• J. Appl. Probab. (IF 0.577) Pub Date : 2020-11-23
Svante Janson

Consider a Pólya urn with balls of several colours, where balls are drawn sequentially and each drawn ball is immediately replaced together with a fixed number of balls of the same colour. It is well known that the proportions of balls of the different colours converge in distribution to a Dirichlet distribution. We show that the rate of convergence is $\Theta(1/n)$ in the minimal $L_p$ metric for

更新日期：2020-11-23
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-11-23
Matija Vidmar

For a spectrally negative self-similar Markov process on $[0,\infty)$ with an a.s. finite overall supremum, we provide, in tractable detail, a kind of conditional Wiener–Hopf factorization at the maximum of the absorption time at zero, the conditioning being on the overall supremum and the jump at the overall supremum. In a companion result the Laplace transform of this absorption time (on the event

更新日期：2020-11-23
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-11-23
Dohyun Ahn; Kyoung-Kuk Kim; Younghoon Kim

We extend the existing small-time asymptotics for implied volatilities under the Heston stochastic volatility model to the multifactor volatility Heston model, which is also known as the Wishart multidimensional stochastic volatility model (WMSV). More explicitly, we show that the approaches taken in Forde and Jacquier (2009) and Forde, Jacqiuer and Lee (2012) are applicable to the WMSV model under

更新日期：2020-11-23
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-11-23
Edward Hoyle; Levent Ali Menguturk

We define a new family of multivariate stochastic processes over a finite time horizon that we call generalised Liouville processes (GLPs). GLPs are Markov processes constructed by splitting Lévy random bridges into non-overlapping subprocesses via time changes. We show that the terminal values and the increments of GLPs have generalised multivariate Liouville distributions, justifying their name.

更新日期：2020-11-23
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-11-23
Dorottya Fekete; Joaquin Fontbona; Andreas E. Kyprianou

It is well understood that a supercritical superprocess is equal in law to a discrete Markov branching process whose genealogy is dressed in a Poissonian way with immigration which initiates subcritical superprocesses. The Markov branching process corresponds to the genealogical description of prolific individuals, that is, individuals who produce eternal genealogical lines of descent, and is often

更新日期：2020-11-23
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-11-23
Maher Boudabra; Greg Markowsky

In this paper we address the question of finding the point which maximizes the pth moment of the exit time of planar Brownian motion from a given domain. We present a geometrical method for excluding parts of the domain from consideration which makes use of a coupling argument and the conformal invariance of Brownian motion. In many cases the maximizing point can be localized to a relatively small

更新日期：2020-11-23
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-11-23
Hyunju Lee

In this paper, to model cascading failures, a new stochastic failure model is proposed. In a system subject to cascading failures, after each failure of the component, the remaining component suffers from increased load or stress. This results in shortened residual lifetimes of the remaining components. In this paper, to model this effect, the concept of the usual stochastic order is employed along

更新日期：2020-11-23
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-11-23

We construct a multitype constant-size population model allowing for general selective interactions as well as extreme reproductive events. Our multidimensional model aims for the generality of adaptive dynamics and the tractability of population genetics. It generalises the idea of Krone and Neuhauser [39] and González Casanova and Spanò [29], who represented the selection by allowing individuals

更新日期：2020-11-23
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-11-23
Claire Launay; Bruno Galerne; Agnès Desolneux

Determinantal point processes (DPPs) enable the modeling of repulsion: they provide diverse sets of points. The repulsion is encoded in a kernel K that can be seen, in a discrete setting, as a matrix storing the similarity between points. The main exact algorithm to sample DPPs uses the spectral decomposition of K, a computation that becomes costly when dealing with a high number of points. Here we

更新日期：2020-11-23
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-11-23
Offer Kella; Onno Boxma

We consider a multivariate Lévy process where the first coordinate is a Lévy process with no negative jumps which is not a subordinator and the others are non-decreasing. We determine the Laplace–Stieltjes transform of the steady-state buffer content vector of an associated system of parallel queues. The special structure of this transform allows us to rewrite it as a product of joint Laplace–Stieltjes

更新日期：2020-11-23
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-11-23
Shuyang Bai

Hermite processes are a class of self-similar processes with stationary increments. They often arise in limit theorems under long-range dependence. We derive new representations of Hermite processes with multiple Wiener–Itô integrals, whose integrands involve the local time of intersecting stationary stable regenerative sets. The proof relies on an approximation of regenerative sets and local times

更新日期：2020-11-23
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-11-23
David Cheek; Seva Shneer

We consider a supercritical branching Lévy process on the real line. Under mild moment assumptions on the number of offspring and their displacements, we prove a second-order limit theorem on the empirical mean position.

