yusuke1997/dblp-id-title huggingface dataset:
Multi-type branching processes with time-dependent branching rates
On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes
An elementary approach to component sizes in critical random graphs
The Explicit Laplace Transform for the Wishart Process
Extinction Probabilities of Supercritical Decomposable Branching Processes
Means and Variances in Stochastic Multistage Cancer Models
Synchronized Lévy queues
Asymptotic frequency of shapes in supercritical branching trees
Coalescence in Critical and Subcritical Galton-Watson Branching Processes
The proportion of triangles in a class of anisotropic Poisson line tessellations
A confirmation of a conjecture on Feldman's two-armed bandit problem
Asymptotic Bounds for the Distribution of the Sum of Dependent Random Variables
Stochastic comparisons of interfailure times under a relevation replacement policy
Pathwise large deviations for the rough Bergomi model
A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions
Factorization Identities for Reflected Processes, with Applications
The entirely coupled region of supercritical contact processes
Weak convergence of the number of vertices at intermediate levels of random recursive trees
Applying the Wiener-Hopf Monte Carlo Simulation Technique for Lévy Processes to Path Functionals
Hurst Index of Functions of Long-Range-Dependent Markov Chains
Limiting Behavior of the Target-Dependent Stochastic Sequential Assignment Problem
Small-time moderate deviations for the randomised Heston model
On Optimal Retirement
Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes
Weighted least-squares estimation for the subcritical Heston process
New nonparametric classes of distributions in terms of mean time to failure in age replacement
Two poisson limit theorems for the coupon collector's problem with group drawings
Stochastic comparison of parallel systems with heterogeneous exponential components
Lie Algebra Solution of Population Models Based on Time-Inhomogeneous Markov Chains
Stochastic analysis of average-based distributed algorithms
Couplings for determinantal point processes and their reduced Palm distributions with a view to quantifying repulsiveness
Extreme paths in oriented two-dimensional percolation
First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers
The Noisy Secretary Problem and Some Results on Extreme Concomitant Variables
A Note on Asymptotic Exponential Arbitrage with Exponentially Decaying Failure Probability
Workload analysis of a two-queue fluid polling model
An exponential nonuniform Berry-Esseen bound of the maximum likelihood estimator in a Jacobi process
Rate of convergence for traditional Pólya urns
Ruin probabilities with investments: smoothness, inegro-differential and ordinary differential equations, asymptotic behavior
JPR volume 60 issue 1 Cover and Back matter
An invariance principle and a large deviation principle for the biased random walk on ${\mathbb{Z}}^{\lowercase{\textbf{\textit{d}}}}$
A non-homogeneous alternating renewal process model for interval censoring
The winner takes it all but one
An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion
Average Jaccard index of random graphs
Stopping Probabilities for Patterns in Markov Chains
Eigentime Identity for One-Dimensional Diffusion Processes
Exponential models by Orlicz spaces and applications
How much market making does a market need?
