VOL. 29 · NO. 2 | April 2019
Ann. Appl. Probab. 29 (2), (April 2019) Open Access
No abstract available
Ann. Appl. Probab. 29 (2), (April 2019) Open Access
No abstract available
Daniel Conus, Arnulf Jentzen, Ryan Kurniawan
Ann. Appl. Probab. 29 (2), 653-716, (April 2019) DOI: 10.1214/17-AAP1352 Open Access
KEYWORDS: SPDE, Stochastic partial differential equation, weak convergence rate, Galerkin approximation, mild Itô formula, 35R60, 60H15
José E. Figueroa-López, Sveinn Ólafsson
Ann. Appl. Probab. 29 (2), 717-738, (April 2019) DOI: 10.1214/17-AAP1368 Open Access
KEYWORDS: Change-point, sequential detection, Optimal stopping, CUSUM, Lévy processes, 62L10, 60G51, 60G40, 62C20
Peter Bank, Yan Dolinsky
Ann. Appl. Probab. 29 (2), 739-757, (April 2019) DOI: 10.1214/17-AAP1372 Open Access
KEYWORDS: Binomial models, conditional full support, fixed transaction costs, super-replication, 91G10, 91G20
Yanghui Liu, Samy Tindel
Ann. Appl. Probab. 29 (2), 758-826, (April 2019) DOI: 10.1214/17-AAP1374 Open Access
KEYWORDS: Rough paths, discrete sewing lemma, fractional Brownian motion, Stochastic differential equations, Euler scheme, asymptotic error distributions, 60F17, 60H10, 60H35, 65C30
Yuri Bakhtin, Zsolt Pajor-Gyulai
Ann. Appl. Probab. 29 (2), 827-850, (April 2019) DOI: 10.1214/18-AAP1387 Open Access
KEYWORDS: Vanishing noise limit, unstable equilibrium, Exit problem, polynomial decay, Malliavin calculus, 60H07, 60H10, 60J60
Anindya De, Ryan O’Donnell, Rocco A. Servedio
Ann. Appl. Probab. 29 (2), 851-874, (April 2019) DOI: 10.1214/18-AAP1394 Open Access
KEYWORDS: Trace reconstruction, deletion channel, Littlewood polynomials, 62G07, 68Q32, 94A40
Philippe Carmona, Nicolas Pétrélis
Ann. Appl. Probab. 29 (2), 875-930, (April 2019) DOI: 10.1214/18-AAP1396 Open Access
KEYWORDS: Polymer collapse, phase transition, shape theorem, Brownian motion, local limit theorem, 60K35, 82B26, 82B41
Raphaël Lachièze-Rey, Matthias Schulte, J. E. Yukich
Ann. Appl. Probab. 29 (2), 931-993, (April 2019) DOI: 10.1214/18-AAP1405 Open Access
KEYWORDS: Stein’s method, Malliavin calculus, stabilization, random Euclidean graphs, statistics of data sets, statistics of convex hulls, Voronoi set approximation, maximal points, 60F05, 60D05
Reza Aghajani, Kavita Ramanan
Ann. Appl. Probab. 29 (2), 994-1045, (April 2019) DOI: 10.1214/18-AAP1419 Open Access
KEYWORDS: Stochastic partial differential equations, Itô process, stationary distribution, ergodicity, asymptotic coupling, asymptotic equivalent coupling, GI/GI/N queue, Halfin–Whitt regime, diffusion approximations, 60H15, 60G10, 60K25, 90B22
A. D. Barbour, Adrian Röllin
Ann. Appl. Probab. 29 (2), 1046-1069, (April 2019) DOI: 10.1214/18-AAP1425 Open Access
KEYWORDS: Configuration random graph model, Giant component, central limit theorem, Stein’s method, 60F05, 05C80
Ari Arapostathis, Guodong Pang, Nikola Sandrić
Ann. Appl. Probab. 29 (2), 1070-1126, (April 2019) DOI: 10.1214/18-AAP1430 Open Access
KEYWORDS: Multidimensional piecewise Ornstein–Uhlenbeck processes with jumps, pure-jump Lévy process, (an)isotropic Lévy process, (sub)exponential ergodicity, multiclass many-server queues, Halfin–Whitt regime, heavy-tailed arrivals, service interruptions, 60J75, 60H10, 60G17, 60J25, 60K25
A. N. Bishop, P. Del Moral, K. Kamatani, B. Rémillard
Ann. Appl. Probab. 29 (2), 1127-1187, (April 2019) DOI: 10.1214/18-AAP1431 Open Access
KEYWORDS: Ensemble Kalman filters, quadratic stochastic differential equations, Ricatti diffusions, uniform fluctuation estimates, uniform stability estimates, 60H10, 60G52, 93E11, 60G99
Koji Tsukuda
Ann. Appl. Probab. 29 (2), 1188-1232, (April 2019) DOI: 10.1214/18-AAP1433 Open Access
KEYWORDS: Ewens sampling formula, the Feller coupling, functional central limit theorem, Poisson approximation, 60F05, 60B12, 62E20, 92D10
James R. Cruise, Andrew R. Wade
Ann. Appl. Probab. 29 (2), 1233-1261, (April 2019) DOI: 10.1214/18-AAP1434 Open Access
KEYWORDS: Greedy server, queueing system, recurrence, iterated logarithm law, 60J27, 60K25, 68M20, 90B22
Sayan Banerjee, Debankur Mukherjee
Ann. Appl. Probab. 29 (2), 1262-1309, (April 2019) DOI: 10.1214/18-AAP1436 Open Access
KEYWORDS: Join the shortest queue, diffusion limit, steady state analysis, Local time, nonelliptic diffusion, Halfin–Whitt regime, regenerative processes, 60K25, 60J60, 60K05, 60H20
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