VOL. 32 · NO. 4 | August 2022
Ann. Appl. Probab. 32 (4), (August 2022)
No abstract available
Ann. Appl. Probab. 32 (4), (August 2022)
No abstract available
Lijun Bo, Huafu Liao, Xiang Yu
Ann. Appl. Probab. 32 (4), 2355-2399, (August 2022) DOI: 10.1214/21-AAP1735
KEYWORDS: Risk-sensitive control, default contagion, partial observations, BSDE with jumps, martingale representation theorem, uniqueness of the solution, 60H10, 91G40, 93E11
Ellen Baake, Fernando Cordero, Sebastian Hummel
Ann. Appl. Probab. 32 (4), 2400-2447, (August 2022) DOI: 10.1214/21-AAP1736 Open Access
KEYWORDS: Mutation–selection equation, bifurcations, Duality, branching systems, pruned trees, 92D15, 60J80, 60J28, 49K15, 05C80
Nicolas Broutin, Thomas Duquesne, Minmin Wang
Ann. Appl. Probab. 32 (4), 2448-2503, (August 2022) DOI: 10.1214/21-AAP1737
KEYWORDS: random graph, branching process, Lévy tree, multiplicative coalescent, 60C05, 05C80, 60J80
Louigi Addario-Berry, Jessica Lin, Thomas Tendron
Ann. Appl. Probab. 32 (4), 2504-2539, (August 2022) DOI: 10.1214/21-AAP1738
KEYWORDS: Branching Brownian motion, Brownian bees, Brunet–Derrida particle systems, invariance principle, Harris recurrence, 60K35, 60J70, 60J65, 82C22
Hong-Bin Chen
Ann. Appl. Probab. 32 (4), 2540-2567, (August 2022) DOI: 10.1214/21-AAP1739
KEYWORDS: Free energy, statistical inference, Hamilton–Jacobi equation, nonsymmetric matrix, 82B44, 82D30
Franco Flandoli, Martina Hofmanová, Dejun Luo, Torstein Nilssen
Ann. Appl. Probab. 32 (4), 2568-2586, (August 2022) DOI: 10.1214/21-AAP1740
KEYWORDS: 3D Navier–Stokes equations, vorticity form, well-posedness, Regularization by noise, Wong–Zakai principle, 35Q30, 60H50, 60H20
Sayan Banerjee, Amarjit Budhiraja, Amber L. Puha
Ann. Appl. Probab. 32 (4), 2587-2651, (August 2022) DOI: 10.1214/21-AAP1741
KEYWORDS: heavy traffic, heavy tails, Queueing, shortest remaining processing time, regular variation, measure valued processes, functional central limit theorem, Random field, state space collapse, synchronization phenomenon, intertwined SRPT queues, derivative of the Skorohod map, 60K25, 60F17, 60G57, 60G60, 68M20
Philip A. Ernst, Goran Peskir
Ann. Appl. Probab. 32 (4), 2652-2670, (August 2022) DOI: 10.1214/21-AAP1742
KEYWORDS: quickest detection, Brownian motion, Optimal stopping, elliptic partial differential equation, free-boundary problem, smooth fit, nonlinear Fredholm integral equation, the change-of-variable formula with local time on surfaces, 60G40, 60J65, 60H30, 35J15, 45G10, 62C10
Andrea Collevecchio, Tuan-Minh Nguyen, Stanislav Volkov
Ann. Appl. Probab. 32 (4), 2671-2705, (August 2022) DOI: 10.1214/21-AAP1743
KEYWORDS: self-interacting processes, Random processes with reinforcement, Vertex-reinforced jump processes, Localization, 60G17, 60K35, 60G20
Nicholas Crawford, Ron Rosenthal
Ann. Appl. Probab. 32 (4), 2706-2754, (August 2022) DOI: 10.1214/21-AAP1746
KEYWORDS: NonHermitian random matrices, eigenvectors, Correlations, 60B20, 82B4, 60F99
Chenlin Gu
Ann. Appl. Probab. 32 (4), 2755-2810, (August 2022) DOI: 10.1214/21-AAP1748
KEYWORDS: numerical algorithm, Stochastic homogenization, percolation, 35B27, 60K35, 60K37, 65N15, 82B43
Krzysztof Burdzy, Bartosz Kołodziejek, Tvrtko Tadić
