Annals of applied probability: an official journal of the Institute of Mathematical Statistics

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  Año 2017, Vol. 27, Número 2

  • Reconstruction of a multidimensional scenery with a branching random walk.

    Heinrich Matzinger, Angelica Pachon, Serguei Popov

    págs. 651-685

    

  • Optimal Skorokhod embedding given full marginals and Azéma–Yor peacocks.

    Sigrid Källblad, Xiaolu Tan, Nizar Touzi

    págs. 686-719

    

  • Chi-square approximation by Stein’s method with application to Pearson’s statistic.

    Robert E. Gaunt, Alastair M. Pickett, Gesine Reinert

    págs. 720-756

    

  • On the connection between symmetric N-player games and mean field games.

    Markus Fischer

    págs. 757-810

    

  • Finite-length analysis on tail probability for Markov chain and application to simple hypothesis testing.

    Shun Watanabe, Masahito Hayashi

    págs. 811-845

    

  • A piecewise deterministic scaling limit of lifted Metropolis–Hastings in the Curie–Weiss model.

    Joris Bierkens, Gareth Roberts

    págs. 846-882

    

  • Equivalence of ensembles for large vehicle-sharing models.

    Christine Fricker, Danielle Tibi

    págs. 883-916

    

  • The rounding of the phase transition for disordered pinning with stretched exponential tails.

    Hubert Lacoin

    págs. 917-943

    

  • Scaling limit of the corrector in stochastic homogenization.

    Jean-Christophe Mourrat, James Nolen

    págs. 944-959

    

  • Optimal consumption under habit formation in markets with transaction costs and random endowments.

    Xiang Yu

    págs. 960-1002

    

  • Quickest detection problems for Bessel processes.

    Peter Johnson, Goran Peskir

    págs. 1003-1056

    

  • The asymptotic variance of the giant component of configuration model random graphs.

    Frank Ball, Peter Neal

    págs. 1057-1092

    

  • From stochastic, individual-based models to the canonical equation of adaptive dynamics in one step.

    Martina Baar, Anton Bovier, Nicolas Champagnat

    págs. 1093-1170

    

  • Logarithmic tails of sums of products of positive random variables bounded by one.

    Bartosz Kolodziejek

    págs. 1171-1189

    

  • Invariance principles for operator-scaling Gaussian random fields.

    Hermine Biermé, Olivier Durieu, Yizao Wang

    págs. 1190-1234

    

  • Evolving voter model on dense random graphs.

    Riddhipratim Basu, Allan Sly

    págs. 1235-1288

    

  • Addendum to “Optimal stopping under model uncertainty: Randomized stopping times approach”.

    Denis Belomestny, Volker Krätschmer

    págs. 1289-1293

    

  • Corrigendum Weak approximations for Wiener functionals [Ann. Appl. Probab. (2013) 23 1660–1691]

    Dorival Leäo, Alberto Ohashi

    págs. 1294-1295

    

  • Addendum and corrigendum to “Randomized urn models revisited using stochastic approximation”.

    Sophie Laruelle, Gilles Pagès

    págs. 1296-1298