VOL. 22 · NO. 6 | December 2012
Ann. Appl. Probab. 22 (6), (December 2012) Open Access
No abstract available
Ann. Appl. Probab. 22 (6), (December 2012) Open Access
No abstract available
A. M. Etheridge, A. Véber
Ann. Appl. Probab. 22 (6), 2165-2209, (December 2012) DOI: 10.1214/12-AAP842 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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
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