Ann. Appl. Probab. 32 (4), 2811-2840, (August 2022) DOI: 10.1214/21-AAP1749
KEYWORDS: tail estimates, stochastic fixed-point equation, iterated random sequence, Fleming–Viot-type process, 60G10, 37M10, 60J05
Ivailo Hartarsky, Fabio Martinelli, Cristina Toninelli
Ann. Appl. Probab. 32 (4), 2841-2859, (August 2022) DOI: 10.1214/21-AAP1750
KEYWORDS: Branching and coalescence, simple exclusion, Biased voter model, logarithmic Sobolev constant, mixing time, Kinetically constrained models, 60K35, 60J80, 60J90, 82C20
Nikolaos Fountoulakis, Tejas Iyer, Cécile Mailler, Henning Sulzbach
Ann. Appl. Probab. 32 (4), 2860-2913, (August 2022) DOI: 10.1214/21-AAP1752
KEYWORDS: complex networks, random simplicial complexes, preferential attachment, Random recursive trees, measure valued Pólya processes, Pólya urns, scale-free, 90B15, 60J20, 05C80
Yu-Ting Chen
Ann. Appl. Probab. 32 (4), 2914-2966, (August 2022) DOI: 10.1214/21-AAP1753
KEYWORDS: surface growth models, additive stochastic heat equation, pure death processes, normal approximations, Poisson approximations, 60J27, 60K35, 60F05
Zhou Fan, Iain M. Johnstone
Ann. Appl. Probab. 32 (4), 2967-3003, (August 2022) DOI: 10.1214/21-AAP1754 Open Access
KEYWORDS: Random matrix theory, linear mixed models, Tracy–Widom hypothesis tests, 60B20
Chengkun Guo, Si Tang, Ningxi Wei
Ann. Appl. Probab. 32 (4), 3004-3026, (August 2022) DOI: 10.1214/21-AAP1755
KEYWORDS: frog model, recurrence, generating function, recursion, 60K35, 60J80, 60J10
Michel Pain, Delphin Sénizergues
Ann. Appl. Probab. 32 (4), 3027-3059, (August 2022) DOI: 10.1214/21-AAP1756
KEYWORDS: Random trees, weighted recursive trees, asymptotic height, 60J80, 05C05, 60G70
Sayan Banerjee, Mariana Olvera–Cravioto
Ann. Appl. Probab. 32 (4), 3060-3084, (August 2022) DOI: 10.1214/21-AAP1757
KEYWORDS: PageRank, directed preferential attachment, complex networks, power laws, continuous time branching processes, Local weak limits, 05C80, 60J80, 68P10, 41A60, 60B10
Raphaël Lachièze-Rey, Giovanni Peccati, Xiaochuan Yang
Ann. Appl. Probab. 32 (4), 3085-3145, (August 2022) DOI: 10.1214/21-AAP1768
KEYWORDS: central limit theorem, convex distance, Excursions, Kolmogorov distance, Malliavin calculus, Mehler’s formula, Minimal spanning tree, On-line nearest neighbour graph, Poisson process, Random geometric graphs, Shot noise random fields, stabilization, Stein’s method, Stochastic geometry, Wasserstein distance, 60F05, 60H07, 60G55, 60D05, 60G60
Daniel Bartl, Shahar Mendelson
Ann. Appl. Probab. 32 (4), 3146-3198, (August 2022) DOI: 10.1214/22-AAP1781
KEYWORDS: stochastic optimization, sample-path optimization, stochastic counterpart method, finite sample / nonasymptotic concentration inequality, 90C15, 90B50, 62J02
Yuri Bakhtin, Hong-Bin Chen, Zsolt Pajor-Gyulai
Ann. Appl. Probab. 32 (4), 3199-3200, (August 2022) DOI: 10.1214/21-AAP1751
KEYWORDS: Exit problem, Malliavin calculus, polynomial decay, unstable equilibrium, Vanishing noise limit
Nina Holden, Russell Lyons
Ann. Appl. Probab. 32 (4), 3201-3203, (August 2022) DOI: 10.1214/22-AAP1827 Open Access
KEYWORDS: Strings, deletion channel, sample complexity, 62C20, 68Q25, 51K99, 68W40, 68Q87, 60K30
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