VOL. 28 · NO. 6 | December 2018
 
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Frontmatter
Ann. Appl. Probab. 28 (6), (December 2018)
No abstract available
Ann. Appl. Probab. 28 (6), (December 2018)
No abstract available
Articles
Nicolas Chenavier, Christian Y. Robert
Ann. Appl. Probab. 28 (6), 3291-3323, (December 2018) DOI: 10.1214/17-AAP1345
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
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
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
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
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
KEYWORDS: DLA, Boolean cube, 60C05, 82C24
Salvatore Federico, Fausto Gozzi
Ann. Appl. Probab. 28 (6), 3558-3599, (December 2018) DOI: 10.1214/18-AAP1397
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
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
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
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
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
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
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
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
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
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
KEYWORDS: branching processes, Cancer, Population genetics, 60J80, 60J28, 92D10, 92D20
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