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

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  Año 2016, Vol. 26, Número 4

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    Asymptotically optimal priority policies for indexable and nonindexable restless bandits.

    I.M. Verloop

    págs. 1947-1995

    
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    Markovian Nash equilibrium in financial markets with asymmetric information and related forward–backward systems.

    Umut Çetin , Albina Danilova

    págs. 1996-2029

    
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    Fluctuations of TASEP and LPP with general initial data.

    Ivan Corwin, Zhipeng Liu, Dong Wang

    págs. 2030-2082

    
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    Euler approximations with varying coefficients: The case of superlinearly growing diffusion coefficients.

    Sotirios Sabanis

    págs. 2083-2105

    
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    Gaussian approximation of nonlinear Hawkes processes.

    Giovanni Luca Torrisi

    págs. 2106-2140

    
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    Beardwood–Halton–Hammersley theorem for stationary ergodic sequences: A counterexample.

    Alessandro Arlotto, J. Michael Steele

    págs. 2141-2168

    
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    Pathwise stability of likelihood estimators for diffusions via rough paths.

    Joscha Diehl, Peter Friz, Hilmar Mai

    págs. 2169-2192

    
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    Dense graph limits under respondent-driven sampling.

    Siva Athreya, Adrian Röllin

    págs. 2193-2210

    
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    Belief propagation, robust reconstruction and optimal recovery of block models.

    Elchanan Mossel, Joe Neeman, Allan Sly

    págs. 2211-2256

    
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    Random reversible Markov matrices with tunable extremal eigenvalues.

    Zhiyi Chi

    págs. 2257-2272

    
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    Mimicking martingales.

    David Hobson

    págs. 2273-2303

    
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    The q-Hahn asymmetric exclusion process.

    Guillaume Barraquand, Ivan Corwin

    págs. 2304-2356

    
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    The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains.

    Randal Douc, Francois Roueff, Tepmony Sim

    págs. 2357-2383

    
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    Poisson approximation for two scan statistics with rates of convergence.

    Xiao Fang, David Siegmund

    págs. 2384-2418

    
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    The winner takes it all.

    Maria Deijfen, Remco van der Hofstad

    págs. 2419-2453

    
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    Cycle symmetries and circulation fluctuations for discrete-time and continuous-time Markov chains.

    Chen Jia, Da-Quan Jiang, Min-Ping Qian

    págs. 2454-2493

    
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    Strongly reinforced Pólya urns with graph-based competition.

    Remco van der Hofstad, Mark Holmes, Alexey Kuznetsov, Wioletta Ruszel

    págs. 2494-2539

    
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    Convergence of empirical distributions in an interpretation of quantum mechanics.

    Ian W. McKeague, Bruce Levin

    págs. 2540-2555

    
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    Self-similar scaling limits of Markov chains on the positive integers.

    Jean Bertoin, Igor Kortchemski

    págs. 2556-2595