VOL. 48 · NO. 4 | December 2016
Bruno Galerne
Adv. in Appl. Probab. 48 (4), 947-971, (December 2016)
KEYWORDS: Functions of bounded variation, directional variation, variation intensity, specific perimeter, stationary increment random field, germ–grain model, 60G60, 60G17, 60G51, 60D05
Etienne Adam
Adv. in Appl. Probab. 48 (4), 972-988, (December 2016)
KEYWORDS: Lyapunov function, martingale, stochastic difference equation, critical multitype Galton–Watson process with immigration, multitype size-dependent Galton–Watson process, 60J42, 60J80, 60J10
Gugan C. Thoppe, D. Yogeshwaran, Robert J. Adler
Adv. in Appl. Probab. 48 (4), 989-1014, (December 2016)
KEYWORDS: Dynamic Erdős–Rényi graph, Betti numbers, Ornstein–Uhlenbeck, 05C80, 60C05, 55U10, 60B10
Rudger Rüschendorf, Alexander Schnurr, Victor Wolf
Adv. in Appl. Probab. 48 (4), 1015-1044, (December 2016)
KEYWORDS: stochastic ordering, Markov process, infinitesimal generator, processes with independent increments, evolution system, 60E15, 60J35, 60J75
Steven Kou, Haowen Zhong
Adv. in Appl. Probab. 48 (4), 1045-1060, (December 2016)
KEYWORDS: First-passage times, two-dimensional Brownian motion, default correlation, 60J65, 91B28
Christian Hirsch, Benedikt Jahnel, Paul Keeler, Robert I. A. Patterson
Adv. in Appl. Probab. 48 (4), 1061-1094, (December 2016)
KEYWORDS: wireless network, signal-to-interference-and-noise ratio, large deviation principle, importance sampling, 60F10, 60K35
Grigori N. Milstein, John Schoenmakers
Adv. in Appl. Probab. 48 (4), 1095-1116, (December 2016)
KEYWORDS: Cox–Ingersoll–Ross process, Sturm–Liouville problem, Bessel function, confluent hypergeometric equation, 65C30, 60H35
Alexander Goldenschluger
Adv. in Appl. Probab. 48 (4), 1117-1138, (December 2016)
KEYWORDS: M/G/∞ queue, nonparametric estimation, minimax risk, stationary process, covariance function, rates of convergence, 62G05, 60K25, 62M09
Onno Boxma, Rim Essifi, Augustus J. E. M. Janssen
Adv. in Appl. Probab. 48 (4), 1139-1160, (December 2016)
KEYWORDS: M/G/1 queue, Cramér–Lundberg insurance risk model, workload, inventory, ruin probability, Wiener–Hopf technique, 60K25, 90B22, 91B30, 47A68
Shangzhen Luo
Adv. in Appl. Probab. 48 (4), 1161-1182, (December 2016)
KEYWORDS: stochastic differential game, Nash equilibrium, Fleming–Bellman–Isaacs equations, quadratic-linear diffusion process, 60G40, 93E20
Vincent Bansaye, Sylvie Méléard, Richard Mathieu
Adv. in Appl. Probab. 48 (4), 1183-1210, (December 2016)
KEYWORDS: Birth-and-death processes, coming down from infinity, hitting times, central limit theorem, 60J27, 60J75, 60F15, 60F05, 92D25
Irene Hueter
Adv. in Appl. Probab. 48 (4), 1211-1234, (December 2016)
KEYWORDS: Branching processes in random environment, GARCH, Galton–Watson process, extinction, phase transition, limit theorems, 60J80, 62M10, 60G10, 60F05
Daniel Vašata
Adv. in Appl. Probab. 48 (4), 1235-1255, (December 2016)
KEYWORDS: long-range dependence, random measure, Bartlett spectrum, 60D05, 52A40
Michael Schrempp
Adv. in Appl. Probab. 48 (4), 1256-1270, (December 2016)
KEYWORDS: Maximum interpoint distance, geometric extreme value theory, Poisson process, uniform distribution in an ellipsoid, 60D05, 60F05, 60G55, 60G70, 62E20
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