VOL. 29 · NO. 4 | August 2019
 
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Frontmatter
Ann. Appl. Probab. 29 (4), (August 2019)
No abstract available
Ann. Appl. Probab. 29 (4), (August 2019)
No abstract available
Articles
Jian Ding, Yuval Peres, Gireeja Ranade, Alex Zhai
Ann. Appl. Probab. 29 (4), 1963-1992, (August 2019) DOI: 10.1214/18-AAP1415
KEYWORDS: control, stability, Multiplicative noise, 93E03
Sandra Cerrai, Nicholas Paskal
Ann. Appl. Probab. 29 (4), 1993-2032, (August 2019) DOI: 10.1214/18-AAP1439
KEYWORDS: Stochastic reaction–diffusion equations, averaging principle, large deviations, Exit problem, Laplace principle, 60H15, 70K65, 60F10
Ujan Gangopadhyay, Krishanu Maulik
Ann. Appl. Probab. 29 (4), 2033-2066, (August 2019) DOI: 10.1214/18-AAP1441
KEYWORDS: urn model, random replacement matrix, balanced replacement matrix, irreducibility, stochastic approximation, random step size, random drift, uniform integrability, Lotka–Volterra differential equation, 62L20, 60F15, 60G42
Alan Hammond, Milind Hegde
Ann. Appl. Probab. 29 (4), 2067-2088, (August 2019) DOI: 10.1214/18-AAP1442
KEYWORDS: Cyclic time random walk, random stirring model, 60K35
Michael Damron, Janko Gravner, Matthew Junge, Hanbaek Lyu, David Sivakoff
Ann. Appl. Probab. 29 (4), 2089-2113, (August 2019) DOI: 10.1214/18-AAP1443
KEYWORDS: Annihilating particle system, Random walk, blockades, 60K35, 82C22, 82B26
Reza Aghajani, Kavita Ramanan
Ann. Appl. Probab. 29 (4), 2114-2174, (August 2019) DOI: 10.1214/18-AAP1444
KEYWORDS: Randomized load balancing, Hydrodynamic limit, fluid limit, power of two choices, Stochastic network, Measure-valued processes, Interacting particle system, propagation of chaos, 60K25, 60K35, 90B15, 90B22, 68M20, 60F17
Nicolas Champagnat, Benoit Henry
Ann. Appl. Probab. 29 (4), 2175-2216, (August 2019) DOI: 10.1214/18-AAP1446
KEYWORDS: adaptive dynamics, Dirac concentration, Large deviations principles, Hamilton–Jacobi equations, Varadhan’s lemma, Lotka–Volterra parabolic equation, Feynman–Kac representation, 60F10, 35K57, 49L20, 92D15, 35B25, 47G20
Jonathan Hermon, Justin Salez
Ann. Appl. Probab. 29 (4), 2217-2229, (August 2019) DOI: 10.1214/18-AAP1449
KEYWORDS: Comparison, Dirichlet form, spectral gap, mixing time, Zero range process, Particle system, Expanders, 60K35
Lukasz Szpruch, Shuren Tan, Alvin Tse
Ann. Appl. Probab. 29 (4), 2230-2265, (August 2019) DOI: 10.1214/18-AAP1452
KEYWORDS: McKean–Vlasov SDEs, stochastic interacting particle systems, nonlinear Fokker–Planck equations, probabilistic numerical analysis, 65C30, 60H35, 60H30
Joris Bierkens, Gareth O. Roberts, Pierre-André Zitt
Ann. Appl. Probab. 29 (4), 2266-2301, (August 2019) DOI: 10.1214/18-AAP1453
KEYWORDS: Piecewise deterministic Markov process, irreducibility, ergodicity, exponential ergodicity, central limit theorem, 60F05, 65C05
Leif Döring, Lukas Gonon, David J. Prömel, Oleg Reichmann
Ann. Appl. Probab. 29 (4), 2302-2337, (August 2019) DOI: 10.1214/18-AAP1454
KEYWORDS: Fokker–Planck equation, Lévy process, Markov process, Skorokhod embedding problem, random time-change, 60G40, 60J75
Ben Hambly, Sean Ledger, Andreas Søjmark
Ann. Appl. Probab. 29 (4), 2338-2373, (August 2019) DOI: 10.1214/18-AAP1455
KEYWORDS: McKean–Vlasov equation, nonlinear PDE, Initial-boundary value problem, blow-ups, contagion, large financial systems, supercooled Stefan problem, 35K61, 60H30, 82C22, 91G80
Vincent Bansaye
Ann. Appl. Probab. 29 (4), 2374-2438, (August 2019) DOI: 10.1214/18-AAP1456
KEYWORDS: Approximation of stochastic processes, nonexpansivity, dynamical system, coming down from infinity, Martingales, scaling limits, 60J60, 60J75, 60G46, 60F15
Daniel Hsu, Aryeh Kontorovich, David A. Levin, Yuval Peres, Csaba Szepesvári, Geoffrey Wolfer
Ann. Appl. Probab. 29 (4), 2439-2480, (August 2019) DOI: 10.1214/18-AAP1457
KEYWORDS: Markov chains, mixing time, spectral gap, empirical confidence interval, 60J10, 62M05, 62M99
Francesca Biagini, Yinglin Zhang
Ann. Appl. Probab. 29 (4), 2481-2522, (August 2019) DOI: 10.1214/18-AAP1458
KEYWORDS: Sublinear expectation, nondominated model, reduced-form framework, superhedging, payment stream, 91G80, 60H30, 91B30
Pei-Sen Li, Xu Yang, Xiaowen Zhou
Ann. Appl. Probab. 29 (4), 2523-2555, (August 2019) DOI: 10.1214/18-AAP1459
KEYWORDS: Continuous-state branching process, nonlinear branching, competition, extinction, explosion, coming down from infinity, weighted total population, Foster–Lyapunov criterion, Stochastic differential equation, 60G57, 60G17, 60J80
Rongfeng Sun, Jan M. Swart, Jinjiong Yu
Ann. Appl. Probab. 29 (4), 2556-2593, (August 2019) DOI: 10.1214/19-AAP1461
KEYWORDS: Biased voter model, interface tightness, branching and coalescing random walks, 82C22, 60K35, 82C24, 82C41, 60K35
P. Degond, M. Pulvirenti
Ann. Appl. Probab. 29 (4), 2594-2612, (August 2019) DOI: 10.1214/19-AAP1469
KEYWORDS: Rank-based interactions, Boltzmann equation, 70K45, 92D50, 91C20
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