更新日期：2020-11-23
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-11-23
Celeste R. Pavithra; T. G. Deepak

We introduce a multivariate class of distributions with support I, a k-orthotope in $[0,\infty)^{k}$ , which is dense in the set of all k-dimensional distributions with support I. We call this new class ‘multivariate finite-support phase-type distributions’ (MFSPH). Though we generally define MFSPH distributions on any finite k-orthotope in $[0,\infty)^{k}$ , here we mainly deal with MFSPH distributions

更新日期：2020-11-23
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-11-23
Ricardo T. Fernholz; Robert Fernholz

A set of data with positive values follows a Pareto distribution if the log–log plot of value versus rank is approximately a straight line. A Pareto distribution satisfies Zipf’s law if the log–log plot has a slope of $-1$ . Since many types of ranked data follow Zipf’s law, it is considered a form of universality. We propose a mathematical explanation for this phenomenon based on Atlas models and

更新日期：2020-11-23
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-11-23
Martin Dirrler; Christopher Dörr; Martin Schlather

Matérn hard-core processes are classical examples for point processes obtained by dependent thinning of (marked) Poisson point processes. We present a generalization of the Matérn models which encompasses recent extensions of the original Matérn hard-core processes. It generalizes the underlying point process, the thinning rule, and the marks attached to the original process. Based on our model, we

更新日期：2020-11-23
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-11-23
Yuanyuan Liu; Wendi Li; Xiuqin Li

Block-structured Markov chains model a large variety of queueing problems and have many important applications in various areas. Stability properties have been well investigated for these Markov chains. In this paper we will present transient properties for two specific types of block-structured Markov chains, including M/G/1 type and GI/M/1 type. Necessary and sufficient conditions in terms of system

更新日期：2020-11-23
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-11-23
Idir Arab; Milto Hadjikyriakou; Paulo Eduardo Oliveira

In the literature of stochastic orders, one rarely finds results characterizing non-comparability of random variables. We prove simple tools implying the non-comparability with respect to the convex transform order. The criteria are used, among other applications, to provide a negative answer for a conjecture about comparability in a much broader scope than its initial statement.

更新日期：2020-11-23
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-09-04
Andrea Ottolini

Suppose k balls are dropped into n boxes independently with uniform probability, where n, k are large with ratio approximately equal to some positive real $\lambda$ . The maximum box count has a counterintuitive behavior: first of all, with high probability it takes at most two values $m_n$ or $m_n+1$ , where $m_n$ is roughly $\frac{\ln n}{\ln \ln n}$ . Moreover, it oscillates between these two values

更新日期：2020-09-05
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-09-04
Serik Sagitov

Perron–Frobenius theory developed for irreducible non-negative kernels deals with so-called R-positive recurrent kernels. If the kernel M is R-positive recurrent, then the main result determines the limit of the scaled kernel iterations $R^nM^n$ as $n\to\infty$ . In Nummelin (1984) this important result is proven using a regeneration method whose major focus is on M having an atom. In the special case

更新日期：2020-09-05
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-09-04
Claude Lefèvre; Philippe Picard; Sergey Utev

We discuss a continuous-time Markov branching model in which each individual can trigger an alarm according to a Poisson process. The model is stopped when a given number of alarms is triggered or when there are no more individuals present. Our goal is to determine the distribution of the state of the population at this stopping time. In addition, the state distribution at any fixed time is also obtained

更新日期：2020-09-05
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-09-04
Claudia Klüppelberg; Miriam Isabel Seifert

