期刊: ADVANCES IN APPLIED PROBABILITY, 2023; 55 (1)
We investigate expansions for connectedness functions in the random connection model of continuum percolation in powers of the intensity. Precisely, w......
期刊: ADVANCES IN APPLIED PROBABILITY, 2023; 55 (1)
The rich-get-richer rule reinforces actions that have been frequently chosen in the past. What happens to the evolution of individuals' inclinations t......
期刊: ADVANCES IN APPLIED PROBABILITY, 2023; 55 (1)
This article examines large-time behaviour of finite-state mean-field interacting particle systems. Our first main result is a sharp estimate (in the ......
期刊: ADVANCES IN APPLIED PROBABILITY, 2023; 55 (1)
We show that load-sharing models (a very special class of multivariate probability models for nonnegative random variables) can be used to obtain basi......
期刊: ADVANCES IN APPLIED PROBABILITY, 2023; 55 (1)
We use probabilistic methods to study properties of mean-field models, which arise as large-scale limits of certain particle systems with mean-field i......
期刊: ADVANCES IN APPLIED PROBABILITY, 2023; 55 (1)
We obtain series expansions of the q-scale functions of arbitrary spectrally negative Levy processes, including processes with infinite jump activity,......
期刊: ADVANCES IN APPLIED PROBABILITY, 2023; 55 (1)
We establish sufficient conditions for differentiability of the expected cost collected over a discrete-time Markov chain until it enters a given set.......
期刊: ADVANCES IN APPLIED PROBABILITY, 2023; 55 (1)
This paper presents a new matrix-infinite-product-form (MIP-form) solution for the stationary distribution in upper block-Hessenberg Markov chains (UB......
期刊: ADVANCES IN APPLIED PROBABILITY, 2023; 55 (1)
In this paper, we study the optimal multiple stopping problem under the filtration-consistent nonlinear expectations. The reward is given by a set of ......
期刊: ADVANCES IN APPLIED PROBABILITY, 2023; 55 (1)
This paper provides a full classification of the dynamics for continuous-time Markov chains (CTMCs) on the nonnegative integers with polynomial transi......
期刊: ADVANCES IN APPLIED PROBABILITY, 2023; 55 (1)
Matryoshka dolls, the traditional Russian nesting figurines, are known worldwide for each doll's encapsulation of a sequence of smaller dolls. In this......