VOL. 29 · NO. 3 | June 2019
Ann. Appl. Probab. 29 (3), (June 2019) Open Access
No abstract available
Ann. Appl. Probab. 29 (3), (June 2019) Open Access
No abstract available
Ke Jin
Ann. Appl. Probab. 29 (3), 1311-1355, (June 2019) DOI: 10.1214/17-AAP1351 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
KEYWORDS: Boltzmann equation without cutoff, Hard potentials, interpolation criterion, integration by parts, 60H07, 60J75, 82C40
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