VOL. 28 · NO. 6 | December 2018
Ann. Appl. Probab. 28 (6), (December 2018) Open Access
No abstract available
Ann. Appl. Probab. 28 (6), (December 2018) Open Access
No abstract available
Nicolas Chenavier, Christian Y. Robert
Ann. Appl. Probab. 28 (6), 3291-3323, (December 2018) DOI: 10.1214/17-AAP1345 Open Access
KEYWORDS: Extreme values, Voronoi tessellations, exceedance point processes, 60D05, 62G32, 60G70, 60F05
Janko Gravner, Hanbaek Lyu, David Sivakoff
Ann. Appl. Probab. 28 (6), 3324-3357, (December 2018) DOI: 10.1214/17-AAP1350 Open Access
KEYWORDS: Excitable media, cellular automaton, tournament expansion, tree-indexed random walk, 60K35, 82B43
Gilles Pagès, Fabien Panloup
Ann. Appl. Probab. 28 (6), 3358-3417, (December 2018) DOI: 10.1214/17-AAP1364 Open Access
KEYWORDS: Ergodic diffusion, invariant measure, multilevel, ergodicity, Richardson–Romberg, Monte Carlo, PAC-Bayesian, 60J60, 37M25, 65C05
Yu-Ting Chen
Ann. Appl. Probab. 28 (6), 3418-3490, (December 2018) DOI: 10.1214/18-AAP1390 Open Access
KEYWORDS: voter model, Wright–Fisher diffusion, evolutionary game, 60K35, 82C22, 60F05, 60J60
Shahar Mendelson, Holger Rauhut, Rachel Ward
Ann. Appl. Probab. 28 (6), 3491-3527, (December 2018) DOI: 10.1214/18-AAP1391 Open Access
KEYWORDS: Circulant matrix, compressive sensing, generic chaining, small ball estimates, Sparsity, 94A20, 60B20
Alan Frieze, Wesley Pegden
Ann. Appl. Probab. 28 (6), 3528-3557, (December 2018) DOI: 10.1214/18-AAP1392 Open Access
KEYWORDS: DLA, Boolean cube, 60C05, 82C24
Salvatore Federico, Fausto Gozzi
Ann. Appl. Probab. 28 (6), 3558-3599, (December 2018) DOI: 10.1214/18-AAP1397 Open Access
KEYWORDS: stochastic optimal control, infinite dimensional HJB equation, Dynkin’s formula, transition semigroup, verification theorem, optimal feedback, 93E20, 70H20, 65H15, 49L20, 49N35
Seva Shneer, Alexander Stolyar
Ann. Appl. Probab. 28 (6), 3600-3628, (December 2018) DOI: 10.1214/18-AAP1398 Open Access
KEYWORDS: Stochastic stability, Queueing networks, nonmonotone process, discrete parking process, wireless systems, medium access protocols, carrier-sense multiple access, 60K25, 68M12
R. A. Doney, Philip S. Griffin
Ann. Appl. Probab. 28 (6), 3629-3651, (December 2018) DOI: 10.1214/18-AAP1399 Open Access
KEYWORDS: Reflected Lévy process, Cramér’s estimate, excursion height, Excursion measure, close to exponential, convolution equivalence, 60G51, 60F10
Heng-Qing Ye, David D. Yao
Ann. Appl. Probab. 28 (6), 3652-3697, (December 2018) DOI: 10.1214/18-AAP1401 Open Access
KEYWORDS: Multiclass queueing network, diffusion limit, interchange of limits, uniform stability, 60K25, 90B15, 60F17, 60J20
Ronen Eldan, Renan Gross
Ann. Appl. Probab. 28 (6), 3698-3735, (December 2018) DOI: 10.1214/18-AAP1402 Open Access
KEYWORDS: random graph, exponential random graph models, stochastic block models, Mixture models, Johnson–Lindenstrauss lemma, 62F10, 05C80, 62P25, 60F10
Arjun Krishnan, Jeremy Quastel
Ann. Appl. Probab. 28 (6), 3736-3764, (December 2018) DOI: 10.1214/18-AAP1404 Open Access
KEYWORDS: Tracy–Widom distribution, Universality, log-gamma, Directed polymer, 60K35, 60K37
Yao Li
Ann. Appl. Probab. 28 (6), 3765-3812, (December 2018) DOI: 10.1214/18-AAP1406 Open Access
KEYWORDS: Microscopic heat conduction, polynomial convergence rate, Markov jump process, induced chain method, 60J25, 82C05, 37N05, 60G07, 82C35
Omar El Euch, Mathieu Rosenbaum
Ann. Appl. Probab. 28 (6), 3813-3856, (December 2018) DOI: 10.1214/18-AAP1408 Open Access
KEYWORDS: Rough volatility, rough Heston model, Hawkes processes, fractional Brownian motion, fractional Riccati equations, limit theorems, forward variance curve, 91G20, 26A33, 60G22, 60J25
Alexander Gnedin, Alexander Iksanov, Alexander Marynych, Martin Möhle
Ann. Appl. Probab. 28 (6), 3857-3883, (December 2018) DOI: 10.1214/18-AAP1409 Open Access
KEYWORDS: Collision spectrum, coupling, exchangeable coalescent, functional approximation, 60J25, 60F17, 60C05, 60G09
Clément Dombry, Enkelejd Hashorva, Philippe Soulier
Ann. Appl. Probab. 28 (6), 3884-3921, (December 2018) DOI: 10.1214/18-AAP1410 Open Access
KEYWORDS: Regularly varying time series, tail measure, spectral tail process, time change formula, 60G70
David Cheek, Tibor Antal
Ann. Appl. Probab. 28 (6), 3922-3947, (December 2018) DOI: 10.1214/18-AAP1413 Open Access
KEYWORDS: branching processes, Cancer, Population genetics, 60J80, 60J28, 92D10, 92D20
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