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

• 

  Año 2022, Vol. 32, Número 3

  • General selection models: Bernstein duality and minimal ancestral structures

    Fernando Cordero, Sebastian Hummel, Emmanuel Schertzer

    págs. 1499-1556

    

  • Capacity of the range of tree-indexed random walk

    Tianyi Bai, Yijun Wan

    págs. 1557-1589

    

  • Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems

    Arnaud Guillin, Wei Liu, Liming Wu, Chaoen Zhang

    págs. 1590-1614

    

  • Functional limit theorems for non-Markovian epidemic models

    Guodong Pang, Etienne Pardoux

    págs. 1615-1665

    

  • Large deviations of mean-field interacting particle systems in a fast varying environment

    Sarath Yasodharan, Rajesh Sundaresan

    págs. 1666-1704

    

  • Understanding the dual formulation for the hedging of path-dependent options with price impact

    Bruno Bouchard, Xiaolu Tan

    págs. 1705-1733

    

  • On the spectrum of dense random geometric graphs

    Kartick Adhikari, Robert J. Adler, Omer Bobrowski, Ron Rosenthal

    págs. 1734-1773

    

  • On the value of non-Markovian Dynkin games with partial and asymmetric information

    Tiziano De Angelis, Nikita Merkulov, Jan Palczewski

    págs. 1774-1813

    

  • Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields

    Imma Valentina Curato, Robert Stelzer, Bennet Ströh

    págs. 1814-1861

    

  • Asymptotic behavior of a critical fluid model for bandwidth sharing with general file size distributions

    Yingjia Fu, Ruth J. Williams

    págs. 1862-1901

    

  • A dynamic programming approach to distribution-constrained optimal stopping

    Sigrid Källblad

    págs. 1902-1928

    

  • Weak quantitative propagation of chaos via differential calculus on the space of measures

    Jean-Francois Chassagneux, Lukasz Szpruch, Alvin Tse

    págs. 1929-1969

    

  • Central limit theorem for the antithetic multilevel Monte Carlo method

    Mohamed Ben Alaya, Ahmed Kebaier, Thi Bao Tram Ngo

    págs. 1970-2027

    

  • Central limit theorem for Gibbs measures on path spaces including long range and singular interactions and homogenization of the stochastic heat equation

    Chiranjib Mukherjee

    págs. 2028-2062

    

  • Correlation decay for hard spheres via Markov chains

    Tyler Helmuth, Will Perkins, Samantha Petti

    págs. 2063-2082

    

  • Near equilibrium fluctuations for supermarket models with growing choices

    Shankar Bhamidi, Amarjit Budhiraja, Miheer Dewaskar

    págs. 2083-2138

    

  • The multiplicative chaos of H = 0 fractional Brownian fields

    Paul Hager, Eyal Neuman

    págs. 2139-2179

    

  • Root finding algorithms and persistence of Jordan centrality in growing random trees

    Sayan Banerjee, Shankar Bhamidi

    págs. 2180-2210

    

  • A two-parameter family of measure-valued diffusions with Poisson–Dirichlet stationary distributions

    Noah Forman, Douglas Rizzolo, Quan Shi, Matthias Winkel

    págs. 2211-2253

    

  • Quantum mean-field games

    Vassili N. Kolokoltsov

    págs. 2254-2288

    

  • On first order mean field game systems with a common noise

    Pierre Cardaliaguet, Panagiotis E. Souganidis

    págs. 2289-2326

    

  • Large deviation for uniform graphs with given degrees

    Souvik Dhara, Subhabrata Sen

    págs. 2327-2353