VOL. 26 · NO. 5 | October 2016
 
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Frontmatter
Ann. Appl. Probab. 26 (5), (October 2016)
No abstract available
Ann. Appl. Probab. 26 (5), (October 2016)
No abstract available
Articles
Anders Martinsson
Ann. Appl. Probab. 26 (5), 2597-2625, (October 2016) DOI: 10.1214/15-AAP1155
KEYWORDS: First-passage percolation, Richardson’s model, hypercube, branching translation process, lower bound on Richardson’s model, 60K35, 60C05
David A. Goldberg
Ann. Appl. Probab. 26 (5), 2626-2660, (October 2016) DOI: 10.1214/15-AAP1156
KEYWORDS: Independent set, Markov random field, Gibbs measure, phase transition, hardcore model, 60K35
Christophe Andrieu, Matti Vihola
Ann. Appl. Probab. 26 (5), 2661-2696, (October 2016) DOI: 10.1214/15-AAP1158
KEYWORDS: asymptotic variance, Convex order, Markov chain Monte Carlo, martingale coupling, pseudo-marginal algorithm, 60J22, 60J05, 60E15, 65C05
Xicheng Zhang
Ann. Appl. Probab. 26 (5), 2697-2732, (October 2016) DOI: 10.1214/15-AAP1159
KEYWORDS: Weak differentiability, Malliavin differentiability, stability, Krylov’s estimate, Zvonkin’s transformation, 60H10, 60J60
Eugene Kanzieper, Mihail Poplavskyi, Carsten Timm, Roger Tribe, Oleg Zaboronski
Ann. Appl. Probab. 26 (5), 2733-2753, (October 2016) DOI: 10.1214/15-AAP1160
KEYWORDS: Real Ginibre ensemble, large deviations, 60B20, 60F10
Markus Bibinger, Moritz Jirak, Markus Reiß
Ann. Appl. Probab. 26 (5), 2754-2790, (October 2016) DOI: 10.1214/15-AAP1161
KEYWORDS: Brownian excursion area, limit order book, integrated volatility, Feynman–Kac, high-frequency data, Poisson point process, nonparametric minimax rate, 60H30, 60G55
Sung Jin Hwang, Steven B. Damelin, Alfred O. Hero III
Ann. Appl. Probab. 26 (5), 2791-2823, (October 2016) DOI: 10.1214/15-AAP1162
KEYWORDS: Shortest path, power-weighted graph, Riemannian geometry, conformal metric, 60F15, 60C05, 53B21
Eric Foxall
Ann. Appl. Probab. 26 (5), 2824-2859, (October 2016) DOI: 10.1214/15-AAP1163
KEYWORDS: SIS model, contact process, interacting particle systems, 60J25, 92B99
Thibault Jaisson, Mathieu Rosenbaum
Ann. Appl. Probab. 26 (5), 2860-2882, (October 2016) DOI: 10.1214/15-AAP1164
KEYWORDS: Hawkes processes, limit theorems, nearly unstable processes, heavy tail, fractional stochastic equation, fractional Cox–Ingersoll–Ross process, Volatility, long memory, 60G22, 60F05
Jiří Černý, Augusto Teixeira
Ann. Appl. Probab. 26 (5), 2883-2914, (October 2016) DOI: 10.1214/15-AAP1165
KEYWORDS: Random walks, percolation, phase transition, 60K35, 60G50, 82C41, 05C80
Daniele Cappelletti, Carsten Wiuf
Ann. Appl. Probab. 26 (5), 2915-2958, (October 2016) DOI: 10.1214/15-AAP1166
KEYWORDS: limit distribution, model reduction, Reaction networks, multiscale, approximative dynamics, chemical reaction, Markov process, 60J27, 60F17, 60J28, 92B05, 92C45
Wen Sun, Mathieu Feuillet, Philippe Robert
Ann. Appl. Probab. 26 (5), 2959-3000, (October 2016) DOI: 10.1214/15-AAP1167
KEYWORDS: Time scales, stochastic averaging, transient Markov chains with absorbing state, Skorohod problem, stochastic networks with failures, reliability, 60K25, 60F05, 68M14, 90B05
Petteri Piiroinen, Martin Simon
Ann. Appl. Probab. 26 (5), 3001-3043, (October 2016) DOI: 10.1214/15-AAP1168
KEYWORDS: Feynman–Kac formula, electrical impedance tomography, random conductivity field, stochastic forward problem, general reflecting diffusion process, Skorohod decomposition, Stochastic homogenization, quantitative convergence result, 60H30, 60J45, 60J55, 78M40, 35Q60, 65C05, 65N21, 65N75
Nick Whiteley, Anthony Lee
Ann. Appl. Probab. 26 (5), 3044-3077, (October 2016) DOI: 10.1214/15-AAP1169
KEYWORDS: coupling, conditional ergodicity, nonhomogeneous Markov chains, perfect simulation, 60J10, 60G35
Nicolas Broutin, Luc Devroye, Gábor Lugosi
Ann. Appl. Probab. 26 (5), 3078-3109, (October 2016) DOI: 10.1214/15-AAP1170
KEYWORDS: Random geometric graph, connectivity, irrigation graph, 60C05, 05C80
Ari Arapostathis, Guodong Pang
Ann. Appl. Probab. 26 (5), 3110-3153, (October 2016) DOI: 10.1214/16-AAP1171
KEYWORDS: Multiclass multi-pool Markovian queues, Halfin–Whitt (QED) regime, reneging/abandonment, controlled diffusion, long time average control, ergodic control, ergodic control with constraints, stable Markov optimal control, spatial truncation, 60K25, 68M20, 90B22, 90B36
Erik Ekström, Svante Janson
Ann. Appl. Probab. 26 (5), 3154-3177, (October 2016) DOI: 10.1214/16-AAP1172
KEYWORDS: Inverse first-passage problem, Optimal stopping, nonlinear integral equation, 60J65, 60G40
Josef Dick, Daniel Rudolf, Houying Zhu
Ann. Appl. Probab. 26 (5), 3178-3205, (October 2016) DOI: 10.1214/16-AAP1173
KEYWORDS: Markov chain Monte Carlo, uniformly ergodic Markov chain, discrepancy theory, probabilistic method, 60J22, 65C40, 62F15, 65C05, 60J05
Hafsteinn Einarsson, Johannes Lengler, Frank Mousset, Konstantinos Panagiotou, Angelika Steger
Ann. Appl. Probab. 26 (5), 3206-3250, (October 2016) DOI: 10.1214/16-AAP1174
KEYWORDS: Random graphs, random graph processes, Achlioptas processes, connectivity threshold, 05C80, 60C05
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