For independent exponentially distributed random variables $X_i$ , $i\in {\mathcal{N}}$ , with distinct rates ${\lambda}_i$ we consider sums $\sum_{i\in\mathcal{A}} X_i$ for $\mathcal{A}\subseteq {\mathcal{N}}$ which follow generalized exponential mixture distributions. We provide novel explicit results on the conditional distribution of the total sum $\sum_{i\in {\mathcal{N}}}X_i$ given that a subset

更新日期：2020-09-05
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-09-04
David Dereudre; Thibaut Vasseur

We provide a new proof of the existence of Gibbs point processes with infinite range interactions, based on the compactness of entropy levels. Our main existence theorem holds under two assumptions. The first one is the standard stability assumption, which means that the energy of any finite configuration is superlinear with respect to the number of points. The second assumption is the so-called intensity

更新日期：2020-09-05
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-09-04
David F. Anderson; Daniele Cappelletti; Jinsu Kim

It has been known for nearly a decade that deterministically modeled reaction networks that are weakly reversible and consist of a single linkage class have trajectories that are bounded from both above and below by positive constants (so long as the initial condition has strictly positive components). It is conjectured that the stochastically modeled analogs of these systems are positive recurrent

更新日期：2020-09-05
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-09-04
Peter Braunsteins; Sophie Hautphenne

