VOL. 22 · NO. 6 | December 2012
Ann. Appl. Probab. 22 (6), (December 2012)
No abstract available
Ann. Appl. Probab. 22 (6), (December 2012)
No abstract available
A. M. Etheridge, A. Véber
Ann. Appl. Probab. 22 (6), 2165-2209, (December 2012) DOI: 10.1214/12-AAP842
KEYWORDS: genealogy, recombination, Coalescent, spatial continuum, generalized Fleming–Viot process, 60J25, 92D10, 60J75, 60F05
Prasad Tetali, Juan C. Vera, Eric Vigoda, Linji Yang
Ann. Appl. Probab. 22 (6), 2210-2239, (December 2012) DOI: 10.1214/11-AAP833
KEYWORDS: phase transition, mixing time, Glauber dynamics, Markov chain Monte Carlo, graph colorings, 60J10
Hermine Biermé, Agnès Desolneux
Ann. Appl. Probab. 22 (6), 2240-2281, (December 2012) DOI: 10.1214/11-AAP807
KEYWORDS: Shot noise, level crossings, infinitely divisible process, stationary process, Characteristic function, Poisson process, 60G17, 60E07, 60E10, 60G10, 60F05
Thierry Bodineau, Maxime Lagouge
Ann. Appl. Probab. 22 (6), 2282-2319, (December 2012) DOI: 10.1214/11-AAP826
KEYWORDS: large deviations, interacting particle systems, 60F10, 82C22
Natesh S. Pillai, Andrew M. Stuart, Alexandre H. Thiéry
Ann. Appl. Probab. 22 (6), 2320-2356, (December 2012) DOI: 10.1214/11-AAP828
KEYWORDS: Markov chain Monte Carlo, Metropolis-adjusted Langevin algorithm, Scaling limit, diffusion approximation, 60J20, 65C05
Geoffrey Decrouez, Owen Dafydd Jones
Ann. Appl. Probab. 22 (6), 2357-2387, (December 2012) DOI: 10.1214/11-AAP834
KEYWORDS: Self-similar, multifractal, branching process, Brownian motion, time-change, simulation, 60G18, 28A80, 60J85, 68U20
Monique Jeanblanc, Michael Mania, Marina Santacroce, Martin Schweizer
Ann. Appl. Probab. 22 (6), 2388-2428, (December 2012) DOI: 10.1214/11-AAP835
KEYWORDS: Mean-variance hedging, Stochastic control, Backward stochastic differential equations, Semimartingales, mathematical finance, variance-optimal martingale measure, 60G48, 60H10, 93E20, 91G80
Elchanan Mossel, Sebastien Roch
Ann. Appl. Probab. 22 (6), 2429-2459, (December 2012) DOI: 10.1214/11-AAP837
KEYWORDS: phylogenetic reconstruction, Random trees, concentration of measure, 60K35, 92D15
A. de Bouard, M. Gazeau
Ann. Appl. Probab. 22 (6), 2460-2504, (December 2012) DOI: 10.1214/11-AAP839
KEYWORDS: nonlinear Schrödinger equation, Stochastic partial differential equations, White noise, diffusion limit, 35Q55, 60H15
Xicheng Zhang
Ann. Appl. Probab. 22 (6), 2505-2538, (December 2012) DOI: 10.1214/12-AAP851
KEYWORDS: Lévy processes, Feyman–Kac formula, fractal Burgers equation, 60H30, 35R09
Christian Houdré, Zsolt Talata
Ann. Appl. Probab. 22 (6), 2539-2559, (December 2012) DOI: 10.1214/12-AAP853
KEYWORDS: Longest increasing subsequence, Brownian functional, approximation, rate of convergence, 60C05, 60G15, 60G17, 62E17, 62E20
Andrej Depperschmidt, Andreas Greven, Peter Pfaffelhuber
Ann. Appl. Probab. 22 (6), 2560-2615, (December 2012) DOI: 10.1214/11-AAP831
KEYWORDS: Fleming–Viot process, tree-valued Fleming–Viot dynamics, measure-valued diffusion, metric measure space, Resampling, Genealogical tree, Duality, Coalescent, ancestral selection graph, Girsanov theorem, 60K35, 60J25, 60J68, 92D10
Back to Top