VOL. 32 · NO. 6 | December 2022
Ann. Appl. Probab. 32 (6), (December 2022)
No abstract available
Ann. Appl. Probab. 32 (6), (December 2022)
No abstract available
René Carmona, Mathieu Laurière
Ann. Appl. Probab. 32 (6), 4065-4105, (December 2022) DOI: 10.1214/21-AAP1715
KEYWORDS: Mean field games, mean field control, McKean–Vlasov, forward-backward SDE, numerical approximation, machine learning, 60H10, 65C30, 91A13
Ari Arapostathis, Anup Biswas
Ann. Appl. Probab. 32 (6), 4106-4142, (December 2022) DOI: 10.1214/21-AAP1758
KEYWORDS: Principal eigenvalue, semilinear integro-differential equations, exit rates, stochastic representation, 35P30, 60J60, 37J25, 35Q93
Oumaima Bencheikh, Benjamin Jourdain
Ann. Appl. Probab. 32 (6), 4143-4185, (December 2022) DOI: 10.1214/21-AAP1776
KEYWORDS: propagation of chaos, Mean-field interaction, rank-based model, weak error analysis, 65C35, 65C30
Jeremy Thane Clark
Ann. Appl. Probab. 32 (6), 4186-4250, (December 2022) DOI: 10.1214/22-AAP1783
KEYWORDS: Directed polymer in a random environment, diamond hierarchical lattice, critical scaling window, random path measures, 60F17, 60K37, 60G57, 82B44, 60J80
Carl Mueller, Eyal Neuman
Ann. Appl. Probab. 32 (6), 4251-4278, (December 2022) DOI: 10.1214/22-AAP1785
KEYWORDS: Polymer, scaling, heat equation, White noise, Stochastic partial differential equations, 60H15, 82D60
Sem Borst, Frank den Hollander, Francesca Romana Nardi, Siamak Taati
Ann. Appl. Probab. 32 (6), 4279-4314, (December 2022) DOI: 10.1214/22-AAP1787
KEYWORDS: Wireless random-access networks, switching protocols, metastability, 60K25, 60K30, 60K35, 90B15, 90B18
Zhigang Bao, Yukun He
Ann. Appl. Probab. 32 (6), 4315-4355, (December 2022) DOI: 10.1214/22-AAP1788
KEYWORDS: random matrices, Cramér–von Mises statistic, Empirical spectral distribution, goodness-of-fit statistic, 60B20, 62G20
Joost Jorritsma, Júlia Komjáthy
Ann. Appl. Probab. 32 (6), 4356-4397, (December 2022) DOI: 10.1214/22-AAP1789
KEYWORDS: Evolution of graphs, preferential attachment, weighted-distance evolution, First-passage percolation, 05C80, 05C82, 60C05
Jacopo Borga, Benedetta Cavalli
Ann. Appl. Probab. 32 (6), 4398-4425, (December 2022) DOI: 10.1214/22-AAP1790
KEYWORDS: Interacting random processes, Invariance principles, sums of dependent and nonstationary random variables, multiplayer competitions, modelization, 60F05, 60G50, 60K35
Filippo Disanto, Michael Fuchs, Ariel R. Paningbatan, Noah A. Rosenberg
Ann. Appl. Probab. 32 (6), 4426-4458, (December 2022) DOI: 10.1214/22-AAP1791 Open Access
KEYWORDS: analytic combinatorics, gene trees, Lognormal distribution, Phylogenetics, Riccati equation, species trees, 60C05, 92D15, 05A15, 05A16, 05C05, 92B10
Thomas Finn, Alexandre Stauffer
Ann. Appl. Probab. 32 (6), 4459-4480, (December 2022) DOI: 10.1214/22-AAP1792
KEYWORDS: first passage percolation, Random growth, Coexistence, 60K35, 60K37
Laure Dumaz, Cyril Labbé
Ann. Appl. Probab. 32 (6), 4481-4534, (December 2022) DOI: 10.1214/22-AAP1793
KEYWORDS: Stochastic Airy operator, beta ensemble, Localization, Riccati transform, diffusion, 60H25, 60J60, 35P20
Anne-Laure Basdevant, Jean-Baptiste Gouéré, Marie Théret
Ann. Appl. Probab. 32 (6), 4535-4567, (December 2022) DOI: 10.1214/22-AAP1795
KEYWORDS: First-passage percolation, Bernoulli random variables, 60K35, 82B43
Ulrich Horst, Wei Xu
Ann. Appl. Probab. 32 (6), 4568-4610, (December 2022) DOI: 10.1214/22-AAP1796
KEYWORDS: stochastic volatility, self-exciting jumps, Hawkes process, branching process, affine model, 60F17, 60G52, 91G99
Andrey Piatnitski, Sergey Pirogov, Elena Zhizhina
Ann. Appl. Probab. 32 (6), 4611-4641, (December 2022) DOI: 10.1214/22-AAP1797
KEYWORDS: large deviations, jump Markov processes, locally periodic microstructure, spectral properties of convolution type operators, 60F10, 60J76, 47A10
Tom Alberts, Raoul Normand
Ann. Appl. Probab. 32 (6), 4642-4680, (December 2022) DOI: 10.1214/22-AAP1798
KEYWORDS: random matrices, spectral measure, circular-β ensemble, Hausdorff dimension, 60B20, 15B52, 60F10
Max Hill, Brandon Legried, Sebastien Roch
Ann. Appl. Probab. 32 (6), 4681-4705, (December 2022) DOI: 10.1214/22-AAP1799
KEYWORDS: Phylogenetics, gene duplication and loss, incomplete lineage sorting, statistical consistency, 92D15
Takashi Owada
Ann. Appl. Probab. 32 (6), 4706-4736, (December 2022) DOI: 10.1214/22-AAP1800
KEYWORDS: stochastic topology, Persistent homology, persistence diagram, persistent Betti number, 60F05, 60F15, 55U10, 60G55
Cosme Louart, Romain Couillet
Ann. Appl. Probab. 32 (6), 4737-4762, (December 2022) DOI: 10.1214/22-AAP1801 Open Access
KEYWORDS: robust estimation, concentration of measure, Random matrix theory, 60B20, 62F35
Yanqing Yin, Yanyuan Ma
Ann. Appl. Probab. 32 (6), 4763-4802, (December 2022) DOI: 10.1214/22-AAP1802
KEYWORDS: eigenvalue distribution, Haar distribution, high dimension correlation matrix, eigenvector, Random matrix theory, 62H10, 60F05
Yue Hu, Jing Dong, Ohad Perry
Ann. Appl. Probab. 32 (6), 4803-4848, (December 2022) DOI: 10.1214/22-AAP1803
KEYWORDS: Polling system, hybrid dynamical system, fluid-control problem, asymptotic optimality, 60K25, 60F17, 90B15, 37A50
Nicholas Georgiou, Andrew R. Wade
Ann. Appl. Probab. 32 (6), 4849-4892, (December 2022) DOI: 10.1214/22-AAP1804
KEYWORDS: adsorption, diffusion, nucleation, Aggregation, interval splitting, thin film deposition, submonolayer growth, epitaxy, 60K35, 60J25, 60J65, 60J70, 82C22, 82D80
Wai-Tong Louis Fan, Brandon Legried, Sebastien Roch
Ann. Appl. Probab. 32 (6), 4893-4913, (December 2022) DOI: 10.1214/22-AAP1805
KEYWORDS: Phylogenetics, k-mer, statsitical consistency, information-theoretic bounds, Markov models on trees, 60J25, 60J80, 62B10, 62M05
Back to Top