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

• 

  Año 2022, Vol. 32, Número 1

  • Conditional independence in max-linear Bayesian networks

    Carlos Améndola, Claudia Klüppelberg, Steffen L. Lauritzen, Ngoc M. Tran

    págs. 1-45

    

  • A new approach to Pólya urn schemes and its infinite color generalization

    Antar Bandyopadhyay, Debleena Thacker

    págs. 46-79

    

  • Portfolio liquidation under factor uncertainty

    Ulrich Horst, Xiaonyu Xia, Chao Zhou

    págs. 80-123

    

  • Wasserstein-based methods for convergence complexity analysis of MCMC with applications

    Qian Qin, James P. Hobert

    págs. 124-166

    

  • Hydrodynamic limit for a 2D interlaced particle process

    Vincent Lerouvillois, Fabio Lucio Toninelli

    págs. 167-190

    

  • Hidden regular variation for point processes and the single/multiple large point heuristic

    Clément Dombry, Charles Tillier, Olivier Wintenberger

    págs. 191-234

    

  • The symmetric coalescent and Wright–Fisher models with bottlenecks

    Adrián González Casanova, Verónica Miró Pina, Arno Siri-Jegousse

    págs. 235-268

    

  • A universality result for subcritical complex Gaussian multiplicative chaos

    Hubert Lacoin

    págs. 269-293

    

  • An optimal transport problem with backward martingale constraints motivated by insider trading

    Dmitry Kramkov, Yan Xu

    págs. 294-326

    

  • From the Bernoulli factory to a dice enterprise via perfect sampling of Markov chains

    Giulio Morina, Krzysztof Latuszynski, Piotr Nayar, Alex Wendland

    págs. 327-359

    

  • Long time dynamics for interacting oscillators on graphs

    Fabio Coppini

    págs. 360-391

    

  • Extremal particles of two-dimensional Coulomb gases and random polynomials on a positive background

    Raphael Butez, David García-Zelada

    págs. 392-425

    

  • Constrained stochastic LQ control with regime switching and application to portfolio selection

    Ying Hu, Xiaomin Shi, Zuo Quan Xu

    págs. 426-460

    

  • Gibbs posterior convergence and the thermodynamic formalism

    Kevin McGoff, Sayan Mukherjee, Andrew B. Nobel

    págs. 461-496

    

  • Broadcasting on random recursive trees

    Louigi Addario-Berry, Luc Devroye, Gábor Lugosi, Vasiliki Velona

    págs. 497-528

    

  • Estimating processes in adapted Wasserstein distance

    Julio Backhoff, Daniel Bartl, Mathias Beiglböck, Johannes Wissel

    págs. 529-550

    

  • Functional convergence of sequential U-processes with size-dependent kernels

    Christian Döbler, Mikołaj J. Kasprzak, Giovanni Peccati

    págs. 551-601

    

  • New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems

    Xiao Fang, Yuta Koike

    págs. 602-631

    

  • A phase transition in the coming down from infinity of simple exchangeable fragmentation-coagulation processes

    Clément Foucart

    págs. 632-664

    

  • Large deviations for interacting diffusions with path-dependent McKean–Vlasov limit

    Rangel Baldasso, Alan Pereira, Guilherme Reis

    págs. 665-695

    

  • Large degrees in scale-free inhomogeneous random graphs

    Chinmoy Bhattacharjee, Matthias Schulte

    págs. 696-720

    

  • Stability of martingale optimal transport and weak optimal transport

    Julio Backhoff-Veraguas, G. Pammer

    págs. 721-752