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

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  Año 2017, Vol. 27, Número 3

  • Hydrodynamic limits and propagation of chaos for interacting random walks in domains.

    Zhen-Qing Chen, Wai Tong Louis Fan

    págs. 1299-1371

    

  • The number of potential winners in Bradley–Terry model in random environment.

    Raphael Chetrite, Roland Diel, Matthieu Lerasle

    págs. 1372-1394

    

  • On the distribution of the largest real eigenvalue for the real Ginibre ensemble.

    Mihail Poplavskyi, Roger Tribe, Oleg Zaboronski

    págs. 1395-1413

    

  • Portfolio optimisation beyond semimartingales: Shadow prices and fractional Brownian motion.

    Christoph Czichowsky, Walter Schachermayer

    págs. 1414-1451

    

  • Model-free superhedging duality.

    Matteo Burzoni, Marco Frittelli, Marco Maggis

    págs. 1452-1477

    

  • Exact simulation of the Wright–Fisher diffusion.

    Paul A. Jenkins, Dario Spanò

    págs. 1478-1509

    

  • Mesoscopic eigenvalue statistics of Wigner matrices.

    Yukun He, Antti Knowles

    págs. 1510-1550

    

  • Nonasymptotic convergence analysis for the unadjusted Langevin algorithm.

    Alain Durmus, Eric Moulines

    págs. 1551-1587

    

  • Minimal spanning trees and Stein’s method.

    Sourav Chatterjee, Sanchayan Sen

    págs. 1588-1645

    

  • The shape of the one-dimensional phylogenetic likelihood function.

    Vu Dinh, Frederick A. Matsen IV

    págs. 1646-1677

    

  • On the capacity functional of the infinite cluster of a Boolean model.

    Günter Last, Mathew D. Penrose, Sergei Zuyev

    págs. 1678-1701

    

  • On the robust Dynkin game.

    Erhan Bayraktar, Song Yao

    págs. 1702-1755

    

  • Extended convergence of the extremal process of branching Brownian motion.

    Anton Bovier, Lisa Hartung

    págs. 1757-1777

    

  • The pricing of contingent claims and optimal positions in asymptotically complete markets.

    Michail Anthropelos, Scott Robertson, Konstantinos Spiliopoulos

    págs. 1778-1830

    

  • Continuous inventory models of diffusion type: Long-term average cost criterion.

    Kurt L. Helmes, Richard H. Stockbridge, Chao Zhou

    págs. 1831-1885

    

  • One-dimensional long-range diffusion limited aggregation II: The transient case.

    Gideon Amir, Omer Angel, Gady Kozma

    págs. 1886-1922

    

  • Wright–Fisher construction of the two-parameter Poisson–Dirichlet diffusion.

    Cristina Costantini, Pierpaolo De Blasi, Stewart N. Ethier, Matteo Ruggiero, Dario Spanò

    págs. 1923-1950