VOL. 25 · NO. 3 | June 2015
Ann. Appl. Probab. 25 (3), (June 2015)
No abstract available
Ann. Appl. Probab. 25 (3), (June 2015)
No abstract available
Oriane Blondel
Ann. Appl. Probab. 25 (3), 1079-1107, (June 2015) DOI: 10.1214/14-AAP1017
KEYWORDS: Tracer diffusion, Kinetically constrained models, glassy systems, random environment, 82D30, 60K37
N. Lanchier
Ann. Appl. Probab. 25 (3), 1108-1154, (June 2015) DOI: 10.1214/14-AAP1018
KEYWORDS: Interacting particle system, evolutionary games, 60K35
Miklós Z. Rácz, Mykhaylo Shkolnikov
Ann. Appl. Probab. 25 (3), 1155-1188, (June 2015) DOI: 10.1214/14-AAP1019
KEYWORDS: Exclusion processes with speed change, reflected Brownian motion, scaling limits, Sticky Brownian motion, Stochastic differential equations, Stochastic Portfolio Theory, 60H30, 60K35, 60H10
René Carmona, Daniel Lacker
Ann. Appl. Probab. 25 (3), 1189-1231, (June 2015) DOI: 10.1214/14-AAP1020
KEYWORDS: Mean field games, weak formulation, price impact, flocking models, 60H30, 93E20, 91A13
Sunil Chhita, Kurt Johansson, Benjamin Young
Ann. Appl. Probab. 25 (3), 1232-1278, (June 2015) DOI: 10.1214/14-AAP1021
KEYWORDS: Aztec diamond, domino tiling, dimer covering, determinantal point process, 60G55, 60C05
Malwina J. Luczak, Colin McDiarmid
Ann. Appl. Probab. 25 (3), 1279-1324, (June 2015) DOI: 10.1214/14-AAP1023
KEYWORDS: Routing of random calls, power of two choices, load balancing, blocking probability, 60C05, 68R05, 90B22, 60K25, 60K30, 68M20
Iulia Dahmer, Götz Kersting
Ann. Appl. Probab. 25 (3), 1325-1348, (June 2015) DOI: 10.1214/14-AAP1024
KEYWORDS: Coalescent, internal branch length, asymptotic distribution, coupling, Markov chain, 60K35, 60F05, 60J10
Patrik L. Ferrari, Herbert Spohn, Thomas Weiss
Ann. Appl. Probab. 25 (3), 1349-1382, (June 2015) DOI: 10.1214/14-AAP1025
KEYWORDS: Brownian motion, one-sided collision, Airy$_{1}$ process, Fredholm determinant, periodic initial configuration, 60K35, 60J65
Xiang Yu
Ann. Appl. Probab. 25 (3), 1383-1419, (June 2015) DOI: 10.1214/14-AAP1026
KEYWORDS: Time nonseparable utility maximization, consumption habit formation, auxiliary processes, convex duality, incomplete markets, 91G10, 91B42, 91G80
Josh Reed, Rishi Talreja
Ann. Appl. Probab. 25 (3), 1420-1474, (June 2015) DOI: 10.1214/14-AAP1027
KEYWORDS: Queueing, central limit theorem, Markov process, infinite server, 60F05, 60K25, 60J25
Robert C. Dalang, Albert N. Shiryaev
Ann. Appl. Probab. 25 (3), 1475-1512, (June 2015) DOI: 10.1214/14-AAP1028
KEYWORDS: quickest detection, Stochastic control, disorder problem, free boundary problem, 60G35, 60G40, 93E20, 94A13
Zhiyi Chi
Ann. Appl. Probab. 25 (3), 1513-1539, (June 2015) DOI: 10.1214/14-AAP1029
KEYWORDS: Renewal, regular variation, ladder height process, Infinitely divisible, large deviations, concentration function, 60K05, 60F10
Wenjie Guo, Jianfeng Zhang, Jia Zhuo
Ann. Appl. Probab. 25 (3), 1540-1580, (June 2015) DOI: 10.1214/14-AAP1030
KEYWORDS: Monotone scheme, least square regression, Monte Carlo methods, fully nonlinear PDEs, viscosity solutions, 65C05, 49L25
Yunjiang Jiang
Ann. Appl. Probab. 25 (3), 1581-1615, (June 2015) DOI: 10.1214/14-AAP1031
KEYWORDS: Jack polynomials, Metropolis algorithm, mixing time, Random transposition, 60J05, 05E05
Anja Sturm, Jan M. Swart
Ann. Appl. Probab. 25 (3), 1616-1649, (June 2015) DOI: 10.1214/14-AAP1032
KEYWORDS: Interacting particle system, cooperative branching, Coalescence, phase transition, upper invariant law, survival, extinction, 82C22, 60K35, 92D25
Pietro Caputo, Fabio Martinelli, Alistair Sinclair, Alexandre Stauffer
Ann. Appl. Probab. 25 (3), 1650-1685, (June 2015) DOI: 10.1214/14-AAP1033
KEYWORDS: triangulations, spatial mixing, Glauber dynamics, Mixing times, rapid mixing, 60K35, 68W20, 05C81
Hamed Amini, Marc Lelarge
Ann. Appl. Probab. 25 (3), 1686-1727, (June 2015) DOI: 10.1214/14-AAP1034
KEYWORDS: First-passage percolation, weighted diameter, Random graphs, 60C05, 05C80, 90B15
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