VOL. 28 · NO. 5 | October 2018
 
VIEW ALL ABSTRACTS +
Frontmatter
Ann. Appl. Probab. 28 (5), (October 2018)
No abstract available
Ann. Appl. Probab. 28 (5), (October 2018)
No abstract available
Articles
Shirshendu Chatterjee, Ofer Zeitouni
Ann. Appl. Probab. 28 (5), 2635-2663, (October 2018) DOI: 10.1214/17-AAP1356
KEYWORDS: Detecting a chain of nodes in a network, minimax detection, Random scenery, 62C20, 62G10, 82B20, 60K37
Gregoire Loeper
Ann. Appl. Probab. 28 (5), 2664-2726, (October 2018) DOI: 10.1214/17-AAP1367
KEYWORDS: hedging, price impact, fully nonlinear parabolic equations, 91G20, 93E20, 35K55, 49L20
Makiko Sasada
Ann. Appl. Probab. 28 (5), 2727-2739, (October 2018) DOI: 10.1214/17-AAP1369
KEYWORDS: Gradient condition, variational formula, diffusion coefficient, Hydrodynamic limit, 60K35, 82C22
Yasuaki Hiraoka, Tomoyuki Shirai, Khanh Duy Trinh
Ann. Appl. Probab. 28 (5), 2740-2780, (October 2018) DOI: 10.1214/17-AAP1371
KEYWORDS: point process, persistence diagram, persistent Betti number, random topology, 60K35, 60B10, 55N20
Xiaoou Li, Jingchen Liu, Jianfeng Lu, Xiang Zhou
Ann. Appl. Probab. 28 (5), 2781-2813, (October 2018) DOI: 10.1214/17-AAP1373
KEYWORDS: Random partial differential equation, Rare event, Moderate deviation, 60F10, 60Z05, 60G15
Takashi Owada
Ann. Appl. Probab. 28 (5), 2814-2854, (October 2018) DOI: 10.1214/17-AAP1375
KEYWORDS: Extreme value theory, random topology, Persistent homology, Betti number, central limit theorem, Poisson limit theorem, 60G70, 60K35, 60D05, 55U10
Mohammud Foondun, Mathew Joseph, Shiu-Tang Li
Ann. Appl. Probab. 28 (5), 2855-2895, (October 2018) DOI: 10.1214/17-AAP1376
KEYWORDS: stochastic PDEs, comparison theorems, colored noise, 60H15, 35K57
Ruibo Ma, Rick Durrett
Ann. Appl. Probab. 28 (5), 2896-2921, (October 2018) DOI: 10.1214/17-AAP1378
KEYWORDS: Replicator equation, voter model perturbation, weak selection, reaction-diffusion equation, 60K35, 92D15
Julien Reygner
Ann. Appl. Probab. 28 (5), 2922-2965, (October 2018) DOI: 10.1214/17-AAP1379
KEYWORDS: large deviations, mean-field systems, McKean–Vlasov particle systems, rank-based interacting diffusions, Free energy, 60F10, 60J60, 60K35
Alexandros Beskos, Gareth Roberts, Alexandre Thiery, Natesh Pillai
Ann. Appl. Probab. 28 (5), 2966-3001, (October 2018) DOI: 10.1214/18-AAP1380
KEYWORDS: Manifold, Random-walk metropolis, generator, diffusion limit, 65C05, 65C40, 65C30
Lennart Gulikers, Marc Lelarge, Laurent Massoulié
Ann. Appl. Probab. 28 (5), 3002-3027, (October 2018) DOI: 10.1214/18-AAP1381
KEYWORDS: Social and information networks, Random graphs, degree-corrected stochastic block model, spectral algorithm, machine learning, 91D30, 05C80, 68W40, 91C20
Vlad Bally, Dan Goreac, Victor Rabiet
Ann. Appl. Probab. 28 (5), 3028-3074, (October 2018) DOI: 10.1214/18-AAP1382
KEYWORDS: Piecewise diffusive jumps processes, trajectory-dependent jump intensity, PDMP, regularity of semigroups of operators, weak error, Boltzmann equation, 60J75, 47D07, 35Q21
Ilya Goldsheid, Sasha Sodin
Ann. Appl. Probab. 28 (5), 3075-3093, (October 2018) DOI: 10.1214/18-AAP1383
KEYWORDS: Sample, non-Hermitian, Anderson model, random Schrödinger, 47B80, 47B36
Georg Pichler, Pablo Piantanida, Gerald Matz
Ann. Appl. Probab. 28 (5), 3094-3101, (October 2018) DOI: 10.1214/18-AAP1384
KEYWORDS: Boolean functions, mutual information, Fourier analysis, binary sequences, binary codes, 94A15, 94C10
Umut Çetin
Ann. Appl. Probab. 28 (5), 3102-3151, (October 2018) DOI: 10.1214/18-AAP1385
KEYWORDS: Linear diffusions, Local time, potential operators, Optimal stopping, strict local martingales, financial bubbles, nonuniqueness of the Cauchy problem, H-transform, 60J60, 60J55, 60G40, 91G80
François Bolley, Djalil Chafaï, Joaquín Fontbona
Ann. Appl. Probab. 28 (5), 3152-3183, (October 2018) DOI: 10.1214/18-AAP1386
KEYWORDS: Coulomb gas, Ginibre ensemble, Interacting particle system, Poincaré inequality, Lyapunov function, Markov diffusion process, McKean–Vlasov equation, Cox–Ingersoll–Ross process, 82C22, 60K35, 65C35, 60B20
Michael Damron, Jack Hanson, Wai-Kit Lam
Ann. Appl. Probab. 28 (5), 3184-3214, (October 2018) DOI: 10.1214/18-AAP1388
KEYWORDS: First-passage percolation, Boundary, Eden model, limit shape, 60K35, 82B43
Herbert Edelsbrunner, Anton Nikitenko
Ann. Appl. Probab. 28 (5), 3215-3238, (October 2018) DOI: 10.1214/18-AAP1389
KEYWORDS: Voronoi tessellations, Delaunay mosaics, inscribed polytopes, discrete Morse theory, critical simplices, intervals, Stochastic geometry, Poisson point process, Blaschke–Petkantschin formula, Fisher information metric, 60D05, 68U05
Patrick Cattiaux, Fanny Delebecque, Laure Pédèches
Ann. Appl. Probab. 28 (5), 3239-3286, (October 2018) DOI: 10.1214/18-AAP1400
KEYWORDS: Cucker–Smale dynamics, stochastic interacting particles, flocking, 60H10, 82C22, 92C17
Jonathan Touboul
Ann. Appl. Probab. 28 (5), 3287-3289, (October 2018) DOI: 10.1214/18-AAP1393
KEYWORDS: 60F99, 60B10, 34C15
No abstract available
Back to Top