VOL. 28 · NO. 2 | April 2018
Ann. Appl. Probab. 28 (2), (April 2018) Open Access
No abstract available
Ann. Appl. Probab. 28 (2), (April 2018) Open Access
No abstract available
Nathanaël Berestycki, Lee Zhuo Zhao
Ann. Appl. Probab. 28 (2), 651-687, (April 2018) DOI: 10.1214/14-AAP1062 Open Access
KEYWORDS: Brunet–Derrida particle systems, Branching Brownian motion, random travelling wave, recombination, 60K35, 92B05
David Lipshutz, Kavita Ramanan
Ann. Appl. Probab. 28 (2), 688-750, (April 2018) DOI: 10.1214/17-AAP1299 Open Access
KEYWORDS: Extended Skorokhod problem, directional derivative of the Skorokhod map, Derivative problem, reflected process, sensitivity analysis, stochastic flow, Oblique reflection, Boundary jitter property, 90C31, 93B35, 60G17, 90B15
Jean-Christophe Mourrat, Daniel Valesin
Ann. Appl. Probab. 28 (2), 751-789, (April 2018) DOI: 10.1214/17-AAP1316 Open Access
KEYWORDS: Spatial random graph, Gibbs measure, phase transition, 82C22, 05C80
P. Del Moral, J. Tugaut
Ann. Appl. Probab. 28 (2), 790-850, (April 2018) DOI: 10.1214/17-AAP1317 Open Access
KEYWORDS: Ensemble Kalman filter, Kalman–Bucy filter, Riccati equations, ill-conditioned systems, mean-field particle models, Sequential Monte Carlo methods, interacting particle systems, random covariance matrices, nonlinear Markov processes, 60J60, 60J22, 35Q84, 93E11, 60M20, 60G25
Reza Aghajani, Philippe Robert, Wen Sun
Ann. Appl. Probab. 28 (2), 851-887, (April 2018) DOI: 10.1214/17-AAP1318 Open Access
KEYWORDS: stochastic networks with failures, mean-field models, nonlinear Markov processes, reliability, 60J27, 60K25, 68M15
Zhongmin Qian, Mingyu Xu
Ann. Appl. Probab. 28 (2), 888-911, (April 2018) DOI: 10.1214/17-AAP1319 Open Access
KEYWORDS: Brownian motion, Local time, optional dual projection, Reflected BSDE, Skorohod’s equation, 60H10, 60J45
Jevgenijs Ivanovs
Ann. Appl. Probab. 28 (2), 912-940, (April 2018) DOI: 10.1214/17-AAP1320 Open Access
KEYWORDS: Conditioned to stay positive, discretization error, domains of attraction, Euler scheme, Functional limit theorem, high frequency statistics, invariance principle, mixing convergence, scaling limits, self-similarity, small-time behaviour, 60G51, 60F17, 60G18, 60G52
Marcos Kiwi, Dieter Mitsche
Ann. Appl. Probab. 28 (2), 941-989, (April 2018) DOI: 10.1214/17-AAP1323 Open Access
KEYWORDS: Random hyperbolic graphs, spectral gap, conductance, 60C05, 05C80
Nikolaos Fountoulakis, Mihyun Kang, Christoph Koch, Tamás Makai
Ann. Appl. Probab. 28 (2), 990-1051, (April 2018) DOI: 10.1214/17-AAP1324 Open Access
KEYWORDS: Bootstrap percolation, inhomogeneous random graphs, Critical phenomena, 05C80, 60K37, 82B26, 82B27
Omer Angel, Brett Kolesnik
Ann. Appl. Probab. 28 (2), 1052-1098, (April 2018) DOI: 10.1214/17-AAP1325 Open Access
KEYWORDS: Bootstrap percolation, cellular automaton, phase transition, random graph, sharp threshold, 60K35, 05C80, 60C05, 82B43
Sourav Chatterjee, Persi Diaconis
Ann. Appl. Probab. 28 (2), 1099-1135, (April 2018) DOI: 10.1214/17-AAP1326 Open Access
KEYWORDS: importance sampling, Monte Carlo methods, Gibbs measure, phase transition, 65C05, 65C60, 60F05, 82B80
Liping Xu
Ann. Appl. Probab. 28 (2), 1136-1189, (April 2018) DOI: 10.1214/17-AAP1327 Open Access
KEYWORDS: Kinetic theory, Boltzmann equation, Stochastic particle systems, propagation of chaos, Wasserstein distance, 82C40, 60K35
Cosme Louart, Zhenyu Liao, Romain Couillet
Ann. Appl. Probab. 28 (2), 1190-1248, (April 2018) DOI: 10.1214/17-AAP1328 Open Access
KEYWORDS: Random matrix theory, random feature maps, neural networks, 60B20, 62M45
Tatyana S. Turova
Ann. Appl. Probab. 28 (2), 1249-1291, (April 2018) DOI: 10.1214/17-AAP1329 Open Access
KEYWORDS: Coulomb gas, Phase transitions, Gibbs ensemble, 82B21, 82B26, 60F05
Heng Guo, Mark Jerrum
Ann. Appl. Probab. 28 (2), 1292-1313, (April 2018) DOI: 10.1214/17-AAP1335 Open Access
KEYWORDS: Random cluster, Markov chains, Ising model, Swendsen–Wang dynamics, 68W20, 68Q87
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