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

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  Año 2020, Vol. 30, Número 4

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    Sensitivity analysis for rare events based on Rényi divergence

    Paul Dupuis, Markos A. Katsoulakis, Yannis Pantazis, Luc Rey-Bellet

    págs. 1507-1533

    
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    Nonasymptotic bounds for sampling algorithms without log-concavity

    Mateusz B. Majka, Aleksandar Mijatović, Lukasz Szpruch

    págs. 1534-1581

    
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    Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier

    Clayton L. Barnes

    págs. 1582-1613

    
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    Random walk on random walks: Low densities

    Oriane Blondel, Marcelo R. Hilário, Renato S. dos Santos, Vladas Sidoravicius, Augusto Teixeira

    págs. 1614-1641

    
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    High-dimensional limits of eigenvalue distributions for general Wishart process

    Jian Song, Jianfeng Yao, Wangjun Yuan

    págs. 1642-1668

    
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    Conditional optimal stopping: A time-inconsistent optimization

    Marcel Nutz, Yuchong Zhang

    págs. 1669-1692

    
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    On the convergence of closed-loop Nash equilibria to the mean field game limit

    Daniel Lacker

    págs. 1693-1761

    
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    On Bayesian consistency for flows observed through a passive scalar

    Jeff Borggaard, Nathan Glatt-Holtz, Justin Krometis

    págs. 1762-1783

    
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    Approximation schemes for viscosity solutions of fully nonlinear stochastic partial differential equations

    Benjamin Seeger

    págs. 1784-1823

    
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    A threshold for cutoff in two-community random graphs

    Anna Ben-Hamou

    págs. 1824-1846

    
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    Mixing time and cutoff for the weakly asymmetric simple exclusion process

    Cyril Labbé, Hubert Lacoin

    págs. 1847-1883

    
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    Particles systems and numerical schemes for mean reflected stochastic differential equations

    Philippe Briand, Paul Éric Chaudru de Raynal, Arnaud Guillin, Céline Labart

    págs. 1884-1909

    
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    Statistical thresholds for tensor PCA

    Aukosh Jagannath, Patrick Lopatto, Léo Miolane

    págs. 1910-1933

    
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    Exact formulas for two interacting particles and applications in particle systems with duality

    Gioia Carinci, Cristian Giardinà, Frank Redig

    págs. 1934-1970

    
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    Edgeworth expansion for Euler approximation of continuous diffusion processes

    Mark Podolskij, Bezirgen Veliyev, Nakahiro Yoshida

    págs. 1971-2003