VOL. 31 · NO. 2 | April 2021
 
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Frontmatter
Ann. Appl. Probab. 31 (2), (April 2021)
No abstract available
Ann. Appl. Probab. 31 (2), (April 2021)
No abstract available
Articles
Remco van der Hofstad, Johan S. H. van Leeuwaarden, Clara Stegehuis
Ann. Appl. Probab. 31 (2), 501-537, (April 2021) DOI: 10.1214/20-AAP1580
KEYWORDS: Random graphs, configuration model, motifs, subgraphs, 05C80, 05C82
Johannes Heiny, Thomas Mikosch, Jorge Yslas
Ann. Appl. Probab. 31 (2), 538-560, (April 2021) DOI: 10.1214/20-AAP1597
KEYWORDS: Gumbel distribution, Extreme value theory, maximum entry, Sample covariance matrix, precise large deviations, 60G70, 60B20, 60G50, 60F10, 62F05
Eric Luçon, Christophe Poquet
Ann. Appl. Probab. 31 (2), 561-593, (April 2021) DOI: 10.1214/20-AAP1598
KEYWORDS: FitzHugh–Nagumo model, McKean–Vlasov process, nonlinear Fokker–Planck equation, mean-field systems, excitable systems, slow-fast dynamics, noise-induced dynamics, Wasserstein distance, 60K35, 35K55, 35Q84, 37N25, 82C26, 82C31, 92B20
Yuri Bakhtin, Hong-Bin Chen
Ann. Appl. Probab. 31 (2), 594-624, (April 2021) DOI: 10.1214/20-AAP1599
KEYWORDS: Vanishing noise limit, unstable equilibrium, Exit problem, polynomial decay, Malliavin calculus, 60H07, 60H10, 60J60
Han L. Gan, Nathan Ross
Ann. Appl. Probab. 31 (2), 625-667, (April 2021) DOI: 10.1214/20-AAP1600
KEYWORDS: Poisson–Dirichlet approximation, Wright–Fisher process, Dirichlet process, Stein’s method, Ewens sampling formula, 92D25, 60F05, 60B10, 60J25
Paul Chleboun, Aaron Smith
Ann. Appl. Probab. 31 (2), 668-702, (April 2021) DOI: 10.1214/20-AAP1601
KEYWORDS: Markov chain, mixing time, spectral gap, Cutoff phenomenon, plaquette model, Glass transition, 60J27, 60J20
Andi Q. Wang, Murray Pollock, Gareth O. Roberts, David Steinsaltz
Ann. Appl. Probab. 31 (2), 703-735, (April 2021) DOI: 10.1214/20-AAP1602
KEYWORDS: Right process, inhomogeneous Poisson process, regenerative Markov process, Markov chain Monte Carlo, Coupling from the past, 60J40, 60J22, 60J25, 65C05
Martina Hofmanová, James-Michael Leahy, Torstein Nilssen
Ann. Appl. Probab. 31 (2), 736-777, (April 2021) DOI: 10.1214/20-AAP1603
KEYWORDS: Rough paths, stochastic PDEs, Navier–Stokes system, variational method, 60H15, 76D05, 47J30, 60H05, 35A15
Demetrios P. Lyberopoulos, Nikolaos D. Macheras
Ann. Appl. Probab. 31 (2), 778-805, (April 2021) DOI: 10.1214/20-AAP1604
KEYWORDS: Mixed compound Poisson process, regular conditional probability, martingale, martingale-equivalent measures, premium calculation principle, 91B30, 60G44, 60G51, 60G55, 28A50
Viacheslav Natarovskii, Daniel Rudolf, Björn Sprungk
Ann. Appl. Probab. 31 (2), 806-825, (April 2021) DOI: 10.1214/20-AAP1605
KEYWORDS: slice sampling, spectral gap, Wasserstein contraction, 65C40, 60J22, 62D99, 65C05
Amaury Lambert, Verónica Miró Pina, Emmanuel Schertzer
Ann. Appl. Probab. 31 (2), 826-864, (April 2021) DOI: 10.1214/20-AAP1606
KEYWORDS: recombination, ancestral recombination graph, experimental evolution, partition-valued process, fragmentation, coagulation, 60B12, 05A18, 60G55, 60J25, 60K35, 92D10, 92D20
Persi Diaconis, Kelsey Houston-Edwards, Laurent Saloff-Coste
Ann. Appl. Probab. 31 (2), 865-895, (April 2021) DOI: 10.1214/20-AAP1607
KEYWORDS: Gambler’s ruin, Markov chains, Harnack inequality, 60J10
P. K. Friz, P. Gassiat, P. Pigato
Ann. Appl. Probab. 31 (2), 896-940, (April 2021) DOI: 10.1214/20-AAP1608
KEYWORDS: Rough volatility, European option pricing, small-time asymptotics, Rough paths, Regularity structures, 60L30, 60L90, 91G20, 60H30, 60F10, 60G22, 60G18
Eyal Castiel, Sem Borst, Laurent Miclo, Florian Simatos, Phil Whiting
Ann. Appl. Probab. 31 (2), 941-971, (April 2021) DOI: 10.1214/20-AAP1609
KEYWORDS: CSMA algorithms, stochastic averaging principle, state space collapse, 60K25, 60K35
Jure Vogrinc, Wilfrid S. Kendall
Ann. Appl. Probab. 31 (2), 972-1019, (April 2021) DOI: 10.1214/20-AAP1612
KEYWORDS: Anomalous optimal scaling, expected square jump distance, fractional Brownian motion, Markov chain Monte Carlo, Metropolis-adjusted Langevin algorithm, Metropolis–Hastings, Random walk Metropolis, 60J22, 65C05, 60F05
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