VOL. 34 · NO. 3 | June 2024
Ann. Appl. Probab. 34 (3), (June 2024)
No abstract available
Ann. Appl. Probab. 34 (3), (June 2024)
No abstract available
Haoyu Wang
Ann. Appl. Probab. 34 (3), 2539-2565, (June 2024) DOI: 10.1214/22-AAP1910
KEYWORDS: Sample covariance matrix, Tracy–Widom distribution, Universality, Dyson Brownian motion, 60B20, 15B52
Constantinos Kardaras
Ann. Appl. Probab. 34 (3), 2566-2599, (June 2024) DOI: 10.1214/23-AAP1942
KEYWORDS: Infinite-dimensional stochastic integration, Continuous semimartingales, mathematical finance, fundamental theorem, 60H05, 91G10
Carsten H. Chong, Marc Hoffmann, Yanghui Liu, Mathieu Rosenbaum, Grégoire Szymanski
Ann. Appl. Probab. 34 (3), 2600-2649, (June 2024) DOI: 10.1214/23-AAP2002
KEYWORDS: central limit theorem, fractional Brownian motion, Hurst parameter, nonparametric estimation, Rough volatility, spot volatility, volatility of volatility, 62G15, 62G20, 62M09, 60F05, 62P20
Wei Xu
Ann. Appl. Probab. 34 (3), 2650-2713, (June 2024) DOI: 10.1214/23-AAP2005
KEYWORDS: Scaling limit, marked Hawkes point measure, shot noise process, multi-type continuous-sate branching process, Crump–Mode–Jagers branching process, population structure, state space collapse, 60F17, 60G55, 60J80, 62P10
Brandon Legried, Sebastien Roch
Ann. Appl. Probab. 34 (3), 2714-2732, (June 2024) DOI: 10.1214/23-AAP2009
KEYWORDS: reconstruction, branching processes, 60K35, 92D15
Wei Xu
Ann. Appl. Probab. 34 (3), 2733-2798, (June 2024) DOI: 10.1214/23-AAP2017
KEYWORDS: Local time, Stable process, Stochastic Volterra equation, heavy tail, Poisson random measure, marked Hawkes point measure, Laplace functional, Ray–Knight theorem, 60G52, 60J55, 60H20, 60G22, 60F17, 60G55
Luca Ganassali, Marc Lelarge, Laurent Massoulié
Ann. Appl. Probab. 34 (3), 2799-2843, (June 2024) DOI: 10.1214/23-AAP2020
KEYWORDS: Inference in random graphs, Graph matching, graph alignment, Hypothesis testing, 05C80, 05C85, 62F03


1 An early, short version of this work has been presented at the ITCS’22 conference [15].

Alexander Drewitz, Gioele Gallo, Alexis Prévost
Ann. Appl. Probab. 34 (3), 2844-2884, (June 2024) DOI: 10.1214/23-AAP2022 Open Access
KEYWORDS: 60K35, 60G15, 60G60, 82B43
Nicholas A. Cook, Amir Dembo
Ann. Appl. Probab. 34 (3), 2885-2939, (June 2024) DOI: 10.1214/23-AAP2025
KEYWORDS: large deviations, Erdős, Rényi graphs, homomorphism counts, Gibbs measures, variational problems, upper tails, Brascamp, Lieb inequality, 60F10, 05C80, 60C05, 82B26
David Itkin, Martin Larsson
Ann. Appl. Probab. 34 (3), 2940-2985, (June 2024) DOI: 10.1214/23-AAP2030
KEYWORDS: Stochastic Portfolio Theory, open markets, growth optimality, Dirichlet forms, boundary attainment, robust finance, Poisson–Dirichlet distribution, 60G44, 60J60, 91G15, 60J46
Marek Biskup, Andrew Krieger
Ann. Appl. Probab. 34 (3), 2986-3017, (June 2024) DOI: 10.1214/23-AAP2031
KEYWORDS: Long range percolation, graph-theoretical distance, asymptotic, 60K35, 82B43, 05C12, 05C82
Rowel Gündlach, Remco van der Hofstad
Ann. Appl. Probab. 34 (3), 3018-3092, (June 2024) DOI: 10.1214/23-AAP2032
KEYWORDS: Invasion percolation, branching process tree, volume growth, power-law offspring distribution, 60J80, 60K35, 05C80
Ryan Cotsakis, Elena Di Bernardino, Céline Duval
Ann. Appl. Probab. 34 (3), 3093-3124, (June 2024) DOI: 10.1214/23-AAP2033
KEYWORDS: bias correction, Crofton formula, Crossing probabilities, Excursion sets, Lipschitz–Killing curvatures, surface area, Voronoi tessellations, 62R30, 62M40, 60G60, 62H11
Adrien Prodhomme, Edouard Strickler
Ann. Appl. Probab. 34 (3), 3125-3180, (June 2024) DOI: 10.1214/23-AAP2035
KEYWORDS: Epidemiological model, SIS, Birth-and-death process, Piecewise deterministic Markov process, quasi-stationary distribution, large population, Lyapunov exponent, stochastic persistence, extinction, 60J25, 60J80, 37H15, 92D30
Anna Kazeykina, Zhenjie Ren, Xiaolu Tan, Junjian Yang
Ann. Appl. Probab. 34 (3), 3181-3226, (June 2024) DOI: 10.1214/23-AAP2036
KEYWORDS: Underdamped mean-field Langevin dynamics, ergodicity, coupling, GAN, 37M25, 60H10, 60H30, 60J60
Arijit Chakrabarty, Gennady Samorodnitsky
Ann. Appl. Probab. 34 (3), 3227-3250, (June 2024) DOI: 10.1214/23-AAP2037
KEYWORDS: large deviations, clustering, infinite moving average, 60F10
Wilhelm Stannat, Lukas Wessels
Ann. Appl. Probab. 34 (3), 3251-3287, (June 2024) DOI: 10.1214/23-AAP2038
KEYWORDS: stochastic maximum principle, Pontryagin maximum principle, dynamic programming, verification theorem, stochastic optimal control, Hamilton–Jacobi–Bellman equation, 93E20, 49K45, 60H15, 49L20
Daniel Irving Bernstein, Sean Dewar, Steven J. Gortler, Anthony Nixon, Meera Sitharam, Louis Theran
Ann. Appl. Probab. 34 (3), 3288-3319, (June 2024) DOI: 10.1214/23-AAP2039
KEYWORDS: Gaussian graphical models, number of observations, maximum likelihood threshold, combinatorial rigidity, Algebraic statistics, 62H12, 52C25, 90C25
Mareike Hasenpflug, Daniel Rudolf, Björn Sprungk
Ann. Appl. Probab. 34 (3), 3320-3347, (June 2024) DOI: 10.1214/23-AAP2040
KEYWORDS: Wasserstein distance, coupling construction, 60B10, 58C99
Asher Roberts
Ann. Appl. Probab. 34 (3), 3348-3369, (June 2024) DOI: 10.1214/23-AAP2042
KEYWORDS: Riemann zeta function, central limit theorem, 11M06, 60F05
Günter Last, Mathew D. Penrose, Sergei Zuyev
Ann. Appl. Probab. 34 (3), 3370-3374, (June 2024) DOI: 10.1214/23-AAP2043
KEYWORDS: continuum percolation, Boolean model, infinite cluster, Capacity functional, percolation function, Reimer inequality, Margulis–Russo-type formula, 60K35, 60D05
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