VOL. 30 · NO. 4 | August 2020
 
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Frontmatter
Ann. Appl. Probab. 30 (4), (August 2020)
No abstract available
Ann. Appl. Probab. 30 (4), (August 2020)
No abstract available
Articles
Paul Dupuis, Markos A. Katsoulakis, Yannis Pantazis, Luc Rey-Bellet
Ann. Appl. Probab. 30 (4), 1507-1533, (August 2020) DOI: 10.1214/19-AAP1468
KEYWORDS: Rare event, Rényi divergence, variational representation, sensitivity analysis, score function, uncertainty quantification, large deviation, risk sensitive functional, 60F10, 94A17
Mateusz B. Majka, Aleksandar Mijatović, Łukasz Szpruch
Ann. Appl. Probab. 30 (4), 1534-1581, (August 2020) DOI: 10.1214/19-AAP1535
KEYWORDS: Euler schemes, Langevin Monte Carlo, Markov chain Monte Carlo, sampling, multi-level Monte Carlo, coupling, 65C05, 65C30, 65C40, 60J22, 62H12, 60H10
Clayton L. Barnes
Ann. Appl. Probab. 30 (4), 1582-1613, (August 2020) DOI: 10.1214/19-AAP1536
KEYWORDS: propagation of chaos, Brownian motion, Reflected diffusions, Hydrodynamic limit, Skorohod maps, free boundary problems, 60, 60K35, 60J55, 82
Oriane Blondel, Marcelo R. Hilário, Renato S. dos Santos, Vladas Sidoravicius, Augusto Teixeira
Ann. Appl. Probab. 30 (4), 1614-1641, (August 2020) DOI: 10.1214/19-AAP1537
KEYWORDS: Random walk, Dynamic random environment, Strong law of large numbers, functional central limit theorem, large deviation bound, renormalisation, Regeneration times, 60F15, 60K35, 60K37, 82B41, 82C22, 82C44
Jian Song, Jianfeng Yao, Wangjun Yuan
Ann. Appl. Probab. 30 (4), 1642-1668, (August 2020) DOI: 10.1214/19-AAP1539
KEYWORDS: Dyson Brownian motion, eigenvalue distribution, generalized Wishart process, high-dimensional limit, squared Bessel particle system, Wishart process, 60H15, 60F05
Marcel Nutz, Yuchong Zhang
Ann. Appl. Probab. 30 (4), 1669-1692, (August 2020) DOI: 10.1214/19-AAP1540
KEYWORDS: Conditional optimal stopping, time-inconsistency, Equilibrium, 60G40, 93E20, 91A13, 91A15
Daniel Lacker
Ann. Appl. Probab. 30 (4), 1693-1761, (August 2020) DOI: 10.1214/19-AAP1541
KEYWORDS: Mean field games, Stochastic differential games, closed-loop controls, McKean–Vlasov equations, relaxed controls, 60H30, 93E20, 91A06
Jeff Borggaard, Nathan Glatt-Holtz, Justin Krometis
Ann. Appl. Probab. 30 (4), 1762-1783, (August 2020) DOI: 10.1214/19-AAP1542
KEYWORDS: Bayesian statistical inversion, Bayesian consistency, passive scalars, 62G20, 65N21, 76R05
Benjamin Seeger
Ann. Appl. Probab. 30 (4), 1784-1823, (August 2020) DOI: 10.1214/19-AAP1543
KEYWORDS: Stochastic viscosity solutions, finite difference schemes, monotone schemes, splitting formulae, error estimates, 65M12, 65M06, 60H15, 35R60, 35K55, 35D40
Anna Ben-Hamou
Ann. Appl. Probab. 30 (4), 1824-1846, (August 2020) DOI: 10.1214/19-AAP1544
KEYWORDS: Nonbacktracking random walk, Random graphs, Mixing times, Cutoff, bottleneck, 60J10, 05C80, 05C81
Cyril Labbé, Hubert Lacoin
Ann. Appl. Probab. 30 (4), 1847-1883, (August 2020) DOI: 10.1214/19-AAP1545
KEYWORDS: Exclusion process, WASEP, mixing time, Cutoff, 60J27, 37A25, 82C22
Philippe Briand, Paul-Éric Chaudru de Raynal, Arnaud Guillin, Céline Labart
Ann. Appl. Probab. 30 (4), 1884-1909, (August 2020) DOI: 10.1214/19-AAP1546
KEYWORDS: McKean–Vlasov SDE, mean-reflected, Particle system, 60H10
Aukosh Jagannath, Patrick Lopatto, Léo Miolane
Ann. Appl. Probab. 30 (4), 1910-1933, (August 2020) DOI: 10.1214/19-AAP1547
KEYWORDS: Tensor principal component analysis, Principal Component Analysis, BBP transition, spherical spin glasses, spiked tensor, spiked matrix, 62F05, 62F10, 82D30, 82B26
Gioia Carinci, Cristian Giardinà, Frank Redig
Ann. Appl. Probab. 30 (4), 1934-1970, (August 2020) DOI: 10.1214/19-AAP1548
KEYWORDS: interacting particle systems, Duality, inclusion process, Condensation, 82C22, 60K35
Mark Podolskij, Bezirgen Veliyev, Nakahiro Yoshida
Ann. Appl. Probab. 30 (4), 1971-2003, (August 2020) DOI: 10.1214/19-AAP1549
KEYWORDS: Edgeworth expansion, Diffusion processes, limit theorems, Euler scheme, 60F05, 60H10, 65C30
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