VOL. 29 · NO. 3 | June 2019
Ann. Appl. Probab. 29 (3), (June 2019)
No abstract available
Ann. Appl. Probab. 29 (3), (June 2019)
No abstract available
Ke Jin
Ann. Appl. Probab. 29 (3), 1311-1355, (June 2019) DOI: 10.1214/17-AAP1351
KEYWORDS: Longest common subsequence, Longest increasing subsequence, Mallows measure, 60F05, 60B15, 05A05
Tiefeng Jiang
Ann. Appl. Probab. 29 (3), 1356-1397, (June 2019) DOI: 10.1214/17-AAP1362
KEYWORDS: central limit theorem, sample correlation matrix, smallest eigenvalue, multivariate normal distribution, moment generating function, 60B20, 60F05
Van Hao Can
Ann. Appl. Probab. 29 (3), 1398-1445, (June 2019) DOI: 10.1214/17-AAP1377
KEYWORDS: Ising model, Random graphs, central limit theorems, annealed measure, 05C80, 60F5, 82B20
Erik Davis, Sunder Sethuraman
Ann. Appl. Probab. 29 (3), 1446-1486, (June 2019) DOI: 10.1214/18-AAP1414
KEYWORDS: Geodesic, Shortest path, distance, consistency, Random geometric graph, Gamma convergence, Scaling limit, Finsler, 60D05, 58E10, 62-07, 49J55, 49J45, 53C22, 05C82
Gonçalo dos Reis, William Salkeld, Julian Tugaut
Ann. Appl. Probab. 29 (3), 1487-1540, (June 2019) DOI: 10.1214/18-AAP1416
KEYWORDS: McKean–Vlasov equations, Large Deviations Principle, path-space, Hölder topologies, superlinear growth, functional Strassen law, 60F10, 60G07
Saul C. Leite, Ruth J. Williams
Ann. Appl. Probab. 29 (3), 1541-1608, (June 2019) DOI: 10.1214/18-AAP1421
KEYWORDS: diffusion approximation, Langevin approximation, chemical reaction networks, stochastic differential equation with reflection, Scaling limit, linear noise approximation, density dependent Markov chains, jump-diffusion, 60J28, 60J60, 60F17, 92C45, 60H10, 92C40
Jocelyne Bion–Nadal, Denis Talay
Ann. Appl. Probab. 29 (3), 1609-1639, (June 2019) DOI: 10.1214/18-AAP1423
KEYWORDS: Stochastic differential equations, Wasserstein distance, Stochastic control, 60J60, 93E20
Jean-François Chassagneux, Dan Crisan, François Delarue
Ann. Appl. Probab. 29 (3), 1640-1684, (June 2019) DOI: 10.1214/18-AAP1429
KEYWORDS: McKean–Vlasov, master equation, Forward–backward SDE, Mean field games, numerical approximation, 60H10, 65C30, 91A13
Alexandre Popier, Chao Zhou
Ann. Appl. Probab. 29 (3), 1685-1739, (June 2019) DOI: 10.1214/18-AAP1435
KEYWORDS: optimal stochastic control, Second-order backward stochastic differential equation, monotone generator, singular terminal condition, 60H10, 60H30, 93E20
Amarjit Budhiraja, Debankur Mukherjee, Ruoyu Wu
Ann. Appl. Probab. 29 (3), 1740-1777, (June 2019) DOI: 10.1214/18-AAP1437
KEYWORDS: Load balancing on network, power-of-d scheme, Functional limit theorems, many-server asymptotics, asymptotic decoupling, McKean–Vlasov process, 60F17, 60K25, 68M20, 60J27, 60K35
Benoît Kloeckner
Ann. Appl. Probab. 29 (3), 1778-1807, (June 2019) DOI: 10.1214/18-AAP1438
KEYWORDS: Concentration inequalities, Berry–Esseen bounds, Markov chains, spectral gap property, Markov chain Monte-Carlo method, 65C05, 60J22, 62E17
Airam Blancas, Tim Rogers, Jason Schweinsberg, Arno Siri-Jégousse
Ann. Appl. Probab. 29 (3), 1808-1836, (June 2019) DOI: 10.1214/18-AAP1440
KEYWORDS: Kingman’s coalescent, nested coalescent, Gene tree, Species tree, coming down from infinity, recursive distributional equation, 60J25, 60J80, 92D15, 92D25
Igor Kortchemski, Loïc Richier
Ann. Appl. Probab. 29 (3), 1837-1877, (June 2019) DOI: 10.1214/18-AAP1447
KEYWORDS: Condensation, Bienaymé–Galton–Watson tree, Cauchy process, Planar map, 60J80, 60G50, 60F17, 05C05, 05C80, 60C05
Quentin Berger, Niccolò Torri
Ann. Appl. Probab. 29 (3), 1878-1903, (June 2019) DOI: 10.1214/18-AAP1448
KEYWORDS: Last-passage percolation, heavy-tail distributions, path entropy, 60K35, 60K37, 60F05
David G. Hobson, Dominykas Norgilas
Ann. Appl. Probab. 29 (3), 1904-1928, (June 2019) DOI: 10.1214/18-AAP1450
KEYWORDS: Martingale optimal transport, Optimal stopping, model-independent pricing, American put, 60G42, 60G40
Vlad Bally
Ann. Appl. Probab. 29 (3), 1929-1961, (June 2019) DOI: 10.1214/18-AAP1451
KEYWORDS: Boltzmann equation without cutoff, Hard potentials, interpolation criterion, integration by parts, 60H07, 60J75, 82C40
Back to Top