VOL. 29 · NO. 5 | October 2019
Ann. Appl. Probab. 29 (5), (October 2019) Open Access
No abstract available
Ann. Appl. Probab. 29 (5), (October 2019) Open Access
No abstract available
Raphaël Lachièze-Rey
Ann. Appl. Probab. 29 (5), 2613-2653, (October 2019) DOI: 10.1214/18-AAP1445 Open Access
KEYWORDS: Poisson functionals, shot-noise fields, random excursions, central limit theorem, stabilisation, Berry–Esseen bounds, 60D05, 60G60, 60F05
Emmanuel Jacob, Amitai Linker, Peter Mörters
Ann. Appl. Probab. 29 (5), 2654-2699, (October 2019) DOI: 10.1214/18-AAP1460 Open Access
KEYWORDS: Phase transitions, metastable density, evolving network, temporal network, dynamic network, inhomogeneous random graph, preferential attachment network, network dynamics, SIS infection, 05C82, 82C22
Christina S. Diehl, Götz Kersting
Ann. Appl. Probab. 29 (5), 2700-2743, (October 2019) DOI: 10.1214/19-AAP1462 Open Access
KEYWORDS: $\Lambda $-coalescent, Bolthausen–Sznitman coalescent, Law of Large Numbers, tree length, infinite sites model, sampling formula, site frequency spectrum, decreasing Markov chain, 60J75, 60F05, 60J27, 92D25
Carla Tameling, Max Sommerfeld, Axel Munk
Ann. Appl. Probab. 29 (5), 2744-2781, (October 2019) DOI: 10.1214/19-AAP1463 Open Access
KEYWORDS: Optimal transport, Wasserstein distance, empirical process, limit law, statistical testing, 60F05, 60B12, 62E20, 90C08, 90C31, 62G10
Peter Braunsteins, Sophie Hautphenne
Ann. Appl. Probab. 29 (5), 2782-2818, (October 2019) DOI: 10.1214/19-AAP1464 Open Access
KEYWORDS: Infinite-type branching process, extinction probability, extinction criterion, fixed point, varying environment, 60J80, 60J05, 60J22
Erhan Bayraktar, Jinniao Qiu
Ann. Appl. Probab. 29 (5), 2819-2848, (October 2019) DOI: 10.1214/19-AAP1465 Open Access
KEYWORDS: Optimal control of reflected stochastic differential equations, Neumann problem, backward stochastic partial differential equation, 60K35, 93E20, 60H15, 91G80
Sergio A. Almada Monter, Mykhaylo Shkolnikov, Jiacheng Zhang
Ann. Appl. Probab. 29 (5), 2849-2883, (October 2019) DOI: 10.1214/19-AAP1466 Open Access
KEYWORDS: Capital distribution, functionally generated portfolios, Gaussian fluctuations, hitting times, Hydrodynamic limits, macroscopic market observables, market diversity, market entropy, porous medium equation, rank-based models, relative return, Stochastic partial differential equations, Stochastic Portfolio Theory, 60H10, 91G10, 60G15, 60H15
Jackson Gorham, Andrew B. Duncan, Sebastian J. Vollmer, Lester Mackey
Ann. Appl. Probab. 29 (5), 2884-2928, (October 2019) DOI: 10.1214/19-AAP1467 Open Access
KEYWORDS: Multivariate Stein factors, Itô diffusion, Stein’s method, Stein discrepancy, sample quality, Wasserstein decay, Markov chain Monte Carlo, 60J60, 62-04, 62E17, 60E15, 65C60, 62-07, 65C05, 68T05
Abishek Sankararaman, François Baccelli, Sergey Foss
Ann. Appl. Probab. 29 (5), 2929-2987, (October 2019) DOI: 10.1214/19-AAP1470 Open Access
KEYWORDS: Rate conservation principle, mass transport theorem, Monotonicity, positive correlation, percolation, stationary distribution, Coupling from the past, Loynes’ construction, Particle systems, interacting queues, Queueing theory, stability and instability, information theory, interference field, wireless network, 60K35, 60J25, 60D05, 90B18, 68M20
Nicholas F. Marshall
Ann. Appl. Probab. 29 (5), 2988-3005, (October 2019) DOI: 10.1214/19-AAP1471 Open Access
KEYWORDS: Hölder condition, sparse grids, randomized Kaczmarz, 26B35, 60G42, 42B35
Jong Yun Hwang, Ji Oon Lee, Kevin Schnelli
Ann. Appl. Probab. 29 (5), 3006-3036, (October 2019) DOI: 10.1214/19-AAP1472 Open Access
KEYWORDS: High-dimensional sample covariance matrices, Local law, Tracy–Widom distribution, 60B20, 62H10
Yu Gu, Li-Cheng Tsai
Ann. Appl. Probab. 29 (5), 3037-3061, (October 2019) DOI: 10.1214/19-AAP1474 Open Access
KEYWORDS: Stochastic heat equation, Feynman–Kac formula, Wiener chaos expansion, 35R60, 60H15, 60H07
Daniel Heydecker
Ann. Appl. Probab. 29 (5), 3062-3127, (October 2019) DOI: 10.1214/19-AAP1475 Open Access
KEYWORDS: Kac process, Law of Large Numbers, Wasserstein distance, Boltzmann equation, 60J25, 60K35, 35Q20
Ran Huo, Rick Durrett
Ann. Appl. Probab. 29 (5), 3128-3154, (October 2019) DOI: 10.1214/19-AAP1476 Open Access
KEYWORDS: local survival, Galton–Watson tree, randonm graph, configuarion model, 60K35
Eduardo Abi Jaber, Martin Larsson, Sergio Pulido
Ann. Appl. Probab. 29 (5), 3155-3200, (October 2019) DOI: 10.1214/19-AAP1477 Open Access
KEYWORDS: Stochastic Volterra equations, Riccati–Volterra equations, Affine processes, Rough volatility, 60J20, 60G22, 45D05, 91G20
Gesine Reinert, Nathan Ross
Ann. Appl. Probab. 29 (5), 3201-3229, (October 2019) DOI: 10.1214/19-AAP1478 Open Access
KEYWORDS: Glauber dynamics, exponential random graphs, Stein’s method, 60B10, 05C80
Guy Bresler, Dheeraj Nagaraj
Ann. Appl. Probab. 29 (5), 3230-3265, (October 2019) DOI: 10.1214/19-AAP1479 Open Access
KEYWORDS: Ising model, Stein’s method, graph sparsification, Curie–Weiss, 60C05, 60F05, 60B10
Gunther Leobacher, Michaela Szölgyenyi
Ann. Appl. Probab. 29 (5), 3266-3269, (October 2019) DOI: 10.1214/19-AAP1480 Open Access
No abstract available
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