VOL. 25 · NO. 6 | December 2015
 
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Frontmatter
Ann. Appl. Probab. 25 (6), (December 2015)
No abstract available
Ann. Appl. Probab. 25 (6), (December 2015)
No abstract available
Articles
Huiling Le
Ann. Appl. Probab. 25 (6), 3033-3046, (December 2015) DOI: 10.1214/14-AAP1066
KEYWORDS: Limiting diffusion, rescaled Fréchet means, weak convergence, 60D05, 60F05
Annika Lang, Christoph Schwab
Ann. Appl. Probab. 25 (6), 3047-3094, (December 2015) DOI: 10.1214/14-AAP1067
KEYWORDS: Gaussian random fields, isotropic random fields, Karhunen–Loève expansion, spherical harmonic functions, Kolmogorov–Chentsov theorem, sample Hölder continuity, sample differentiability, Stochastic partial differential equations, spectral Galerkin methods, strong convergence rates, 60G60, 60G17, 41A25, 60H15, 65C30, 65N30, 60H35, 60G15, 33C55
Vlad Bally, Arturo Kohatsu-Higa
Ann. Appl. Probab. 25 (6), 3095-3138, (December 2015) DOI: 10.1214/14-AAP1068
KEYWORDS: Parametrix, Stochastic differential equations, Density, Monte Carlo methods, 35K10, 35K15, 65C20, 65C05, 65C30
Idan Perl, Arnab Sen, Ariel Yadin
Ann. Appl. Probab. 25 (6), 3139-3161, (December 2015) DOI: 10.1214/14-AAP1069
KEYWORDS: branching annihilating random walk, branching process, population models, 60J80, 92D25
Peter Pfaffelhuber, Lea Popovic
Ann. Appl. Probab. 25 (6), 3162-3208, (December 2015) DOI: 10.1214/14-AAP1070
KEYWORDS: Chemical reaction network, multiple time scales, stochastic averaging, scaling limits, quasi-steady state assumption, 60J27, 60J25, 60F17, 92C45, 80A30
Jose Blanchet, Xinyun Chen
Ann. Appl. Probab. 25 (6), 3209-3250, (December 2015) DOI: 10.1214/14-AAP1072
KEYWORDS: reflected Brownian motion, steady-state simulation, dominated coupling from the past, wavelet representation, 60J65, 65C05
Erhan Bayraktar, Sergey Nadtochiy
Ann. Appl. Probab. 25 (6), 3251-3294, (December 2015) DOI: 10.1214/14-AAP1073
KEYWORDS: reflection principle, Lévy processes, static hedging, barrier options, 45Q05, 60J75, 91G20
Tobias Müller, Reto Spöhel
Ann. Appl. Probab. 25 (6), 3295-3337, (December 2015) DOI: 10.1214/14-AAP1074
KEYWORDS: Random geometric graph, Achlioptas process, 05C80, 60D05, 60K35
D. Yogeshwaran, Robert J. Adler
Ann. Appl. Probab. 25 (6), 3338-3380, (December 2015) DOI: 10.1214/14-AAP1075
KEYWORDS: point process, random geometric complex, Čech, Vietoris–Rips, component counts, Betti numbers, Morse critical points, negative association, 60G55, 60D05, 05E45, 05C10, 55U10, 58K05
Amber L. Puha
Ann. Appl. Probab. 25 (6), 3381-3404, (December 2015) DOI: 10.1214/14-AAP1076
KEYWORDS: heavy traffic, Queueing, shortest remaining processing time, diffusion limit, nonstandard scaling, rapidly varying processing times, 60K25, 60F17, 60G57, 68M20, 90B22
Hongzhong Zhang, Neofytos Rodosthenous, Olympia Hadjiliadis
Ann. Appl. Probab. 25 (6), 3405-3433, (December 2015) DOI: 10.1214/14-AAP1078
KEYWORDS: CUSUM, correlated noise, quickest detection, Wiener disorder problem, 62L10, 60K35, 62L15, 62C20, 60G40
Rick Durrett, Yuan Zhang
Ann. Appl. Probab. 25 (6), 3434-3464, (December 2015) DOI: 10.1214/14-AAP1079
KEYWORDS: Coexistence, stationary distribution, percolation, block construction, 60K35, 82C22, 82B43
Nicolas Verzelen, Ery Arias-Castro
Ann. Appl. Probab. 25 (6), 3465-3510, (December 2015) DOI: 10.1214/14-AAP1080
KEYWORDS: Community detection, detecting a dense subgraph, minimax hypothesis testing, Erdős–Rényi random graph, planted subgraph problem, scan statistic, largest connected component, 05C80, 62C20
Ari Arapostathis, Anup Biswas, Guodong Pang
Ann. Appl. Probab. 25 (6), 3511-3570, (December 2015) DOI: 10.1214/14-AAP1081
KEYWORDS: Multi-class Markovian queues, reneging/abandonment, Halfin–Whitt (QED) regime, diffusion scaling, long time-average control, ergodic control, stable Markov optimal control, spatial truncation, asymptotic optimality, 60K25, 68M20, 90B22, 90B36
Sreenivasa Rao Jammalamadaka, Svante Janson
Ann. Appl. Probab. 25 (6), 3571-3591, (December 2015) DOI: 10.1214/14-AAP1082
KEYWORDS: Maximum interpoint distance, extreme value distributions, Gumbel distribution, 60D05, 60F05, 60G70, 62E20
Radu V. Craiu, Lawrence Gray, Krzysztof Łatuszyński, Neal Madras, Gareth O. Roberts, Jeffrey S. Rosenthal
Ann. Appl. Probab. 25 (6), 3592-3623, (December 2015) DOI: 10.1214/14-AAP1083
KEYWORDS: Markov chain, stability, convergence, ergodicity, perturbation, adaptive MCMC algorithms, 60J05, 60J22, 62F10, 62F15
Chen Wang, Baisuo Jin, Z. D. Bai, K. Krishnan Nair, Matthew Harding
Ann. Appl. Probab. 25 (6), 3624-3683, (December 2015) DOI: 10.1214/14-AAP1092
KEYWORDS: Auto-cross covariance, dynamic factor analysis, Marčenko–Pastur law, Limiting spectral distribution, order detection, Random matrix theory, strong limit of extreme eigenvalues, Stieltjes transform, 60F15, 15A52, 62H25, 60F05, 60F17
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