We consider a class of multitype Galton–Watson branching processes with a countably infinite type set $\mathcal{X}_d$ whose mean progeny matrices have a block lower Hessenberg form. For these processes, we study the probabilities $\textbf{\textit{q}}(A)$ of extinction in sets of types $A\subseteq \mathcal{X}_d$ . We compare $\textbf{\textit{q}}(A)$ with the global extinction probability $\textbf{\textit{q}} 更新日期：2020-09-05 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-09-04 Lu Li; Qinyu Wu; Tiantian Mao We investigate stochastic comparisons of parallel systems (corresponding to the largest-order statistics) with respect to the reversed hazard rate and likelihood ratio orders for the proportional reversed hazard rate (PRHR) model. As applications of the main results, we obtain the equivalent characterizations of stochastic comparisons with respect to the reversed hazard rate and likelihood rate orders 更新日期：2020-09-05 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-09-04 Antar Bandyopadhyay; Svante Janson; Debleena Thacker We consider the generalization of the Pólya urn scheme with possibly infinitely many colors, as introduced in [37], [4], [5], and [6]. For countably many colors, we prove almost sure convergence of the urn configuration under the uniform ergodicity assumption on the associated Markov chain. The proof uses a stochastic coupling of the sequence of chosen colors with a branching Markov chain on a weighted 更新日期：2020-09-05 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-09-04 Y. X. Mu; Y. Zhang We consider the threshold-one contact process, the threshold-one voter model and the threshold-one voter model with positive spontaneous death on homogeneous trees$\mathbb{T}_d$,$d\ge 2$. Mainly inspired by the corresponding arguments for the contact process, we prove that the complete convergence theorem holds for these three systems under strong survival. When the system survives weakly, complete 更新日期：2020-09-05 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-09-04 Mahdi Tavangar In this paper the behaviour of the failure rate and reversed failure rate of an n-component coherent system is studied, where it is assumed that the lifetimes of the components are independent and have a common cumulative distribution function F. Sufficient conditions are provided under which the system failure rate is increasing and the corresponding reversed failure rate is decreasing. We also study 更新日期：2020-09-05 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-09-04 Merritt R. Lyon; Hosam M. Mahmoud We introduce a class of non-uniform random recursive trees grown with an attachment preference for young age. Via the Chen–Stein method of Poisson approximation, we find that the outdegree of a node is characterized in the limit by ‘perturbed’ Poisson laws, and the perturbation diminishes as the node index increases. As the perturbation is attenuated, a pure Poisson limit ultimately emerges in later 更新日期：2020-09-05 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-09-04 Viktor Beneš; Christoph Hofer-Temmel; Günter Last; Jakub Večeřa We study a stationary Gibbs particle process with deterministically bounded particles on Euclidean space defined in terms of an activity parameter and non-negative interaction potentials of finite range. Using disagreement percolation, we prove exponential decay of the correlation functions, provided a dominating Boolean model is subcritical. We also prove this property for the weighted moments of 更新日期：2020-09-05 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-09-04 Thomas Mountford; Jacques Saliba In this paper we study first passage percolation on a random graph model, the configuration model. We first introduce the notions of weighted diameter, which is the maximum of the weighted lengths of all optimal paths between any two vertices in the graph, and the flooding time, which represents the time (weighted length) needed to reach all the vertices in the graph starting from a uniformly chosen 更新日期：2020-09-05 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-09-04 David Hobson; Matthew Zeng In a classical, continuous-time, optimal stopping problem, the agent chooses the best time to stop a stochastic process in order to maximise the expected discounted return. The agent can choose when to stop, and if at any moment they decide to stop, stopping occurs immediately with probability one. However, in many settings this is an idealistic oversimplification. Following Strack and Viefers we consider 更新日期：2020-09-05 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-09-04 Qingwei Liu; Aihua Xia In this paper we first use the distribution of the number of records to demonstrate that the right tail probabilities of counts of rare events are generally better approximated by the right tail probabilities of a Poisson distribution than those of the normal distribution. We then show that the moderate deviations in Poisson approximation generally require an adjustment and, with suitable adjustment 更新日期：2020-09-05 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-07-16 S. Pitzen; M. Burkschat Two definitions of Birnbaum’s importance measure for coherent systems are studied in the case of exchangeable components. Representations of these measures in terms of distribution functions of the ordered component lifetimes are given. As an example, coherent systems with failure-dependent component lifetimes based on the notion of sequential order statistics are considered. Furthermore, it is shown 更新日期：2020-07-16 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-07-16 Daniel Ahlberg We consider planar first-passage percolation and show that the time constant can be bounded by multiples of the first and second tertiles of the weight distribution. As a consequence, we obtain a counter-example to a problem proposed by Alm and Deijfen (2015). 