VOL. 34 · NO. 1b | February 2024
 
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Ann. Appl. Probab. 34 (1B), (February 2024)
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Ann. Appl. Probab. 34 (1B), (February 2024)
No abstract available
Articles
Amarjit Budhiraja, Dane Johnson
Ann. Appl. Probab. 34 (1B), 851-916, (February 2024) DOI: 10.1214/23-AAP1979
KEYWORDS: Stochastic processing networks, dynamic control, asymptotic optimality, heavy traffic, Brownian control problems, diffusion approximations, resource sharing networks, Reflected Brownian motions, internet flows, 60K20, 68M20, 90B36, 60J70
Erhan Bayraktar, Song Yao
Ann. Appl. Probab. 34 (1B), 917-959, (February 2024) DOI: 10.1214/23-AAP1980
KEYWORDS: Optimal stopping with expectation constraints, martingale-problem formulation, enlarged canonical space, Polish space of stopping times, dynamic programming principle, regular conditional probability distribution, measurable selection, 60G40, 49L20, 93E20, 60G44
Martin Brückerhoff, Martin Huesmann
Ann. Appl. Probab. 34 (1B), 960-985, (February 2024) DOI: 10.1214/23-AAP1981
KEYWORDS: Skorokhod embedding, shadows, Martingale optimal transport, interpolation, potential theory, 60G40, 60G42, 60J45
Tom Hutchcroft
Ann. Appl. Probab. 34 (1B), 986-1002, (February 2024) DOI: 10.1214/23-AAP1982
KEYWORDS: percolation, phase transition, Critical phenomena, Critical exponents, renormalization group, 60K35, 82B43, 82B27
Soumik Pal
Ann. Appl. Probab. 34 (1B), 1003-1028, (February 2024) DOI: 10.1214/23-AAP1983
KEYWORDS: Optimal transport, entropic regularization, Schrödinger problem, Stochastic Portfolio Theory, 46N10, 60J25, 60F10, 94A17
Rami Atar, Eyal Castiel, Martin I. Reiman
Ann. Appl. Probab. 34 (1B), 1029-1071, (February 2024) DOI: 10.1214/23-AAP1984
KEYWORDS: Parallel server systems, heavy traffic, diffusion limits, Brownian control problem, Hamilton–Jacobi–Bellman equation, strict complementary slackness, 60K25, 90B22, 68M20, 49K45, 60F17, 93E20, 49K15
Sebastian W. Ertel, Wilhelm Stannat
Ann. Appl. Probab. 34 (1B), 1072-1107, (February 2024) DOI: 10.1214/23-AAP1985
KEYWORDS: Ensemble Kalman–Bucy filter, correlated noise, mean-field representation, Kalman gain, constant gain approximation, well-posedness, local Lipschitz, McKean–Vlasov, propagation of chaos, 60G35, 65C20, 93E11
Tudor Manole, Jonathan Niles-Weed
Ann. Appl. Probab. 34 (1B), 1108-1135, (February 2024) DOI: 10.1214/23-AAP1986
KEYWORDS: Optimal transport, Wasserstein distance, empirical measure, minimax bound, 60F25, 62G05
Evgeni Dimitrov, Anushka Murthy
Ann. Appl. Probab. 34 (1B), 1136-1176, (February 2024) DOI: 10.1214/23-AAP1987
KEYWORDS: Kardar–Parisi–Zhang universality class, Asymmetric simple exclusion process, 60K35, 82B20
Davar Khoshnevisan, Kunwoo Kim, Carl Mueller
Ann. Appl. Probab. 34 (1B), 1177-1198, (February 2024) DOI: 10.1214/23-AAP1988
KEYWORDS: The stochastic heat equation, Parabolic Anderson model, dissipation, valleys, 60H15, 35R60, 35K05
Joseph Mathews, Scott C. Schmidler
Ann. Appl. Probab. 34 (1B), 1199-1223, (February 2024) DOI: 10.1214/23-AAP1989
