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

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  Año 2020, Vol. 30, Número 5

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    Parameter and dimension dependence of convergence rates to stationarity for reflecting Brownian motions

    Sayan Banerjee, Amarjit Budhiraja

    págs. 2005-2029

    
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    A limit theorem for the survival probability of a simple random walk among power-law renewal obstacles

    Julien Poisat, François Simenhaus

    págs. 2030-2068

    
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    Geometric ergodicity of the Bouncy Particle Sampler

    Alain Durmus, Arnaud Guillin, Pierre Monmarché

    págs. 2069-2098

    
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    Imaginary multiplicative chaos: Moments, regularity and connections to the Ising model

    Janne Junnila, Eero Saksman , Christian Webb

    págs. 2069-2164

    
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    Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes

    Martin Friesen, Peng Jin, Barbara Rüdiger

    págs. 2165-2195

    
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    Square permutations are typically rectangular

    Jacopo Borga, Erik Slivken

    págs. 2196-2233

    
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    Hamilton–Jacobi equations for finite-rank matrix inference

    J.-C. Mourrat

    págs. 2234-2260

    
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    The two-type Richardson model in the half-plane

    Daniel Ahlberg, Maria Deijfen, Christopher Hoffman

    págs. 2261-2273

    
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    Pathwise stochastic control with applications to robust filtering

    Andrew L. Allan, Samuel N. Cohen

    págs. 2274-2310

    
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    Propagation of chaos and the many-demes limit for weakly interacting diffusions in the sparse regime

    Martin Hutzenthaler, Daniel Pieper

    págs. 2311-2354

    
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    Pathwise McKean–Vlasov theory with additive noise

    Michele Coghi, Jean-Dominique Deuschel, Peter K. Friz, Mario Maurelli

    págs. 2355-2392

    
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    Stochastic approximation on noncompact measure spaces and application to measure-valued Pólya processes

    Cécile Mailler, Denis Villemonais

    págs. 2393-2438

    
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    Rarity of extremal edges in random surfaces and other theoretical applications of cluster algorithms

    Omri Cohen-Alloro, Ron Peled

    págs. 2439-2464

    
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    Functional large deviations for Cox processes and Cox/G/∞ queues, with a biological application

    Justin Dean, Ayalvadi Ganesh, Edward Crane

    págs. 2465-2490

    
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    Asymptotic theory of sparse Bradley–Terry model

    Ruijian Han, Rougang Ye, Chunxi Tan, Kani Chen

    págs. 2491-2515