VOL. 28 · NO. 4 | August 2018
 
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Frontmatter
Ann. Appl. Probab. 28 (4), (August 2018)
No abstract available
Ann. Appl. Probab. 28 (4), (August 2018)
No abstract available
Articles
Luca Avena, Hakan Güldaş, Remco van der Hofstad, Frank den Hollander
Ann. Appl. Probab. 28 (4), 1977-2002, (August 2018) DOI: 10.1214/17-AAP1289
KEYWORDS: random graph, Random walk, mixing time, coupling, dynamic configuration model, 60C05, 37A25, 05C81
Erik Davis, Sunder Sethuraman
Ann. Appl. Probab. 28 (4), 2003-2062, (August 2018) DOI: 10.1214/17-AAP1313
KEYWORDS: modularity, Community detection, consistency, Random geometric graph, Gamma convergence, Kelvin’s problem, Scaling limit, shape optimization, Optimal transport, Total variation, perimeter, 60D05, 62G20, 05C82, 49J55, 49J45, 68R10
Jakob E. Björnberg, Daniel Ueltschi
Ann. Appl. Probab. 28 (4), 2063-2082, (August 2018) DOI: 10.1214/17-AAP1315
KEYWORDS: Random loop model, quantum Heisenberg, 60K35, 82B20, 82B26, 82B31
Alexander E. Litvak, Konstantin Tikhomirov
Ann. Appl. Probab. 28 (4), 2083-2104, (August 2018) DOI: 10.1214/17-AAP1321
KEYWORDS: order statistics, Karhunen–Loève basis, nonlinear approximation, INID case, 62G30, 60E15, 60G15, 60G35, 94A08
Neofytos Rodosthenous, Hongzhong Zhang
Ann. Appl. Probab. 28 (4), 2105-2140, (August 2018) DOI: 10.1214/17-AAP1322
KEYWORDS: Lévy process, Optimal stopping, Omega clock, Occupation times, random discount rate, impatience, 60G40, 60G51, 60G17
Jean-Jil Duchamps, Amaury Lambert
Ann. Appl. Probab. 28 (4), 2141-2187, (August 2018) DOI: 10.1214/17-AAP1353
KEYWORDS: Coalescent point process, branching process, random point measure, allelic partition, Regenerative set, tree-valued process, 05C05, 60J80, 54E45, 60G51, 60G55, 60G57, 60K15, 92D10
Luciano Campi, Markus Fischer
Ann. Appl. Probab. 28 (4), 2188-2242, (August 2018) DOI: 10.1214/17-AAP1354
KEYWORDS: Mean-field game, Nash equilibrium, McKean–Vlasov limit, absorbing boundary, weak convergence, Martingale problem, optimal control, 60K35, 91A06, 60B10, 93E20
José R. León, Adeline Samson
Ann. Appl. Probab. 28 (4), 2243-2274, (August 2018) DOI: 10.1214/17-AAP1355
KEYWORDS: Hypoelliptic diffusion, FitzHugh–Nagumo model, invariant density, nonparametric estimation, up-crossings, pulse rate, spike rate estimation, 60J70, 62M05, 60H10, 60J60, 62P10, 35Q62, 37A50
Matthew I. Roberts, Batı Şengül
Ann. Appl. Probab. 28 (4), 2275-2308, (August 2018) DOI: 10.1214/17-AAP1357
KEYWORDS: Noise sensitivity, Erdős–Renyi, dynamical random graphs, temporal networks, Giant component, 05C80, 82C20, 60F17
George Deligiannidis, Anthony Lee
Ann. Appl. Probab. 28 (4), 2309-2334, (August 2018) DOI: 10.1214/17-AAP1358
KEYWORDS: Markov chain Monte Carlo, asymptotic variance, jump chain, independent Metropolis–Hastings, pseudo-marginal method, 60J05, 60J22, 60F05, 65C40
Marvin S. Müller
Ann. Appl. Probab. 28 (4), 2335-2369, (August 2018) DOI: 10.1214/17-AAP1359
KEYWORDS: Stochastic partial differential equations, Stefan problem, moving boundary problem, limit order book, 60H15, 91B70, 91G80
Michel Benaim, Bertrand Cloez, Fabien Panloup
Ann. Appl. Probab. 28 (4), 2370-2416, (August 2018) DOI: 10.1214/17-AAP1360
KEYWORDS: Quasi-stationary distributions, stochastic approximation, reinforced random walks, random perturbations of dynamical systems, extinction rate, Euler scheme, 65C20, 60B12, 60J10, 34F05, 60J20, 60J60
Christoph Schumacher, Fabian Schwarzenberger, Ivan Veselić
Ann. Appl. Probab. 28 (4), 2417-2450, (August 2018) DOI: 10.1214/17-AAP1361
KEYWORDS: Følner sequence, ‎amenable group, quasi-tilings, Glivenko–Cantelli theory, Uniform convergence, empirical measures, 60F99, 60B12, 62E20, 60K35
Christa Cuchiero, Martin Larsson, Sara Svaluto-Ferro
Ann. Appl. Probab. 28 (4), 2451-2500, (August 2018) DOI: 10.1214/17-AAP1363
KEYWORDS: Polynomial processes, unit simplex, stochastic models with jumps, Wright–Fisher diffusion, stochastic invariance, 60J25, 60H30
Oren Mangoubi, Aaron Smith
Ann. Appl. Probab. 28 (4), 2501-2543, (August 2018) DOI: 10.1214/17-AAP1365
KEYWORDS: Markov chain Monte Carlo (MCMC), Hamiltonian Monte Carlo (HMC), Manifolds, Convex bodies, Positive curvature, momentum, 60J05, 68W20, 60J20, 53D25
Arnaud Lionnet, Goncalo dos Reis, Lukasz Szpruch
Ann. Appl. Probab. 28 (4), 2544-2591, (August 2018) DOI: 10.1214/17-AAP1366
KEYWORDS: FBSDE, monotone driver, polynomial growth, time discretization, modified explicit schemes, nonexplosion, numerical stability, 65C30, 60H35, 60H30
Noah Forman, Soumik Pal, Douglas Rizzolo, Matthias Winkel
Ann. Appl. Probab. 28 (4), 2592-2634, (August 2018) DOI: 10.1214/17-AAP1370
KEYWORDS: Stable process, squared Bessel processes, CMJ process, local time approximation, Excursion theory, restricted Lévy process, Hölder continuity, 60G51, 60G52, 60J55, 60J80
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