 900-907, (September 2013) DOI: 10.1239/jap/1378401246
KEYWORDS: extreme value distribution, logarithmic skew-normal distribution, Maximum, pointwise convergence rate, subexponentiality, 62E20, 60G70, 60F15, 60F05
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