VOL. 28 · NO. 3 | June 2018
 
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Frontmatter
Ann. Appl. Probab. 28 (3), (June 2018)
No abstract available
Ann. Appl. Probab. 28 (3), (June 2018)
No abstract available
Articles
Cédric Bernardin, Patrícia Gonçalves, Milton Jara
Ann. Appl. Probab. 28 (3), 1315-1355, (June 2018) DOI: 10.1214/17-AAP1330
KEYWORDS: Fractional diffusion, Lévy process, chains of oscillators, heat conduction, fluctuating hydrodynamics, weakly asymmetric systems, 60K35, 60G52, 35R11
Wei-Kuo Chen, Dmitry Panchenko
Ann. Appl. Probab. 28 (3), 1356-1378, (June 2018) DOI: 10.1214/17-AAP1331
KEYWORDS: Disorder chaos, $p$-spin models, diluted spin glasses, 60F10, 60G15, 60K35, 82B44
Peter Bella, Benjamin Fehrman, Felix Otto
Ann. Appl. Probab. 28 (3), 1379-1422, (June 2018) DOI: 10.1214/17-AAP1332
KEYWORDS: Degenerate elliptic equation, degenerate elliptic system, Stochastic homogenization, large-scale regularity, Liouville theorem, 35B53, 35B65, 35J70, 60H25, 60K37
Marco Battiston, Stefano Favaro, Daniel M. Roy, Yee Whye Teh
Ann. Appl. Probab. 28 (3), 1423-1448, (June 2018) DOI: 10.1214/17-AAP1333
KEYWORDS: Indian buffet process, exchangeable feature allocations, Gibbs-type partitions, 60K99, 60C99
Nathanael Hoze, David Holcman
Ann. Appl. Probab. 28 (3), 1449-1490, (June 2018) DOI: 10.1214/17-AAP1334
KEYWORDS: Markov chain, coagulation-fragmentation processes, Stochastic processes, 60J20, 05A17
Jan M. Swart
Ann. Appl. Probab. 28 (3), 1491-1535, (June 2018) DOI: 10.1214/17-AAP1336
KEYWORDS: Continuous double auction, order book, rank-based Markov chain, Self-organized criticality, Stigler–Luckock model, market microstructure, 82C27, 60K35, 82C26, 60J05
Aukosh Jagannath, Justin Ko, Subhabrata Sen
Ann. Appl. Probab. 28 (3), 1536-1572, (June 2018) DOI: 10.1214/17-AAP1337
KEYWORDS: MAX CUT, Spin glasses, Potts model, inhomogeneous random graphs, 90C27, 82D30, 82B44, 60K35, 60G15, 90C06
S. Chhita, P. L. Ferrari, H. Spohn
Ann. Appl. Probab. 28 (3), 1573-1603, (June 2018) DOI: 10.1214/17-AAP1338
KEYWORDS: Stochastic model for surface growth, Directed polymer, universal distributions, 82C24, 82C41, 82C22
Debleena Thacker, Stanislav Volkov
Ann. Appl. Probab. 28 (3), 1604-1633, (June 2018) DOI: 10.1214/17-AAP1339
KEYWORDS: OK Corral model, DLA model, erosion model, Random walks, Aggregation, 60K35, 82B24
Elena Bandini, Andrea Cosso, Marco Fuhrman, Huyên Pham
Ann. Appl. Probab. 28 (3), 1634-1678, (June 2018) DOI: 10.1214/17-AAP1340
KEYWORDS: Stochastic optimal control with partial observation, Backward SDEs, randomization of controls, path-dependent controlled SDEs, 60H10, 93E20
Xiucai Ding, Fan Yang
Ann. Appl. Probab. 28 (3), 1679-1738, (June 2018) DOI: 10.1214/17-AAP1341
KEYWORDS: Sample covariance matrices, edge universality, Tracy–Widom distribution, Marchenko–Pastur law, 15B52, 82B44
Pim van der Hoorn, Mariana Olvera-Cravioto
Ann. Appl. Probab. 28 (3), 1739-1792, (June 2018) DOI: 10.1214/17-AAP1342
KEYWORDS: random digraphs, directed configuration model, typical distances, branching processes, Couplings, Kantorovich–Rubinstein distance, 05C80, 60B10
Jim Pitman, Yuri Yakubovich
Ann. Appl. Probab. 28 (3), 1793-1820, (June 2018) DOI: 10.1214/17-AAP1343
KEYWORDS: Species sampling, random exchangeable partition, size-biased order, GEM distribution, Gibbs’ partitions, Chinese restaurant construction, 60C05, 60G09
Andrea Agazzi, Amir Dembo, Jean-Pierre Eckmann
Ann. Appl. Probab. 28 (3), 1821-1855, (June 2018) DOI: 10.1214/17-AAP1344
KEYWORDS: large deviation principle, Wentzell–Freidlin theory, jump Markov processes, chemical reaction networks, Lyapunov functions, toric jets, 60F10, 80A30, 37B25, 60J75
Romain Blanchard, Laurence Carassus
Ann. Appl. Probab. 28 (3), 1856-1892, (June 2018) DOI: 10.1214/17-AAP1346
KEYWORDS: Knightian uncertainty, multiple-priors, optimal investment, nondominated model, 93E20, 91B70, 91B16, 91G10, 28B20, 49L20
Alexandru Hening, Dang H. Nguyen
Ann. Appl. Probab. 28 (3), 1893-1942, (June 2018) DOI: 10.1214/17-AAP1347
KEYWORDS: Kolmogorov system, ergodicity, Lotka–Volterra, Lyapunov exponent, stochastic environment, predator–prey, Population dynamics, 60K35, 37H15, 60H10, 60J05, 60J99
Madalina Deaconu, Samuel Herrmann
Ann. Appl. Probab. 28 (3), 1943-1976, (June 2018) DOI: 10.1214/17-AAP1348
KEYWORDS: Initial-boundary value problem, heat equation, Random walk, mean-value formula, heat balls, Riesz potential, submartingale, randomized algorithm, 35K20, 65C05, 60G42, 60J22
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