VOL. 25 · NO. 2 | April 2015
 
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Frontmatter
Ann. Appl. Probab. 25 (2), (April 2015)
No abstract available
Ann. Appl. Probab. 25 (2), (April 2015)
No abstract available
Articles
Constantinos Kardaras
Ann. Appl. Probab. 25 (2), 429-464, (April 2015) DOI: 10.1214/13-AAP976
KEYWORDS: Random times, randomised stopping times, times of maximum, last passage times, 60G07, 60G44
Raghu Meka
Ann. Appl. Probab. 25 (2), 465-476, (April 2015) DOI: 10.1214/13-AAP997
KEYWORDS: Gaussian processes, derandomization, Cover time, Random walks, $\varepsilon$-nets, 60C05, 68Q87
Mohammed Abdullah, Colin Cooper, Moez Draief
Ann. Appl. Probab. 25 (2), 477-522, (April 2015) DOI: 10.1214/13-AAP1000
KEYWORDS: Random walks, epidemics, Random graphs, 05C81, 60J20, 05C80
Patrizia Berti, Irene Crimaldi, Luca Pratelli, Pietro Rigo
Ann. Appl. Probab. 25 (2), 523-547, (April 2015) DOI: 10.1214/14-AAP1002
KEYWORDS: Bayesian nonparametrics, central limit theorem, conditional identity in distribution, Indian buffet process, random measure, random reinforcement, stable convergence, 60B10, 60F05, 60G09, 60G57, 62F15
Lingjiong Zhu
Ann. Appl. Probab. 25 (2), 548-581, (April 2015) DOI: 10.1214/14-AAP1003
KEYWORDS: large deviations, Rare events, Point processes, Hawkes processes, Self-exciting processes, 60G55, 60F10
P. Moyal
Ann. Appl. Probab. 25 (2), 582-599, (April 2015) DOI: 10.1214/14-AAP1004
KEYWORDS: Stochastic recursions, stationary solutions, enriched probability space, ergodic theory, queuing theory, 60G10, 60J10, 60K25, 37H99
Thibault Jaisson, Mathieu Rosenbaum
Ann. Appl. Probab. 25 (2), 600-631, (April 2015) DOI: 10.1214/14-AAP1005
KEYWORDS: Point processes, Hawkes processes, limit theorems, microstructure modeling, high-frequency data, order flows, Cox–Ingersoll–Ross model, Heston model, 60F05, 60F17, 60G55, 62P05
Emmanuel Jacob, Peter Mörters
Ann. Appl. Probab. 25 (2), 632-662, (April 2015) DOI: 10.1214/14-AAP1006
KEYWORDS: Scale-free network, Barabási–Albert model, preferential attachment, dynamical random graph, geometric random graph, power law, degree distribution, edge length distribution, Clustering coefficient, 05C80, 60C05, 90B15
Antar Bandyopadhyay, Farkhondeh Sajadi
Ann. Appl. Probab. 25 (2), 663-674, (April 2015) DOI: 10.1214/14-AAP1007
KEYWORDS: Breadth-first search, Local weak convergence, percolation on finite graphs, random $r$-regular graphs, susceptible infected removed model, virus spread, 60K35, 05C80, 60J85, 90B15
Gautam Iyer, Nicholas Leger, Robert L. Pego
Ann. Appl. Probab. 25 (2), 675-713, (April 2015) DOI: 10.1214/14-AAP1008
KEYWORDS: Continuous-state branching process, critical branching, limit theorem, Scaling limit, Smoluchowski equation, coagulation, self-similar solution, Mittag–Leffler series, regular variation, Bernstein function, 60J80, 60G18, 35Q70, 82C28
Martin Keller-Ressel, Eberhard Mayerhofer
Ann. Appl. Probab. 25 (2), 714-752, (April 2015) DOI: 10.1214/14-AAP1009
KEYWORDS: Affine process, exponential moment, Riccati equation, financial modeling, 60J25, 91B28
Mohsen Bayati, Marc Lelarge, Andrea Montanari
Ann. Appl. Probab. 25 (2), 753-822, (April 2015) DOI: 10.1214/14-AAP1010
KEYWORDS: Universality, random matrices, message passing, compressed sensing, polytope neighborliness, 60F05, 68W40
Bruno Bouchard, Marcel Nutz
Ann. Appl. Probab. 25 (2), 823-859, (April 2015) DOI: 10.1214/14-AAP1011
KEYWORDS: Knightian uncertainty, nondominated model, fundamental theorem of asset pricing, martingale measure, superhedging, optional decomposition, 60G42, 91B28, 93E20, 49L20
Nicolas Fournier
Ann. Appl. Probab. 25 (2), 860-897, (April 2015) DOI: 10.1214/14-AAP1012
KEYWORDS: kinetic equations, regularization, Absolute continuity, Entropy, Besov spaces, 82C40, 60J75, 60H30
Marek Biskup, Thomas Richthammer
Ann. Appl. Probab. 25 (2), 898-929, (April 2015) DOI: 10.1214/14-AAP1013
KEYWORDS: Gibbs measures, permutations, extremal decomposition, 60D05, 60K35, 05A05, 82B10
Sabine Jansen, Wolfgang König, Bernd Metzger
Ann. Appl. Probab. 25 (2), 930-973, (April 2015) DOI: 10.1214/14-AAP1014
KEYWORDS: Classical particle system, Canonical ensemble, equilibrium statistical mechanics, dilute system, large deviations, 82B21, 60F10, 60K35, 82B31, 82B05
Mark Huber
Ann. Appl. Probab. 25 (2), 974-985, (April 2015) DOI: 10.1214/14-AAP1015
KEYWORDS: Integration, Monte Carlo methods, cooling schedule, self-reducible, 68Q87, 65C60, 65C05
Camilo Andrés García Trillos
Ann. Appl. Probab. 25 (2), 986-1029, (April 2015) DOI: 10.1214/14-AAP1016
KEYWORDS: stochastic approximation, strongly oscillating, multi-scale system, ergodicity, limit distribution, 60H35, 65C30
Christophe Andrieu, Matti Vihola
Ann. Appl. Probab. 25 (2), 1030-1077, (April 2015) DOI: 10.1214/14-AAP1022
KEYWORDS: asymptotic variance, geometric ergodicity, Markov chain Monte Carlo, polynomial ergodicity, pseudo-marginal algorithm, 65C40, 60J05, 65C05
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