VOL. 22 · NO. 3 | June 2012
Ann. Appl. Probab. 22 (3), (June 2012) Open Access
No abstract available
Ann. Appl. Probab. 22 (3), (June 2012) Open Access
No abstract available
Jonathan C. Mattingly, Natesh S. Pillai, Andrew M. Stuart
Ann. Appl. Probab. 22 (3), 881-930, (June 2012) DOI: 10.1214/10-AAP754 Open Access
KEYWORDS: Markov chain Monte Carlo, scaling limits, optimal convergence time, stochastic PDEs, 60J22, 60H15, 65C05, 65C40, 60J20
Louigi Addario-Berry, Simon Griffiths, Ross J. Kang
Ann. Appl. Probab. 22 (3), 931-970, (June 2012) DOI: 10.1214/11-AAP761 Open Access
KEYWORDS: Invasion percolation, Prim’s algorithm, Poisson-weighted infinite tree, percolation, Random trees, 60C05, 60G55
Jean-Francois Chassagneux, Romuald Elie, Idris Kharroubi
Ann. Appl. Probab. 22 (3), 971-1007, (June 2012) DOI: 10.1214/11-AAP771 Open Access
KEYWORDS: BSDE with oblique reflections, discrete time approximation, switching problems, 93E20, 65C99, 60H30
Kojiro Oshima, Josef Teichmann, Dejan Velušček
Ann. Appl. Probab. 22 (3), 1008-1045, (June 2012) DOI: 10.1214/11-AAP774 Open Access
KEYWORDS: Weak approximation schemes, high order methods, cubature methods, extrapolation, Ninomiya–Victoir scheme, Fujiwara extrapolation method, Richardson extrapolation, 65H35, 65C30
Jüri Lember, Heinrich Matzinger, Felipe Torres
Ann. Appl. Probab. 22 (3), 1046-1058, (June 2012) DOI: 10.1214/11-AAP778 Open Access
KEYWORDS: Random sequence comparison, longest common sequence, rate of convergence, 60K35, 41A25, 60C05
Gilles Pagès, Fabien Panloup
Ann. Appl. Probab. 22 (3), 1059-1100, (June 2012) DOI: 10.1214/11-AAP779 Open Access
KEYWORDS: Stochastic differential equation, stationary process, steady regime, Ergodic diffusion, central limit theorem, Euler scheme, 60G10, 60J60, 65C05, 65D15, 60F05
A. Kuznetsov, A. E. Kyprianou, J. C. Pardo
Ann. Appl. Probab. 22 (3), 1101-1135, (June 2012) DOI: 10.1214/11-AAP787 Open Access
KEYWORDS: Lévy processes, Wiener–Hopf factorization, exit problems, fluctuation theory, 60G51, 60G50
Fabio Martinelli, Alistair Sinclair
Ann. Appl. Probab. 22 (3), 1136-1166, (June 2012) DOI: 10.1214/11-AAP791 Open Access
KEYWORDS: Solid-on-solid model, Markov chain Monte Carlo, Censoring, Glauber dynamics, mixing time, Monotonicity, Ising model, 60K35, 82C20
Robert J. Adler, Jose H. Blanchet, Jingchen Liu
Ann. Appl. Probab. 22 (3), 1167-1214, (June 2012) DOI: 10.1214/11-AAP792 Open Access
KEYWORDS: Gaussian random fields, high-level excursions, Monte Carlo, tail distributions, efficiency, 60G15, 65C05, 60G60, 62G32
Nobuo Yoshida
Ann. Appl. Probab. 22 (3), 1215-1242, (June 2012) DOI: 10.1214/11-AAP794 Open Access
KEYWORDS: Stochastic partial differential equation, power law fluids, Galerkin approximation, energy equality, 60H15, 76A05, 76D05
Mamadou Cissé, Pierre Patie, Etienne Tanré
Ann. Appl. Probab. 22 (3), 1243-1265, (June 2012) DOI: 10.1214/11-AAP795 Open Access
KEYWORDS: Optimal stopping problems, Doob’s h-transform, excessive functions, Feller processes, 60G40, 60J60, 60J75
Philip Matchett Wood
Ann. Appl. Probab. 22 (3), 1266-1300, (June 2012) DOI: 10.1214/11-AAP789 Open Access
KEYWORDS: Random matrix, sparse matrix, circular law, 15A52
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