VOL. 27 · NO. 4 | August 2017
Ann. Appl. Probab. 27 (4), (August 2017) Open Access
No abstract available
Ann. Appl. Probab. 27 (4), (August 2017) Open Access
No abstract available
Krzysztof Burdzy, Tvrtko Tadić
Ann. Appl. Probab. 27 (4), 1951-1991, (August 2017) DOI: 10.1214/16-AAP1180 Open Access
KEYWORDS: Random reflections, stopped random walks, Wiener–Hopf equation, undershoot, overshoot, 60G50, 60K05, 37D50, 37H99
Raphaël Lachièze-Rey, Giovanni Peccati
Ann. Appl. Probab. 27 (4), 1992-2031, (August 2017) DOI: 10.1214/16-AAP1218 Open Access
KEYWORDS: Berry–Esseen bounds, binomial processes, covering processes, random tessellations, Stochastic geometry, Stein’s method, 60F05, 60K35, 60D05
Omer Bobrowski, Matthew Kahle, Primoz Skraba
Ann. Appl. Probab. 27 (4), 2032-2060, (August 2017) DOI: 10.1214/16-AAP1232 Open Access
KEYWORDS: Persistent homology, topological inference, stochastic topology, 60D05, 05C80, 62G32
Steven Lalley, Wei Su
Ann. Appl. Probab. 27 (4), 2061-2097, (August 2017) DOI: 10.1214/16-AAP1249 Open Access
KEYWORDS: contact process, random regular graph, Cutoff phenomenon, 60K35, 60K37, 05C80
Antal A. Járai
Ann. Appl. Probab. 27 (4), 2098-2129, (August 2017) DOI: 10.1214/16-AAP1250 Open Access
KEYWORDS: phase transition, critical phenomenon, stochastic sequential assignment, Markov decision process, stochastic dynamic programming, discrete stochastic optimal control, 60K99, 91A60, 90C40
S. Dommers, F. den Hollander, O. Jovanovski, F. R. Nardi
Ann. Appl. Probab. 27 (4), 2130-2158, (August 2017) DOI: 10.1214/16-AAP1251 Open Access
KEYWORDS: random graph, Glauber spin–flip dynamics, metastability, critical droplet, configuration model, 60C05, 60K35, 60K37, 82C27
Nawaf Bou-Rabee, Jesús María Sanz-Serna
Ann. Appl. Probab. 27 (4), 2159-2194, (August 2017) DOI: 10.1214/16-AAP1255 Open Access
KEYWORDS: Randomization, Markov chain Monte Carlo, Hamiltonian Monte Carlo, hybrid Monte Carlo, Lyapunov functions, geometric ergodicity, integrated autocorrelation time, equilibrium mean squared displacement, 60J25, 62D05, 60J25, 60H30, 37A50
Alain Durmus, Gareth O. Roberts, Gilles Vilmart, Konstantinos C. Zygalakis
Ann. Appl. Probab. 27 (4), 2195-2237, (August 2017) DOI: 10.1214/16-AAP1257 Open Access
KEYWORDS: weak convergence, Markov chain Monte Carlo, diffusion limit, exponential ergodicity, 60F05, 65C05
Ansgar Jüngel, Wen Yue
Ann. Appl. Probab. 27 (4), 2238-2269, (August 2017) DOI: 10.1214/16-AAP1258 Open Access
KEYWORDS: Time-continuous Markov chain, functional inequality, Entropy decay, discrete Beckner inequality, Stochastic particle systems, 60J27, ‎39B62, 60J80
Beatrice Acciaio, Martin Larsson
Ann. Appl. Probab. 27 (4), 2270-2304, (August 2017) DOI: 10.1214/16-AAP1259 Open Access
KEYWORDS: Semi-static completeness, robust finance, extreme points, filtration enlargement, informed pricing, 91G10, 60G44
Guan-Yu Chen, Jui-Ming Hsu, Yuan-Chung Sheu
Ann. Appl. Probab. 27 (4), 2305-2341, (August 2017) DOI: 10.1214/16-AAP1260 Open Access
KEYWORDS: Product chains, Cutoff phenomenon, 60J10, 60J27
Dombry Clément, Rabehasaina Landy
Ann. Appl. Probab. 27 (4), 2342-2382, (August 2017) DOI: 10.1214/16-AAP1261 Open Access
KEYWORDS: Renewal process, Renewal function, ruin probability, Cramér–Lundberg approximation, compound Poisson model, 60K05, 60K10
Gunther Leobacher, Michaela Szölgyenyi
Ann. Appl. Probab. 27 (4), 2383-2418, (August 2017) DOI: 10.1214/16-AAP1262 Open Access
KEYWORDS: Stochastic differential equations, discontinuous drift, degenerate diffusion, existence and uniqueness of solutions, numerical methods for stochastic differential equations, strong convergence rate, 60H10, 65C30, 65C20, 65L20
Emmanuelle Clément, Arnaud Gloter
Ann. Appl. Probab. 27 (4), 2419-2454, (August 2017) DOI: 10.1214/16-AAP1263 Open Access
KEYWORDS: diffusion process, Euler scheme, Wasserstein metric, quantile coupling technique, 65C30, 60H35
Jiatu Cai, Mathieu Rosenbaum, Peter Tankov
Ann. Appl. Probab. 27 (4), 2455-2514, (August 2017) DOI: 10.1214/16-AAP1264 Open Access
KEYWORDS: Optimal tracking, asymptotic lower bound, occupation measure, linear programming, singular control, impulse control, regular control, 93E20
Nicole El Karoui, Stéphane Loisel, Yahia Salhi
Ann. Appl. Probab. 27 (4), 2515-2538, (August 2017) DOI: 10.1214/16-AAP1266 Open Access
KEYWORDS: Change-point, robust sequential detection, doubly stochastic Poisson process, 62L15, 97M30
Steffen Dereich, Cécile Mailler, Peter Mörters
Ann. Appl. Probab. 27 (4), 2539-2568, (August 2017) DOI: 10.1214/16-AAP1268 Open Access
KEYWORDS: network, preferential attachment, Bianconi–Barabási model, Genetics, house-of-cards model, selection and mutation, urn model, Reinforcement, non-Malthusian branching, Crump–Mode–Jagers process, Condensation, 60J80, 05C82, 60G70
Markus Heydenreich, Tim Hulshof, Joost Jorritsma
Ann. Appl. Probab. 27 (4), 2569-2604, (August 2017) DOI: 10.1214/16-AAP1270 Open Access
KEYWORDS: percolation, Random graphs, Scale-free network, real-world network modeling, graph distance, hierarchical clustering, transience versus recurrence, 60K35, 05C80, 82B20
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