On occupation times of the first and third quadrants for planar Brownian motion
Semiparametric cross entropy for rare-event simulation
Small drift limit theorems for random walks
On the Joint Distribution of Stopping Times and Stopped Sums in Multistate Exchangeable Trials
The k -core in percolated dense graph sequences
A Duality Relation Between the Workload and Attained Waiting Time in FCFS G/G/ s Queues
JPR volume 58 issue 3 Cover and Back matter
Stochastic LU factorizations, Darboux transformations and urn models
The DFR Property for Counting Processes Stopped at an Independent Random Time
Synchronization and fluctuation theorems for interacting Friedman urns
Continuity properties of a factor of Markov chains
Constrained optimal stopping under a regime-switching model
Characterization theorems for pseudo cross-variograms
SIR model with social gatherings
On stochastic comparisons of k-out-of-n systems with Weibull components
Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift
The number of K -tons in the coupon collector problem
On a jump-telegraph process driven by an alternating fractional Poisson process
On the Location of the Maximum of a Continuous Stochastic Process
On the De Vylder and Goovaerts Conjecture About Ruin for Equalized Claims
Measures of ageing tendency
Generalised liouville processes and their properties
Local convergence of critical Galton-Watson trees
Simple analytical solutions for the , , and related queues
Finite element approximations for stochastic control problems with unbounded state space
A Limit Theorem for a Weiss Epidemic Process
On the asymptotics of constrained exponential random graphs
Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment
Approximating Quasistationary Distributions of Birth-Death Processes
Sequential metric dimension for random graphs
Obituary: Marcel F. Neuts 1935-2014
JPR volume 59 issue 1 Cover and Front matter
On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae Under Verifiable Conditions
Monte Carlo integration with a growing number of control variates
Weak convergence to the Student and Laplace distributions
Scale-free percolation in continuous space: quenched degree and clustering coefficient
On Tournaments and negative dependence
On intersection probabilities of four lines inside a planar convex domain
Bounded truncation error for long-run averages in infinite Markov chains
Computable approximations for average Markov decision processes in continuous time
Optimal claims with fixed payoff structure
Reliability assessment of system under a generalized run shock model
Renewal theory for iterated perturbed random walks on a general branching process tree: Early generations
A Note on M/G/1 Vacation Systems with Sojourn Time Limits
On the speed of convergence of discrete Pickands constants to continuous ones
Improving the Asmussen-Kroese-Type Simulation Estimators
Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes
Chase-escape in dynamic device-to-device networks
Sojourn functionals of time-dependent $\chi^2$ -random fields on two-point homogeneous spaces
Extremes of Homogeneous Gaussian Random Fields
Dependence between path-length and size in random digital trees
The SEIS model, or, the contact process with a latent stage
Negative moments of the CREM partition function in the high-temperature regime
Fractional Moments of Solutions to Stochastic Recurrence Equations
On the forward algorithm for stopping problems on continuous-time Markov chains
The distribution and asympotic behaviour of the negative Wiener-Hopf factor for Lévy processes with rational positive jumps
Correlated fractional counting processes on a finite-time interval
Variations of the elephant random walk
Bounded-hop percolation and wireless communication
Skew Ornstein-Uhlenbeck processes with sticky reflection and their applications to bond pricing
Speed of extinction for continuous-state branching processes in a weakly subcritical Lévy environment
Maximum likelihood estimation for spinal-structured trees
Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation
Limit theory for U -statistics under geometric and topological constraints with rare events
Optimal Dynamic Risk Control for Insurers with State-Dependent Income
Relational exchangeability
JPR volume 58 issue 4 Cover and Front matter
Asian Options Under One-Sided Lévy Models
Central Limit Theorem for Nonlinear Hawkes Processes
On the existence of sure profits via flash strategies
The Smooth-Fit Property in an Exponential Lévy Model
Total internal and external lengths of the Bolthausen-Sznitman coalescent
Extreme Dispersions of Semicoherent and Mixed System Lifetimes
A note on the virtual waiting time in the stationary PH/M/c+D queue
Exact Simulation for Diffusion Bridges: An Adaptive Approach
Stochastic Modeling for Environmental Stress Screening
On the singular components of a copula
The Gini index of random trees with an application to caterpillars
Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms
The nonhomogeneous frog model on ℤ
Minimum variance in the coupon collector's problem
Coalescence in Subcritical Bellman-Harris Age-Dependent Branching Processes
The Laplace Transform of Hitting Times of Integrated Geometric Brownian Motion
Comparison Results for GARCH Processes
Strong convergence of multivariate maxima
On the Brownian range and the Brownian reversal
Discounted probability of exponential parisian ruin: Diffusion approximation
The distribution of refracted Lévy processes with jumps having rational Laplace transforms
Probabilities of Competing Binomial Random Variables
Continuum AB percolation and AB random geometric graphs
On Rice's Formula for Stationary Multivariate Piecewise Smooth Processes
Steady-state analysis of load-balancing algorithms in the sub-Halfin-Whitt regime
On the Asymmetric Telegraph Processes
Quasistochastic matrices and Markov renewal theory
A dichotomy for sampling barrier-crossing events of random walks with regularly varying tails
Double hypergeometric Lévy processes and self-similarity
Exit problems for general draw-down times of spectrally negative Lévy processes
On a new stochastic model for cascading failures
Local limits of Galton-Watson trees conditioned on the number of protected nodes
How strong can the Parrondo effect be?