更新日期：2020-07-16 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-07-16 Tuan-Minh Nguyen; Stanislav Volkov We study the limit behaviour of a class of random walk models taking values in the standard d-dimensional ($d\ge 1$) simplex. From an interior point z, the process chooses one of the$d+1$vertices of the simplex, with probabilities depending on z, and then the particle randomly jumps to a new location z′ on the segment connecting z to the chosen vertex. In some special cases, using properties of 更新日期：2020-07-16 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-07-16 Jorge Navarro; Juan Fernández-Sánchez The signature representation shows that the reliability of the system is a mixture of the reliability functions of the k-out-of-n systems. The first representation was obtained for systems with independent and identically distributed (IID) components and after it was extended to exchangeable (EXC) components. The purpose of the present paper is to extend it to the class of systems with identically 更新日期：2020-07-16 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-07-16 Ella Hiesmayr; Ümit Işlak A uniform recursive tree on n vertices is a random tree where each possible$(n-1)!$labelled recursive rooted tree is selected with equal probability. We introduce and study weighted trees, a non-uniform recursive tree model departing from the recently introduced Hoppe trees. This class generalizes both uniform recursive trees and Hoppe trees, providing diversity among the nodes and making the model 更新日期：2020-07-16 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-07-16 George C Linderman,Gal Mishne,Ariel Jaffe,Yuval Kluger,Stefan Steinerberger If we pick n random points uniformly in$[0,1]^d$and connect each point to its$c_d \log{n}$nearest neighbors, where$d\ge 2$is the dimension and$c_d$is a constant depending on the dimension, then it is well known that the graph is connected with high probability. We prove that it suffices to connect every point to$ c_{d,1} \log{\log{n}}$points chosen randomly among its$ c_{d,2} \log{n}$nearest 更新日期：2020-07-16 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-07-16 Yuri Bakhtin; Zsolt Pajor-Gyulai For a one-dimensional smooth vector field in a neighborhood of an unstable equilibrium, we consider the associated dynamics perturbed by small noise. We give a revealing elementary proof of a result proved earlier using heavy machinery from Malliavin calculus. In particular, we obtain precise vanishing noise asymptotics for the tail of the exit time and for the exit distribution conditioned on atypically 更新日期：2020-07-16 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-07-16 Bertrand Cloez; Benoîte de Saporta; Maud Joubaud This paper investigates the random horizon optimal stopping problem for measure-valued piecewise deterministic Markov processes (PDMPs). This is motivated by population dynamics applications, when one wants to monitor some characteristics of the individuals in a small population. The population and its individual characteristics can be represented by a point measure. We first define a PDMP on a space 更新日期：2020-07-16 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-07-16 Hansjörg Albrecher; Bohan Chen; Eleni Vatamidou; Bert Zwart We investigate the probability that an insurance portfolio gets ruined within a finite time period under the assumption that the r largest claims are (partly) reinsured. We show that for regularly varying claim sizes the probability of ruin after reinsurance is also regularly varying in terms of the initial capital, and derive an explicit asymptotic expression for the latter. We establish this result 更新日期：2020-07-16 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-07-16 Mitja Stadje We give a dynamic extension result of the (static) notion of a deviation measure. We also study distribution-invariant deviation measures and show that the only dynamic deviation measure which is law invariant and recursive is the variance. 更新日期：2020-07-16 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-07-16 Christophette Blanchet-Scalliet; Diana Dorobantu; Laura Gay Let X be an Ornstein–Uhlenbeck process driven by a Brownian motion. We propose an expression for the joint density / distribution function of the process and its running supremum. This law is expressed as an expansion involving parabolic cylinder functions. Numerically, we obtain this law faster with our expression than with a Monte Carlo method. Numerical applications illustrate the interest of this 更新日期：2020-07-16 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-07-16 Alexisz Tamás Gaál We show that a point process of hard spheres exhibits long-range orientational order. This process is designed to be a random perturbation of a three-dimensional lattice that satisfies a specific rigidity property; examples include the FCC and HCP lattices. We also define two-dimensional near-lattice processes by local geometry-dependent hard disk conditions. Earlier results about the existence of 更新日期：2020-07-16 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-07-16 Xin Liu; Lei Ying We study a class of load-balancing algorithms for many-server systems (N servers). Each server has a buffer of size$b-1$with$b=O(\sqrt{\log N})$, i.e. a server can have at most one job in service and$b-1$jobs queued. We focus on the steady-state performance of load-balancing algorithms in the heavy traffic regime such that the load of the system is$\lambda = 1 - \gamma N^{-\alpha}$for$0<\alpha<0

