VOL. 32 · NO. 5 | October 2022
Ann. Appl. Probab. 32 (5), (October 2022)
No abstract available
Ann. Appl. Probab. 32 (5), (October 2022)
No abstract available
Christian Noack, Philippe Sosoe
Ann. Appl. Probab. 32 (5), 3205-3228, (October 2022) DOI: 10.1214/21-AAP1744
KEYWORDS: Directed polymer, semidiscrete polymer, polymer in random environment, Cumulants, 82D60, 60K35
Katharina Eichinger, Manuel V. Gnann, Christian Kuehn
Ann. Appl. Probab. 32 (5), 3229-3282, (October 2022) DOI: 10.1214/21-AAP1759
KEYWORDS: FitzHugh–Nagumo equations, Stochastic reaction–diffusion equations, Traveling waves, pulse, stability, 35C07, 35K57, 35Q92, 35R60, 60H15
Chaman Kumar, Neelima, Christoph Reisinger, Wolfgang Stockinger
Ann. Appl. Probab. 32 (5), 3283-3330, (October 2022) DOI: 10.1214/21-AAP1760
KEYWORDS: McKean–Vlasov SDEs, Particle system, super-linear coefficients, tamed numerical schemes, common noise, mean-field stochastic 3/2 model, mean-field stochastic double well dynamics with multiplicative noise, 65C30, 60H35, 65C05, 65C35
Noam Berger, Eviatar B. Procaccia, Amanda Turner
Ann. Appl. Probab. 32 (5), 3331-3360, (October 2022) DOI: 10.1214/21-AAP1761
KEYWORDS: Aggregation processes, Hastings–Levitov, DLA, 60K35, 60D05
Joris Bierkens, Kengo Kamatani, Gareth O. Roberts
Ann. Appl. Probab. 32 (5), 3361-3407, (October 2022) DOI: 10.1214/21-AAP1762
KEYWORDS: Piecewise deterministic Markov processes, weak convergence, Markov chain Monte Carlo, exponential ergodicity, Gaussian process, 60F05, 65C05
Hubert Lacoin, Shangjie Yang
Ann. Appl. Probab. 32 (5), 3408-3449, (October 2022) DOI: 10.1214/21-AAP1763
KEYWORDS: Markov chains, Partition function, spectral gap, metastability, 60K35, 82C20, 82C24
Jianfeng Yao, Wangjun Yuan
Ann. Appl. Probab. 32 (5), 3450-3491, (October 2022) DOI: 10.1214/21-AAP1764
KEYWORDS: Girko’s Hermitization principle, eigenvalue distribution, Large autocovariance matrix, least singular value, 60B20, 15B52
Luis Escauriaza, Daniel C. Schwarz, Hao Xing
Ann. Appl. Probab. 32 (5), 3492-3536, (October 2022) DOI: 10.1214/21-AAP1765
KEYWORDS: Backward stochastic differential equations, systems of BSDEs, discontinuous generator, quadratic nonlinearities, general equilibrium, backward uniqueness, unique continuation, 60H30, 60J25, 60G44, 91B51
Pascal Maillard, Elliot Paquette
Ann. Appl. Probab. 32 (5), 3537-3571, (October 2022) DOI: 10.1214/21-AAP1766
KEYWORDS: Growth-fragmentation equation, ergodicity, Markov process, Interval fragmentation, 60F15, 47D06
Michael Monoyios
Ann. Appl. Probab. 32 (5), 3572-3613, (October 2022) DOI: 10.1214/21-AAP1767
KEYWORDS: Duality, utility from consumption, supermartingale deflator, 91G10, 49J55, 49K45
Alexey Bufetov, Patrik L. Ferrari
Ann. Appl. Probab. 32 (5), 3614-3644, (October 2022) DOI: 10.1214/21-AAP1769
KEYWORDS: Asymmetric exclusion process, KPZ universality class, Second class particle, 60K35
Rongjuan Fang, Zenghu Li
Ann. Appl. Probab. 32 (5), 3645-3673, (October 2022) DOI: 10.1214/21-AAP1770
KEYWORDS: branching process, continuous-state, varying environments, cumulant semigroup, stochastic integral equations, Gaussian white noise, Poisson random measure, 60J80, 60H20
Luciano Campi, Tiziano De Angelis, Maddalena Ghio, Giulia Livieri
Ann. Appl. Probab. 32 (5), 3674-3717, (October 2022) DOI: 10.1214/21-AAP1771
KEYWORDS: Nash equilibria, mean-field games, singular controls, capacity expansion, goodwill problem, Optimal stopping, free boundary problems, Lipschitz free boundary, Skorokhod reflection problem, 91A15, 91A16, 93E20, 60G40, 35R35
Amin Coja-Oghlan, Noela Müller, Jean B. Ravelomanana
Ann. Appl. Probab. 32 (5), 3718-3796, (October 2022) DOI: 10.1214/21-AAP1772
KEYWORDS: k-SAT, belief propagation, replica symmetry breaking, phase transition, 68Q87, 60C05
Matthew Junge, Hanbaek Lyu
Ann. Appl. Probab. 32 (5), 3797-3816, (October 2022) DOI: 10.1214/21-AAP1773
KEYWORDS: Interacting particle system, phase transition, 60K35
S. Valère Bitseki Penda, Jean-François Delmas
Ann. Appl. Probab. 32 (5), 3817-3849, (October 2022) DOI: 10.1214/21-AAP1774
KEYWORDS: Bifurcating Markov chains, tree indexed Markov chain, binary trees, central limit theorem, 60J05, 60F05, 60J80
Virginie Ehrlacher, Tony Lelièvre, Pierre Monmarché
Ann. Appl. Probab. 32 (5), 3850-3888, (October 2022) DOI: 10.1214/21-AAP1775
KEYWORDS: Monte Carlo methods, tensor, Free energy, importance sampling, molecular dynamics, 65C05, 65N12
Daniel Kious, Cécile Mailler, Bruno Schapira
Ann. Appl. Probab. 32 (5), 3889-3929, (October 2022) DOI: 10.1214/21-AAP1777
KEYWORDS: random walks on graphs, linear reinforcement, reinforcement learning, path formation, generalised Pólya urns, 05C81, 62L20, 60K35
Lucio Galeati, Fabian A. Harang
Ann. Appl. Probab. 32 (5), 3930-3963, (October 2022) DOI: 10.1214/21-AAP1778
KEYWORDS: Stochastic differential equations, Regularization by noise, Multiplicative noise, Young integration, rough path theory, 34F05, 60H10, 37H10
Xue-Mei Li, Julian Sieber
Ann. Appl. Probab. 32 (5), 3964-4003, (October 2022) DOI: 10.1214/22-AAP1779
KEYWORDS: fractional Brownian motion, averaging, slow-fast system, quenched ergodic theorem, Rate of convergence to equilibrium, 60G22, 60H10, 37A25
Luis Fredes, Amitai Linker, Daniel Remenik
Ann. Appl. Probab. 32 (5), 4004-4037, (October 2022) DOI: 10.1214/22-AAP1780
KEYWORDS: interacting particle systems, survival, Coexistence, forest fires, random regular graph, 60K35, 92D25, 37N25
Vishesh Jain, Natesh S. Pillai, Ashwin Sah, Mehtaab Sawhney, Aaron Smith
Ann. Appl. Probab. 32 (5), 4038-4064, (October 2022) DOI: 10.1214/22-AAP1784
KEYWORDS: Kac walk, Johnson–Lindenstrauss lemma, restricted isometry property, 60J05, 68W20
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