Partially informed investors: hedging in an incomplete market with default
Depths in random recursive metric spaces
Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications
Stochastic Monotonicity and Duality of k th Order with Application to Put-Call Symmetry of Powered Options
An Euler-Poisson scheme for Lévy driven stochastic differential equations
Optimal Sequential Change Detection for Fractional Diffusion-Type Processes
On the Functional Central Limit Theorem for Reversible Markov Chains with Nonlinear Growth of the Variance
Critical branching as a pure death process coming down from infinity
Applied Probability Trust prizes 2023
Sufficientness postulates for measure-valued Pólya urn sequences
The probability that a random multigraph is simple. II
On the Signatures of Ordered System Lifetimes
Poisson superposition processes
Self-normalized large deviation for supercritical branching processes
Weak Convergence Limits for Closed Cyclic Networks of Queues with Multiple Bottleneck Nodes
Asymptotic behavior and quasi-limiting distributions on time-fractional birth and death processes
Block-Savits type characterizations using the Laplace transform and some related issues
Joint Distribution of Distances in Large Random Regular Networks
Coalescence on critical and subcritical multitype branching processes
Zipf's law for atlas models
Sharp Bounds for Sums of Dependent Risks
Tessellation-valued processes that are generated by cell division
On the Acceleration of the Multi-Level Monte Carlo Method
Aggregation of log-linear risks
A bound on the rate of convergence in the central limit theorem for renewal processes under second moment conditions
Interacting urns on directed networks with node-dependent sampling and reinforcement
On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models
An upper bound for the bond percolation threshold of the cubic lattice by a growth process approach
Inhomogeneous random graphs, isolated vertices, and Poisson approximation
Point process approach to modeling and analysis of general cascading failure models
Lower bound for the expected supremum of fractional brownian motion using coupling
Limit theorems for the fractional nonhomogeneous Poisson process
Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure
Monotonicity of implied volatility for perpetual put options
Generalized Efron's biased coin design and its theoretical properties
On relevation redundancy to coherent systems at component and system levels
On first passage times of sticky reflecting diffusion processes with double exponential jumps
Pathwise large deviations for the rough Bergomi model: Corrigendum
Time-convergent random matrices from mean-field pinned interacting eigenvalues
Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller
Estranged facets and k -facets of Gaussian random point sets
Randomly Reinforced Urn Designs with Prespecified Allocations
The Resolvent and Expected Local Times for Markov-Modulated Brownian Motion with Phase-Dependent Termination Rates
Asymptotic Behaviour of the Time-Fractional Telegraph Equation
50 years of the Applied Probability Trust, 1964-2014
Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk
An efficient method for generating a discrete uniform distribution using a biased random source
On geometric and algebraic transience for block-structured Markov chains
Regular Perturbation of V -Geometrically Ergodic Markov Chains
Stability with respect to initial conditions in V-norm for nonlinear filters with ergodic observations
Applied probability before 1964, and after 2014
Ordering scalar products with applications in financial engineering and actuarial science
Analysis of -ary tree algorithms with successive interference cancellation
Computing minimal signature of coherent systems through matrix-geometric distributions
Splitting Trees Stopped when the First Clock Rings and Vervaat's Transformation
