VOL. 31 · NO. 6 | December 2021
Ann. Appl. Probab. 31 (6), (December 2021)
No abstract available
Ann. Appl. Probab. 31 (6), (December 2021)
No abstract available
Marc Peigné, Wolfgang Woess
Ann. Appl. Probab. 31 (6), 2519-2537, (December 2021) DOI: 10.1214/20-AAP1654
KEYWORDS: Queueing theory, Lindley process, recurrence, random walk in the quadrant, exit times, 60G50, 37H05, 60K25
Jodi Dianetti, Giorgio Ferrari, Markus Fischer, Max Nendel
Ann. Appl. Probab. 31 (6), 2538-2566, (December 2021) DOI: 10.1214/20-AAP1655
KEYWORDS: Mean field games, submodular cost function, complete lattice, first order stochastic dominance, Tarski’s fixed point theorem, 93E20, 91A15, 06B23, 49J45
Sergey G. Bobkov, Michel Ledoux
Ann. Appl. Probab. 31 (6), 2567-2584, (December 2021) DOI: 10.1214/20-AAP1656
KEYWORDS: optimal matching, Ajtai–Komlós–Tusnády theorem, Fourier analysis, heat kernel smoothing, empirical measure, 60D05, 49Q22, 62G30, 60H15, 58J35, 49J55
Frank Aurzada, Volker Betz, Mikhail Lifshits
Ann. Appl. Probab. 31 (6), 2585-2611, (December 2021) DOI: 10.1214/20-AAP1658
KEYWORDS: Interacting Brownian particles, Stochastic differential equation, Ornstein–Uhlenbeck processes, 60K35, 60G15, 60H10, 60J70
George Deligiannidis, Daniel Paulin, Alexandre Bouchard-Côté, Arnaud Doucet
Ann. Appl. Probab. 31 (6), 2612-2662, (December 2021) DOI: 10.1214/20-AAP1659
KEYWORDS: Bouncy particle sampler, coupling, Randomized Hamiltonian Monte Carlo, weak convergence, hypocoercivity, 65C05, 60F17, 60J25
Mehrdad Moharrami, Cristopher Moore, Jiaming Xu
Ann. Appl. Probab. 31 (6), 2663-2720, (December 2021) DOI: 10.1214/20-AAP1660
KEYWORDS: Random graphs, Combinatorial optimization, Phase transitions, planted problems, Local weak convergence, message-passing algorithms, 90C27, 68Q87, 05C80, 62F15, 05C70, 82B26
Dieter Mitsche, Mathew D. Penrose
Ann. Appl. Probab. 31 (6), 2721-2771, (December 2021) DOI: 10.1214/20-AAP1661
KEYWORDS: Random geometric graph, thermodynamic limit, dense limit, subadditivity‎, independence number, domination number, clique-covering number, sphere packing, Traveling salesman problem, minimum-weight matching, 05C80, 60D05, 60F15, 90C27, 60G55
Sami Davies, Miklós Z. Rácz, Cyrus Rashtchian
Ann. Appl. Probab. 31 (6), 2772-2810, (December 2021) DOI: 10.1214/21-AAP1662
KEYWORDS: Trace reconstruction, tree trace reconstruction, deletion channel, Littlewood polynomials, 60C05, 68Q32, 30C80
Joris Bierkens, Pierre Nyquist, Mikola C. Schlottke
Ann. Appl. Probab. 31 (6), 2811-2843, (December 2021) DOI: 10.1214/21-AAP1663
KEYWORDS: large deviations, empirical measure, Piecewise deterministic Markov process, zig-zag process, 60F10, 60J25
Carl Graham
Ann. Appl. Probab. 31 (6), 2844-2863, (December 2021) DOI: 10.1214/21-AAP1664
KEYWORDS: regenerative processes, Poisson cluster processes, infinite-server queues, long-time asymptotics, Laplace transforms, 60G55, 60K05, 62M09, 44A10
Amir Dembo, Eyal Lubetzky, Ofer Zeitouni
Ann. Appl. Probab. 31 (6), 2864-2880, (December 2021) DOI: 10.1214/21-AAP1665
KEYWORDS: Interacting random processes, Langevin dynamics, SDEs, Universality, 60K35, 60F10, 60H10, 82C31, 82C44
Louis H. Y. Chen, Adrian Röllin, Aihua Xia
Ann. Appl. Probab. 31 (6), 2881-2923, (December 2021) DOI: 10.1214/21-AAP1666 Open Access
KEYWORDS: Stein’s method, Normal approximation, Palm distribution, random measure, Stochastic geometry, Stein coupling, 60F05, 60G55, 60G57
Eduardo Abi Jaber, Christa Cuchiero, Martin Larsson, Sergio Pulido
Ann. Appl. Probab. 31 (6), 2924-2952, (December 2021) DOI: 10.1214/21-AAP1667
KEYWORDS: Stochastic Volterra equations, stochastic convolution equations, Martingale problem, nonlinear Hawkes processes, 60H20, 60H05, 60G22, 60G17
T. Tony Cai, Tiefeng Jiang, Xiaoou Li
Ann. Appl. Probab. 31 (6), 2953-2990, (December 2021) DOI: 10.1214/21-AAP1668
KEYWORDS: Random matrix, Extremal eigenvalues, maximum of random variables, minimum of random variables, 60B20, 60F99, 60K35
Philip A. Ernst, Sandro Franceschi
Ann. Appl. Probab. 31 (6), 2991-3016, (December 2021) DOI: 10.1214/21-AAP1681
KEYWORDS: Occupancy density, Green’s function, obliquely reflected Brownian motion in a half-plane, stationary distribution, exact asymptotics, Martin boundary, Laplace transform, saddle-point method, 60J60, 60K25, 30D05, 90B22
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