VOL. 33 · NO. 6A | December 2023
Ann. Appl. Probab. 33 (6A), (December 2023)
No abstract available
Ann. Appl. Probab. 33 (6A), (December 2023)
No abstract available
Milton Jara, Claudio Landim
Ann. Appl. Probab. 33 (6A), 4163-4209, (December 2023) DOI: 10.1214/22-AAP1866
KEYWORDS: Stochastic heat equation, fluctuation field, interacting particle systems, realtive entropy method, 60K35, 82C22
Samuel G. G. Johnston, Andreas Kyprianou, Tim Rogers
Ann. Appl. Probab. 33 (6A), 4210-4237, (December 2023) DOI: 10.1214/22-AAP1891
KEYWORDS: Λ-coalescent, exchangeability, consistency, coming down from infinity, 60G09, 60J99
Shreya Bose, Ibrahim Ekren
Ann. Appl. Probab. 33 (6A), 4238-4271, (December 2023) DOI: 10.1214/22-AAP1905
KEYWORDS: Kyle’s model with risk averse informed trader, Optimal transport, Markov bridges, quasilinear partial differential equations, 60H30, 60J60, 91B44
Qiyang Han, Tiefeng Jiang, Yandi Shen
Ann. Appl. Probab. 33 (6A), 4272-4321, (December 2023) DOI: 10.1214/22-AAP1917
KEYWORDS: contiguity, covariance test, power analysis, Poincaré inequalities, 60F17, 62E17
James Melbourne, Gerardo Palafox-Castillo
Ann. Appl. Probab. 33 (6A), 4322-4340, (December 2023) DOI: 10.1214/22-AAP1919
KEYWORDS: Log-concave sequences, reverse Lyapunov, concentration of information, Rényi entropy, 94A15, 62B10
Thomas M. Liggett, Wenpin Tang
Ann. Appl. Probab. 33 (6A), 4341-4365, (December 2023) DOI: 10.1214/22-AAP1920
KEYWORDS: Hard-core processes, random colorings, one-dependent processes, star graph, 60C05, 05C15, 82B27
Pantelis P. Analytis, Alexandros Gelastopoulos, Hrvoje Stojic
Ann. Appl. Probab. 33 (6A), 4366-4394, (December 2023) DOI: 10.1214/22-AAP1921 Open Access
KEYWORDS: ranking, rich-get-richer, Markov process, Pólya urn, 60J05, 60J20
Julie Delon, Nathael Gozlan, Alexandre Saint Dizier
Ann. Appl. Probab. 33 (6A), 4395-4423, (December 2023) DOI: 10.1214/22-AAP1922
KEYWORDS: Optimal transport, Wasserstein distance, Wasserstein barycenter, multimarginal optimal transport, 60A10, 49J40, 49K21, 49N15
Pierre Del Moral, Emma Horton, Ajay Jasra
Ann. Appl. Probab. 33 (6A), 4424-4490, (December 2023) DOI: 10.1214/22-AAP1923
KEYWORDS: positive semigroups, Boltzmann–Gibbs transformations, contraction inequalities, Dobrushin’s ergodic coefficient, spectral theorems, Foster–Lyapunov conditions, 47D08, 47D06, 47D07, 47H07, 47B65, 37A30, 37M25, 60J25
Yating Liu, Gilles Pagès
Ann. Appl. Probab. 33 (6A), 4491-4527, (December 2023) DOI: 10.1214/22-AAP1924
KEYWORDS: Convergence rate of the Euler scheme, diffusion process, functional convex order, McKean–Vlasov equation, mean field control, Mean field games, 60G65, 60H35, 60G99
Airam Blancas, Stephan Gufler, Sandra Kliem, Viet Chi Tran, Anton Wakolbinger
Ann. Appl. Probab. 33 (6A), 4528-4569, (December 2023) DOI: 10.1214/22-AAP1925
KEYWORDS: Birth-death particle system, Lookdown process, tree-valued processes, selection, density-dependent competition, selective lookdown space, fluctuating population size, genealogy, 60J80, 60K35, 92D10