Solving finite time horizon Dynkin games by optimal switching
A Note on the Mixture Representation of the Conditional Residual Lifetime of a Coherent System
A singularly perturbed ruin problem for a two-dimensional Brownian motion in the positive quadrant
Nash equilibria for nonzero-sum ergodic stochastic differential games
Flooding and diameter in general weighted random graphs
Birth of a Strongly Connected Giant in an Inhomogeneous Random Digraph
Prevalence of deficiency-zero reaction networks in an Erdös-Rényi framework
A Time-Homogeneous Diffusion Model with Tax
A spatial mutation model with increasing mutation rates
Recurrence and transience of a Markov chain on $\mathbb Z$ + and evaluation of prior distributions for a Poisson mean
Absolute continuity of distributions of one-dimensional Lévy processes
The containment profile of hyper-recursive trees
Optimal bulking threshold of batch service queues
The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula
Quantitative Convergence Rates for Subgeometric Markov Chains
Central limit theorems for nearly long range dependent subordinated linear processes
On the rate of convergence for the length of the longest common subsequences in hidden Markov models
Implicit renewal theory in the arithmetic case
Ancestral Graph with Bias in Gene Conversion
Stochastic comparisons of coherent systems under different random environments
Cramér type moderate deviations for random fields
Asymptotic persistence time formulae for multitype birth-death processes
Coexistence and Noncoexistence of Markovian Viruses and their Hosts
Exit Problems for Reflected Markov-Modulated Brownian Motion
On Λ-Fleming-Viot processes with general frequency-dependent selection
Log-concavity and other concepts of bivariate increasing failure rate distributions
Epidemic risk and insurance coverage
On Ashrafi and Asadi (2014)
Random Fields with Pólya Correlation Structure
Optimal dividend and reinsurance in the presence of two reinsurers
On point processes defined by angular conditions on Delaunay neighbors in the Poisson-Voronoi Tessellation
Note on discounted continuous-time Markov decision processes with a lower bounding function
Tails of exit times from unstable equilibria on the line
R-positivity and existence of zero-temperature limits of Gibbs measures on nearest neighbors matrices - CORRIGENDUM
Martingale approach to gambler's ruin problem for correlated randomwalks
Reflection principle for finite-velocity random motions
Bivariate tempered space-fractional Poisson process and shock models
Random Construction of Interpolating Sets for High-Dimensional Integration
Population dynamics driven by truncated stable processes with Markovian switching
On the multifractal analysis of the covering number on the Galton-Watson tree
Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling
Optimal Server Selection in a Queueing Loss Model with Heterogeneous Exponential Servers, Discriminating Arrivals, and Arbitrary Arrival Times
Asymptotic behavior for the Robbins-Monro process
Analysis of a non-reversible Markov chain speedup by a single edge
Sums of standard uniform random variables
Stationary measures and the continuous-state branching process conditioned on extinction
On the age of a randomly picked individual in a linear birth-and-death process
Limit theorems for random points in a simplex
JPR volume 61 issue 1 Cover and Back matter
Uniqueness and Decay Properties of Markov Branching Processes with Disasters
New Results on a Generalized Coupon Collector Problem Using Markov Chains
Gerber-Shiu distribution at Parisian ruin for Lévy insurance risk processes
Stochastic Brownian Game of Absolute Dominance
A stationary distribution associated to a set of laws whose initial states are grouped into classes. An application in genomics
Why is Kemeny's constant a constant?
