VOL. 23 · NO. 3 | June 2013
Ann. Appl. Probab. 23 (3), (June 2013) Open Access
No abstract available
Ann. Appl. Probab. 23 (3), (June 2013) Open Access
No abstract available
Alexander M. G. Cox, Jiajie Wang
Ann. Appl. Probab. 23 (3), 859-894, (June 2013) DOI: 10.1214/12-AAP857 Open Access
KEYWORDS: Skorokhod embedding problem, Root’s barrier, variational inequality, variance option, 60G40, 91G20, 60J60, 91G80
Kristoffer Glover, Hardy Hulley, Goran Peskir
Ann. Appl. Probab. 23 (3), 895-922, (June 2013) DOI: 10.1214/12-AAP859 Open Access
KEYWORDS: optimal prediction, transient diffusion, Bessel process, Brownian motion, the golden ratio, the maximality principle, Fibonacci retracement, support and resistance levels, constant elasticity of variance model, strict local martingale, bubbles, 60G40, 60J60, 60J65, 34A34, 49J40, 60G44
Augusto Teixeira, Johan Tykesson
Ann. Appl. Probab. 23 (3), 923-956, (June 2013) DOI: 10.1214/12-AAP860 Open Access
KEYWORDS: Random interlacements, Random walks, Graphs, amenability, 60K35, 82C41
M. J. Luczak, J. R. Norris
Ann. Appl. Probab. 23 (3), 957-986, (June 2013) DOI: 10.1214/12-AAP861 Open Access
KEYWORDS: Join the shortest queue, Supermarket model, supermarket model with memory, Law of Large Numbers, exponential martingale inequalities, fast variables, correctors, 60J28, 60K25
Christopher Hughes, Joseph Najnudel, Ashkan Nikeghbali, Dirk Zeindler
Ann. Appl. Probab. 23 (3), 987-1024, (June 2013) DOI: 10.1214/12-AAP862 Open Access
KEYWORDS: Symmetric group, generalized Ewens measure, random permutation matrix, characteristic polynomial, multiplicative class functions, Traces, linear statistics, limit theorems, 60B15
Abdelkoddousse Ahdida, Aurélien Alfonsi
Ann. Appl. Probab. 23 (3), 1025-1073, (June 2013) DOI: 10.1214/12-AAP863 Open Access
KEYWORDS: Wishart processes, Affine processes, exact simulation, discretization schemes, weak error, Bartlett’s decomposition, 65C30, 60H35, 91B70
Michael Damron, Michael Hochman
Ann. Appl. Probab. 23 (3), 1074-1085, (June 2013) DOI: 10.1214/12-AAP864 Open Access
KEYWORDS: First-passage percolation, Limit shapes, extreme points, Richardson’s growth model, graph of infection, 60K35, 82B43
René Carmona, François Delarue, Gilles-Edouard Espinosa, Nizar Touzi
Ann. Appl. Probab. 23 (3), 1086-1128, (June 2013) DOI: 10.1214/12-AAP865 Open Access
KEYWORDS: Stochastic analysis, forward–backward stochastic differential equations, emissions derivatives, 60H30, 91G80
James Allen Fill
Ann. Appl. Probab. 23 (3), 1129-1147, (June 2013) DOI: 10.1214/12-AAP866 Open Access
KEYWORDS: QuickSort, limit distribution, $L^{p}$-convergence, symbol comparisons, natural coupling, probabilistic source, tameness, key comparisons, de-Poissonization, 60F20, 68W40
Nathanaël Enriquez, Christophe Sabot, Laurent Tournier, Olivier Zindy
Ann. Appl. Probab. 23 (3), 1148-1187, (June 2013) DOI: 10.1214/12-AAP867 Open Access
KEYWORDS: Random walk in random environment, quenched distribution, Poisson point process, Fluctuation theory for random walks, Beta distributions, 60K37, 60F05, 82B41, 60E07, 60E10
Erol A. Peköz, Adrian Röllin, Nathan Ross
Ann. Appl. Probab. 23 (3), 1188-1218, (June 2013) DOI: 10.1214/12-AAP868 Open Access
KEYWORDS: Random graphs, preferential attachment, Stein’s method, urn models, 60C05, 60F05, 05C08
Andrea Collevecchio, Codina Cotar, Marco LiCalzi
Ann. Appl. Probab. 23 (3), 1219-1253, (June 2013) DOI: 10.1214/12-AAP869 Open Access
KEYWORDS: preferential attachment, reinforcement processes, species sampling sequence, Pólya’s urn process, 05C80, 90B15, 60C05
Mindaugas Bloznelis
Ann. Appl. Probab. 23 (3), 1254-1289, (June 2013) DOI: 10.1214/12-AAP874 Open Access
KEYWORDS: Clustering coefficient, power law, degree distribution, random intersection graph, 05C80, 91D30, 05C07
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