VOL. 30 · NO. 3 | June 2020
Ann. Appl. Probab. 30 (3), (June 2020) Open Access
No abstract available
Ann. Appl. Probab. 30 (3), (June 2020) Open Access
No abstract available
T. De Angelis, G. Peskir
Ann. Appl. Probab. 30 (3), 1007-1031, (June 2020) DOI: 10.1214/19-AAP1517 Open Access
KEYWORDS: optimal stopping problem, strong Markov/Feller process, free boundary problem, regularity of the value function, regularity of a boundary point, regularity of a stochastic flow, smooth fit, 60G40, 60J25, 60H30, 35R35, 35J15, 35K10
P. A. Ernst, G. Peskir, Q. Zhou
Ann. Appl. Probab. 30 (3), 1032-1065, (June 2020) DOI: 10.1214/19-AAP1522 Open Access
KEYWORDS: Optimal detection, sequential testing, Brownian motion, Optimal stopping, elliptic partial differential equation, free-boundary problem, nonmonotone boundary, smooth fit, nonlinear Fredholm integral equation, the change-of-variable formula with local time on surfaces, 60G40, 60J65, 60H30, 35J15, 45G10, 62C10
Emmanuel Abbe, Enric Boix-Adserà
Ann. Appl. Probab. 30 (3), 1066-1090, (June 2020) DOI: 10.1214/19-AAP1523 Open Access
KEYWORDS: synchronization, Community detection, spiked Wigner models, stochastic block models, bond percolation, information theory, 62B10, 60K35, 94A12
Viktor Bezborodov, Luca Di Persio, Tyll Krueger, Pasha Tkachov
Ann. Appl. Probab. 30 (3), 1091-1129, (June 2020) DOI: 10.1214/19-AAP1524 Open Access
KEYWORDS: shape theorem, stochastic growth mode, Branching random walk, mesoscopic equation, speed of propagation, 60K35, 60J80
Giacomo Ascione, Enrica Pirozzi, Bruno Toaldo
Ann. Appl. Probab. 30 (3), 1130-1163, (June 2020) DOI: 10.1214/19-AAP1525 Open Access
KEYWORDS: Semi-Markov processes, Time-changed processes, Exit time, Gauss–Markov processes, Subordinators, Leaky Integrate-and-Fire models, 60K15, 60G40, 60G51
Gerardo Barrera, Milton Jara
Ann. Appl. Probab. 30 (3), 1164-1208, (June 2020) DOI: 10.1214/19-AAP1526 Open Access
KEYWORDS: Thermalisation, cut-off phenomenon, total variation distance, Brownian motion, Hartman–Grobman theorem, hyperbolic fixed point, perturbed dynamical systems, Stochastic differential equations, 60K35, 60G60, 60F17, 35R60
Nawaf Bou-Rabee, Andreas Eberle, Raphael Zimmer
Ann. Appl. Probab. 30 (3), 1209-1250, (June 2020) DOI: 10.1214/19-AAP1528 Open Access
KEYWORDS: coupling, Convergence to equilibrium, Markov chain Monte Carlo, Hamiltonian Monte Carlo, hybrid Monte Carlo, geometric integration, Metropolis–Hastings, 60J05, 65P10, 65C05
Boris Ettinger, Alexandru Hening, Tak Kwong Wong
Ann. Appl. Probab. 30 (3), 1251-1275, (June 2020) DOI: 10.1214/19-AAP1529 Open Access
KEYWORDS: Inverse first passage problem, parabolic partial differential equations, Brownian motion, Feynman–Kac formula, killed diffusion, discontinuous killing, 35K58, 60J70, 91G40, 91G80
Neng-Yi Wang, Liming Wu
Ann. Appl. Probab. 30 (3), 1276-1320, (June 2020) DOI: 10.1214/19-AAP1530 Open Access
KEYWORDS: Transport-information inequality, concentration inequality, Donsker–Varadhan information, 60E15, 60F10, 60J05
Julio Backhoff-Veraguas, Daniel Lacker, Ludovic Tangpi
Ann. Appl. Probab. 30 (3), 1321-1367, (June 2020) DOI: 10.1214/19-AAP1531 Open Access
KEYWORDS: large deviations, Wiener space, Sanov theorem, Schilder theorem, nonexponential, BSDE, Schrödinger problem, Stochastic control, 60F10, 60H30, 93E03
Simon C. Harris, Samuel G. G. Johnston, Matthew I. Roberts
Ann. Appl. Probab. 30 (3), 1368-1414, (June 2020) DOI: 10.1214/19-AAP1532 Open Access
KEYWORDS: Galton–Watson tree, Coalescent, genealogy, Spine, 60J80, 60G09
Dylan Possamaï, Nizar Touzi, Jianfeng Zhang
Ann. Appl. Probab. 30 (3), 1415-1457, (June 2020) DOI: 10.1214/19-AAP1533 Open Access
KEYWORDS: Stochastic differential games, Viscosity solutions of path-dependent PDEs, second-order backward SDEs, 35D40, 35K10, 60H10, 60H30
Tobias Müller, Mathew D. Penrose
Ann. Appl. Probab. 30 (3), 1458-1483, (June 2020) DOI: 10.1214/19-AAP1534 Open Access
KEYWORDS: Random geometric graph, Cheeger constant, conductance, 05C80, 60D05, 62H30
Volker Betz, Helge Schäfer, Dirk Zeindler
Ann. Appl. Probab. 30 (3), 1484-1505, (June 2020) DOI: 10.1214/19-AAP1538 Open Access
KEYWORDS: random permutation, Cycle structure, cycle weights, Functional limit theorem, limit shape, 60F17, 60F05, 60C05
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