Relations Between Hidden Regular Variation and the Tail Order of Copulas
On the emergence of random initial conditions in fluid limits
Percolation on the Information-Theoretically Secure Signal to Interference Ratio Graph
On a 'Replicating Character String' Model
Weakly interacting oscillators on dense random graphs
Surprising identities for the greedy independent set on Cayley trees
Conditional Limit Theorems for the Terms of a Random Walk Revisited
Maximal Percentages in Pólya's Urn
On the S n / n problem
On supercritical branching processes with emigration
On the steady state of continuous-time stochastic opinion dynamics with power-law confidence
Asymptotic expansions and saddlepoint approximations using the analytic continuation of moment generating functions
Gromov-Wasserstein distances between Gaussian distributions
Fractional Discrete Processes: Compound and Mixed Poisson Representations
Compound Poisson Process with a Poisson Subordinator
Boundary effect in competition processes
JPR volume 61 issue 1 Cover and Front matter
Contact distribution in a thinned Boolean model with power-law radii
The replicator coalescent
Lumpings of Markov Chains, Entropy Rate Preservation, and Higher-Order Lumpability
Maximizing the pth moment of the exit time of planar brownian motion from a given domain
Dynamical fitness models: evidence of universality classes for preferential attachment graphs
Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps
Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise
Pricing and hedging for a sticky diffusion
On Multiply Monotone Distributions, Continuous or Discrete, with Applications
Stochastic differential equation approximations of generative adversarial network training and its long-run behavior
Efficient conditional Monte Carlo simulations for the exponential integrals of Gaussian random fields
Matrix representations of Wiener-Hopf factorisations for Lévy processes
First-passage time for Sinai's random walk in a random environment
Exact simulation of multidimensional reflected Brownian motion
Unifying the Dynkin and Lebesgue-Stieltjes formulae
The limiting failure rate for a convolution of life distributions
A finite exact algorithm to solve a dice game
SIR epidemics driven by Feller processes
On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate
On the cumulant transforms for Hawkes processes
A multitype infinite-allele branching process with applications to cancer evolution
Piecewise deterministic processes following two alternating patterns
Two-Dimensional Signatures
On random quadratic forms: supports of potential local maxima
Distribution theory for dependent renewal-reward processes and their first-passage times using saddlepoint and residue expansions
Optimal Dividend Policy when Cash Reserves Follow a Jump-Diffusion Process Under Markov-Regime Switching
On the Frequency of Drawdowns for Brownian Motion Processes
Discounted optimal stopping problems in first-passage time models with random thresholds
Generalized Telegraph Process with Random Jumps
A general lower bound of parameter estimation for reflected Ornstein-Uhlenbeck processes
Large deviation principle for epidemic models
Last exit time until first exit time for spectrally negative Lévy processes
The Containment Condition and Adapfail Algorithms
Randomised rules for stopping problems
Graph distances in scale-free percolation: the logarithmic case
From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity
Asymmetric COGARCH processes
Pruned Discrete Random Samples
Stackelberg equilibria in a continuous-time vertical contracting model with uncertain demand and delayed information
Reaching consensus on a connected graph
A model for an epidemic with contact tracing and cluster isolation, and a detection paradox
Exchangeable and sampling-consistent distributions on rooted binary trees
Asymptotics of Maxima of Strongly Dependent Gaussian Processes
Upper Deviations for Split Times of Branching Processes
Distribution of the quasispecies for a Galton-Watson process on the sharp peak landscape
Synchronization via Interacting Reinforcement
Optimal consumption of multiple goods in incomplete markets
Approximating Multivariate Tempered Stable Processes
Renewal processes, population dynamics, and unimodular trees
Lyapunov-type conditions for non-strong ergodicity of Markov processes
On stochastic control under poissonian intervention: optimality of a barrier strategy in a general Lévy model
On the threshold strategies in optimal stopping problems for diffusion processes
Averaging principle for the fast-slow McKean-Vlasov stochastic differential equations driven by mixed fractional Brownian motion
Extension of the past lifetime and its connection to the cumulative entropy
Respondent-driven sampling and an unusual epidemic
On resampling schemes for polytopes
On transience of $\mathrm{M}/\mathrm{G}/\infty$ queues
General drawdown of general tax model in a time-homogeneous Markov framework
The front of the epidemic spread and first passage percolation
Fractional Poisson Process: Long-Range Dependence and Applications in Ruin Theory
Long-range orientational order of random near-lattice hard sphere and hard disk processes
Finite-pool queueing with heavy-tailed services
Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces
Optimal Stopping of the Maximum Process
On classes of life distributions based on the mean time to failure function
Sparre Andersen identity and the last passage time
On the finiteness and tails of perpetuities under a Lamperti-Kiu MAP
The Berkelmans-Pries dependency function: A generic measure of dependence between random variables
Optimal Scaling of the Random Walk Metropolis: General Criteria for the 0.234 Acceptance Rule
Phase Changes in the Topological Indices of Scale-Free Trees
On the Modelling of Imperfect Repairs for a Continuously Monitored Gamma Wear Process Through Age Reduction
Pairs Trading with Opportunity Cost
A unifying approach to branching processes in a varying environment