VOL. 30 · NO. 5 | October 2020
Ann. Appl. Probab. 30 (5), (October 2020) Open Access
No abstract available
Ann. Appl. Probab. 30 (5), (October 2020) Open Access
No abstract available
Sayan Banerjee, Amarjit Budhiraja
Ann. Appl. Probab. 30 (5), 2005-2029, (October 2020) DOI: 10.1214/19-AAP1550 Open Access
KEYWORDS: reflected Brownian motion, Local time, coupling, Wasserstein distance, relaxation time, heavy traffic, atlas model, 60J60, 60H10, 60J55, 60K25
Julien Poisat, François Simenhaus
Ann. Appl. Probab. 30 (5), 2030-2068, (October 2020) DOI: 10.1214/19-AAP1551 Open Access
KEYWORDS: Random walks in random obstacles, polymers in random environments, Parabolic Anderson model, Survival probability, FKG inequalities, Ray–Knight theorems, 60K37, 60K35
Alain Durmus, Arnaud Guillin, Pierre Monmarché
Ann. Appl. Probab. 30 (5), 2069-2098, (October 2020) DOI: 10.1214/19-AAP1552 Open Access
KEYWORDS: Bouncy particle sampler, MCMC, geometric ergodicity, coupling, simulated annealing, 60J22, 65C40
Janne Junnila, Eero Saksman, Christian Webb
Ann. Appl. Probab. 30 (5), 2099-2164, (October 2020) DOI: 10.1214/19-AAP1553 Open Access
KEYWORDS: Imaginary multiplicative chaos, XOR-Ising model, sine-Gordon model, 60G20, 82B20
Martin Friesen, Peng Jin, Barbara Rüdiger
Ann. Appl. Probab. 30 (5), 2165-2195, (October 2020) DOI: 10.1214/19-AAP1554 Open Access
KEYWORDS: Affine process, ergodicity, Wasserstein distance, coupling, Stochastic differential equation, 37A25, 60H10, 60J25
Jacopo Borga, Erik Slivken
Ann. Appl. Probab. 30 (5), 2196-2233, (October 2020) DOI: 10.1214/19-AAP1555 Open Access
KEYWORDS: Local and scaling limits, permutation patterns, permutons, 60C05, 05A05
J.-C. Mourrat
Ann. Appl. Probab. 30 (5), 2234-2260, (October 2020) DOI: 10.1214/19-AAP1556 Open Access
KEYWORDS: Spin glass, statistical inference, Hamilton–Jacobi equation, 82B44, 82D30
Daniel Ahlberg, Maria Deijfen, Christopher Hoffman
Ann. Appl. Probab. 30 (5), 2261-2273, (October 2020) DOI: 10.1214/19-AAP1557 Open Access
KEYWORDS: Richardson’s model, First-passage percolation, competing growth, Coexistence, Busemann function, 60K35
Andrew L. Allan, Samuel N. Cohen
Ann. Appl. Probab. 30 (5), 2274-2310, (October 2020) DOI: 10.1214/19-AAP1558 Open Access
KEYWORDS: Stochastic control, Rough paths, rough HJB equation, stochastic filtering, parameter uncertainty, 60H99, 93E20, 93E11
Martin Hutzenthaler, Daniel Pieper
Ann. Appl. Probab. 30 (5), 2311-2354, (October 2020) DOI: 10.1214/20-AAP1559 Open Access
KEYWORDS: propagation of chaos, Interacting diffusions, mean-field approximation, many-demes limit, Measure-valued processes, tree of excursions, Excursion measure, altruistic defense, 60K35, 60J70, 92D25
Michele Coghi, Jean-Dominique Deuschel, Peter K. Friz, Mario Maurelli
Ann. Appl. Probab. 30 (5), 2355-2392, (October 2020) DOI: 10.1214/20-AAP1560 Open Access
KEYWORDS: mean-field, McKean–Vlasov, large deviations, central limit theorem, jump-processes, Additive Noise, 60F10, 60G09, 60H10, 60F05, 60F15, 60J50
Cécile Mailler, Denis Villemonais
Ann. Appl. Probab. 30 (5), 2393-2438, (October 2020) DOI: 10.1214/20-AAP1561 Open Access
KEYWORDS: stochastic approximation, infinitely-many colors Pólya urns, Markov processes, Quasi-stationary distributions, 62L20, 60J25, 60J80
Omri Cohen-Alloro, Ron Peled
Ann. Appl. Probab. 30 (5), 2439-2464, (October 2020) DOI: 10.1214/20-AAP1562 Open Access
KEYWORDS: Random surfaces, extremal gradients, cluster algorithms, Swendsen–Wang algorithm, Wolff algorithm, 82B05, 82B20, 82B41
Justin Dean, Ayalvadi Ganesh, Edward Crane
Ann. Appl. Probab. 30 (5), 2465-2490, (October 2020) DOI: 10.1214/20-AAP1563 Open Access
KEYWORDS: large deviations, Point processes, Random measures, infinite-server queues, chemical reaction networks, 60F10, 60G55, 60G57, 60K25
Ruijian Han, Rougang Ye, Chunxi Tan, Kani Chen
Ann. Appl. Probab. 30 (5), 2491-2515, (October 2020) DOI: 10.1214/20-AAP1564 Open Access
KEYWORDS: Bradley–Terry model, Sparsity, uniform consistency, asymptotic normality, maximum likelihood estimation, 60F05, 62E20, 62F12, 62J15
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