VOL. 31 · NO. 1 | February 2021
Ann. Appl. Probab. 31 (1), (February 2021) Open Access
No abstract available
Ann. Appl. Probab. 31 (1), (February 2021) Open Access
No abstract available
Randolf Altmeyer, Markus Reiß
Ann. Appl. Probab. 31 (1), 1-38, (February 2021) DOI: 10.1214/20-AAP1581 Open Access
KEYWORDS: nonparametric estimation, Fourth moment theorem, Gaussian process, Feynman–Kac, localised scaling limits, 60H15, 60F05, 62G05, 35J15
Yaozhong Hu, Yanghui Liu, David Nualart
Ann. Appl. Probab. 31 (1), 39-83, (February 2021) DOI: 10.1214/20-AAP1582 Open Access
KEYWORDS: fractional Brownian motion, Stochastic differential equations, Crank–Nicolson scheme, strong convergence, exact rate, degenerate equations, Lie bracket, Limiting distribution, Fractional calculus, Malliavin calculus, 60F17, 60H10, 60H35, 65C30
Jonathan Hermon, Justin Salez
Ann. Appl. Probab. 31 (1), 84-98, (February 2021) DOI: 10.1214/20-AAP1583 Open Access
KEYWORDS: interchange process, Mixing times, comparison of Dirichlet forms, product graphs, 60J10, 60J27, 60J15, 60K35, 60B15
Dirk Erhard, Tertuliano Franco, Diogo S. da Silva
Ann. Appl. Probab. 31 (1), 99-127, (February 2021) DOI: 10.1214/20-AAP1584 Open Access
KEYWORDS: Slow bond random walk, snapping out Brownian motion, functional central limit theorem, Local time, 60F17, 60F05, 60J65, 60J27
Günter Last, Franz Nestmann, Matthias Schulte
Ann. Appl. Probab. 31 (1), 128-168, (February 2021) DOI: 10.1214/20-AAP1585 Open Access
KEYWORDS: random connection model, component count, covariance structure, central limit theorem, Poisson process, edge marking, Gilbert graph, Random geometric graph, 60F05, 60D05, 05C80, 60G55
Maury Bramson, Lawrence F. Gray
Ann. Appl. Probab. 31 (1), 169-198, (February 2021) DOI: 10.1214/20-AAP1586 Open Access
KEYWORDS: Majority vote processes, consensus processes, trees, equilibria, Convergence to equilibrium, 60K35, 82C22
Christian Hirsch, Mark Holmes, Victor Kleptsyn
Ann. Appl. Probab. 31 (1), 199-217, (February 2021) DOI: 10.1214/20-AAP1587 Open Access
KEYWORDS: Reinforcement, Pólya’s urn, percolation, coupling, Poisson point process, 60K35, 60K37
Janko Gravner, Alexander E. Holroyd, David Sivakoff
Ann. Appl. Probab. 31 (1), 218-246, (February 2021) DOI: 10.1214/20-AAP1588 Open Access
KEYWORDS: Bootstrap percolation, cellular automaton, critical scaling, 60K35, 82B43
Qi-Man Shao, Mengchen Zhang, Zhuo-Song Zhang
Ann. Appl. Probab. 31 (1), 247-283, (February 2021) DOI: 10.1214/20-AAP1589 Open Access
KEYWORDS: Moderate deviation, nonnormal approximation, Stein’s method, Curie–Weiss model, imitative monomer-dimer mean-field model, 60F10, 60F05
Patrik L. Ferrari, Bálint Vető
Ann. Appl. Probab. 31 (1), 284-320, (February 2021) DOI: 10.1214/20-AAP1590 Open Access
KEYWORDS: random tiling, Aztec diamond, Airy process, hard-edge tacnode process, 60B20, 60G55
Peter Nejjar
Ann. Appl. Probab. 31 (1), 321-350, (February 2021) DOI: 10.1214/20-AAP1591 Open Access
KEYWORDS: Kardar–Parisi–Zhang universality, Mixing times, ASEP, shocks, 60K35
Jeffrey C. Lagarias, Brad Rodgers
Ann. Appl. Probab. 31 (1), 351-376, (February 2021) DOI: 10.1214/20-AAP1592 Open Access
KEYWORDS: Point processes, realizability, sampling and interpolation, 60G55, 44A60, 94A20
Paul Dario
Ann. Appl. Probab. 31 (1), 377-431, (February 2021) DOI: 10.1214/20-AAP1593 Open Access
KEYWORDS: Stochastic homogenization, Supercritical percolation, 35B27, 60K37, 60K35
Milica Tomašević
Ann. Appl. Probab. 31 (1), 432-459, (February 2021) DOI: 10.1214/20-AAP1594 Open Access
KEYWORDS: Keller–Segel system, singular McKean–Vlasov nonlinear stochastic differential equation, 60H30, 60H10, 35K55
Jingrui Sun, Jie Xiong, Jiongmin Yong
Ann. Appl. Probab. 31 (1), 460-499, (February 2021) DOI: 10.1214/20-AAP1595 Open Access
KEYWORDS: Stochastic linear-quadratic optimal control problem, random coefficient, stochastic Riccati equation, value flow, open-loop optimal control, closed-loop representation, 49N10, 93E20, 49N35, 49K45
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