Benedikt Jahnel, Jonas Köppl
Ann. Appl. Probab. 33 (6A), 4570-4607, (December 2023) DOI: 10.1214/22-AAP1926
KEYWORDS: Gibbs measures, interacting particle systems, Gibbs variational principle, time-reversed dynamics, relative-entropy density, relative-entropy production, omega-limit set, attractor property, 82C20, 60K35
Giovanni Conforti
Ann. Appl. Probab. 33 (6A), 4608-4644, (December 2023) DOI: 10.1214/22-AAP1927
KEYWORDS: Stochastic control, coupling by reflection, Hamilton–Jacobi equations, turnpike property, 60H10, 60J60, 35B40, 93E20
Johannes Wiesel
Ann. Appl. Probab. 33 (6A), 4645-4692, (December 2023) DOI: 10.1214/22-AAP1928
KEYWORDS: stability, martingale transport, causal transport, weak adapted topology, robust finance, 60G42, 60G46, 91G80
G. Vasdekis, G. O. Roberts
Ann. Appl. Probab. 33 (6A), 4693-4746, (December 2023) DOI: 10.1214/23-AAP1930 Open Access
KEYWORDS: Piecewise deterministic Markov process, Markov chain Monte Carlo, exponential ergodicity, central limit theorem, 60J25, 65C05, 60F05
Song-Hao Liu, Zhuo-Song Zhang
Ann. Appl. Probab. 33 (6A), 4747-4797, (December 2023) DOI: 10.1214/23-AAP1931
KEYWORDS: Stein’s method, Cramér-type moderate deviation, local dependence, combinatorial central limit theorem, Stein identity, 60F10, 60F05
Boris Hanin
Ann. Appl. Probab. 33 (6A), 4798-4819, (December 2023) DOI: 10.1214/23-AAP1933
KEYWORDS: neural networks, Gaussian processes, limit theorems, 68T07, 60G15
Samuel G. G. Johnston, Amaury Lambert
Ann. Appl. Probab. 33 (6A), 4820-4857, (December 2023) DOI: 10.1214/23-AAP1934
KEYWORDS: uniform sampling, Continuous-state branching process, Coalescent process, Λ-coalescents, poissonization, 60G09, 60J80, 60G55
Joseph Lehec
Ann. Appl. Probab. 33 (6A), 4858-4874, (December 2023) DOI: 10.1214/23-AAP1935
KEYWORDS: Statistical sampling, Markov chain Monte Carlo, convexity, 62D05, 68W20, 65C05, 52A23
Grégoire Véchambre
Ann. Appl. Probab. 33 (6A), 4875-4935, (December 2023) DOI: 10.1214/23-AAP1936
KEYWORDS: Wright–Fisher diffusion, Moran model, random environment, ancestral selection graph, Duality, 82C22, 92D15, 60J25, 60J27
Eduard Feireisl, Mária Lukáčová-Medviďová
Ann. Appl. Probab. 33 (6A), 4936-4963, (December 2023) DOI: 10.1214/23-AAP1937
KEYWORDS: Stochastic collocation, multielement probabilistic collocation method, random compressible Navier–Stokes system, finite volume method, Random solution, 37H10, 35Q35, 35B44, 76D06, 60H30, 76M35
Tianyi Bai, Yueyun Hu
Ann. Appl. Probab. 33 (6A), 4964-4994, (December 2023) DOI: 10.1214/23-AAP1938
KEYWORDS: capacity of the range, Galton–Watson tree, Branching random walk, integrated super-Brownian excursion, 60J80, 60J65
Anatolii A. Puhalskii, Josh E. Reed
Ann. Appl. Probab. 33 (6A), 4995, (December 2023) DOI: 10.1214/22-AAP1875
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