KEYWORDS: sequential Monte Carlo, multimodal distributions, finite sample bounds, 65C05, 60J22, 65C40
Alexander Goldenshluger, Royi Jacobovic
Ann. Appl. Probab. 34 (1B), 1224-1270, (February 2024) DOI: 10.1214/23-AAP1990
KEYWORDS: Smoluchowski processes, generating functions, Stationary processes, covariance function, nonparametric estimation, kernel estimators, 60K99, 62M09, 62G05
Maria Emilia Caballero, Adrián González Casanova, José-Luis Pérez
Ann. Appl. Probab. 34 (1B), 1271-1318, (February 2024) DOI: 10.1214/23-AAP1991
KEYWORDS: Continuous-state branching processes with immigration, Λ-coalescents, Λ-asymmetric frequency processes, moment duality, 60J90, 60J80, 92D15
Qian Qin, Guanyang Wang
Ann. Appl. Probab. 34 (1B), 1319-1349, (February 2024) DOI: 10.1214/23-AAP1992
KEYWORDS: Glauber dynamics, influence matrix, mixing time, recursive algorithm, spectral gap, spectral independence, 60J05
Erik J. Baurdoux, José M. Pedraza
Ann. Appl. Probab. 34 (1B), 1350-1402, (February 2024) DOI: 10.1214/23-AAP1994
KEYWORDS: Lévy processes, optimal prediction, Optimal stopping, 60G40, 62M20, 60G51
Shayan Hundrieser, Marcel Klatt, Axel Munk
Ann. Appl. Probab. 34 (1B), 1403-1468, (February 2024) DOI: 10.1214/23-AAP1995
KEYWORDS: Optimal transport, entropy regularization, central limit theorem, bootstrap, sensitivity analysis, countable spaces, 60B12, 60F05, 62E20, 90C06, 90C25, 90C31
Juan Kuntz, Francesca R. Crucinio, Adam M. Johansen
Ann. Appl. Probab. 34 (1B), 1469-1523, (February 2024) DOI: 10.1214/23-AAP1996
KEYWORDS: Strong law of large numbers, central limit theorem, interacting particle systems, product-form estimators, distributed computing, Bayesian inference, 65C05, 60F05, 60F15, 62F15, 68W15
Clément Erignoux, Marielle Simon, Linjie Zhao
Ann. Appl. Probab. 34 (1B), 1524-1570, (February 2024) DOI: 10.1214/23-AAP1997
KEYWORDS: Hydrodynamic limit, facilitated microscopic dynamics, Stefan problem, 35R35, 60J27, 60K35
Dmitry Kramkov, Mihai Sîrbu
Ann. Appl. Probab. 34 (1B), 1571-1599, (February 2024) DOI: 10.1214/23-AAP1998
KEYWORDS: Martingale optimal transport, pseudo-Euclidean space, Fitzpatrick function, 60G42, 91B24, 91B52
Erhan Bayraktar, Gaoyue Guo, Wenpin Tang, Yuming Paul Zhang
Ann. Appl. Probab. 34 (1B), 1600-1622, (February 2024) DOI: 10.1214/23-AAP1999
KEYWORDS: blow-ups, Comparison principle, Fokker–Planck equations, generalized solution, Entropy, hitting times, McKean–Vlasov equations, self-similar solution, Stefan problem, 35K61, 60H30
László Erdős, Benjamin McKenna
Ann. Appl. Probab. 34 (1B), 1623-1662, (February 2024) DOI: 10.1214/23-AAP2000
KEYWORDS: Gaussian Orthogonal Ensemble, Gaussian unitary ensemble, Haar measure, Extreme value statistics, Gumbel distribution, Weibull distribution, Gram–Schmidt, 60B20, 15B52, 60G70, 60B15, 81Q50
Benjamin Jourdain, Stéphane Menozzi
Ann. Appl. Probab. 34 (1B), 1663-1697, (February 2024) DOI: 10.1214/23-AAP2006
KEYWORDS: Diffusion processes, Singular drift, Euler scheme, weak error analysis, 60H35, 60H10, 65C30, 65C05
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