更新日期：2020-07-16
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-07-16
Krzysztof Dȩbicki; Enkelejd Hashorva; Zbigniew Michna

The ruin probability in the classical Brownian risk model can be explicitly calculated for both finite and infinite time horizon. This is not the case for the simultaneous ruin probability in the two-dimensional Brownian risk model. Relying on asymptotic theory, we derive in this contribution approximations for both simultaneous ruin probability and simultaneous ruin time for the two-dimensional Brownian

更新日期：2020-07-16
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-07-16
Dang H. Nguyen; Nhu N. Nguyen; George Yin

This work proposes and analyzes a family of spatially inhomogeneous epidemic models. This is our first effort to use stochastic partial differential equations (SPDEs) to model epidemic dynamics with spatial variations and environmental noise. After setting up the problem, the existence and uniqueness of solutions of the underlying SPDEs are examined. Then, definitions of permanence and extinction are

更新日期：2020-07-16
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-07-16
Martin Wendler; Wei Biao Wu

The limit behavior of partial sums for short range dependent stationary sequences (with summable autocovariances) and for long range dependent sequences (with autocovariances summing up to infinity) differs in various aspects. We prove central limit theorems for partial sums of subordinated linear processes of arbitrary power rank which are at the border of short and long range dependence.

更新日期：2020-07-16
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-07-16
Onno Boxma; Andreas Löpker; Michel Mandjes

We introduce two general classes of reflected autoregressive processes, INGAR+ and GAR+. Here, INGAR+ can be seen as the counterpart of INAR(1) with general thinning and reflection being imposed to keep the process non-negative; GAR+ relates to AR(1) in an analogous manner. The two processes INGAR+ and GAR+ are shown to be connected via a duality relation. We proceed by presenting a detailed analysis

更新日期：2020-07-16
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-07-16
Daniela Flimmel; Zbyněk Pawlas; J. E. Yukich

We observe a realization of a stationary weighted Voronoi tessellation of the d-dimensional Euclidean space within a bounded observation window. Given a geometric characteristic of the typical cell, we use the minus-sampling technique to construct an unbiased estimator of the average value of this geometric characteristic. Under mild conditions on the weights of the cells, we establish variance asymptotics

更新日期：2020-07-16
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-05-04
Erik Ekström; Marcus Olofsson; Martin Vannestål

We study a renewal theory approach to perpetual two-state switching problems with infinite value functions. Since the corresponding value functions are infinite, the problems fall outside the standard class of problems which can be analyzed using dynamic programming. Instead, we propose an alternative formulation of optimal switching theory in which optimality of a strategy is defined in terms of its

更新日期：2020-05-04
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-05-04
Antoine Jacquier; Fangwei Shi

We extend previous large deviations results for the randomised Heston model to the case of moderate deviations. The proofs involve the Gärtner–Ellis theorem and sharp large deviations tools.

更新日期：2020-05-04
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-05-04
S. Grusea; S. Mercier

Let $(A_i)_{i \geq 0}$ be a finite-state irreducible aperiodic Markov chain and f a lattice score function such that the average score is negative and positive scores are possible. Define $S_0\coloneqq 0$ and $S_k\coloneqq \sum_{i=1}^k f(A_i)$ the successive partial sums, $S^+$ the maximal non-negative partial sum, $Q_1$ the maximal segmental score of the first excursion above 0, and $M_n\coloneqq 更新日期：2020-05-04 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-05-04 Michael Grabchak; Mark Kelbert; Quentin Paris This article studies the expected occupancy probabilities on an alphabet. Unlike the standard situation, where observations are assumed to be independent and identically distributed, we assume that they follow a regime-switching Markov chain. For this model, we (1) give finite sample bounds on the expected occupancy probabilities, and (2) provide detailed asymptotics in the case where the underlying 更新日期：2020-05-04 • J. Appl. Probab. (IF 0.577) Pub Date : 2020-05-04 Michael Falk; Amir Khorrami Chokami; Simone A. Padoan For a zero-mean, unit-variance stationary univariate Gaussian process we derive the probability that a record at the time n, say$X_n\$ , takes place, and derive its distribution function. We study the joint distribution of the arrival time process of records and the distribution of the increments between records. We compute the expected number of records. We also consider two consecutive and non-consecutive

更新日期：2020-05-04
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-05-04
Eric Foxall; Nicolas Lanchier

The stacked contact process is a three-state spin system that describes the co-evolution of a population of hosts together with their symbionts. In a nutshell, the hosts evolve according to a contact process while the symbionts evolve according to a contact process on the dynamic subset of the lattice occupied by the host population, indicating that the symbiont can only live within a host. This paper

更新日期：2020-05-04
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-05-04
Tom Britton

The directed preferential attachment model is revisited. A new exact characterization of the limiting in- and out-degree distribution is given by two independent pure birth processes that are observed at a common exponentially distributed time T (thus creating dependence between in- and out-degree). The characterization gives an explicit form for the joint degree distribution, and this confirms previously

更新日期：2020-05-04
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-05-04
Maciej Wiśniewolski

A new approach to the problem of finding the distribution of integral functionals under the excursion measure is presented. It is based on the technique of excursion straddling a time, stochastic analysis, and calculus on local time, and it is done for Brownian motion with drift reflecting at 0, and under some additional assumptions for some class of Itó diffusions. The new method is an alternative

更新日期：2020-05-04
• J. Appl. Probab. (IF 0.577) Pub Date : 2020-05-04
Ebrahim Amini-Seresht; Baha-Eldin Khaledi; Subhash Kochar

We consider coherent systems with independent and identically distributed components. While it is clear that the system’s life will be stochastically larger when the components are replaced with stochastically better components, we show that, in general, similar results may not hold for hazard rate, reverse hazard rate, and likelihood ratio orderings. We find sufficient conditions on the signature

更新日期：2020-05-04
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