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

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  Año 2023, Vol. 33, Número 2

  • Optimal bounds in normal approximation for many interacting worlds

    Louis H.Y. Chen, Lê Vǎn Thành

    págs. 825-842

    

  • Local weak convergence for sparse networks of interacting processes

    Daniel Lacker, Kavita Ramanan

    págs. 843-888

    

  • Stochastic differential games with random coefficients and stochastic Hamilton–Jacobi–Bellman–Isaacs equations

    Jinniao Qiu, Jing Zhang

    págs. 889-930

    

  • Probabilistic and analytical properties of the last passage percolation constant in a weighted random directed graph

    Sergey Foss, Takis Konstantopoulos, Artem Pyatkin

    págs. 931-953

    

  • Global-in-time mean-field convergence for singular Riesz-type diffusive flows

    Matthew Rosenzweig, Sylvia Serfaty

    págs. 954-998

    

  • Sequential importance sampling for estimating expectations over the space of perfect matchings

    Yeganeh Alimohammadi, Persi Diaconis, Mohammad Roghani, Amin Saberi

    págs. 999-1033

    

  • Mean field games with branching

    Julien Claisse, Zhenjie Ren, Xiaolu Tan

    págs. 1034-1075

    

  • Parking on the integers

    Michał Przykucki, Alexander Roberts, Alex Scott

    págs. 1076-1101

    

  • Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise

    Thomas Müller-Gronbach, Larisa Yaroslavtseva

    págs. 1102-1135

    

  • Mixing of the averaging process and its discrete dual on finite-dimensional geometries

    Matteo Quattropani, Federico Sau

    págs. 1136-1171

    

  • Mixing times for the simple exclusion process with open boundaries

    Nina Gantert, Evita Nestoridi, Dominik Schmid

    págs. 1172-1212

    

  • A Kesten–Stigum type theorem for a supercritical multitype branching process in a random environment

    Ion Grama, Quansheng Liu, Erwan Pin

    págs. 1213-1251

    

  • Computer-assisted proof of shear-induced chaos in stochastically perturbed Hopf systems

    Maxime Breden, Maximilian Engel

    págs. 1252-1294

    

  • Optimal cleaning for singular values of cross-covariance matrices

    Florent Benaych-Georges, Jean-Philippe Bouchaud, Marc Potters

    págs. 1295-1326

    

  • A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters

    Pierre del Moral, Emma Horton

    págs. 1327-1372

    

  • Convergence to the thermodynamic limit for random-field random surfaces

    Paul Dario

    págs. 1373-1395

    

  • Me, myself and I: A general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents

    Camilo Hernández, Dylan Possamai

    págs. 1396-1458

    

  • Complexity results for MCMC derived from quantitative bounds

    Jun Yang, Jeffrey S. Rosenthal

    págs. 1459-1500

    

  • Modified log-Sobolev inequalities for strong-Rayleigh measures

    Jonathan Hermon, Justin Salez

    págs. 1501-1514

    

  • The maximum of branching Brownian motion in R d

    Yujin H. Kim, Eyal Lubetzky, Ofer Zeitouni

    págs. 1515-1568

    

  • Nonparametric learning for impulse control problems—Exploration vs. exploitation

    Søren Christensen, Claudia Strauch

    págs. 1569-1587

    

  • Propagation of minimality in the supercooled Stefan problem

    Christa Cuchiero, Stefan Rigger, Sara Svaluto-Ferro

    págs. 1588-1618

    

  • A probability approximation framework: Markov process approach

    Peng Chen, Qi-Man Shao, Lihu Xu

    págs. 1619-1659