VOL. 24 · NO. 6 | December 2014
Ann. Appl. Probab. 24 (6), (December 2014) Open Access
No abstract available
Ann. Appl. Probab. 24 (6), (December 2014) Open Access
No abstract available
D. Shah, N. S. Walton, Y. Zhong
Ann. Appl. Probab. 24 (6), 2207-2245, (December 2014) DOI: 10.1214/13-AAP970 Open Access
KEYWORDS: Switched network, maximum weight scheduling, fluid models, state space collapse, heavy traffic, diffusion approximation, 60K25, 60K30, 90B36
Michel Broniatowski, Virgile Caron
Ann. Appl. Probab. 24 (6), 2246-2296, (December 2014) DOI: 10.1214/13-AAP975 Open Access
KEYWORDS: Gibbs principle, Conditioned random walk, large deviation, Moderate deviation, simulation, importance sampling, Rao–Blackwell theorem, 60B10, 65C50
Louigi Addario-Berry, Nicolas Broutin, Cecilia Holmgren
Ann. Appl. Probab. 24 (6), 2297-2339, (December 2014) DOI: 10.1214/13-AAP978 Open Access
KEYWORDS: Cutting down, Galton–Watson tree, real tree, Continuum random tree, Gromov–Hausdorff convergence, 60C05, 60F17, 05C05, 11Y16
Goran Peskir
Ann. Appl. Probab. 24 (6), 2340-2370, (December 2014) DOI: 10.1214/13-AAP979 Open Access
KEYWORDS: quickest detection, hidden target, Optimal stopping, diffusion process, maximum process, minimum process, range process, excursion, the maximality principle, extremal surface, the principle of smooth fit, nonlinear differential equation, 60G35, 60G40, 60J60, 34A34, 35R35, 49J40
Djalil Chafaï, Nathael Gozlan, Pierre-André Zitt
Ann. Appl. Probab. 24 (6), 2371-2413, (December 2014) DOI: 10.1214/13-AAP980 Open Access
KEYWORDS: interacting particle systems, Mean-field limit, potential theory, large deviations, Riesz kernel, Coulomb interaction, Equilibrium measure, 82C22, 31B99, 60F10
Mustafa Khandwawala, Rajesh Sundaresan
Ann. Appl. Probab. 24 (6), 2414-2454, (December 2014) DOI: 10.1214/13-AAP981 Open Access
KEYWORDS: belief propagation, edge cover, Local weak convergence, objective method, semantic projection, 60C05, 68Q87, 82B44
Martin Hairer, Andrew M. Stuart, Sebastian J. Vollmer
Ann. Appl. Probab. 24 (6), 2455-2490, (December 2014) DOI: 10.1214/13-AAP982 Open Access
KEYWORDS: Wasserstein spectral gaps, $L^{2}$-spectral gaps, Markov chain Monte Carlo in infinite dimensions, weak Harris theorem, Random walk Metropolis, 65C40, 60B10, 60J05, 60J22
Mark Podolskij, Christian Schmidt, Johanna F. Ziegel
Ann. Appl. Probab. 24 (6), 2491-2526, (December 2014) DOI: 10.1214/13-AAP983 Open Access
KEYWORDS: High frequency data, limit theorems, Semimartingales, stable convergence, $U$-statistics, 60F05, 60F15, 60F17, 60G48, 60H05
Itai Gurvich
Ann. Appl. Probab. 24 (6), 2527-2559, (December 2014) DOI: 10.1214/13-AAP984 Open Access
KEYWORDS: Markovian queues, steady-state, many servers, heavy-traffic, Halfin–Whitt regime, steady state approximations, strong approximations for queues, 60K25, 90B20, 90B36, 49L20, 60F17
Adrien Joseph
Ann. Appl. Probab. 24 (6), 2560-2594, (December 2014) DOI: 10.1214/13-AAP985 Open Access
KEYWORDS: Critical random graph, random multigraph with given vertex degrees, power law, scaling limits, size-biased sampling, excursion, 60C05, 05C80, 90B15
Benedikt Jahnel, Christof Külske
Ann. Appl. Probab. 24 (6), 2595-2643, (December 2014) DOI: 10.1214/13-AAP987 Open Access
KEYWORDS: interacting particle systems, Nonequilibrium, nonergodicity, discretization, Gibbs measures, $XY$-model, clock model, 82B20, 82C22, 60K35
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