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

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  Año 2024, Vol. 34, Número 3

  • Quantitative universality for the largest eigenvalue of sample covariance matrices

    Haoyu Wang

    págs. 2539-2565

    

  • Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance

    Constantinos Kardaras

    págs. 2566-2599

    

  • Statistical inference for rough volatility: Central limit theorems

    Carsten H. Chong, Marc Hoffmann, Yanghui Liu, Mathieu Rosenbaum, Grégoire Szymanski

    págs. 2600-2649

    

  • Diffusion approximations for self-excited systems with applications to general branching processes

    Wei Xu

    págs. 2650-2713

    

  • Pairwise sequence alignment at arbitrarily large evolutionary distance

    Brandon Legried, Sebastien Roch

    págs. 2714-2732

    

  • Stochastic Volterra equations for the local times of spectrally positive stable processes

    Wei Xu

    págs. 2733-2798

    

  • Correlation detection in trees for planted graph alignment

    Luca Ganassali, Marc Lelarge, Laurent Massoulié

    págs. 2799-2843

    

  • Generating Galton–Watson trees using random walks and percolation for the Gaussian free field

    Alexander Drewitz, Gioele Gallo, Alexis Prévost

    págs. 2844-2884

    

  • Typical structure of sparse exponential random graph models

    Nicholas A. Cook, Amir Dembo

    págs. 2885-2939

    

  • Open markets and hybrid Jacobi processes

    David Itkin, Martin Larsson

    págs. 2940-2985

    

  • Arithmetic oscillations of the chemical distance in long-range percolation on Z d

    Marek Biskup, Andrew Krieger

    págs. 2986-3017

    

  • Invasion percolation on power-law branching processes

    Rowel Gündlach, Remco van der Hofstad

    págs. 3018-3092

    

  • Surface area and volume of excursion sets observed on point cloud based polytopic tessellations

    Ryan Cotsakis, Elena Di Bernardino, Celine Duval

    págs. 3093-3194

    

  • Large population asymptotics for a multitype stochastic SIS epidemic model in randomly switching environment

    Adrien Prodhomme, Edouard Strickler

    págs. 3125-3180

    

  • Ergodicity of the underdamped mean-field Langevin dynamics

    Anna Kazeykina, Zhenjie Ren, Xiaolu Tan, Junjian Yang

    págs. 3181-3226

    

  • Clustering of large deviations in moving average processes: The short memory regime

    Arijit Chakrabarty, Gennady Samorodnitsky

    págs. 3227-3250

    

  • Necessary and sufficient conditions for optimal control of semilinear stochastic partial differential equations

    Wilhelm Stannat, Lukas Wessels

    págs. 3251-3287

    

  • Maximum likelihood thresholds via graph rigidity

    Daniel Irving Bernstein, Sean Dewar, Steven J. Gortler, Anthony Nixon, Meera Sitharam, Louis Theran

    págs. 3288-3319

    

  • Wasserstein convergence rates of increasingly concentrating probability measures

    Mareike Hasenpflug, Daniel Rudolf, Björn Sprungk

    págs. 3320-3347

    

  • The multivariate rate of convergence for Selberg’s central limit theorem

    Asher Roberts

    págs. 3348-3369

    

  • Corrections: On the capacity functional of the infinite cluster of a Boolean model

    Günter Last, Mathew D. Penrose, Sergei Zuyev

    págs. 3370-3374