Current Index to Statistics
The Annals of Applied Probability
Rate control under heavy traffic with strategic servers
Central limit theorems in the configuration model
Barbour, A. D.
Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues
On one-dimensional Riccati diffusions
Del Moral, P.
Bishop, A. N.
On Poisson approximations for the Ewens sampling formula when the mutation parameter grows with the sample size
The critical greedy server on the integers is recurrent
Wade, Andrew R.
Cruise, James R.
Join-the-shortest queue diffusion limit in Halfin–Whitt regime: Tail asymptotics and scaling of extrema
Cubature on Wiener space for McKean–Vlasov SDEs with smooth scalar interaction
The length of the longest common subsequence of two independent mallows permutations
Determinant of sample correlation matrix with application
Annealed limit theorems for the Ising model on random regular graphs
Can, Van Hao
Approximating geodesics via random points
Freidlin–Wentzell LDP in path space for McKean–Vlasov equations and the functional iterated logarithm law
dos Reis, Gonçalo
A constrained Langevin approximation for chemical reaction networks
Williams, Ruth J.
Leite, Saul C.
On a Wasserstein-type distance between solutions to stochastic differential equations
Numerical method for FBSDEs of McKean–Vlasov type
Second-order BSDE under monotonicity condition and liquidation problem under uncertainty
Supermarket model on graphs
Effective Berry–Esseen and concentration bounds for Markov chains with a spectral gap
Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients
The nested Kingman coalescent: Speed of coming down from infinity
Condensation in critical Cauchy Bienaymé–Galton–Watson trees
Entropy-controlled Last-Passage Percolation
The left-curtain martingale coupling in the presence of atoms
Hobson, David G.
Upper bounds for the function solution of the homogeneous $2D$ Boltzmann equation with hard potential
When multiplicative noise stymies control
Large deviations for fast transport stochastic RDEs with applications to the exit problem
Stochastic approximation with random step sizes and urn models with random replacement matrices having finite mean
Critical point for infinite cycles in a random loop model on trees
Parking on transitive unimodular graphs
The hydrodynamic limit of a randomized load balancing network
Knudsen gas in flat tire
A probabilistic approach to Dirac concentration in nonlocal models of adaptation with several resources
A version of Aldous’ spectral-gap conjecture for the zero range process
Iterative multilevel particle approximation for McKean–Vlasov SDEs
Ergodicity of the zigzag process
Roberts, Gareth O.
On Skorokhod embeddings and Poisson equations
Prömel, David J.
A McKean–Vlasov equation with positive feedback and blow-ups
Approximation of stochastic processes by nonexpansive flows and coming down from infinity
Mixing time estimation in reversible Markov chains from a single sample path
Levin, David A.
Reduced-form framework under model uncertainty
A general continuous-state nonlinear branching process
Equilibrium interfaces of biased voter models
Swart, Jan M.
Propagation of chaos for topological interactions
The Bouchaud–Anderson model with double-exponential potential
dos Santos, R. S.
Random switching between vector fields having a common zero
Nonconvex homogenization for one-dimensional controlled random walks in random potential
Multi-scale Lipschitz percolation of increasing events for Poisson random walks
Theoretical properties of quasi-stationary Monte Carlo methods
Roberts, Gareth O.
Wang, Andi Q.
Approximation of stable law in Wasserstein-1 distance by Stein’s method
Continuity of the optimal stopping boundary for two-dimensional diffusions
Robust hedging of options on a leveraged exchange traded fund
Kinsley, Sam M.
Cox, Alexander M. G.
Exponential utility maximization under model uncertainty for unbounded endowments
Serve the shortest queue and Walsh Brownian motion
Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients
Change-point detection for Lévy processes
Figueroa-López, José E.
Super-replication with fixed transaction costs
First-order Euler scheme for SDEs driven by fractional Brownian motions: The rough case
Malliavin calculus approach to long exit times from an unstable equilibrium
Optimal mean-based algorithms for trace reconstruction
Servedio, Rocco A.
A shape theorem for the scaling limit of the IPDSAW at criticality
Particle systems with singular interaction through hitting times: Application in systemic risk modeling
Normal approximation for stabilizing functionals
Yukich, J. E.
Ergodicity of an SPDE associated with a many-server queue